600066 宇通客车 — 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: ¥76.7万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -23.34%）
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 40 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 |
2015-02-25 |
2015-04-29 |
28.236668459999997 |
30.35961 |
¥7.5万 |
+7.49% |
跌破离场 |
| 2 |
2015-08-11 |
2015-08-19 |
22.519243747 |
19.7802 |
¥-13.0万 |
-12.19% |
跌破离场 |
| 3 |
2015-10-20 |
2015-11-19 |
21.187514347999997 |
21.26871 |
¥3,329 |
+0.35% |
跌破离场 |
| 4 |
2016-02-17 |
2016-04-21 |
19.925875969999996 |
19.59039 |
¥-1.6万 |
-1.71% |
跌破离场 |
| 5 |
2016-07-06 |
2016-10-31 |
20.546162 |
21.578400000000002 |
¥4.6万 |
+4.99% |
跌破离场 |
| 6 |
2017-01-24 |
2017-02-16 |
19.995966990999996 |
19.51047 |
¥-2.4万 |
-2.46% |
跌破离场 |
| 7 |
2017-03-06 |
2017-04-21 |
20.636799182999997 |
20.08989 |
¥-2.5万 |
-2.68% |
跌破离场 |
| 8 |
2017-06-02 |
2017-07-13 |
20.546682155999996 |
21.43854 |
¥4.0万 |
+4.31% |
跌破离场 |
| 9 |
2017-07-24 |
2017-08-24 |
23.039919902999994 |
21.31866 |
¥-7.2万 |
-7.50% |
跌破离场 |
| 10 |
2017-09-21 |
2017-10-24 |
23.780882124999998 |
24.08 |
¥1.1万 |
+1.23% |
跌破离场 |
| 11 |
2017-11-13 |
2017-12-11 |
26.364236898999994 |
22.34 |
¥-13.8万 |
-15.29% |
跌破离场 |
| 12 |
2018-01-04 |
2018-01-12 |
25.392975607999997 |
23.2767 |
¥-6.4万 |
-8.36% |
跌破离场 |
| 13 |
2018-12-06 |
2019-01-23 |
11.925486572999997 |
11.73825 |
¥-1.1万 |
-1.60% |
跌破离场 |
| 14 |
2019-02-15 |
2019-03-14 |
12.686474800999997 |
13.29669 |
¥3.3万 |
+4.78% |
跌破离场 |
| 15 |
2019-04-03 |
2019-04-30 |
15.289855580999998 |
13.87611 |
¥-6.7万 |
-9.27% |
跌破离场 |
| 16 |
2019-06-25 |
2019-07-23 |
13.147072939 |
13.066920000000001 |
¥-4,187 |
-0.64% |
跌破离场 |
| 17 |
2019-11-05 |
2019-12-02 |
14.618984379999999 |
13.986 |
¥-2.8万 |
-4.36% |
跌破离场 |
| 18 |
2020-01-21 |
2020-02-04 |
15.990765791 |
13.746239999999998 |
¥-8.7万 |
-14.06% |
跌破离场 |
| 19 |
2020-05-18 |
2020-05-21 |
13.567619064999999 |
12.287700000000001 |
¥-5.1万 |
-9.46% |
跌破离场 |
| 20 |
2020-07-02 |
2020-12-23 |
12.295967683999997 |
15.984 |
¥14.6万 |
+29.95% |
跌破离场 |
| 21 |
2021-08-25 |
2021-09-09 |
12.723816000000001 |
12.07791 |
¥-3.2万 |
-5.10% |
跌破离场 |
| 22 |
2022-05-24 |
2022-07-18 |
8.701299607 |
7.78 |
¥-6.4万 |
-10.61% |
跌破离场 |
| 23 |
2022-08-12 |
2022-08-25 |
8.450974531999998 |
7.52247 |
¥-5.9万 |
-11.01% |
