600029 南方航空 — 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: ¥59.0万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -40.97%）
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 38 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 |
2015-03-17 |
2015-05-07 |
7.119245132999999 |
9.24075 |
¥29.7万 |
+29.76% |
跌破离场 |
| 2 |
2015-06-10 |
2015-07-03 |
12.215863659999997 |
10.63935 |
¥-16.2万 |
-12.93% |
跌破离场 |
| 3 |
2015-10-14 |
2015-11-24 |
8.340831499 |
8.62137 |
¥3.7万 |
+3.33% |
跌破离场 |
| 4 |
2016-05-06 |
2016-05-26 |
7.0691801179999985 |
6.7332600000000005 |
¥-5.6万 |
-4.78% |
跌破离场 |
| 5 |
2016-07-14 |
2016-08-26 |
8.61118258 |
7.66233 |
¥-12.3万 |
-11.05% |
跌破离场 |
| 6 |
2016-10-20 |
2016-12-07 |
7.3094921899999985 |
7.302689999999999 |
¥-1,211 |
-0.12% |
跌破离场 |
| 7 |
2017-01-11 |
2017-04-26 |
7.509752249999998 |
7.85214 |
¥4.4万 |
+4.53% |
跌破离场 |
| 8 |
2017-06-02 |
2017-06-29 |
8.781403630999998 |
8.62137 |
¥-1.9万 |
-1.85% |
跌破离场 |
| 9 |
2017-08-31 |
2017-09-20 |
8.81144264 |
8.511479999999999 |
¥-3.5万 |
-3.43% |
跌破离场 |
| 10 |
2017-11-15 |
2018-01-17 |
9.602469877 |
10.799190000000001 |
¥12.1万 |
+12.43% |
跌破离场 |
| 11 |
2018-02-06 |
2018-02-12 |
12.516253749999999 |
10.97901 |
¥-13.2万 |
-12.31% |
跌破离场 |
| 12 |
2018-05-04 |
2018-05-21 |
10.673861198 |
10.06 |
¥-5.5万 |
-5.78% |
跌破离场 |
| 13 |
2018-11-15 |
2018-12-18 |
6.939011078999999 |
7.14285 |
¥2.6万 |
+2.91% |
跌破离场 |
| 14 |
2019-02-14 |
2019-04-24 |
7.369570208 |
8.281709999999999 |
¥11.5万 |
+12.34% |
跌破离场 |
| 15 |
2019-06-20 |
2019-08-02 |
7.329518195999999 |
6.96303 |
¥-5.3万 |
-5.03% |
跌破离场 |
| 16 |
2019-11-05 |
2020-01-21 |
7.199349157 |
6.763229999999999 |
¥-6.0万 |
-6.09% |
跌破离场 |
| 17 |
2020-05-06 |
2020-05-26 |
5.2067615599999995 |
4.98 |
¥-4.0万 |
-4.38% |
跌破离场 |
| 18 |
2020-09-07 |
2020-09-23 |
6.077892821 |
6.05394 |
¥-3,829 |
-0.42% |
跌破离场 |
| 19 |
2020-11-11 |
2020-12-09 |
6.0178148029999985 |
6.18381 |
¥2.4万 |
+2.73% |
跌破离场 |
| 20 |
2021-02-09 |
2021-04-26 |
6.188035853999999 |
6.5234700000000005 |
¥5.0万 |
+5.39% |
跌破离场 |
| 21 |
2021-05-27 |
2021-06-18 |
6.778803030999999 |
6.103890000000001 |
¥-9.6万 |
-9.98% |
跌破离场 |
| 22 |
2021-09-03 |
2021-09-17 |
5.877632760999999 |
5.71428 |
¥-2.5万 |
-2.81% |
跌破离场 |
| 23 |
