600406 国电南瑞 — 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: ¥58.2万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -41.78%）
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 35 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 |
2015-03-11 |
2015-05-07 |
16.681662997999997 |
21.49848 |
¥28.6万 |
+28.84% |
跌破离场 |
| 2 |
2015-06-02 |
2015-06-17 |
28.33679849 |
25.92405 |
¥-10.7万 |
-8.54% |
跌破离场 |
| 3 |
2015-08-11 |
2015-08-24 |
20.62678618 |
15.084899999999998 |
¥-31.1万 |
-26.89% |
跌破离场 |
| 4 |
2015-11-09 |
2015-11-24 |
17.542781255999998 |
16.7832 |
¥-3.7万 |
-4.36% |
跌破离场 |
| 5 |
2016-01-07 |
2016-01-14 |
17.232378163 |
13.25673 |
¥-18.7万 |
-23.09% |
跌破离场 |
| 6 |
2016-03-24 |
2016-04-20 |
14.228477263 |
14.50548 |
¥1.2万 |
+1.92% |
跌破离场 |
| 7 |
2016-07-13 |
2016-11-01 |
13.968139184999998 |
15.2847 |
¥6.2万 |
+9.39% |
跌破离场 |
| 8 |
2017-06-13 |
2017-06-26 |
18.073470415 |
16.28 |
¥-7.1万 |
-9.95% |
跌破离场 |
| 9 |
2017-11-10 |
2017-11-30 |
18.824445639999997 |
18.96102 |
¥4,489 |
+0.70% |
跌破离场 |
| 10 |
2018-03-13 |
2018-05-23 |
17.212352156999998 |
17.73225 |
¥1.9万 |
+2.99% |
跌破离场 |
| 11 |
2018-07-25 |
2018-08-27 |
16.160986841999996 |
14.86512 |
¥-5.4万 |
-8.05% |
跌破离场 |
| 12 |
2018-11-05 |
2018-11-26 |
18.065418 |
17.1 |
¥-3.3万 |
-5.37% |
跌破离场 |
| 13 |
2018-12-06 |
2019-02-28 |
18.263717471999996 |
18.23 |
¥-1,250 |
-0.21% |
跌破离场 |
| 14 |
2019-03-13 |
2019-04-29 |
23.029906899999997 |
19.8801 |
¥-8.0万 |
-13.70% |
跌破离场 |
| 15 |
2019-09-04 |
2019-12-02 |
18.624185580000002 |
22.95702 |
¥11.7万 |
+23.23% |
跌破离场 |
| 16 |
2020-07-09 |
2020-09-07 |
22.0286066 |
21.448529999999998 |
¥-1.6万 |
-2.66% |
跌破离场 |
| 17 |
2020-10-29 |
2020-12-03 |
21.177501345 |
22.80717 |
¥4.6万 |
+7.66% |
跌破离场 |
| 18 |
2020-12-29 |
2021-02-25 |
26.674639992 |
29.090880000000006 |
¥5.8万 |
+9.03% |
跌破离场 |
| 19 |
2021-03-30 |
2021-05-10 |
32.091674614999995 |
29.88009 |
¥-4.8万 |
-6.92% |
跌破离场 |
| 20 |
2021-07-26 |
2021-08-17 |
27.555784255999995 |
29.120849999999997 |
¥3.7万 |
+5.65% |
跌破离场 |
| 21 |
2021-10-26 |
2021-12-30 |
39.85175193999999 |
40.049910000000004 |
¥3,220 |
+0.47% |
跌破离场 |
| 22 |
2022-05-18 |
2022-06-15 |
34.314561281 |
31.7682 |
¥-5.2万 |
-7.45% |
跌破离场 |
| 23 |
2022-11-07 |
2022-11-17 |
26.734718009999998 |
25.074900000000003 |
¥-4.0万 |
-6.24% |
跌破离场 |
| 24 |
2023-03-20 |
2023-04-24 |
27.375550201999996 |
25.974 |
¥-3.1万 |
-5.15% |
跌破离场 |
| 25 |
2023-05-17 |
2023-06-08 |
27.936278369999993 |
26.41356 |
¥-3.2万 |
-5.48% |
跌破离场 |
| 26 |
2024-01-02 |
2024-01-12 |
22.248892665999996 |
20.91906 |
¥-3.2万 |
-6.01% |
跌破离场 |
| 27 |
2024-02-07 |
2024-04-08 |
22.238879663 |
23.606370000000002 |
¥3.1万 |
+6.12% |
跌破离场 |
| 28 |
2024-04-16 |
2024-04-29 |
24.942390473 |
23.976 |
¥-2.1万 |
