600030 中信证券 — 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: ¥1.19M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +18.80%）
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 |
2015-03-24 |
2015-05-06 |
33.319993000000004 |
33.45651 |
¥3,782 |
+0.38% |
跌破离场 |
| 2 |
2015-10-19 |
2015-11-30 |
15.920674769999998 |
17.772209999999998 |
¥11.6万 |
+11.60% |
跌破离场 |
| 3 |
2015-12-24 |
2016-01-05 |
21.007280293999997 |
16.7832 |
¥-22.3万 |
-20.13% |
跌破离场 |
| 4 |
2016-03-03 |
2016-05-09 |
15.92067477 |
15.984 |
¥3,243 |
+0.37% |
跌破离场 |
| 5 |
2016-08-15 |
2016-09-13 |
17.212352157 |
16.383599999999998 |
¥-4.4万 |
-4.84% |
跌破离场 |
| 6 |
2016-10-25 |
2016-12-06 |
16.931988073 |
16.83315 |
¥-5,226 |
-0.61% |
跌破离场 |
| 7 |
2017-01-17 |
2017-03-03 |
16.281142878 |
16.41357 |
¥6,605 |
+0.78% |
跌破离场 |
| 8 |
2017-05-26 |
2017-08-14 |
16.321194889999997 |
16.903080000000003 |
¥3.0万 |
+3.53% |
跌破离场 |
| 9 |
2017-08-29 |
2017-10-24 |
18.203639453999994 |
17.56242 |
¥-3.1万 |
-3.55% |
跌破离场 |
| 10 |
2017-11-22 |
2017-12-13 |
19.265017771999997 |
18.2817 |
¥-4.4万 |
-5.13% |
跌破离场 |
| 11 |
2018-01-09 |
2018-02-07 |
19.575420864999998 |
20.94903 |
¥5.7万 |
+6.98% |
跌破离场 |
| 12 |
2018-04-11 |
2018-04-23 |
19.415212816999997 |
18.26 |
¥-5.1万 |
-5.98% |
跌破离场 |
| 13 |
2018-05-09 |
2018-05-28 |
19.915862967 |
19.0809 |
¥-3.4万 |
-4.22% |
跌破离场 |
| 14 |
2018-07-23 |
2018-08-03 |
16.741741016 |
16.10388 |
¥-3.0万 |
-3.84% |
跌破离场 |
| 15 |
2018-09-25 |
2018-10-12 |
16.471389934999998 |
15.01497 |
¥-6.6万 |
-8.87% |
跌破离场 |
| 16 |
2019-01-21 |
2019-03-27 |
17.903249363999997 |
23.096880000000002 |
¥19.9万 |
+28.97% |
跌破离场 |
| 17 |
2019-06-12 |
2019-07-19 |
20.907150264 |
22.83 |
¥8.0万 |
+9.16% |
跌破离场 |
| 18 |
2019-12-17 |
2020-02-03 |
23.350322996 |
21.51 |
¥-7.6万 |
-7.91% |
跌破离场 |
| 19 |
2020-06-22 |
2020-09-08 |
23.891025157999998 |
29.920050000000003 |
¥22.4万 |
+25.20% |
跌破离场 |
| 20 |
2021-01-13 |
2021-01-27 |
31.931466566999994 |
28.741229999999998 |
¥-11.1万 |
-10.02% |
跌破离场 |
| 21 |
2021-05-17 |
2021-06-15 |
25.0325075 |
24.8751 |
¥-6,479 |
-0.66% |
跌破离场 |
| 22 |
2021-08-19 |
2021-09-17 |
25.102598520999997 |
25.5 |
¥1.5万 |
+1.55% |
跌破离场 |
| 23 |
2021-12-10 |
2021-12-27 |
26.604548970999996 |
25.78419 |
¥-3.1万 |
-3.11% |
跌破离场 |
| 24 |
2022-06-07 |
2022-07-11 |
19.955914979 |
20.49948 |
¥2.6万 |
+2.69% |
跌破离场 |
| 25 |
2022-11-16 |
2022-12-20 |
19.735628913 |
19.8801 |
¥7,022 |
+0.70% |
跌破离场 |
| 26 |
2023-01-17 |
2023-02-17 |
21.397787411 |
20.52945 |
¥-4.1万 |
-4.09% |
跌破离场 |
| 27 |
2023-04-18 |
2023-04-24 |
21.798307530999995 |
20.769209999999998 |
¥-4.6万 |
-4.75% |
跌破离场 |
| 28 |
2023-05-08 |
2023-05-24 |
21.828346540000002 |
20.81916 |
¥-4.3万 |
-4.65% |
跌破离场 |
| 29 |
2023-07-26 |
2023-08-22 |
21.578021465 |
23.20677 |
¥6.6万 |
+7.52% |
跌破离场 |
| 30 |
2023-11-07 |
2023-11-28 |
22.639399782999998 |
21.65832 |
¥-4.1万 |
-4.36% |
跌破离场 |
| 31 |
2024-01-29 |
2024-03-08 |
20.746942215999994 |
20.7792 |
¥1,132 |
+0.13% |
跌破离场 |
| 32 |
2024-07-19 |
