600048 保利地产 — 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: ¥20.5万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -79.47%）
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 |
2015-04-10 |
2015-05-18 |
12.536279755999999 |
12.73725 |
¥1.5万 |
+1.57% |
跌破离场 |
| 2 |
2015-12-02 |
2016-01-05 |
10.413523119999999 |
9.34065 |
¥-10.3万 |
-10.33% |
跌破离场 |
| 3 |
2016-07-05 |
2016-10-11 |
8.91157267 |
9.18081 |
¥2.7万 |
+2.99% |
跌破离场 |
| 4 |
2016-11-16 |
2016-12-13 |
9.352144801999998 |
9.61038 |
¥2.6万 |
+2.73% |
跌破离场 |
| 5 |
2017-02-10 |
2017-03-30 |
9.502339847 |
9.47052 |
¥-3,511 |
-0.36% |
跌破离场 |
| 6 |
2017-06-09 |
2017-06-15 |
9.782703930999999 |
9.42057 |
¥-3.5万 |
-3.73% |
跌破离场 |
| 7 |
2017-06-27 |
2017-08-03 |
10.243072 |
10.1898 |
¥-5,075 |
-0.55% |
跌破离场 |
| 8 |
2017-09-08 |
2017-09-26 |
10.914173270000001 |
10.57941 |
¥-2.8万 |
-3.10% |
跌破离场 |
| 9 |
2017-11-17 |
2017-12-18 |
11.444862428999999 |
12.14784 |
¥5.4万 |
+6.11% |
跌破离场 |
| 10 |
2018-01-16 |
2018-02-08 |
16.471389934999998 |
16.01397 |
¥-2.6万 |
-2.81% |
跌破离场 |
| 11 |
2018-09-20 |
2018-10-09 |
12.676461797999998 |
11.30868 |
¥-9.9万 |
-10.82% |
跌破离场 |
| 12 |
2018-11-20 |
2018-12-11 |
13.407411017 |
12.47751 |
¥-5.7万 |
-6.96% |
跌破离场 |
| 13 |
2019-01-30 |
2019-04-23 |
12.51625375 |
13.41657 |
¥5.4万 |
+7.16% |
跌破离场 |
| 14 |
2019-06-21 |
2019-08-06 |
13.147072939 |
13.1868 |
¥2,214 |
+0.27% |
跌破离场 |
| 15 |
2019-09-19 |
2019-10-29 |
14.869309455 |
14.855129999999999 |
¥-1,027 |
-0.13% |
跌破离场 |
| 16 |
2019-12-10 |
2020-02-04 |
15.399998614000001 |
14.085899999999999 |
¥-6.9万 |
-8.56% |
跌破离场 |
| 17 |
2020-04-30 |
2020-05-15 |
16.541480956 |
15.3846 |
¥-5.3万 |
-7.02% |
跌破离场 |
| 18 |
2020-07-03 |
2020-07-28 |
16.441350926000002 |
15.63435 |
¥-3.4万 |
-4.94% |
跌破离场 |
| 19 |
2020-08-18 |
2020-08-28 |
17.412612217 |
16.09389 |
¥-5.0万 |
-7.60% |
跌破离场 |
| 20 |
2020-09-21 |
2020-09-28 |
17.382573207999993 |
15.97401 |
¥-5.0万 |
-8.13% |
跌破离场 |
| 21 |
2020-11-30 |
2020-12-08 |
17.442651226 |
16.563419999999997 |
¥-2.9万 |
-5.07% |
跌破离场 |
| 22 |
2021-02-26 |
2021-03-22 |
15.700388703999998 |
14.49549 |
¥-4.0万 |
-7.70% |
跌破离场 |
| 23 |
2021-08-12 |
2021-08-30 |
