600362 江西铜业 — 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: ¥1.31M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +31.46%）
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 41 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 |
2015-03-03 |
2015-05-08 |
18.604159573999997 |
22.22775 |
¥19.2万 |
+19.44% |
跌破离场 |
| 2 |
2015-05-28 |
2015-06-23 |
25.0325075 |
24.35562 |
¥-3.2万 |
-2.73% |
跌破离场 |
| 3 |
2015-10-20 |
2015-12-01 |
14.749153419 |
14.47551 |
¥-2.1万 |
-1.88% |
跌破离场 |
| 4 |
2016-03-08 |
2016-04-11 |
15.904770000000001 |
13.64 |
¥-16.1万 |
-14.27% |
跌破离场 |
| 5 |
2016-07-05 |
2016-07-28 |
14.508841347 |
14.56542 |
¥3,441 |
+0.36% |
跌破离场 |
| 6 |
2016-10-20 |
2016-12-01 |
14.268529274999999 |
19.380599999999998 |
¥34.8万 |
+35.79% |
跌破离场 |
| 7 |
2017-01-26 |
2017-02-27 |
18.904549664 |
18.87111 |
¥-2,741 |
-0.21% |
跌破离场 |
| 8 |
2017-06-08 |
2017-08-14 |
15.480102638000002 |
17.80218 |
¥19.7万 |
+14.97% |
跌破离场 |
| 9 |
2018-01-03 |
2018-01-18 |
20.246292065999995 |
19.22076 |
¥-7.6万 |
-5.09% |
跌破离场 |
| 10 |
2018-02-05 |
2018-02-12 |
21.107410323999996 |
17.53245 |
¥-24.0万 |
-16.96% |
跌破离场 |
| 11 |
2018-05-14 |
2018-05-25 |
17.733028313 |
17.112869999999997 |
¥-4.3万 |
-3.53% |
跌破离场 |
| 12 |
2019-01-08 |
2019-01-23 |
13.51755405 |
13.26672 |
¥-2.2万 |
-1.89% |
跌破离场 |
| 13 |
2019-02-14 |
2019-03-27 |
13.868009154999996 |
15.33465 |
¥12.0万 |
+10.54% |
跌破离场 |
| 14 |
2019-06-26 |
2019-07-09 |
15.870609754999998 |
14.745239999999999 |
¥-8.8万 |
-7.12% |
跌破离场 |
| 15 |
2019-09-17 |
2019-09-24 |
15.159686542000001 |
14.51547 |
¥-5.0万 |
-4.28% |
跌破离场 |
| 16 |
2019-12-18 |
2020-01-16 |
15.600258673999999 |
16.52346 |
¥6.6万 |
+5.89% |
跌破离场 |
| 17 |
2020-06-09 |
2020-08-13 |
13.597658074 |
15.124859999999998 |
¥13.3万 |
+11.20% |
跌破离场 |
| 18 |
2020-11-04 |
2021-01-29 |
15.940700775999996 |
19.69029 |
¥30.7万 |
+23.49% |
跌破离场 |
| 19 |
2021-02-19 |
2021-03-24 |
25.242780563 |
22.7772 |
¥-15.9万 |
-9.79% |
跌破离场 |
| 20 |
2021-04-20 |
2021-05-21 |
25.933677769999996 |
25.2747 |
¥-3.7万 |
-2.57% |
跌破离场 |
| 21 |
2021-09-01 |
2021-09-27 |
26.334197889999995 |
24.63534 |
¥-9.2万 |
-6.48% |
跌破离场 |
| 22 |
2021-11-26 |
2021-12-27 |
23.610661073999996 |
22.66731 |
¥-5.3万 |
-4.02% |
跌破离场 |
| 23 |
2022-03-04 |
2022-03-10 |
22.999867890999994 |
20.529449999999997 |
¥-13.8万 |
-10.77% |
跌破离场 |
| 24 |
2022-06-07 |
2022-06-22 |
18.704289603999996 |
17.922060000000002 |
¥-4.8万 |
-4.21% |