-3.90% |
跌破离场 |
| 29 |
2024-06-18 |
2024-11-25 |
24.682052394999996 |
25.7742 |
¥2.3万 |
+4.39% |
跌破离场 |
| 30 |
2025-04-09 |
2025-04-24 |
23.230166959999995 |
22.877100000000002 |
¥-8,422 |
-1.55% |
跌破离场 |
| 31 |
2025-08-27 |
2025-09-02 |
22.409100714 |
21.58839 |
¥-2.0万 |
-3.69% |
跌破离场 |
| 32 |
2025-09-29 |
2025-11-18 |
22.869698852 |
23.666310000000003 |
¥1.8万 |
+3.45% |
跌破离场 |
| 33 |
2026-01-14 |
2026-03-23 |
24.441740322999994 |
26.973000000000003 |
¥5.5万 |
+10.32% |
跌破离场 |
| 34 |
2026-07-24 |
2026-08-14 |
24.221454256999994 |
23.646330000000003 |
¥-1.4万 |
-2.40% |
跌破离场 |
| 35 |
2026-10-20 |
2026-11-13 |
23.0299069 |
23.26 |
¥5,556 |
+0.97% |
强平 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-11 |
突破买入 |
买入 |
16.67666 |
59500.0 |
¥99.3万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
21.49848 |
59500.0 |
¥1.28M |
|
| 2015-06-02 |
突破买入 |
买入 |
28.328300000000002 |
44100.0 |
¥1.25M |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
25.92405 |
44100.0 |
¥1.14M |
|
| 2015-08-11 |
突破买入 |
买入 |
20.620600000000003 |
56000.0 |
¥1.16M |
首仓入场 |
| 2015-08-24 |
跌破离场 |
卖出 |
15.084899999999998 |
56000.0 |
¥84.5万 |
|
| 2015-11-09 |
突破买入 |
买入 |
17.537519999999997 |
48900.0 |
¥85.8万 |
首仓入场 |
| 2015-11-24 |
跌破离场 |
卖出 |
16.7832 |
48900.0 |
¥82.0万 |
|
| 2016-01-07 |
突破买入 |
买入 |
17.22721 |
46900.0 |
¥80.8万 |
首仓入场 |
| 2016-01-14 |
跌破离场 |
卖出 |
13.25673 |
46900.0 |
¥62.2万 |
|
| 2016-03-24 |
突破买入 |
买入 |
14.224210000000001 |
43900.0 |
¥62.5万 |
首仓入场 |
| 2016-04-20 |
跌破离场 |
卖出 |
14.50548 |
43900.0 |
¥63.7万 |
|
| 2016-07-13 |
突破买入 |
买入 |
13.963949999999999 |
47000.0 |
¥65.7万 |
首仓入场 |
| 2016-11-01 |
跌破离场 |
卖出 |
15.2847 |
47000.0 |
¥71.8万 |
|
| 2017-06-13 |
突破买入 |
买入 |
18.06805 |
39400.0 |
¥71.2万 |
首仓入场 |
| 2017-06-26 |
跌破离场 |
卖出 |
16.28 |
39400.0 |
¥64.1万 |
|
| 2017-11-10 |
突破买入 |
买入 |
18.8188 |
34300.0 |
¥64.6万 |
首仓入场 |
| 2017-11-30 |
跌破离场 |
卖出 |
18.96102 |
34300.0 |
¥65.0万 |
|
| 2018-03-13 |
突破买入 |
买入 |
17.20719 |
37800.0 |
¥65.1万 |
首仓入场 |
| 2018-05-23 |
跌破离场 |
卖出 |
17.73225 |
37800.0 |
¥67.0万 |
|
| 2018-07-25 |
突破买入 |
买入 |
16.156139999999997 |
41400.0 |
¥66.9万 |
首仓入场 |
| 2018-08-27 |
跌破离场 |
卖出 |
14.86512 |
41400.0 |
¥61.5万 |
|
| 2018-11-05 |
突破买入 |
买入 |
18.06 |
33900.0 |
¥61.2万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
17.1 |
33900.0 |
¥58.0万 |
|
| 2018-12-06 |
突破买入 |
买入 |
18.258239999999997 |
31900.0 |
¥58.3万 |
首仓入场 |
| 2019-02-28 |
跌破离场 |
卖出 |
18.23 |
31900.0 |
¥58.1万 |
|
| 2019-03-13 |
突破买入 |
买入 |
23.022999999999996 |
25300.0 |
¥58.3万 |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
19.8801 |
25300.0 |
¥50.3万 |
|
| 2019-09-04 |
突破买入 |
买入 |
18.6186 |
27000.0 |
¥50.3万 |
首仓入场 |
| 2019-12-02 |
跌破离场 |
卖出 |
22.95702 |
27000.0 |
¥62.0万 |
|
| 2020-07-09 |
突破买入 |
买入 |
