600188 兖矿能源 — 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: ¥30.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -69.69%）
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 44 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 |
2015-04-16 |
14.258516272 |
14.745239999999999 |
¥3.4万 |
+3.38% |
跌破离场 |
| 2 |
2015-06-08 |
2015-06-23 |
17.312482186999997 |
15.33465 |
¥-11.7万 |
-11.45% |
跌破离场 |
| 3 |
2015-10-19 |
2015-11-03 |
10.093107023999998 |
8.971020000000001 |
¥-10.1万 |
-11.14% |
跌破离场 |
| 4 |
2015-11-10 |
2015-11-30 |
10.433549125999997 |
9.31068 |
¥-8.7万 |
-10.79% |
跌破离场 |
| 5 |
2016-02-29 |
2016-03-30 |
9.702599906999998 |
10.20978 |
¥3.7万 |
+5.20% |
跌破离场 |
| 6 |
2016-04-14 |
2016-05-09 |
11.595057473999999 |
9.8901 |
¥-11.0万 |
-14.73% |
跌破离场 |
| 7 |
2016-06-24 |
2016-07-28 |
10.613783179999997 |
11.72826 |
¥6.8万 |
+10.47% |
跌破离场 |
| 8 |
2016-10-25 |
2016-11-25 |
13.217163959999995 |
12.587399999999999 |
¥-3.5万 |
-4.79% |
跌破离场 |
| 9 |
2017-04-07 |
2017-05-09 |
11.795317533999997 |
10.12 |
¥-9.8万 |
-14.23% |
跌破离场 |
| 10 |
2017-06-14 |
2017-08-14 |
11.71521351 |
12.44754 |
¥3.7万 |
+6.22% |
跌破离场 |
| 11 |
2017-11-15 |
2017-12-08 |
12.906760867 |
12.61737 |
¥-1.4万 |
-2.27% |
跌破离场 |
| 12 |
2017-12-28 |
2018-02-09 |
14.869309454999998 |
15.7842 |
¥3.7万 |
+6.12% |
跌破离场 |
| 13 |
2018-04-25 |
2018-05-24 |
14.398698314 |
13.566420000000003 |
¥-3.7万 |
-5.81% |
跌破离场 |
| 14 |
2018-10-11 |
2018-10-17 |
11.434849426 |
11.138850000000001 |
¥-1.5万 |
-2.62% |
跌破离场 |
| 15 |
2019-02-14 |
2019-03-27 |
9.422235823 |
10.15983 |
¥4.6万 |
+7.80% |
跌破离场 |
| 16 |
2019-04-09 |
2019-04-26 |
12.283684 |
11.188799999999999 |
¥-5.7万 |
-8.94% |
跌破离场 |
| 17 |
2019-06-28 |
2019-07-09 |
10.964238284999999 |
10.349639999999999 |
¥-3.3万 |
-5.63% |
跌破离场 |
| 18 |
2019-09-05 |
2019-09-24 |
11.144472339 |
10.89 |
¥-1.3万 |
-2.31% |
跌破离场 |
| 19 |
2019-12-30 |
2020-01-17 |
9.962937984999996 |
10.16982 |
¥1.1万 |
+2.05% |
跌破离场 |
| 20 |
2020-03-06 |
2020-03-19 |
9.632889 |
8.56143 |
¥-6.1万 |
-11.15% |
跌破离场 |
| 21 |
2020-06-03 |
2020-07-20 |
8.761377625 |
9.28071 |
¥2.9万 |
+5.90% |
跌破离场 |
| 22 |
2020-09-22 |
2020-11-02 |
10.083094020999999 |
9.02097 |
¥-5.4万 |
-10.56% |
跌破离场 |
| 23 |
2020-11-25 |
2020-12-14 |
11.344732399 |
10.49949 |
¥-3.5万 |
-7.48% |
跌破离场 |
| 24 |
2021-03-03 |
2021-05-06 |
11.214563359999998 |
12.95 |
¥6.5万 |
+15.44% |
跌破离场 |
| 25 |
2021-05-11 |
2021-05-21 |
14.949413478999999 |
12.51747 |
¥-7.8万 |
-16.29% |
跌破离场 |
| 26 |
2021-06-10 |
2021-07-09 |
15.289855580999996 |
13.7 |
¥-4.3万 |
-10.42% |
跌破离场 |
