600346 恒力股份 — 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: ¥74.2万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -25.83%）
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 39 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 |
2015-03-06 |
2015-09-23 |
9.892967 |
6.31 |
¥-36.2万 |
-36.24% |
跌破离场 |
| 2 |
2015-11-12 |
2016-01-06 |
9.021715702999998 |
11.188799999999999 |
¥15.0万 |
+23.98% |
跌破离场 |
| 3 |
2016-07-27 |
2016-09-27 |
6.558516964999998 |
7.14285 |
¥7.0万 |
+8.88% |
跌破离场 |
| 4 |
2017-03-17 |
2017-03-31 |
10.103120026999997 |
8.27172 |
¥-15.3万 |
-18.15% |
跌破离场 |
| 5 |
2017-07-04 |
2017-09-19 |
8.501039546999998 |
8.991 |
¥4.0万 |
+5.73% |
跌破离场 |
| 6 |
2017-11-08 |
2018-02-12 |
10.043042008999999 |
13.90608 |
¥28.6万 |
+38.42% |
跌破离场 |
| 7 |
2018-05-14 |
2018-05-29 |
16.431337922999997 |
16.12386 |
¥-1.9万 |
-1.90% |
跌破离场 |
| 8 |
2018-07-23 |
2018-08-07 |
15.420024619999998 |
14.785200000000001 |
¥-4.2万 |
-4.15% |
跌破离场 |
| 9 |
2019-02-14 |
2019-04-12 |
13.918074169999997 |
16.983 |
¥21.3万 |
+21.98% |
跌破离场 |
| 10 |
2019-08-13 |
2019-11-07 |
12.91677387 |
15.67431 |
¥25.1万 |
+21.31% |
跌破离场 |
| 11 |
2020-01-02 |
2020-02-04 |
16.080882818 |
14.11 |
¥-17.6万 |
-12.28% |
跌破离场 |
| 12 |
2020-04-27 |
2020-05-21 |
14.268529274999997 |
13.446539999999999 |
¥-7.2万 |
-5.79% |
跌破离场 |
| 13 |
2020-06-04 |
2020-06-16 |
14.649023389 |
13.776209999999997 |
¥-7.1万 |
-5.99% |
跌破离场 |
| 14 |
2020-07-10 |
2020-09-10 |
15.770479725 |
18.99099 |
¥22.3万 |
+20.39% |
跌破离场 |
| 15 |
2020-10-14 |
2020-12-10 |
20.867098251999995 |
24.20577 |
¥21.3万 |
+15.96% |
跌破离场 |
| 16 |
2020-12-25 |
2021-03-01 |
27.886213354999995 |
36.982980000000005 |
¥50.4万 |
+32.58% |
跌破离场 |
| 17 |
2021-07-23 |
2021-08-20 |
29.598436867999997 |
28.20177 |
¥-9.8万 |
-4.75% |
跌破离场 |
| 18 |
2021-12-14 |
2022-01-24 |
23.076921000000002 |
22.837139999999998 |
¥-2.1万 |
-1.07% |
跌破离场 |
| 19 |
2022-02-22 |
2022-03-03 |
26.63458798 |
22.4775 |
¥-30.2万 |
-15.63% |
跌破离场 |
| 20 |
2022-04-11 |
2022-04-21 |
22.859685848999998 |
20.42955 |
¥-17.4万 |
-10.66% |
跌破离场 |
| 21 |
2022-08-15 |
2022-08-25 |
21.257605369 |
19.22076 |
¥-14.0万 |
-9.61% |
跌破离场 |
| 22 |
2022-12-06 |
2022-12-20 |
17.562807261999996 |
16.453529999999997 |
¥-8.4万 |
-6.34% |
跌破离场 |
| 23 |
2023-02-15 |
2023-03-10 |
18.133548432999994 |
