600372 中航机载 — 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: ¥19.7万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -80.34%）
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 43 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 |
2015-03-25 |
2015-04-10 |
30.739919209999996 |
29.36061 |
¥-4.5万 |
-4.52% |
跌破离场 |
| 2 |
2015-04-20 |
2015-06-23 |
33.223143953999994 |
39.08088 |
¥16.6万 |
+17.60% |
跌破离场 |
| 3 |
2015-08-20 |
2015-08-25 |
35.446030619999995 |
23.92 |
¥-35.3万 |
-32.54% |
跌破离场 |
| 4 |
2015-10-19 |
2015-11-30 |
26.66462698899999 |
25.364609999999995 |
¥-3.8万 |
-4.90% |
跌破离场 |
| 5 |
2016-04-21 |
2016-04-29 |
20.626786180000003 |
18.86112 |
¥-6.0万 |
-8.59% |
跌破离场 |
| 6 |
2016-06-30 |
2016-07-26 |
19.405199813999996 |
20.83914 |
¥4.9万 |
+7.36% |
跌破离场 |
| 7 |
2017-01-10 |
2017-02-16 |
20.056045008999998 |
19.61037 |
¥-1.6万 |
-2.25% |
跌破离场 |
| 8 |
2017-04-12 |
2017-04-24 |
20.546682156 |
18.89109 |
¥-5.7万 |
-8.09% |
跌破离场 |
| 9 |
2018-03-22 |
2018-05-02 |
14.448763328999998 |
14.365620000000002 |
¥-3,865 |
-0.61% |
跌破离场 |
| 10 |
2018-07-25 |
2018-08-20 |
14.218464259999998 |
12.057929999999999 |
¥-9.7万 |
-15.22% |
跌破离场 |
| 11 |
2018-09-05 |
2018-10-10 |
13.797918133999996 |
13.31667 |
¥-1.9万 |
-3.52% |
跌破离场 |
| 12 |
2018-11-16 |
2018-12-17 |
14.91937447 |
13.86612 |
¥-3.7万 |
-7.09% |
跌破离场 |
| 13 |
2019-02-19 |
2019-03-27 |
15.009491496999999 |
16.383599999999998 |
¥4.4万 |
+9.12% |
跌破离场 |
| 14 |
2019-07-04 |
2019-07-19 |
15.359946601999999 |
14.865120000000001 |
¥-1.7万 |
-3.25% |
跌破离场 |
| 15 |
2019-09-03 |
2019-09-18 |
15.860596752 |
14.94504 |
¥-3.0万 |
-5.80% |
跌破离场 |
| 16 |
2020-01-07 |
2020-01-23 |
15.520154649999998 |
14.415569999999999 |
¥-3.4万 |
-7.14% |
跌破离场 |
| 17 |
2020-02-19 |
2020-03-10 |
15.099608523999999 |
13.5864 |
¥-4.4万 |
-10.05% |
跌破离场 |
| 18 |
2020-05-08 |
2020-05-22 |
14.098308223999998 |
13.286700000000002 |
¥-2.4万 |
-5.79% |
跌破离场 |
| 19 |
2020-07-08 |
2020-08-26 |
14.799218433999998 |
18.01197 |
¥8.2万 |
+21.67% |
跌破离场 |
| 20 |
2020-10-13 |
2020-11-02 |
17.472690234999995 |
15.984 |
¥-4.0万 |
-8.55% |
跌破离场 |
| 21 |
2020-11-23 |
2020-12-10 |
17.432638222999998 |
17.042939999999998 |
¥-9,594 |
-2.26% |
跌破离场 |
| 22 |
2021-01-05 |
2021-01-27 |
20.666838192 |
18.2817 |
¥-4.7万 |
-11.57% |
跌破离场 |
| 23 |
2021-06-01 |
2021-07-02 |
15.920674769999998 |
15.55443 |
¥-8,531 |
-2.33% |
跌破离场 |
| 24 |
2021-08-03 |
2021-09-06 |
17.192326150999996 |
17.90208 |
¥1.5万 |
+4.10% |
跌破离场 |
| 25 |
2021-11-03 |
2021-12-14 |
18.574120564999998 |
