600233 圆通速递 — 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 +46.97%）
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 32 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 |
2015-02-27 |
2015-06-01 |
12.706500807 |
24.40557 |
¥91.9万 |
+92.01% |
跌破离场 |
| 2 |
2015-08-13 |
2015-08-25 |
19.024705700000002 |
13.4865 |
¥-53.9万 |
-29.13% |
跌破离场 |
| 3 |
2015-10-30 |
2016-04-27 |
17.873210355 |
17.282700000000002 |
¥-4.6万 |
-3.33% |
跌破离场 |
| 4 |
2016-06-07 |
2016-12-07 |
18.395517 |
29.31 |
¥78.6万 |
+59.28% |
跌破离场 |
| 5 |
2017-03-01 |
2017-03-23 |
29.308059780999997 |
24.01596 |
¥-38.2万 |
-18.08% |
跌破离场 |
| 6 |
2017-08-21 |
2017-09-13 |
18.774380624999996 |
18.20178 |
¥-5.3万 |
-3.08% |
跌破离场 |
| 7 |
2017-09-21 |
2017-10-25 |
21.758255519 |
21.518459999999997 |
¥-1.9万 |
-1.13% |
跌破离场 |
| 8 |
2018-01-05 |
2018-01-17 |
17.50525 |
16.70328 |
¥-7.6万 |
-4.61% |
跌破离场 |
| 9 |
2018-03-09 |
2018-03-23 |
18.32379549 |
16.4835 |
¥-15.9万 |
-10.07% |
跌破离场 |
| 10 |
2018-09-27 |
2018-10-17 |
13.006890896999998 |
11.098889999999999 |
¥-20.4万 |
-14.69% |
跌破离场 |
| 11 |
2019-01-15 |
2019-03-11 |
10.663848194999998 |
13.0 |
¥26.8万 |
+21.87% |
跌破离场 |
| 12 |
2019-07-31 |
2019-08-13 |
13.056955911999998 |
11.368620000000002 |
¥-19.3万 |
-12.96% |
跌破离场 |
| 13 |
2020-01-22 |
2020-03-13 |
14.208451256999998 |
12.03795 |
¥-19.8万 |
-15.30% |
跌破离场 |
| 14 |
2020-05-14 |
2020-06-29 |
12.956825881999997 |
14.87511 |
¥16.1万 |
+14.77% |
跌破离场 |
| 15 |
2020-09-03 |
2020-09-25 |
18.023405399999994 |
14.185799999999999 |
¥-26.3万 |
-21.32% |
跌破离场 |
| 16 |
2020-12-07 |
2020-12-15 |
13.507541047 |
12.67731 |
¥-6.2万 |
-6.17% |
跌破离场 |
| 17 |
2021-04-29 |
2021-05-20 |
11.414823419999998 |
11.04894 |
¥-3.0万 |
-3.23% |
跌破离场 |
| 18 |
2021-08-31 |
2021-11-09 |
9.602469876999999 |
13.60638 |
¥37.5万 |
+41.65% |
跌破离场 |
| 19 |
2021-11-22 |
2021-12-30 |
17.0221051 |
16.50348 |
¥-3.9万 |
-3.08% |
跌破离场 |
| 20 |
2022-01-12 |
2022-01-24 |
18.544081556 |
16.263720000000003 |
¥-15.2万 |
-12.32% |
跌破离场 |
| 21 |
2022-03-03 |
2022-04-11 |
17.713002307000004 |
15.57441 |
¥-13.2万 |
-12.10% |
跌破离场 |
| 22 |
2022-05-06 |
2022-06-23 |
18.203639453999997 |
19.02096 |
¥4.2万 |
+4.46% |
跌破离场 |
| 23 |
2022-08-19 |
2022-08-31 |
21.347722395999998 |
19.72026 |
¥-7.7万 |
-7.65% |
跌破离场 |
| 24 |
2022-09-14 |
2022-10-31 |
21.72821651 |
19.31067 |
¥-10.2万 |
-11.15% |
跌破离场 |
| 25 |
2022-12-07 |
2023-02-07 |
20.606760173999998 |
20.309669999999997 |
¥-1.2万 |
-1.47% |
跌破离场 |
| 26 |
2023-07-14 |
