600050 中国联通 — 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: ¥42.4万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -57.56%）
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 |
2015-04-02 |
2015-05-19 |
6.0278278059999995 |
8.24175 |
¥36.6万 |
+36.69% |
跌破离场 |
| 2 |
2015-06-10 |
2015-06-23 |
10.013002999999998 |
7.6923 |
¥-30.7万 |
-23.20% |
跌破离场 |
| 3 |
2015-10-16 |
2015-11-03 |
6.658646995 |
6.38361 |
¥-4.4万 |
-4.16% |
跌破离场 |
| 4 |
2016-03-22 |
2016-04-21 |
4.495838346999999 |
4.14585 |
¥-7.9万 |
-7.81% |
跌破离场 |
| 5 |
2016-07-14 |
2016-08-30 |
4.285565284 |
4.255739999999999 |
¥-6,687 |
-0.73% |
跌破离场 |
| 6 |
2016-10-11 |
2016-11-03 |
4.355656305 |
5.17482 |
¥17.4万 |
+18.77% |
跌破离场 |
| 7 |
2016-11-17 |
2017-01-12 |
5.647333692 |
6.77322 |
¥21.6万 |
+19.90% |
跌破离场 |
| 8 |
2017-02-27 |
2017-09-11 |
7.0091021 |
7.702289999999999 |
¥12.8万 |
+9.86% |
跌破离场 |
| 9 |
2017-10-31 |
2017-11-28 |
7.609882279999999 |
7.0529399999999995 |
¥-10.5万 |
-7.35% |
跌破离场 |
| 10 |
2018-01-19 |
2018-02-02 |
6.868920058 |
6.70329 |
¥-3.3万 |
-2.44% |
跌破离场 |
| 11 |
2018-05-09 |
2018-05-30 |
5.917684772999999 |
5.484509999999999 |
¥-9.5万 |
-7.35% |
跌破离场 |
| 12 |
2018-07-24 |
2018-09-18 |
5.146683541999999 |
5.2947 |
¥3.4万 |
+2.85% |
跌破离场 |
| 13 |
2018-11-16 |
2018-11-26 |
5.637320689 |
5.264729999999999 |
¥-8.3万 |
-6.64% |
跌破离场 |
| 14 |
2019-02-14 |
2019-03-27 |
5.80174 |
6.61338 |
¥16.0万 |
+13.96% |
跌破离场 |
| 15 |
2019-08-22 |
2019-09-27 |
6.168009848 |
6.053939999999999 |
¥-2.5万 |
-1.88% |
跌破离场 |
| 16 |
2020-01-15 |
2020-02-03 |
6.178022851 |
5.09 |
¥-22.9万 |
-17.64% |
跌破离场 |
| 17 |
2020-07-15 |
2020-07-27 |
5.607281679999999 |
5.11488 |
¥-9.3万 |
-8.81% |
跌破离场 |
| 18 |
2021-05-11 |
2021-06-08 |
4.335630299 |
4.26573 |
¥-1.6万 |
-1.64% |
跌破离场 |
| 19 |
2021-06-15 |
2021-07-01 |
4.525877356 |
4.31568 |
¥-4.5万 |
-4.67% |
跌破离场 |
| 20 |
2021-08-20 |
2021-09-17 |
4.2912870000000005 |
4.16583 |
¥-2.7万 |
-2.95% |
跌破离场 |
| 21 |
2022-01-05 |
2022-01-26 |
3.991197 |
3.8261699999999994 |
¥-3.7万 |
-4.16% |
跌破离场 |
| 22 |
2022-06-16 |
2022-07-06 |
3.574642070999999 |
3.43656 |
¥-3.3万 |
-3.89% |
跌破离场 |
| 23 |
2022-08-10 |
2022-09-19 |
3.5345900589999992 |
3.46653 |
¥-1.6万 |
-1.95% |
跌破离场 |
| 24 |
2022-12-01 |
2022-12-20 |
4.415734323 |
4.52547 |
¥2.0万 |
+2.45% |
跌破离场 |
| 25 |
2023-01-30 |
2023-02-09 |
5.547203661999999 |
4.82517 |
¥-10.8万 |
-13.04% |
跌破离场 |
| 26 |
2023-03-03 |
2023-03-21 |
5.877632760999999 |
5.544449999999999 |
¥-4.0万 |
-5.70% |
跌破离场 |
| 27 |
2023-07-18 |
2023-08-21 |
5.176722550999999 |
5.054939999999999 |
¥-1.6万 |
-2.38% |
跌破离场 |
| 28 |
2024-01-26 |
2024-03-14 |
4.495838346999999 |
4.62537 |
¥1.9万 |
+2.85% |
跌破离场 |
| 29 |
2024-04-18 |
2024-05-09 |
4.806241439999999 |
4.62537 |
¥-2.6万 |
-3.79% |
跌破离场 |
| 30 |
2024-07-01 |
2024-07-29 |
4.70611141 |
4.62537 |
¥-1.1万 |
-1.75% |
跌破离场 |
| 31 |
2024-10-09 |
2025-01-03 |
5.451635 |
5.004989999999999 |
¥-5.2万 |
-8.22% |
跌破离场 |
| 32 |
2025-07-10 |
2025-08-01 |