12.315993689999999 |
11.088899999999999 |
¥-4.8万 |
-9.99% |
跌破离场 |
| 24 |
2021-09-14 |
2021-11-01 |
13.137059935999998 |
12.54744 |
¥-2.0万 |
-4.52% |
跌破离场 |
| 25 |
2021-11-15 |
2022-03-16 |
14.874461 |
14.4855 |
¥-1.1万 |
-2.64% |
跌破离场 |
| 26 |
2022-03-31 |
2022-05-09 |
17.723015309999997 |
16.17381 |
¥-3.6万 |
-8.77% |
跌破离场 |
| 27 |
2022-09-01 |
2022-10-25 |
17.282443177999998 |
16.25373 |
¥-2.3万 |
-5.98% |
跌破离场 |
| 28 |
2022-11-30 |
2022-12-30 |
17.512742247 |
14.975010000000001 |
¥-5.0万 |
-14.52% |
跌破离场 |
| 29 |
2023-04-10 |
2023-04-20 |
15.089595521 |
14.39559 |
¥-1.4万 |
-4.63% |
跌破离场 |
| 30 |
2023-07-26 |
2023-09-18 |
13.707801106999996 |
13.286700000000002 |
¥-9,012 |
-3.10% |
跌破离场 |
| 31 |
2024-05-13 |
2024-06-14 |
9.532378856 |
9.80019 |
¥7,708 |
+2.78% |
跌破离场 |
| 32 |
2025-02-28 |
2025-04-01 |
8.831468645999998 |
8.27172 |
¥-1.8万 |
-6.37% |
跌破离场 |
| 33 |
2025-04-10 |
2025-04-29 |
8.811442639999997 |
8.34165 |
¥-1.4万 |
-5.36% |
跌破离场 |
| 34 |
2025-07-11 |
2025-08-21 |
8.350844501999998 |
7.87212 |
¥-1.5万 |
-5.76% |
跌破离场 |
| 35 |
2026-01-26 |
2026-03-04 |
6.668659997999999 |
6.65334 |
¥-627 |
-0.26% |
跌破离场 |
| 36 |
2026-05-07 |
2026-05-22 |
6.40832192 |
5.894100000000001 |
¥-2.0万 |
-8.05% |
跌破离场 |
| 37 |
2026-07-23 |
2026-08-25 |
5.166709547999999 |
5.04495 |
¥-5,276 |
-2.39% |
跌破离场 |
| 38 |
2026-09-22 |
2026-10-16 |
5.637320688999998 |
5.2947 |
¥-1.3万 |
-6.11% |
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 |
|---|
| 2015-04-10 |
突破买入 |
买入 |
12.532519999999998 |
76500.0 |
¥95.9万 |
首仓入场 |
| 2015-05-18 |
跌破离场 |
卖出 |
12.73725 |
76500.0 |
¥97.4万 |
|
| 2015-12-02 |
突破买入 |
买入 |
10.4104 |
95800.0 |
¥99.8万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
9.34065 |
95800.0 |
¥89.5万 |
|
| 2016-07-05 |
突破买入 |
买入 |
8.9089 |
102000.0 |
¥90.9万 |
首仓入场 |
| 2016-10-11 |
跌破离场 |
卖出 |
9.18081 |
102000.0 |
¥93.6万 |
|
| 2016-11-16 |
突破买入 |
买入 |
9.349339999999998 |
100200.0 |
¥93.7万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
9.61038 |
100200.0 |
¥96.3万 |
|
| 2017-02-10 |
突破买入 |
买入 |
9.49949 |
101300.0 |
¥96.3万 |
首仓入场 |
| 2017-03-30 |
跌破离场 |
卖出 |
9.47052 |
101300.0 |
¥95.9万 |
|
| 2017-06-09 |