17.07291 |
¥-7.3万 |
-5.88% |
跌破离场 |
| 24 |
2023-07-13 |
2023-08-14 |
14.91937447 |
14.89509 |
¥-2,240 |
-0.19% |
跌破离场 |
| 25 |
2023-11-02 |
2023-11-14 |
14.829257443 |
14.055929999999998 |
¥-6.1万 |
-5.24% |
跌破离场 |
| 26 |
2024-02-21 |
2024-05-23 |
12.696487803999998 |
15.29469 |
¥22.4万 |
+20.43% |
跌破离场 |
| 27 |
2024-07-22 |
2024-07-25 |
14.679062398000001 |
13.21677 |
¥-13.2万 |
-9.99% |
跌破离场 |
| 28 |
2024-10-09 |
2024-10-31 |
16.214862999999998 |
13.81617 |
¥-17.3万 |
-14.82% |
跌破离场 |
| 29 |
2024-11-11 |
2024-11-25 |
15.229777562999999 |
14.23575 |
¥-6.6万 |
-6.55% |
跌破离场 |
| 30 |
2024-12-13 |
2025-01-03 |
15.60468 |
14.96502 |
¥-3.9万 |
-4.13% |
跌破离场 |
| 31 |
2025-03-12 |
2025-04-08 |
16.334898999999997 |
14.745239999999999 |
¥-8.9万 |
-9.76% |
跌破离场 |
| 32 |
2025-05-08 |
2025-05-27 |
15.820544739999999 |
15.374609999999999 |
¥-2.3万 |
-2.85% |
跌破离场 |
| 33 |
2025-07-22 |
2025-08-08 |
14.849283448999998 |
15.14484 |
¥1.6万 |
+1.96% |
跌破离场 |
| 34 |
2025-08-22 |
2025-09-24 |
16.82184504 |
16.533450000000002 |
¥-1.4万 |
-1.74% |
跌破离场 |
| 35 |
2025-11-07 |
2025-11-25 |
18.484003538 |
18.53145 |
¥1,810 |
+0.23% |
跌破离场 |
| 36 |
2025-12-23 |
2026-03-05 |
20.066058012 |
24.0759 |
¥16.1万 |
+19.95% |
跌破离场 |
| 37 |
2026-04-17 |
2026-04-28 |
24.141350232999994 |
20.02 |
¥-16.3万 |
-17.10% |
跌破离场 |
| 38 |
2026-08-10 |
2026-09-14 |
17.923275369999995 |
17.102880000000003 |
¥-3.7万 |
-4.61% |
跌破离场 |
| 39 |
2026-11-06 |
2026-11-13 |
16.52145495 |
15.97 |
¥-2.5万 |
-3.37% |
强平 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-06 |
突破买入 |
买入 |
9.89 |
101000.0 |
¥99.9万 |
首仓入场 |
| 2015-09-23 |
跌破离场 |
卖出 |
6.31 |
101000.0 |
¥63.7万 |
|
| 2015-11-12 |
突破买入 |
买入 |
9.019009999999998 |
69500.0 |
¥62.7万 |
首仓入场 |
| 2016-01-06 |
跌破离场 |
卖出 |
11.188799999999999 |
69500.0 |
¥77.7万 |
|
| 2016-07-27 |
突破买入 |
买入 |
6.556549999999998 |
120100.0 |
¥78.8万 |
首仓入场 |
| 2016-09-27 |
跌破离场 |
卖出 |
7.14285 |
120100.0 |
¥85.8万 |
|
| 2017-03-17 |
突破买入 |
买入 |
10.100089999999998 |
83300.0 |
¥84.2万 |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
8.27172 |
83300.0 |
¥68.9万 |
|
| 2017-07-04 |
突破买入 |
买入 |
8.498489999999999 |
82900.0 |
¥70.5万 |
首仓入场 |
| 2017-09-19 |
跌破离场 |
卖出 |
8.991 |
82900.0 |
¥74.5万 |
|
| 2017-11-08 |
突破买入 |
买入 |
10.040029999999998 |
74100.0 |