跌破离场 |
| 25 |
2022-11-08 |
2022-12-20 |
16.972040084999996 |
17.09289 |
¥7,464 |
+0.68% |
跌破离场 |
| 26 |
2023-01-10 |
2023-03-13 |
18.333808492999996 |
19.0809 |
¥4.5万 |
+4.04% |
跌破离场 |
| 27 |
2023-04-12 |
2023-05-15 |
20.276331074999998 |
18.94104 |
¥-7.6万 |
-6.61% |
跌破离场 |
| 28 |
2023-07-06 |
2023-07-25 |
19.425225819999994 |
19.10088 |
¥-1.8万 |
-1.70% |
跌破离场 |
| 29 |
2023-09-05 |
2023-09-28 |
20.12613603 |
19.40058 |
¥-3.8万 |
-3.63% |
跌破离场 |
| 30 |
2024-01-10 |
2024-01-18 |
18.393886510999998 |
17.64234 |
¥-4.2万 |
-4.11% |
跌破离场 |
| 31 |
2024-02-20 |
2024-04-24 |
18.804419634 |
24.695280000000004 |
¥30.5万 |
+31.29% |
跌破离场 |
| 32 |
2024-05-21 |
2024-06-04 |
28.386863505 |
25.144830000000002 |
¥-14.7万 |
-11.45% |
跌破离场 |
| 33 |
2024-09-26 |
2024-10-31 |
21.007280294 |
21.91806 |
¥4.9万 |
+4.30% |
跌破离场 |
| 34 |
2025-01-17 |
2025-02-26 |
21.377761405 |
20.87 |
¥-2.8万 |
-2.40% |
跌破离场 |
| 35 |
2025-03-17 |
2025-04-08 |
22.328996689999997 |
19.99998 |
¥-12.1万 |
-10.46% |
跌破离场 |
| 36 |
2025-06-09 |
2025-06-20 |
22.228866659999998 |
21.60837 |
¥-2.9万 |
-2.82% |
跌破离场 |
| 37 |
2025-07-22 |
2025-08-01 |
23.760856118999996 |
22.42755 |
¥-5.5万 |
-5.64% |
跌破离场 |
| 38 |
2025-08-14 |
2025-11-19 |
24.922364466999998 |
37.07289 |
¥46.3万 |
+48.71% |
跌破离场 |
| 39 |
2025-12-08 |
2026-02-03 |
43.386341998999995 |
54.945 |
¥37.6万 |
+26.60% |
跌破离场 |
| 40 |
2026-06-22 |
2026-07-03 |
52.93874686099999 |
43.306650000000005 |
¥-32.3万 |
-18.22% |
跌破离场 |
| 41 |
2026-08-10 |
2026-09-15 |
49.06371469999999 |
43.79616 |
¥-15.6万 |
-10.76% |
跌破离场 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-03 |
突破买入 |
买入 |
18.598579999999995 |
53200.0 |
¥99.0万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
22.22775 |
53200.0 |
¥1.18M |
|
| 2015-05-28 |
突破买入 |
买入 |
25.025 |
46200.0 |
¥1.16M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
24.35562 |
46200.0 |
¥1.12M |
|
| 2015-10-20 |
突破买入 |
买入 |
14.744729999999999 |
77000.0 |
¥1.14M |
首仓入场 |
| 2015-12-01 |
跌破离场 |
卖出 |
14.47551 |
77000.0 |
¥1.11M |
|
| 2016-03-08 |
突破买入 |
买入 |
15.9 |
71100.0 |
¥1.13M |
首仓入场 |
| 2016-04-11 |
跌破离场 |
卖出 |
13.64 |
71100.0 |
¥97.0万 |
|
| 2016-07-05 |
突破买入 |
买入 |
14.504489999999999 |
65900.0 |
¥95.6万 |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
14.56542 |
65900.0 |
¥96.0万 |
|
| 2016-10-20 |
突破买入 |
买入 |
14.264249999999999 |
68200.0 |
¥97.3万 |
首仓入场 |
| 2016-12-01 |
跌破离场 |
卖出 |
19.380599999999998 |
68200.0 |
¥1.32M |