19.260720000000003 |
¥1.4万 |
+3.67% |
跌破离场 |
| 26 |
2021-12-30 |
2022-01-11 |
21.578021465 |
19.7802 |
¥-3.2万 |
-8.36% |
跌破离场 |
| 27 |
2022-03-02 |
2022-04-11 |
19.164887742 |
17.73225 |
¥-2.7万 |
-7.50% |
跌破离场 |
| 28 |
2022-05-13 |
2022-08-03 |
19.014692696999997 |
18.781200000000002 |
¥-4,137 |
-1.26% |
跌破离场 |
| 29 |
2022-09-14 |
2022-10-10 |
19.545381856 |
18.56142 |
¥-1.6万 |
-5.06% |
跌破离场 |
| 30 |
2023-02-01 |
2023-04-20 |
18.023405399999998 |
16.20378 |
¥-3.1万 |
-10.12% |
跌破离场 |
| 31 |
2023-07-19 |
2023-08-09 |
15.680362697999998 |
14.935049999999997 |
¥-1.3万 |
-4.78% |
跌破离场 |
| 32 |
2023-09-05 |
2023-09-14 |
15.209751556999999 |
14.785200000000001 |
¥-7,421 |
-2.82% |
跌破离场 |
| 33 |
2024-03-19 |
2024-03-26 |
12.255915671999999 |
11.39859 |
¥-1.8万 |
-7.02% |
跌破离场 |
| 34 |
2024-04-30 |
2024-05-24 |
12.366058704999997 |
11.968020000000001 |
¥-7,792 |
-3.25% |
跌破离场 |
| 35 |
2024-07-22 |
2024-08-13 |
12.235889665999998 |
12.287700000000001 |
¥910 |
+0.39% |
跌破离场 |
| 36 |
2024-10-09 |
2024-11-25 |
13.594077 |
12.46752 |
¥-1.9万 |
-8.31% |
跌破离场 |
| 37 |
2025-03-12 |
2025-03-25 |
12.185824650999999 |
11.77 |
¥-7,381 |
-3.44% |
跌破离场 |
| 38 |
2025-05-08 |
2025-05-26 |
11.314693389999999 |
11.34864 |
¥556 |
+0.27% |
跌破离场 |
| 39 |
2025-07-01 |
2025-09-05 |
12.10363 |
11.838149999999999 |
¥-4,600 |
-2.22% |
跌破离场 |
| 40 |
2025-12-09 |
2026-03-04 |
12.596357773999998 |
14.62536 |
¥3.2万 |
+16.07% |
跌破离场 |
| 41 |
2026-05-12 |
2026-05-18 |
13.674101 |
12.34764 |
¥-2.3万 |
-9.73% |
跌破离场 |
| 42 |
2026-07-13 |
2026-08-19 |
11.513453 |
11.23875 |
¥-5,089 |
-2.42% |
跌破离场 |
| 43 |
2026-09-09 |
2026-09-30 |
11.795317533999997 |
11.15 |
¥-1.1万 |
-5.50% |
跌破离场 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-25 |
突破买入 |
买入 |
30.730699999999995 |
32500.0 |
¥99.9万 |
首仓入场 |
| 2015-04-10 |
跌破离场 |
卖出 |
29.36061 |
32500.0 |
¥95.4万 |
|
| 2015-04-20 |
突破买入 |
买入 |
33.213179999999994 |
28400.0 |
¥94.4万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
39.08088 |
28400.0 |
¥1.11M |
|
| 2015-08-20 |
突破买入 |
买入 |
35.435399999999994 |
30600.0 |
¥1.08M |
首仓入场 |
| 2015-08-25 |
跌破离场 |
卖出 |
23.92 |
30600.0 |
¥73.2万 |
|
| 2015-10-19 |
突破买入 |
买入 |
26.656629999999996 |
28700.0 |
¥76.5万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
25.364609999999995 |
28700.0 |
¥72.8万 |
|
| 2016-04-21 |
突破买入 |
买入 |
20.6206 |
34000.0 |
¥70.1万 |
首仓入场 |
| 2016-04-29 |
跌破离场 |
卖出 |
18.86112 |
34000.0 |
¥64.1万 |
|
| 2016-06-30 |
突破买入 |
买入 |
19.399379999999997 |
34500.0 |
¥66.9万 |
首仓入场 |
| 2016-07-26 |
跌破离场 |
卖出 |
