600039 四川路桥 — 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: ¥1.26M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +25.55%）
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 34 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 |
2015-03-12 |
2015-05-06 |
6.077892820999999 |
7.26273 |
¥19.2万 |
+19.46% |
跌破离场 |
| 2 |
2015-06-15 |
2015-06-24 |
8.440961528999999 |
7.712279999999999 |
¥-10.3万 |
-8.66% |
跌破离场 |
| 3 |
2015-11-05 |
2015-11-30 |
5.296878587 |
4.845149999999999 |
¥-9.3万 |
-8.56% |
跌破离场 |
| 4 |
2016-04-12 |
2016-04-21 |
4.085305223999999 |
3.91608 |
¥-4.1万 |
-4.17% |
跌破离场 |
| 5 |
2016-08-16 |
2016-11-10 |
4.055266214999999 |
4.32 |
¥6.2万 |
+6.50% |
跌破离场 |
| 6 |
2016-11-30 |
2016-12-13 |
5.261578 |
4.6453500000000005 |
¥-11.5万 |
-11.74% |
跌破离场 |
| 7 |
2017-06-21 |
2017-08-25 |
4.205461260000001 |
4.38561 |
¥3.8万 |
+4.25% |
跌破离场 |
| 8 |
2018-01-08 |
2018-02-01 |
4.1553962449999995 |
3.996 |
¥-3.6万 |
-3.86% |
跌破离场 |
| 9 |
2018-05-11 |
2018-05-25 |
3.824967145999999 |
3.73626 |
¥-2.1万 |
-2.35% |
跌破离场 |
| 10 |
2018-07-23 |
2018-08-21 |
3.3543560049999996 |
3.58641 |
¥6.1万 |
+6.89% |
跌破离场 |
| 11 |
2018-11-15 |
2018-11-26 |
3.5946680769999997 |
3.34665 |
¥-6.5万 |
-6.93% |
跌破离场 |
| 12 |
2019-02-19 |
2019-04-26 |
3.4745120409999997 |
3.7962 |
¥8.1万 |
+9.23% |
跌破离场 |
| 13 |
2019-12-18 |
2020-02-03 |
3.2842649839999996 |
3.0 |
¥-8.3万 |
-8.68% |
跌破离场 |
| 14 |
2020-03-04 |
2020-04-28 |
3.855006155 |
3.8061899999999995 |
¥-1.1万 |
-1.30% |
跌破离场 |
| 15 |
2020-07-07 |
2020-08-27 |
4.1654092480000005 |
4.17 |
¥695 |
+0.08% |
跌破离场 |
| 16 |
2021-01-12 |
2021-01-26 |
4.666059398 |
4.435560000000001 |
¥-4.3万 |
-4.97% |
跌破离场 |
| 17 |
2021-02-02 |
2021-05-12 |
4.971491 |
6.44355 |
¥24.3万 |
+29.57% |
跌破离场 |
| 18 |
2021-07-15 |
2021-07-28 |
6.90897207 |
6.103890000000001 |
¥-12.5万 |
-11.68% |
跌破离场 |
| 19 |
2021-09-08 |
2021-12-27 |
8.450974531999998 |
11.2887 |
¥31.5万 |
+33.54% |
跌破离场 |
| 20 |
2022-03-01 |
2022-03-16 |
12.295967683999997 |
10.06992 |
¥-22.4万 |
-18.13% |
跌破离场 |
| 21 |
2022-06-10 |
2022-07-25 |
11.114433329999999 |
10.3896 |
¥-6.7万 |
-6.55% |
跌破离场 |
| 22 |
2022-08-30 |
2022-09-19 |
10.653835191999999 |
10.27971 |
¥-3.4万 |
-3.54% |
跌破离场 |
| 23 |
2022-10-24 |
2022-12-15 |
11.905460567 |
10.94904 |
¥-7.4万 |
-8.06% |
跌破离场 |
| 24 |
2023-01-19 |
2023-05-11 |
11.294667383999998 |
14.80518 |
¥26.5万 |
+31.04% |
跌破离场 |
| 25 |
2024-01-26 |
2024-03-13 |
7.960337385 |
7.74225 |
¥-3.1万 |
-2.77% |
跌破离场 |
| 26 |
2024-06-04 |
2024-06-26 |
8.120545432999998 |
7.85214 |
¥-3.6万 |
-3.33% |
跌破离场 |
| 27 |
2024-09-26 |
2024-10-31 |
6.0278278059999995 |
7.27 |
¥21.7万 |
+20.57% |
跌破离场 |
| 28 |
