600019 宝钢股份 — 海龟交易法则 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.35M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +34.54%）
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线（每标的独立回测 ¥1,000,000）
回合交易明细（共 31 个回合）
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
|---|
| 1 |
2015-03-03 |
2015-05-08 |
6.852055 |
8.27172 |
¥20.4万 |
+20.68% |
跌破离场 |
| 2 |
2015-06-09 |
2015-06-23 |
9.722625912999998 |
8.27172 |
¥-18.0万 |
-14.95% |
跌破离场 |
| 3 |
2016-01-07 |
2016-01-27 |
5.857606754999999 |
5.184810000000001 |
¥-11.5万 |
-11.51% |
跌破离场 |
| 4 |
2016-04-12 |
2016-04-29 |
5.817554743 |
5.55444 |
¥-4.1万 |
-4.55% |
跌破离场 |
| 5 |
2016-10-12 |
2017-03-09 |
5.687385703999999 |
6.66333 |
¥14.6万 |
+17.12% |
跌破离场 |
| 6 |
2017-05-26 |
2017-09-15 |
6.428347925999999 |
7.7522400000000005 |
¥20.8万 |
+20.56% |
跌破离场 |
| 7 |
2017-10-26 |
2017-12-07 |
7.689986303999999 |
8.3916 |
¥11.0万 |
+9.09% |
跌破离场 |
| 8 |
2018-01-09 |
2018-03-12 |
9.292786999999999 |
9.10089 |
¥-2.8万 |
-2.09% |
跌破离场 |
| 9 |
2018-06-08 |
2018-06-27 |
8.731338616 |
8.08191 |
¥-9.2万 |
-7.47% |
跌破离场 |
| 10 |
2019-01-21 |
2019-03-15 |
6.949024081999999 |
7.292700000000001 |
¥6.0万 |
+4.91% |
跌破离场 |
| 11 |
2019-04-09 |
2019-04-26 |
7.992397 |
7.182810000000001 |
¥-12.9万 |
-10.16% |
跌破离场 |
| 12 |
2019-09-17 |
2019-09-26 |
6.30819189 |
6.013979999999998 |
¥-5.3万 |
-4.69% |
跌破离场 |
| 13 |
2020-07-08 |
2020-09-25 |
5.196748557 |
4.91508 |
¥-5.9万 |
-5.45% |
跌破离场 |
| 14 |
2020-10-19 |
2020-12-07 |
5.226787566 |
6.06393 |
¥16.5万 |
+15.98% |
跌破离场 |
| 15 |
2021-01-15 |
2021-03-25 |
6.758777025 |
7.902090000000001 |
¥19.9万 |
+16.88% |
跌破离场 |
| 16 |
2021-07-16 |
2021-07-28 |
8.070480417999999 |
7.2927 |
¥-13.5万 |
-9.66% |
跌破离场 |
| 17 |
2021-08-27 |
2021-09-27 |
8.831468645999998 |
9.600389999999999 |
¥10.8万 |
+8.67% |
跌破离场 |
| 18 |
2021-12-03 |
2022-02-07 |
6.999089096999998 |
7.05 |
¥9,505 |
+0.70% |
跌破离场 |
| 19 |
2022-06-09 |
2022-06-23 |
6.6085819799999985 |
6.22377 |
¥-8.0万 |
-5.85% |
跌破离场 |
| 20 |
2022-09-09 |
2022-09-27 |
5.517164652999998 |
5.1748199999999995 |
¥-8.1万 |
-6.23% |
跌破离场 |
| 21 |
2022-11-28 |
2023-03-13 |
5.521656 |
6.48351 |
¥20.9万 |
+17.38% |
跌破离场 |
| 22 |
2023-04-13 |
2023-04-27 |
6.918985072999999 |
6.5734200000000005 |
¥-7.1万 |
-5.02% |
跌破离场 |
| 23 |
2023-07-26 |
2023-08-25 |
6.087905823999999 |
6.07392 |
¥-3,498 |
-0.26% |
跌破离场 |
| 24 |
2024-02-20 |
2024-03-25 |
6.448373932 |
6.44 |
¥-2,152 |
-0.16% |
跌破离场 |
| 25 |
2024-04-16 |
