600160 巨化股份 — 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: ¥35.0万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -65.03%）
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 49 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 |
2015-03-05 |
2015-05-08 |
7.890246363999999 |
8.75124 |
¥10.6万 |
+10.88% |
跌破离场 |
| 2 |
2015-05-25 |
2015-06-30 |
10.703900206999998 |
10.31967 |
¥-4.0万 |
-3.62% |
跌破离场 |
| 3 |
2015-07-31 |
2015-09-02 |
11.745252519 |
10.0899 |
¥-14.6万 |
-14.12% |
跌破离场 |
| 4 |
2015-11-16 |
2016-01-05 |
17.492716241 |
19.8801 |
¥12.5万 |
+13.61% |
跌破离场 |
| 5 |
2016-04-19 |
2016-04-26 |
12.736539815999999 |
11.318670000000001 |
¥-11.6万 |
-11.16% |
跌破离场 |
| 6 |
2016-07-06 |
2016-07-28 |
11.024316302999999 |
10.2897 |
¥-6.1万 |
-6.69% |
跌破离场 |
| 7 |
2016-09-08 |
2016-09-19 |
10.81404324 |
10.16 |
¥-5.2万 |
-6.08% |
跌破离场 |
| 8 |
2016-11-15 |
2016-11-25 |
11.414823419999998 |
10.82 |
¥-4.2万 |
-5.24% |
跌破离场 |
| 9 |
2017-01-05 |
2017-02-20 |
10.91417327 |
11.03895 |
¥8,527 |
+1.11% |
跌破离场 |
| 10 |
2017-04-27 |
2017-05-22 |
12.966838884999998 |
12.70728 |
¥-1.6万 |
-2.03% |
跌破离场 |
| 11 |
2017-07-03 |
2017-07-18 |
12.045642609 |
10.71927 |
¥-8.4万 |
-11.04% |
跌破离场 |
| 12 |
2017-08-01 |
2017-08-14 |
12.716513809999999 |
11.45 |
¥-6.8万 |
-9.99% |
跌破离场 |
| 13 |
2017-10-12 |
2017-11-03 |
12.716513809999997 |
11.268719999999998 |
¥-6.9万 |
-11.41% |
跌破离场 |
| 14 |
2017-12-21 |
2018-02-12 |
10.773991228 |
10.05993 |
¥-3.6万 |
-6.66% |
跌破离场 |
| 15 |
2018-02-28 |
2018-03-26 |
12.155785642 |
11.39859 |
¥-3.1万 |
-6.26% |
跌破离场 |
| 16 |
2018-05-18 |
2018-05-31 |
12.035629605999997 |
11.04894 |
¥-3.9万 |
-8.23% |
跌破离场 |
| 17 |
2018-07-23 |
2018-08-07 |
7.7901163339999995 |
7.32 |
¥-2.6万 |
-6.06% |
跌破离场 |
| 18 |
2018-08-14 |
2018-09-11 |
8.10243 |
7.15284 |
¥-4.8万 |
-11.75% |
跌破离场 |
| 19 |
2018-11-06 |
2018-11-26 |
7.319505192999999 |
6.87312 |
¥-2.2万 |
-6.13% |
跌破离场 |
| 20 |
2019-01-24 |
2019-04-29 |
7.0892061239999995 |
8.2917 |
¥5.8万 |
+16.93% |
跌破离场 |
| 21 |
2019-07-02 |
2019-08-07 |
7.489726244 |
7.52247 |
¥1,607 |
+0.41% |
跌破离场 |
| 22 |
2019-12-27 |
2020-02-04 |
7.289466183999999 |
6.02 |
¥-6.9万 |
-17.44% |
跌破离场 |
| 23 |
2020-02-20 |
2020-03-10 |
7.692307 |
7.442550000000001 |
