600111 包钢稀土 — 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: ¥41.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -58.73%）
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 |
2015-03-17 |
2015-05-12 |
26.474379931999998 |
21.488490000000002 |
¥-18.8万 |
-18.86% |
跌破离场 |
| 2 |
2015-10-15 |
2015-11-30 |
14.608971377 |
14.24574 |
¥-2.0万 |
-2.52% |
跌破离场 |
| 3 |
2016-03-08 |
2016-05-10 |
13.417424019999999 |
12.14784 |
¥-7.4万 |
-9.49% |
跌破离场 |
| 4 |
2016-07-12 |
2016-07-28 |
15.0195045 |
13.63635 |
¥-6.5万 |
-9.24% |
跌破离场 |
| 5 |
2016-10-26 |
2016-12-01 |
12.883863999999999 |
12.99 |
¥5,143 |
+0.79% |
跌破离场 |
| 6 |
2017-02-17 |
2017-03-10 |
12.893867 |
12.59739 |
¥-1.5万 |
-2.33% |
跌破离场 |
| 7 |
2017-07-06 |
2017-08-24 |
11.695187503999998 |
17.34264 |
¥30.9万 |
+48.24% |
跌破离场 |
| 8 |
2017-12-29 |
2018-01-16 |
14.729127413 |
13.986 |
¥-4.8万 |
-5.07% |
跌破离场 |
| 9 |
2018-03-15 |
2018-03-21 |
13.817944139999998 |
13.1868 |
¥-4.1万 |
-4.60% |
跌破离场 |
| 10 |
2019-02-27 |
2019-03-27 |
10.964238284999999 |
10.97901 |
¥873 |
+0.10% |
跌破离场 |
| 11 |
2019-05-30 |
2019-07-09 |
13.277241978 |
11.5884 |
¥-10.7万 |
-12.75% |
跌破离场 |
| 12 |
2019-12-18 |
2020-01-17 |
10.713913209999998 |
10.789200000000001 |
¥5,065 |
+0.67% |
跌破离场 |
| 13 |
2020-05-07 |
2020-06-16 |
9.382183810999997 |
9.44055 |
¥4,393 |
+0.59% |
跌破离场 |
| 14 |
2020-07-10 |
2020-08-24 |
12.245902669 |
12.93705 |
¥4.2万 |
+5.61% |
跌破离场 |
| 15 |
2020-11-17 |
2020-12-10 |
12.215863659999998 |
12.65733 |
¥2.9万 |
+3.58% |
跌破离场 |
| 16 |
2021-01-12 |
2021-03-24 |
14.208451256999998 |
18.42156 |
¥24.5万 |
+29.61% |
跌破离场 |
| 17 |
2021-05-11 |
2021-05-25 |
21.698177501 |
19.03095 |
¥-12.9万 |
-12.32% |
跌破离场 |
| 18 |
2021-06-04 |
2021-06-16 |
22.258905668999997 |
19.91007 |
¥-9.8万 |
-10.58% |
跌破离场 |
| 19 |
2021-07-07 |
2021-08-17 |
22.929776869999994 |
40.959 |
¥65.6万 |
+78.57% |
跌破离场 |
| 20 |
2021-08-31 |
2021-09-28 |
52.80857782199999 |
43.946009999999994 |
¥-25.3万 |
-16.81% |
跌破离场 |
| 21 |
2021-11-29 |
2021-12-16 |
55.37190659 |
49.000949999999996 |
¥-14.1万 |
-11.53% |
跌破离场 |
| 22 |
2022-02-17 |
2022-03-07 |
46.06982680299999 |
42.69726 |
¥-8.1万 |
-7.35% |
跌破离场 |
| 23 |
2022-05-24 |
2022-06-23 |
36.006758788 |
33.966 |
¥-5.8万 |
-5.70% |
跌破离场 |
| 24 |
2023-02-02 |
2023-02-17 |
30.689854194999995 |
27.9 |
¥-8.8万 |
-9.12% |
跌破离场 |
| 25 |
2023-07-06 |
2023-07-18 |
26.0078 |
23.876099999999997 |
¥-7.1万 |
-8.22% |
跌破离场 |
| 26 |
2024-03-20 |
2024-03-28 |
20.176201044999996 |
18.70128 |
¥-5.9万 |
-7.34% |
跌破离场 |
| 27 |
2024-04-10 |
2024-04-24 |
21.406419999999997 |
19.03095 |
¥-8.3万 |
-11.12% |
跌破离场 |
| 28 |
2024-10-09 |
2024-11-19 |
22.30669 |
22.90707 |
¥1.8万 |
+2.66% |
跌破离场 |
| 29 |
2025-02-07 |
2025-03-24 |
23.230166959999995 |
22.377599999999997 |
¥-2.5万 |
-3.70% |
跌破离场 |
| 30 |
2025-04-10 |
2025-04-25 |
25.222754557 |
22.977 |
¥-5.9万 |
-8.93% |
跌破离场 |
| 31 |
2025-06-12 |
2025-06-23 |
25.60768 |
23.826150000000002 |
¥-4.2万 |
-6.98% |