2021-10-15 |
2021-11-29 |
6.478412940999999 |
6.0939 |
¥-5.1万 |
-5.96% |
跌破离场 |
| 24 |
2021-12-30 |
2022-02-24 |
6.728738015999999 |
7.042949999999999 |
¥3.7万 |
+4.64% |
跌破离场 |
| 25 |
2022-04-13 |
2022-04-27 |
6.858907054999999 |
6.26373 |
¥-7.2万 |
-8.70% |
跌破离场 |
| 26 |
2022-06-21 |
2022-08-01 |
6.688686003999999 |
6.34365 |
¥-4.0万 |
-5.19% |
跌破离场 |
| 27 |
2022-09-28 |
2023-02-01 |
6.858907054999999 |
7.3226700000000005 |
¥4.9万 |
+6.73% |
跌破离场 |
| 28 |
2023-03-01 |
2023-03-24 |
7.922376 |
7.65234 |
¥-2.7万 |
-3.44% |
跌破离场 |
| 29 |
2023-07-26 |
2023-08-22 |
6.8488940519999995 |
6.473520000000001 |
¥-4.1万 |
-5.51% |
跌破离场 |
| 30 |
2023-11-28 |
2023-12-04 |
6.318204892999999 |
6.03396 |
¥-3.2万 |
-4.53% |
跌破离场 |
| 31 |
2024-01-17 |
2024-02-05 |
5.991797 |
5.594399999999999 |
¥-4.5万 |
-6.66% |
跌破离场 |
| 32 |
2024-05-22 |
2024-08-13 |
5.997788796999999 |
5.66433 |
¥-3.5万 |
-5.59% |
跌破离场 |
| 33 |
2024-11-25 |
2025-01-03 |
6.558516964999999 |
6.343649999999999 |
¥-2.0万 |
-3.31% |
跌破离场 |
| 34 |
2025-03-07 |
2025-04-01 |
6.0278278059999995 |
5.694300000000001 |
¥-3.2万 |
-5.56% |
跌破离场 |
| 35 |
2025-05-22 |
2025-06-16 |
6.057866814999998 |
5.7942 |
¥-2.4万 |
-4.38% |
跌破离场 |
| 36 |
2025-08-27 |
2025-11-26 |
6.067879817999999 |
6.763229999999999 |
¥5.9万 |
+11.43% |
跌破离场 |
| 37 |
2025-12-18 |
2026-01-19 |
7.399609216999998 |
7.41 |
¥631 |
+0.11% |
跌破离场 |
| 38 |
2026-11-04 |
2026-11-13 |
5.016514503 |
5.09 |
¥8,275 |
+1.43% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-17 |
突破买入 |
买入 |
7.117109999999999 |
140100.0 |
¥99.7万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
9.24075 |
140100.0 |
¥1.29M |
|
| 2015-06-10 |
突破买入 |
买入 |
12.212199999999998 |
102500.0 |
¥1.25M |
首仓入场 |
| 2015-07-03 |
跌破离场 |
卖出 |
10.63935 |
102500.0 |
¥1.09M |
|
| 2015-10-14 |
突破买入 |
买入 |
8.33833 |
133500.0 |
¥1.11M |
首仓入场 |
| 2015-11-24 |
跌破离场 |
卖出 |
8.62137 |
133500.0 |
¥1.15M |
|
| 2016-05-06 |
突破买入 |
买入 |
7.067059999999998 |
165200.0 |
¥1.17M |
首仓入场 |
| 2016-05-26 |
跌破离场 |
卖出 |
6.7332600000000005 |
165200.0 |
¥1.11M |
|
| 2016-07-14 |
突破买入 |
买入 |
8.6086 |
129000.0 |
¥1.11M |
首仓入场 |
| 2016-08-26 |
跌破离场 |
卖出 |
7.66233 |
129000.0 |
¥98.8万 |
|
| 2016-10-20 |
突破买入 |
买入 |
7.307299999999999 |
134700.0 |
¥98.5万 |
首仓入场 |