5.437060628999999 |
5.354640000000002 |
¥-9,134 |
-1.55% |
跌破离场 |
| 33 |
2025-08-22 |
2025-09-05 |
5.637320688999998 |
5.3946000000000005 |
¥-2.5万 |
-4.33% |
跌破离场 |
| 34 |
2026-01-12 |
2026-01-22 |
5.427047625999999 |
5.08491 |
¥-3.5万 |
-6.33% |
跌破离场 |
| 35 |
2026-03-12 |
2026-03-23 |
5.036540509 |
4.6353599999999995 |
¥-4.2万 |
-7.99% |
跌破离场 |
| 36 |
2026-05-12 |
2026-05-28 |
4.686085403999999 |
4.34565 |
¥-3.5万 |
-7.29% |
跌破离场 |
| 37 |
2026-07-31 |
2026-08-10 |
4.455786335 |
4.28571 |
¥-1.7万 |
-3.85% |
跌破离场 |
| 38 |
2026-10-13 |
2026-11-12 |
4.335630298999999 |
4.28571 |
¥-5,049 |
-1.18% |
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 |
|---|
| 2015-04-02 |
突破买入 |
买入 |
6.026019999999999 |
165500.0 |
¥99.8万 |
首仓入场 |
| 2015-05-19 |
跌破离场 |
卖出 |
8.24175 |
165500.0 |
¥1.36M |
|
| 2015-06-10 |
突破买入 |
买入 |
10.009999999999998 |
132300.0 |
¥1.32M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
7.6923 |
132300.0 |
¥1.02M |
|
| 2015-10-16 |
突破买入 |
买入 |
6.656649999999999 |
157900.0 |
¥1.05M |
首仓入场 |
| 2015-11-03 |
跌破离场 |
卖出 |
6.38361 |
157900.0 |
¥1.01M |
|
| 2016-03-22 |
突破买入 |
买入 |
4.49449 |
223800.0 |
¥1.01M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
4.14585 |
223800.0 |
¥92.8万 |
|
| 2016-07-14 |
突破买入 |
买入 |
4.28428 |
215000.0 |
¥92.1万 |
首仓入场 |
| 2016-08-30 |
跌破离场 |
卖出 |
4.255739999999999 |
215000.0 |
¥91.5万 |
|
| 2016-10-11 |
突破买入 |
买入 |
4.354349999999999 |
212500.0 |
¥92.6万 |
首仓入场 |
| 2016-11-03 |
跌破离场 |
卖出 |
5.17482 |
212500.0 |
¥1.10M |
|
| 2016-11-17 |
突破买入 |
买入 |
5.64564 |
192600.0 |
¥1.09M |
首仓入场 |
| 2017-01-12 |
跌破离场 |
卖出 |
6.77322 |
192600.0 |
¥1.30M |
|
| 2017-02-27 |
突破买入 |
买入 |
7.007 |
185800.0 |
¥1.30M |
首仓入场 |
| 2017-09-11 |
跌破离场 |
卖出 |
7.702289999999999 |
185800.0 |
¥1.43M |
|
| 2017-10-31 |
突破买入 |
买入 |
7.6076 |
188600.0 |
¥1.44M |
首仓入场 |
| 2017-11-28 |
跌破离场 |
卖出 |
7.0529399999999995 |
188600.0 |
¥1.33M |
|
| 2018-01-19 |
突破买入 |
买入 |
6.86686 |
195300.0 |
¥1.34M |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
6.70329 |
195300.0 |
¥1.31M |
|
| 2018-05-09 |
突破买入 |
买入 |
5.915909999999999 |
219000.0 |
¥1.30M |
首仓入场 |
| 2018-05-30 |
跌破离场 |
卖出 |
5.484509999999999 |
219000.0 |
¥1.20M |
|
| 2018-07-24 |
突破买入 |
买入 |
5.145139999999999 |
235100.0 |
¥1.21M |
首仓入场 |
| 2018-09-18 |
跌破离场 |
卖出 |
5.2947 |
235100.0 |
¥1.24M |
|
| 2018-11-16 |
突破买入 |
买入 |
5.635629999999999 |
221100.0 |
¥1.25M |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
5.264729999999999 |
221100.0 |
¥1.16M |
|
| 2019-02-14 |
突破买入 |
买入 |
5.8 |
198000.0 |
¥1.15M |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
6.61338 |
198000.0 |
¥1.31M |
|
| 2019-08-22 |
突破买入 |
买入 |
6.16616 |
215000.0 |
¥1.33M |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
6.053939999999999 |
215000.0 |
¥1.30M |
|
| 2020-01-15 |
突破买入 |
买入 |
6.176169999999999 |
209900.0 |
¥1.30M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
5.09 |
209900.0 |
¥1.07M |
|
| 2020-07-15 |
突破买入 |
买入 |
5.605599999999999 |
187900.0 |