突破买入 |
买入 |
9.77977 |
95300.0 |
¥93.2万 |
首仓入场 |
| 2017-06-15 |
跌破离场 |
卖出 |
9.42057 |
95300.0 |
¥89.8万 |
|
| 2017-06-27 |
突破买入 |
买入 |
10.24 |
90100.0 |
¥92.3万 |
首仓入场 |
| 2017-08-03 |
跌破离场 |
卖出 |
10.1898 |
90100.0 |
¥91.8万 |
|
| 2017-09-08 |
突破买入 |
买入 |
10.9109 |
84200.0 |
¥91.9万 |
首仓入场 |
| 2017-09-26 |
跌破离场 |
卖出 |
10.57941 |
84200.0 |
¥89.1万 |
|
| 2017-11-17 |
突破买入 |
买入 |
11.441429999999999 |
77800.0 |
¥89.0万 |
首仓入场 |
| 2017-12-18 |
跌破离场 |
卖出 |
12.14784 |
77800.0 |
¥94.5万 |
|
| 2018-01-16 |
突破买入 |
买入 |
16.46645 |
56800.0 |
¥93.6万 |
首仓入场 |
| 2018-02-08 |
跌破离场 |
卖出 |
16.01397 |
56800.0 |
¥90.9万 |
|
| 2018-09-20 |
突破买入 |
买入 |
12.672659999999999 |
72200.0 |
¥91.5万 |
首仓入场 |
| 2018-10-09 |
跌破离场 |
卖出 |
11.30868 |
72200.0 |
¥81.6万 |
|
| 2018-11-20 |
突破买入 |
买入 |
13.40339 |
60600.0 |
¥81.2万 |
首仓入场 |
| 2018-12-11 |
跌破离场 |
卖出 |
12.47751 |
60600.0 |
¥75.6万 |
|
| 2019-01-30 |
突破买入 |
买入 |
12.5125 |
60600.0 |
¥75.8万 |
首仓入场 |
| 2019-04-23 |
跌破离场 |
卖出 |
13.41657 |
60600.0 |
¥81.3万 |
|
| 2019-06-21 |
突破买入 |
买入 |
13.14313 |
61900.0 |
¥81.4万 |
首仓入场 |
| 2019-08-06 |
跌破离场 |
卖出 |
13.1868 |
61900.0 |
¥81.6万 |
|
| 2019-09-19 |
突破买入 |
买入 |
14.86485 |
55100.0 |
¥81.9万 |
首仓入场 |
| 2019-10-29 |
跌破离场 |
卖出 |
14.855129999999999 |
55100.0 |
¥81.8万 |
|
| 2019-12-10 |
突破买入 |
买入 |
15.39538 |
52600.0 |
¥81.0万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
14.085899999999999 |
52600.0 |
¥74.1万 |
|
| 2020-04-30 |
突破买入 |
买入 |
16.53652 |
45300.0 |
¥74.9万 |
首仓入场 |
| 2020-05-15 |
跌破离场 |
卖出 |
15.3846 |
45300.0 |
¥69.7万 |
|
| 2020-07-03 |
突破买入 |
买入 |
16.43642 |
42500.0 |
¥69.9万 |
首仓入场 |
| 2020-07-28 |
跌破离场 |
卖出 |
15.63435 |
42500.0 |
¥66.4万 |
|
| 2020-08-18 |
突破买入 |
买入 |
17.40739 |
38000.0 |
¥66.2万 |
首仓入场 |
| 2020-08-28 |
跌破离场 |
卖出 |
16.09389 |
38000.0 |
¥61.1万 |
|
| 2020-09-21 |
突破买入 |
买入 |
17.377359999999996 |
35200.0 |
¥61.2万 |
首仓入场 |
| 2020-09-28 |
跌破离场 |
卖出 |
15.97401 |
35200.0 |
¥56.2万 |
|
| 2020-11-30 |
突破买入 |
买入 |
17.43742 |
32300.0 |
¥56.3万 |
首仓入场 |
| 2020-12-08 |
跌破离场 |
卖出 |
16.563419999999997 |
32300.0 |
¥53.5万 |
|
| 2021-02-26 |
突破买入 |
买入 |
15.695679999999998 |
33200.0 |
¥52.1万 |
首仓入场 |
| 2021-03-22 |
跌破离场 |
卖出 |
14.49549 |
33200.0 |
