600176 中国巨石 — 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: ¥1.84M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +84.37%）
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 40 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 |
2015-03-16 |
2015-06-23 |
18.654224589 |
28.7712 |
¥54.1万 |
+54.19% |
跌破离场 |
| 2 |
2015-08-17 |
2015-08-24 |
31.921453563999997 |
24.0759 |
¥-37.1万 |
-24.60% |
跌破离场 |
| 3 |
2015-11-06 |
2015-11-30 |
24.732117409999994 |
23.666310000000003 |
¥-5.1万 |
-4.34% |
跌破离场 |
| 4 |
2015-12-21 |
2016-01-05 |
26.83484804 |
22.36761 |
¥-18.5万 |
-16.67% |
跌破离场 |
| 5 |
2016-04-06 |
2016-04-21 |
22.168788642 |
20.60937 |
¥-6.5万 |
-7.06% |
跌破离场 |
| 6 |
2016-06-29 |
2016-08-08 |
9.642521889000001 |
10.72926 |
¥9.8万 |
+11.24% |
跌破离场 |
| 7 |
2016-11-11 |
2016-12-05 |
11.474901438 |
10.799190000000001 |
¥-5.7万 |
-5.92% |
跌破离场 |
| 8 |
2017-02-14 |
2017-03-06 |
10.773991228 |
10.64934 |
¥-1.1万 |
-1.19% |
跌破离场 |
| 9 |
2017-04-10 |
2017-04-25 |
11.364758404999998 |
10.89 |
¥-3.8万 |
-4.21% |
跌破离场 |
| 10 |
2017-07-03 |
2017-07-18 |
10.984264291 |
10.31967 |
¥-5.2万 |
-6.08% |
跌破离场 |
| 11 |
2017-09-28 |
2017-11-28 |
10.964238284999999 |
13.526459999999998 |
¥18.8万 |
+23.33% |
跌破离场 |
| 12 |
2017-12-26 |
2018-01-18 |
16.351233899 |
16.2837 |
¥-4,360 |
-0.44% |
跌破离场 |
| 13 |
2018-03-16 |
2018-03-26 |
17.242391165999997 |
15.0849 |
¥-12.4万 |
-12.54% |
跌破离场 |
| 14 |
2018-07-25 |
2018-08-03 |
11.534979455999999 |
10.339649999999999 |
¥-8.9万 |
-10.39% |
跌破离场 |
| 15 |
2018-11-14 |
2018-12-26 |
10.333419095999998 |
9.85014 |
¥-3.7万 |
-4.71% |
跌破离场 |
| 16 |
2019-01-28 |
2019-03-11 |
10.233289066 |
10.369620000000001 |
¥9,658 |
+1.30% |
跌破离场 |
| 17 |
2019-04-03 |
2019-04-23 |
11.384784410999996 |
11.128860000000001 |
¥-1.7万 |
-2.28% |
跌破离场 |
| 18 |
2019-06-25 |
2019-07-09 |
9.742922 |
9.24075 |
¥-3.8万 |
-5.18% |
跌破离场 |
| 19 |
2019-11-08 |
2020-02-03 |
9.011702699999999 |
9.0 |
¥-1,112 |
-0.16% |
跌破离场 |
| 20 |
2020-05-06 |
2020-05-29 |
8.671260598 |
8.72127 |
¥3,735 |
+0.55% |
跌破离场 |
| 21 |
2020-06-10 |
2020-09-11 |
9.902859967 |
13.36 |
¥24.4万 |
+34.87% |
跌破离场 |
| 22 |
2020-11-11 |
2020-12-17 |
16.381272908 |
16.02 |
¥-2.1万 |
-2.23% |
跌破离场 |
| 23 |
2020-12-29 |
2021-02-25 |
19.775680925 |
23.34663 |
¥16.5万 |
+18.02% |
跌破离场 |
| 24 |
2021-08-12 |
2021-09-27 |
17.733028313 |
19.270709999999998 |
