600089 特变电工 — 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 +26.41%）
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 42 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 |
2015-03-19 |
2015-05-06 |
13.167098945 |
16.933049999999998 |
¥28.4万 |
+28.56% |
跌破离场 |
| 2 |
2015-05-26 |
2015-06-23 |
18.924575669999996 |
15.834149999999998 |
¥-21.0万 |
-16.36% |
跌破离场 |
| 3 |
2015-10-19 |
2015-11-30 |
11.995577594 |
11.61837 |
¥-3.4万 |
-3.17% |
跌破离场 |
| 4 |
2016-03-22 |
2016-04-21 |
9.211962759999999 |
8.80119 |
¥-4.6万 |
-4.49% |
跌破离场 |
| 5 |
2016-07-05 |
2016-09-27 |
8.701299607 |
8.62137 |
¥-9,407 |
-0.95% |
跌破离场 |
| 6 |
2016-11-11 |
2016-12-13 |
9.161897745 |
9.15084 |
¥-1,478 |
-0.15% |
跌破离场 |
| 7 |
2017-01-19 |
2017-04-25 |
9.412222819999998 |
10.989000000000003 |
¥16.4万 |
+16.72% |
跌破离场 |
| 8 |
2017-06-28 |
2017-07-13 |
10.263328074999999 |
9.970019999999998 |
¥-3.3万 |
-2.89% |
跌破离场 |
| 9 |
2017-08-02 |
2017-08-14 |
10.553705161999996 |
9.85014 |
¥-7.4万 |
-6.69% |
跌破离场 |
| 10 |
2017-09-15 |
2017-09-26 |
10.343432099000001 |
9.86013 |
¥-4.9万 |
-4.70% |
跌破离场 |
| 11 |
2017-11-02 |
2017-11-24 |
10.183224050999998 |
10.23975 |
¥5,164 |
+0.52% |
跌破离场 |
| 12 |
2018-01-03 |
2018-01-16 |
10.043042008999999 |
9.630360000000001 |
¥-4.1万 |
-4.14% |
跌破离场 |
| 13 |
2018-07-25 |
2018-10-12 |
7.019115102999999 |
6.5134799999999995 |
¥-6.9万 |
-7.23% |
跌破离场 |
| 14 |
2018-11-06 |
2018-11-26 |
7.122136 |
6.71328 |
¥-5.1万 |
-5.77% |
跌破离场 |
| 15 |
2019-01-08 |
2019-01-30 |
7.409622219999999 |
7.092899999999999 |
¥-3.6万 |
-4.30% |
跌破离场 |
| 16 |
2019-02-14 |
2019-03-29 |
7.559817264999999 |
8.03196 |
¥5.0万 |
+6.21% |
跌破离场 |
| 17 |
2019-06-21 |
2019-07-05 |
7.299479186999999 |
7.132860000000001 |
¥-2.0万 |
-2.31% |
跌破离场 |
| 18 |
2019-12-17 |
2020-01-20 |
6.558516964999999 |
6.61338 |
¥6,679 |
+0.81% |
跌破离场 |
| 19 |
2020-03-09 |
2020-05-22 |
7.339531199 |
7.16283 |
¥-2.0万 |
-2.44% |
跌破离场 |
| 20 |
2020-07-06 |
2020-08-24 |
7.179323151 |
8.34165 |
¥13.2万 |
+16.16% |
跌破离场 |
| 21 |
2020-09-24 |
2020-10-26 |
8.931598676 |
8.511479999999999 |
¥-4.4万 |
-4.73% |
跌破离场 |
| 22 |
2020-11-25 |
2020-12-08 |
8.701299607 |
8.23176 |
¥-4.9万 |
-5.42% |
跌破离场 |
| 23 |
2020-12-29 |
2021-03-05 |
10.493627144 |
11.10888 |
¥4.9万 |
+5.83% |
跌破离场 |
| 24 |
2021-04-26 |
2021-05-20 |
11.775291527999999 |
11.82816 |
¥3,768 |
+0.42% |
跌破离场 |
| 25 |
2021-08-16 |
2021-09-17 |
17.242391165999997 |
24.305669999999996 |
¥37.1万 |
+40.92% |
跌破离场 |
| 26 |