| 27 |
2021-08-27 |
2021-10-28 |
18.854484648999996 |
24.625349999999997 |
¥11.1万 |
+30.57% |
跌破离场 |
| 28 |
2021-12-20 |
2021-12-31 |
26.985043084999994 |
23.33664 |
¥-6.5万 |
-13.55% |
跌破离场 |
| 29 |
2022-02-09 |
2022-04-19 |
26.13393783 |
34.75521 |
¥13.8万 |
+32.95% |
跌破离场 |
| 30 |
2022-06-10 |
2022-06-21 |
42.505197734999996 |
35.71 |
¥-8.8万 |
-16.01% |
跌破离场 |
| 31 |
2022-08-10 |
2022-10-27 |
40.472558126 |
43.13682 |
¥3.0万 |
+6.55% |
跌破离场 |
| 32 |
2023-07-04 |
2023-07-18 |
30.559685155999997 |
18.76122 |
¥-19.2万 |
-38.63% |
跌破离场 |
| 33 |
2023-09-05 |
2023-10-12 |
19.154874739 |
19.82016 |
¥1.1万 |
+3.44% |
跌破离场 |
| 34 |
2023-11-28 |
2023-12-11 |
20.386474107999998 |
19.49049 |
¥-1.4万 |
-4.42% |
跌破离场 |
| 35 |
2024-01-05 |
2024-01-23 |
21.828346540000002 |
20.68929 |
¥-1.6万 |
-5.25% |
跌破离场 |
| 36 |
2024-01-29 |
2024-03-13 |
22.839659842999996 |
24.38559 |
¥1.9万 |
+6.74% |
跌破离场 |
| 37 |
2024-04-16 |
2024-04-24 |
25.533157649999993 |
23.61636 |
¥-2.3万 |
-7.53% |
跌破离场 |
| 38 |
2025-03-26 |
2025-04-01 |
13.998178194000001 |
13.32 |
¥-1.4万 |
-4.87% |
跌破离场 |
| 39 |
2025-05-15 |
2025-06-09 |
12.966838884999998 |
12.587399999999999 |
¥-7,971 |
-2.96% |
跌破离场 |
| 40 |
2025-07-22 |
2025-11-19 |
12.81664384 |
14.315670000000003 |
¥3.1万 |
+11.66% |
跌破离场 |
| 41 |
2026-01-09 |
2026-04-02 |
14.128347232999998 |
19.180799999999998 |
¥10.3万 |
+35.72% |
跌破离场 |
| 42 |
2026-04-29 |
2026-05-15 |
21.157475338999998 |
20.28969 |
¥-1.6万 |
-4.13% |
跌破离场 |
| 43 |
2026-06-05 |
2026-06-16 |
26.374249902 |
20.72925 |
¥-7.9万 |
-21.43% |
跌破离场 |
| 44 |
2026-07-22 |
2026-09-08 |
20.726916209999995 |
20.7792 |
¥659 |
+0.22% |
跌破离场 |
逐笔成交记录（共 88 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 |
14.25424 |
69700.0 |
¥99.4万 |
首仓入场 |
| 2015-04-16 |
跌破离场 |
卖出 |
14.745239999999999 |
69700.0 |
¥1.03M |
|
| 2015-06-08 |
突破买入 |
买入 |
17.30729 |
59100.0 |
¥1.02M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
15.33465 |
59100.0 |
¥90.6万 |
|
| 2015-10-19 |
突破买入 |
买入 |
10.090079999999999 |
90200.0 |
¥91.0万 |
首仓入场 |
| 2015-11-03 |
跌破离场 |
卖出 |
8.971020000000001 |
90200.0 |
¥80.9万 |
|
| 2015-11-10 |
突破买入 |
买入 |
10.430419999999998 |
77500.0 |
¥80.9万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
9.31068 |
77500.0 |
¥72.1万 |
|
| 2016-02-29 |
突破买入 |
买入 |
9.699689999999999 |
74000.0 |
¥71.8万 |
首仓入场 |
| 2016-03-30 |
跌破离场 |
卖出 |
10.20978 |
74000.0 |
¥75.5万 |
|
| 2016-04-14 |
突破买入 |
买入 |
11.591579999999999 |
64500.0 |
¥74.8万 |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
9.8901 |
64500.0 |
¥63.8万 |
|
| 2016-06-24 |
突破买入 |
买入 |
