600031 三一重工 — 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: ¥96.1万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -3.91%）
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 40 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 |
2015-03-18 |
2015-05-06 |
9.021715702999998 |
10.109879999999999 |
¥12.0万 |
+12.03% |
跌破离场 |
| 2 |
2015-05-27 |
2015-06-23 |
12.816643840000001 |
10.93905 |
¥-16.3万 |
-14.68% |
跌破离场 |
| 3 |
2016-04-18 |
2016-04-29 |
6.0278278059999995 |
5.40459 |
¥-9.8万 |
-10.37% |
跌破离场 |
| 4 |
2016-07-05 |
2016-09-02 |
5.136670539 |
5.22477 |
¥1.4万 |
+1.68% |
跌破离场 |
| 5 |
2016-10-24 |
2016-12-01 |
5.877632760999999 |
6.4935 |
¥9.1万 |
+10.45% |
跌破离场 |
| 6 |
2017-02-07 |
2017-03-06 |
6.959037084999999 |
7.14 |
¥2.5万 |
+2.57% |
跌破离场 |
| 7 |
2017-03-14 |
2017-03-31 |
7.639921288999998 |
7.302689999999999 |
¥-4.4万 |
-4.44% |
跌破离场 |
| 8 |
2017-06-12 |
2017-08-14 |
7.269440177999999 |
8.04195 |
¥9.9万 |
+10.59% |
跌破离场 |
| 9 |
2017-10-27 |
2017-12-21 |
8.310792489999999 |
8.16183 |
¥-1.9万 |
-1.82% |
跌破离场 |
| 10 |
2018-01-03 |
2018-01-31 |
9.462287834999998 |
9.0909 |
¥-4.0万 |
-3.95% |
跌破离场 |
| 11 |
2018-04-13 |
2018-05-24 |
8.661247594999999 |
8.40159 |
¥-3.0万 |
-3.03% |
跌破离场 |
| 12 |
2018-08-08 |
2018-08-23 |
9.51235285 |
8.841149999999999 |
¥-6.7万 |
-7.08% |
跌破离场 |
| 13 |
2018-12-13 |
2019-01-03 |
8.360857504999998 |
7.98201 |
¥-4.0万 |
-4.56% |
跌破离场 |
| 14 |
2019-02-13 |
2019-04-23 |
9.682573900999998 |
12.21777 |
¥22.0万 |
+26.15% |
跌破离场 |
| 15 |
2019-05-29 |
2019-07-09 |
12.666448794999997 |
12.637349999999998 |
¥-2,769 |
-0.26% |
跌破离场 |
| 16 |
2019-07-16 |
2019-10-25 |
13.477502038 |
14.04594 |
¥4.5万 |
+4.19% |
跌破离场 |
| 17 |
2019-11-20 |
2020-01-22 |
14.649023388999998 |
16.2837 |
¥12.3万 |
+11.13% |
跌破离场 |
| 18 |
2020-02-28 |
2020-03-13 |
17.392586211 |
16.16382 |
¥-8.6万 |
-7.09% |
跌破离场 |
| 19 |
2020-04-08 |
2020-05-22 |
18.974640684999997 |
18.781200000000005 |
¥-1.2万 |
-1.05% |
跌破离场 |
| 20 |
2020-07-21 |
2020-08-13 |
22.81963383699999 |
20.3796 |
¥-12.2万 |
-10.72% |
跌破离场 |
| 21 |
2020-08-26 |
2020-10-26 |
22.449152725999998 |
23.975999999999996 |
¥6.9万 |
+6.77% |
跌破离场 |
| 22 |
2020-11-12 |
2021-03-01 |
28.346811492999997 |
41.758199999999995 |
¥51.0万 |
+47.27% |
跌破离场 |
| 23 |
2021-08-10 |
2021-08-20 |
31.34069939 |
27.832140000000003 |
¥-17.8万 |
-11.22% |
跌破离场 |
