600025 华能水电 — 海龟交易法则 回测明细
数据区间: 2017-12-15 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.97M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +97.17%）
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 27 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 |
2018-11-06 |
2018-11-26 |
3.084004924 |
2.92707 |
¥-5.1万 |
-5.12% |
跌破离场 |
| 2 |
2018-12-20 |
2019-05-07 |
3.1240569359999997 |
3.9260699999999997 |
¥24.3万 |
+25.63% |
跌破离场 |
| 3 |
2019-06-12 |
2019-09-16 |
4.151245 |
4.465529999999999 |
¥9.0万 |
+7.54% |
跌破离场 |
| 4 |
2020-06-02 |
2020-06-22 |
3.7148241129999993 |
3.51648 |
¥-6.9万 |
-5.37% |
跌破离场 |
| 5 |
2020-07-07 |
2020-07-27 |
3.9851751939999995 |
3.74625 |
¥-7.3万 |
-6.02% |
跌破离场 |
| 6 |
2020-08-20 |
2020-09-25 |
4.115344233 |
4.12587 |
¥2,550 |
+0.23% |
跌破离场 |
| 7 |
2020-11-12 |
2021-01-06 |
4.235500269000001 |
4.35564 |
¥3.2万 |
+2.81% |
跌破离场 |
| 8 |
2021-02-08 |
2021-05-19 |
4.555916364999999 |
5.57442 |
¥26.1万 |
+22.32% |
跌破离场 |
| 9 |
2021-06-15 |
2021-07-08 |
5.777502730999999 |
5.53446 |
¥-6.1万 |
-4.24% |
跌破离场 |
| 10 |
2021-09-02 |
2021-10-14 |
5.9276977760000005 |
6.593400000000001 |
¥15.4万 |
+11.20% |
跌破离场 |
| 11 |
2021-12-10 |
2022-01-07 |
6.538490959 |
6.26373 |
¥-6.4万 |
-4.23% |
跌破离场 |
| 12 |
2022-02-11 |
2022-02-23 |
6.398308917 |
6.03396 |
¥-8.3万 |
-5.72% |
跌破离场 |
| 13 |
2022-03-11 |
2022-03-16 |
6.391917 |
5.6943 |
¥-14.8万 |
-10.94% |
跌破离场 |
| 14 |
2022-05-11 |
2022-07-21 |
6.518464953 |
7.032959999999999 |
¥9.7万 |
+7.86% |
跌破离场 |
| 15 |
2022-08-26 |
2022-09-19 |
7.399609216999999 |
7.182810000000001 |
¥-3.9万 |
-2.96% |
跌破离场 |
| 16 |
2023-01-20 |
2023-03-24 |
6.90897207 |
6.97302 |
¥1.2万 |
+0.90% |
跌破离场 |
| 17 |
2023-05-05 |
2023-06-15 |
7.169310147999999 |
7.15284 |
¥-3,373 |
-0.26% |
跌破离场 |
| 18 |
2023-08-16 |
2023-10-26 |
7.249414172 |
7.36263 |
¥2.0万 |
+1.53% |
跌破离场 |
| 19 |
2023-11-02 |
2024-04-30 |
7.820155342999998 |
9.44055 |
¥27.2万 |
+20.68% |
跌破离场 |
| 20 |
2024-05-29 |
2024-08-30 |
9.882833960999998 |
11.10888 |
¥19.6万 |
+12.37% |
跌破离场 |
| 21 |
2024-12-17 |
2025-01-03 |
9.822755942999999 |
9.24075 |
¥-10.6万 |
-5.95% |
跌破离场 |
| 22 |
2025-03-26 |
2025-06-05 |
9.041741708999998 |
9.76023 |
¥13.3万 |
+7.91% |
跌破离场 |
| 23 |
2025-09-09 |
2025-11-03 |
9.492326843999999 |
9.78 |
¥5.4万 |
+3.00% |
跌破离场 |
| 24 |
2026-03-02 |
2026-03-24 |
9.372170807999998 |
10.1898 |
¥16.2万 |
+8.69% |
跌破离场 |
| 25 |
2026-06-02 |
2026-06-18 |
10.083094020999999 |
9.390600000000001 |
¥-13.9万 |
-6.90% |
跌破离场 |
| 26 |
2026-07-21 |
2026-08-06 |
10.143172039 |
9.780209999999999 |
¥-6.8万 |
-3.61% |
跌破离场 |
| 27 |
2026-10-09 |
2026-11-13 |
10.103120026999997 |
10.94 |
¥15.0万 |
+8.25% |
强平 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-11-06 |
突破买入 |
买入 |
3.08308 |
320400.0 |
¥98.8万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
2.92707 |
320400.0 |
¥93.8万 |
|
| 2018-12-20 |
突破买入 |
买入 |
3.1231199999999997 |
303300.0 |
¥94.8万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
3.9260699999999997 |
303300.0 |
¥1.19M |
|
| 2019-06-12 |
突破买入 |
买入 |
4.15 |
286300.0 |
¥1.19M |
首仓入场 |
| 2019-09-16 |
跌破离场 |
卖出 |
4.465529999999999 |
286300.0 |
¥1.28M |
|
| 2020-06-02 |
突破买入 |
买入 |
3.71371 |
344300.0 |
¥1.28M |
首仓入场 |
