600061 国投安信 — 海龟交易法则 回测明细
数据区间: 2015-01-07 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.10M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +10.07%）
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 36 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 |
2015-07-28 |
24.732117409999994 |
22.24 |
¥-10.1万 |
-10.10% |
跌破离场 |
| 2 |
2015-10-13 |
2015-11-24 |
16.521454949999995 |
23.936040000000006 |
¥39.4万 |
+44.84% |
跌破离场 |
| 3 |
2016-03-23 |
2016-04-11 |
19.0247057 |
18.41157 |
¥-4.1万 |
-3.25% |
跌破离场 |
| 4 |
2016-11-11 |
2016-12-06 |
17.082183117999996 |
16.183799999999998 |
¥-6.6万 |
-5.29% |
跌破离场 |
| 5 |
2017-02-14 |
2017-03-06 |
15.880622757999998 |
15.46452 |
¥-3.1万 |
-2.65% |
跌破离场 |
| 6 |
2017-06-27 |
2017-08-10 |
15.550193658999998 |
15.55443 |
¥-32 |
-0.00% |
跌破离场 |
| 7 |
2017-08-29 |
2017-10-18 |
16.631597982999995 |
15.75 |
¥-6.1万 |
-5.33% |
跌破离场 |
| 8 |
2018-05-11 |
2018-05-28 |
12.556305761999997 |
11.848139999999999 |
¥-6.1万 |
-5.67% |
跌破离场 |
| 9 |
2018-07-25 |
2018-09-06 |
9.432829 |
8.541450000000001 |
¥-9.7万 |
-9.48% |
跌破离场 |
| 10 |
2018-10-29 |
2018-12-17 |
8.460987535 |
9.700289999999999 |
¥13.5万 |
+14.61% |
跌破离场 |
| 11 |
2019-02-19 |
2019-04-26 |
10.273341078 |
13.82616 |
¥36.6万 |
+34.54% |
跌破离场 |
| 12 |
2019-06-14 |
2019-07-10 |
13.016903899999999 |
13.39659 |
¥4.1万 |
+2.89% |
跌破离场 |
| 13 |
2019-12-18 |
2020-02-04 |
12.135759635999998 |
11.55 |
¥-7.1万 |
-4.86% |
跌破离场 |
| 14 |
2020-03-06 |
2020-03-17 |
14.598958373999999 |
12.60738 |
¥-18.8万 |
-13.67% |
跌破离场 |
| 15 |
2020-06-24 |
2020-07-27 |
12.896747864 |
14.365620000000002 |
¥13.5万 |
+11.36% |
跌破离场 |
| 16 |
2020-10-13 |
2020-10-27 |
15.720414709999998 |
14.17581 |
¥-13.1万 |
-9.85% |
跌破离场 |
| 17 |
2020-12-02 |
2020-12-10 |
15.379972607999997 |
14.085899999999999 |
¥-10.3万 |
-8.44% |
跌破离场 |
| 18 |
2021-04-06 |
2021-05-07 |
12.746552819 |
12.67731 |
¥-6,413 |
-0.57% |
跌破离场 |
| 19 |
2021-05-17 |
2021-06-16 |
13.407411017 |
13.286700000000003 |
¥-1.0万 |
-0.93% |
跌破离场 |
| 20 |
2021-08-19 |
2021-09-28 |
8.61118258 |
8.871120000000001 |
¥3.3万 |
+2.99% |
跌破离场 |
| 21 |
2022-06-07 |
2022-07-06 |
6.2481138719999985 |
6.193800000000001 |
¥-1.0万 |
-0.90% |
跌破离场 |
| 22 |
2022-08-15 |
2022-09-15 |
6.258126875 |
6.43356 |
¥3.1万 |
+2.77% |
跌破离场 |
| 23 |
2022-11-30 |
2022-12-20 |
6.548503961999999 |
6.54345 |
¥-1,234 |
-0.11% |
跌破离场 |
| 24 |
2023-01-20 |
2023-02-20 |
6.959037084999999 |
6.72327 |
¥-3.9万 |
-3.42% |
跌破离场 |
| 25 |
2023-04-07 |
2023-04-24 |
7.219375163 |
6.933059999999999 |
¥-4.4万 |
-3.99% |
跌破离场 |
| 26 |
2023-05-05 |
2023-05-24 |
7.499739246999999 |
7.222770000000001 |
¥-4.0万 |
-3.72% |
跌破离场 |
| 27 |
2023-07-20 |
2023-08-22 |
7.459687235 |
7.68231 |
¥3.0万 |
+2.95% |
跌破离场 |
| 28 |
2023-11-07 |
2023-11-28 |
7.029128105999998 |
6.93306 |
¥-1.5万 |
-1.40% |
跌破离场 |
| 29 |
2024-01-26 |
2024-03-25 |
6.778803030999999 |
6.56343 |
¥-3.3万 |
-3.21% |
跌破离场 |
| 30 |
2024-04-30 |