2021-12-16 |
2021-12-27 |
23.870999151999996 |
21.03894 |
¥-15.1万 |
-11.89% |
跌破离场 |
| 27 |
2022-02-24 |
2022-03-09 |
20.366448101999996 |
19.74024 |
¥-3.5万 |
-3.10% |
跌破离场 |
| 28 |
2022-03-14 |
2022-03-28 |
21.037319303 |
19.36 |
¥-8.7万 |
-8.00% |
跌破离场 |
| 29 |
2022-05-20 |
2022-07-22 |
21.377761405 |
25.88409 |
¥21.0万 |
+21.04% |
跌破离场 |
| 30 |
2022-08-30 |
2022-09-05 |
26.888064 |
23.83614 |
¥-13.7万 |
-11.38% |
跌破离场 |
| 31 |
2023-03-07 |
2023-03-13 |
22.0286066 |
21.49 |
¥-2.6万 |
-2.47% |
跌破离场 |
| 32 |
2023-03-14 |
2023-05-24 |
22.258905668999997 |
22.737239999999996 |
¥2.2万 |
+2.12% |
跌破离场 |
| 33 |
2024-01-04 |
2024-02-05 |
14.048243208999997 |
13.676309999999999 |
¥-2.9万 |
-2.68% |
跌破离场 |
| 34 |
2024-02-20 |
2024-03-22 |
14.799218433999998 |
15.494489999999997 |
¥4.8万 |
+4.67% |
跌破离场 |
| 35 |
2024-05-14 |
2024-06-11 |
14.989465490999997 |
14.275709999999998 |
¥-5.2万 |
-4.79% |
跌破离场 |
| 36 |
2024-10-09 |
2024-10-18 |
14.618984379999997 |
12.627360000000001 |
¥-13.8万 |
-13.65% |
跌破离场 |
| 37 |
2025-03-14 |
2025-03-31 |
12.556305761999996 |
12.267719999999999 |
¥-2.1万 |
-2.33% |
跌破离场 |
| 38 |
2025-05-14 |
2025-06-20 |
11.91547357 |
11.49849 |
¥-3.1万 |
-3.53% |
跌破离场 |
| 39 |
2025-07-03 |
2025-11-24 |
12.235889666 |
21.63834 |
¥64.9万 |
+76.79% |
跌破离场 |
| 40 |
2026-01-21 |
2026-03-18 |
29.948891973 |
28.6713 |
¥-6.3万 |
-4.29% |
跌破离场 |
| 41 |
2026-05-13 |
2026-05-22 |
28.997656688 |
25.8741 |
¥-15.5万 |
-10.80% |
跌破离场 |
| 42 |
2026-11-06 |
2026-11-13 |
18.283743478 |
17.99 |
¥-2.1万 |
-1.64% |
强平 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
突破买入 |
买入 |
13.163149999999998 |
75600.0 |
¥99.5万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
16.933049999999998 |
75600.0 |
¥1.28M |
|
| 2015-05-26 |
突破买入 |
买入 |
18.918899999999997 |
67800.0 |
¥1.28M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
15.834149999999998 |
67800.0 |
¥1.07M |
|
| 2015-10-19 |
突破买入 |
买入 |
11.99198 |
89500.0 |
¥1.07M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
11.61837 |
89500.0 |
¥1.04M |
|
| 2016-03-22 |
突破买入 |
买入 |
9.209199999999997 |
112200.0 |
¥1.03M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
8.80119 |
112200.0 |
¥98.7万 |
|
| 2016-07-05 |
突破买入 |
买入 |
8.69869 |
114000.0 |
¥99.2万 |
首仓入场 |
| 2016-09-27 |
跌破离场 |
卖出 |
8.62137 |
114000.0 |
¥98.3万 |
|
| 2016-11-11 |
突破买入 |
买入 |
9.159149999999999 |
107100.0 |
¥98.1万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
9.15084 |
107100.0 |
¥98.0万 |
|