¥1.05M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
5.11488 |
187900.0 |
¥96.1万 |
|
| 2021-05-11 |
突破买入 |
买入 |
4.33433 |
224600.0 |
¥97.4万 |
首仓入场 |
| 2021-06-08 |
跌破离场 |
卖出 |
4.26573 |
224600.0 |
¥95.8万 |
|
| 2021-06-15 |
突破买入 |
买入 |
4.524519999999999 |
211200.0 |
¥95.6万 |
首仓入场 |
| 2021-07-01 |
跌破离场 |
卖出 |
4.31568 |
211200.0 |
¥91.1万 |
|
| 2021-08-20 |
突破买入 |
买入 |
4.29 |
211700.0 |
¥90.8万 |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
4.16583 |
211700.0 |
¥88.2万 |
|
| 2022-01-05 |
突破买入 |
买入 |
3.99 |
223000.0 |
¥89.0万 |
首仓入场 |
| 2022-01-26 |
跌破离场 |
卖出 |
3.8261699999999994 |
223000.0 |
¥85.3万 |
|
| 2022-06-16 |
突破买入 |
买入 |
3.5735699999999992 |
238900.0 |
¥85.4万 |
首仓入场 |
| 2022-07-06 |
跌破离场 |
卖出 |
3.43656 |
238900.0 |
¥82.1万 |
|
| 2022-08-10 |
突破买入 |
买入 |
3.5335299999999994 |
232200.0 |
¥82.1万 |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
3.46653 |
232200.0 |
¥80.5万 |
|
| 2022-12-01 |
突破买入 |
买入 |
4.414409999999999 |
182200.0 |
¥80.5万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
4.52547 |
182200.0 |
¥82.4万 |
|
| 2023-01-30 |
突破买入 |
买入 |
5.545539999999999 |
148900.0 |
¥82.6万 |
首仓入场 |
| 2023-02-09 |
跌破离场 |
卖出 |
4.82517 |
148900.0 |
¥71.8万 |
|
| 2023-03-03 |
突破买入 |
买入 |
5.875869999999999 |
120300.0 |
¥70.7万 |
首仓入场 |
| 2023-03-21 |
跌破离场 |
卖出 |
5.544449999999999 |
120300.0 |
¥66.7万 |
|
| 2023-07-18 |
突破买入 |
买入 |
5.17517 |
128000.0 |
¥66.3万 |
首仓入场 |
| 2023-08-21 |
跌破离场 |
卖出 |
5.054939999999999 |
128000.0 |
¥64.7万 |
|
| 2024-01-26 |
突破买入 |
买入 |
4.49449 |
145700.0 |
¥65.5万 |
首仓入场 |
| 2024-03-14 |
跌破离场 |
卖出 |
4.62537 |
145700.0 |
¥67.4万 |
|
| 2024-04-18 |
突破买入 |
买入 |
4.804799999999999 |
140800.0 |
¥67.7万 |
首仓入场 |
| 2024-05-09 |
跌破离场 |
卖出 |
4.62537 |
140800.0 |
¥65.1万 |
|
| 2024-07-01 |
突破买入 |
买入 |
4.7047 |
139000.0 |
¥65.4万 |
首仓入场 |
| 2024-07-29 |
跌破离场 |
卖出 |
4.62537 |
139000.0 |
¥64.3万 |
|
| 2024-10-09 |
突破买入 |
买入 |
5.45 |
115800.0 |
¥63.1万 |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
5.004989999999999 |
115800.0 |
¥57.9万 |
|
| 2025-07-10 |
突破买入 |
买入 |
5.435429999999999 |
108700.0 |
¥59.1万 |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
5.354640000000002 |
108700.0 |
¥58.2万 |
|
| 2025-08-22 |
突破买入 |
买入 |
5.635629999999999 |
102600.0 |
¥57.8万 |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
5.3946000000000005 |
102600.0 |
¥55.3万 |
|
| 2026-01-12 |
突破买入 |
买入 |
5.42542 |
102600.0 |
¥55.7万 |
首仓入场 |
| 2026-01-22 |
跌破离场 |
卖出 |
5.08491 |
102600.0 |
¥52.2万 |
|
| 2026-03-12 |
突破买入 |
买入 |
5.03503 |
103300.0 |
¥52.0万 |
首仓入场 |
| 2026-03-23 |
跌破离场 |
卖出 |
4.6353599999999995 |
103300.0 |
¥47.9万 |
|
| 2026-05-12 |
突破买入 |
买入 |
4.684679999999999 |
101600.0 |
¥47.6万 |
首仓入场 |
| 2026-05-28 |
跌破离场 |
卖出 |
4.34565 |
101600.0 |
¥44.1万 |
|
| 2026-07-31 |
突破买入 |
买入 |
4.45445 |
99300.0 |
¥44.2万 |
首仓入场 |
| 2026-08-10 |
跌破离场 |
卖出 |
4.28571 |
99300.0 |
¥42.5万 |
|
| 2026-10-13 |
突破买入 |
买入 |
4.33433 |
98600.0 |
¥42.7万 |
首仓入场 |
| 2026-11-12 |
跌破离场 |
卖出 |
4.28571 |
98600.0 |
¥42.2万 |
|