600221 海航控股 — 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: ¥1.56M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +55.96%）
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 22 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 |
2015-05-06 |
3.3143039929999993 |
5.4445500000000004 |
¥63.7万 |
+64.23% |
跌破离场 |
| 2 |
2016-05-05 |
2016-08-31 |
3.3042909899999993 |
3.34665 |
¥2.0万 |
+1.25% |
跌破离场 |
| 3 |
2016-11-15 |
2016-12-13 |
3.314303993 |
3.2567399999999997 |
¥-2.9万 |
-1.77% |
跌破离场 |
| 4 |
2017-02-27 |
2017-05-05 |
3.444473031999999 |
3.2867100000000002 |
¥-7.4万 |
-4.61% |
跌破离场 |
| 5 |
2017-07-24 |
2017-08-25 |
3.3042909899999993 |
3.26673 |
¥-1.8万 |
-1.17% |
跌破离场 |
| 6 |
2019-02-19 |
2019-03-27 |
2.0026005999999996 |
2.08791 |
¥6.5万 |
+4.23% |
跌破离场 |
| 7 |
2019-12-18 |
2020-01-17 |
1.7122235129999996 |
1.71828 |
¥5,171 |
+0.32% |
跌破离场 |
| 8 |
2020-02-24 |
2020-03-19 |
1.770531 |
1.64835 |
¥-10.9万 |
-6.93% |
跌破离场 |
| 9 |
2020-09-17 |
2020-10-16 |
1.8924575669999997 |
1.6983000000000001 |
¥-15.2万 |
-10.29% |
跌破离场 |
| 10 |
2021-03-30 |
2021-04-26 |
1.6721715009999998 |
1.64835 |
¥-1.9万 |
-1.45% |
跌破离场 |
| 11 |
2021-06-04 |
2021-06-30 |
2.363068708 |
2.15 |
¥-11.7万 |
-9.04% |
跌破离场 |
| 12 |
2022-02-14 |
2022-03-09 |
1.972561591 |
1.8981 |
¥-4.6万 |
-3.80% |
跌破离场 |
| 13 |
2022-08-17 |
2022-09-20 |
1.521976456 |
1.4285699999999997 |
¥-7.1万 |
-6.17% |
跌破离场 |
| 14 |
2022-09-28 |
2022-10-31 |
1.6020804800000001 |
1.45854 |
¥-9.7万 |
-8.99% |
跌破离场 |
| 15 |
2022-12-06 |
2023-01-12 |
1.7923275369999998 |
1.7982 |
¥2,956 |
+0.30% |
跌破离场 |
| 16 |
2023-04-04 |
2023-04-19 |
1.8123535429999997 |
1.71828 |
¥-5.2万 |
-5.22% |
跌破离场 |
| 17 |
2024-01-17 |
2024-03-06 |
1.411833423 |
1.38861 |
¥-1.6万 |
-1.67% |
跌破离场 |
| 18 |
2024-09-26 |
2024-12-24 |
1.1014303300000001 |
1.76823 |
¥56.2万 |
+60.49% |
跌破离场 |
| 19 |
2025-07-10 |
2025-09-05 |
1.3817944139999998 |
1.51848 |
¥14.6万 |
+9.86% |
跌破离场 |
| 20 |
2025-09-17 |
2025-11-20 |
1.6821845039999996 |
1.76 |
¥7.5万 |
+4.59% |
跌破离场 |
| 21 |
2025-12-23 |
2026-01-09 |
1.8824445639999998 |
1.72827 |
¥-13.9万 |
-8.22% |
跌破离场 |
| 22 |
2026-05-06 |
2026-05-25 |
1.5119634529999997 |
1.4985 |
¥-1.4万 |
-0.92% |
跌破离场 |
逐笔成交记录（共 44 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 |
3.3133099999999995 |
299300.0 |
¥99.2万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
5.4445500000000004 |
299300.0 |
¥1.63M |
|
| 2016-05-05 |
突破买入 |
买入 |
3.3032999999999992 |
491400.0 |
¥1.62M |
首仓入场 |
| 2016-08-31 |
跌破离场 |
卖出 |
3.34665 |
491400.0 |
¥1.64M |
|
| 2016-11-15 |
突破买入 |
买入 |
3.3133099999999995 |
497500.0 |
¥1.65M |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