2024-06-12 |
6.908972069999999 |
6.8331599999999995 |
¥-1.5万 |
-1.13% |
跌破离场 |
| 26 |
2024-10-09 |
2025-01-08 |
6.972091000000001 |
6.723270000000001 |
¥-4.7万 |
-3.60% |
跌破离场 |
| 27 |
2025-02-28 |
2025-04-01 |
7.089206123999999 |
7.24275 |
¥2.7万 |
+2.14% |
跌破离场 |
| 28 |
2025-07-03 |
2025-08-13 |
6.908972069999999 |
7.2127799999999995 |
¥5.7万 |
+4.37% |
跌破离场 |
| 29 |
2025-10-13 |
2025-11-24 |
7.139271138999999 |
7.27272 |
¥2.5万 |
+1.84% |
跌破离场 |
| 30 |
2026-07-30 |
2026-08-12 |
6.117944833000001 |
5.71428 |
¥-9.2万 |
-6.63% |
跌破离场 |
| 31 |
2026-10-09 |
2026-11-13 |
5.977762791 |
6.18 |
¥4.4万 |
+3.35% |
强平 |
逐笔成交记录（共 62 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-03 |
突破买入 |
买入 |
6.85 |
143800.0 |
¥98.5万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
8.27172 |
143800.0 |
¥1.19M |
|
| 2015-06-09 |
突破买入 |
买入 |
9.71971 |
123600.0 |
¥1.20M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
8.27172 |
123600.0 |
¥1.02M |
|
| 2016-01-07 |
突破买入 |
买入 |
5.855849999999999 |
170900.0 |
¥1.00M |
首仓入场 |
| 2016-01-27 |
跌破离场 |
卖出 |
5.184810000000001 |
170900.0 |
¥88.6万 |
|
| 2016-04-12 |
突破买入 |
买入 |
5.815809999999999 |
154500.0 |
¥89.9万 |
首仓入场 |
| 2016-04-29 |
跌破离场 |
卖出 |
5.55444 |
154500.0 |
¥85.8万 |
|
| 2016-10-12 |
突破买入 |
买入 |
5.685679999999999 |
149400.0 |
¥85.0万 |
首仓入场 |
| 2017-03-09 |
跌破离场 |
卖出 |
6.66333 |
149400.0 |
¥99.5万 |
|
| 2017-05-26 |
突破买入 |
买入 |
6.426419999999999 |
157500.0 |
¥1.01M |
首仓入场 |
| 2017-09-15 |
跌破离场 |
卖出 |
7.7522400000000005 |
157500.0 |
¥1.22M |
|
| 2017-10-26 |
突破买入 |
买入 |
7.6876799999999985 |
157900.0 |
¥1.21M |
首仓入场 |
| 2017-12-07 |
跌破离场 |
卖出 |
8.3916 |
157900.0 |
¥1.32M |
|
| 2018-01-09 |
突破买入 |
买入 |
9.29 |
142900.0 |
¥1.33M |
首仓入场 |
| 2018-03-12 |
跌破离场 |
卖出 |
9.10089 |
142900.0 |
¥1.30M |
|
| 2018-06-08 |
突破买入 |
买入 |
8.72872 |
141400.0 |
¥1.23M |
首仓入场 |
| 2018-06-27 |
跌破离场 |
卖出 |
8.08191 |
141400.0 |
¥1.14M |
|
| 2019-01-21 |
突破买入 |
买入 |
6.94694 |
174300.0 |
¥1.21M |
首仓入场 |
| 2019-03-15 |
跌破离场 |
卖出 |
7.292700000000001 |
174300.0 |
¥1.27M |
|
| 2019-04-09 |
突破买入 |
买入 |
7.99 |
158800.0 |
¥1.27M |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
7.182810000000001 |
158800.0 |
¥1.14M |
|
| 2019-09-17 |
突破买入 |
买入 |
6.306299999999999 |
180700.0 |
¥1.14M |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
6.013979999999998 |
180700.0 |
¥1.09M |
|
| 2020-07-08 |
突破买入 |
买入 |
5.19519 |
208300.0 |
¥1.08M |
首仓入场 |
| 2020-09-25 |
跌破离场 |
卖出 |
4.91508 |
208300.0 |
¥1.02M |
|
| 2020-10-19 |