2024-05-24 |
6.518464953 |
6.25374 |
¥-4.1万 |
-4.09% |
跌破离场 |
| 31 |
2024-07-29 |
2024-08-22 |
5.857606755 |
5.724270000000001 |
¥-2.2万 |
-2.31% |
跌破离场 |
| 32 |
2024-09-20 |
2024-11-25 |
5.9176847729999995 |
7.522470000000001 |
¥25.7万 |
+27.08% |
跌破离场 |
| 33 |
2025-05-15 |
2025-05-26 |
7.219375162999999 |
6.873120000000001 |
¥-5.8万 |
-4.82% |
跌破离场 |
| 34 |
2025-06-18 |
2025-08-01 |
7.379583210999998 |
7.56243 |
¥2.8万 |
+2.45% |
跌破离场 |
| 35 |
2025-08-14 |
2025-09-04 |
7.970350387999999 |
7.8621300000000005 |
¥-1.6万 |
-1.39% |
跌破离场 |
| 36 |
2026-01-07 |
2026-02-04 |
7.920285373 |
7.502490000000001 |
¥-6.1万 |
-5.30% |
跌破离场 |
逐笔成交记录（共 72 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 |
24.724699999999995 |
40400.0 |
¥99.9万 |
首仓入场 |
| 2015-07-28 |
跌破离场 |
卖出 |
22.24 |
40400.0 |
¥89.8万 |
|
| 2015-10-13 |
突破买入 |
买入 |
16.516499999999997 |
53200.0 |
¥87.9万 |
首仓入场 |
| 2015-11-24 |
跌破离场 |
卖出 |
23.936040000000006 |
53200.0 |
¥1.27M |
|
| 2016-03-23 |
突破买入 |
买入 |
19.019 |
65800.0 |
¥1.25M |
首仓入场 |
| 2016-04-11 |
跌破离场 |
卖出 |
18.41157 |
65800.0 |
¥1.21M |
|
| 2016-11-11 |
突破买入 |
买入 |
17.077059999999996 |
73300.0 |
¥1.25M |
首仓入场 |
| 2016-12-06 |
跌破离场 |
卖出 |
16.183799999999998 |
73300.0 |
¥1.19M |
|
| 2017-02-14 |
突破买入 |
买入 |
15.875859999999998 |
74500.0 |
¥1.18M |
首仓入场 |
| 2017-03-06 |
跌破离场 |
卖出 |
15.46452 |
74500.0 |
¥1.15M |
|
| 2017-06-27 |
突破买入 |
买入 |
15.545529999999998 |
74100.0 |
¥1.15M |
首仓入场 |
| 2017-08-10 |
跌破离场 |
卖出 |
15.55443 |
74100.0 |
¥1.15M |
|
| 2017-08-29 |
突破买入 |
买入 |
16.626609999999996 |
68800.0 |
¥1.14M |
首仓入场 |
| 2017-10-18 |
跌破离场 |
卖出 |
15.75 |
68800.0 |
¥1.08M |
|
| 2018-05-11 |
突破买入 |
买入 |
12.552539999999999 |
86300.0 |
¥1.08M |
首仓入场 |
| 2018-05-28 |
跌破离场 |
卖出 |
11.848139999999999 |
86300.0 |
¥1.02M |
|
| 2018-07-25 |
突破买入 |
买入 |
9.43 |
108800.0 |
¥1.03M |
首仓入场 |
| 2018-09-06 |
跌破离场 |
卖出 |
8.541450000000001 |
108800.0 |
¥92.9万 |
|
| 2018-10-29 |
突破买入 |
买入 |
8.45845 |
109100.0 |
¥92.3万 |
首仓入场 |
| 2018-12-17 |
跌破离场 |
卖出 |
9.700289999999999 |
109100.0 |
¥1.06M |
|
| 2019-02-19 |
突破买入 |
买入 |
10.270259999999999 |
103200.0 |
¥1.06M |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
13.82616 |
103200.0 |
¥1.43M |
|
| 2019-06-14 |
突破买入 |
买入 |
13.012999999999998 |
110100.0 |
¥1.43M |
首仓入场 |
| 2019-07-10 |
跌破离场 |
卖出 |
13.39659 |
110100.0 |
¥1.47M |
|
| 2019-12-18 |
突破买入 |
买入 |
12.132119999999999 |
120600.0 |
¥1.46M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
11.55 |
120600.0 |
¥1.39M |
|
| 2020-03-06 |
突破买入 |
买入 |
14.594579999999997 |
94000.0 |
¥1.37M |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
12.60738 |
94000.0 |
¥1.18M |
|
| 2020-06-24 |
突破买入 |
买入 |
12.89288 |
92400.0 |
¥1.19M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
14.365620000000002 |
92400.0 |
¥1.33M |
|
| 2020-10-13 |
突破买入 |
买入 |
15.715699999999998 |
84500.0 |
¥1.33M |
首仓入场 |
| 2020-10-27 |
跌破离场 |
卖出 |
14.17581 |
84500.0 |
¥1.20M |
|
