600415 小商品城 — 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: ¥79.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -20.65%）
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 37 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 |
2015-02-25 |
2015-04-29 |
15.354605 |
24.25572 |
¥57.6万 |
+57.92% |
跌破离场 |
| 2 |
2015-10-13 |
2015-11-30 |
8.621195582999999 |
9.34065 |
¥12.8万 |
+8.31% |
跌破离场 |
| 3 |
2016-04-06 |
2016-04-21 |
7.91027237 |
7.17282 |
¥-15.9万 |
-9.35% |
跌破离场 |
| 4 |
2016-07-14 |
2016-08-02 |
6.548503961999999 |
6.35 |
¥-4.7万 |
-3.06% |
跌破离场 |
| 5 |
2016-08-30 |
2016-10-24 |
7.149284141999998 |
7.82217 |
¥14.0万 |
+9.38% |
跌破离场 |
| 6 |
2016-11-10 |
2016-12-05 |
8.491026544 |
8.04195 |
¥-8.6万 |
-5.32% |
跌破离场 |
| 7 |
2016-12-19 |
2017-01-13 |
8.561117565 |
8.08191 |
¥-8.7万 |
-5.63% |
跌破离场 |
| 8 |
2017-05-19 |
2017-06-13 |
7.609882279999999 |
7.27272 |
¥-6.5万 |
-4.46% |
跌破离场 |
| 9 |
2018-03-19 |
2018-04-09 |
5.557216664999999 |
5.12487 |
¥-10.8万 |
-7.81% |
跌破离场 |
| 10 |
2018-05-22 |
2018-05-31 |
5.20156 |
4.975020000000001 |
¥-5.7万 |
-4.38% |
跌破离场 |
| 11 |
2018-07-25 |
2018-08-21 |
4.3957083169999995 |
4.07 |
¥-9.2万 |
-7.44% |
跌破离场 |
| 12 |
2019-01-08 |
2019-01-23 |
3.855006154999999 |
3.67632 |
¥-5.3万 |
-4.66% |
跌破离场 |
| 13 |
2019-03-05 |
2019-04-24 |
4.816254442999999 |
4.70529 |
¥-2.5万 |
-2.33% |
跌破离场 |
| 14 |
2020-01-06 |
2020-02-03 |
4.105331229999999 |
3.52 |
¥-15.0万 |
-14.28% |
跌破离场 |
| 15 |
2020-06-09 |
2020-06-30 |
5.326917596 |
4.8551400000000005 |
¥-7.6万 |
-8.88% |
跌破离场 |
| 16 |
2020-07-13 |
2020-07-27 |
7.419635222999999 |
6.75324 |
¥-7.5万 |
-9.01% |
跌破离场 |
| 17 |
2021-01-06 |
2021-01-25 |
6.057866814999999 |
5.07492 |
¥-12.4万 |
-16.25% |
跌破离场 |
| 18 |
2021-06-02 |
2021-06-30 |
5.427047625999999 |
5.1948 |
¥-2.7万 |
-4.31% |
跌破离场 |
| 19 |
2021-09-10 |
2021-09-30 |
4.836280448999999 |
4.67532 |
¥-2.1万 |
-3.36% |
跌破离场 |
| 20 |
2021-11-02 |
2021-11-18 |
5.096618526999999 |
4.62537 |
¥-5.5万 |
-9.27% |
跌破离场 |
| 21 |
2022-04-07 |
2022-04-26 |
5.40702162 |
4.82517 |
¥-5.7万 |
-10.79% |
跌破离场 |
| 22 |
2022-06-08 |
2022-06-23 |
5.467099638 |
5.22477 |
¥-2.1万 |
-4.46% |
跌破离场 |
| 23 |
2022-12-02 |
2022-12-26 |
4.545903362 |
5.07492 |
¥5.3万 |
+11.60% |
跌破离场 |
| 24 |
2023-02-21 |
2023-03-08 |
5.397008616999999 |
5.14485 |
¥-2.4万 |
-4.70% |
跌破离场 |
| 25 |
2023-03-28 |
2023-05-23 |
5.517164652999999 |
8.35164 |
¥24.9万 |
+51.33% |
跌破离场 |
| 26 |
2023-06-15 |
2023-06-21 |
10.343432099 |
8.75124 |
¥-11.3万 |
-15.42% |
跌破离场 |
| 27 |
2023-09-06 |
2023-09-22 |
9.0117027 |
8.65134 |
¥-2.5万 |
-4.03% |
跌破离场 |
| 28 |
2024-01-26 |
2024-03-28 |
7.599869276999999 |
8.62137 |
¥7.9万 |
+13.41% |
跌破离场 |
| 29 |
2024-08-22 |
2024-12-26 |
7.9002593669999985 |
13.59639 |
¥48.8万 |
+72.05% |
跌破离场 |
| 30 |
2025-03-19 |
2025-04-09 |
13.837970145999998 |
11.89809 |