突破买入 |
买入 |
5.225219999999999 |
197000.0 |
¥1.03M |
首仓入场 |
| 2020-12-07 |
跌破离场 |
卖出 |
6.06393 |
197000.0 |
¥1.19M |
|
| 2021-01-15 |
突破买入 |
买入 |
6.75675 |
174000.0 |
¥1.18M |
首仓入场 |
| 2021-03-25 |
跌破离场 |
卖出 |
7.902090000000001 |
174000.0 |
¥1.37M |
|
| 2021-07-16 |
突破买入 |
买入 |
8.06806 |
172500.0 |
¥1.39M |
首仓入场 |
| 2021-07-28 |
跌破离场 |
卖出 |
7.2927 |
172500.0 |
¥1.26M |
|
| 2021-08-27 |
突破买入 |
买入 |
8.828819999999999 |
140400.0 |
¥1.24M |
首仓入场 |
| 2021-09-27 |
跌破离场 |
卖出 |
9.600389999999999 |
140400.0 |
¥1.35M |
|
| 2021-12-03 |
突破买入 |
买入 |
6.9969899999999985 |
194800.0 |
¥1.36M |
首仓入场 |
| 2022-02-07 |
跌破离场 |
卖出 |
7.05 |
194800.0 |
¥1.37M |
|
| 2022-06-09 |
突破买入 |
买入 |
6.6065999999999985 |
207100.0 |
¥1.37M |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
6.22377 |
207100.0 |
¥1.29M |
|
| 2022-09-09 |
突破买入 |
买入 |
5.515509999999999 |
234800.0 |
¥1.30M |
首仓入场 |
| 2022-09-27 |
跌破离场 |
卖出 |
5.1748199999999995 |
234800.0 |
¥1.21M |
|
| 2022-11-28 |
突破买入 |
买入 |
5.52 |
217400.0 |
¥1.20M |
首仓入场 |
| 2023-03-13 |
跌破离场 |
卖出 |
6.48351 |
217400.0 |
¥1.41M |
|
| 2023-04-13 |
突破买入 |
买入 |
6.91691 |
204400.0 |
¥1.41M |
首仓入场 |
| 2023-04-27 |
跌破离场 |
卖出 |
6.5734200000000005 |
204400.0 |
¥1.34M |
|
| 2023-07-26 |
突破买入 |
买入 |
6.086079999999999 |
221300.0 |
¥1.35M |
首仓入场 |
| 2023-08-25 |
跌破离场 |
卖出 |
6.07392 |
221300.0 |
¥1.34M |
|
| 2024-02-20 |
突破买入 |
买入 |
6.44644 |
208800.0 |
¥1.35M |
首仓入场 |
| 2024-03-25 |
跌破离场 |
卖出 |
6.44 |
208800.0 |
¥1.34M |
|
| 2024-04-16 |
突破买入 |
买入 |
6.906899999999999 |
194500.0 |
¥1.34M |
首仓入场 |
| 2024-06-12 |
跌破离场 |
卖出 |
6.8331599999999995 |
194500.0 |
¥1.33M |
|
| 2024-10-09 |
突破买入 |
买入 |
6.97 |
188800.0 |
¥1.32M |
首仓入场 |
| 2025-01-08 |
跌破离场 |
卖出 |
6.723270000000001 |
188800.0 |
¥1.27M |
|
| 2025-02-28 |
突破买入 |
买入 |
7.0870799999999985 |
180800.0 |
¥1.28M |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
7.24275 |
180800.0 |
¥1.31M |
|
| 2025-07-03 |
突破买入 |
买入 |
6.906899999999999 |
189400.0 |
¥1.31M |
首仓入场 |
| 2025-08-13 |
跌破离场 |
卖出 |
7.2127799999999995 |
189400.0 |
¥1.37M |
|
| 2025-10-13 |
突破买入 |
买入 |
7.137129999999998 |
187900.0 |
¥1.34M |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
7.27272 |
187900.0 |
¥1.37M |
|
| 2026-07-30 |
突破买入 |
买入 |
6.11611 |
227300.0 |
¥1.39M |
首仓入场 |
| 2026-08-12 |
跌破离场 |
卖出 |
5.71428 |
227300.0 |
¥1.30M |
|
| 2026-10-09 |
突破买入 |
买入 |
5.975969999999999 |
217200.0 |
¥1.30M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
6.18 |
217200 |
¥1.34M |
回测结束强平 |