跌破离场 |
| 24 |
2022-11-03 |
2022-12-20 |
7.349544201999999 |
7.62237 |
¥1.7万 |
+3.68% |
跌破离场 |
| 25 |
2023-01-31 |
2023-03-20 |
8.340831499 |
9.720270000000001 |
¥8.2万 |
+16.50% |
跌破离场 |
| 26 |
2023-03-30 |
2023-05-22 |
11.735239515999998 |
12.347640000000002 |
¥3.0万 |
+5.19% |
跌破离场 |
| 27 |
2023-06-30 |
2023-07-21 |
14.358646301999999 |
14.055930000000002 |
¥-1.3万 |
-2.14% |
跌破离场 |
| 28 |
2023-09-12 |
2023-10-25 |
13.868009155 |
12.9 |
¥-4.2万 |
-7.01% |
跌破离场 |
| 29 |
2023-10-30 |
2023-11-09 |
13.878022157999998 |
12.56742 |
¥-5.2万 |
-9.47% |
跌破离场 |
| 30 |
2024-01-04 |
2024-05-23 |
13.787905130999999 |
24.82515 |
¥40.0万 |
+80.00% |
跌破离场 |
| 31 |
2024-06-21 |
2024-07-15 |
26.454353926 |
24.01596 |
¥-8.3万 |
-9.24% |
跌破离场 |
| 32 |
2024-09-19 |
2024-11-04 |
22.909750863999996 |
23.696279999999998 |
¥2.8万 |
+3.40% |
跌破离场 |
| 33 |
2024-12-25 |
2025-02-10 |
25.743430713 |
26.83314 |
¥3.5万 |
+4.20% |
跌破离场 |
| 34 |
2025-07-04 |
2025-07-23 |
26.874900051999994 |
25.5744 |
¥-4.3万 |
-4.87% |
跌破离场 |
| 35 |
2025-08-13 |
2025-09-18 |
27.688304 |
27.972 |
¥8,314 |
+0.99% |
跌破离场 |
| 36 |
2025-10-28 |
2025-11-18 |
31.250582363 |
30.8691 |
¥-1.1万 |
-1.25% |
跌破离场 |
| 37 |
2025-12-05 |
2025-12-26 |
33.173078939 |
32.5674 |
¥-1.6万 |
-1.86% |
跌破离场 |
| 38 |
2026-04-02 |
2026-05-18 |
37.288423172 |
32.477489999999996 |
¥-10.6万 |
-12.93% |
跌破离场 |
| 39 |
2026-07-17 |
2026-08-12 |
30.159165035999997 |
29.90007 |
¥-6,353 |
-0.89% |
跌破离场 |
| 40 |
2026-10-20 |
2026-11-13 |
28.887513655000003 |
31.2 |
¥5.6万 |
+7.97% |
强平 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-25 |
突破买入 |
买入 |
28.228199999999998 |
35300.0 |
¥99.7万 |
首仓入场 |
| 2015-04-29 |
跌破离场 |
卖出 |
30.35961 |
35300.0 |
¥1.07M |
|
| 2015-08-11 |
突破买入 |
买入 |
22.51249 |
47200.0 |
¥1.06M |
首仓入场 |
| 2015-08-19 |
跌破离场 |
卖出 |
19.7802 |
47200.0 |
¥93.3万 |
|
| 2015-10-20 |
突破买入 |
买入 |
21.18116 |
44500.0 |
¥94.3万 |
首仓入场 |
| 2015-11-19 |
跌破离场 |
卖出 |
21.26871 |
44500.0 |
¥94.6万 |
|
| 2016-02-17 |
突破买入 |
买入 |
19.919899999999995 |
47200.0 |
¥94.1万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
19.59039 |
47200.0 |
¥92.4万 |
|
| 2016-07-06 |
突破买入 |
买入 |
20.54 |
45200.0 |
¥92.9万 |
首仓入场 |
| 2016-10-31 |
跌破离场 |
卖出 |
21.578400000000002 |
45200.0 |
¥97.5万 |
|
| 2017-01-24 |
突破买入 |
买入 |
19.989969999999996 |
48800.0 |
¥97.6万 |
