600028 中国石化 — 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: ¥62.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -37.71%）
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 42 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 |
2015-03-19 |
2015-05-18 |
6.418334922999999 |
7.21278 |
¥12.3万 |
+12.34% |
跌破离场 |
| 2 |
2015-06-09 |
2015-06-23 |
8.11053243 |
6.8331599999999995 |
¥-17.5万 |
-15.77% |
跌破离场 |
| 3 |
2015-10-19 |
2015-11-03 |
5.2167745629999995 |
4.95504 |
¥-4.8万 |
-5.05% |
跌破离场 |
| 4 |
2016-03-03 |
2016-04-21 |
4.555916364999999 |
4.80519 |
¥4.9万 |
+5.44% |
跌破离场 |
| 5 |
2016-06-13 |
2016-06-27 |
4.811443 |
4.5954 |
¥-4.2万 |
-4.52% |
跌破离场 |
| 6 |
2016-07-13 |
2016-09-22 |
4.876332461 |
4.78521 |
¥-1.7万 |
-1.90% |
跌破离场 |
| 7 |
2016-10-25 |
2017-02-28 |
5.086605523999999 |
5.724270000000001 |
¥11.1万 |
+12.50% |
跌破离场 |
| 8 |
2017-04-10 |
2017-05-08 |
6.007801799999999 |
5.60439 |
¥-6.7万 |
-6.74% |
跌破离场 |
| 9 |
2017-05-23 |
2017-06-15 |
5.947723781999999 |
5.95404 |
¥708 |
+0.08% |
跌破离场 |
| 10 |
2017-07-17 |
2017-08-17 |
6.228087865999999 |
5.9240699999999995 |
¥-4.6万 |
-4.91% |
跌破离场 |
| 11 |
2017-11-02 |
2017-11-16 |
6.097918826999999 |
5.934060000000001 |
¥-2.4万 |
-2.72% |
跌破离场 |
| 12 |
2018-01-03 |
2018-02-09 |
6.368269907999999 |
6.43356 |
¥8,560 |
+0.99% |
跌破离场 |
| 13 |
2018-05-08 |
2018-05-24 |
7.179323150999998 |
6.98301 |
¥-2.4万 |
-2.76% |
跌破离场 |
| 14 |
2018-08-01 |
2018-08-17 |
6.708712009999999 |
6.44355 |
¥-3.3万 |
-3.98% |
跌破离场 |
| 15 |
2018-08-29 |
2018-10-09 |
6.858907054999999 |
6.61338 |
¥-2.9万 |
-3.61% |
跌破离场 |
| 16 |
2019-02-01 |
2019-03-27 |
5.737450719000001 |
5.70429 |
¥-4,764 |
-0.61% |
跌破离场 |
| 17 |
2019-06-11 |
2019-06-12 |
5.296878587 |
5.264729999999999 |
¥-4,739 |
-0.64% |
跌破离场 |
| 18 |
2019-09-05 |
2019-09-26 |
5.106631529999999 |
5.024970000000001 |
¥-1.3万 |
-1.63% |
跌破离场 |
| 19 |
2019-12-18 |
2020-01-17 |
5.086605523999999 |
5.07492 |
¥-1,979 |
-0.26% |
跌破离场 |
| 20 |
2020-03-10 |
2020-03-16 |
4.856306454999999 |
4.58 |
¥-4.3万 |
-5.72% |
跌破离场 |
| 21 |
2020-04-21 |
2020-04-29 |
4.575942371 |
4.45554 |
¥-1.9万 |
-2.66% |
跌破离场 |
| 22 |
2020-11-24 |
2020-12-10 |
4.205461260000001 |
4.065930000000001 |
¥-2.3万 |
-3.35% |
跌破离场 |
| 23 |
2021-01-11 |
2021-01-26 |
4.191257000000001 |
4.01 |
¥-2.9万 |
-4.35% |
跌破离场 |
| 24 |
2021-02-19 |
2021-03-22 |
4.415734323 |
4.27 |
¥-2.1万 |
-3.33% |
跌破离场 |
| 25 |
2021-05-11 |