10.610599999999998 |
60800.0 |
¥64.5万 |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
11.72826 |
60800.0 |
¥71.3万 |
|
| 2016-10-25 |
突破买入 |
买入 |
13.213199999999997 |
54500.0 |
¥72.0万 |
首仓入场 |
| 2016-11-25 |
跌破离场 |
卖出 |
12.587399999999999 |
54500.0 |
¥68.6万 |
|
| 2017-04-07 |
突破买入 |
买入 |
11.791779999999997 |
58100.0 |
¥68.5万 |
首仓入场 |
| 2017-05-09 |
跌破离场 |
卖出 |
10.12 |
58100.0 |
¥58.8万 |
|
| 2017-06-14 |
突破买入 |
买入 |
11.711699999999999 |
50200.0 |
¥58.8万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
12.44754 |
50200.0 |
¥62.5万 |
|
| 2017-11-15 |
突破买入 |
买入 |
12.90289 |
48000.0 |
¥62.0万 |
首仓入场 |
| 2017-12-08 |
跌破离场 |
卖出 |
12.61737 |
48000.0 |
¥60.5万 |
|
| 2017-12-28 |
突破买入 |
买入 |
14.86485 |
40800.0 |
¥60.7万 |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
15.7842 |
40800.0 |
¥64.4万 |
|
| 2018-04-25 |
突破买入 |
买入 |
14.39438 |
44200.0 |
¥63.6万 |
首仓入场 |
| 2018-05-24 |
跌破离场 |
卖出 |
13.566420000000003 |
44200.0 |
¥59.9万 |
|
| 2018-10-11 |
突破买入 |
买入 |
11.43142 |
51600.0 |
¥59.0万 |
首仓入场 |
| 2018-10-17 |
跌破离场 |
卖出 |
11.138850000000001 |
51600.0 |
¥57.5万 |
|
| 2019-02-14 |
突破买入 |
买入 |
9.41941 |
63100.0 |
¥59.5万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
10.15983 |
63100.0 |
¥64.1万 |
|
| 2019-04-09 |
突破买入 |
买入 |
12.28 |
51600.0 |
¥63.4万 |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
11.188799999999999 |
51600.0 |
¥57.7万 |
|
| 2019-06-28 |
突破买入 |
买入 |
10.96095 |
53400.0 |
¥58.5万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
10.349639999999999 |
53400.0 |
¥55.3万 |
|
| 2019-09-05 |
突破买入 |
买入 |
11.14113 |
49500.0 |
¥55.2万 |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
10.89 |
49500.0 |
¥53.9万 |
|
| 2019-12-30 |
突破买入 |
买入 |
9.959949999999997 |
54000.0 |
¥53.8万 |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
10.16982 |
54000.0 |
¥54.9万 |
|
| 2020-03-06 |
突破买入 |
买入 |
9.63 |
56600.0 |
¥54.5万 |
首仓入场 |
| 2020-03-19 |
跌破离场 |
卖出 |
8.56143 |
56600.0 |
¥48.4万 |
|
| 2020-06-03 |
突破买入 |
买入 |
8.75875 |
56000.0 |
¥49.1万 |
首仓入场 |
| 2020-07-20 |
跌破离场 |
卖出 |
9.28071 |
56000.0 |
¥52.0万 |
|
| 2020-09-22 |
突破买入 |
买入 |
10.08007 |
51000.0 |
¥51.4万 |
首仓入场 |
| 2020-11-02 |
跌破离场 |
卖出 |
9.02097 |
51000.0 |
¥46.0万 |
|
| 2020-11-25 |
突破买入 |
买入 |
11.34133 |
40900.0 |
¥46.4万 |
首仓入场 |
| 2020-12-14 |
跌破离场 |
卖出 |
10.49949 |
40900.0 |
¥42.9万 |
|
| 2021-03-03 |
突破买入 |
买入 |
11.211199999999998 |
37700.0 |
¥42.3万 |
首仓入场 |
| 2021-05-06 |
跌破离场 |
卖出 |
12.95 |
37700.0 |
¥48.8万 |
|
| 2021-05-11 |
突破买入 |
买入 |
14.944929999999998 |
32200.0 |
¥48.1万 |
首仓入场 |
| 2021-05-21 |
跌破离场 |
卖出 |
12.51747 |
32200.0 |
