600438 通威股份 — 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: ¥79.5万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -20.49%）
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 38 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 |
2015-06-05 |
2015-06-17 |
22.709490803999998 |
19.50048 |
¥-14.0万 |
-14.16% |
跌破离场 |
| 2 |
2015-10-14 |
2016-01-06 |
12.095707624 |
12.54744 |
¥3.2万 |
+3.70% |
跌破离场 |
| 3 |
2016-05-06 |
2016-05-20 |
14.178412247999999 |
6.24375 |
¥-49.8万 |
-55.98% |
跌破离场 |
| 4 |
2016-07-19 |
2016-07-25 |
6.758777025 |
6.33366 |
¥-2.5万 |
-6.32% |
跌破离场 |
| 5 |
2016-11-02 |
2017-01-11 |
6.338230899 |
6.24375 |
¥-5,598 |
-1.52% |
跌破离场 |
| 6 |
2017-03-14 |
2017-03-31 |
6.558516964999999 |
6.18 |
¥-2.1万 |
-5.80% |
跌破离场 |
| 7 |
2017-07-04 |
2017-07-18 |
5.947723781999999 |
5.724270000000001 |
¥-1.3万 |
-3.79% |
跌破离场 |
| 8 |
2017-07-26 |
2017-12-01 |
6.188035853999998 |
11.2 |
¥26.6万 |
+80.94% |
跌破离场 |
| 9 |
2017-12-25 |
2018-01-18 |
13.016903899999997 |
11.128860000000001 |
¥-8.5万 |
-14.53% |
跌破离场 |
| 10 |
2018-05-04 |
2018-05-21 |
12.305980686999998 |
12.10788 |
¥-8,271 |
-1.64% |
跌破离场 |
| 11 |
2018-11-07 |
2018-12-20 |
7.730038315999998 |
8.35164 |
¥4.0万 |
+8.01% |
跌破离场 |
| 12 |
2019-01-17 |
2019-03-27 |
9.201949756999998 |
11.35863 |
¥12.7万 |
+23.40% |
跌破离场 |
| 13 |
2019-04-03 |
2019-06-10 |
13.827957142999997 |
14.005979999999997 |
¥8,378 |
+1.26% |
跌破离场 |
| 14 |
2019-08-22 |
2019-09-12 |
15.109621526999998 |
14.61 |
¥-2.3万 |
-3.34% |
跌破离场 |
| 15 |
2019-12-03 |
2019-12-24 |
13.347332998999999 |
12.72726 |
¥-3.0万 |
-4.67% |
跌破离场 |
| 16 |
2020-01-03 |
2020-01-20 |
14.198438253999997 |
13.97601 |
¥-9,949 |
-1.60% |
跌破离场 |
| 17 |
2020-02-14 |
2020-03-10 |
17.512742246999995 |
15.00498 |
¥-8.5万 |
-14.35% |
跌破离场 |
| 18 |
2020-04-29 |
2020-05-22 |
13.537580055999998 |
13.676309999999999 |
¥5,143 |
+0.99% |
跌破离场 |
| 19 |
2020-06-12 |
2020-08-21 |
14.739140416 |
22.50747 |
¥27.2万 |
+52.66% |
跌破离场 |
| 20 |
2020-10-13 |
2020-12-07 |
30.039008999999997 |
29.3706 |
¥-1.8万 |
-2.25% |
跌破离场 |
| 21 |
2020-12-22 |
2021-03-04 |
35.626264674 |
41.068889999999996 |
¥11.9万 |
+15.24% |
跌破离场 |
| 22 |
2021-04-26 |
2021-06-04 |
35.335887586999995 |
35.4645 |
