600036 招商银行 — 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: ¥78.8万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -21.22%）
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 45 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 |
2015-03-13 |
2015-05-18 |
15.189725550999997 |
16.992990000000002 |
¥11.8万 |
+11.84% |
跌破离场 |
| 2 |
2015-09-15 |
2015-11-25 |
17.963327382 |
17.832150000000002 |
¥-8,287 |
-0.76% |
跌破离场 |
| 3 |
2016-03-07 |
2016-05-11 |
15.920674770000002 |
17.06 |
¥7.8万 |
+7.12% |
跌破离场 |
| 4 |
2016-11-24 |
2016-12-19 |
18.794406630999998 |
18.13185 |
¥-4.2万 |
-3.55% |
跌破离场 |
| 5 |
2017-01-17 |
2017-03-13 |
18.524055550000003 |
18.87111 |
¥2.1万 |
+1.84% |
跌破离场 |
| 6 |
2017-05-12 |
2017-06-15 |
19.275030774999998 |
21.2787 |
¥12.1万 |
+10.36% |
跌破离场 |
| 7 |
2017-06-28 |
2017-08-11 |
24.141350232999997 |
24.94503 |
¥4.2万 |
+3.30% |
跌破离场 |
| 8 |
2017-08-28 |
2017-09-12 |
27.615862273999994 |
26.25372 |
¥-6.6万 |
-4.96% |
跌破离场 |
| 9 |
2017-10-18 |
2017-12-08 |
27.095186117999994 |
28.09188 |
¥4.6万 |
+3.65% |
跌破离场 |
| 10 |
2018-01-11 |
2018-02-09 |
30.559685155999997 |
30.29967 |
¥-1.1万 |
-0.88% |
跌破离场 |
| 11 |
2018-05-15 |
2018-05-25 |
30.890114255 |
29.050919999999998 |
¥-7.8万 |
-5.98% |
跌破离场 |
| 12 |
2018-09-25 |
2018-10-19 |
29.868787948999994 |
27.722249999999995 |
¥-8.6万 |
-7.21% |
跌破离场 |
| 13 |
2019-01-22 |
2019-04-29 |
27.33549819 |
34.53543 |
¥29.7万 |
+26.30% |
跌破离场 |
| 14 |
2019-06-11 |
2019-08-06 |
34.785172422 |
34.4655 |
¥-1.4万 |
-0.95% |
跌破离场 |
| 15 |
2019-11-06 |
2019-11-21 |
37.70896929799999 |
36.32364 |
¥-5.2万 |
-3.70% |
跌破离场 |
| 16 |
2019-12-19 |
2020-01-17 |
38.0494114 |
38.02194 |
¥-1,392 |
-0.10% |
跌破离场 |
| 17 |
2020-03-06 |
2020-03-16 |
35.886602751999995 |
33.35661 |
¥-9.5万 |
-7.08% |
跌破离场 |
| 18 |
2020-04-28 |
2020-05-26 |
33.64369008 |
33.2667 |
¥-1.5万 |
-1.15% |
跌破离场 |
| 19 |
2020-07-08 |
2020-07-27 |
40.95318227 |
34.90506 |
¥-18.4万 |
-14.79% |
跌破离场 |
| 20 |
2020-08-18 |
2020-08-28 |
39.050711699999994 |
36.81315 |
¥-6.1万 |
-5.76% |
跌破离场 |
| 21 |
2020-11-19 |
2020-12-14 |
44.587902359 |
43.32 |
¥-2.9万 |
-2.87% |
跌破离场 |
| 22 |
2021-01-11 |
2021-03-01 |
46.640567973999985 |
51.05889 |
¥9.2万 |
+9.44% |
跌破离场 |
| 23 |
2021-05-26 |
2021-06-16 |
57.724962295 |
54.7452 |
¥-5.5万 |
-5.19% |
跌破离场 |
| 24 |
2021-08-19 |
2021-08-31 |
52.86865583999998 |
48.40155 |
¥-8.5万 |
-8.48% |
跌破离场 |
| 25 |
2021-09-13 |
2021-09-23 |
53.739787101 |
49.4505 |
¥-7.4万 |
-8.01% |
跌破离场 |
| 26 |
2021-10-25 |
2021-11-29 |
53.89999514899999 |
49.73022 |
¥-6.6万 |
-7.76% |
跌破离场 |
| 27 |
2022-01-21 |
2022-02-28 |