2021-06-21 |
4.465799338 |
4.36563 |
¥-1.4万 |
-2.27% |
跌破离场 |
| 26 |
2021-08-31 |
2021-10-14 |
4.185435254 |
4.32567 |
¥2.0万 |
+3.32% |
跌破离场 |
| 27 |
2021-12-10 |
2022-01-26 |
4.255526275 |
4.20579 |
¥-7,522 |
-1.20% |
跌破离场 |
| 28 |
2022-02-11 |
2022-03-09 |
4.445773332000001 |
4.23576 |
¥-3.0万 |
-4.75% |
跌破离场 |
| 29 |
2022-06-01 |
2022-06-13 |
4.445773332 |
4.1958 |
¥-3.3万 |
-5.65% |
跌破离场 |
| 30 |
2022-08-23 |
2022-09-20 |
4.175422251 |
4.225770000000001 |
¥6,587 |
+1.18% |
跌破离场 |
| 31 |
2022-11-24 |
2022-12-16 |
4.3856953139999995 |
4.3956 |
¥1,105 |
+0.20% |
跌破离场 |
| 32 |
2023-02-21 |
2023-05-25 |
4.636020388999999 |
6.03396 |
¥17.1万 |
+30.11% |
跌破离场 |
| 33 |
2023-06-12 |
2023-06-21 |
6.758777024999999 |
6.133859999999999 |
¥-6.8万 |
-9.27% |
跌破离场 |
| 34 |
2024-01-03 |
2024-01-12 |
5.597268677 |
5.34465 |
¥-3.0万 |
-4.54% |
跌破离场 |
| 35 |
2024-01-26 |
2024-04-30 |
5.871760999999999 |
6.25374 |
¥4.1万 |
+6.47% |
跌破离场 |
| 36 |
2024-07-05 |
2024-09-10 |
6.518464952999999 |
6.37362 |
¥-1.5万 |
-2.25% |
跌破离场 |
| 37 |
2024-12-05 |
2025-01-10 |
6.458386934999999 |
6.41358 |
¥-4,799 |
-0.72% |
跌破离场 |
| 38 |
2025-05-15 |
2025-08-04 |
5.827567745999999 |
5.65434 |
¥-2.0万 |
-3.00% |
跌破离场 |
| 39 |
2025-10-24 |
2026-01-19 |
5.581674 |
5.81418 |
¥2.7万 |
+4.13% |
跌破离场 |
| 40 |
2026-02-13 |
2026-03-16 |
6.538490959 |
6.3436499999999985 |
¥-2.0万 |
-3.01% |
跌破离场 |
| 41 |
2026-07-21 |
2026-08-06 |
5.196748557 |
4.99 |
¥-2.6万 |
-4.01% |
跌破离场 |
| 42 |
2026-08-26 |
2026-09-16 |
5.296878587 |
5.2847100000000005 |
¥-1,597 |
-0.26% |
跌破离场 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
突破买入 |
买入 |
6.416409999999999 |
155200.0 |
¥99.6万 |
首仓入场 |
| 2015-05-18 |
跌破离场 |
卖出 |
7.21278 |
155200.0 |
¥1.12M |
|
| 2015-06-09 |
突破买入 |
买入 |
8.108099999999999 |
136900.0 |
¥1.11M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
6.8331599999999995 |
136900.0 |
¥93.5万 |
|
| 2015-10-19 |
突破买入 |
买入 |
5.215209999999999 |
181300.0 |
¥94.6万 |
首仓入场 |
| 2015-11-03 |
跌破离场 |
卖出 |
4.95504 |
181300.0 |
¥89.8万 |
|
| 2016-03-03 |
突破买入 |
买入 |
4.554549999999999 |
197100.0 |
¥89.8万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
4.80519 |
197100.0 |
¥94.7万 |
|
| 2016-06-13 |
突破买入 |
买入 |
4.81 |
195000.0 |
¥93.8万 |
首仓入场 |
| 2016-06-27 |
跌破离场 |
卖出 |
4.5954 |
195000.0 |
¥89.6万 |
|
| 2016-07-13 |
突破买入 |
买入 |
4.87487 |
185900.0 |
¥90.7万 |
首仓入场 |
| 2016-09-22 |
跌破离场 |
卖出 |
4.78521 |
185900.0 |
¥88.9万 |
