600309 烟台万华 — 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: ¥4.28M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +327.87%）
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 34 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 |
2015-03-31 |
2015-05-04 |
23.83094714 |
24.7752 |
¥3.9万 |
+3.93% |
跌破离场 |
| 2 |
2015-05-26 |
2015-06-17 |
27.866187348999997 |
26.3736 |
¥-5.6万 |
-5.38% |
跌破离场 |
| 3 |
2016-04-06 |
2016-05-09 |
15.410011616999999 |
15.164819999999999 |
¥-1.6万 |
-1.62% |
跌破离场 |
| 4 |
2016-06-13 |
2016-08-26 |
16.554965 |
19.230750000000004 |
¥15.5万 |
+16.13% |
跌破离场 |
| 5 |
2016-09-08 |
2016-09-22 |
20.917163266999996 |
19.67 |
¥-6.7万 |
-5.99% |
跌破离场 |
| 6 |
2016-12-23 |
2017-05-08 |
21.658125488999996 |
26.523449999999997 |
¥23.6万 |
+22.43% |
跌破离场 |
| 7 |
2017-06-22 |
2017-09-25 |
26.564496958999996 |
38.67129 |
¥58.7万 |
+45.53% |
跌破离场 |
| 8 |
2017-10-10 |
2017-10-19 |
42.95578286999999 |
37.94202 |
¥-21.9万 |
-11.70% |
跌破离场 |
| 9 |
2018-06-06 |
2018-06-28 |
44.147330227 |
44.5554 |
¥1.5万 |
+0.89% |
跌破离场 |
| 10 |
2018-07-16 |
2018-08-06 |
50.48556112599999 |
47.952 |
¥-8.4万 |
-5.05% |
跌破离场 |
| 11 |
2018-12-05 |
2018-12-20 |
32.19180464499999 |
30.2697 |
¥-9.3万 |
-6.00% |
跌破离场 |
| 12 |
2019-01-22 |
2019-04-29 |
33.09297491499999 |
43.86 |
¥48.3万 |
+32.50% |
跌破离场 |
| 13 |
2019-06-21 |
2019-07-09 |
41.614040468 |
41.868089999999995 |
¥1.1万 |
+0.58% |
跌破离场 |
| 14 |
2019-09-06 |
2019-09-23 |
47.03107509099999 |
45.20475 |
¥-7.8万 |
-3.91% |
跌破离场 |
| 15 |
2019-11-26 |
2020-02-03 |
49.013649685000004 |
46.72 |
¥-9.0万 |
-4.71% |
跌破离场 |
| 16 |
2020-05-06 |
2020-09-28 |
44.307538275 |
69.3306 |
¥1.01M |
+56.43% |
跌破离场 |
| 17 |
2020-10-29 |
2020-11-26 |
81.65603946499999 |
83.61630000000001 |
¥6.6万 |
+2.37% |
跌破离场 |
| 18 |
2020-12-28 |
2021-03-03 |
91.00818426699999 |
122.94693 |
¥1.01M |
+35.05% |
跌破离场 |
| 19 |
2021-07-13 |
2021-07-27 |
127.58568422599998 |
118.53135 |
¥-27.7万 |
-7.12% |
跌破离场 |
| 20 |
2021-12-10 |
2022-01-12 |
102.1326306 |
98.08182000000001 |
¥-14.3万 |
-4.00% |
跌破离场 |
| 21 |
2022-06-10 |
2022-07-12 |
85.35083757199997 |
91.22 |
¥23.7万 |
+6.84% |
跌破离场 |
| 22 |
2022-08-24 |
2022-09-22 |
90.85798922199999 |
87.3126 |
¥-14.6万 |
-3.93% |
跌破离场 |
| 23 |
2022-11-30 |
2022-12-21 |
89.88672793099998 |
90.3096 |
¥1.6万 |
+0.44% |
跌破离场 |
| 24 |
2023-02-03 |
2023-03-09 |
99.1287297 |
100.57932000000001 |
¥5.1万 |
+1.43% |
跌破离场 |
| 25 |
2023-06-14 |
2023-07-06 |
89.996870964 |
86.49342 |
¥-14.3万 |
-3.92% |
跌破离场 |
| 26 |
2023-07-26 |
2023-08-15 |
95.00337246399998 |
94.36554 |
¥-2.4万 |
-0.70% |
跌破离场 |
| 27 |
2024-02-22 |
2024-04-24 |
77.92118934599998 |
85.16475 |
¥32.0万 |
+9.26% |
跌破离场 |