¥74.4万 |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
13.90608 |
74100.0 |
¥1.03M |
|
| 2018-05-14 |
突破买入 |
买入 |
16.426409999999997 |
62200.0 |
¥1.02M |
首仓入场 |
| 2018-05-29 |
跌破离场 |
卖出 |
16.12386 |
62200.0 |
¥1.00M |
|
| 2018-07-23 |
突破买入 |
买入 |
15.415399999999998 |
65500.0 |
¥1.01M |
首仓入场 |
| 2018-08-07 |
跌破离场 |
卖出 |
14.785200000000001 |
65500.0 |
¥96.8万 |
|
| 2019-02-14 |
突破买入 |
买入 |
13.913899999999998 |
69700.0 |
¥97.0万 |
首仓入场 |
| 2019-04-12 |
跌破离场 |
卖出 |
16.983 |
69700.0 |
¥1.18M |
|
| 2019-08-13 |
突破买入 |
买入 |
12.912899999999999 |
91100.0 |
¥1.18M |
首仓入场 |
| 2019-11-07 |
跌破离场 |
卖出 |
15.67431 |
91100.0 |
¥1.43M |
|
| 2020-01-02 |
突破买入 |
买入 |
16.07606 |
88900.0 |
¥1.43M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
14.11 |
88900.0 |
¥1.25M |
|
| 2020-04-27 |
突破买入 |
买入 |
14.264249999999999 |
87700.0 |
¥1.25M |
首仓入场 |
| 2020-05-21 |
跌破离场 |
卖出 |
13.446539999999999 |
87700.0 |
¥1.18M |
|
| 2020-06-04 |
突破买入 |
买入 |
14.644629999999998 |
80600.0 |
¥1.18M |
首仓入场 |
| 2020-06-16 |
跌破离场 |
卖出 |
13.776209999999997 |
80600.0 |
¥1.11M |
|
| 2020-07-10 |
突破买入 |
买入 |
15.76575 |
69500.0 |
¥1.10M |
首仓入场 |
| 2020-09-10 |
跌破离场 |
卖出 |
18.99099 |
69500.0 |
¥1.32M |
|
| 2020-10-14 |
突破买入 |
买入 |
20.860839999999996 |
64000.0 |
¥1.34M |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
24.20577 |
64000.0 |
¥1.55M |
|
| 2020-12-25 |
突破买入 |
买入 |
27.877849999999995 |
55500.0 |
¥1.55M |
首仓入场 |
| 2021-03-01 |
跌破离场 |
卖出 |
36.982980000000005 |
55500.0 |
¥2.05M |
|
| 2021-07-23 |
突破买入 |
买入 |
29.589559999999995 |
69400.0 |
¥2.05M |
首仓入场 |
| 2021-08-20 |
跌破离场 |
卖出 |
28.20177 |
69400.0 |
¥1.96M |
|
| 2021-12-14 |
突破买入 |
买入 |
23.07 |
83800.0 |
¥1.93M |
首仓入场 |
| 2022-01-24 |
跌破离场 |
卖出 |
22.837139999999998 |
83800.0 |
¥1.91M |
|
| 2022-02-22 |
突破买入 |
买入 |
26.6266 |
72500.0 |
¥1.93M |
首仓入场 |
| 2022-03-03 |
跌破离场 |
卖出 |
22.4775 |
72500.0 |
¥1.63M |
|
| 2022-04-11 |
突破买入 |
买入 |
22.852829999999997 |
71400.0 |
¥1.63M |
首仓入场 |
| 2022-04-21 |
跌破离场 |
卖出 |
20.42955 |
71400.0 |
¥1.46M |
|
| 2022-08-15 |
突破买入 |
买入 |
21.25123 |
68600.0 |
¥1.46M |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
19.22076 |
68600.0 |
¥1.32M |
|
| 2022-12-06 |
突破买入 |
买入 |
17.557539999999996 |
75100.0 |
¥1.32M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
16.453529999999997 |
75100.0 |
¥1.24M |
|
| 2023-02-15 |