¥-1.1万 |
-3.28% |
跌破离场 |
| 24 |
2020-07-03 |
2020-09-08 |
7.019115102999999 |
6.82317 |
¥-9,028 |
-2.82% |
跌破离场 |
| 25 |
2020-11-17 |
2020-12-04 |
7.259427174999999 |
7.50249 |
¥1.0万 |
+3.32% |
跌破离场 |
| 26 |
2021-01-26 |
2021-03-03 |
8.851494652 |
8.5914 |
¥-9,404 |
-2.97% |
跌破离场 |
| 27 |
2021-05-18 |
2021-06-15 |
9.562417864999999 |
9.1908 |
¥-1.2万 |
-3.92% |
跌破离场 |
| 28 |
2021-07-13 |
2021-08-04 |
10.884134260999996 |
10.98 |
¥2,490 |
+0.85% |
跌破离场 |
| 29 |
2022-01-27 |
2022-03-08 |
13.177111948 |
13.75623 |
¥1.3万 |
+4.36% |
跌破离场 |
| 30 |
2022-06-14 |
2022-08-25 |
12.265928674999998 |
16.32366 |
¥10.2万 |
+33.04% |
跌破离场 |
| 31 |
2022-10-21 |
2022-12-14 |
16.080882818 |
16.05393 |
¥-816 |
-0.20% |
跌破离场 |
| 32 |
2023-02-03 |
2023-03-15 |
16.921975069999995 |
17.90208 |
¥2.4万 |
+5.76% |
跌破离场 |
| 33 |
2023-04-20 |
2023-04-25 |
18.714302607 |
16.54344 |
¥-5.1万 |
-11.63% |
跌破离场 |
| 34 |
2023-07-13 |
2023-08-02 |
14.218464259999998 |
14.63535 |
¥1.1万 |
+2.90% |
跌破离场 |
| 35 |
2023-11-16 |
2023-12-27 |
15.334599 |
16.05393 |
¥1.9万 |
+4.66% |
跌破离场 |
| 36 |
2024-02-21 |
2024-03-12 |
19.675550894999997 |
19.72026 |
¥819 |
+0.20% |
跌破离场 |
| 37 |
2024-03-19 |
2024-04-11 |
21.918463567000003 |
21.65832 |
¥-5,040 |
-1.22% |
跌破离场 |
| 38 |
2024-05-08 |
2024-05-24 |
25.042520503 |
23.88609 |
¥-1.9万 |
-4.65% |
跌破离场 |
| 39 |
2024-07-02 |
2024-07-17 |
25.032507499999998 |
21.4785 |
¥-5.6万 |
-14.22% |
跌破离场 |
| 40 |
2024-12-24 |
2025-02-20 |
24.031207199999997 |
23.85612 |
¥-2,570 |
-0.76% |
跌破离场 |
| 41 |
2025-03-11 |
2025-03-24 |
25.833547739999997 |
23.65632 |
¥-2.8万 |
-8.46% |
跌破离场 |
| 42 |
2025-06-17 |
2025-07-11 |
28.617162573999995 |
26.783189999999998 |
¥-2.0万 |
-6.44% |
跌破离场 |
| 43 |
2025-08-08 |
2025-10-20 |
28.466967529 |
35.49 |
¥7.1万 |
+24.63% |
跌破离场 |
| 44 |
2025-12-23 |
2026-01-13 |
37.728995303999994 |
36.47349 |
¥-1.2万 |
-3.36% |
跌破离场 |
| 45 |
2026-01-20 |
2026-03-13 |
39.481270828999996 |
39.41055 |
¥-726 |
-0.21% |
跌破离场 |
| 46 |
2026-04-30 |
2026-05-15 |
36.727695004 |
35.964 |
¥-7,280 |
-2.11% |
跌破离场 |
| 47 |
2026-06-03 |
2026-07-09 |
38.20961944799999 |
45.87408 |
¥6.7万 |
+20.02% |
跌破离场 |
| 48 |
2026-08-11 |
2026-08-20 |
44.067226203 |
38.97099 |
¥-4.6万 |
-11.59% |
跌破离场 |
| 49 |
