600026 中远海能 — 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: ¥1.57M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +56.66%）
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 34 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 |
2015-03-11 |
2015-05-07 |
8.250714472 |
11.098889999999999 |
¥34.5万 |
+34.48% |
跌破离场 |
| 2 |
2015-12-28 |
2016-01-05 |
11.274641377999998 |
8.14185 |
¥-35.7万 |
-27.81% |
跌破离场 |
| 3 |
2016-03-09 |
2016-04-26 |
7.0091021 |
6.473520000000001 |
¥-7.2万 |
-7.67% |
跌破离场 |
| 4 |
2016-08-16 |
2016-12-13 |
6.6085819799999985 |
6.97302 |
¥5.0万 |
+5.48% |
跌破离场 |
| 5 |
2017-02-13 |
2017-03-06 |
7.259427174999999 |
7.07292 |
¥-2.5万 |
-2.60% |
跌破离场 |
| 6 |
2017-03-30 |
2017-04-20 |
7.489726244 |
6.92307 |
¥-7.1万 |
-7.59% |
跌破离场 |
| 7 |
2017-06-20 |
2017-08-25 |
6.40832192 |
6.53346 |
¥1.7万 |
+1.92% |
跌破离场 |
| 8 |
2018-01-08 |
2018-02-02 |
6.30819189 |
6.02397 |
¥-4.0万 |
-4.53% |
跌破离场 |
| 9 |
2018-07-25 |
2018-11-12 |
4.275552280999999 |
4.77522 |
¥9.7万 |
+11.65% |
跌破离场 |
| 10 |
2018-12-04 |
2018-12-19 |
5.4570866350000005 |
4.95504 |
¥-8.6万 |
-9.23% |
跌破离场 |
| 11 |
2019-02-15 |
2019-04-26 |
5.111533 |
6.4 |
¥21.4万 |
+25.17% |
跌破离场 |
| 12 |
2019-06-24 |
2019-07-09 |
6.518464953 |
6.18381 |
¥-5.5万 |
-5.16% |
跌破离场 |
| 13 |
2019-08-26 |
2019-10-08 |
6.788816033999999 |
6.103890000000001 |
¥-10.0万 |
-10.12% |
跌破离场 |
| 14 |
2019-12-09 |
2020-01-20 |
5.997788797 |
6.27372 |
¥4.1万 |
+4.57% |
跌破离场 |
| 15 |
2020-03-13 |
2020-05-07 |
7.139271138999999 |
7.842149999999999 |
¥9.1万 |
+9.81% |
跌破离场 |
| 16 |
2020-07-08 |
2020-09-02 |
7.489726243999999 |
7.40259 |
¥-1.3万 |
-1.19% |
跌破离场 |
| 17 |
2021-01-08 |
2021-01-29 |
6.828868046 |
6.4935 |
¥-5.0万 |
-4.94% |
跌破离场 |
| 18 |
2021-04-08 |
2021-04-22 |
6.8320490000000005 |
6.35 |
¥-6.8万 |
-7.08% |
跌破离场 |
| 19 |
2021-06-24 |
2021-07-21 |
6.258126875 |
5.88411 |
¥-5.4万 |
-6.00% |
跌破离场 |
| 20 |
2021-09-03 |
2021-10-28 |
5.40702162 |
5.90409 |
¥7.9万 |
+9.16% |
跌破离场 |
| 21 |
2022-02-21 |
2022-03-10 |
6.258126874999999 |
6.05394 |
¥-3.1万 |
-3.29% |
跌破离场 |
| 22 |
2022-04-15 |
2022-06-17 |
7.509752249999998 |
9.7902 |
¥27.3万 |
+30.33% |
跌破离场 |
| 23 |
2022-07-22 |
2022-09-01 |
11.354745402 |
14.175810000000002 |
¥28.8万 |
+24.81% |
跌破离场 |
| 24 |
2022-09-07 |
2022-10-14 |
17.562807261999996 |
16.14 |
¥-11.9万 |
-8.13% |
跌破离场 |
| 25 |
2023-01-19 |
2023-02-24 |
14.168399245 |
14.985 |
¥7.7万 |
+5.73% |
跌破离场 |
| 26 |
2023-06-19 |
2023-08-10 |
13.427437023 |
13.73 |
¥3.2万 |
+2.22% |
跌破离场 |
| 27 |
2024-01-16 |
2024-02-06 |
13.958126181999997 |
12.16782 |
¥-18.5万 |
-12.85% |
跌破离场 |
| 28 |
2024-03-20 |