¥48.1万 |
|
| 2021-08-12 |
突破买入 |
买入 |
12.312299999999999 |
39200.0 |
¥48.3万 |
首仓入场 |
| 2021-08-30 |
跌破离场 |
卖出 |
11.088899999999999 |
39200.0 |
¥43.5万 |
|
| 2021-09-14 |
突破买入 |
买入 |
13.133119999999998 |
33900.0 |
¥44.5万 |
首仓入场 |
| 2021-11-01 |
跌破离场 |
卖出 |
12.54744 |
33900.0 |
¥42.5万 |
|
| 2021-11-15 |
突破买入 |
买入 |
14.87 |
28600.0 |
¥42.5万 |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
14.4855 |
28600.0 |
¥41.4万 |
|
| 2022-03-31 |
突破买入 |
买入 |
17.717699999999997 |
23400.0 |
¥41.5万 |
首仓入场 |
| 2022-05-09 |
跌破离场 |
卖出 |
16.17381 |
23400.0 |
¥37.8万 |
|
| 2022-09-01 |
突破买入 |
买入 |
17.27726 |
21800.0 |
¥37.7万 |
首仓入场 |
| 2022-10-25 |
跌破离场 |
卖出 |
16.25373 |
21800.0 |
¥35.4万 |
|
| 2022-11-30 |
突破买入 |
买入 |
17.507489999999997 |
19800.0 |
¥34.7万 |
首仓入场 |
| 2022-12-30 |
跌破离场 |
卖出 |
14.975010000000001 |
19800.0 |
¥29.6万 |
|
| 2023-04-10 |
突破买入 |
买入 |
15.08507 |
20200.0 |
¥30.5万 |
首仓入场 |
| 2023-04-20 |
跌破离场 |
卖出 |
14.39559 |
20200.0 |
¥29.1万 |
|
| 2023-07-26 |
突破买入 |
买入 |
13.703689999999998 |
21200.0 |
¥29.1万 |
首仓入场 |
| 2023-09-18 |
跌破离场 |
卖出 |
13.286700000000002 |
21200.0 |
¥28.2万 |
|
| 2024-05-13 |
突破买入 |
买入 |
9.529519999999998 |
29100.0 |
¥27.7万 |
首仓入场 |
| 2024-06-14 |
跌破离场 |
卖出 |
9.80019 |
29100.0 |
¥28.5万 |
|
| 2025-02-28 |
突破买入 |
买入 |
8.828819999999999 |
32900.0 |
¥29.1万 |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
8.27172 |
32900.0 |
¥27.2万 |
|
| 2025-04-10 |
突破买入 |
买入 |
8.8088 |
30500.0 |
¥26.9万 |
首仓入场 |
| 2025-04-29 |
跌破离场 |
卖出 |
8.34165 |
30500.0 |
¥25.4万 |
|
| 2025-07-11 |
突破买入 |
买入 |
8.348339999999999 |
30900.0 |
¥25.8万 |
首仓入场 |
| 2025-08-21 |
跌破离场 |
卖出 |
7.87212 |
30900.0 |
¥24.3万 |
|
| 2026-01-26 |
突破买入 |
买入 |
6.666659999999999 |
36200.0 |
¥24.1万 |
首仓入场 |
| 2026-03-04 |
跌破离场 |
卖出 |
6.65334 |
36200.0 |
¥24.1万 |
|
| 2026-05-07 |
突破买入 |
买入 |
6.4064 |
37800.0 |
¥24.2万 |
首仓入场 |
| 2026-05-22 |
跌破离场 |
卖出 |
5.894100000000001 |
37800.0 |
¥22.3万 |
|
| 2026-07-23 |
突破买入 |
买入 |
5.165159999999999 |
42800.0 |
¥22.1万 |
首仓入场 |
| 2026-08-25 |
跌破离场 |
卖出 |
5.04495 |
42800.0 |
¥21.6万 |
|
| 2026-09-22 |
突破买入 |
买入 |
5.635629999999999 |
38300.0 |
¥21.6万 |
首仓入场 |
| 2026-10-16 |
跌破离场 |
卖出 |
5.2947 |
38300.0 |
¥20.3万 |
|