20.83914 |
34500.0 |
¥71.9万 |
|
| 2017-01-10 |
突破买入 |
买入 |
20.05003 |
35500.0 |
¥71.2万 |
首仓入场 |
| 2017-02-16 |
跌破离场 |
卖出 |
19.61037 |
35500.0 |
¥69.6万 |
|
| 2017-04-12 |
突破买入 |
买入 |
20.540519999999997 |
34100.0 |
¥70.1万 |
首仓入场 |
| 2017-04-24 |
跌破离场 |
卖出 |
18.89109 |
34100.0 |
¥64.4万 |
|
| 2018-03-22 |
突破买入 |
买入 |
14.444429999999999 |
44200.0 |
¥63.9万 |
首仓入场 |
| 2018-05-02 |
跌破离场 |
卖出 |
14.365620000000002 |
44200.0 |
¥63.5万 |
|
| 2018-07-25 |
突破买入 |
买入 |
14.214199999999998 |
45000.0 |
¥64.0万 |
首仓入场 |
| 2018-08-20 |
跌破离场 |
卖出 |
12.057929999999999 |
45000.0 |
¥54.2万 |
|
| 2018-09-05 |
突破买入 |
买入 |
13.793779999999996 |
39300.0 |
¥54.2万 |
首仓入场 |
| 2018-10-10 |
跌破离场 |
卖出 |
13.31667 |
39300.0 |
¥52.3万 |
|
| 2018-11-16 |
突破买入 |
买入 |
14.9149 |
35100.0 |
¥52.4万 |
首仓入场 |
| 2018-12-17 |
跌破离场 |
卖出 |
13.86612 |
35100.0 |
¥48.7万 |
|
| 2019-02-19 |
突破买入 |
买入 |
15.00499 |
32500.0 |
¥48.8万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
16.383599999999998 |
32500.0 |
¥53.2万 |
|
| 2019-07-04 |
突破买入 |
买入 |
15.35534 |
34400.0 |
¥52.8万 |
首仓入场 |
| 2019-07-19 |
跌破离场 |
卖出 |
14.865120000000001 |
34400.0 |
¥51.1万 |
|
| 2019-09-03 |
突破买入 |
买入 |
15.855839999999999 |
32500.0 |
¥51.5万 |
首仓入场 |
| 2019-09-18 |
跌破离场 |
卖出 |
14.94504 |
32500.0 |
¥48.6万 |
|
| 2020-01-07 |
突破买入 |
买入 |
15.515499999999998 |
30900.0 |
¥48.0万 |
首仓入场 |
| 2020-01-23 |
跌破离场 |
卖出 |
14.415569999999999 |
30900.0 |
¥44.5万 |
|
| 2020-02-19 |
突破买入 |
买入 |
15.095079999999998 |
29300.0 |
¥44.2万 |
首仓入场 |
| 2020-03-10 |
跌破离场 |
卖出 |
13.5864 |
29300.0 |
¥39.8万 |
|
| 2020-05-08 |
突破买入 |
买入 |
14.094079999999998 |
28900.0 |
¥40.7万 |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
13.286700000000002 |
28900.0 |
¥38.4万 |
|
| 2020-07-08 |
突破买入 |
买入 |
14.79478 |
25700.0 |
¥38.0万 |
首仓入场 |
| 2020-08-26 |
跌破离场 |
卖出 |
18.01197 |
25700.0 |
¥46.3万 |
|
| 2020-10-13 |
突破买入 |
买入 |
17.467449999999996 |
26500.0 |
¥46.3万 |
首仓入场 |
| 2020-11-02 |
跌破离场 |
卖出 |
15.984 |
26500.0 |
¥42.3万 |
|
| 2020-11-23 |
突破买入 |
买入 |
17.42741 |
24300.0 |
¥42.4万 |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
17.042939999999998 |
24300.0 |
¥41.4万 |
|
| 2021-01-05 |
突破买入 |
买入 |
20.660639999999997 |
19800.0 |
¥40.9万 |
首仓入场 |
| 2021-01-27 |
跌破离场 |
卖出 |
18.2817 |
19800.0 |
¥36.2万 |
|
| 2021-06-01 |
突破买入 |
买入 |
15.915899999999999 |
23000.0 |
¥36.6万 |
首仓入场 |
| 2021-07-02 |
跌破离场 |
卖出 |
15.55443 |
23000.0 |
¥35.8万 |
|
| 2021-08-03 |
突破买入 |
买入 |
17.18717 |
20800.0 |
¥35.8万 |
首仓入场 |
| 2021-09-06 |
跌破离场 |
卖出 |
17.90208 |
20800.0 |
¥37.2万 |
|
| 2021-11-03 |
突破买入 |
买入 |
18.56855 |
