600115 东方航空 — 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: ¥1.05M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +5.43%）
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 32 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 |
2015-03-12 |
2015-05-08 |
5.707411709999999 |
7.44255 |
¥30.3万 |
+30.36% |
跌破离场 |
| 2 |
2015-05-28 |
2015-07-03 |
9.51235285 |
9.00099 |
¥-6.9万 |
-5.40% |
跌破离场 |
| 3 |
2016-04-20 |
2016-05-27 |
6.3782829109999994 |
6.6233699999999995 |
¥4.7万 |
+3.81% |
跌破离场 |
| 4 |
2016-07-13 |
2016-08-26 |
7.3195051929999995 |
6.6833100000000005 |
¥-11.0万 |
-8.72% |
跌破离场 |
| 5 |
2016-10-20 |
2016-12-16 |
6.5084519499999995 |
6.223769999999999 |
¥-5.1万 |
-4.40% |
跌破离场 |
| 6 |
2016-12-23 |
2017-01-13 |
7.189336154 |
6.8931 |
¥-4.6万 |
-4.15% |
跌破离场 |
| 7 |
2017-02-27 |
2017-04-05 |
7.169310148 |
6.883109999999999 |
¥-4.2万 |
-4.02% |
跌破离场 |
| 8 |
2017-08-18 |
2017-09-22 |
6.959037084999999 |
6.77322 |
¥-2.7万 |
-2.70% |
跌破离场 |
| 9 |
2017-11-02 |
2017-12-13 |
6.999089097 |
7.07292 |
¥1.0万 |
+1.02% |
跌破离场 |
| 10 |
2017-12-27 |
2018-01-18 |
8.220675463 |
7.92207 |
¥-3.7万 |
-3.66% |
跌破离场 |
| 11 |
2018-05-04 |
2018-05-21 |
7.519765252999999 |
7.3726199999999995 |
¥-1.9万 |
-1.99% |
跌破离场 |
| 12 |
2018-06-07 |
2018-06-22 |
8.030428405999999 |
7.53246 |
¥-5.9万 |
-6.23% |
跌破离场 |
| 13 |
2019-02-13 |
2019-04-24 |
5.166709547999999 |
7.07292 |
¥32.9万 |
+36.85% |
跌破离场 |
| 14 |
2019-06-21 |
2019-07-11 |
6.338230898999999 |
6.04395 |
¥-5.7万 |
-4.67% |
跌破离场 |
| 15 |
2019-09-06 |
2019-09-27 |
5.4570866350000005 |
5.254739999999999 |
¥-4.3万 |
-3.74% |
跌破离场 |
| 16 |
2019-12-12 |
2020-01-21 |
5.286865583999999 |
5.304690000000001 |
¥3,463 |
+0.31% |
跌破离场 |
| 17 |
2020-05-06 |
2020-06-30 |
4.225487265999999 |
4.23576 |
¥2,317 |
+0.21% |
跌破离场 |
| 18 |
2020-08-13 |
2020-09-24 |
4.90637147 |
4.995 |
¥2.0万 |
+1.78% |
跌破离场 |
| 19 |
2021-02-02 |
2021-04-29 |
4.6260073859999995 |
5.34465 |
¥17.5万 |
+15.50% |
跌破离场 |
| 20 |
2021-05-26 |
2021-06-08 |
5.737450719 |
5.2347600000000005 |
¥-11.7万 |
-8.79% |
跌破离场 |
| 21 |
2021-09-09 |
2021-09-17 |
4.956436484999999 |
4.5854099999999995 |
¥-9.0万 |
-7.51% |
跌破离场 |
| 22 |
2021-12-30 |
2022-02-24 |
4.976462490999999 |
5.51448 |
¥12.0万 |
+10.78% |
跌破离场 |
| 23 |
2022-06-27 |
2022-09-02 |
4.926397475999999 |
4.68531 |
¥-6.1万 |
-4.92% |
跌破离场 |
| 24 |
2022-09-09 |
2022-11-22 |
5.006501499999999 |
4.995 |
¥-3,059 |
-0.26% |
跌破离场 |
| 25 |
2023-07-04 |
2023-08-15 |
5.016514503 |
4.70529 |
¥-7.3万 |
-6.23% |
跌破离场 |
| 26 |
2024-01-29 |
2024-03-05 |