2024-08-27 |
18.984653687999998 |
18.3816 |
¥-2.9万 |
-3.21% |
跌破离场 |
| 33 |
2024-09-26 |
2024-11-25 |
21.037319302999997 |
30.29967 |
¥38.4万 |
+43.98% |
跌破离场 |
| 34 |
2025-05-15 |
2025-05-27 |
26.83484804 |
25.564410000000002 |
¥-6.0万 |
-4.76% |
跌破离场 |
| 35 |
2025-06-25 |
2025-09-04 |
26.975030082 |
29.730240000000002 |
¥12.3万 |
+10.18% |
跌破离场 |
| 36 |
2026-01-07 |
2026-01-09 |
30.219063 |
28.51146 |
¥-7.5万 |
-5.68% |
跌破离场 |
| 37 |
2026-04-23 |
2026-05-18 |
26.614561973999994 |
26.18379 |
¥-2.1万 |
-1.65% |
跌破离场 |
| 38 |
2026-06-23 |
2026-08-12 |
28.737318609999992 |
27.6723 |
¥-4.6万 |
-3.73% |
跌破离场 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-24 |
突破买入 |
买入 |
33.31 |
29900.0 |
¥99.6万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
33.45651 |
29900.0 |
¥1.00M |
|
| 2015-10-19 |
突破买入 |
买入 |
15.915899999999997 |
62900.0 |
¥1.00M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
17.772209999999998 |
62900.0 |
¥1.12M |
|
| 2015-12-24 |
突破买入 |
买入 |
21.00098 |
52700.0 |
¥1.11M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
16.7832 |
52700.0 |
¥88.4万 |
|
| 2016-03-03 |
突破买入 |
买入 |
15.9159 |
55400.0 |
¥88.2万 |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
15.984 |
55400.0 |
¥88.5万 |
|
| 2016-08-15 |
突破买入 |
买入 |
17.20719 |
52300.0 |
¥90.0万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
16.383599999999998 |
52300.0 |
¥85.7万 |
|
| 2016-10-25 |
突破买入 |
买入 |
16.92691 |
50300.0 |
¥85.2万 |
首仓入场 |
| 2016-12-06 |
跌破离场 |
卖出 |
16.83315 |
50300.0 |
¥84.6万 |
|
| 2017-01-17 |
突破买入 |
买入 |
16.27626 |
51800.0 |
¥84.3万 |
首仓入场 |
| 2017-03-03 |
跌破离场 |
卖出 |
16.41357 |
51800.0 |
¥85.0万 |
|
| 2017-05-26 |
突破买入 |
买入 |
16.3163 |
52100.0 |
¥85.0万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
16.903080000000003 |
52100.0 |
¥88.0万 |
|
| 2017-08-29 |
突破买入 |
买入 |
18.198179999999997 |
48600.0 |
¥88.5万 |
首仓入场 |
| 2017-10-24 |
跌破离场 |
卖出 |
17.56242 |
48600.0 |
¥85.3万 |
|
| 2017-11-22 |
突破买入 |
买入 |
19.259239999999995 |
44400.0 |
¥85.5万 |
首仓入场 |
| 2017-12-13 |
跌破离场 |
卖出 |
18.2817 |
44400.0 |
¥81.1万 |
|
| 2018-01-09 |
突破买入 |
买入 |
19.56955 |
41400.0 |
¥81.0万 |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
20.94903 |
41400.0 |
¥86.7万 |
|
| 2018-04-11 |
突破买入 |
买入 |
19.40939 |
43800.0 |
¥85.0万 |
首仓入场 |
| 2018-04-23 |
跌破离场 |
卖出 |
18.26 |
43800.0 |
¥80.0万 |
|
| 2018-05-09 |
突破买入 |
买入 |
19.909889999999997 |
40900.0 |
¥81.5万 |
首仓入场 |
| 2018-05-28 |
跌破离场 |
卖出 |
19.0809 |
40900.0 |
¥78.0万 |
|
| 2018-07-23 |
突破买入 |
买入 |
16.73672 |
46400.0 |
¥77.7万 |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
16.10388 |
46400.0 |
¥74.7万 |
|
| 2018-09-25 |
突破买入 |
买入 |
16.46645 |
45000.0 |
¥74.1万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
15.01497 |
45000.0 |
¥67.5万 |
|
| 2019-01-21 |
突破买入 |
买入 |
17.897879999999997 |
38300.0 |
¥68.6万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
23.096880000000002 |
38300.0 |
¥88.4万 |
|
| 2019-06-12 |
突破买入 |
买入 |
20.900879999999997 |
41900.0 |
¥87.6万 |
首仓入场 |
| 2019-07-19 |
跌破离场 |
