600118 中国卫星 — 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: ¥1.47M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +47.34%）
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 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 |
2015-03-18 |
2015-04-10 |
33.333286986999994 |
32.91705 |
¥-1.3万 |
-1.28% |
跌破离场 |
| 2 |
2015-04-21 |
2015-06-17 |
37.18829314199999 |
65.51442 |
¥74.7万 |
+76.12% |
跌破离场 |
| 3 |
2015-07-30 |
2015-08-25 |
65.0845195 |
42.62 |
¥-59.8万 |
-34.54% |
跌破离场 |
| 4 |
2015-11-09 |
2015-11-30 |
51.566965450000005 |
45.30465 |
¥-13.6万 |
-12.17% |
跌破离场 |
| 5 |
2016-03-23 |
2016-04-21 |
36.397265905 |
33.066900000000004 |
¥-9.2万 |
-9.18% |
跌破离场 |
| 6 |
2016-06-28 |
2016-07-26 |
33.753833113 |
34.54 |
¥2.1万 |
+2.30% |
跌破离场 |
| 7 |
2016-11-24 |
2016-12-13 |
33.610079999999996 |
31.1688 |
¥-6.7万 |
-7.29% |
跌破离场 |
| 8 |
2017-01-10 |
2017-03-23 |
33.51005 |
32.09787 |
¥-3.6万 |
-4.24% |
跌破离场 |
| 9 |
2017-04-12 |
2017-04-25 |
33.633677077 |
30.90906 |
¥-6.7万 |
-8.13% |
跌破离场 |
| 10 |
2017-06-20 |
2017-07-18 |
27.918373 |
25.854119999999998 |
¥-5.6万 |
-7.42% |
跌破离场 |
| 11 |
2017-09-19 |
2017-10-20 |
28.33679849 |
27.7 |
¥-1.6万 |
-2.28% |
跌破离场 |
| 12 |
2018-03-28 |
2018-04-27 |
22.058645609 |
22.99698 |
¥2.8万 |
+4.22% |
跌破离场 |
| 13 |
2018-07-25 |
2018-08-03 |
19.525355849999997 |
18.23175 |
¥-4.7万 |
-6.65% |
跌破离场 |
| 14 |
2018-09-05 |
2018-10-09 |
18.564107561999997 |
17.942040000000002 |
¥-2.2万 |
-3.38% |
跌破离场 |
| 15 |
2018-11-16 |
2019-01-30 |
17.152274138999996 |
17.7822 |
¥2.3万 |
+3.64% |
跌破离场 |
| 16 |
2019-02-19 |
2019-04-26 |
19.425225819999994 |
23.53644 |
¥14.1万 |
+21.13% |
跌破离场 |
| 17 |
2019-07-05 |
2019-07-23 |
23.700778100999997 |
22.24773 |
¥-5.0万 |
-6.16% |
跌破离场 |
| 18 |
2019-09-03 |
2019-09-18 |
24.151363235999995 |
23.13684 |
¥-3.2万 |
-4.23% |
跌破离场 |
| 19 |
2019-12-17 |
2020-03-02 |
20.907150264 |
34.55541 |
¥47.5万 |
+65.23% |
跌破离场 |
| 20 |
2020-07-10 |
2020-09-04 |
37.158254133 |
36.05391 |
¥-3.6万 |
-3.00% |
跌破离场 |
| 21 |
2020-11-24 |
2020-12-09 |
34.74512040999999 |
32.657309999999995 |
¥-6.9万 |
-6.04% |
跌破离场 |
| 22 |
2021-01-06 |
2021-02-01 |
36.847851039999995 |
32.24772 |
¥-13.6万 |
-12.51% |
跌破离场 |
| 23 |
2021-04-09 |
2021-04-27 |
32.039609 |
30.6693 |
¥-4.1万 |
-4.31% |
跌破离场 |
| 24 |
2021-09-02 |
2021-09-17 |
29.047721702999997 |
28.35162 |
¥-2.2万 |
-2.43% |
跌破离场 |
| 25 |
2021-12-30 |
2022-01-17 |
27.485693234999996 |
25.68 |
¥-5.8万 |