¥9.3万 |
+8.64% |
跌破离场 |
| 25 |
2022-04-11 |
2022-04-21 |
16.12093483 |
15.04494 |
¥-7.8万 |
-6.70% |
跌破离场 |
| 26 |
2022-05-23 |
2022-05-27 |
16.644992 |
15.5844 |
¥-7.1万 |
-6.40% |
跌破离场 |
| 27 |
2022-06-07 |
2022-07-07 |
16.691676000999998 |
16.153830000000003 |
¥-3.3万 |
-3.25% |
跌破离场 |
| 28 |
2022-11-23 |
2022-12-20 |
14.068269215 |
14.085899999999999 |
¥949 |
+0.10% |
跌破离场 |
| 29 |
2023-02-03 |
2023-03-10 |
15.019504499999998 |
14.855129999999999 |
¥-1.1万 |
-1.12% |
跌破离场 |
| 30 |
2023-04-19 |
2023-04-24 |
16.12093483 |
14.645340000000001 |
¥-9.1万 |
-9.18% |
跌破离场 |
| 31 |
2023-07-27 |
2023-08-14 |
14.528867352999999 |
14.235750000000001 |
¥-1.8万 |
-2.05% |
跌破离场 |
| 32 |
2024-02-20 |
2024-05-28 |
9.822755942999999 |
12.14784 |
¥20.7万 |
+23.63% |
跌破离场 |
| 33 |
2024-10-09 |
2024-11-18 |
11.703510000000001 |
11.06892 |
¥-5.8万 |
-5.45% |
跌破离场 |
| 34 |
2025-03-10 |
2025-04-08 |
11.955525581999998 |
11.938049999999999 |
¥-1,805 |
-0.18% |
跌破离场 |
| 35 |
2025-07-07 |
2025-08-05 |
12.065668615 |
12.357629999999999 |
¥2.4万 |
+2.39% |
跌破离场 |
| 36 |
2025-09-02 |
2025-10-20 |
16.060856811999997 |
15.42456 |
¥-4.1万 |
-3.99% |
跌破离场 |
| 37 |
2025-12-24 |
2026-03-18 |
16.371259905000002 |
24.20577 |
¥48.3万 |
+47.81% |
跌破离场 |
| 38 |
2026-04-13 |
2026-06-09 |
29.107799721 |
37.03293 |
¥40.3万 |
+27.19% |
跌破离场 |
| 39 |
2026-06-17 |
2026-07-09 |
49.06371469999999 |
56.943 |
¥29.9万 |
+16.02% |
跌破离场 |
| 40 |
2026-08-18 |
2026-09-29 |
46.390242898999986 |
38.961 |
¥-35.1万 |
-16.04% |
跌破离场 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-16 |
突破买入 |
买入 |
18.648629999999997 |
53500.0 |
¥99.8万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
28.7712 |
53500.0 |
¥1.54M |
|
| 2015-08-17 |
突破买入 |
买入 |
31.911879999999996 |
47200.0 |
¥1.51M |
首仓入场 |
| 2015-08-24 |
跌破离场 |
卖出 |
24.0759 |
47200.0 |
¥1.14M |
|
| 2015-11-06 |
突破买入 |
买入 |
24.7247 |
47200.0 |
¥1.17M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
23.666310000000003 |
47200.0 |
¥1.12M |
|
| 2015-12-21 |
突破买入 |
买入 |
26.826800000000002 |
41400.0 |
¥1.11M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
22.36761 |
41400.0 |
¥92.6万 |
|
| 2016-04-06 |
突破买入 |
买入 |
22.162139999999997 |
41800.0 |
¥92.7万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
20.60937 |
41800.0 |
¥86.1万 |
|
| 2016-06-29 |
突破买入 |
买入 |
9.63963 |
90100.0 |
¥86.9万 |
首仓入场 |
| 2016-08-08 |