¥-16.3万 |
-14.04% |
跌破离场 |
| 31 |
2025-04-23 |
2025-07-04 |
15.994797 |
18.65133 |
¥16.5万 |
+16.57% |
跌破离场 |
| 32 |
2025-07-29 |
2025-08-05 |
22.038619603 |
19.98 |
¥-10.9万 |
-9.37% |
跌破离场 |
| 33 |
2025-08-26 |
2025-09-10 |
22.949802875999996 |
19.50048 |
¥-15.9万 |
-15.06% |
跌破离场 |
| 34 |
2026-04-28 |
2026-05-29 |
13.717814109999999 |
12.597389999999999 |
¥-7.3万 |
-8.20% |
跌破离场 |
| 35 |
2026-07-22 |
2026-08-14 |
11.384784410999998 |
11.548440000000001 |
¥1.1万 |
+1.41% |
跌破离场 |
| 36 |
2026-09-02 |
2026-09-14 |
12.886734860999995 |
11.85 |
¥-6.7万 |
-8.07% |
跌破离场 |
| 37 |
2026-11-04 |
2026-11-13 |
11.865408554999998 |
12.18 |
¥2.0万 |
+2.62% |
强平 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-25 |
突破买入 |
买入 |
15.35 |
64800.0 |
¥99.5万 |
首仓入场 |
| 2015-04-29 |
跌破离场 |
卖出 |
24.25572 |
64800.0 |
¥1.57M |
|
| 2015-10-13 |
突破买入 |
买入 |
8.618609999999999 |
179300.0 |
¥1.55M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
9.34065 |
179300.0 |
¥1.67M |
|
| 2016-04-06 |
突破买入 |
买入 |
7.9079 |
214800.0 |
¥1.70M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
7.17282 |
214800.0 |
¥1.54M |
|
| 2016-07-14 |
突破买入 |
买入 |
6.546539999999999 |
235900.0 |
¥1.54M |
首仓入场 |
| 2016-08-02 |
跌破离场 |
卖出 |
6.35 |
235900.0 |
¥1.50M |
|
| 2016-08-30 |
突破买入 |
买入 |
7.1471399999999985 |
208300.0 |
¥1.49M |
首仓入场 |
| 2016-10-24 |
跌破离场 |
卖出 |
7.82217 |
208300.0 |
¥1.63M |
|
| 2016-11-10 |
突破买入 |
买入 |
8.48848 |
190300.0 |
¥1.62M |
首仓入场 |
| 2016-12-05 |
跌破离场 |
卖出 |
8.04195 |
190300.0 |
¥1.53M |
|
| 2016-12-19 |
突破买入 |
买入 |
8.55855 |
180100.0 |
¥1.54M |
首仓入场 |
| 2017-01-13 |
跌破离场 |
卖出 |
8.08191 |
180100.0 |
¥1.46M |
|
| 2017-05-19 |
突破买入 |
买入 |
7.6076 |
191200.0 |
¥1.46M |
首仓入场 |
| 2017-06-13 |
跌破离场 |
卖出 |
7.27272 |
191200.0 |
¥1.39M |
|
| 2018-03-19 |
突破买入 |
买入 |
5.555549999999999 |
249700.0 |
¥1.39M |
首仓入场 |
| 2018-04-09 |
跌破离场 |
卖出 |
5.12487 |
249700.0 |
¥1.28M |
|
| 2018-05-22 |
突破买入 |
买入 |
5.2 |
248200.0 |
¥1.29M |
首仓入场 |
| 2018-05-31 |
跌破离场 |
卖出 |
4.975020000000001 |
248200.0 |
¥1.23M |
|
| 2018-07-25 |
突破买入 |
买入 |
4.39439 |
279900.0 |
¥1.23M |
首仓入场 |
| 2018-08-21 |
跌破离场 |
卖出 |
4.07 |
279900.0 |
¥1.14M |
|
| 2019-01-08 |
突破买入 |
买入 |
3.8538499999999996 |
295400.0 |
¥1.14M |
首仓入场 |
| 2019-01-23 |
跌破离场 |
卖出 |
3.67632 |
295400.0 |
¥1.09M |
|
| 2019-03-05 |
突破买入 |
买入 |
4.814809999999999 |
223700.0 |
¥1.08M |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
4.70529 |
223700.0 |
¥1.05M |
|
| 2020-01-06 |
突破买入 |
买入 |
4.104099999999999 |
256600.0 |
¥1.05M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
3.52 |
256600.0 |
¥90.3万 |
|
| 2020-06-09 |
突破买入 |
买入 |
5.32532 |
160300.0 |
¥85.4万 |
首仓入场 |
| 2020-06-30 |
跌破离场 |
卖出 |
4.8551400000000005 |
160300.0 |
¥77.8万 |
|
| 2020-07-13 |
突破买入 |
买入 |
7.417409999999999 |
112900.0 |
¥83.8万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
6.75324 |