| 28 |
2024-09-20 |
2024-10-18 |
75.59817264999998 |
76.25367 |
¥3.2万 |
+0.84% |
跌破离场 |
| 29 |
2025-02-11 |
2025-02-26 |
71.11234730599999 |
67.24 |
¥-20.8万 |
-5.47% |
跌破离场 |
| 30 |
2025-07-11 |
2025-09-23 |
56.253050853999994 |
64.05588 |
¥49.7万 |
+13.84% |
跌破离场 |
| 31 |
2025-11-11 |
2026-03-16 |
67.48764021999999 |
84.01589999999999 |
¥99.8万 |
+24.45% |
跌破离场 |
| 32 |
2026-04-14 |
2026-05-15 |
92.15967961199998 |
82.3176 |
¥-54.6万 |
-10.71% |
跌破离场 |
| 33 |
2026-07-24 |
2026-09-14 |
75.44797760499998 |
73.926 |
¥-9.3万 |
-2.05% |
跌破离场 |
| 34 |
2026-11-04 |
2026-11-13 |
71.96345256099998 |
68.76116999999999 |
¥-20.0万 |
-4.48% |
跌破离场 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-31 |
突破买入 |
买入 |
23.8238 |
41600.0 |
¥99.1万 |
首仓入场 |
| 2015-05-04 |
跌破离场 |
卖出 |
24.7752 |
41600.0 |
¥1.03M |
|
| 2015-05-26 |
突破买入 |
买入 |
27.857829999999996 |
37200.0 |
¥1.04M |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
26.3736 |
37200.0 |
¥98.1万 |
|
| 2016-04-06 |
突破买入 |
买入 |
15.405389999999999 |
62800.0 |
¥96.8万 |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
15.164819999999999 |
62800.0 |
¥95.2万 |
|
| 2016-06-13 |
突破买入 |
买入 |
16.55 |
58200.0 |
¥96.3万 |
首仓入场 |
| 2016-08-26 |
跌破离场 |
卖出 |
19.230750000000004 |
58200.0 |
¥1.12M |
|
| 2016-09-08 |
突破买入 |
买入 |
20.91089 |
53600.0 |
¥1.12M |
首仓入场 |
| 2016-09-22 |
跌破离场 |
卖出 |
19.67 |
53600.0 |
¥1.05M |
|
| 2016-12-23 |
突破买入 |
买入 |
21.651629999999997 |
48600.0 |
¥1.05M |
首仓入场 |
| 2017-05-08 |
跌破离场 |
卖出 |
26.523449999999997 |
48600.0 |
¥1.29M |
|
| 2017-06-22 |
突破买入 |
买入 |
26.556529999999995 |
48500.0 |
¥1.29M |
首仓入场 |
| 2017-09-25 |
跌破离场 |
卖出 |
38.67129 |
48500.0 |
¥1.87M |
|
| 2017-10-10 |
突破买入 |
买入 |
42.942899999999995 |
43500.0 |
¥1.87M |
首仓入场 |
| 2017-10-19 |
跌破离场 |
卖出 |
37.94202 |
43500.0 |
¥1.65M |
|
| 2018-06-06 |
突破买入 |
买入 |
44.13409 |
37500.0 |
¥1.66M |
首仓入场 |
| 2018-06-28 |
跌破离场 |
卖出 |
44.5554 |
37500.0 |
¥1.67M |
|
| 2018-07-16 |
突破买入 |
买入 |
50.47042 |
33000.0 |
¥1.67M |
首仓入场 |
| 2018-08-06 |
跌破离场 |
卖出 |
47.952 |
33000.0 |
¥1.58M |
|
| 2018-12-05 |
突破买入 |
买入 |
32.18214999999999 |
48100.0 |
¥1.55M |
首仓入场 |
| 2018-12-20 |
跌破离场 |
卖出 |
30.2697 |
48100.0 |
¥1.46M |
|
| 2019-01-22 |
突破买入 |
买入 |
33.08304999999999 |
44900.0 |
¥1.49M |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
43.86 |
44900.0 |
¥1.97M |
|
| 2019-06-21 |
突破买入 |
买入 |
41.60156 |
47500.0 |
¥1.98M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
41.868089999999995 |
47500.0 |
¥1.99M |
|
| 2019-09-06 |
突破买入 |
买入 |
47.01696999999999 |
42200.0 |
¥1.98M |
首仓入场 |
| 2019-09-23 |
跌破离场 |
卖出 |
45.20475 |
42200.0 |
¥1.91M |
|
| 2019-11-26 |
突破买入 |
买入 |
48.99895 |
39000.0 |
