600426 华鲁恒升 — 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: ¥1.10M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +9.95%）
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 |
2015-03-06 |
2015-05-08 |
11.124446332999998 |
13.36662 |
¥20.1万 |
+20.12% |
跌破离场 |
| 2 |
2015-05-25 |
2015-06-30 |
15.640310685999996 |
17.012970000000003 |
¥10.5万 |
+8.74% |
跌破离场 |
| 3 |
2015-11-09 |
2016-01-05 |
14.418724319999999 |
12.787200000000002 |
¥-14.6万 |
-11.34% |
跌破离场 |
| 4 |
2016-06-21 |
2016-06-24 |
11.815343539999999 |
8.83116 |
¥-29.2万 |
-25.28% |
跌破离场 |
| 5 |
2016-08-10 |
2016-11-07 |
10.153045 |
11.15 |
¥8.4万 |
+9.79% |
跌破离场 |
| 6 |
2016-11-14 |
2016-12-01 |
11.855395552 |
11.46852 |
¥-3.1万 |
-3.29% |
跌破离场 |
| 7 |
2016-12-14 |
2017-01-20 |
12.51625375 |
12.717270000000001 |
¥1.4万 |
+1.58% |
跌破离场 |
| 8 |
2017-02-14 |
2017-03-03 |
14.118334229999999 |
13.42656 |
¥-4.5万 |
-4.93% |
跌破离场 |
| 9 |
2017-06-06 |
2017-06-09 |
13.938100175999999 |
11.20878 |
¥-17.4万 |
-19.61% |
跌破离场 |
| 10 |
2017-07-25 |
2017-08-14 |
12.223666 |
11.31 |
¥-5.3万 |
-7.50% |
跌破离场 |
| 11 |
2017-09-13 |
2017-11-27 |
11.975551587999998 |
12.67731 |
¥3.8万 |
+5.83% |
跌破离场 |
| 12 |
2017-12-15 |
2018-02-08 |
14.268529274999999 |
16.25 |
¥9.6万 |
+13.85% |
跌破离场 |
| 13 |
2018-04-25 |
2018-06-04 |
17.362547202 |
18.73125 |
¥6.2万 |
+7.85% |
跌破离场 |
| 14 |
2019-02-12 |
2019-04-26 |
12.986864891000002 |
15.194790000000001 |
¥14.4万 |
+16.97% |
跌破离场 |
| 15 |
2019-06-25 |
2019-07-09 |
14.899348464 |
14.17581 |
¥-4.9万 |
-4.88% |
跌破离场 |
| 16 |
2019-08-23 |
2019-09-12 |
16.281142878 |
16.34 |
¥3,151 |
+0.33% |
跌破离场 |
| 17 |
2019-09-18 |
2019-10-08 |
17.30519 |
16.49349 |
¥-4.4万 |
-4.72% |
跌破离场 |
| 18 |
2019-11-25 |
2020-01-22 |
16.761767021999997 |
19.830149999999996 |
¥16.6万 |
+18.27% |
跌破离场 |
| 19 |
2020-05-11 |
2020-06-23 |
17.462677231999997 |
18.02196 |
¥3.4万 |
+3.17% |
跌破离场 |
| 20 |
2020-07-07 |
2020-09-10 |
19.925875969999996 |
24.3756 |
¥24.6万 |
+22.29% |
跌破离场 |
| 21 |
2020-10-21 |
2020-12-04 |
26.965017078999995 |
34.445519999999995 |
¥37.4万 |
+27.70% |
跌破离场 |
| 22 |
2021-01-12 |
2021-02-01 |
43.326263981 |
39.35061 |
¥-15.8万 |
-9.20% |
跌破离场 |
| 23 |
2021-02-19 |
2021-03-01 |
50.685821186 |
43.33662 |
¥-22.7万 |
-14.53% |
跌破离场 |
| 24 |
2021-07-13 |
2021-07-28 |
37.29843617499999 |
30.889080000000003 |
¥-23.1万 |
-17.21% |
跌破离场 |
| 25 |
2021-12-14 |
2022-01-04 |
33.04290989999999 |
31.17879 |
¥-6.2万 |
-5.67% |
跌破离场 |
| 26 |
2022-02-10 |
2022-03-09 |
33.413391011 |
33.11685 |
¥-9,623 |
-0.92% |
跌破离场 |
| 27 |
2022-08-10 |
2022-09-27 |
28.787383624999997 |
28.50147 |
¥-1.1万 |
-1.02% |
跌破离场 |
| 28 |
2022-11-28 |
2022-12-21 |
31.390764404999995 |
31.368599999999997 |
¥-1,026 |
-0.10% |
跌破离场 |
| 29 |
2023-01-05 |
2023-03-15 |
33.83393713699999 |
34.53543 |
¥2.1万 |
+2.04% |
跌破离场 |
| 30 |
2023-07-12 |
2023-09-25 |
31.991544584999993 |
32.21775 |