|
| 2017-01-26 |
突破买入 |
买入 |
18.89888 |
70100.0 |
¥1.33M |
首仓入场 |
| 2017-02-27 |
跌破离场 |
卖出 |
18.87111 |
70100.0 |
¥1.32M |
|
| 2017-06-08 |
突破买入 |
买入 |
15.47546 |
85200.0 |
¥1.32M |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
17.80218 |
85200.0 |
¥1.52M |
|
| 2018-01-03 |
突破买入 |
买入 |
20.240219999999997 |
73900.0 |
¥1.50M |
首仓入场 |
| 2018-01-18 |
跌破离场 |
卖出 |
19.22076 |
73900.0 |
¥1.42M |
|
| 2018-02-05 |
突破买入 |
买入 |
21.101079999999996 |
67000.0 |
¥1.41M |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
17.53245 |
67000.0 |
¥1.17M |
|
| 2018-05-14 |
突破买入 |
买入 |
17.72771 |
68000.0 |
¥1.21M |
首仓入场 |
| 2018-05-25 |
跌破离场 |
卖出 |
17.112869999999997 |
68000.0 |
¥1.16M |
|
| 2019-01-08 |
突破买入 |
买入 |
13.513499999999997 |
85800.0 |
¥1.16M |
首仓入场 |
| 2019-01-23 |
跌破离场 |
卖出 |
13.26672 |
85800.0 |
¥1.14M |
|
| 2019-02-14 |
突破买入 |
买入 |
13.863849999999998 |
82200.0 |
¥1.14M |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
15.33465 |
82200.0 |
¥1.26M |
|
| 2019-06-26 |
突破买入 |
买入 |
15.86585 |
78200.0 |
¥1.24M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
14.745239999999999 |
78200.0 |
¥1.15M |
|
| 2019-09-17 |
突破买入 |
买入 |
15.15514 |
77200.0 |
¥1.17M |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
14.51547 |
77200.0 |
¥1.12M |
|
| 2019-12-18 |
突破买入 |
买入 |
15.595579999999998 |
71600.0 |
¥1.12M |
首仓入场 |
| 2020-01-16 |
跌破离场 |
卖出 |
16.52346 |
71600.0 |
¥1.18M |
|
| 2020-06-09 |
突破买入 |
买入 |
13.59358 |
87200.0 |
¥1.19M |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
15.124859999999998 |
87200.0 |
¥1.32M |
|
| 2020-11-04 |
突破买入 |
买入 |
15.935919999999998 |
81900.0 |
¥1.31M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
19.69029 |
81900.0 |
¥1.61M |
|
| 2021-02-19 |
突破买入 |
买入 |
25.23521 |
64400.0 |
¥1.63M |
首仓入场 |
| 2021-03-24 |
跌破离场 |
卖出 |
22.7772 |
64400.0 |
¥1.47M |
|
| 2021-04-20 |
突破买入 |
买入 |
25.925899999999995 |
55300.0 |
¥1.43M |
首仓入场 |
| 2021-05-21 |
跌破离场 |
卖出 |
25.2747 |
55300.0 |
¥1.40M |
|
| 2021-09-01 |
突破买入 |
买入 |
26.326299999999996 |
53900.0 |
¥1.42M |
首仓入场 |
| 2021-09-27 |
跌破离场 |
卖出 |
24.63534 |
53900.0 |
¥1.33M |
|
| 2021-11-26 |
突破买入 |
买入 |
23.603579999999994 |
55900.0 |
¥1.32M |
首仓入场 |
| 2021-12-27 |
跌破离场 |
卖出 |
22.66731 |
55900.0 |
¥1.27M |
|
| 2022-03-04 |
突破买入 |
买入 |
22.992969999999996 |
55600.0 |
¥1.28M |
首仓入场 |
| 2022-03-10 |
跌破离场 |
卖出 |
20.529449999999997 |
55600.0 |
¥1.14M |
|
| 2022-06-07 |
突破买入 |
买入 |
18.698679999999996 |