|
| 2016-10-25 |
突破买入 |
买入 |
5.08508 |
174800.0 |
¥88.9万 |
首仓入场 |
| 2017-02-28 |
跌破离场 |
卖出 |
5.724270000000001 |
174800.0 |
¥1.00M |
|
| 2017-04-10 |
突破买入 |
买入 |
6.005999999999999 |
166400.0 |
¥100.0万 |
首仓入场 |
| 2017-05-08 |
跌破离场 |
卖出 |
5.60439 |
166400.0 |
¥93.2万 |
|
| 2017-05-23 |
突破买入 |
买入 |
5.945939999999999 |
156300.0 |
¥93.0万 |
首仓入场 |
| 2017-06-15 |
跌破离场 |
卖出 |
5.95404 |
156300.0 |
¥93.0万 |
|
| 2017-07-17 |
突破买入 |
买入 |
6.226219999999999 |
149600.0 |
¥93.2万 |
首仓入场 |
| 2017-08-17 |
跌破离场 |
卖出 |
5.9240699999999995 |
149600.0 |
¥88.6万 |
|
| 2017-11-02 |
突破买入 |
买入 |
6.096089999999999 |
144800.0 |
¥88.3万 |
首仓入场 |
| 2017-11-16 |
跌破离场 |
卖出 |
5.934060000000001 |
144800.0 |
¥85.9万 |
|
| 2018-01-03 |
突破买入 |
买入 |
6.366359999999999 |
135100.0 |
¥86.0万 |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
6.43356 |
135100.0 |
¥86.9万 |
|
| 2018-05-08 |
突破买入 |
买入 |
7.177169999999999 |
121100.0 |
¥86.9万 |
首仓入场 |
| 2018-05-24 |
跌破离场 |
卖出 |
6.98301 |
121100.0 |
¥84.5万 |
|
| 2018-08-01 |
突破买入 |
买入 |
6.7067 |
125100.0 |
¥83.9万 |
首仓入场 |
| 2018-08-17 |
跌破离场 |
卖出 |
6.44355 |
125100.0 |
¥80.6万 |
|
| 2018-08-29 |
突破买入 |
买入 |
6.856849999999998 |
118600.0 |
¥81.3万 |
首仓入场 |
| 2018-10-09 |
跌破离场 |
卖出 |
6.61338 |
118600.0 |
¥78.4万 |
|
| 2019-02-01 |
突破买入 |
买入 |
5.73573 |
136600.0 |
¥78.4万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
5.70429 |
136600.0 |
¥77.9万 |
|
| 2019-06-11 |
突破买入 |
买入 |
5.29529 |
140500.0 |
¥74.4万 |
首仓入场 |
| 2019-06-12 |
跌破离场 |
卖出 |
5.264729999999999 |
140500.0 |
¥73.9万 |
|
| 2019-09-05 |
突破买入 |
买入 |
5.105099999999999 |
152000.0 |
¥77.6万 |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
5.024970000000001 |
152000.0 |
¥76.4万 |
|
| 2019-12-18 |
突破买入 |
买入 |
5.08508 |
149800.0 |
¥76.2万 |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
5.07492 |
149800.0 |
¥76.0万 |
|
| 2020-03-10 |
突破买入 |
买入 |
4.854849999999999 |
154600.0 |
¥75.1万 |
首仓入场 |
| 2020-03-16 |
跌破离场 |
卖出 |
4.58 |
154600.0 |
¥70.8万 |
|
| 2020-04-21 |
突破买入 |
买入 |
4.57457 |
155400.0 |
¥71.1万 |
首仓入场 |
| 2020-04-29 |
跌破离场 |
卖出 |
4.45554 |
155400.0 |
¥69.2万 |
|
| 2020-11-24 |
突破买入 |
买入 |
4.2042 |
166000.0 |
¥69.8万 |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
4.065930000000001 |
166000.0 |
¥67.5万 |
|
| 2021-01-11 |
突破买入 |
买入 |
4.19 |
160900.0 |
¥67.4万 |
首仓入场 |
| 2021-01-26 |
跌破离场 |
卖出 |
4.01 |
160900.0 |
¥64.5万 |
|
| 2021-02-19 |
突破买入 |
买入 |
4.414409999999999 |
143900.0 |