首仓入场 |
| 2017-02-16 |
跌破离场 |
卖出 |
19.51047 |
48800.0 |
¥95.2万 |
|
| 2017-03-06 |
突破买入 |
买入 |
20.630609999999997 |
45800.0 |
¥94.5万 |
首仓入场 |
| 2017-04-21 |
跌破离场 |
卖出 |
20.08989 |
45800.0 |
¥92.0万 |
|
| 2017-06-02 |
突破买入 |
买入 |
20.540519999999997 |
44800.0 |
¥92.0万 |
首仓入场 |
| 2017-07-13 |
跌破离场 |
卖出 |
21.43854 |
44800.0 |
¥96.0万 |
|
| 2017-07-24 |
突破买入 |
买入 |
23.033009999999997 |
41800.0 |
¥96.3万 |
首仓入场 |
| 2017-08-24 |
跌破离场 |
卖出 |
21.31866 |
41800.0 |
¥89.1万 |
|
| 2017-09-21 |
突破买入 |
买入 |
23.773749999999996 |
37600.0 |
¥89.4万 |
首仓入场 |
| 2017-10-24 |
跌破离场 |
卖出 |
24.08 |
37600.0 |
¥90.5万 |
|
| 2017-11-13 |
突破买入 |
买入 |
26.356329999999996 |
34300.0 |
¥90.4万 |
首仓入场 |
| 2017-12-11 |
跌破离场 |
卖出 |
22.34 |
34300.0 |
¥76.6万 |
|
| 2018-01-04 |
突破买入 |
买入 |
25.385359999999995 |
30200.0 |
¥76.7万 |
首仓入场 |
| 2018-01-12 |
跌破离场 |
卖出 |
23.2767 |
30200.0 |
¥70.3万 |
|
| 2018-12-06 |
突破买入 |
买入 |
11.921909999999999 |
58200.0 |
¥69.4万 |
首仓入场 |
| 2019-01-23 |
跌破离场 |
卖出 |
11.73825 |
58200.0 |
¥68.3万 |
|
| 2019-02-15 |
突破买入 |
买入 |
12.682669999999998 |
54400.0 |
¥69.0万 |
首仓入场 |
| 2019-03-14 |
跌破离场 |
卖出 |
13.29669 |
54400.0 |
¥72.3万 |
|
| 2019-04-03 |
突破买入 |
买入 |
15.285269999999997 |
47300.0 |
¥72.3万 |
首仓入场 |
| 2019-04-30 |
跌破离场 |
卖出 |
13.87611 |
47300.0 |
¥65.6万 |
|
| 2019-06-25 |
突破买入 |
买入 |
13.14313 |
49800.0 |
¥65.5万 |
首仓入场 |
| 2019-07-23 |
跌破离场 |
卖出 |
13.066920000000001 |
49800.0 |
¥65.1万 |
|
| 2019-11-05 |
突破买入 |
买入 |
14.6146 |
43900.0 |
¥64.2万 |
首仓入场 |
| 2019-12-02 |
跌破离场 |
卖出 |
13.986 |
43900.0 |
¥61.4万 |
|
| 2020-01-21 |
突破买入 |
买入 |
15.985969999999998 |
38800.0 |
¥62.0万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
13.746239999999998 |
38800.0 |
¥53.3万 |
|
| 2020-05-18 |
突破买入 |
买入 |
13.56355 |
39700.0 |
¥53.9万 |
首仓入场 |
| 2020-05-21 |
跌破离场 |
卖出 |
12.287700000000001 |
39700.0 |
¥48.8万 |
|
| 2020-07-02 |
突破买入 |
买入 |
12.292279999999998 |
39600.0 |
¥48.7万 |
首仓入场 |
| 2020-12-23 |
跌破离场 |
卖出 |
15.984 |
39600.0 |
¥63.3万 |
|
| 2021-08-25 |
突破买入 |
买入 |
12.72 |
49400.0 |
¥62.9万 |
首仓入场 |
| 2021-09-09 |
跌破离场 |
卖出 |
12.07791 |
49400.0 |
¥59.6万 |
|
| 2022-05-24 |
突破买入 |
买入 |
8.69869 |
69300.0 |
¥60.3万 |
首仓入场 |
| 2022-07-18 |
跌破离场 |
卖出 |
7.78 |
69300.0 |
¥53.9万 |
|
| 2022-08-12 |
突破买入 |
买入 |
8.448439999999998 |
63700.0 |
¥53.8万 |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