| 2020-06-22 |
跌破离场 |
卖出 |
3.51648 |
344300.0 |
¥1.21M |
|
| 2020-07-07 |
突破买入 |
买入 |
3.9839799999999994 |
303800.0 |
¥1.21M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
3.74625 |
303800.0 |
¥1.14M |
|
| 2020-08-20 |
突破买入 |
买入 |
4.11411 |
274500.0 |
¥1.13M |
首仓入场 |
| 2020-09-25 |
跌破离场 |
卖出 |
4.12587 |
274500.0 |
¥1.13M |
|
| 2020-11-12 |
突破买入 |
买入 |
4.23423 |
268000.0 |
¥1.14M |
首仓入场 |
| 2021-01-06 |
跌破离场 |
卖出 |
4.35564 |
268000.0 |
¥1.17M |
|
| 2021-02-08 |
突破买入 |
买入 |
4.554549999999999 |
256700.0 |
¥1.17M |
首仓入场 |
| 2021-05-19 |
跌破离场 |
卖出 |
5.57442 |
256700.0 |
¥1.43M |
|
| 2021-06-15 |
突破买入 |
买入 |
5.775769999999999 |
248000.0 |
¥1.43M |
首仓入场 |
| 2021-07-08 |
跌破离场 |
卖出 |
5.53446 |
248000.0 |
¥1.37M |
|
| 2021-09-02 |
突破买入 |
买入 |
5.92592 |
231500.0 |
¥1.37M |
首仓入场 |
| 2021-10-14 |
跌破离场 |
卖出 |
6.593400000000001 |
231500.0 |
¥1.53M |
|
| 2021-12-10 |
突破买入 |
买入 |
6.53653 |
232900.0 |
¥1.52M |
首仓入场 |
| 2022-01-07 |
跌破离场 |
卖出 |
6.26373 |
232900.0 |
¥1.46M |
|
| 2022-02-11 |
突破买入 |
买入 |
6.396389999999999 |
227600.0 |
¥1.46M |
首仓入场 |
| 2022-02-23 |
跌破离场 |
卖出 |
6.03396 |
227600.0 |
¥1.37M |
|
| 2022-03-11 |
突破买入 |
买入 |
6.39 |
212000.0 |
¥1.36M |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
5.6943 |
212000.0 |
¥1.21M |
|
| 2022-05-11 |
突破买入 |
买入 |
6.516509999999999 |
188700.0 |
¥1.23M |
首仓入场 |
| 2022-07-21 |
跌破离场 |
卖出 |
7.032959999999999 |
188700.0 |
¥1.33M |
|
| 2022-08-26 |
突破买入 |
买入 |
7.397389999999999 |
179200.0 |
¥1.33M |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
7.182810000000001 |
179200.0 |
¥1.29M |
|
| 2023-01-20 |
突破买入 |
买入 |
6.9069 |
186300.0 |
¥1.29M |
首仓入场 |
| 2023-03-24 |
跌破离场 |
卖出 |
6.97302 |
186300.0 |
¥1.30M |
|
| 2023-05-05 |
突破买入 |
买入 |
7.167159999999999 |
181200.0 |
¥1.30M |
首仓入场 |
| 2023-06-15 |
跌破离场 |
卖出 |
7.15284 |
181200.0 |
¥1.30M |
|
| 2023-08-16 |
突破买入 |
买入 |
7.247239999999999 |
178200.0 |
¥1.29M |
首仓入场 |
| 2023-10-26 |
跌破离场 |
卖出 |
7.36263 |
178200.0 |
¥1.31M |
|
| 2023-11-02 |
突破买入 |
买入 |
7.817809999999999 |
168200.0 |
¥1.32M |
首仓入场 |
| 2024-04-30 |
跌破离场 |
卖出 |
9.44055 |
168200.0 |
¥1.59M |
|
| 2024-05-29 |
突破买入 |
买入 |
9.879869999999999 |
160000.0 |
¥1.58M |
首仓入场 |
| 2024-08-30 |
跌破离场 |
卖出 |
11.10888 |
160000.0 |
¥1.78M |
|
| 2024-12-17 |
突破买入 |
买入 |
9.819809999999999 |
181400.0 |
¥1.78M |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
9.24075 |
181400.0 |
¥1.68M |
|
| 2025-03-26 |
突破买入 |
买入 |
9.039029999999999 |
185200.0 |
¥1.67M |
首仓入场 |
| 2025-06-05 |
跌破离场 |
卖出 |
9.76023 |
185200.0 |
¥1.81M |
|
| 2025-09-09 |
突破买入 |
买入 |
9.489479999999999 |
190900.0 |
¥1.81M |
首仓入场 |
| 2025-11-03 |
跌破离场 |
卖出 |
9.78 |
190900.0 |
¥1.87M |
|
| 2026-03-02 |
突破买入 |
买入 |
9.369359999999999 |
198500.0 |
¥1.86M |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
10.1898 |
198500.0 |
¥2.02M |
|
| 2026-06-02 |
突破买入 |
买入 |
10.08007 |
200100.0 |
¥2.02M |
首仓入场 |
| 2026-06-18 |
跌破离场 |
卖出 |
9.390600000000001 |
200100.0 |
¥1.88M |
|
| 2026-07-21 |
突破买入 |
买入 |
10.14013 |
185600.0 |
¥1.88M |
首仓入场 |
| 2026-08-06 |
跌破离场 |
卖出 |
9.780209999999999 |
185600.0 |
¥1.81M |
|
| 2026-10-09 |
突破买入 |
买入 |
10.100089999999998 |
179700.0 |
¥1.82M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
10.94 |
179700 |
¥1.97M |
回测结束强平 |