600436 片仔癀 — 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: ¥3.30M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +229.81%）
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 |
2015-03-16 |
2015-06-05 |
112.93666083699999 |
91.908 |
¥-18.5万 |
-18.64% |
跌破离场 |
| 2 |
2015-10-13 |
2015-11-30 |
52.06761559999999 |
55.89405 |
¥5.9万 |
+7.32% |
跌破离场 |
| 3 |
2016-03-31 |
2016-04-21 |
54.270476259999995 |
51.85 |
¥-3.9万 |
-4.49% |
跌破离场 |
| 4 |
2016-05-17 |
2016-05-25 |
58.956561664 |
38.67129 |
¥-28.6万 |
-34.43% |
跌破离场 |
| 5 |
2016-06-29 |
2016-09-05 |
44.783431 |
47.062889999999996 |
¥2.7万 |
+5.06% |
跌破离场 |
| 6 |
2016-10-27 |
2016-11-07 |
49.414169805 |
47.31264000000001 |
¥-2.5万 |
-4.28% |
跌破离场 |
| 7 |
2017-02-21 |
2017-05-08 |
46.27008686299999 |
53.34659999999999 |
¥8.3万 |
+15.26% |
跌破离场 |
| 8 |
2017-06-22 |
2017-07-14 |
58.285690462999995 |
56.82312 |
¥-1.6万 |
-2.54% |
跌破离场 |
| 9 |
2017-09-26 |
2017-11-15 |
57.57476724999999 |
65.11482000000001 |
¥8.0万 |
+13.06% |
跌破离场 |
| 10 |
2018-01-05 |
2018-02-02 |
67.78803031 |
71.06886 |
¥3.3万 |
+4.81% |
跌破离场 |
| 11 |
2018-03-06 |
2018-08-02 |
77.55070823499999 |
110.1897 |
¥30.6万 |
+42.04% |
跌破离场 |
| 12 |
2018-11-26 |
2018-12-24 |
82.40701468999998 |
83.64 |
¥1.5万 |
+1.47% |
跌破离场 |
| 13 |
2019-01-21 |
2019-03-11 |
90.41741708999999 |
101.59830000000002 |
¥12.8万 |
+12.33% |
跌破离场 |
| 14 |
2019-03-19 |
2019-04-29 |
111.14433329999999 |
108.69119999999998 |
¥-2.6万 |
-2.24% |
跌破离场 |
| 15 |
2019-06-21 |
2019-07-12 |
113.04680386999999 |
110.88900000000001 |
¥-2.2万 |
-1.94% |
跌破离场 |
| 16 |
2019-09-23 |
2019-10-28 |
105.03640146999999 |
106.6932 |
¥1.7万 |
+1.55% |
跌破离场 |
| 17 |
2019-12-26 |
2020-02-27 |
109.75252588299999 |
121.46 |
¥12.1万 |
+10.63% |
跌破离场 |
| 18 |
2020-04-10 |
2020-05-25 |
131.130287288 |
142.65720000000002 |
¥11.0万 |
+8.76% |
跌破离场 |
| 19 |
2020-06-10 |
2020-09-25 |
153.29907593 |
231.77799 |
¥69.8万 |
+51.15% |
跌破离场 |
| 20 |
2020-12-10 |
2021-02-25 |
236.336909809 |
323.96571 |
¥75.3万 |
+37.04% |
跌破离场 |
| 21 |
2021-04-02 |
2021-07-27 |
296.37487579699996 |
375.624 |
¥75.2万 |
+26.70% |
跌破离场 |
| 22 |
2021-10-14 |
2021-12-02 |
421.66758233599995 |
431.24832 |
¥7.9万 |
+2.24% |
跌破离场 |
| 23 |
2021-12-15 |
2021-12-30 |
472.1416 |
415.584 |
¥-43.6万 |
-12.01% |
跌破离场 |
| 24 |
2022-06-08 |
2022-07-12 |
316.94158395899996 |
334.51515 |
¥17.6万 |
+5.51% |
跌破离场 |
| 25 |
2022-12-07 |
2023-02-08 |
273.18193 |
297.5022 |
¥30.0万 |
+8.87% |
跌破离场 |
| 26 |
2023-05-10 |
2023-06-02 |
309.25159765499996 |
297.702 |
¥-13.6万 |
-3.76% |
跌破离场 |
| 27 |
2023-07-31 |
2023-08-21 |
292.37968759999995 |
280.81890000000004 |
¥-14.2万 |
-3.98% |
跌破离场 |
| 28 |
2023-11-22 |
2023-12-06 |
257.9850222949999 |
239.76999 |
¥-24.0万 |
-7.09% |
跌破离场 |
| 29 |
2024-03-06 |