¥63.5万 |
首仓入场 |
| 2021-03-22 |
跌破离场 |
卖出 |
4.27 |
143900.0 |
¥61.4万 |
|
| 2021-05-11 |
突破买入 |
买入 |
4.46446 |
138600.0 |
¥61.9万 |
首仓入场 |
| 2021-06-21 |
跌破离场 |
卖出 |
4.36563 |
138600.0 |
¥60.5万 |
|
| 2021-08-31 |
突破买入 |
买入 |
4.18418 |
145900.0 |
¥61.1万 |
首仓入场 |
| 2021-10-14 |
跌破离场 |
卖出 |
4.32567 |
145900.0 |
¥63.1万 |
|
| 2021-12-10 |
突破买入 |
买入 |
4.25425 |
147500.0 |
¥62.8万 |
首仓入场 |
| 2022-01-26 |
跌破离场 |
卖出 |
4.20579 |
147500.0 |
¥62.0万 |
|
| 2022-02-11 |
突破买入 |
买入 |
4.44444 |
139900.0 |
¥62.2万 |
首仓入场 |
| 2022-03-09 |
跌破离场 |
卖出 |
4.23576 |
139900.0 |
¥59.2万 |
|
| 2022-06-01 |
突破买入 |
买入 |
4.44444 |
132900.0 |
¥59.1万 |
首仓入场 |
| 2022-06-13 |
跌破离场 |
卖出 |
4.1958 |
132900.0 |
¥55.7万 |
|
| 2022-08-23 |
突破买入 |
买入 |
4.174169999999999 |
134200.0 |
¥56.0万 |
首仓入场 |
| 2022-09-20 |
跌破离场 |
卖出 |
4.225770000000001 |
134200.0 |
¥56.7万 |
|
| 2022-11-24 |
突破买入 |
买入 |
4.384379999999999 |
128700.0 |
¥56.4万 |
首仓入场 |
| 2022-12-16 |
跌破离场 |
卖出 |
4.3956 |
128700.0 |
¥56.6万 |
|
| 2023-02-21 |
突破买入 |
买入 |
4.63463 |
122800.0 |
¥56.9万 |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
6.03396 |
122800.0 |
¥74.1万 |
|
| 2023-06-12 |
突破买入 |
买入 |
6.756749999999999 |
108900.0 |
¥73.6万 |
首仓入场 |
| 2023-06-21 |
跌破离场 |
卖出 |
6.133859999999999 |
108900.0 |
¥66.8万 |
|
| 2024-01-03 |
突破买入 |
买入 |
5.59559 |
119200.0 |
¥66.7万 |
首仓入场 |
| 2024-01-12 |
跌破离场 |
卖出 |
5.34465 |
119200.0 |
¥63.7万 |
|
| 2024-01-26 |
突破买入 |
买入 |
5.87 |
108600.0 |
¥63.8万 |
首仓入场 |
| 2024-04-30 |
跌破离场 |
卖出 |
6.25374 |
108600.0 |
¥67.9万 |
|
| 2024-07-05 |
突破买入 |
买入 |
6.5165099999999985 |
104600.0 |
¥68.2万 |
首仓入场 |
| 2024-09-10 |
跌破离场 |
卖出 |
6.37362 |
104600.0 |
¥66.6万 |
|
| 2024-12-05 |
突破买入 |
买入 |
6.456449999999999 |
102700.0 |
¥66.3万 |
首仓入场 |
| 2025-01-10 |
跌破离场 |
卖出 |
6.41358 |
102700.0 |
¥65.8万 |
|
| 2025-05-15 |
突破买入 |
买入 |
5.825819999999999 |
113400.0 |
¥66.1万 |
首仓入场 |
| 2025-08-04 |
跌破离场 |
卖出 |
5.65434 |
113400.0 |
¥64.1万 |
|
| 2025-10-24 |
突破买入 |
买入 |
5.58 |
115300.0 |
¥64.4万 |
首仓入场 |
| 2026-01-19 |
跌破离场 |
卖出 |
5.81418 |
115300.0 |
¥67.0万 |
|
| 2026-02-13 |
突破买入 |
买入 |
6.53653 |
101200.0 |
¥66.2万 |
首仓入场 |
| 2026-03-16 |
跌破离场 |
卖出 |
6.3436499999999985 |
101200.0 |
¥64.2万 |
|
| 2026-07-21 |
突破买入 |
买入 |
5.19519 |
123600.0 |
¥64.2万 |
首仓入场 |
| 2026-08-06 |
跌破离场 |
卖出 |
4.99 |
123600.0 |
¥61.7万 |
|
| 2026-08-26 |
突破买入 |
买入 |
5.29529 |
116100.0 |
¥61.5万 |
首仓入场 |
| 2026-09-16 |
跌破离场 |
卖出 |
5.2847100000000005 |
116100.0 |
¥61.3万 |
|