2024-06-12 |
15.059556511999997 |
17.042939999999998 |
¥16.6万 |
+13.14% |
跌破离场 |
| 29 |
2025-08-25 |
2025-10-10 |
10.804030236999996 |
11.73 |
¥12.3万 |
+8.54% |
跌破离场 |
| 30 |
2025-10-31 |
2025-11-28 |
13.327306992999999 |
12.287700000000001 |
¥-12.0万 |
-7.83% |
跌破离场 |
| 31 |
2026-01-27 |
2026-04-01 |
15.149673539000002 |
22.35762 |
¥68.4万 |
+47.53% |
跌破离场 |
| 32 |
2026-06-25 |
2026-07-02 |
22.539269753 |
16.6833 |
¥-54.5万 |
-26.00% |
跌破离场 |
| 33 |
2026-08-06 |
2026-09-30 |
17.632898282999996 |
20.28969 |
¥23.4万 |
+15.03% |
跌破离场 |
| 34 |
2026-10-12 |
2026-10-19 |
23.230166959999995 |
19.96002 |
¥-25.3万 |
-14.10% |
跌破离场 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-11 |
突破买入 |
买入 |
8.24824 |
121100.0 |
¥99.9万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
11.098889999999999 |
121100.0 |
¥1.34M |
|
| 2015-12-28 |
突破买入 |
买入 |
11.271259999999998 |
113800.0 |
¥1.28M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
8.14185 |
113800.0 |
¥92.6万 |
|
| 2016-03-09 |
突破买入 |
买入 |
7.007 |
134300.0 |
¥94.1万 |
首仓入场 |
| 2016-04-26 |
跌破离场 |
卖出 |
6.473520000000001 |
134300.0 |
¥86.9万 |
|
| 2016-08-16 |
突破买入 |
买入 |
6.6065999999999985 |
138400.0 |
¥91.5万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
6.97302 |
138400.0 |
¥96.5万 |
|
| 2017-02-13 |
突破买入 |
买入 |
7.257249999999999 |
132500.0 |
¥96.2万 |
首仓入场 |
| 2017-03-06 |
跌破离场 |
卖出 |
7.07292 |
132500.0 |
¥93.7万 |
|
| 2017-03-30 |
突破买入 |
买入 |
7.48748 |
125500.0 |
¥94.0万 |
首仓入场 |
| 2017-04-20 |
跌破离场 |
卖出 |
6.92307 |
125500.0 |
¥86.9万 |
|
| 2017-06-20 |
突破买入 |
买入 |
6.4064 |
135100.0 |
¥86.6万 |
首仓入场 |
| 2017-08-25 |
跌破离场 |
卖出 |
6.53346 |
135100.0 |
¥88.2万 |
|
| 2018-01-08 |
突破买入 |
买入 |
6.306299999999999 |
139000.0 |
¥87.7万 |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
6.02397 |
139000.0 |
¥83.7万 |
|
| 2018-07-25 |
突破买入 |
买入 |
4.274269999999999 |
195200.0 |
¥83.5万 |
首仓入场 |
| 2018-11-12 |
跌破离场 |
卖出 |
4.77522 |
195200.0 |
¥93.2万 |
|
| 2018-12-04 |
突破买入 |
买入 |
5.45545 |
170600.0 |
¥93.1万 |
首仓入场 |
| 2018-12-19 |
跌破离场 |
卖出 |
4.95504 |
170600.0 |
¥84.5万 |
|
| 2019-02-15 |
突破买入 |
买入 |
5.11 |
166200.0 |
¥85.0万 |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
6.4 |
166200.0 |
¥1.06M |
|
| 2019-06-24 |
突破买入 |
买入 |
6.51651 |
163500.0 |
¥1.07M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
6.18381 |
163500.0 |
¥1.01M |
|
| 2019-08-26 |
突破买入 |
买入 |
6.786779999999999 |
145500.0 |
¥98.8万 |
首仓入场 |
| 2019-10-08 |
跌破离场 |
卖出 |
6.103890000000001 |
145500.0 |
¥88.8万 |
|
| 2019-12-09 |
突破买入 |
买入 |
5.99599 |
150900.0 |
¥90.5万 |
首仓入场 |
| 2020-01-20 |
跌破离场 |
卖出 |
6.27372 |
150900.0 |
¥94.6万 |
|
| 2020-03-13 |
突破买入 |