跌破离场 |
| 32 |
2025-07-15 |
2025-09-19 |
30.049022003 |
47.752199999999995 |
¥33.3万 |
+58.87% |
跌破离场 |
| 33 |
2025-10-14 |
2025-11-06 |
58.07541739999999 |
47.66229 |
¥-16.1万 |
-17.95% |
跌破离场 |
| 34 |
2026-01-08 |
2026-02-03 |
49.784931 |
48.76119 |
¥-1.5万 |
-2.09% |
跌破离场 |
| 35 |
2026-02-26 |
2026-03-16 |
60.378108 |
50.7492 |
¥-11.5万 |
-15.97% |
跌破离场 |
| 36 |
2026-05-07 |
2026-05-20 |
55.602205659000006 |
49.95 |
¥-6.2万 |
-10.19% |
跌破离场 |
| 37 |
2026-06-23 |
2026-07-09 |
53.626082999999994 |
45.4545 |
¥-8.2万 |
-15.26% |
跌破离场 |
| 38 |
2026-08-10 |
2026-08-21 |
44.13731722399999 |
39.24072 |
¥-5.1万 |
-11.12% |
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 |
|---|
| 2015-03-17 |
突破买入 |
买入 |
26.46644 |
37700.0 |
¥99.8万 |
首仓入场 |
| 2015-05-12 |
跌破离场 |
卖出 |
21.488490000000002 |
37700.0 |
¥81.0万 |
|
| 2015-10-15 |
突破买入 |
买入 |
14.60459 |
55000.0 |
¥80.3万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
14.24574 |
55000.0 |
¥78.3万 |
|
| 2016-03-08 |
突破买入 |
买入 |
13.4134 |
58400.0 |
¥78.4万 |
首仓入场 |
| 2016-05-10 |
跌破离场 |
卖出 |
12.14784 |
58400.0 |
¥70.9万 |
|
| 2016-07-12 |
突破买入 |
买入 |
15.015 |
47200.0 |
¥70.9万 |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
13.63635 |
47200.0 |
¥64.3万 |
|
| 2016-10-26 |
突破买入 |
买入 |
12.88 |
50300.0 |
¥64.8万 |
首仓入场 |
| 2016-12-01 |
跌破离场 |
卖出 |
12.99 |
50300.0 |
¥65.3万 |
|
| 2017-02-17 |
突破买入 |
买入 |
12.89 |
50400.0 |
¥65.0万 |
首仓入场 |
| 2017-03-10 |
跌破离场 |
卖出 |
12.59739 |
50400.0 |
¥63.5万 |
|
| 2017-07-06 |
突破买入 |
买入 |
11.69168 |
54700.0 |
¥64.0万 |
首仓入场 |
| 2017-08-24 |
跌破离场 |
卖出 |
17.34264 |
54700.0 |
¥94.8万 |
|
| 2017-12-29 |
突破买入 |
买入 |
14.72471 |
63900.0 |
¥94.1万 |
首仓入场 |
| 2018-01-16 |
跌破离场 |
卖出 |
13.986 |
63900.0 |
¥89.3万 |
|
| 2018-03-15 |
突破买入 |
买入 |
13.813799999999999 |
65100.0 |
¥90.0万 |
首仓入场 |
| 2018-03-21 |
跌破离场 |
卖出 |
13.1868 |
65100.0 |
¥85.8万 |
|
| 2019-02-27 |
突破买入 |
买入 |
10.960949999999999 |
76100.0 |
¥83.4万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
10.97901 |
76100.0 |
¥83.5万 |
|
| 2019-05-30 |
突破买入 |
买入 |
13.273259999999999 |
63500.0 |
¥84.3万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
11.5884 |
63500.0 |
¥73.6万 |
|
| 2019-12-18 |
突破买入 |
买入 |
10.710699999999997 |
70300.0 |
¥75.3万 |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
10.789200000000001 |
70300.0 |
¥75.8万 |
|
| 2020-05-07 |
突破买入 |
买入 |
9.379369999999998 |
79100.0 |
¥74.2万 |
首仓入场 |
| 2020-06-16 |
跌破离场 |
卖出 |
9.44055 |
79100.0 |
¥74.7万 |
|
| 2020-07-10 |
突破买入 |
买入 |
12.242230000000001 |
61800.0 |
¥75.7万 |
首仓入场 |
| 2020-08-24 |
跌破离场 |
卖出 |
12.93705 |
61800.0 |
¥79.9万 |
|
| 2020-11-17 |
突破买入 |
买入 |
12.212199999999998 |
65600.0 |
¥80.1万 |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
12.65733 |
65600.0 |
¥83.0万 |
|
| 2021-01-12 |
突破买入 |
买入 |
14.204189999999999 |
58200.0 |
¥82.7万 |
首仓入场 |
| 2021-03-24 |
跌破离场 |
卖出 |
18.42156 |
58200.0 |
¥1.07M |
|
| 2021-05-11 |
突破买入 |
买入 |
21.69167 |
48300.0 |
¥1.05M |
首仓入场 |
| 2021-05-25 |