-6.60% |
跌破离场 |
| 26 |
2022-05-31 |
2022-07-12 |
20.12613603 |
19.60038 |
¥-2.2万 |
-2.64% |
跌破离场 |
| 27 |
2022-07-22 |
2022-08-22 |
21.557995459 |
20.809169999999998 |
¥-2.8万 |
-3.50% |
跌破离场 |
| 28 |
2022-11-02 |
2022-12-19 |
23.009880893999995 |
22.20777 |
¥-2.8万 |
-3.51% |
跌破离场 |
| 29 |
2023-01-19 |
2023-03-30 |
22.449152725999998 |
28.60137 |
¥20.7万 |
+27.37% |
跌破离场 |
| 30 |
2023-06-19 |
2023-07-20 |
28.326785486999995 |
29.1708 |
¥2.8万 |
+2.95% |
跌破离场 |
| 31 |
2023-09-11 |
2023-09-20 |
27.826135336999993 |
25.174799999999998 |
¥-9.5万 |
-9.56% |
跌破离场 |
| 32 |
2023-11-14 |
2023-11-23 |
28.697266598 |
27.18279 |
¥-4.8万 |
-5.31% |
跌破离场 |
| 33 |
2024-02-28 |
2024-03-28 |
26.254093865999998 |
24.515459999999997 |
¥-5.6万 |
-6.65% |
跌破离场 |
| 34 |
2024-07-31 |
2024-08-19 |
23.120023927 |
21.35 |
¥-6.1万 |
-7.68% |
跌破离场 |
| 35 |
2024-10-09 |
2024-11-25 |
26.80804 |
26.61336 |
¥-5,512 |
-0.76% |
跌破离场 |
| 36 |
2025-02-11 |
2025-03-25 |
27.425615217 |
27.192779999999996 |
¥-6,386 |
-0.88% |
跌破离场 |
| 37 |
2025-05-13 |
2025-06-20 |
27.786083324999996 |
26.39358 |
¥-3.6万 |
-5.04% |
跌破离场 |
| 38 |
2025-07-01 |
2025-09-24 |
28.537058549999998 |
34.17579 |
¥13.5万 |
+19.72% |
跌破离场 |
| 39 |
2025-10-28 |
2025-11-19 |
39.991933982 |
41.67828 |
¥3.4万 |
+4.19% |
跌破离场 |
| 40 |
2025-12-09 |
2026-01-29 |
48.412869504999996 |
92.50739999999999 |
¥76.7万 |
+91.02% |
跌破离场 |
| 41 |
2026-04-16 |
2026-05-18 |
86.21195582999997 |
95.0 |
¥16.4万 |
+10.16% |
跌破离场 |
| 42 |
2026-07-14 |
2026-07-16 |
86.11182579999999 |
69.95997 |
¥-31.5万 |
-18.78% |
跌破离场 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
突破买入 |
买入 |
33.32328999999999 |
29800.0 |
¥99.3万 |
首仓入场 |
| 2015-04-10 |
跌破离场 |
卖出 |
32.91705 |
29800.0 |
¥98.1万 |
|
| 2015-04-21 |
突破买入 |
买入 |
37.177139999999994 |
26400.0 |
¥98.2万 |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
65.51442 |
26400.0 |
¥1.73M |
|
| 2015-07-30 |
突破买入 |
买入 |
65.065 |
26600.0 |
¥1.73M |
首仓入场 |
| 2015-08-25 |
跌破离场 |
卖出 |
42.62 |
26600.0 |
¥1.13M |
|
| 2015-11-09 |
突破买入 |
买入 |
51.551500000000004 |
21700.0 |
¥1.12M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
45.30465 |
21700.0 |
¥98.3万 |
|
| 2016-03-23 |
突破买入 |
买入 |
36.38635 |
27400.0 |
¥99.7万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
33.066900000000004 |
27400.0 |
¥90.6万 |
|
| 2016-06-28 |
突破买入 |
买入 |
33.74371 |
26600.0 |
¥89.8万 |
首仓入场 |
| 2016-07-26 |
跌破离场 |
卖出 |
34.54 |
26600.0 |
¥91.8万 |
|