2025-03-03 |
2025-07-03 |
7.349544201999999 |
9.360629999999999 |
¥34.7万 |
+27.33% |
跌破离场 |
| 29 |
2025-09-02 |
2025-09-19 |
8.921585673 |
8.4 |
¥-9.5万 |
-5.87% |
跌破离场 |
| 30 |
2025-11-03 |
2025-11-20 |
9.492326843999999 |
9.360629999999999 |
¥-2.2万 |
-1.42% |
跌破离场 |
| 31 |
2025-12-15 |
2026-01-26 |
10.043042008999999 |
9.97002 |
¥-1.1万 |
-0.76% |
跌破离场 |
| 32 |
2026-03-06 |
2026-03-19 |
10.433549125999997 |
9.58041 |
¥-12.2万 |
-8.20% |
跌破离场 |
| 33 |
2026-07-09 |
2026-08-07 |
8.711312609999998 |
8.53146 |
¥-2.9万 |
-2.09% |
跌破离场 |
| 34 |
2026-09-02 |
2026-09-16 |
9.562417865 |
8.941049999999999 |
¥-8.7万 |
-6.53% |
跌破离场 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-12 |
突破买入 |
买入 |
6.07607 |
162500.0 |
¥98.8万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
7.26273 |
162500.0 |
¥1.18M |
|
| 2015-06-15 |
突破买入 |
买入 |
8.438429999999999 |
141100.0 |
¥1.19M |
首仓入场 |
| 2015-06-24 |
跌破离场 |
卖出 |
7.712279999999999 |
141100.0 |
¥1.09M |
|
| 2015-11-05 |
突破买入 |
买入 |
5.29529 |
204800.0 |
¥1.08M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
4.845149999999999 |
204800.0 |
¥99.2万 |
|
| 2016-04-12 |
突破买入 |
买入 |
4.084079999999999 |
241000.0 |
¥98.5万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
3.91608 |
241000.0 |
¥94.3万 |
|
| 2016-08-16 |
突破买入 |
买入 |
4.054049999999999 |
234400.0 |
¥95.1万 |
首仓入场 |
| 2016-11-10 |
跌破离场 |
卖出 |
4.32 |
234400.0 |
¥1.01M |
|
| 2016-11-30 |
突破买入 |
买入 |
5.26 |
185600.0 |
¥97.7万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
4.6453500000000005 |
185600.0 |
¥86.2万 |
|
| 2017-06-21 |
突破买入 |
买入 |
4.2042 |
214100.0 |
¥90.0万 |
首仓入场 |
| 2017-08-25 |
跌破离场 |
卖出 |
4.38561 |
214100.0 |
¥93.9万 |
|
| 2018-01-08 |
突破买入 |
买入 |
4.15415 |
224800.0 |
¥93.4万 |
首仓入场 |
| 2018-02-01 |
跌破离场 |
卖出 |
3.996 |
224800.0 |
¥89.8万 |
|
| 2018-05-11 |
突破买入 |
买入 |
3.8238199999999996 |
234700.0 |
¥89.8万 |
首仓入场 |
| 2018-05-25 |
跌破离场 |
卖出 |
3.73626 |
234700.0 |
¥87.7万 |
|
| 2018-07-23 |
突破买入 |
买入 |
3.35335 |
262000.0 |
¥87.9万 |
首仓入场 |
| 2018-08-21 |
跌破离场 |
卖出 |
3.58641 |
262000.0 |
¥93.9万 |
|
| 2018-11-15 |
突破买入 |
买入 |
3.5935899999999994 |
259100.0 |
¥93.1万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
3.34665 |
259100.0 |
¥86.7万 |
|
| 2019-02-19 |
突破买入 |
买入 |
3.47347 |
252500.0 |
¥87.7万 |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
3.7962 |
252500.0 |
¥95.8万 |
|
| 2019-12-18 |
突破买入 |
买入 |
3.2832799999999995 |
290900.0 |
¥95.5万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
3.0 |
290900.0 |
¥87.2万 |
|
| 2020-03-04 |
突破买入 |
买入 |
3.8538499999999996 |
219100.0 |
¥84.5万 |
首仓入场 |
| 2020-04-28 |
跌破离场 |
卖出 |
3.8061899999999995 |
219100.0 |
¥83.4万 |
|
| 2020-07-07 |
突破买入 |