¥1.91M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
46.72 |
39000.0 |
¥1.82M |
|
| 2020-05-06 |
突破买入 |
买入 |
44.29425 |
40400.0 |
¥1.79M |
首仓入场 |
| 2020-09-28 |
跌破离场 |
卖出 |
69.3306 |
40400.0 |
¥2.80M |
|
| 2020-10-29 |
突破买入 |
买入 |
81.63154999999999 |
34300.0 |
¥2.80M |
首仓入场 |
| 2020-11-26 |
跌破离场 |
卖出 |
83.61630000000001 |
34300.0 |
¥2.87M |
|
| 2020-12-28 |
突破买入 |
买入 |
90.98088999999999 |
31600.0 |
¥2.88M |
首仓入场 |
| 2021-03-03 |
跌破离场 |
卖出 |
122.94693 |
31600.0 |
¥3.88M |
|
| 2021-07-13 |
突破买入 |
买入 |
127.54741999999999 |
30500.0 |
¥3.89M |
首仓入场 |
| 2021-07-27 |
跌破离场 |
卖出 |
118.53135 |
30500.0 |
¥3.61M |
|
| 2021-12-10 |
突破买入 |
买入 |
102.10199999999999 |
35100.0 |
¥3.58M |
首仓入场 |
| 2022-01-12 |
跌破离场 |
卖出 |
98.08182000000001 |
35100.0 |
¥3.44M |
|
| 2022-06-10 |
突破买入 |
买入 |
85.32523999999998 |
40500.0 |
¥3.46M |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
91.22 |
40500.0 |
¥3.69M |
|
| 2022-08-24 |
突破买入 |
买入 |
90.83073999999999 |
40800.0 |
¥3.71M |
首仓入场 |
| 2022-09-22 |
跌破离场 |
卖出 |
87.3126 |
40800.0 |
¥3.56M |
|
| 2022-11-30 |
突破买入 |
买入 |
89.85976999999998 |
39200.0 |
¥3.52M |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
90.3096 |
39200.0 |
¥3.54M |
|
| 2023-02-03 |
突破买入 |
买入 |
99.09899999999999 |
35800.0 |
¥3.55M |
首仓入场 |
| 2023-03-09 |
跌破离场 |
卖出 |
100.57932000000001 |
35800.0 |
¥3.60M |
|
| 2023-06-14 |
突破买入 |
买入 |
89.96987999999999 |
40500.0 |
¥3.64M |
首仓入场 |
| 2023-07-06 |
跌破离场 |
卖出 |
86.49342 |
40500.0 |
¥3.50M |
|
| 2023-07-26 |
突破买入 |
买入 |
94.97487999999998 |
36700.0 |
¥3.49M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
94.36554 |
36700.0 |
¥3.46M |
|
| 2024-02-22 |
突破买入 |
买入 |
77.89781999999998 |
44400.0 |
¥3.46M |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
85.16475 |
44400.0 |
¥3.78M |
|
| 2024-09-20 |
突破买入 |
买入 |
75.57549999999999 |
50000.0 |
¥3.78M |
首仓入场 |
| 2024-10-18 |
跌破离场 |
卖出 |
76.25367 |
50000.0 |
¥3.81M |
|
| 2025-02-11 |
突破买入 |
买入 |
71.09101999999999 |
53500.0 |
¥3.80M |
首仓入场 |
| 2025-02-26 |
跌破离场 |
卖出 |
67.24 |
53500.0 |
¥3.60M |
|
| 2025-07-11 |
突破买入 |
买入 |
56.23617999999999 |
63900.0 |
¥3.59M |
首仓入场 |
| 2025-09-23 |
跌破离场 |
卖出 |
64.05588 |
63900.0 |
¥4.09M |
|
| 2025-11-11 |
突破买入 |
买入 |
67.4674 |
60500.0 |
¥4.08M |
首仓入场 |
| 2026-03-16 |
跌破离场 |
卖出 |
84.01589999999999 |
60500.0 |
¥5.08M |
|
| 2026-04-14 |
突破买入 |
买入 |
92.13203999999998 |
55300.0 |
¥5.10M |
首仓入场 |
| 2026-05-15 |
跌破离场 |
卖出 |
82.3176 |
55300.0 |
¥4.55M |
|
| 2026-07-24 |
突破买入 |
买入 |
75.42534999999998 |
60300.0 |
¥4.55M |
首仓入场 |
| 2026-09-14 |
跌破离场 |
卖出 |
73.926 |
60300.0 |
¥4.46M |
|
| 2026-11-04 |
突破买入 |
买入 |
71.94187 |
62200.0 |
¥4.48M |
首仓入场 |
| 2026-11-13 |
跌破离场 |
卖出 |
68.76116999999999 |
62200.0 |
¥4.28M |
|