3.9451231819999997 |
3.6863099999999998 |
¥-7.2万 |
-6.59% |
跌破离场 |
| 27 |
2024-04-29 |
2024-07-11 |
3.744863122 |
3.75 |
¥1,092 |
+0.11% |
跌破离场 |
| 28 |
2025-05-23 |
2025-07-07 |
3.9150841729999994 |
3.80619 |
¥-2.9万 |
-2.81% |
跌破离场 |
| 29 |
2025-08-21 |
2025-09-04 |
4.1553962449999995 |
3.94605 |
¥-5.1万 |
-5.07% |
跌破离场 |
| 30 |
2025-10-16 |
2025-11-26 |
4.3957083169999995 |
4.94505 |
¥11.9万 |
+12.46% |
跌破离场 |
| 31 |
2025-12-18 |
2026-01-29 |
5.617294683 |
5.40459 |
¥-4.0万 |
-3.82% |
跌破离场 |
| 32 |
2026-11-04 |
2026-11-13 |
3.414434023 |
3.49 |
¥2.2万 |
+2.18% |
强平 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-12 |
突破买入 |
买入 |
5.705699999999999 |
175100.0 |
¥99.9万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
7.44255 |
175100.0 |
¥1.30M |
|
| 2015-05-28 |
突破买入 |
买入 |
9.5095 |
134400.0 |
¥1.28M |
首仓入场 |
| 2015-07-03 |
跌破离场 |
卖出 |
9.00099 |
134400.0 |
¥1.21M |
|
| 2016-04-20 |
突破买入 |
买入 |
6.37637 |
192500.0 |
¥1.23M |
首仓入场 |
| 2016-05-27 |
跌破离场 |
卖出 |
6.6233699999999995 |
192500.0 |
¥1.27M |
|
| 2016-07-13 |
突破买入 |
买入 |
7.317309999999999 |
172500.0 |
¥1.26M |
首仓入场 |
| 2016-08-26 |
跌破离场 |
卖出 |
6.6833100000000005 |
172500.0 |
¥1.15M |
|
| 2016-10-20 |
突破买入 |
买入 |
6.506499999999999 |
177600.0 |
¥1.16M |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
6.223769999999999 |
177600.0 |
¥1.11M |
|
| 2016-12-23 |
突破买入 |
买入 |
7.18718 |
155000.0 |
¥1.11M |
首仓入场 |
| 2017-01-13 |
跌破离场 |
卖出 |
6.8931 |
155000.0 |
¥1.07M |
|
| 2017-02-27 |
突破买入 |
买入 |
7.167159999999999 |
144800.0 |
¥1.04M |
首仓入场 |
| 2017-04-05 |
跌破离场 |
卖出 |
6.883109999999999 |
144800.0 |
¥99.6万 |
|
| 2017-08-18 |
突破买入 |
买入 |
6.956949999999999 |
146100.0 |
¥1.02M |
首仓入场 |
| 2017-09-22 |
跌破离场 |
卖出 |
6.77322 |
146100.0 |
¥98.9万 |
|
| 2017-11-02 |
突破买入 |
买入 |
6.996989999999999 |
143000.0 |
¥1.00M |
首仓入场 |
| 2017-12-13 |
跌破离场 |
卖出 |
7.07292 |
143000.0 |
¥1.01M |
|
| 2017-12-27 |
突破买入 |
买入 |
8.21821 |
121500.0 |
¥99.9万 |
首仓入场 |
| 2018-01-18 |
跌破离场 |
卖出 |
7.92207 |
121500.0 |
¥96.2万 |
|
| 2018-05-04 |
突破买入 |
买入 |
7.517509999999999 |
129100.0 |
¥97.1万 |
首仓入场 |
| 2018-05-21 |
跌破离场 |
卖出 |
7.3726199999999995 |
129100.0 |
¥95.2万 |
|
| 2018-06-07 |
突破买入 |
买入 |
8.028019999999998 |
118700.0 |
¥95.3万 |
首仓入场 |
| 2018-06-22 |
跌破离场 |
卖出 |
7.53246 |
118700.0 |
¥89.4万 |
|
| 2019-02-13 |
突破买入 |
买入 |
5.165159999999999 |
172700.0 |
¥89.2万 |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
7.07292 |
172700.0 |
¥1.22M |
|
| 2019-06-21 |
突破买入 |
买入 |
6.336329999999999 |
193400.0 |
¥1.23M |
首仓入场 |
| 2019-07-11 |
跌破离场 |
卖出 |