20000.0 |
¥37.1万 |
首仓入场 |
| 2021-12-14 |
跌破离场 |
卖出 |
19.260720000000003 |
20000.0 |
¥38.5万 |
|
| 2021-12-30 |
突破买入 |
买入 |
21.57155 |
18000.0 |
¥38.8万 |
首仓入场 |
| 2022-01-11 |
跌破离场 |
卖出 |
19.7802 |
18000.0 |
¥35.6万 |
|
| 2022-03-02 |
突破买入 |
买入 |
19.159139999999997 |
18500.0 |
¥35.5万 |
首仓入场 |
| 2022-04-11 |
跌破离场 |
卖出 |
17.73225 |
18500.0 |
¥32.8万 |
|
| 2022-05-13 |
突破买入 |
买入 |
19.008989999999997 |
17300.0 |
¥32.9万 |
首仓入场 |
| 2022-08-03 |
跌破离场 |
卖出 |
18.781200000000002 |
17300.0 |
¥32.5万 |
|
| 2022-09-14 |
突破买入 |
买入 |
19.539519999999996 |
16500.0 |
¥32.2万 |
首仓入场 |
| 2022-10-10 |
跌破离场 |
卖出 |
18.56142 |
16500.0 |
¥30.6万 |
|
| 2023-02-01 |
突破买入 |
买入 |
18.017999999999997 |
17200.0 |
¥31.0万 |
首仓入场 |
| 2023-04-20 |
跌破离场 |
卖出 |
16.20378 |
17200.0 |
¥27.9万 |
|
| 2023-07-19 |
突破买入 |
买入 |
15.675659999999999 |
17700.0 |
¥27.8万 |
首仓入场 |
| 2023-08-09 |
跌破离场 |
卖出 |
14.935049999999997 |
17700.0 |
¥26.4万 |
|
| 2023-09-05 |
突破买入 |
买入 |
15.205189999999996 |
17300.0 |
¥26.3万 |
首仓入场 |
| 2023-09-14 |
跌破离场 |
卖出 |
14.785200000000001 |
17300.0 |
¥25.6万 |
|
| 2024-03-19 |
突破买入 |
买入 |
12.252239999999999 |
21000.0 |
¥25.7万 |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
11.39859 |
21000.0 |
¥23.9万 |
|
| 2024-04-30 |
突破买入 |
买入 |
12.362349999999998 |
19400.0 |
¥24.0万 |
首仓入场 |
| 2024-05-24 |
跌破离场 |
卖出 |
11.968020000000001 |
19400.0 |
¥23.2万 |
|
| 2024-07-22 |
突破买入 |
买入 |
12.23222 |
18900.0 |
¥23.1万 |
首仓入场 |
| 2024-08-13 |
跌破离场 |
卖出 |
12.287700000000001 |
18900.0 |
¥23.2万 |
|
| 2024-10-09 |
突破买入 |
买入 |
13.59 |
16600.0 |
¥22.6万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
12.46752 |
16600.0 |
¥20.7万 |
|
| 2025-03-12 |
突破买入 |
买入 |
12.18217 |
17600.0 |
¥21.4万 |
首仓入场 |
| 2025-03-25 |
跌破离场 |
卖出 |
11.77 |
17600.0 |
¥20.7万 |
|
| 2025-05-08 |
突破买入 |
买入 |
11.3113 |
18200.0 |
¥20.6万 |
首仓入场 |
| 2025-05-26 |
跌破离场 |
卖出 |
11.34864 |
18200.0 |
¥20.6万 |
|
| 2025-07-01 |
突破买入 |
买入 |
12.1 |
17100.0 |
¥20.7万 |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
11.838149999999999 |
17100.0 |
¥20.2万 |
|
| 2025-12-09 |
突破买入 |
买入 |
12.592579999999998 |
16000.0 |
¥20.2万 |
首仓入场 |
| 2026-03-04 |
跌破离场 |
卖出 |
14.62536 |
16000.0 |
¥23.4万 |
|
| 2026-05-12 |
突破买入 |
买入 |
13.67 |
17100.0 |
¥23.4万 |
首仓入场 |
| 2026-05-18 |
跌破离场 |
卖出 |
12.34764 |
17100.0 |
¥21.1万 |
|
| 2026-07-13 |
突破买入 |
买入 |
11.51 |
18300.0 |
¥21.1万 |
首仓入场 |
| 2026-08-19 |
跌破离场 |
卖出 |
11.23875 |
18300.0 |
¥20.6万 |
|
| 2026-09-09 |
突破买入 |
买入 |
11.791779999999997 |
17500.0 |
¥20.6万 |
首仓入场 |
| 2026-09-30 |
跌破离场 |
卖出 |
11.15 |
17500.0 |
¥19.5万 |
|