51.456822417 |
49.54041 |
¥-3.0万 |
-3.75% |
跌破离场 |
| 28 |
2022-06-10 |
2022-07-12 |
39.96189497299999 |
39.32064 |
¥-1.2万 |
-1.63% |
跌破离场 |
| 29 |
2022-09-01 |
2022-09-30 |
34.905328458 |
33.22674 |
¥-3.6万 |
-4.84% |
跌破离场 |
| 30 |
2022-11-15 |
2023-02-07 |
33.193104944999995 |
38.4615 |
¥11.2万 |
+15.84% |
跌破离场 |
| 31 |
2023-08-01 |
2023-08-14 |
35.576199659 |
32.767199999999995 |
¥-6.5万 |
-7.92% |
跌破离场 |
| 32 |
2024-01-08 |
2024-03-20 |
28.206629450999994 |
30.7692 |
¥6.8万 |
+9.05% |
跌破离场 |
| 33 |
2024-04-18 |
2024-05-30 |
33.303247977999995 |
34.41555 |
¥2.7万 |
+3.31% |
跌破离场 |
| 34 |
2024-07-03 |
2024-07-12 |
35.05552350299999 |
33.01 |
¥-5.0万 |
-5.86% |
跌破离场 |
| 35 |
2024-08-26 |
2024-09-02 |
33.74382011 |
31.968 |
¥-4.2万 |
-5.29% |
跌破离场 |
| 36 |
2024-09-26 |
2024-10-31 |
34.20441824799999 |
37.7622 |
¥7.9万 |
+10.37% |
跌破离场 |
| 37 |
2024-12-25 |
2025-03-27 |
39.28101076899999 |
42.74 |
¥7.4万 |
+8.77% |
跌破离场 |
| 38 |
2025-05-12 |
2025-05-30 |
43.506498035 |
43.506449999999994 |
¥-275 |
-0.03% |
跌破离场 |
| 39 |
2025-06-17 |
2025-07-14 |
45.939657764 |
45.60435 |
¥-6,945 |
-0.76% |
跌破离场 |
| 40 |
2025-10-24 |
2025-10-30 |
42.40506770499999 |
40.7592 |
¥-3.5万 |
-3.91% |
跌破离场 |
| 41 |
2025-11-05 |
2025-12-11 |
43.15604293 |
41.81814 |
¥-2.7万 |
-3.13% |
跌破离场 |
| 42 |
2026-03-18 |
2026-03-24 |
40.182181039 |
38.761199999999995 |
¥-3.0万 |
-3.57% |
跌破离场 |
| 43 |
2026-06-03 |
2026-06-22 |
38.821643 |
36.972989999999996 |
¥-3.9万 |
-4.79% |
跌破离场 |
| 44 |
2026-07-30 |
2026-08-17 |
39.71156989799999 |
38.31165 |
¥-2.8万 |
-3.55% |
跌破离场 |
| 45 |
2026-09-02 |
2026-11-13 |
40.95318226999999 |
42.93 |
¥3.6万 |
+4.80% |
强平 |
逐笔成交记录（共 90 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-13 |
突破买入 |
买入 |
15.185169999999998 |
65800.0 |
¥99.9万 |
首仓入场 |
| 2015-05-18 |
跌破离场 |
卖出 |
16.992990000000002 |
65800.0 |
¥1.12M |
|
| 2015-09-15 |
突破买入 |
买入 |
17.95794 |
60700.0 |
¥1.09M |
首仓入场 |
| 2015-11-25 |
跌破离场 |
卖出 |
17.832150000000002 |
60700.0 |
¥1.08M |
|
| 2016-03-07 |
突破买入 |
买入 |
15.9159 |
69200.0 |
¥1.10M |
首仓入场 |
| 2016-05-11 |
跌破离场 |
卖出 |
17.06 |
69200.0 |
¥1.18M |
|
| 2016-11-24 |
突破买入 |
买入 |
18.788769999999996 |
62800.0 |
¥1.18M |
首仓入场 |
| 2016-12-19 |
跌破离场 |
卖出 |
18.13185 |
62800.0 |
¥1.14M |
|
| 2017-01-17 |
突破买入 |
买入 |
18.5185 |
61500.0 |
¥1.14M |
首仓入场 |
| 2017-03-13 |
跌破离场 |
卖出 |
18.87111 |
61500.0 |
¥1.16M |
|
| 2017-05-12 |
突破买入 |
买入 |
19.26925 |
60400.0 |
¥1.16M |
首仓入场 |
| 2017-06-15 |
跌破离场 |
卖出 |
21.2787 |
60400.0 |
¥1.28M |
|
| 2017-06-28 |
突破买入 |
买入 |
24.134109999999996 |
52700.0 |
¥1.27M |
首仓入场 |
| 2017-08-11 |
跌破离场 |
卖出 |