| 2016-12-07 |
跌破离场 |
卖出 |
7.302689999999999 |
134700.0 |
¥98.3万 |
|
| 2017-01-11 |
突破买入 |
买入 |
7.507499999999999 |
128200.0 |
¥96.3万 |
首仓入场 |
| 2017-04-26 |
跌破离场 |
卖出 |
7.85214 |
128200.0 |
¥1.01M |
|
| 2017-06-02 |
突破买入 |
买入 |
8.778769999999998 |
117300.0 |
¥1.03M |
首仓入场 |
| 2017-06-29 |
跌破离场 |
卖出 |
8.62137 |
117300.0 |
¥1.01M |
|
| 2017-08-31 |
突破买入 |
买入 |
8.8088 |
114500.0 |
¥1.01M |
首仓入场 |
| 2017-09-20 |
跌破离场 |
卖出 |
8.511479999999999 |
114500.0 |
¥97.4万 |
|
| 2017-11-15 |
突破买入 |
买入 |
9.59959 |
101000.0 |
¥97.0万 |
首仓入场 |
| 2018-01-17 |
跌破离场 |
卖出 |
10.799190000000001 |
101000.0 |
¥1.09M |
|
| 2018-02-06 |
突破买入 |
买入 |
12.5125 |
85900.0 |
¥1.08M |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
10.97901 |
85900.0 |
¥94.3万 |
|
| 2018-05-04 |
突破买入 |
买入 |
10.67066 |
89800.0 |
¥95.9万 |
首仓入场 |
| 2018-05-21 |
跌破离场 |
卖出 |
10.06 |
89800.0 |
¥90.3万 |
|
| 2018-11-15 |
突破买入 |
买入 |
6.936929999999999 |
130200.0 |
¥90.3万 |
首仓入场 |
| 2018-12-18 |
跌破离场 |
卖出 |
7.14285 |
130200.0 |
¥93.0万 |
|
| 2019-02-14 |
突破买入 |
买入 |
7.36736 |
126600.0 |
¥93.3万 |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
8.281709999999999 |
126600.0 |
¥1.05M |
|
| 2019-06-20 |
突破买入 |
买入 |
7.327319999999999 |
143200.0 |
¥1.05M |
首仓入场 |
| 2019-08-02 |
跌破离场 |
卖出 |
6.96303 |
143200.0 |
¥99.7万 |
|
| 2019-11-05 |
突破买入 |
买入 |
7.19719 |
137000.0 |
¥98.6万 |
首仓入场 |
| 2020-01-21 |
跌破离场 |
卖出 |
6.763229999999999 |
137000.0 |
¥92.6万 |
|
| 2020-05-06 |
突破买入 |
买入 |
5.2052 |
174100.0 |
¥90.6万 |
首仓入场 |
| 2020-05-26 |
跌破离场 |
卖出 |
4.98 |
174100.0 |
¥86.7万 |
|
| 2020-09-07 |
突破买入 |
买入 |
6.07607 |
148600.0 |
¥90.3万 |
首仓入场 |
| 2020-09-23 |
跌破离场 |
卖出 |
6.05394 |
148600.0 |
¥89.9万 |
|
| 2020-11-11 |
突破买入 |
买入 |
6.016009999999999 |
147000.0 |
¥88.5万 |
首仓入场 |
| 2020-12-09 |
跌破离场 |
卖出 |
6.18381 |
147000.0 |
¥90.9万 |
|
| 2021-02-09 |
突破买入 |
买入 |
6.186179999999999 |
148800.0 |
¥92.1万 |
首仓入场 |
| 2021-04-26 |
跌破离场 |
卖出 |
6.5234700000000005 |
148800.0 |
¥97.0万 |
|
| 2021-05-27 |
突破买入 |
买入 |
6.776769999999999 |
142500.0 |
¥96.6万 |
首仓入场 |
| 2021-06-18 |
跌破离场 |
卖出 |
6.103890000000001 |
142500.0 |
¥87.0万 |
|
| 2021-09-03 |
突破买入 |
买入 |
5.875869999999999 |
148900.0 |
¥87.5万 |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
5.71428 |
148900.0 |