突破买入 |
买入 |
18.128109999999996 |
68200.0 |
¥1.24M |
首仓入场 |
| 2023-03-10 |
跌破离场 |
卖出 |
17.07291 |
68200.0 |
¥1.16M |
|
| 2023-07-13 |
突破买入 |
买入 |
14.9149 |
77900.0 |
¥1.16M |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
14.89509 |
77900.0 |
¥1.16M |
|
| 2023-11-02 |
突破买入 |
买入 |
14.82481 |
78300.0 |
¥1.16M |
首仓入场 |
| 2023-11-14 |
跌破离场 |
卖出 |
14.055929999999998 |
78300.0 |
¥1.10M |
|
| 2024-02-21 |
突破买入 |
买入 |
12.692679999999998 |
86300.0 |
¥1.10M |
首仓入场 |
| 2024-05-23 |
跌破离场 |
卖出 |
15.29469 |
86300.0 |
¥1.32M |
|
| 2024-07-22 |
突破买入 |
买入 |
14.67466 |
90200.0 |
¥1.32M |
首仓入场 |
| 2024-07-25 |
跌破离场 |
卖出 |
13.21677 |
90200.0 |
¥1.19M |
|
| 2024-10-09 |
突破买入 |
买入 |
16.21 |
72100.0 |
¥1.17M |
首仓入场 |
| 2024-10-31 |
跌破离场 |
卖出 |
13.81617 |
72100.0 |
¥99.6万 |
|
| 2024-11-11 |
突破买入 |
买入 |
15.225209999999999 |
66500.0 |
¥1.01M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
14.23575 |
66500.0 |
¥94.6万 |
|
| 2024-12-13 |
突破买入 |
买入 |
15.6 |
61200.0 |
¥95.5万 |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
14.96502 |
61200.0 |
¥91.6万 |
|
| 2025-03-12 |
突破买入 |
买入 |
16.33 |
55900.0 |
¥91.3万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
14.745239999999999 |
55900.0 |
¥82.4万 |
|
| 2025-05-08 |
突破买入 |
买入 |
15.8158 |
52000.0 |
¥82.3万 |
首仓入场 |
| 2025-05-27 |
跌破离场 |
卖出 |
15.374609999999999 |
52000.0 |
¥79.9万 |
|
| 2025-07-22 |
突破买入 |
买入 |
14.844829999999998 |
53700.0 |
¥79.7万 |
首仓入场 |
| 2025-08-08 |
跌破离场 |
卖出 |
15.14484 |
53700.0 |
¥81.3万 |
|
| 2025-08-22 |
突破买入 |
买入 |
16.8168 |
48500.0 |
¥81.6万 |
首仓入场 |
| 2025-09-24 |
跌破离场 |
卖出 |
16.533450000000002 |
48500.0 |
¥80.2万 |
|
| 2025-11-07 |
突破买入 |
买入 |
18.47846 |
43200.0 |
¥79.9万 |
首仓入场 |
| 2025-11-25 |
跌破离场 |
卖出 |
18.53145 |
43200.0 |
¥80.0万 |
|
| 2025-12-23 |
突破买入 |
买入 |
20.060039999999997 |
40100.0 |
¥80.5万 |
首仓入场 |
| 2026-03-05 |
跌破离场 |
卖出 |
24.0759 |
40100.0 |
¥96.5万 |
|
| 2026-04-17 |
突破买入 |
买入 |
24.134109999999996 |
39600.0 |
¥95.6万 |
首仓入场 |
| 2026-04-28 |
跌破离场 |
卖出 |
20.02 |
39600.0 |
¥79.3万 |
|
| 2026-08-10 |
突破买入 |
买入 |
17.917899999999996 |
44700.0 |
¥80.1万 |
首仓入场 |
| 2026-09-14 |
跌破离场 |
卖出 |
17.102880000000003 |
44700.0 |
¥76.4万 |
|
| 2026-11-06 |
突破买入 |
买入 |
16.516499999999997 |
44900.0 |
¥74.2万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
15.97 |
44900 |
¥71.7万 |
回测结束强平 |