7.52247 |
63700.0 |
¥47.9万 |
|
| 2022-11-03 |
突破买入 |
买入 |
7.347339999999999 |
64600.0 |
¥47.5万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
7.62237 |
64600.0 |
¥49.2万 |
|
| 2023-01-31 |
突破买入 |
买入 |
8.33833 |
59400.0 |
¥49.5万 |
首仓入场 |
| 2023-03-20 |
跌破离场 |
卖出 |
9.720270000000001 |
59400.0 |
¥57.7万 |
|
| 2023-03-30 |
突破买入 |
买入 |
11.73172 |
48800.0 |
¥57.3万 |
首仓入场 |
| 2023-05-22 |
跌破离场 |
卖出 |
12.347640000000002 |
48800.0 |
¥60.2万 |
|
| 2023-06-30 |
突破买入 |
买入 |
14.354339999999999 |
42100.0 |
¥60.4万 |
首仓入场 |
| 2023-07-21 |
跌破离场 |
卖出 |
14.055930000000002 |
42100.0 |
¥59.2万 |
|
| 2023-09-12 |
突破买入 |
买入 |
13.863849999999998 |
42900.0 |
¥59.5万 |
首仓入场 |
| 2023-10-25 |
跌破离场 |
卖出 |
12.9 |
42900.0 |
¥55.3万 |
|
| 2023-10-30 |
突破买入 |
买入 |
13.873859999999997 |
39400.0 |
¥54.7万 |
首仓入场 |
| 2023-11-09 |
跌破离场 |
卖出 |
12.56742 |
39400.0 |
¥49.5万 |
|
| 2024-01-04 |
突破买入 |
买入 |
13.783769999999999 |
36300.0 |
¥50.1万 |
首仓入场 |
| 2024-05-23 |
跌破离场 |
卖出 |
24.82515 |
36300.0 |
¥90.1万 |
|
| 2024-06-21 |
突破买入 |
买入 |
26.44642 |
33900.0 |
¥89.7万 |
首仓入场 |
| 2024-07-15 |
跌破离场 |
卖出 |
24.01596 |
33900.0 |
¥81.4万 |
|
| 2024-09-19 |
突破买入 |
买入 |
22.902879999999996 |
35500.0 |
¥81.3万 |
首仓入场 |
| 2024-11-04 |
跌破离场 |
卖出 |
23.696279999999998 |
35500.0 |
¥84.1万 |
|
| 2024-12-25 |
突破买入 |
买入 |
25.735709999999997 |
32800.0 |
¥84.4万 |
首仓入场 |
| 2025-02-10 |
跌破离场 |
卖出 |
26.83314 |
32800.0 |
¥88.0万 |
|
| 2025-07-04 |
突破买入 |
买入 |
26.866839999999996 |
32800.0 |
¥88.1万 |
首仓入场 |
| 2025-07-23 |
跌破离场 |
卖出 |
25.5744 |
32800.0 |
¥83.9万 |
|
| 2025-08-13 |
突破买入 |
买入 |
27.68 |
30200.0 |
¥83.6万 |
首仓入场 |
| 2025-09-18 |
跌破离场 |
卖出 |
27.972 |
30200.0 |
¥84.5万 |
|
| 2025-10-28 |
突破买入 |
买入 |
31.24121 |
27100.0 |
¥84.7万 |
首仓入场 |
| 2025-11-18 |
跌破离场 |
卖出 |
30.8691 |
27100.0 |
¥83.6万 |
|
| 2025-12-05 |
突破买入 |
买入 |
33.16313 |
25200.0 |
¥83.6万 |
首仓入场 |
| 2025-12-26 |
跌破离场 |
卖出 |
32.5674 |
25200.0 |
¥82.0万 |
|
| 2026-04-02 |
突破买入 |
买入 |
37.27724 |
22000.0 |
¥82.0万 |
首仓入场 |
| 2026-05-18 |
跌破离场 |
卖出 |
32.477489999999996 |
22000.0 |
¥71.4万 |
|
| 2026-07-17 |
突破买入 |
买入 |
30.150119999999998 |
23700.0 |
¥71.5万 |
首仓入场 |
| 2026-08-12 |
跌破离场 |
卖出 |
29.90007 |
23700.0 |
¥70.8万 |
|
| 2026-10-20 |
突破买入 |
买入 |
28.878850000000003 |
24300.0 |
¥70.2万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
31.2 |
24300 |
¥75.8万 |
回测结束强平 |