买入 |
7.137129999999999 |
130200.0 |
¥93.0万 |
首仓入场 |
| 2020-05-07 |
跌破离场 |
卖出 |
7.842149999999999 |
130200.0 |
¥1.02M |
|
| 2020-07-08 |
突破买入 |
买入 |
7.48748 |
139900.0 |
¥1.05M |
首仓入场 |
| 2020-09-02 |
跌破离场 |
卖出 |
7.40259 |
139900.0 |
¥1.04M |
|
| 2021-01-08 |
突破买入 |
买入 |
6.82682 |
149000.0 |
¥1.02M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
6.4935 |
149000.0 |
¥96.7万 |
|
| 2021-04-08 |
突破买入 |
买入 |
6.83 |
140400.0 |
¥95.9万 |
首仓入场 |
| 2021-04-22 |
跌破离场 |
卖出 |
6.35 |
140400.0 |
¥89.1万 |
|
| 2021-06-24 |
突破买入 |
买入 |
6.25625 |
144300.0 |
¥90.3万 |
首仓入场 |
| 2021-07-21 |
跌破离场 |
卖出 |
5.88411 |
144300.0 |
¥84.9万 |
|
| 2021-09-03 |
突破买入 |
买入 |
5.4054 |
159400.0 |
¥86.2万 |
首仓入场 |
| 2021-10-28 |
跌破离场 |
卖出 |
5.90409 |
159400.0 |
¥94.1万 |
|
| 2022-02-21 |
突破买入 |
买入 |
6.25625 |
150300.0 |
¥94.1万 |
首仓入场 |
| 2022-03-10 |
跌破离场 |
卖出 |
6.05394 |
150300.0 |
¥91.0万 |
|
| 2022-04-15 |
突破买入 |
买入 |
7.507499999999999 |
119900.0 |
¥90.0万 |
首仓入场 |
| 2022-06-17 |
跌破离场 |
卖出 |
9.7902 |
119900.0 |
¥1.17M |
|
| 2022-07-22 |
突破买入 |
买入 |
11.351339999999999 |
102300.0 |
¥1.16M |
首仓入场 |
| 2022-09-01 |
跌破离场 |
卖出 |
14.175810000000002 |
102300.0 |
¥1.45M |
|
| 2022-09-07 |
突破买入 |
买入 |
17.557539999999996 |
83700.0 |
¥1.47M |
首仓入场 |
| 2022-10-14 |
跌破离场 |
卖出 |
16.14 |
83700.0 |
¥1.35M |
|
| 2023-01-19 |
突破买入 |
买入 |
14.164150000000001 |
95100.0 |
¥1.35M |
首仓入场 |
| 2023-02-24 |
跌破离场 |
卖出 |
14.985 |
95100.0 |
¥1.42M |
|
| 2023-06-19 |
突破买入 |
买入 |
13.42341 |
106100.0 |
¥1.42M |
首仓入场 |
| 2023-08-10 |
跌破离场 |
卖出 |
13.73 |
106100.0 |
¥1.46M |
|
| 2024-01-16 |
突破买入 |
买入 |
13.953939999999998 |
103400.0 |
¥1.44M |
首仓入场 |
| 2024-02-06 |
跌破离场 |
卖出 |
12.16782 |
103400.0 |
¥1.26M |
|
| 2024-03-20 |
突破买入 |
买入 |
15.055039999999998 |
84100.0 |
¥1.27M |
首仓入场 |
| 2024-06-12 |
跌破离场 |
卖出 |
17.042939999999998 |
84100.0 |
¥1.43M |
|
| 2025-08-25 |
突破买入 |
买入 |
10.800789999999997 |
133300.0 |
¥1.44M |
首仓入场 |
| 2025-10-10 |
跌破离场 |
卖出 |
11.73 |
133300.0 |
¥1.56M |
|
| 2025-10-31 |
突破买入 |
买入 |
13.32331 |
115400.0 |
¥1.54M |
首仓入场 |
| 2025-11-28 |
跌破离场 |
卖出 |
12.287700000000001 |
115400.0 |
¥1.42M |
|
| 2026-01-27 |
突破买入 |
买入 |
15.145130000000002 |
95000.0 |
¥1.44M |
首仓入场 |
| 2026-04-01 |
跌破离场 |
卖出 |
22.35762 |
95000.0 |
¥2.12M |
|
| 2026-06-25 |
突破买入 |
买入 |
22.53251 |
93000.0 |
¥2.10M |
首仓入场 |
| 2026-07-02 |
跌破离场 |
卖出 |
16.6833 |
93000.0 |
¥1.55M |
|
| 2026-08-06 |
突破买入 |
买入 |
17.627609999999997 |
88400.0 |
¥1.56M |
首仓入场 |
| 2026-09-30 |
跌破离场 |
卖出 |
20.28969 |
88400.0 |
¥1.79M |
|
| 2026-10-12 |
突破买入 |
买入 |
23.223199999999995 |
77200.0 |
¥1.79M |
首仓入场 |
| 2026-10-19 |
跌破离场 |
卖出 |
19.96002 |
77200.0 |
¥1.54M |
|