| 24 |
2021-12-08 |
2022-01-04 |
24.027206000000003 |
22.76721 |
¥-7.4万 |
-5.27% |
跌破离场 |
| 25 |
2022-04-11 |
2022-04-22 |
19.205759999999998 |
16.60338 |
¥-18.1万 |
-13.58% |
跌破离场 |
| 26 |
2022-06-07 |
2022-07-18 |
17.392586211 |
17.72226 |
¥2.2万 |
+1.86% |
跌破离场 |
| 27 |
2022-11-03 |
2022-12-21 |
15.019504499999998 |
15.774209999999998 |
¥5.8万 |
+4.99% |
跌破离场 |
| 28 |
2023-02-14 |
2023-03-08 |
18.123535429999997 |
18.0819 |
¥-3,200 |
-0.26% |
跌破离场 |
| 29 |
2024-03-26 |
2024-04-24 |
14.639010385999997 |
15.15 |
¥4.3万 |
+3.46% |
跌破离场 |
| 30 |
2024-05-07 |
2024-05-29 |
16.871910054999997 |
16.443540000000002 |
¥-3.3万 |
-2.57% |
跌破离场 |
| 31 |
2024-09-03 |
2024-09-10 |
16.331207892999995 |
15.41457 |
¥-7.0万 |
-5.64% |
跌破离场 |
| 32 |
2024-10-09 |
2024-10-25 |
19.085724 |
17.44254 |
¥-10.0万 |
-8.64% |
跌破离场 |
| 33 |
2025-02-10 |
2025-03-27 |
16.731728012999998 |
19.180799999999998 |
¥15.7万 |
+14.60% |
跌破离场 |
| 34 |
2025-07-09 |
2025-09-05 |
19.014692696999997 |
20.28969 |
¥8.2万 |
+6.67% |
跌破离场 |
| 35 |
2025-09-25 |
2025-10-29 |
22.278931674999995 |
21.92805 |
¥-2.1万 |
-1.60% |
跌破离场 |
| 36 |
2026-01-07 |
2026-02-03 |
21.908450563999995 |
21.44 |
¥-2.8万 |
-2.17% |
跌破离场 |
| 37 |
2026-05-12 |
2026-05-19 |
21.718203506999995 |
19.50048 |
¥-12.9万 |
-10.24% |
跌破离场 |
| 38 |
2026-07-30 |
2026-08-12 |
20.32639609 |
18.93105 |
¥-7.8万 |
-6.89% |
跌破离场 |
| 39 |
2026-09-02 |
2026-09-16 |
20.276081 |
19.46052 |
¥-4.3万 |
-4.05% |
跌破离场 |
| 40 |
2026-11-06 |
2026-11-13 |
19.425225819999994 |
18.32 |
¥-5.8万 |
-5.72% |
强平 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
突破买入 |
买入 |
9.019009999999998 |
110800.0 |
¥100.0万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
10.109879999999999 |
110800.0 |
¥1.12M |
|
| 2015-05-27 |
突破买入 |
买入 |
12.812800000000001 |
86800.0 |
¥1.11M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
10.93905 |
86800.0 |
¥94.9万 |
|
| 2016-04-18 |
突破买入 |
买入 |
6.026019999999999 |
156800.0 |
¥94.5万 |
首仓入场 |
| 2016-04-29 |
跌破离场 |
卖出 |
5.40459 |
156800.0 |
¥84.7万 |
|
| 2016-07-05 |
突破买入 |
买入 |
5.135129999999999 |
166800.0 |
¥85.7万 |
首仓入场 |
| 2016-09-02 |
跌破离场 |
卖出 |
5.22477 |
166800.0 |
¥87.1万 |
|
| 2016-10-24 |
突破买入 |
买入 |
5.875869999999999 |
148300.0 |
¥87.2万 |
首仓入场 |
| 2016-12-01 |
跌破离场 |
卖出 |
6.4935 |
148300.0 |
¥96.3万 |
|
| 2017-02-07 |
突破买入 |
买入 |
6.956949999999999 |
138100.0 |
¥96.1万 |