¥7,081 |
+0.68% |
跌破离场 |
| 31 |
2024-04-16 |
2024-05-22 |
28.126525426999997 |
28.821150000000006 |
¥2.6万 |
+2.44% |
跌破离场 |
| 32 |
2024-10-09 |
2024-11-18 |
26.033807799999998 |
22.62735 |
¥-13.9万 |
-13.11% |
跌破离场 |
| 33 |
2025-02-12 |
2025-02-21 |
21.357735398999996 |
20.1798 |
¥-5.2万 |
-5.54% |
跌破离场 |
| 34 |
2025-03-12 |
2025-04-08 |
22.028606599999996 |
20.58 |
¥-5.9万 |
-6.60% |
跌破离场 |
| 35 |
2025-06-09 |
2025-07-10 |
21.928476569999997 |
21.24873 |
¥-2.6万 |
-3.13% |
跌破离场 |
| 36 |
2025-07-22 |
2025-09-23 |
23.280231975 |
25.2747 |
¥6.9万 |
+8.53% |
跌破离场 |
| 37 |
2025-11-11 |
2026-03-20 |
28.466967528999994 |
35.68428 |
¥22.1万 |
+25.32% |
跌破离场 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-06 |
突破买入 |
买入 |
11.121109999999998 |
89700.0 |
¥99.8万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
13.36662 |
89700.0 |
¥1.20M |
|
| 2015-05-25 |
突破买入 |
买入 |
15.635619999999998 |
76700.0 |
¥1.20M |
首仓入场 |
| 2015-06-30 |
跌破离场 |
卖出 |
17.012970000000003 |
76700.0 |
¥1.30M |
|
| 2015-11-09 |
突破买入 |
买入 |
14.414399999999999 |
89500.0 |
¥1.29M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
12.787200000000002 |
89500.0 |
¥1.14M |
|
| 2016-06-21 |
突破买入 |
买入 |
11.8118 |
97900.0 |
¥1.16M |
首仓入场 |
| 2016-06-24 |
跌破离场 |
卖出 |
8.83116 |
97900.0 |
¥86.4万 |
|
| 2016-08-10 |
突破买入 |
买入 |
10.15 |
84900.0 |
¥86.2万 |
首仓入场 |
| 2016-11-07 |
跌破离场 |
卖出 |
11.15 |
84900.0 |
¥94.6万 |
|
| 2016-11-14 |
突破买入 |
买入 |
11.85184 |
79800.0 |
¥94.6万 |
首仓入场 |
| 2016-12-01 |
跌破离场 |
卖出 |
11.46852 |
79800.0 |
¥91.5万 |
|
| 2016-12-14 |
突破买入 |
买入 |
12.5125 |
72700.0 |
¥91.0万 |
首仓入场 |
| 2017-01-20 |
跌破离场 |
卖出 |
12.717270000000001 |
72700.0 |
¥92.4万 |
|
| 2017-02-14 |
突破买入 |
买入 |
14.114099999999999 |
65300.0 |
¥92.2万 |
首仓入场 |
| 2017-03-03 |
跌破离场 |
卖出 |
13.42656 |
65300.0 |
¥87.6万 |
|
| 2017-06-06 |
突破买入 |
买入 |
13.933919999999999 |
63700.0 |
¥88.8万 |
首仓入场 |
| 2017-06-09 |
跌破离场 |
卖出 |
11.20878 |
63700.0 |
¥71.4万 |
|
| 2017-07-25 |
突破买入 |
买入 |
12.22 |
58100.0 |
¥71.0万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
11.31 |
58100.0 |
¥65.7万 |
|
| 2017-09-13 |
突破买入 |
买入 |
11.97196 |
54600.0 |
¥65.4万 |
首仓入场 |
| 2017-11-27 |
跌破离场 |
卖出 |
12.67731 |
54600.0 |
¥69.2万 |
|
| 2017-12-15 |
突破买入 |
买入 |
14.264249999999999 |
48400.0 |
¥69.1万 |
首仓入场 |
| 2018-02-08 |
跌破离场 |
卖出 |
16.25 |
48400.0 |
¥78.6万 |
|
| 2018-04-25 |
突破买入 |
买入 |
17.357339999999997 |
45300.0 |
¥78.7万 |
首仓入场 |
| 2018-06-04 |
跌破离场 |
卖出 |
18.73125 |
45300.0 |
¥84.8万 |
|
| 2019-02-12 |
突破买入 |
买入 |
12.98297 |
65500.0 |
¥85.1万 |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
15.194790000000001 |
65500.0 |
¥99.5万 |
|
| 2019-06-25 |
突破买入 |
买入 |
14.894879999999999 |
66700.0 |
¥99.4万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
14.17581 |
66700.0 |
¥94.5万 |
|
| 2019-08-23 |
突破买入 |
买入 |
16.27626 |
58400.0 |
¥95.1万 |
首仓入场 |
| 2019-09-12 |
跌破离场 |
卖出 |
16.34 |
58400.0 |
¥95.4万 |
|