2026-11-06 |
2026-11-13 |
32.051622603 |
31.02 |
¥-1.1万 |
-3.25% |
强平 |
逐笔成交记录（共 98 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-05 |
突破买入 |
买入 |
7.887879999999999 |
123300.0 |
¥97.3万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
8.75124 |
123300.0 |
¥1.08M |
|
| 2015-05-25 |
突破买入 |
买入 |
10.700689999999998 |
102500.0 |
¥1.10M |
首仓入场 |
| 2015-06-30 |
跌破离场 |
卖出 |
10.31967 |
102500.0 |
¥1.06M |
|
| 2015-07-31 |
突破买入 |
买入 |
11.741729999999999 |
88300.0 |
¥1.04M |
首仓入场 |
| 2015-09-02 |
跌破离场 |
卖出 |
10.0899 |
88300.0 |
¥89.1万 |
|
| 2015-11-16 |
突破买入 |
买入 |
17.48747 |
52400.0 |
¥91.7万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
19.8801 |
52400.0 |
¥1.04M |
|
| 2016-04-19 |
突破买入 |
买入 |
12.732719999999999 |
81900.0 |
¥1.04M |
首仓入场 |
| 2016-04-26 |
跌破离场 |
卖出 |
11.318670000000001 |
81900.0 |
¥92.7万 |
|
| 2016-07-06 |
突破买入 |
买入 |
11.021009999999999 |
83100.0 |
¥91.6万 |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
10.2897 |
83100.0 |
¥85.5万 |
|
| 2016-09-08 |
突破买入 |
买入 |
10.8108 |
79600.0 |
¥86.1万 |
首仓入场 |
| 2016-09-19 |
跌破离场 |
卖出 |
10.16 |
79600.0 |
¥80.8万 |
|
| 2016-11-15 |
突破买入 |
买入 |
11.411399999999999 |
70800.0 |
¥80.8万 |
首仓入场 |
| 2016-11-25 |
跌破离场 |
卖出 |
10.82 |
70800.0 |
¥76.6万 |
|
| 2017-01-05 |
突破买入 |
买入 |
10.9109 |
70200.0 |
¥76.6万 |
首仓入场 |
| 2017-02-20 |
跌破离场 |
卖出 |
11.03895 |
70200.0 |
¥77.5万 |
|
| 2017-04-27 |
突破买入 |
买入 |
12.962949999999998 |
60200.0 |
¥78.1万 |
首仓入场 |
| 2017-05-22 |
跌破离场 |
卖出 |
12.70728 |
60200.0 |
¥76.5万 |
|
| 2017-07-03 |
突破买入 |
买入 |
12.042029999999999 |
63300.0 |
¥76.2万 |
首仓入场 |
| 2017-07-18 |
跌破离场 |
卖出 |
10.71927 |
63300.0 |
¥67.8万 |
|
| 2017-08-01 |
突破买入 |
买入 |
12.712699999999998 |
53200.0 |
¥67.7万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
11.45 |
53200.0 |
¥60.9万 |
|
| 2017-10-12 |
突破买入 |
买入 |
12.712699999999998 |
47500.0 |
¥60.4万 |
首仓入场 |
| 2017-11-03 |
跌破离场 |
卖出 |
11.268719999999998 |
47500.0 |
¥53.5万 |
|
| 2017-12-21 |
突破买入 |
买入 |
10.77076 |
50000.0 |
¥53.9万 |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
10.05993 |
50000.0 |
¥50.3万 |
|
| 2018-02-28 |
突破买入 |
买入 |
12.15214 |
41100.0 |
¥50.0万 |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
11.39859 |
41100.0 |
¥46.8万 |
|
| 2018-05-18 |
突破买入 |
买入 |