61500.0 |
¥1.15M |
首仓入场 |
| 2022-06-22 |
跌破离场 |
卖出 |
17.922060000000002 |
61500.0 |
¥1.10M |
|
| 2022-11-08 |
突破买入 |
买入 |
16.966949999999997 |
64500.0 |
¥1.09M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
17.09289 |
64500.0 |
¥1.10M |
|
| 2023-01-10 |
突破买入 |
买入 |
18.32831 |
60500.0 |
¥1.11M |
首仓入场 |
| 2023-03-13 |
跌破离场 |
卖出 |
19.0809 |
60500.0 |
¥1.15M |
|
| 2023-04-12 |
突破买入 |
买入 |
20.270249999999997 |
56900.0 |
¥1.15M |
首仓入场 |
| 2023-05-15 |
跌破离场 |
卖出 |
18.94104 |
56900.0 |
¥1.08M |
|
| 2023-07-06 |
突破买入 |
买入 |
19.419399999999996 |
55400.0 |
¥1.08M |
首仓入场 |
| 2023-07-25 |
跌破离场 |
卖出 |
19.10088 |
55400.0 |
¥1.06M |
|
| 2023-09-05 |
突破买入 |
买入 |
20.1201 |
52100.0 |
¥1.05M |
首仓入场 |
| 2023-09-28 |
跌破离场 |
卖出 |
19.40058 |
52100.0 |
¥1.01M |
|
| 2024-01-10 |
突破买入 |
买入 |
18.38837 |
55400.0 |
¥1.02M |
首仓入场 |
| 2024-01-18 |
跌破离场 |
卖出 |
17.64234 |
55400.0 |
¥97.7万 |
|
| 2024-02-20 |
突破买入 |
买入 |
18.79878 |
51900.0 |
¥97.6万 |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
24.695280000000004 |
51900.0 |
¥1.28M |
|
| 2024-05-21 |
突破买入 |
买入 |
28.378349999999998 |
45200.0 |
¥1.28M |
首仓入场 |
| 2024-06-04 |
跌破离场 |
卖出 |
25.144830000000002 |
45200.0 |
¥1.14M |
|
| 2024-09-26 |
突破买入 |
买入 |
21.00098 |
54100.0 |
¥1.14M |
首仓入场 |
| 2024-10-31 |
跌破离场 |
卖出 |
21.91806 |
54100.0 |
¥1.19M |
|
| 2025-01-17 |
突破买入 |
买入 |
21.37135 |
55200.0 |
¥1.18M |
首仓入场 |
| 2025-02-26 |
跌破离场 |
卖出 |
20.87 |
55200.0 |
¥1.15M |
|
| 2025-03-17 |
突破买入 |
买入 |
22.3223 |
51900.0 |
¥1.16M |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
19.99998 |
51900.0 |
¥1.04M |
|
| 2025-06-09 |
突破买入 |
买入 |
22.222199999999997 |
46500.0 |
¥1.03M |
首仓入场 |
| 2025-06-20 |
跌破离场 |
卖出 |
21.60837 |
46500.0 |
¥1.00M |
|
| 2025-07-22 |
突破买入 |
买入 |
23.753729999999997 |
41200.0 |
¥97.9万 |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
22.42755 |
41200.0 |
¥92.4万 |
|
| 2025-08-14 |
突破买入 |
买入 |
24.914889999999996 |
38100.0 |
¥95.0万 |
首仓入场 |
| 2025-11-19 |
跌破离场 |
卖出 |
37.07289 |
38100.0 |
¥1.41M |
|
| 2025-12-08 |
突破买入 |
买入 |
43.373329999999996 |
32600.0 |
¥1.41M |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
54.945 |
32600.0 |
¥1.79M |
|
| 2026-06-22 |
突破买入 |
买入 |
52.92286999999999 |
33500.0 |
¥1.77M |
首仓入场 |
| 2026-07-03 |
跌破离场 |
卖出 |
43.306650000000005 |
33500.0 |
¥1.45M |
|
| 2026-08-10 |
突破买入 |
买入 |
49.04899999999999 |
29500.0 |
¥1.45M |
首仓入场 |
| 2026-09-15 |
跌破离场 |
卖出 |
43.79616 |
29500.0 |
¥1.29M |
|