| 2016-11-24 |
突破买入 |
买入 |
33.6 |
27500.0 |
¥92.4万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
31.1688 |
27500.0 |
¥85.7万 |
|
| 2017-01-10 |
突破买入 |
买入 |
33.5 |
25600.0 |
¥85.8万 |
首仓入场 |
| 2017-03-23 |
跌破离场 |
卖出 |
32.09787 |
25600.0 |
¥82.1万 |
|
| 2017-04-12 |
突破买入 |
买入 |
33.62359 |
24400.0 |
¥82.1万 |
首仓入场 |
| 2017-04-25 |
跌破离场 |
卖出 |
30.90906 |
24400.0 |
¥75.4万 |
|
| 2017-06-20 |
突破买入 |
买入 |
27.91 |
27000.0 |
¥75.4万 |
首仓入场 |
| 2017-07-18 |
跌破离场 |
卖出 |
25.854119999999998 |
27000.0 |
¥69.8万 |
|
| 2017-09-19 |
突破买入 |
买入 |
28.3283 |
24700.0 |
¥70.0万 |
首仓入场 |
| 2017-10-20 |
跌破离场 |
卖出 |
27.7 |
24700.0 |
¥68.4万 |
|
| 2018-03-28 |
突破买入 |
买入 |
22.05203 |
30500.0 |
¥67.3万 |
首仓入场 |
| 2018-04-27 |
跌破离场 |
卖出 |
22.99698 |
30500.0 |
¥70.1万 |
|
| 2018-07-25 |
突破买入 |
买入 |
19.519499999999997 |
36500.0 |
¥71.3万 |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
18.23175 |
36500.0 |
¥66.5万 |
|
| 2018-09-05 |
突破买入 |
买入 |
18.558539999999997 |
35800.0 |
¥66.5万 |
首仓入场 |
| 2018-10-09 |
跌破离场 |
卖出 |
17.942040000000002 |
35800.0 |
¥64.2万 |
|
| 2018-11-16 |
突破买入 |
买入 |
17.147129999999997 |
37500.0 |
¥64.3万 |
首仓入场 |
| 2019-01-30 |
跌破离场 |
卖出 |
17.7822 |
37500.0 |
¥66.7万 |
|
| 2019-02-19 |
突破买入 |
买入 |
19.419399999999996 |
34300.0 |
¥66.6万 |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
23.53644 |
34300.0 |
¥80.7万 |
|
| 2019-07-05 |
突破买入 |
买入 |
23.693669999999997 |
34100.0 |
¥80.8万 |
首仓入场 |
| 2019-07-23 |
跌破离场 |
卖出 |
22.24773 |
34100.0 |
¥75.8万 |
|
| 2019-09-03 |
突破买入 |
买入 |
24.144119999999997 |
31300.0 |
¥75.6万 |
首仓入场 |
| 2019-09-18 |
跌破离场 |
卖出 |
23.13684 |
31300.0 |
¥72.4万 |
|
| 2019-12-17 |
突破买入 |
买入 |
20.900879999999997 |
34800.0 |
¥72.8万 |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
34.55541 |
34800.0 |
¥1.20M |
|
| 2020-07-10 |
突破买入 |
买入 |
37.14711 |
32300.0 |
¥1.20M |
首仓入场 |
| 2020-09-04 |
跌破离场 |
卖出 |
36.05391 |
32300.0 |
¥1.16M |
|
| 2020-11-24 |
突破买入 |
买入 |
34.7347 |
33100.0 |
¥1.15M |
首仓入场 |
| 2020-12-09 |
跌破离场 |
卖出 |
32.657309999999995 |
33100.0 |
¥1.08M |
|
| 2021-01-06 |
突破买入 |
买入 |
36.83679999999999 |
29600.0 |
¥1.09M |
首仓入场 |
| 2021-02-01 |
跌破离场 |
卖出 |
32.24772 |
29600.0 |
¥95.4万 |
|
| 2021-04-09 |
突破买入 |
买入 |
32.03 |
29900.0 |
¥95.8万 |
首仓入场 |
| 2021-04-27 |
跌破离场 |
卖出 |
30.6693 |
29900.0 |
¥91.7万 |
|
| 2021-09-02 |
突破买入 |
买入 |
29.039009999999998 |
31000.0 |
¥90.0万 |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
28.35162 |
31000.0 |
¥87.9万 |
|
| 2021-12-30 |