卖出 |
22.83 |
41900.0 |
¥95.6万 |
|
| 2019-12-17 |
突破买入 |
买入 |
23.34332 |
41300.0 |
¥96.4万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
21.51 |
41300.0 |
¥88.8万 |
|
| 2020-06-22 |
突破买入 |
买入 |
23.88386 |
37200.0 |
¥88.9万 |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
29.920050000000003 |
37200.0 |
¥1.11M |
|
| 2021-01-13 |
突破买入 |
买入 |
31.921889999999998 |
34700.0 |
¥1.11M |
首仓入场 |
| 2021-01-27 |
跌破离场 |
卖出 |
28.741229999999998 |
34700.0 |
¥99.7万 |
|
| 2021-05-17 |
突破买入 |
买入 |
25.025 |
39300.0 |
¥98.4万 |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
24.8751 |
39300.0 |
¥97.7万 |
|
| 2021-08-19 |
突破买入 |
买入 |
25.095069999999996 |
39300.0 |
¥98.7万 |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
25.5 |
39300.0 |
¥1.00M |
|
| 2021-12-10 |
突破买入 |
买入 |
26.596569999999996 |
37500.0 |
¥99.8万 |
首仓入场 |
| 2021-12-27 |
跌破离场 |
卖出 |
25.78419 |
37500.0 |
¥96.7万 |
|
| 2022-06-07 |
突破买入 |
买入 |
19.94993 |
49000.0 |
¥97.8万 |
首仓入场 |
| 2022-07-11 |
跌破离场 |
卖出 |
20.49948 |
49000.0 |
¥1.00M |
|
| 2022-11-16 |
突破买入 |
买入 |
19.729709999999997 |
50700.0 |
¥1.00M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
19.8801 |
50700.0 |
¥1.01M |
|
| 2023-01-17 |
突破买入 |
买入 |
21.39137 |
46900.0 |
¥1.00M |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
20.52945 |
46900.0 |
¥96.3万 |
|
| 2023-04-18 |
突破买入 |
买入 |
21.791769999999996 |
44500.0 |
¥97.0万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
20.769209999999998 |
44500.0 |
¥92.4万 |
|
| 2023-05-08 |
突破买入 |
买入 |
21.8218 |
42100.0 |
¥91.9万 |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
20.81916 |
42100.0 |
¥87.6万 |
|
| 2023-07-26 |
突破买入 |
买入 |
21.57155 |
40800.0 |
¥88.0万 |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
23.20677 |
40800.0 |
¥94.7万 |
|
| 2023-11-07 |
突破买入 |
买入 |
22.632609999999996 |
41500.0 |
¥94.0万 |
首仓入场 |
| 2023-11-28 |
跌破离场 |
卖出 |
21.65832 |
41500.0 |
¥89.9万 |
|
| 2024-01-29 |
突破买入 |
买入 |
20.740719999999996 |
43500.0 |
¥90.2万 |
首仓入场 |
| 2024-03-08 |
跌破离场 |
卖出 |
20.7792 |
43500.0 |
¥90.4万 |
|
| 2024-07-19 |
突破买入 |
买入 |
18.978959999999997 |
47900.0 |
¥90.9万 |
首仓入场 |
| 2024-08-27 |
跌破离场 |
卖出 |
18.3816 |
47900.0 |
¥88.0万 |
|
| 2024-09-26 |
突破买入 |
买入 |
21.03101 |
41500.0 |
¥87.3万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
30.29967 |
41500.0 |
¥1.26M |
|
| 2025-05-15 |
突破买入 |
买入 |
26.8268 |
46600.0 |
¥1.25M |
首仓入场 |
| 2025-05-27 |
跌破离场 |
卖出 |
25.564410000000002 |
46600.0 |
¥1.19M |
|
| 2025-06-25 |
突破买入 |
买入 |
26.966939999999997 |
44700.0 |
¥1.21M |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
29.730240000000002 |
44700.0 |
¥1.33M |
|
| 2026-01-07 |
突破买入 |
买入 |
30.21 |
43900.0 |
¥1.33M |
首仓入场 |
| 2026-01-09 |
跌破离场 |
卖出 |
28.51146 |
43900.0 |
¥1.25M |
|
| 2026-04-23 |
突破买入 |
买入 |
26.606579999999994 |
46800.0 |
¥1.25M |
首仓入场 |
| 2026-05-18 |
跌破离场 |
卖出 |
26.18379 |
46800.0 |
¥1.23M |
|
| 2026-06-23 |
突破买入 |
买入 |
28.728699999999993 |
42900.0 |
¥1.23M |
首仓入场 |
| 2026-08-12 |
跌破离场 |
卖出 |
27.6723 |
42900.0 |
¥1.19M |
|