| 2019-09-18 |
突破买入 |
买入 |
17.3 |
53500.0 |
¥92.6万 |
首仓入场 |
| 2019-10-08 |
跌破离场 |
卖出 |
16.49349 |
53500.0 |
¥88.2万 |
|
| 2019-11-25 |
突破买入 |
买入 |
16.756739999999997 |
54200.0 |
¥90.8万 |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
19.830149999999996 |
54200.0 |
¥1.07M |
|
| 2020-05-11 |
突破买入 |
买入 |
17.45744 |
61600.0 |
¥1.08M |
首仓入场 |
| 2020-06-23 |
跌破离场 |
卖出 |
18.02196 |
61600.0 |
¥1.11M |
|
| 2020-07-07 |
突破买入 |
买入 |
19.919899999999995 |
55300.0 |
¥1.10M |
首仓入场 |
| 2020-09-10 |
跌破离场 |
卖出 |
24.3756 |
55300.0 |
¥1.35M |
|
| 2020-10-21 |
突破买入 |
买入 |
26.956929999999996 |
50100.0 |
¥1.35M |
首仓入场 |
| 2020-12-04 |
跌破离场 |
卖出 |
34.445519999999995 |
50100.0 |
¥1.73M |
|
| 2021-01-12 |
突破买入 |
买入 |
43.313269999999996 |
39700.0 |
¥1.72M |
首仓入场 |
| 2021-02-01 |
跌破离场 |
卖出 |
39.35061 |
39700.0 |
¥1.56M |
|
| 2021-02-19 |
突破买入 |
买入 |
50.67061999999999 |
30900.0 |
¥1.57M |
首仓入场 |
| 2021-03-01 |
跌破离场 |
卖出 |
43.33662 |
30900.0 |
¥1.34M |
|
| 2021-07-13 |
突破买入 |
买入 |
37.28724999999999 |
36000.0 |
¥1.34M |
首仓入场 |
| 2021-07-28 |
跌破离场 |
卖出 |
30.889080000000003 |
36000.0 |
¥1.11M |
|
| 2021-12-14 |
突破买入 |
买入 |
33.032999999999994 |
33100.0 |
¥1.09M |
首仓入场 |
| 2022-01-04 |
跌破离场 |
卖出 |
31.17879 |
33100.0 |
¥1.03M |
|
| 2022-02-10 |
突破买入 |
买入 |
33.40337 |
31400.0 |
¥1.05M |
首仓入场 |
| 2022-03-09 |
跌破离场 |
卖出 |
33.11685 |
31400.0 |
¥1.04M |
|
| 2022-08-10 |
突破买入 |
买入 |
28.778749999999995 |
36000.0 |
¥1.04M |
首仓入场 |
| 2022-09-27 |
跌破离场 |
卖出 |
28.50147 |
36000.0 |
¥1.03M |
|
| 2022-11-28 |
突破买入 |
买入 |
31.381349999999998 |
32500.0 |
¥1.02M |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
31.368599999999997 |
32500.0 |
¥1.02M |
|
| 2023-01-05 |
突破买入 |
买入 |
33.823789999999995 |
30400.0 |
¥1.03M |
首仓入场 |
| 2023-03-15 |
跌破离场 |
卖出 |
34.53543 |
30400.0 |
¥1.05M |
|
| 2023-07-12 |
突破买入 |
买入 |
31.981949999999994 |
32700.0 |
¥1.05M |
首仓入场 |
| 2023-09-25 |
跌破离场 |
卖出 |
32.21775 |
32700.0 |
¥1.05M |
|
| 2024-04-16 |
突破买入 |
买入 |
28.11809 |
37600.0 |
¥1.06M |
首仓入场 |
| 2024-05-22 |
跌破离场 |
卖出 |
28.821150000000006 |
37600.0 |
¥1.08M |
|
| 2024-10-09 |
突破买入 |
买入 |
26.025999999999996 |
40600.0 |
¥1.06M |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
22.62735 |
40600.0 |
¥91.8万 |
|
| 2025-02-12 |
突破买入 |
买入 |
21.351329999999997 |
44200.0 |
¥94.4万 |
首仓入场 |
| 2025-02-21 |
跌破离场 |
卖出 |
20.1798 |
44200.0 |
¥89.2万 |
|
| 2025-03-12 |
突破买入 |
买入 |
22.022 |
40500.0 |
¥89.2万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
20.58 |
40500.0 |
¥83.3万 |
|
| 2025-06-09 |
突破买入 |
买入 |
21.921899999999997 |
38000.0 |
¥83.3万 |
首仓入场 |
| 2025-07-10 |
跌破离场 |
卖出 |
21.24873 |
38000.0 |
¥80.7万 |
|
| 2025-07-22 |
突破买入 |
买入 |
23.273249999999997 |
34600.0 |
¥80.5万 |
首仓入场 |
| 2025-09-23 |
跌破离场 |
卖出 |
25.2747 |
34600.0 |
¥87.4万 |
|
| 2025-11-11 |
突破买入 |
买入 |
28.458429999999996 |
30600.0 |
¥87.1万 |
首仓入场 |
| 2026-03-20 |
跌破离场 |
卖出 |
35.68428 |
30600.0 |
¥1.09M |
|