¥85.1万 |
|
| 2021-10-15 |
突破买入 |
买入 |
6.476469999999999 |
131100.0 |
¥84.9万 |
首仓入场 |
| 2021-11-29 |
跌破离场 |
卖出 |
6.0939 |
131100.0 |
¥79.9万 |
|
| 2021-12-30 |
突破买入 |
买入 |
6.726719999999999 |
118900.0 |
¥80.0万 |
首仓入场 |
| 2022-02-24 |
跌破离场 |
卖出 |
7.042949999999999 |
118900.0 |
¥83.7万 |
|
| 2022-04-13 |
突破买入 |
买入 |
6.856849999999999 |
119800.0 |
¥82.2万 |
首仓入场 |
| 2022-04-27 |
跌破离场 |
卖出 |
6.26373 |
119800.0 |
¥75.0万 |
|
| 2022-06-21 |
突破买入 |
买入 |
6.686679999999999 |
114000.0 |
¥76.3万 |
首仓入场 |
| 2022-08-01 |
跌破离场 |
卖出 |
6.34365 |
114000.0 |
¥72.3万 |
|
| 2022-09-28 |
突破买入 |
买入 |
6.856849999999999 |
105400.0 |
¥72.3万 |
首仓入场 |
| 2023-02-01 |
跌破离场 |
卖出 |
7.3226700000000005 |
105400.0 |
¥77.2万 |
|
| 2023-03-01 |
突破买入 |
买入 |
7.92 |
98000.0 |
¥77.6万 |
首仓入场 |
| 2023-03-24 |
跌破离场 |
卖出 |
7.65234 |
98000.0 |
¥75.0万 |
|
| 2023-07-26 |
突破买入 |
买入 |
6.846839999999999 |
109300.0 |
¥74.9万 |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
6.473520000000001 |
109300.0 |
¥70.7万 |
|
| 2023-11-28 |
突破买入 |
买入 |
6.316309999999999 |
111200.0 |
¥70.3万 |
首仓入场 |
| 2023-12-04 |
跌破离场 |
卖出 |
6.03396 |
111200.0 |
¥67.1万 |
|
| 2024-01-17 |
突破买入 |
买入 |
5.99 |
112400.0 |
¥67.3万 |
首仓入场 |
| 2024-02-05 |
跌破离场 |
卖出 |
5.594399999999999 |
112400.0 |
¥62.9万 |
|
| 2024-05-22 |
突破买入 |
买入 |
5.99599 |
105100.0 |
¥63.0万 |
首仓入场 |
| 2024-08-13 |
跌破离场 |
卖出 |
5.66433 |
105100.0 |
¥59.5万 |
|
| 2024-11-25 |
突破买入 |
买入 |
6.556549999999999 |
90400.0 |
¥59.3万 |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
6.343649999999999 |
90400.0 |
¥57.3万 |
|
| 2025-03-07 |
突破买入 |
买入 |
6.02602 |
94900.0 |
¥57.2万 |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
5.694300000000001 |
94900.0 |
¥54.0万 |
|
| 2025-05-22 |
突破买入 |
买入 |
6.056049999999999 |
89400.0 |
¥54.2万 |
首仓入场 |
| 2025-06-16 |
跌破离场 |
卖出 |
5.7942 |
89400.0 |
¥51.8万 |
|
| 2025-08-27 |
突破买入 |
买入 |
6.066059999999999 |
85600.0 |
¥51.9万 |
首仓入场 |
| 2025-11-26 |
跌破离场 |
卖出 |
6.763229999999999 |
85600.0 |
¥57.9万 |
|
| 2025-12-18 |
突破买入 |
买入 |
7.397389999999998 |
77300.0 |
¥57.2万 |
首仓入场 |
| 2026-01-19 |
跌破离场 |
卖出 |
7.41 |
77300.0 |
¥57.3万 |
|
| 2026-11-04 |
突破买入 |
买入 |
5.015009999999999 |
115000.0 |
¥57.7万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
5.09 |
115000 |
¥58.5万 |
回测结束强平 |