24.94503 |
52700.0 |
¥1.31M |
|
| 2017-08-28 |
突破买入 |
买入 |
27.607579999999995 |
48100.0 |
¥1.33M |
首仓入场 |
| 2017-09-12 |
跌破离场 |
卖出 |
26.25372 |
48100.0 |
¥1.26M |
|
| 2017-10-18 |
突破买入 |
买入 |
27.087059999999997 |
46600.0 |
¥1.26M |
首仓入场 |
| 2017-12-08 |
跌破离场 |
卖出 |
28.09188 |
46600.0 |
¥1.31M |
|
| 2018-01-11 |
突破买入 |
买入 |
30.55052 |
42700.0 |
¥1.30M |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
30.29967 |
42700.0 |
¥1.29M |
|
| 2018-05-15 |
突破买入 |
买入 |
30.88085 |
42000.0 |
¥1.30M |
首仓入场 |
| 2018-05-25 |
跌破离场 |
卖出 |
29.050919999999998 |
42000.0 |
¥1.22M |
|
| 2018-09-25 |
突破买入 |
买入 |
29.85982999999999 |
40100.0 |
¥1.20M |
首仓入场 |
| 2018-10-19 |
跌破离场 |
卖出 |
27.722249999999995 |
40100.0 |
¥1.11M |
|
| 2019-01-22 |
突破买入 |
买入 |
27.3273 |
41300.0 |
¥1.13M |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
34.53543 |
41300.0 |
¥1.43M |
|
| 2019-06-11 |
突破买入 |
买入 |
34.77474 |
41000.0 |
¥1.43M |
首仓入场 |
| 2019-08-06 |
跌破离场 |
卖出 |
34.4655 |
41000.0 |
¥1.41M |
|
| 2019-11-06 |
突破买入 |
买入 |
37.69765999999999 |
37500.0 |
¥1.41M |
首仓入场 |
| 2019-11-21 |
跌破离场 |
卖出 |
36.32364 |
37500.0 |
¥1.36M |
|
| 2019-12-19 |
突破买入 |
买入 |
38.038 |
35800.0 |
¥1.36M |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
38.02194 |
35800.0 |
¥1.36M |
|
| 2020-03-06 |
突破买入 |
买入 |
35.87584 |
37500.0 |
¥1.35M |
首仓入场 |
| 2020-03-16 |
跌破离场 |
卖出 |
33.35661 |
37500.0 |
¥1.25M |
|
| 2020-04-28 |
突破买入 |
买入 |
33.6336 |
37600.0 |
¥1.27M |
首仓入场 |
| 2020-05-26 |
跌破离场 |
卖出 |
33.2667 |
37600.0 |
¥1.25M |
|
| 2020-07-08 |
突破买入 |
买入 |
40.9409 |
30400.0 |
¥1.24M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
34.90506 |
30400.0 |
¥1.06M |
|
| 2020-08-18 |
突破买入 |
买入 |
39.039 |
27300.0 |
¥1.07M |
首仓入场 |
| 2020-08-28 |
跌破离场 |
卖出 |
36.81315 |
27300.0 |
¥1.00M |
|
| 2020-11-19 |
突破买入 |
买入 |
44.574529999999996 |
22400.0 |
¥99.9万 |
首仓入场 |
| 2020-12-14 |
跌破离场 |
卖出 |
43.32 |
22400.0 |
¥97.0万 |
|
| 2021-01-11 |
突破买入 |
买入 |
46.62657999999999 |
20900.0 |
¥97.5万 |
首仓入场 |
| 2021-03-01 |
跌破离场 |
卖出 |
51.05889 |
20900.0 |
¥1.07M |
|
| 2021-05-26 |
突破买入 |
买入 |
57.707649999999994 |
18500.0 |
¥1.07M |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
54.7452 |
18500.0 |
¥1.01M |
|
| 2021-08-19 |
突破买入 |
买入 |
52.85279999999999 |
19000.0 |
¥1.00M |
首仓入场 |
| 2021-08-31 |
跌破离场 |
卖出 |
48.40155 |
19000.0 |
¥91.9万 |
|
| 2021-09-13 |
突破买入 |
买入 |
53.72367 |
17100.0 |
¥91.9万 |
首仓入场 |
| 2021-09-23 |
跌破离场 |
卖出 |
49.4505 |
17100.0 |
¥84.5万 |
|
| 2021-10-25 |
突破买入 |
买入 |
53.88382999999999 |
15700.0 |
¥84.6万 |
首仓入场 |
| 2021-11-29 |
跌破离场 |
卖出 |
49.73022 |
15700.0 |
¥78.1万 |
|
| 2022-01-21 |