跌破离场 |
卖出 |
10.72926 |
90100.0 |
¥96.6万 |
|
| 2016-11-11 |
突破买入 |
买入 |
11.47146 |
83900.0 |
¥96.3万 |
首仓入场 |
| 2016-12-05 |
跌破离场 |
卖出 |
10.799190000000001 |
83900.0 |
¥90.6万 |
|
| 2017-02-14 |
突破买入 |
买入 |
10.77076 |
83900.0 |
¥90.4万 |
首仓入场 |
| 2017-03-06 |
跌破离场 |
卖出 |
10.64934 |
83900.0 |
¥89.3万 |
|
| 2017-04-10 |
突破买入 |
买入 |
11.361349999999998 |
78900.0 |
¥89.7万 |
首仓入场 |
| 2017-04-25 |
跌破离场 |
卖出 |
10.89 |
78900.0 |
¥85.9万 |
|
| 2017-07-03 |
突破买入 |
买入 |
10.98097 |
78100.0 |
¥85.8万 |
首仓入场 |
| 2017-07-18 |
跌破离场 |
卖出 |
10.31967 |
78100.0 |
¥80.6万 |
|
| 2017-09-28 |
突破买入 |
买入 |
10.960949999999999 |
73600.0 |
¥80.7万 |
首仓入场 |
| 2017-11-28 |
跌破离场 |
卖出 |
13.526459999999998 |
73600.0 |
¥99.5万 |
|
| 2017-12-26 |
突破买入 |
买入 |
16.34633 |
60200.0 |
¥98.4万 |
首仓入场 |
| 2018-01-18 |
跌破离场 |
卖出 |
16.2837 |
60200.0 |
¥98.0万 |
|
| 2018-03-16 |
突破买入 |
买入 |
17.237219999999997 |
57400.0 |
¥99.0万 |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
15.0849 |
57400.0 |
¥86.6万 |
|
| 2018-07-25 |
突破买入 |
买入 |
11.531519999999999 |
74600.0 |
¥86.1万 |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
10.339649999999999 |
74600.0 |
¥77.1万 |
|
| 2018-11-14 |
突破买入 |
买入 |
10.330319999999999 |
75100.0 |
¥77.6万 |
首仓入场 |
| 2018-12-26 |
跌破离场 |
卖出 |
9.85014 |
75100.0 |
¥74.0万 |
|
| 2019-01-28 |
突破买入 |
买入 |
10.23022 |
72500.0 |
¥74.2万 |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
10.369620000000001 |
72500.0 |
¥75.2万 |
|
| 2019-04-03 |
突破买入 |
买入 |
11.381369999999999 |
65600.0 |
¥74.7万 |
首仓入场 |
| 2019-04-23 |
跌破离场 |
卖出 |
11.128860000000001 |
65600.0 |
¥73.0万 |
|
| 2019-06-25 |
突破买入 |
买入 |
9.74 |
75100.0 |
¥73.2万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
9.24075 |
75100.0 |
¥69.4万 |
|
| 2019-11-08 |
突破买入 |
买入 |
9.008999999999999 |
77200.0 |
¥69.6万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
9.0 |
77200.0 |
¥69.5万 |
|
| 2020-05-06 |
突破买入 |
买入 |
8.66866 |
78800.0 |
¥68.3万 |
首仓入场 |
| 2020-05-29 |
跌破离场 |
卖出 |
8.72127 |
78800.0 |
¥68.7万 |
|
| 2020-06-10 |
突破买入 |
买入 |
9.89989 |
70600.0 |
¥69.9万 |
首仓入场 |
| 2020-09-11 |
跌破离场 |
卖出 |
13.36 |
70600.0 |
¥94.3万 |
|
| 2020-11-11 |
突破买入 |
买入 |
16.37636 |
57200.0 |
¥93.7万 |
首仓入场 |
| 2020-12-17 |
跌破离场 |
卖出 |
16.02 |
57200.0 |
¥91.6万 |
|
| 2020-12-29 |
突破买入 |
买入 |
19.76975 |
46400.0 |
¥91.8万 |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
23.34663 |
46400.0 |
¥1.08M |
|