¥3,008 |
+0.33% |
跌破离场 |
| 23 |
2021-06-30 |
2021-09-15 |
42.55526275 |
52.4475 |
¥20.6万 |
+23.21% |
跌破离场 |
| 24 |
2021-10-26 |
2021-11-03 |
57.27437715999999 |
50.29 |
¥-13.6万 |
-12.22% |
跌破离场 |
| 25 |
2022-02-23 |
2022-03-25 |
41.864365543 |
42.5574 |
¥1.6万 |
+1.62% |
跌破离场 |
| 26 |
2022-05-18 |
2022-07-22 |
42.25487266 |
55.604339999999986 |
¥31.3万 |
+31.55% |
跌破离场 |
| 27 |
2023-04-11 |
2023-04-25 |
40.542649147 |
38.761199999999995 |
¥-5.8万 |
-4.42% |
跌破离场 |
| 28 |
2023-12-29 |
2024-01-30 |
25.457635000000003 |
24.22575 |
¥-6.1万 |
-4.87% |
跌破离场 |
| 29 |
2024-03-05 |
2024-03-22 |
27.40822 |
25.974 |
¥-6.2万 |
-5.26% |
跌破离场 |
| 30 |
2024-08-07 |
2024-08-23 |
18.754354618999997 |
18.22176 |
¥-3.2万 |
-2.87% |
跌破离场 |
| 31 |
2024-10-09 |
2024-11-18 |
23.617083 |
26.3736 |
¥12.3万 |
+11.64% |
跌破离场 |
| 32 |
2025-02-10 |
2025-03-24 |
22.556765 |
20.789189999999998 |
¥-9.5万 |
-7.86% |
跌破离场 |
| 33 |
2025-05-14 |
2025-06-03 |
18.023405399999998 |
16.0839 |
¥-11.9万 |
-10.79% |
跌破离场 |
| 34 |
2025-07-09 |
2025-08-15 |
20.026005999999995 |
19.46052 |
¥-2.9万 |
-2.85% |
跌破离场 |
| 35 |
2025-09-02 |
2025-09-22 |
22.649412785999996 |
21.778200000000002 |
¥-3.8万 |
-3.88% |
跌破离场 |
| 36 |
2025-10-16 |
2025-11-24 |
24.031207199999997 |
23.10687 |
¥-3.6万 |
-3.88% |
跌破离场 |
| 37 |
2026-08-10 |
2026-08-25 |
12.896747864 |
12.027959999999998 |
¥-6.0万 |
-6.76% |
跌破离场 |
| 38 |
2026-11-06 |
2026-11-13 |
12.075681618 |
11.35 |
¥-5.0万 |
-6.04% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-05 |
突破买入 |
买入 |
22.702679999999997 |
43700.0 |
¥99.2万 |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
19.50048 |
43700.0 |
¥85.2万 |
|
| 2015-10-14 |
突破买入 |
买入 |
12.09208 |
70800.0 |
¥85.6万 |
首仓入场 |
| 2016-01-06 |
跌破离场 |
卖出 |
12.54744 |
70800.0 |
¥88.8万 |
|
| 2016-05-06 |
突破买入 |
买入 |
14.174159999999999 |
62700.0 |
¥88.9万 |
首仓入场 |
| 2016-05-20 |
跌破离场 |
卖出 |
6.24375 |
62700.0 |
¥39.1万 |
|
| 2016-07-19 |
突破买入 |
买入 |
6.756749999999999 |
57600.0 |
¥38.9万 |
首仓入场 |
| 2016-07-25 |
跌破离场 |
卖出 |
6.33366 |
57600.0 |
¥36.5万 |
|
| 2016-11-02 |
突破买入 |
买入 |
6.336329999999999 |
58100.0 |
¥36.8万 |
首仓入场 |
| 2017-01-11 |
跌破离场 |
卖出 |
6.24375 |
58100.0 |
¥36.3万 |
|
| 2017-03-14 |
突破买入 |
买入 |
6.556549999999999 |