突破买入 |
买入 |
51.44139 |
15300.0 |
¥78.7万 |
首仓入场 |
| 2022-02-28 |
跌破离场 |
卖出 |
49.54041 |
15300.0 |
¥75.8万 |
|
| 2022-06-10 |
突破买入 |
买入 |
39.949909999999996 |
18800.0 |
¥75.1万 |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
39.32064 |
18800.0 |
¥73.9万 |
|
| 2022-09-01 |
突破买入 |
买入 |
34.894859999999994 |
21300.0 |
¥74.3万 |
首仓入场 |
| 2022-09-30 |
跌破离场 |
卖出 |
33.22674 |
21300.0 |
¥70.8万 |
|
| 2022-11-15 |
突破买入 |
买入 |
33.18315 |
21400.0 |
¥71.0万 |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
38.4615 |
21400.0 |
¥82.3万 |
|
| 2023-08-01 |
突破买入 |
买入 |
35.565529999999995 |
23100.0 |
¥82.2万 |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
32.767199999999995 |
23100.0 |
¥75.7万 |
|
| 2024-01-08 |
突破买入 |
买入 |
28.198169999999998 |
26800.0 |
¥75.6万 |
首仓入场 |
| 2024-03-20 |
跌破离场 |
卖出 |
30.7692 |
26800.0 |
¥82.4万 |
|
| 2024-04-18 |
突破买入 |
买入 |
33.29326 |
24800.0 |
¥82.6万 |
首仓入场 |
| 2024-05-30 |
跌破离场 |
卖出 |
34.41555 |
24800.0 |
¥85.3万 |
|
| 2024-07-03 |
突破买入 |
买入 |
35.04500999999999 |
24300.0 |
¥85.2万 |
首仓入场 |
| 2024-07-12 |
跌破离场 |
卖出 |
33.01 |
24300.0 |
¥80.2万 |
|
| 2024-08-26 |
突破买入 |
买入 |
33.7337 |
23800.0 |
¥80.3万 |
首仓入场 |
| 2024-09-02 |
跌破离场 |
卖出 |
31.968 |
23800.0 |
¥76.1万 |
|
| 2024-09-26 |
突破买入 |
买入 |
34.19415999999999 |
22300.0 |
¥76.3万 |
首仓入场 |
| 2024-10-31 |
跌破离场 |
卖出 |
37.7622 |
22300.0 |
¥84.2万 |
|
| 2024-12-25 |
突破买入 |
买入 |
39.26922999999999 |
21400.0 |
¥84.1万 |
首仓入场 |
| 2025-03-27 |
跌破离场 |
卖出 |
42.74 |
21400.0 |
¥91.4万 |
|
| 2025-05-12 |
突破买入 |
买入 |
43.493449999999996 |
21000.0 |
¥91.4万 |
首仓入场 |
| 2025-05-30 |
跌破离场 |
卖出 |
43.506449999999994 |
21000.0 |
¥91.3万 |
|
| 2025-06-17 |
突破买入 |
买入 |
45.92588 |
19900.0 |
¥91.4万 |
首仓入场 |
| 2025-07-14 |
跌破离场 |
卖出 |
45.60435 |
19900.0 |
¥90.7万 |
|
| 2025-10-24 |
突破买入 |
买入 |
42.39234999999999 |
21400.0 |
¥90.7万 |
首仓入场 |
| 2025-10-30 |
跌破离场 |
卖出 |
40.7592 |
21400.0 |
¥87.2万 |
|
| 2025-11-05 |
突破买入 |
买入 |
43.1431 |
20200.0 |
¥87.2万 |
首仓入场 |
| 2025-12-11 |
跌破离场 |
卖出 |
41.81814 |
20200.0 |
¥84.4万 |
|
| 2026-03-18 |
突破买入 |
买入 |
40.17013 |
21000.0 |
¥84.4万 |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
38.761199999999995 |
21000.0 |
¥81.4万 |
|
| 2026-06-03 |
突破买入 |
买入 |
38.81 |
21000.0 |
¥81.5万 |
首仓入场 |
| 2026-06-22 |
跌破离场 |
卖出 |
36.972989999999996 |
21000.0 |
¥77.6万 |
|
| 2026-07-30 |
突破买入 |
买入 |
39.699659999999994 |
19500.0 |
¥77.4万 |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
38.31165 |
19500.0 |
¥74.7万 |
|
| 2026-09-02 |
突破买入 |
买入 |
40.94089999999999 |
18300.0 |
¥74.9万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
42.93 |
18300 |
¥78.5万 |
回测结束强平 |