| 2017-01-19 |
突破买入 |
买入 |
9.4094 |
104300.0 |
¥98.2万 |
首仓入场 |
| 2017-04-25 |
跌破离场 |
卖出 |
10.989000000000003 |
104300.0 |
¥1.15M |
|
| 2017-06-28 |
突破买入 |
买入 |
10.26025 |
111400.0 |
¥1.14M |
首仓入场 |
| 2017-07-13 |
跌破离场 |
卖出 |
9.970019999999998 |
111400.0 |
¥1.11M |
|
| 2017-08-02 |
突破买入 |
买入 |
10.550539999999998 |
104900.0 |
¥1.11M |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
9.85014 |
104900.0 |
¥1.03M |
|
| 2017-09-15 |
突破买入 |
买入 |
10.34033 |
100000.0 |
¥1.03M |
首仓入场 |
| 2017-09-26 |
跌破离场 |
卖出 |
9.86013 |
100000.0 |
¥98.6万 |
|
| 2017-11-02 |
突破买入 |
买入 |
10.180169999999999 |
96600.0 |
¥98.4万 |
首仓入场 |
| 2017-11-24 |
跌破离场 |
卖出 |
10.23975 |
96600.0 |
¥98.9万 |
|
| 2018-01-03 |
突破买入 |
买入 |
10.040029999999998 |
98800.0 |
¥99.2万 |
首仓入场 |
| 2018-01-16 |
跌破离场 |
卖出 |
9.630360000000001 |
98800.0 |
¥95.1万 |
|
| 2018-07-25 |
突破买入 |
买入 |
7.017009999999999 |
135800.0 |
¥95.3万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
6.5134799999999995 |
135800.0 |
¥88.4万 |
|
| 2018-11-06 |
突破买入 |
买入 |
7.12 |
123200.0 |
¥87.7万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
6.71328 |
123200.0 |
¥82.7万 |
|
| 2019-01-08 |
突破买入 |
买入 |
7.4074 |
111800.0 |
¥82.8万 |
首仓入场 |
| 2019-01-30 |
跌破离场 |
卖出 |
7.092899999999999 |
111800.0 |
¥79.3万 |
|
| 2019-02-14 |
突破买入 |
买入 |
7.557549999999999 |
105500.0 |
¥79.8万 |
首仓入场 |
| 2019-03-29 |
跌破离场 |
卖出 |
8.03196 |
105500.0 |
¥84.7万 |
|
| 2019-06-21 |
突破买入 |
买入 |
7.297289999999999 |
116200.0 |
¥84.8万 |
首仓入场 |
| 2019-07-05 |
跌破离场 |
卖出 |
7.132860000000001 |
116200.0 |
¥82.9万 |
|
| 2019-12-17 |
突破买入 |
买入 |
6.556549999999999 |
126300.0 |
¥82.8万 |
首仓入场 |
| 2020-01-20 |
跌破离场 |
卖出 |
6.61338 |
126300.0 |
¥83.5万 |
|
| 2020-03-09 |
突破买入 |
买入 |
7.33733 |
110400.0 |
¥81.0万 |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
7.16283 |
110400.0 |
¥79.1万 |
|
| 2020-07-06 |
突破买入 |
买入 |
7.177169999999999 |
113400.0 |
¥81.4万 |
首仓入场 |
| 2020-08-24 |
跌破离场 |
卖出 |
8.34165 |
113400.0 |
¥94.6万 |
|
| 2020-09-24 |
突破买入 |
买入 |
8.92892 |
104600.0 |
¥93.4万 |
首仓入场 |
| 2020-10-26 |
跌破离场 |
卖出 |
8.511479999999999 |
104600.0 |
¥89.0万 |
|
| 2020-11-25 |
突破买入 |
买入 |
8.69869 |
103500.0 |
¥90.1万 |
首仓入场 |
| 2020-12-08 |
跌破离场 |
卖出 |
8.23176 |
103500.0 |
¥85.2万 |
|
| 2020-12-29 |
突破买入 |
买入 |
10.49048 |
80000.0 |
¥83.9万 |
首仓入场 |
| 2021-03-05 |
跌破离场 |
卖出 |
11.10888 |
80000.0 |
¥88.8万 |
|
| 2021-04-26 |
突破买入 |
买入 |
11.771759999999999 |
76400.0 |
¥90.0万 |
首仓入场 |
| 2021-05-20 |
跌破离场 |
卖出 |
11.82816 |
76400.0 |
¥90.3万 |
|