3.2567399999999997 |
497500.0 |
¥1.62M |
|
| 2017-02-27 |
突破买入 |
买入 |
3.4434399999999994 |
465000.0 |
¥1.60M |
首仓入场 |
| 2017-05-05 |
跌破离场 |
卖出 |
3.2867100000000002 |
465000.0 |
¥1.53M |
|
| 2017-07-24 |
突破买入 |
买入 |
3.3032999999999992 |
468000.0 |
¥1.55M |
首仓入场 |
| 2017-08-25 |
跌破离场 |
卖出 |
3.26673 |
468000.0 |
¥1.53M |
|
| 2019-02-19 |
突破买入 |
买入 |
2.002 |
765600.0 |
¥1.53M |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
2.08791 |
765600.0 |
¥1.60M |
|
| 2019-12-18 |
突破买入 |
买入 |
1.7117099999999996 |
933300.0 |
¥1.60M |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
1.71828 |
933300.0 |
¥1.60M |
|
| 2020-02-24 |
突破买入 |
买入 |
1.77 |
884600.0 |
¥1.57M |
首仓入场 |
| 2020-03-19 |
跌破离场 |
卖出 |
1.64835 |
884600.0 |
¥1.46M |
|
| 2020-09-17 |
突破买入 |
买入 |
1.8918899999999996 |
781600.0 |
¥1.48M |
首仓入场 |
| 2020-10-16 |
跌破离场 |
卖出 |
1.6983000000000001 |
781600.0 |
¥1.33M |
|
| 2021-03-30 |
突破买入 |
买入 |
1.6716699999999998 |
789000.0 |
¥1.32M |
首仓入场 |
| 2021-04-26 |
跌破离场 |
卖出 |
1.64835 |
789000.0 |
¥1.30M |
|
| 2021-06-04 |
突破买入 |
买入 |
2.36236 |
548600.0 |
¥1.30M |
首仓入场 |
| 2021-06-30 |
跌破离场 |
卖出 |
2.15 |
548600.0 |
¥1.18M |
|
| 2022-02-14 |
突破买入 |
买入 |
1.97197 |
608700.0 |
¥1.20M |
首仓入场 |
| 2022-03-09 |
跌破离场 |
卖出 |
1.8981 |
608700.0 |
¥1.16M |
|
| 2022-08-17 |
突破买入 |
买入 |
1.5215199999999998 |
753100.0 |
¥1.15M |
首仓入场 |
| 2022-09-20 |
跌破离场 |
卖出 |
1.4285699999999997 |
753100.0 |
¥1.08M |
|
| 2022-09-28 |
突破买入 |
买入 |
1.6016000000000001 |
676600.0 |
¥1.08M |
首仓入场 |
| 2022-10-31 |
跌破离场 |
卖出 |
1.45854 |
676600.0 |
¥98.7万 |
|
| 2022-12-06 |
突破买入 |
买入 |
1.7917899999999998 |
554300.0 |
¥99.3万 |
首仓入场 |
| 2023-01-12 |
跌破离场 |
卖出 |
1.7982 |
554300.0 |
¥99.6万 |
|
| 2023-04-04 |
突破买入 |
买入 |
1.81181 |
549800.0 |
¥99.6万 |
首仓入场 |
| 2023-04-19 |
跌破离场 |
卖出 |
1.71828 |
549800.0 |
¥94.4万 |
|
| 2024-01-17 |
突破买入 |
买入 |
1.4114099999999998 |
669000.0 |
¥94.5万 |
首仓入场 |
| 2024-03-06 |
跌破离场 |
卖出 |
1.38861 |
669000.0 |
¥92.9万 |
|
| 2024-09-26 |
突破买入 |
买入 |
1.1011 |
843300.0 |
¥92.9万 |
首仓入场 |
| 2024-12-24 |
跌破离场 |
卖出 |
1.76823 |
843300.0 |
¥1.49M |
|
| 2025-07-10 |
突破买入 |
买入 |
1.3813799999999998 |
1070200.0 |
¥1.48M |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
1.51848 |
1070200.0 |
¥1.62M |
|
| 2025-09-17 |
突破买入 |
买入 |
1.6816799999999998 |
966200.0 |
¥1.63M |
首仓入场 |
| 2025-11-20 |
跌破离场 |
卖出 |
1.76 |
966200.0 |
¥1.70M |
|
| 2025-12-23 |
突破买入 |
买入 |
1.8818799999999998 |
898600.0 |
¥1.69M |
首仓入场 |
| 2026-01-09 |
跌破离场 |
卖出 |
1.72827 |
898600.0 |
¥1.55M |
|
| 2026-05-06 |
突破买入 |
买入 |
1.51151 |
1038900.0 |
¥1.57M |
首仓入场 |
| 2026-05-25 |
跌破离场 |
卖出 |
1.4985 |
1038900.0 |
¥1.56M |
|