首仓入场 |
| 2017-03-06 |
跌破离场 |
卖出 |
7.14 |
138100.0 |
¥98.6万 |
|
| 2017-03-14 |
突破买入 |
买入 |
7.637629999999999 |
128700.0 |
¥98.3万 |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
7.302689999999999 |
128700.0 |
¥94.0万 |
|
| 2017-06-12 |
突破买入 |
买入 |
7.267259999999999 |
129000.0 |
¥93.8万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
8.04195 |
129000.0 |
¥1.04M |
|
| 2017-10-27 |
突破买入 |
买入 |
8.3083 |
125100.0 |
¥1.04M |
首仓入场 |
| 2017-12-21 |
跌破离场 |
卖出 |
8.16183 |
125100.0 |
¥1.02M |
|
| 2018-01-03 |
突破买入 |
买入 |
9.459449999999999 |
107800.0 |
¥1.02M |
首仓入场 |
| 2018-01-31 |
跌破离场 |
卖出 |
9.0909 |
107800.0 |
¥98.0万 |
|
| 2018-04-13 |
突破买入 |
买入 |
8.65865 |
113500.0 |
¥98.3万 |
首仓入场 |
| 2018-05-24 |
跌破离场 |
卖出 |
8.40159 |
113500.0 |
¥95.3万 |
|
| 2018-08-08 |
突破买入 |
买入 |
9.5095 |
99200.0 |
¥94.4万 |
首仓入场 |
| 2018-08-23 |
跌破离场 |
卖出 |
8.841149999999999 |
99200.0 |
¥87.7万 |
|
| 2018-12-13 |
突破买入 |
买入 |
8.358349999999998 |
106100.0 |
¥88.7万 |
首仓入场 |
| 2019-01-03 |
跌破离场 |
卖出 |
7.98201 |
106100.0 |
¥84.7万 |
|
| 2019-02-13 |
突破买入 |
买入 |
9.679669999999998 |
87100.0 |
¥84.3万 |
首仓入场 |
| 2019-04-23 |
跌破离场 |
卖出 |
12.21777 |
87100.0 |
¥1.06M |
|
| 2019-05-29 |
突破买入 |
买入 |
12.66265 |
84200.0 |
¥1.07M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
12.637349999999998 |
84200.0 |
¥1.06M |
|
| 2019-07-16 |
突破买入 |
买入 |
13.47346 |
79100.0 |
¥1.07M |
首仓入场 |
| 2019-10-25 |
跌破离场 |
卖出 |
14.04594 |
79100.0 |
¥1.11M |
|
| 2019-11-20 |
突破买入 |
买入 |
14.64463 |
75500.0 |
¥1.11M |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
16.2837 |
75500.0 |
¥1.23M |
|
| 2020-02-28 |
突破买入 |
买入 |
17.38737 |
69400.0 |
¥1.21M |
首仓入场 |
| 2020-03-13 |
跌破离场 |
卖出 |
16.16382 |
69400.0 |
¥1.12M |
|
| 2020-04-08 |
突破买入 |
买入 |
18.968949999999996 |
60200.0 |
¥1.14M |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
18.781200000000005 |
60200.0 |
¥1.13M |
|
| 2020-07-21 |
突破买入 |
买入 |
22.812789999999993 |
49700.0 |
¥1.13M |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
20.3796 |
49700.0 |
¥1.01M |
|
| 2020-08-26 |
突破买入 |
买入 |
22.44242 |
45100.0 |
¥1.01M |
首仓入场 |
| 2020-10-26 |
跌破离场 |
卖出 |
23.975999999999996 |
45100.0 |
¥1.08M |
|
| 2020-11-12 |
突破买入 |
买入 |
28.338309999999996 |
38100.0 |
¥1.08M |
首仓入场 |
| 2021-03-01 |
跌破离场 |
卖出 |
41.758199999999995 |
38100.0 |
¥1.59M |
|
| 2021-08-10 |
突破买入 |
买入 |
31.3313 |
50500.0 |
¥1.58M |
首仓入场 |