突破买入 |
买入 |
27.477449999999997 |
32100.0 |
¥88.2万 |
首仓入场 |
| 2022-01-17 |
跌破离场 |
卖出 |
25.68 |
32100.0 |
¥82.4万 |
|
| 2022-05-31 |
突破买入 |
买入 |
20.1201 |
41300.0 |
¥83.1万 |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
19.60038 |
41300.0 |
¥80.9万 |
|
| 2022-07-22 |
突破买入 |
买入 |
21.55153 |
37100.0 |
¥80.0万 |
首仓入场 |
| 2022-08-22 |
跌破离场 |
卖出 |
20.809169999999998 |
37100.0 |
¥77.2万 |
|
| 2022-11-02 |
突破买入 |
买入 |
23.002979999999997 |
34200.0 |
¥78.7万 |
首仓入场 |
| 2022-12-19 |
跌破离场 |
卖出 |
22.20777 |
34200.0 |
¥75.9万 |
|
| 2023-01-19 |
突破买入 |
买入 |
22.44242 |
33700.0 |
¥75.7万 |
首仓入场 |
| 2023-03-30 |
跌破离场 |
卖出 |
28.60137 |
33700.0 |
¥96.4万 |
|
| 2023-06-19 |
突破买入 |
买入 |
28.318289999999998 |
34100.0 |
¥96.6万 |
首仓入场 |
| 2023-07-20 |
跌破离场 |
卖出 |
29.1708 |
34100.0 |
¥99.4万 |
|
| 2023-09-11 |
突破买入 |
买入 |
27.817789999999995 |
35700.0 |
¥99.3万 |
首仓入场 |
| 2023-09-20 |
跌破离场 |
卖出 |
25.174799999999998 |
35700.0 |
¥89.8万 |
|
| 2023-11-14 |
突破买入 |
买入 |
28.68866 |
31200.0 |
¥89.5万 |
首仓入场 |
| 2023-11-23 |
跌破离场 |
卖出 |
27.18279 |
31200.0 |
¥84.8万 |
|
| 2024-02-28 |
突破买入 |
买入 |
26.246219999999997 |
32300.0 |
¥84.8万 |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
24.515459999999997 |
32300.0 |
¥79.2万 |
|
| 2024-07-31 |
突破买入 |
买入 |
23.113089999999996 |
34500.0 |
¥79.8万 |
首仓入场 |
| 2024-08-19 |
跌破离场 |
卖出 |
21.35 |
34500.0 |
¥73.6万 |
|
| 2024-10-09 |
突破买入 |
买入 |
26.8 |
27200.0 |
¥72.9万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
26.61336 |
27200.0 |
¥72.4万 |
|
| 2025-02-11 |
突破买入 |
买入 |
27.417389999999997 |
26500.0 |
¥72.7万 |
首仓入场 |
| 2025-03-25 |
跌破离场 |
卖出 |
27.192779999999996 |
26500.0 |
¥72.0万 |
|
| 2025-05-13 |
突破买入 |
买入 |
27.777749999999994 |
26000.0 |
¥72.2万 |
首仓入场 |
| 2025-06-20 |
跌破离场 |
卖出 |
26.39358 |
26000.0 |
¥68.6万 |
|
| 2025-07-01 |
突破买入 |
买入 |
28.528499999999994 |
24000.0 |
¥68.5万 |
首仓入场 |
| 2025-09-24 |
跌破离场 |
卖出 |
34.17579 |
24000.0 |
¥82.0万 |
|
| 2025-10-28 |
突破买入 |
买入 |
39.97993999999999 |
20300.0 |
¥81.2万 |
首仓入场 |
| 2025-11-19 |
跌破离场 |
卖出 |
41.67828 |
20300.0 |
¥84.6万 |
|
| 2025-12-09 |
突破买入 |
买入 |
48.39834999999999 |
17400.0 |
¥84.2万 |
首仓入场 |
| 2026-01-29 |
跌破离场 |
卖出 |
92.50739999999999 |
17400.0 |
¥1.61M |
|
| 2026-04-16 |
突破买入 |
买入 |
86.18609999999998 |
18700.0 |
¥1.61M |
首仓入场 |
| 2026-05-18 |
跌破离场 |
卖出 |
95.0 |
18700.0 |
¥1.78M |
|
| 2026-07-14 |
突破买入 |
买入 |
86.08599999999998 |
19500.0 |
¥1.68M |
首仓入场 |
| 2026-07-16 |
跌破离场 |
卖出 |
69.95997 |
19500.0 |
¥1.36M |
|