买入 |
4.16416 |
208000.0 |
¥86.6万 |
首仓入场 |
| 2020-08-27 |
跌破离场 |
卖出 |
4.17 |
208000.0 |
¥86.7万 |
|
| 2021-01-12 |
突破买入 |
买入 |
4.66466 |
183400.0 |
¥85.6万 |
首仓入场 |
| 2021-01-26 |
跌破离场 |
卖出 |
4.435560000000001 |
183400.0 |
¥81.3万 |
|
| 2021-02-02 |
突破买入 |
买入 |
4.97 |
165000.0 |
¥82.0万 |
首仓入场 |
| 2021-05-12 |
跌破离场 |
卖出 |
6.44355 |
165000.0 |
¥1.06M |
|
| 2021-07-15 |
突破买入 |
买入 |
6.906899999999999 |
154300.0 |
¥1.07M |
首仓入场 |
| 2021-07-28 |
跌破离场 |
卖出 |
6.103890000000001 |
154300.0 |
¥94.2万 |
|
| 2021-09-08 |
突破买入 |
买入 |
8.448439999999998 |
111300.0 |
¥94.1万 |
首仓入场 |
| 2021-12-27 |
跌破离场 |
卖出 |
11.2887 |
111300.0 |
¥1.26M |
|
| 2022-03-01 |
突破买入 |
买入 |
12.292279999999998 |
100600.0 |
¥1.24M |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
10.06992 |
100600.0 |
¥1.01M |
|
| 2022-06-10 |
突破买入 |
买入 |
11.111099999999999 |
92500.0 |
¥1.03M |
首仓入场 |
| 2022-07-25 |
跌破离场 |
卖出 |
10.3896 |
92500.0 |
¥96.1万 |
|
| 2022-08-30 |
突破买入 |
买入 |
10.65064 |
90100.0 |
¥96.0万 |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
10.27971 |
90100.0 |
¥92.6万 |
|
| 2022-10-24 |
突破买入 |
买入 |
11.90189 |
77000.0 |
¥91.7万 |
首仓入场 |
| 2022-12-15 |
跌破离场 |
卖出 |
10.94904 |
77000.0 |
¥84.3万 |
|
| 2023-01-19 |
突破买入 |
买入 |
11.291279999999999 |
75600.0 |
¥85.4万 |
首仓入场 |
| 2023-05-11 |
跌破离场 |
卖出 |
14.80518 |
75600.0 |
¥1.12M |
|
| 2024-01-26 |
突破买入 |
买入 |
7.95795 |
140300.0 |
¥1.12M |
首仓入场 |
| 2024-03-13 |
跌破离场 |
卖出 |
7.74225 |
140300.0 |
¥1.09M |
|
| 2024-06-04 |
突破买入 |
买入 |
8.118109999999998 |
133900.0 |
¥1.09M |
首仓入场 |
| 2024-06-26 |
跌破离场 |
卖出 |
7.85214 |
133900.0 |
¥1.05M |
|
| 2024-09-26 |
突破买入 |
买入 |
6.02602 |
175200.0 |
¥1.06M |
首仓入场 |
| 2024-10-31 |
跌破离场 |
卖出 |
7.27 |
175200.0 |
¥1.27M |
|
| 2025-03-03 |
突破买入 |
买入 |
7.347339999999999 |
172900.0 |
¥1.27M |
首仓入场 |
| 2025-07-03 |
跌破离场 |
卖出 |
9.360629999999999 |
172900.0 |
¥1.62M |
|
| 2025-09-02 |
突破买入 |
买入 |
8.918909999999999 |
181300.0 |
¥1.62M |
首仓入场 |
| 2025-09-19 |
跌破离场 |
卖出 |
8.4 |
181300.0 |
¥1.52M |
|
| 2025-11-03 |
突破买入 |
买入 |
9.489479999999999 |
160400.0 |
¥1.52M |
首仓入场 |
| 2025-11-20 |
跌破离场 |
卖出 |
9.360629999999999 |
160400.0 |
¥1.50M |
|
| 2025-12-15 |
突破买入 |
买入 |
10.040029999999998 |
146200.0 |
¥1.47M |
首仓入场 |
| 2026-01-26 |
跌破离场 |
卖出 |
9.97002 |
146200.0 |
¥1.46M |
|
| 2026-03-06 |
突破买入 |
买入 |
10.430419999999998 |
142500.0 |
¥1.49M |
首仓入场 |
| 2026-03-19 |
跌破离场 |
卖出 |
9.58041 |
142500.0 |
¥1.36M |
|
| 2026-07-09 |
突破买入 |
买入 |
8.708699999999999 |
156500.0 |
¥1.36M |
首仓入场 |
| 2026-08-07 |
跌破离场 |
卖出 |
8.53146 |
156500.0 |
¥1.33M |
|
| 2026-09-02 |
突破买入 |
买入 |
9.55955 |
139900.0 |
¥1.34M |
首仓入场 |
| 2026-09-16 |
跌破离场 |
卖出 |
8.941049999999999 |
139900.0 |
¥1.25M |
|