55300.0 |
¥36.3万 |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
6.18 |
55300.0 |
¥34.2万 |
|
| 2017-07-04 |
突破买入 |
买入 |
5.945939999999999 |
57000.0 |
¥33.9万 |
首仓入场 |
| 2017-07-18 |
跌破离场 |
卖出 |
5.724270000000001 |
57000.0 |
¥32.6万 |
|
| 2017-07-26 |
突破买入 |
买入 |
6.1861799999999985 |
53100.0 |
¥32.9万 |
首仓入场 |
| 2017-12-01 |
跌破离场 |
卖出 |
11.2 |
53100.0 |
¥59.5万 |
|
| 2017-12-25 |
突破买入 |
买入 |
13.012999999999998 |
45100.0 |
¥58.7万 |
首仓入场 |
| 2018-01-18 |
跌破离场 |
卖出 |
11.128860000000001 |
45100.0 |
¥50.2万 |
|
| 2018-05-04 |
突破买入 |
买入 |
12.302289999999998 |
41000.0 |
¥50.5万 |
首仓入场 |
| 2018-05-21 |
跌破离场 |
卖出 |
12.10788 |
41000.0 |
¥49.6万 |
|
| 2018-11-07 |
突破买入 |
买入 |
7.727719999999999 |
64000.0 |
¥49.5万 |
首仓入场 |
| 2018-12-20 |
跌破离场 |
卖出 |
8.35164 |
64000.0 |
¥53.4万 |
|
| 2019-01-17 |
突破买入 |
买入 |
9.199189999999998 |
58800.0 |
¥54.1万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
11.35863 |
58800.0 |
¥66.8万 |
|
| 2019-04-03 |
突破买入 |
买入 |
13.823809999999998 |
48200.0 |
¥66.7万 |
首仓入场 |
| 2019-06-10 |
跌破离场 |
卖出 |
14.005979999999997 |
48200.0 |
¥67.5万 |
|
| 2019-08-22 |
突破买入 |
买入 |
15.105089999999999 |
44700.0 |
¥67.5万 |
首仓入场 |
| 2019-09-12 |
跌破离场 |
卖出 |
14.61 |
44700.0 |
¥65.3万 |
|
| 2019-12-03 |
突破买入 |
买入 |
13.34333 |
48800.0 |
¥65.1万 |
首仓入场 |
| 2019-12-24 |
跌破离场 |
卖出 |
12.72726 |
48800.0 |
¥62.1万 |
|
| 2020-01-03 |
突破买入 |
买入 |
14.194179999999998 |
43900.0 |
¥62.3万 |
首仓入场 |
| 2020-01-20 |
跌破离场 |
卖出 |
13.97601 |
43900.0 |
¥61.3万 |
|
| 2020-02-14 |
突破买入 |
买入 |
17.507489999999997 |
33900.0 |
¥59.4万 |
首仓入场 |
| 2020-03-10 |
跌破离场 |
卖出 |
15.00498 |
33900.0 |
¥50.9万 |
|
| 2020-04-29 |
突破买入 |
买入 |
13.533519999999998 |
38200.0 |
¥51.7万 |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
13.676309999999999 |
38200.0 |
¥52.2万 |
|
| 2020-06-12 |
突破买入 |
买入 |
14.73472 |
35100.0 |
¥51.7万 |
首仓入场 |
| 2020-08-21 |
跌破离场 |
卖出 |
22.50747 |
35100.0 |
¥79.0万 |
|
| 2020-10-13 |
突破买入 |
买入 |
30.029999999999994 |
26600.0 |
¥79.9万 |
首仓入场 |
| 2020-12-07 |
跌破离场 |
卖出 |
29.3706 |
26600.0 |
¥78.1万 |
|
| 2020-12-22 |
突破买入 |
买入 |
35.615579999999994 |
22000.0 |
¥78.4万 |
首仓入场 |
| 2021-03-04 |
跌破离场 |
卖出 |
41.068889999999996 |
22000.0 |
¥90.3万 |
|
| 2021-04-26 |
突破买入 |
买入 |
35.325289999999995 |
25500.0 |