6.04395 |
193400.0 |
¥1.17M |
|
| 2019-09-06 |
突破买入 |
买入 |
5.455450000000001 |
213000.0 |
¥1.16M |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
5.254739999999999 |
213000.0 |
¥1.12M |
|
| 2019-12-12 |
突破买入 |
买入 |
5.285279999999999 |
213300.0 |
¥1.13M |
首仓入场 |
| 2020-01-21 |
跌破离场 |
卖出 |
5.304690000000001 |
213300.0 |
¥1.13M |
|
| 2020-05-06 |
突破买入 |
买入 |
4.224219999999999 |
257400.0 |
¥1.09M |
首仓入场 |
| 2020-06-30 |
跌破离场 |
卖出 |
4.23576 |
257400.0 |
¥1.09M |
|
| 2020-08-13 |
突破买入 |
买入 |
4.904899999999999 |
229600.0 |
¥1.13M |
首仓入场 |
| 2020-09-24 |
跌破离场 |
卖出 |
4.995 |
229600.0 |
¥1.15M |
|
| 2021-02-02 |
突破买入 |
买入 |
4.624619999999999 |
244100.0 |
¥1.13M |
首仓入场 |
| 2021-04-29 |
跌破离场 |
卖出 |
5.34465 |
244100.0 |
¥1.30M |
|
| 2021-05-26 |
突破买入 |
买入 |
5.73573 |
231500.0 |
¥1.33M |
首仓入场 |
| 2021-06-08 |
跌破离场 |
卖出 |
5.2347600000000005 |
231500.0 |
¥1.21M |
|
| 2021-09-09 |
突破买入 |
买入 |
4.954949999999999 |
243000.0 |
¥1.20M |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
4.5854099999999995 |
243000.0 |
¥1.11M |
|
| 2021-12-30 |
突破买入 |
买入 |
4.974969999999999 |
223500.0 |
¥1.11M |
首仓入场 |
| 2022-02-24 |
跌破离场 |
卖出 |
5.51448 |
223500.0 |
¥1.23M |
|
| 2022-06-27 |
突破买入 |
买入 |
4.924919999999999 |
251400.0 |
¥1.24M |
首仓入场 |
| 2022-09-02 |
跌破离场 |
卖出 |
4.68531 |
251400.0 |
¥1.18M |
|
| 2022-09-09 |
突破买入 |
买入 |
5.004999999999999 |
235300.0 |
¥1.18M |
首仓入场 |
| 2022-11-22 |
跌破离场 |
卖出 |
4.995 |
235300.0 |
¥1.17M |
|
| 2023-07-04 |
突破买入 |
买入 |
5.015009999999999 |
233200.0 |
¥1.17M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
4.70529 |
233200.0 |
¥1.10M |
|
| 2024-01-29 |
突破买入 |
买入 |
3.9439399999999996 |
278600.0 |
¥1.10M |
首仓入场 |
| 2024-03-05 |
跌破离场 |
卖出 |
3.6863099999999998 |
278600.0 |
¥1.03M |
|
| 2024-04-29 |
突破买入 |
买入 |
3.74374 |
272100.0 |
¥1.02M |
首仓入场 |
| 2024-07-11 |
跌破离场 |
卖出 |
3.75 |
272100.0 |
¥1.02M |
|
| 2025-05-23 |
突破买入 |
买入 |
3.9139099999999996 |
262600.0 |
¥1.03M |
首仓入场 |
| 2025-07-07 |
跌破离场 |
卖出 |
3.80619 |
262600.0 |
¥99.9万 |
|
| 2025-08-21 |
突破买入 |
买入 |
4.15415 |
241100.0 |
¥1.00M |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
3.94605 |
241100.0 |
¥95.1万 |
|
| 2025-10-16 |
突破买入 |
买入 |
4.39439 |
216400.0 |
¥95.1万 |
首仓入场 |
| 2025-11-26 |
跌破离场 |
卖出 |
4.94505 |
216400.0 |
¥1.07M |
|
| 2025-12-18 |
突破买入 |
买入 |
5.615609999999999 |
188100.0 |
¥1.06M |
首仓入场 |
| 2026-01-29 |
跌破离场 |
卖出 |
5.40459 |
188100.0 |
¥1.02M |
|
| 2026-11-04 |
突破买入 |
买入 |
3.41341 |
299700.0 |
¥1.02M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
3.49 |
299700 |
¥1.05M |
回测结束强平 |