12.032019999999997 |
39400.0 |
¥47.4万 |
首仓入场 |
| 2018-05-31 |
跌破离场 |
卖出 |
11.04894 |
39400.0 |
¥43.5万 |
|
| 2018-07-23 |
突破买入 |
买入 |
7.78778 |
55900.0 |
¥43.5万 |
首仓入场 |
| 2018-08-07 |
跌破离场 |
卖出 |
7.32 |
55900.0 |
¥40.9万 |
|
| 2018-08-14 |
突破买入 |
买入 |
8.1 |
50600.0 |
¥41.0万 |
首仓入场 |
| 2018-09-11 |
跌破离场 |
卖出 |
7.15284 |
50600.0 |
¥36.2万 |
|
| 2018-11-06 |
突破买入 |
买入 |
7.317309999999999 |
49400.0 |
¥36.2万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
6.87312 |
49400.0 |
¥33.9万 |
|
| 2019-01-24 |
突破买入 |
买入 |
7.087079999999999 |
48000.0 |
¥34.0万 |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
8.2917 |
48000.0 |
¥39.8万 |
|
| 2019-07-02 |
突破买入 |
买入 |
7.48748 |
52700.0 |
¥39.5万 |
首仓入场 |
| 2019-08-07 |
跌破离场 |
卖出 |
7.52247 |
52700.0 |
¥39.6万 |
|
| 2019-12-27 |
突破买入 |
买入 |
7.287279999999999 |
54600.0 |
¥39.8万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
6.02 |
54600.0 |
¥32.9万 |
|
| 2020-02-20 |
突破买入 |
买入 |
7.69 |
42800.0 |
¥32.9万 |
首仓入场 |
| 2020-03-10 |
跌破离场 |
卖出 |
7.442550000000001 |
42800.0 |
¥31.8万 |
|
| 2020-07-03 |
突破买入 |
买入 |
7.017009999999999 |
45600.0 |
¥32.0万 |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
6.82317 |
45600.0 |
¥31.1万 |
|
| 2020-11-17 |
突破买入 |
买入 |
7.257249999999998 |
42500.0 |
¥30.9万 |
首仓入场 |
| 2020-12-04 |
跌破离场 |
卖出 |
7.50249 |
42500.0 |
¥31.9万 |
|
| 2021-01-26 |
突破买入 |
买入 |
8.84884 |
35800.0 |
¥31.7万 |
首仓入场 |
| 2021-03-03 |
跌破离场 |
卖出 |
8.5914 |
35800.0 |
¥30.7万 |
|
| 2021-05-18 |
突破买入 |
买入 |
9.55955 |
32300.0 |
¥30.9万 |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
9.1908 |
32300.0 |
¥29.7万 |
|
| 2021-07-13 |
突破买入 |
买入 |
10.880869999999998 |
26900.0 |
¥29.3万 |
首仓入场 |
| 2021-08-04 |
跌破离场 |
卖出 |
10.98 |
26900.0 |
¥29.5万 |
|
| 2022-01-27 |
突破买入 |
买入 |
13.17316 |
22600.0 |
¥29.8万 |
首仓入场 |
| 2022-03-08 |
跌破离场 |
卖出 |
13.75623 |
22600.0 |
¥31.1万 |
|
| 2022-06-14 |
突破买入 |
买入 |
12.26225 |
25100.0 |
¥30.8万 |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
16.32366 |
25100.0 |
¥41.0万 |
|
| 2022-10-21 |
突破买入 |
买入 |
16.07606 |
25700.0 |
¥41.3万 |
首仓入场 |
| 2022-12-14 |
跌破离场 |
卖出 |
16.05393 |
25700.0 |
¥41.2万 |
|
| 2023-02-03 |
突破买入 |
买入 |
16.9169 |
24500.0 |
¥41.5万 |
首仓入场 |
| 2023-03-15 |
跌破离场 |
卖出 |
17.90208 |
24500.0 |
¥43.8万 |
|
| 2023-04-20 |