22.022 |
27800.0 |
¥61.2万 |
首仓入场 |
| 2020-09-07 |
跌破离场 |
卖出 |
21.448529999999998 |
27800.0 |
¥59.6万 |
|
| 2020-10-29 |
突破买入 |
买入 |
21.171149999999997 |
28200.0 |
¥59.7万 |
首仓入场 |
| 2020-12-03 |
跌破离场 |
卖出 |
22.80717 |
28200.0 |
¥64.3万 |
|
| 2020-12-29 |
突破买入 |
买入 |
26.666639999999997 |
24100.0 |
¥64.3万 |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
29.090880000000006 |
24100.0 |
¥70.1万 |
|
| 2021-03-30 |
突破买入 |
买入 |
32.082049999999995 |
21700.0 |
¥69.6万 |
首仓入场 |
| 2021-05-10 |
跌破离场 |
卖出 |
29.88009 |
21700.0 |
¥64.8万 |
|
| 2021-07-26 |
突破买入 |
买入 |
27.547519999999995 |
23900.0 |
¥65.9万 |
首仓入场 |
| 2021-08-17 |
跌破离场 |
卖出 |
29.120849999999997 |
23900.0 |
¥69.6万 |
|
| 2021-10-26 |
突破买入 |
买入 |
39.83979999999999 |
17300.0 |
¥68.9万 |
首仓入场 |
| 2021-12-30 |
跌破离场 |
卖出 |
40.049910000000004 |
17300.0 |
¥69.3万 |
|
| 2022-05-18 |
突破买入 |
买入 |
34.30427 |
20400.0 |
¥70.0万 |
首仓入场 |
| 2022-06-15 |
跌破离场 |
卖出 |
31.7682 |
20400.0 |
¥64.8万 |
|
| 2022-11-07 |
突破买入 |
买入 |
26.726699999999997 |
24100.0 |
¥64.4万 |
首仓入场 |
| 2022-11-17 |
跌破离场 |
卖出 |
25.074900000000003 |
24100.0 |
¥60.4万 |
|
| 2023-03-20 |
突破买入 |
买入 |
27.367339999999995 |
22100.0 |
¥60.5万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
25.974 |
22100.0 |
¥57.4万 |
|
| 2023-05-17 |
突破买入 |
买入 |
27.927899999999994 |
20600.0 |
¥57.5万 |
首仓入场 |
| 2023-06-08 |
跌破离场 |
卖出 |
26.41356 |
20600.0 |
¥54.4万 |
|
| 2024-01-02 |
突破买入 |
买入 |
22.242219999999996 |
24300.0 |
¥54.1万 |
首仓入场 |
| 2024-01-12 |
跌破离场 |
卖出 |
20.91906 |
24300.0 |
¥50.8万 |
|
| 2024-02-07 |
突破买入 |
买入 |
22.23221 |
23000.0 |
¥51.1万 |
首仓入场 |
| 2024-04-08 |
跌破离场 |
卖出 |
23.606370000000002 |
23000.0 |
¥54.3万 |
|
| 2024-04-16 |
突破买入 |
买入 |
24.93491 |
21600.0 |
¥53.9万 |
首仓入场 |
| 2024-04-29 |
跌破离场 |
卖出 |
23.976 |
21600.0 |
¥51.8万 |
|
| 2024-06-18 |
突破买入 |
买入 |
24.674649999999996 |
21100.0 |
¥52.1万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
25.7742 |
21100.0 |
¥54.4万 |
|
| 2025-04-09 |
突破买入 |
买入 |
23.223199999999995 |
23400.0 |
¥54.4万 |
首仓入场 |
| 2025-04-24 |
跌破离场 |
卖出 |
22.877100000000002 |
23400.0 |
¥53.5万 |
|
| 2025-08-27 |
突破买入 |
买入 |
22.40238 |
23900.0 |
¥53.6万 |
首仓入场 |
| 2025-09-02 |
跌破离场 |
卖出 |
21.58839 |
23900.0 |
¥51.6万 |
|
| 2025-09-29 |
突破买入 |
买入 |
22.86284 |
22500.0 |
¥51.5万 |
首仓入场 |
| 2025-11-18 |
跌破离场 |
卖出 |
23.666310000000003 |
22500.0 |
¥53.2万 |
|
| 2026-01-14 |
突破买入 |
买入 |
24.434409999999996 |
21800.0 |
¥53.3万 |
首仓入场 |
| 2026-03-23 |
跌破离场 |
卖出 |
26.973000000000003 |
21800.0 |
¥58.8万 |
|
| 2026-07-24 |
突破买入 |
买入 |
24.21419 |
24100.0 |
¥58.4万 |
首仓入场 |
| 2026-08-14 |
跌破离场 |
卖出 |
23.646330000000003 |
24100.0 |
¥57.0万 |
|
| 2026-10-20 |
突破买入 |
买入 |
23.023 |
24900.0 |
¥57.3万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
23.26 |
24900 |
¥57.9万 |
回测结束强平 |