跌破离场 |
卖出 |
19.03095 |
48300.0 |
¥91.9万 |
|
| 2021-06-04 |
突破买入 |
买入 |
22.252229999999997 |
41700.0 |
¥92.8万 |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
19.91007 |
41700.0 |
¥83.0万 |
|
| 2021-07-07 |
突破买入 |
买入 |
22.922899999999995 |
36400.0 |
¥83.5万 |
首仓入场 |
| 2021-08-17 |
跌破离场 |
卖出 |
40.959 |
36400.0 |
¥1.49M |
|
| 2021-08-31 |
突破买入 |
买入 |
52.792739999999995 |
28500.0 |
¥1.51M |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
43.946009999999994 |
28500.0 |
¥1.25M |
|
| 2021-11-29 |
突破买入 |
买入 |
55.35529999999999 |
22100.0 |
¥1.22M |
首仓入场 |
| 2021-12-16 |
跌破离场 |
卖出 |
49.000949999999996 |
22100.0 |
¥1.08M |
|
| 2022-02-17 |
突破买入 |
买入 |
46.05600999999999 |
24000.0 |
¥1.11M |
首仓入场 |
| 2022-03-07 |
跌破离场 |
卖出 |
42.69726 |
24000.0 |
¥1.02M |
|
| 2022-05-24 |
突破买入 |
买入 |
35.99596 |
28400.0 |
¥1.02M |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
33.966 |
28400.0 |
¥96.4万 |
|
| 2023-02-02 |
突破买入 |
买入 |
30.680649999999996 |
31500.0 |
¥96.7万 |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
27.9 |
31500.0 |
¥87.9万 |
|
| 2023-07-06 |
突破买入 |
买入 |
26.0 |
33300.0 |
¥86.6万 |
首仓入场 |
| 2023-07-18 |
跌破离场 |
卖出 |
23.876099999999997 |
33300.0 |
¥79.5万 |
|
| 2024-03-20 |
突破买入 |
买入 |
20.170149999999996 |
39600.0 |
¥79.9万 |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
18.70128 |
39600.0 |
¥74.0万 |
|
| 2024-04-10 |
突破买入 |
买入 |
21.4 |
34900.0 |
¥74.7万 |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
19.03095 |
34900.0 |
¥66.4万 |
|
| 2024-10-09 |
突破买入 |
买入 |
22.3 |
30000.0 |
¥66.9万 |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
22.90707 |
30000.0 |
¥68.7万 |
|
| 2025-02-07 |
突破买入 |
买入 |
23.223199999999995 |
29400.0 |
¥68.3万 |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
22.377599999999997 |
29400.0 |
¥65.8万 |
|
| 2025-04-10 |
突破买入 |
买入 |
25.21519 |
26200.0 |
¥66.1万 |
首仓入场 |
| 2025-04-25 |
跌破离场 |
卖出 |
22.977 |
26200.0 |
¥60.2万 |
|
| 2025-06-12 |
突破买入 |
买入 |
25.6 |
23700.0 |
¥60.7万 |
首仓入场 |
| 2025-06-23 |
跌破离场 |
卖出 |
23.826150000000002 |
23700.0 |
¥56.5万 |
|
| 2025-07-15 |
突破买入 |
买入 |
30.04001 |
18800.0 |
¥56.5万 |
首仓入场 |
| 2025-09-19 |
跌破离场 |
卖出 |
47.752199999999995 |
18800.0 |
¥89.7万 |
|
| 2025-10-14 |
突破买入 |
买入 |
58.05799999999999 |
15400.0 |
¥89.4万 |
首仓入场 |
| 2025-11-06 |
跌破离场 |
卖出 |
47.66229 |
15400.0 |
¥73.4万 |
|
| 2026-01-08 |
突破买入 |
买入 |
49.77 |
14500.0 |
¥72.2万 |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
48.76119 |
14500.0 |
¥70.7万 |
|
| 2026-02-26 |
突破买入 |
买入 |
60.36 |
11900.0 |
¥71.8万 |
首仓入场 |
| 2026-03-16 |
跌破离场 |
卖出 |
50.7492 |
11900.0 |
¥60.4万 |
|
| 2026-05-07 |
突破买入 |
买入 |
55.58553 |
10900.0 |
¥60.6万 |
首仓入场 |
| 2026-05-20 |
跌破离场 |
卖出 |
49.95 |
10900.0 |
¥54.4万 |
|
| 2026-06-23 |
突破买入 |
买入 |
53.61 |
10000.0 |
¥53.6万 |
首仓入场 |
| 2026-07-09 |
跌破离场 |
卖出 |
45.4545 |
10000.0 |
¥45.4万 |
|
| 2026-08-10 |
突破买入 |
买入 |
44.12407999999999 |
10400.0 |
¥45.9万 |
首仓入场 |
| 2026-08-21 |
跌破离场 |
卖出 |
39.24072 |
10400.0 |
¥40.8万 |
|