突破买入 |
买入 |
18.70869 |
23400.0 |
¥43.8万 |
首仓入场 |
| 2023-04-25 |
跌破离场 |
卖出 |
16.54344 |
23400.0 |
¥38.7万 |
|
| 2023-07-13 |
突破买入 |
买入 |
14.214199999999998 |
26800.0 |
¥38.1万 |
首仓入场 |
| 2023-08-02 |
跌破离场 |
卖出 |
14.63535 |
26800.0 |
¥39.2万 |
|
| 2023-11-16 |
突破买入 |
买入 |
15.33 |
25900.0 |
¥39.7万 |
首仓入场 |
| 2023-12-27 |
跌破离场 |
卖出 |
16.05393 |
25900.0 |
¥41.6万 |
|
| 2024-02-21 |
突破买入 |
买入 |
19.669649999999997 |
21100.0 |
¥41.5万 |
首仓入场 |
| 2024-03-12 |
跌破离场 |
卖出 |
19.72026 |
21100.0 |
¥41.6万 |
|
| 2024-03-19 |
突破买入 |
买入 |
21.91189 |
18900.0 |
¥41.4万 |
首仓入场 |
| 2024-04-11 |
跌破离场 |
卖出 |
21.65832 |
18900.0 |
¥40.9万 |
|
| 2024-05-08 |
突破买入 |
买入 |
25.03501 |
16300.0 |
¥40.8万 |
首仓入场 |
| 2024-05-24 |
跌破离场 |
卖出 |
23.88609 |
16300.0 |
¥38.9万 |
|
| 2024-07-02 |
突破买入 |
买入 |
25.025 |
15700.0 |
¥39.3万 |
首仓入场 |
| 2024-07-17 |
跌破离场 |
卖出 |
21.4785 |
15700.0 |
¥33.7万 |
|
| 2024-12-24 |
突破买入 |
买入 |
24.023999999999997 |
14100.0 |
¥33.9万 |
首仓入场 |
| 2025-02-20 |
跌破离场 |
卖出 |
23.85612 |
14100.0 |
¥33.6万 |
|
| 2025-03-11 |
突破买入 |
买入 |
25.825799999999997 |
12900.0 |
¥33.3万 |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
23.65632 |
12900.0 |
¥30.5万 |
|
| 2025-06-17 |
突破买入 |
买入 |
28.608579999999993 |
10800.0 |
¥30.9万 |
首仓入场 |
| 2025-07-11 |
跌破离场 |
卖出 |
26.783189999999998 |
10800.0 |
¥28.9万 |
|
| 2025-08-08 |
突破买入 |
买入 |
28.45843 |
10100.0 |
¥28.8万 |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
35.49 |
10100.0 |
¥35.8万 |
|
| 2025-12-23 |
突破买入 |
买入 |
37.717679999999994 |
9500.0 |
¥35.8万 |
首仓入场 |
| 2026-01-13 |
跌破离场 |
卖出 |
36.47349 |
9500.0 |
¥34.6万 |
|
| 2026-01-20 |
突破买入 |
买入 |
39.469429999999996 |
8800.0 |
¥34.7万 |
首仓入场 |
| 2026-03-13 |
跌破离场 |
卖出 |
39.41055 |
8800.0 |
¥34.7万 |
|
| 2026-04-30 |
突破买入 |
买入 |
36.71668 |
9400.0 |
¥34.5万 |
首仓入场 |
| 2026-05-15 |
跌破离场 |
卖出 |
35.964 |
9400.0 |
¥33.8万 |
|
| 2026-06-03 |
突破买入 |
买入 |
38.198159999999994 |
8800.0 |
¥33.6万 |
首仓入场 |
| 2026-07-09 |
跌破离场 |
卖出 |
45.87408 |
8800.0 |
¥40.4万 |
|
| 2026-08-11 |
突破买入 |
买入 |
44.05400999999999 |
9100.0 |
¥40.1万 |
首仓入场 |
| 2026-08-20 |
跌破离场 |
卖出 |
38.97099 |
9100.0 |
¥35.5万 |
|
| 2026-11-06 |
突破买入 |
买入 |
32.04201 |
10800.0 |
¥34.6万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
31.02 |
10800 |
¥33.5万 |
回测结束强平 |