| 2021-08-20 |
跌破离场 |
卖出 |
27.832140000000003 |
50500.0 |
¥1.41M |
|
| 2021-12-08 |
突破买入 |
买入 |
24.02 |
58200.0 |
¥1.40M |
首仓入场 |
| 2022-01-04 |
跌破离场 |
卖出 |
22.76721 |
58200.0 |
¥1.32M |
|
| 2022-04-11 |
突破买入 |
买入 |
19.2 |
69400.0 |
¥1.33M |
首仓入场 |
| 2022-04-22 |
跌破离场 |
卖出 |
16.60338 |
69400.0 |
¥1.15M |
|
| 2022-06-07 |
突破买入 |
买入 |
17.38737 |
66600.0 |
¥1.16M |
首仓入场 |
| 2022-07-18 |
跌破离场 |
卖出 |
17.72226 |
66600.0 |
¥1.18M |
|
| 2022-11-03 |
突破买入 |
买入 |
15.015 |
77700.0 |
¥1.17M |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
15.774209999999998 |
77700.0 |
¥1.23M |
|
| 2023-02-14 |
突破买入 |
买入 |
18.1181 |
68000.0 |
¥1.23M |
首仓入场 |
| 2023-03-08 |
跌破离场 |
卖出 |
18.0819 |
68000.0 |
¥1.23M |
|
| 2024-03-26 |
突破买入 |
买入 |
14.634619999999998 |
84400.0 |
¥1.24M |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
15.15 |
84400.0 |
¥1.28M |
|
| 2024-05-07 |
突破买入 |
买入 |
16.86685 |
75400.0 |
¥1.27M |
首仓入场 |
| 2024-05-29 |
跌破离场 |
卖出 |
16.443540000000002 |
75400.0 |
¥1.24M |
|
| 2024-09-03 |
突破买入 |
买入 |
16.326309999999996 |
76200.0 |
¥1.24M |
首仓入场 |
| 2024-09-10 |
跌破离场 |
卖出 |
15.41457 |
76200.0 |
¥1.17M |
|
| 2024-10-09 |
突破买入 |
买入 |
19.08 |
60400.0 |
¥1.15M |
首仓入场 |
| 2024-10-25 |
跌破离场 |
卖出 |
17.44254 |
60400.0 |
¥1.05M |
|
| 2025-02-10 |
突破买入 |
买入 |
16.72671 |
64100.0 |
¥1.07M |
首仓入场 |
| 2025-03-27 |
跌破离场 |
卖出 |
19.180799999999998 |
64100.0 |
¥1.23M |
|
| 2025-07-09 |
突破买入 |
买入 |
19.008989999999997 |
64500.0 |
¥1.23M |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
20.28969 |
64500.0 |
¥1.31M |
|
| 2025-09-25 |
突破买入 |
买入 |
22.272249999999996 |
58900.0 |
¥1.31M |
首仓入场 |
| 2025-10-29 |
跌破离场 |
卖出 |
21.92805 |
58900.0 |
¥1.29M |
|
| 2026-01-07 |
突破买入 |
买入 |
21.901879999999995 |
59000.0 |
¥1.29M |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
21.44 |
59000.0 |
¥1.26M |
|
| 2026-05-12 |
突破买入 |
买入 |
21.711689999999997 |
57800.0 |
¥1.26M |
首仓入场 |
| 2026-05-19 |
跌破离场 |
卖出 |
19.50048 |
57800.0 |
¥1.13M |
|
| 2026-07-30 |
突破买入 |
买入 |
20.3203 |
55600.0 |
¥1.13M |
首仓入场 |
| 2026-08-12 |
跌破离场 |
卖出 |
18.93105 |
55600.0 |
¥1.05M |
|
| 2026-09-02 |
突破买入 |
买入 |
20.27 |
52300.0 |
¥1.06M |
首仓入场 |
| 2026-09-16 |
跌破离场 |
卖出 |
19.46052 |
52300.0 |
¥1.02M |
|
| 2026-11-06 |
突破买入 |
买入 |
19.419399999999996 |
52100.0 |
¥1.01M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
18.32 |
52100 |
¥95.4万 |
回测结束强平 |