2023-08-14 |
15.550193659 |
15.13485 |
¥-2.2万 |
-2.70% |
跌破离场 |
| 27 |
2024-02-08 |
2024-05-31 |
12.295967683999999 |
16.453529999999997 |
¥26.6万 |
+33.77% |
跌破离场 |
| 28 |
2024-08-30 |
2024-11-05 |
15.329907592999998 |
16.06392 |
¥5.0万 |
+4.76% |
跌破离场 |
| 29 |
2025-07-11 |
2025-10-09 |
13.988165190999998 |
18.36162 |
¥34.4万 |
+31.23% |
跌破离场 |
| 30 |
2026-01-21 |
2026-05-18 |
17.592846271 |
20.129849999999998 |
¥20.8万 |
+14.39% |
跌破离场 |
| 31 |
2026-08-03 |
2026-08-21 |
18.804419634 |
17.592389999999998 |
¥-10.7万 |
-6.47% |
跌破离场 |
| 32 |
2026-11-06 |
2026-11-13 |
18.644211586 |
17.65 |
¥-8.2万 |
-5.36% |
强平 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-27 |
突破买入 |
买入 |
12.702689999999999 |
78600.0 |
¥99.9万 |
首仓入场 |
| 2015-06-01 |
跌破离场 |
卖出 |
24.40557 |
78600.0 |
¥1.92M |
|
| 2015-08-13 |
突破买入 |
买入 |
19.019 |
97300.0 |
¥1.85M |
首仓入场 |
| 2015-08-25 |
跌破离场 |
卖出 |
13.4865 |
97300.0 |
¥1.31M |
|
| 2015-10-30 |
突破买入 |
买入 |
17.86785 |
76900.0 |
¥1.37M |
首仓入场 |
| 2016-04-27 |
跌破离场 |
卖出 |
17.282700000000002 |
76900.0 |
¥1.33M |
|
| 2016-06-07 |
突破买入 |
买入 |
18.39 |
72100.0 |
¥1.33M |
首仓入场 |
| 2016-12-07 |
跌破离场 |
卖出 |
29.31 |
72100.0 |
¥2.11M |
|
| 2017-03-01 |
突破买入 |
买入 |
29.299269999999996 |
72100.0 |
¥2.11M |
首仓入场 |
| 2017-03-23 |
跌破离场 |
卖出 |
24.01596 |
72100.0 |
¥1.73M |
|
| 2017-08-21 |
突破买入 |
买入 |
18.768749999999997 |
92400.0 |
¥1.73M |
首仓入场 |
| 2017-09-13 |
跌破离场 |
卖出 |
18.20178 |
92400.0 |
¥1.68M |
|
| 2017-09-21 |
突破买入 |
买入 |
21.75173 |
76000.0 |
¥1.65M |
首仓入场 |
| 2017-10-25 |
跌破离场 |
卖出 |
21.518459999999997 |
76000.0 |
¥1.63M |
|
| 2018-01-05 |
突破买入 |
买入 |
17.5 |
94500.0 |
¥1.65M |
首仓入场 |
| 2018-01-17 |
跌破离场 |
卖出 |
16.70328 |
94500.0 |
¥1.58M |
|
| 2018-03-09 |
突破买入 |
买入 |
18.318299999999997 |
86000.0 |
¥1.58M |
首仓入场 |
| 2018-03-23 |
跌破离场 |
卖出 |
16.4835 |
86000.0 |
¥1.42M |
|
| 2018-09-27 |
突破买入 |
买入 |
13.002989999999999 |
106700.0 |
¥1.39M |
首仓入场 |
| 2018-10-17 |
跌破离场 |
卖出 |
11.098889999999999 |
106700.0 |
¥1.18M |
|
| 2019-01-15 |
突破买入 |
买入 |
10.660649999999999 |
114800.0 |
¥1.22M |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
13.0 |
114800.0 |
¥1.49M |
|
| 2019-07-31 |
突破买入 |
买入 |
13.05304 |
114200.0 |
¥1.49M |
首仓入场 |
| 2019-08-13 |
跌破离场 |
卖出 |
11.368620000000002 |
114200.0 |
¥1.30M |
|
| 2020-01-22 |
突破买入 |
买入 |
14.204189999999997 |
91300.0 |
¥1.30M |
首仓入场 |
| 2020-03-13 |
跌破离场 |
卖出 |
12.03795 |
91300.0 |
¥1.10M |
|
| 2020-05-14 |
突破买入 |
买入 |
12.952939999999996 |
84000.0 |
¥1.09M |
首仓入场 |
| 2020-06-29 |