2024-04-01 |
230.14887395499997 |
229.99 |
¥-3,145 |
-0.10% |
跌破离场 |
| 30 |
2024-05-07 |
2024-05-23 |
243.34601190899997 |
233.31645 |
¥-13.1万 |
-4.15% |
跌破离场 |
| 31 |
2024-07-18 |
2024-09-18 |
223.380083927 |
199.43036999999998 |
¥-32.7万 |
-10.75% |
跌破离场 |
| 32 |
2024-09-26 |
2024-11-25 |
210.633531108 |
235.75401000000002 |
¥32.1万 |
+11.89% |
跌破离场 |
| 33 |
2025-07-23 |
2025-09-05 |
205.26656149999997 |
201.99779999999998 |
¥-4.9万 |
-1.62% |
跌破离场 |
| 34 |
2026-07-14 |
2026-08-18 |
123.15993689999998 |
130.04982 |
¥16.2万 |
+5.56% |
跌破离场 |
| 35 |
2026-10-20 |
2026-11-13 |
124.84212140399998 |
130.4 |
¥13.8万 |
+4.42% |
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 |
|---|
| 2015-03-16 |
突破买入 |
买入 |
112.90279 |
8800.0 |
¥99.4万 |
首仓入场 |
| 2015-06-05 |
跌破离场 |
卖出 |
91.908 |
8800.0 |
¥80.9万 |
|
| 2015-10-13 |
突破买入 |
买入 |
52.05199999999999 |
15400.0 |
¥80.2万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
55.89405 |
15400.0 |
¥86.1万 |
|
| 2016-03-31 |
突破买入 |
买入 |
54.2542 |
15900.0 |
¥86.3万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
51.85 |
15900.0 |
¥82.4万 |
|
| 2016-05-17 |
突破买入 |
买入 |
58.93888 |
14100.0 |
¥83.1万 |
首仓入场 |
| 2016-05-25 |
跌破离场 |
卖出 |
38.67129 |
14100.0 |
¥54.5万 |
|
| 2016-06-29 |
突破买入 |
买入 |
44.77 |
12100.0 |
¥54.2万 |
首仓入场 |
| 2016-09-05 |
跌破离场 |
卖出 |
47.062889999999996 |
12100.0 |
¥56.9万 |
|
| 2016-10-27 |
突破买入 |
买入 |
49.39935 |
11600.0 |
¥57.3万 |
首仓入场 |
| 2016-11-07 |
跌破离场 |
卖出 |
47.31264000000001 |
11600.0 |
¥54.9万 |
|
| 2017-02-21 |
突破买入 |
买入 |
46.256209999999996 |
11800.0 |
¥54.6万 |
首仓入场 |
| 2017-05-08 |
跌破离场 |
卖出 |
53.34659999999999 |
11800.0 |
¥62.9万 |
|
| 2017-06-22 |
突破买入 |
买入 |
58.268209999999996 |
10800.0 |
¥62.9万 |
首仓入场 |
| 2017-07-14 |
跌破离场 |
卖出 |
56.82312 |
10800.0 |
¥61.4万 |
|
| 2017-09-26 |
突破买入 |
买入 |
57.55749999999999 |
10600.0 |
¥61.0万 |
首仓入场 |
| 2017-11-15 |
跌破离场 |
卖出 |
65.11482000000001 |
10600.0 |
¥69.0万 |
|
| 2018-01-05 |
突破买入 |
买入 |
67.76769999999999 |
10200.0 |
¥69.1万 |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
71.06886 |
10200.0 |
¥72.5万 |
|
| 2018-03-06 |
突破买入 |
买入 |
77.52744999999999 |
9400.0 |
¥72.9万 |
首仓入场 |
| 2018-08-02 |
跌破离场 |
卖出 |
110.1897 |
9400.0 |
¥1.04M |
|
| 2018-11-26 |
突破买入 |
买入 |
82.38229999999999 |
12400.0 |
¥1.02M |
首仓入场 |
| 2018-12-24 |
跌破离场 |
卖出 |
83.64 |
12400.0 |
¥1.04M |
|
| 2019-01-21 |
突破买入 |
买入 |
90.39029999999998 |
11500.0 |
¥1.04M |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
101.59830000000002 |
11500.0 |
¥1.17M |
|
| 2019-03-19 |
突破买入 |
买入 |
111.111 |
10500.0 |
¥1.17M |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
108.69119999999998 |
10500.0 |
¥1.14M |
|
| 2019-06-21 |
突破买入 |
买入 |
113.01289999999999 |
10200.0 |
¥1.15M |
首仓入场 |
| 2019-07-12 |
跌破离场 |
卖出 |
110.88900000000001 |