| 2020-12-02 |
突破买入 |
买入 |
15.375359999999997 |
79400.0 |
¥1.22M |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
14.085899999999999 |
79400.0 |
¥1.12M |
|
| 2021-04-06 |
突破买入 |
买入 |
12.742729999999998 |
87800.0 |
¥1.12M |
首仓入场 |
| 2021-05-07 |
跌破离场 |
卖出 |
12.67731 |
87800.0 |
¥1.11M |
|
| 2021-05-17 |
突破买入 |
买入 |
13.403390000000002 |
81600.0 |
¥1.09M |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
13.286700000000003 |
81600.0 |
¥1.08M |
|
| 2021-08-19 |
突破买入 |
买入 |
8.6086 |
128000.0 |
¥1.10M |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
8.871120000000001 |
128000.0 |
¥1.14M |
|
| 2022-06-07 |
突破买入 |
买入 |
6.246239999999999 |
180900.0 |
¥1.13M |
首仓入场 |
| 2022-07-06 |
跌破离场 |
卖出 |
6.193800000000001 |
180900.0 |
¥1.12M |
|
| 2022-08-15 |
突破买入 |
买入 |
6.25625 |
178500.0 |
¥1.12M |
首仓入场 |
| 2022-09-15 |
跌破离场 |
卖出 |
6.43356 |
178500.0 |
¥1.15M |
|
| 2022-11-30 |
突破买入 |
买入 |
6.546539999999999 |
175800.0 |
¥1.15M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
6.54345 |
175800.0 |
¥1.15M |
|
| 2023-01-20 |
突破买入 |
买入 |
6.95695 |
166000.0 |
¥1.16M |
首仓入场 |
| 2023-02-20 |
跌破离场 |
卖出 |
6.72327 |
166000.0 |
¥1.12M |
|
| 2023-04-07 |
突破买入 |
买入 |
7.21721 |
153700.0 |
¥1.11M |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
6.933059999999999 |
153700.0 |
¥1.07M |
|
| 2023-05-05 |
突破买入 |
买入 |
7.497489999999999 |
142700.0 |
¥1.07M |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
7.222770000000001 |
142700.0 |
¥1.03M |
|
| 2023-07-20 |
突破买入 |
买入 |
7.45745 |
138300.0 |
¥1.03M |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
7.68231 |
138300.0 |
¥1.06M |
|
| 2023-11-07 |
突破买入 |
买入 |
7.0270199999999985 |
150500.0 |
¥1.06M |
首仓入场 |
| 2023-11-28 |
跌破离场 |
卖出 |
6.93306 |
150500.0 |
¥1.04M |
|
| 2024-01-26 |
突破买入 |
买入 |
6.776769999999999 |
153400.0 |
¥1.04M |
首仓入场 |
| 2024-03-25 |
跌破离场 |
卖出 |
6.56343 |
153400.0 |
¥1.01M |
|
| 2024-04-30 |
突破买入 |
买入 |
6.516509999999999 |
153200.0 |
¥99.9万 |
首仓入场 |
| 2024-05-24 |
跌破离场 |
卖出 |
6.25374 |
153200.0 |
¥95.8万 |
|
| 2024-07-29 |
突破买入 |
买入 |
5.855849999999999 |
165900.0 |
¥97.2万 |
首仓入场 |
| 2024-08-22 |
跌破离场 |
卖出 |
5.724270000000001 |
165900.0 |
¥94.9万 |
|
| 2024-09-20 |
突破买入 |
买入 |
5.915909999999999 |
160200.0 |
¥94.8万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
7.522470000000001 |
160200.0 |
¥1.20M |
|
| 2025-05-15 |
突破买入 |
买入 |
7.217209999999999 |
166600.0 |
¥1.20M |
首仓入场 |
| 2025-05-26 |
跌破离场 |
卖出 |
6.873120000000001 |
166600.0 |
¥1.14M |
|
| 2025-06-18 |
突破买入 |
买入 |
7.377369999999998 |
155300.0 |
¥1.15M |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
7.56243 |
155300.0 |
¥1.17M |
|
| 2025-08-14 |
突破买入 |
买入 |
7.967959999999999 |
147700.0 |
¥1.18M |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
7.8621300000000005 |
147700.0 |
¥1.16M |
|
| 2026-01-07 |
突破买入 |
买入 |
7.91791 |
146400.0 |
¥1.16M |
首仓入场 |
| 2026-02-04 |
跌破离场 |
卖出 |
7.502490000000001 |
146400.0 |
¥1.10M |
|