¥40.3万 |
|
| 2021-06-10 |
突破买入 |
买入 |
15.285269999999997 |
27000.0 |
¥41.3万 |
首仓入场 |
| 2021-07-09 |
跌破离场 |
卖出 |
13.7 |
27000.0 |
¥37.0万 |
|
| 2021-08-27 |
突破买入 |
买入 |
18.848829999999996 |
19200.0 |
¥36.2万 |
首仓入场 |
| 2021-10-28 |
跌破离场 |
卖出 |
24.625349999999997 |
19200.0 |
¥47.3万 |
|
| 2021-12-20 |
突破买入 |
买入 |
26.976949999999995 |
17900.0 |
¥48.3万 |
首仓入场 |
| 2021-12-31 |
跌破离场 |
卖出 |
23.33664 |
17900.0 |
¥41.8万 |
|
| 2022-02-09 |
突破买入 |
买入 |
26.126099999999997 |
16000.0 |
¥41.8万 |
首仓入场 |
| 2022-04-19 |
跌破离场 |
卖出 |
34.75521 |
16000.0 |
¥55.6万 |
|
| 2022-06-10 |
突破买入 |
买入 |
42.49245 |
13000.0 |
¥55.3万 |
首仓入场 |
| 2022-06-21 |
跌破离场 |
卖出 |
35.71 |
13000.0 |
¥46.4万 |
|
| 2022-08-10 |
突破买入 |
买入 |
40.46042 |
11400.0 |
¥46.1万 |
首仓入场 |
| 2022-10-27 |
跌破离场 |
卖出 |
43.13682 |
11400.0 |
¥49.2万 |
|
| 2023-07-04 |
突破买入 |
买入 |
30.550519999999995 |
16300.0 |
¥49.8万 |
首仓入场 |
| 2023-07-18 |
跌破离场 |
卖出 |
18.76122 |
16300.0 |
¥30.6万 |
|
| 2023-09-05 |
突破买入 |
买入 |
19.149129999999996 |
16000.0 |
¥30.6万 |
首仓入场 |
| 2023-10-12 |
跌破离场 |
卖出 |
19.82016 |
16000.0 |
¥31.7万 |
|
| 2023-11-28 |
突破买入 |
买入 |
20.380359999999996 |
15500.0 |
¥31.6万 |
首仓入场 |
| 2023-12-11 |
跌破离场 |
卖出 |
19.49049 |
15500.0 |
¥30.2万 |
|
| 2024-01-05 |
突破买入 |
买入 |
21.8218 |
13900.0 |
¥30.3万 |
首仓入场 |
| 2024-01-23 |
跌破离场 |
卖出 |
20.68929 |
13900.0 |
¥28.7万 |
|
| 2024-01-29 |
突破买入 |
买入 |
22.83281 |
12600.0 |
¥28.8万 |
首仓入场 |
| 2024-03-13 |
跌破离场 |
卖出 |
24.38559 |
12600.0 |
¥30.7万 |
|
| 2024-04-16 |
突破买入 |
买入 |
25.525499999999994 |
12000.0 |
¥30.6万 |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
23.61636 |
12000.0 |
¥28.3万 |
|
| 2025-03-26 |
突破买入 |
买入 |
13.99398 |
20300.0 |
¥28.4万 |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
13.32 |
20300.0 |
¥27.0万 |
|
| 2025-05-15 |
突破买入 |
买入 |
12.962949999999996 |
20800.0 |
¥27.0万 |
首仓入场 |
| 2025-06-09 |
跌破离场 |
卖出 |
12.587399999999999 |
20800.0 |
¥26.2万 |
|
| 2025-07-22 |
突破买入 |
买入 |
12.812799999999998 |
20500.0 |
¥26.3万 |
首仓入场 |
| 2025-11-19 |
跌破离场 |
卖出 |
14.315670000000003 |
20500.0 |
¥29.3万 |
|
| 2026-01-09 |
突破买入 |
买入 |
14.124109999999998 |
20500.0 |
¥29.0万 |
首仓入场 |
| 2026-04-02 |
跌破离场 |
卖出 |
19.180799999999998 |
20500.0 |
¥39.3万 |
|
| 2026-04-29 |
突破买入 |
买入 |
21.15113 |
18400.0 |
¥38.9万 |
首仓入场 |
| 2026-05-15 |
跌破离场 |
卖出 |
20.28969 |
18400.0 |
¥37.3万 |
|
| 2026-06-05 |
突破买入 |
买入 |
26.36634 |
13900.0 |
¥36.7万 |
首仓入场 |
| 2026-06-16 |
跌破离场 |
卖出 |
20.72925 |
13900.0 |
¥28.8万 |
|
| 2026-07-22 |
突破买入 |
买入 |
20.720699999999997 |
14300.0 |
¥29.6万 |
首仓入场 |
| 2026-09-08 |
跌破离场 |
卖出 |
20.7792 |
14300.0 |
¥29.7万 |
|