112900.0 |
¥76.2万 |
|
| 2021-01-06 |
突破买入 |
买入 |
6.056049999999999 |
125900.0 |
¥76.3万 |
首仓入场 |
| 2021-01-25 |
跌破离场 |
卖出 |
5.07492 |
125900.0 |
¥63.9万 |
|
| 2021-06-02 |
突破买入 |
买入 |
5.425419999999999 |
116800.0 |
¥63.4万 |
首仓入场 |
| 2021-06-30 |
跌破离场 |
卖出 |
5.1948 |
116800.0 |
¥60.7万 |
|
| 2021-09-10 |
突破买入 |
买入 |
4.834829999999999 |
126500.0 |
¥61.2万 |
首仓入场 |
| 2021-09-30 |
跌破离场 |
卖出 |
4.67532 |
126500.0 |
¥59.1万 |
|
| 2021-11-02 |
突破买入 |
买入 |
5.095089999999998 |
116000.0 |
¥59.1万 |
首仓入场 |
| 2021-11-18 |
跌破离场 |
卖出 |
4.62537 |
116000.0 |
¥53.6万 |
|
| 2022-04-07 |
突破买入 |
买入 |
5.4054 |
97900.0 |
¥52.9万 |
首仓入场 |
| 2022-04-26 |
跌破离场 |
卖出 |
4.82517 |
97900.0 |
¥47.2万 |
|
| 2022-06-08 |
突破买入 |
买入 |
5.465459999999999 |
87000.0 |
¥47.6万 |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
5.22477 |
87000.0 |
¥45.4万 |
|
| 2022-12-02 |
突破买入 |
买入 |
4.54454 |
100600.0 |
¥45.7万 |
首仓入场 |
| 2022-12-26 |
跌破离场 |
卖出 |
5.07492 |
100600.0 |
¥51.0万 |
|
| 2023-02-21 |
突破买入 |
买入 |
5.395389999999999 |
94900.0 |
¥51.2万 |
首仓入场 |
| 2023-03-08 |
跌破离场 |
卖出 |
5.14485 |
94900.0 |
¥48.8万 |
|
| 2023-03-28 |
突破买入 |
买入 |
5.515509999999999 |
88100.0 |
¥48.6万 |
首仓入场 |
| 2023-05-23 |
跌破离场 |
卖出 |
8.35164 |
88100.0 |
¥73.6万 |
|
| 2023-06-15 |
突破买入 |
买入 |
10.34033 |
70800.0 |
¥73.2万 |
首仓入场 |
| 2023-06-21 |
跌破离场 |
卖出 |
8.75124 |
70800.0 |
¥61.9万 |
|
| 2023-09-06 |
突破买入 |
买入 |
9.008999999999999 |
69300.0 |
¥62.5万 |
首仓入场 |
| 2023-09-22 |
跌破离场 |
卖出 |
8.65134 |
69300.0 |
¥59.9万 |
|
| 2024-01-26 |
突破买入 |
买入 |
7.597589999999999 |
77800.0 |
¥59.1万 |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
8.62137 |
77800.0 |
¥67.1万 |
|
| 2024-08-22 |
突破买入 |
买入 |
7.897889999999998 |
85700.0 |
¥67.7万 |
首仓入场 |
| 2024-12-26 |
跌破离场 |
卖出 |
13.59639 |
85700.0 |
¥1.16M |
|
| 2025-03-19 |
突破买入 |
买入 |
13.83382 |
83700.0 |
¥1.16M |
首仓入场 |
| 2025-04-09 |
跌破离场 |
卖出 |
11.89809 |
83700.0 |
¥99.6万 |
|
| 2025-04-23 |
突破买入 |
买入 |
15.99 |
62400.0 |
¥99.8万 |
首仓入场 |
| 2025-07-04 |
跌破离场 |
卖出 |
18.65133 |
62400.0 |
¥1.16M |
|
| 2025-07-29 |
突破买入 |
买入 |
22.03201 |
53000.0 |
¥1.17M |
首仓入场 |
| 2025-08-05 |
跌破离场 |
卖出 |
19.98 |
53000.0 |
¥1.06M |
|
| 2025-08-26 |
突破买入 |
买入 |
22.942919999999997 |
45900.0 |
¥1.05M |
首仓入场 |
| 2025-09-10 |
跌破离场 |
卖出 |
19.50048 |
45900.0 |
¥89.5万 |
|
| 2026-04-28 |
突破买入 |
买入 |
13.713699999999998 |
64700.0 |
¥88.8万 |
首仓入场 |
| 2026-05-29 |
跌破离场 |
卖出 |
12.597389999999999 |
64700.0 |
¥81.5万 |
|
| 2026-07-22 |
突破买入 |
买入 |
11.381369999999999 |
71200.0 |
¥81.1万 |
首仓入场 |
| 2026-08-14 |
跌破离场 |
卖出 |
11.548440000000001 |
71200.0 |
¥82.2万 |
|
| 2026-09-02 |
突破买入 |
买入 |
12.882869999999997 |
64600.0 |
¥83.2万 |
首仓入场 |
| 2026-09-14 |
跌破离场 |
卖出 |
11.85 |
64600.0 |
¥76.5万 |
|
| 2026-11-04 |
突破买入 |
买入 |
11.861849999999999 |
64900.0 |
¥77.0万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
12.18 |
64900 |
¥79.0万 |
回测结束强平 |