跌破离场 |
卖出 |
14.87511 |
84000.0 |
¥1.25M |
|
| 2020-09-03 |
突破买入 |
买入 |
18.017999999999997 |
68500.0 |
¥1.23M |
首仓入场 |
| 2020-09-25 |
跌破离场 |
卖出 |
14.185799999999999 |
68500.0 |
¥97.1万 |
|
| 2020-12-07 |
突破买入 |
买入 |
13.50349 |
73900.0 |
¥99.8万 |
首仓入场 |
| 2020-12-15 |
跌破离场 |
卖出 |
12.67731 |
73900.0 |
¥93.7万 |
|
| 2021-04-29 |
突破买入 |
买入 |
11.411399999999999 |
81900.0 |
¥93.5万 |
首仓入场 |
| 2021-05-20 |
跌破离场 |
卖出 |
11.04894 |
81900.0 |
¥90.5万 |
|
| 2021-08-31 |
突破买入 |
买入 |
9.59959 |
93800.0 |
¥90.1万 |
首仓入场 |
| 2021-11-09 |
跌破离场 |
卖出 |
13.60638 |
93800.0 |
¥1.28M |
|
| 2021-11-22 |
突破买入 |
买入 |
17.017 |
75100.0 |
¥1.28M |
首仓入场 |
| 2021-12-30 |
跌破离场 |
卖出 |
16.50348 |
75100.0 |
¥1.24M |
|
| 2022-01-12 |
突破买入 |
买入 |
18.53852 |
66500.0 |
¥1.23M |
首仓入场 |
| 2022-01-24 |
跌破离场 |
卖出 |
16.263720000000003 |
66500.0 |
¥1.08M |
|
| 2022-03-03 |
突破买入 |
买入 |
17.70769 |
61500.0 |
¥1.09M |
首仓入场 |
| 2022-04-11 |
跌破离场 |
卖出 |
15.57441 |
61500.0 |
¥95.8万 |
|
| 2022-05-06 |
突破买入 |
买入 |
18.198179999999997 |
51200.0 |
¥93.2万 |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
19.02096 |
51200.0 |
¥97.4万 |
|
| 2022-08-19 |
突破买入 |
买入 |
21.34132 |
46900.0 |
¥1.00M |
首仓入场 |
| 2022-08-31 |
跌破离场 |
卖出 |
19.72026 |
46900.0 |
¥92.5万 |
|
| 2022-09-14 |
突破买入 |
买入 |
21.7217 |
42200.0 |
¥91.7万 |
首仓入场 |
| 2022-10-31 |
跌破离场 |
卖出 |
19.31067 |
42200.0 |
¥81.5万 |
|
| 2022-12-07 |
突破买入 |
买入 |
20.600579999999997 |
39800.0 |
¥82.0万 |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
20.309669999999997 |
39800.0 |
¥80.8万 |
|
| 2023-07-14 |
突破买入 |
买入 |
15.545529999999998 |
51800.0 |
¥80.6万 |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
15.13485 |
51800.0 |
¥78.4万 |
|
| 2024-02-08 |
突破买入 |
买入 |
12.292279999999998 |
64100.0 |
¥78.8万 |
首仓入场 |
| 2024-05-31 |
跌破离场 |
卖出 |
16.453529999999997 |
64100.0 |
¥1.05M |
|
| 2024-08-30 |
突破买入 |
买入 |
15.325309999999998 |
68000.0 |
¥1.04M |
首仓入场 |
| 2024-11-05 |
跌破离场 |
卖出 |
16.06392 |
68000.0 |
¥1.09M |
|
| 2025-07-11 |
突破买入 |
买入 |
13.98397 |
78800.0 |
¥1.10M |
首仓入场 |
| 2025-10-09 |
跌破离场 |
卖出 |
18.36162 |
78800.0 |
¥1.45M |
|
| 2026-01-21 |
突破买入 |
买入 |
17.58757 |
82100.0 |
¥1.44M |
首仓入场 |
| 2026-05-18 |
跌破离场 |
卖出 |
20.129849999999998 |
82100.0 |
¥1.65M |
|
| 2026-08-03 |
突破买入 |
买入 |
18.79878 |
87500.0 |
¥1.65M |
首仓入场 |
| 2026-08-21 |
跌破离场 |
卖出 |
17.592389999999998 |
87500.0 |
¥1.54M |
|
| 2026-11-06 |
突破买入 |
买入 |
18.63862 |
81800.0 |
¥1.53M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
17.65 |
81800 |
¥1.44M |
回测结束强平 |