10200.0 |
¥1.13M |
|
| 2019-09-23 |
突破买入 |
买入 |
105.00489999999999 |
10700.0 |
¥1.12M |
首仓入场 |
| 2019-10-28 |
跌破离场 |
卖出 |
106.6932 |
10700.0 |
¥1.14M |
|
| 2019-12-26 |
突破买入 |
买入 |
109.71960999999999 |
10400.0 |
¥1.14M |
首仓入场 |
| 2020-02-27 |
跌破离场 |
卖出 |
121.46 |
10400.0 |
¥1.26M |
|
| 2020-04-10 |
突破买入 |
买入 |
131.09096 |
9600.0 |
¥1.26M |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
142.65720000000002 |
9600.0 |
¥1.37M |
|
| 2020-06-10 |
突破买入 |
买入 |
153.2531 |
8900.0 |
¥1.36M |
首仓入场 |
| 2020-09-25 |
跌破离场 |
卖出 |
231.77799 |
8900.0 |
¥2.06M |
|
| 2020-12-10 |
突破买入 |
买入 |
236.26602999999997 |
8600.0 |
¥2.03M |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
323.96571 |
8600.0 |
¥2.79M |
|
| 2021-04-02 |
突破买入 |
买入 |
296.28598999999997 |
9500.0 |
¥2.82M |
首仓入场 |
| 2021-07-27 |
跌破离场 |
卖出 |
375.624 |
9500.0 |
¥3.57M |
|
| 2021-10-14 |
突破买入 |
买入 |
421.54112 |
8400.0 |
¥3.54M |
首仓入场 |
| 2021-12-02 |
跌破离场 |
卖出 |
431.24832 |
8400.0 |
¥3.62M |
|
| 2021-12-15 |
突破买入 |
买入 |
472.0 |
7700.0 |
¥3.64M |
首仓入场 |
| 2021-12-30 |
跌破离场 |
卖出 |
415.584 |
7700.0 |
¥3.20M |
|
| 2022-06-08 |
突破买入 |
买入 |
316.8465299999999 |
10100.0 |
¥3.20M |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
334.51515 |
10100.0 |
¥3.38M |
|
| 2022-12-07 |
突破买入 |
买入 |
273.1 |
12400.0 |
¥3.39M |
首仓入场 |
| 2023-02-08 |
跌破离场 |
卖出 |
297.5022 |
12400.0 |
¥3.69M |
|
| 2023-05-10 |
突破买入 |
买入 |
309.15885 |
11700.0 |
¥3.62M |
首仓入场 |
| 2023-06-02 |
跌破离场 |
卖出 |
297.702 |
11700.0 |
¥3.48M |
|
| 2023-07-31 |
突破买入 |
买入 |
292.292 |
12200.0 |
¥3.57M |
首仓入场 |
| 2023-08-21 |
跌破离场 |
卖出 |
280.81890000000004 |
12200.0 |
¥3.42M |
|
| 2023-11-22 |
突破买入 |
买入 |
257.90764999999993 |
13100.0 |
¥3.38M |
首仓入场 |
| 2023-12-06 |
跌破离场 |
卖出 |
239.76999 |
13100.0 |
¥3.14M |
|
| 2024-03-06 |
突破买入 |
买入 |
230.07984999999996 |
13800.0 |
¥3.18M |
首仓入场 |
| 2024-04-01 |
跌破离场 |
卖出 |
229.99 |
13800.0 |
¥3.17M |
|
| 2024-05-07 |
突破买入 |
买入 |
243.27302999999998 |
13000.0 |
¥3.16M |
首仓入场 |
| 2024-05-23 |
跌破离场 |
卖出 |
233.31645 |
13000.0 |
¥3.03M |
|
| 2024-07-18 |
突破买入 |
买入 |
223.31309 |
13600.0 |
¥3.04M |
首仓入场 |
| 2024-09-18 |
跌破离场 |
卖出 |
199.43036999999998 |
13600.0 |
¥2.71M |
|
| 2024-09-26 |
突破买入 |
买入 |
210.57036 |
12800.0 |
¥2.70M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
235.75401000000002 |
12800.0 |
¥3.02M |
|
| 2025-07-23 |
突破买入 |
买入 |
205.20499999999996 |
14800.0 |
¥3.04M |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
201.99779999999998 |
14800.0 |
¥2.99M |
|
| 2026-07-14 |
突破买入 |
买入 |
123.12299999999999 |
23700.0 |
¥2.92M |
首仓入场 |
| 2026-08-18 |
跌破离场 |
卖出 |
130.04982 |
23700.0 |
¥3.08M |
|
| 2026-10-20 |
突破买入 |
买入 |
124.80467999999998 |
25000.0 |
¥3.12M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
130.4 |
25000 |
¥3.26M |
回测结束强平 |