| 2021-08-12 |
突破买入 |
买入 |
17.72771 |
60700.0 |
¥1.08M |
首仓入场 |
| 2021-09-27 |
跌破离场 |
卖出 |
19.270709999999998 |
60700.0 |
¥1.17M |
|
| 2022-04-11 |
突破买入 |
买入 |
16.1161 |
72200.0 |
¥1.16M |
首仓入场 |
| 2022-04-21 |
跌破离场 |
卖出 |
15.04494 |
72200.0 |
¥1.09M |
|
| 2022-05-23 |
突破买入 |
买入 |
16.64 |
66200.0 |
¥1.10M |
首仓入场 |
| 2022-05-27 |
跌破离场 |
卖出 |
15.5844 |
66200.0 |
¥1.03M |
|
| 2022-06-07 |
突破买入 |
买入 |
16.68667 |
61500.0 |
¥1.03M |
首仓入场 |
| 2022-07-07 |
跌破离场 |
卖出 |
16.153830000000003 |
61500.0 |
¥99.3万 |
|
| 2022-11-23 |
突破买入 |
买入 |
14.06405 |
70800.0 |
¥99.6万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
14.085899999999999 |
70800.0 |
¥99.7万 |
|
| 2023-02-03 |
突破买入 |
买入 |
15.014999999999999 |
66000.0 |
¥99.1万 |
首仓入场 |
| 2023-03-10 |
跌破离场 |
卖出 |
14.855129999999999 |
66000.0 |
¥98.0万 |
|
| 2023-04-19 |
突破买入 |
买入 |
16.1161 |
61300.0 |
¥98.8万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
14.645340000000001 |
61300.0 |
¥89.7万 |
|
| 2023-07-27 |
突破买入 |
买入 |
14.524509999999998 |
61700.0 |
¥89.6万 |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
14.235750000000001 |
61700.0 |
¥87.8万 |
|
| 2024-02-20 |
突破买入 |
买入 |
9.819809999999999 |
89000.0 |
¥87.4万 |
首仓入场 |
| 2024-05-28 |
跌破离场 |
卖出 |
12.14784 |
89000.0 |
¥1.08M |
|
| 2024-10-09 |
突破买入 |
买入 |
11.7 |
90600.0 |
¥1.06M |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
11.06892 |
90600.0 |
¥1.00M |
|
| 2025-03-10 |
突破买入 |
买入 |
11.951939999999999 |
85700.0 |
¥1.02M |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
11.938049999999999 |
85700.0 |
¥1.02M |
|
| 2025-07-07 |
突破买入 |
买入 |
12.06205 |
84600.0 |
¥1.02M |
首仓入场 |
| 2025-08-05 |
跌破离场 |
卖出 |
12.357629999999999 |
84600.0 |
¥1.05M |
|
| 2025-09-02 |
突破买入 |
买入 |
16.056039999999996 |
64300.0 |
¥1.03M |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
15.42456 |
64300.0 |
¥99.2万 |
|
| 2025-12-24 |
突破买入 |
买入 |
16.36635 |
61700.0 |
¥1.01M |
首仓入场 |
| 2026-03-18 |
跌破离场 |
卖出 |
24.20577 |
61700.0 |
¥1.49M |
|
| 2026-04-13 |
突破买入 |
买入 |
29.099069999999998 |
50900.0 |
¥1.48M |
首仓入场 |
| 2026-06-09 |
跌破离场 |
卖出 |
37.03293 |
50900.0 |
¥1.88M |
|
| 2026-06-17 |
突破买入 |
买入 |
49.04899999999999 |
38000.0 |
¥1.86M |
首仓入场 |
| 2026-07-09 |
跌破离场 |
卖出 |
56.943 |
38000.0 |
¥2.16M |
|
| 2026-08-18 |
突破买入 |
买入 |
46.37632999999999 |
47200.0 |
¥2.19M |
首仓入场 |
| 2026-09-29 |
跌破离场 |
卖出 |
38.961 |
47200.0 |
¥1.84M |
|