| 2021-08-16 |
突破买入 |
买入 |
17.237219999999997 |
52600.0 |
¥90.7万 |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
24.305669999999996 |
52600.0 |
¥1.28M |
|
| 2021-12-16 |
突破买入 |
买入 |
23.863839999999996 |
53300.0 |
¥1.27M |
首仓入场 |
| 2021-12-27 |
跌破离场 |
卖出 |
21.03894 |
53300.0 |
¥1.12M |
|
| 2022-02-24 |
突破买入 |
买入 |
20.360339999999997 |
54700.0 |
¥1.11M |
首仓入场 |
| 2022-03-09 |
跌破离场 |
卖出 |
19.74024 |
54700.0 |
¥1.08M |
|
| 2022-03-14 |
突破买入 |
买入 |
21.03101 |
51400.0 |
¥1.08M |
首仓入场 |
| 2022-03-28 |
跌破离场 |
卖出 |
19.36 |
51400.0 |
¥99.5万 |
|
| 2022-05-20 |
突破买入 |
买入 |
21.37135 |
46600.0 |
¥99.6万 |
首仓入场 |
| 2022-07-22 |
跌破离场 |
卖出 |
25.88409 |
46600.0 |
¥1.21M |
|
| 2022-08-30 |
突破买入 |
买入 |
26.88 |
44900.0 |
¥1.21M |
首仓入场 |
| 2022-09-05 |
跌破离场 |
卖出 |
23.83614 |
44900.0 |
¥1.07M |
|
| 2023-03-07 |
突破买入 |
买入 |
22.022 |
48600.0 |
¥1.07M |
首仓入场 |
| 2023-03-13 |
跌破离场 |
卖出 |
21.49 |
48600.0 |
¥1.04M |
|
| 2023-03-14 |
突破买入 |
买入 |
22.252229999999997 |
47200.0 |
¥1.05M |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
22.737239999999996 |
47200.0 |
¥1.07M |
|
| 2024-01-04 |
突破买入 |
买入 |
14.044029999999998 |
76300.0 |
¥1.07M |
首仓入场 |
| 2024-02-05 |
跌破离场 |
卖出 |
13.676309999999999 |
76300.0 |
¥1.04M |
|
| 2024-02-20 |
突破买入 |
买入 |
14.794779999999998 |
70200.0 |
¥1.04M |
首仓入场 |
| 2024-03-22 |
跌破离场 |
卖出 |
15.494489999999997 |
70200.0 |
¥1.09M |
|
| 2024-05-14 |
突破买入 |
买入 |
14.984969999999999 |
72900.0 |
¥1.09M |
首仓入场 |
| 2024-06-11 |
跌破离场 |
卖出 |
14.275709999999998 |
72900.0 |
¥1.04M |
|
| 2024-10-09 |
突破买入 |
买入 |
14.614599999999998 |
69300.0 |
¥1.01M |
首仓入场 |
| 2024-10-18 |
跌破离场 |
卖出 |
12.627360000000001 |
69300.0 |
¥87.5万 |
|
| 2025-03-14 |
突破买入 |
买入 |
12.552539999999997 |
71500.0 |
¥89.8万 |
首仓入场 |
| 2025-03-31 |
跌破离场 |
卖出 |
12.267719999999999 |
71500.0 |
¥87.7万 |
|
| 2025-05-14 |
突破买入 |
买入 |
11.9119 |
73600.0 |
¥87.7万 |
首仓入场 |
| 2025-06-20 |
跌破离场 |
卖出 |
11.49849 |
73600.0 |
¥84.6万 |
|
| 2025-07-03 |
突破买入 |
买入 |
12.23222 |
69100.0 |
¥84.5万 |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
21.63834 |
69100.0 |
¥1.49M |
|
| 2026-01-21 |
突破买入 |
买入 |
29.939909999999998 |
48600.0 |
¥1.46M |
首仓入场 |
| 2026-03-18 |
跌破离场 |
卖出 |
28.6713 |
48600.0 |
¥1.39M |
|
| 2026-05-13 |
突破买入 |
买入 |
28.98896 |
49500.0 |
¥1.44M |
首仓入场 |
| 2026-05-22 |
跌破离场 |
卖出 |
25.8741 |
49500.0 |
¥1.28M |
|
| 2026-11-06 |
突破买入 |
买入 |
18.27826 |
69100.0 |
¥1.26M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
17.99 |
69100 |
¥1.24M |
回测结束强平 |