¥90.1万 |
首仓入场 |
| 2021-06-04 |
跌破离场 |
卖出 |
35.4645 |
25500.0 |
¥90.4万 |
|
| 2021-06-30 |
突破买入 |
买入 |
42.5425 |
20900.0 |
¥88.9万 |
首仓入场 |
| 2021-09-15 |
跌破离场 |
卖出 |
52.4475 |
20900.0 |
¥1.10M |
|
| 2021-10-26 |
突破买入 |
买入 |
57.2572 |
19500.0 |
¥1.12M |
首仓入场 |
| 2021-11-03 |
跌破离场 |
卖出 |
50.29 |
19500.0 |
¥98.0万 |
|
| 2022-02-23 |
突破买入 |
买入 |
41.85181 |
23300.0 |
¥97.5万 |
首仓入场 |
| 2022-03-25 |
跌破离场 |
卖出 |
42.5574 |
23300.0 |
¥99.1万 |
|
| 2022-05-18 |
突破买入 |
买入 |
42.2422 |
23500.0 |
¥99.3万 |
首仓入场 |
| 2022-07-22 |
跌破离场 |
卖出 |
55.604339999999986 |
23500.0 |
¥1.31M |
|
| 2023-04-11 |
突破买入 |
买入 |
40.53049 |
32200.0 |
¥1.31M |
首仓入场 |
| 2023-04-25 |
跌破离场 |
卖出 |
38.761199999999995 |
32200.0 |
¥1.25M |
|
| 2023-12-29 |
突破买入 |
买入 |
25.45 |
48900.0 |
¥1.24M |
首仓入场 |
| 2024-01-30 |
跌破离场 |
卖出 |
24.22575 |
48900.0 |
¥1.18M |
|
| 2024-03-05 |
突破买入 |
买入 |
27.4 |
43000.0 |
¥1.18M |
首仓入场 |
| 2024-03-22 |
跌破离场 |
卖出 |
25.974 |
43000.0 |
¥1.12M |
|
| 2024-08-07 |
突破买入 |
买入 |
18.74873 |
59700.0 |
¥1.12M |
首仓入场 |
| 2024-08-23 |
跌破离场 |
卖出 |
18.22176 |
59700.0 |
¥1.09M |
|
| 2024-10-09 |
突破买入 |
买入 |
23.61 |
44800.0 |
¥1.06M |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
26.3736 |
44800.0 |
¥1.18M |
|
| 2025-02-10 |
突破买入 |
买入 |
22.55 |
53400.0 |
¥1.20M |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
20.789189999999998 |
53400.0 |
¥1.11M |
|
| 2025-05-14 |
突破买入 |
买入 |
18.017999999999997 |
61100.0 |
¥1.10M |
首仓入场 |
| 2025-06-03 |
跌破离场 |
卖出 |
16.0839 |
61100.0 |
¥98.2万 |
|
| 2025-07-09 |
突破买入 |
买入 |
20.019999999999996 |
50100.0 |
¥1.00M |
首仓入场 |
| 2025-08-15 |
跌破离场 |
卖出 |
19.46052 |
50100.0 |
¥97.5万 |
|
| 2025-09-02 |
突破买入 |
买入 |
22.642619999999997 |
43100.0 |
¥97.6万 |
首仓入场 |
| 2025-09-22 |
跌破离场 |
卖出 |
21.778200000000002 |
43100.0 |
¥93.8万 |
|
| 2025-10-16 |
突破买入 |
买入 |
24.023999999999997 |
38400.0 |
¥92.3万 |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
23.10687 |
38400.0 |
¥88.7万 |
|
| 2026-08-10 |
突破买入 |
买入 |
12.89288 |
68900.0 |
¥88.9万 |
首仓入场 |
| 2026-08-25 |
跌破离场 |
卖出 |
12.027959999999998 |
68900.0 |
¥82.8万 |
|
| 2026-11-06 |
突破买入 |
买入 |
12.072059999999999 |
67900.0 |
¥82.0万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
11.35 |
67900 |
¥77.0万 |
回测结束强平 |