600489 中金黄金 — 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: ¥62.9万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -37.14%）
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 42 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 |
2015-03-25 |
2015-06-29 |
12.856695851999998 |
13.65633 |
¥6.1万 |
+6.19% |
跌破离场 |
| 2 |
2015-08-13 |
2015-08-26 |
11.915473569999998 |
8.991 |
¥-25.6万 |
-24.57% |
跌破离场 |
| 3 |
2015-10-12 |
2015-11-03 |
9.422235823 |
9.390600000000001 |
¥-2,939 |
-0.37% |
跌破离场 |
| 4 |
2015-11-11 |
2015-11-30 |
10.363458104999998 |
9.270719999999999 |
¥-8.3万 |
-10.57% |
跌破离场 |
| 5 |
2015-12-15 |
2016-01-05 |
10.21326306 |
9.300690000000001 |
¥-6.3万 |
-8.96% |
跌破离场 |
| 6 |
2016-02-25 |
2016-05-13 |
10.563718165 |
10.22976 |
¥-2.1万 |
-3.19% |
跌破离场 |
| 7 |
2016-06-27 |
2016-07-25 |
11.595057473999999 |
14.04594 |
¥13.4万 |
+21.10% |
跌破离场 |
| 8 |
2016-11-10 |
2016-11-21 |
13.737840116000001 |
12.84 |
¥-4.7万 |
-6.56% |
跌破离场 |
| 9 |
2017-01-19 |
2017-03-06 |
12.265928674999998 |
12.06792 |
¥-1.2万 |
-1.64% |
跌破离场 |
| 10 |
2017-04-10 |
2017-04-25 |
12.165798645 |
11.188799999999999 |
¥-5.5万 |
-8.06% |
跌破离场 |
| 11 |
2017-07-10 |
2017-09-22 |
10.203250057 |
10.82916 |
¥3.9万 |
+6.10% |
跌破离场 |
| 12 |
2017-12-29 |
2018-01-31 |
9.932898975999999 |
9.76023 |
¥-1.2万 |
-1.77% |
跌破离场 |
| 13 |
2018-03-22 |
2018-04-24 |
9.052715000000001 |
8.82117 |
¥-1.8万 |
-2.59% |
跌破离场 |
| 14 |
2018-10-10 |
2018-11-26 |
7.249414172 |
7.43256 |
¥1.7万 |
+2.50% |
跌破离场 |
| 15 |
2018-12-12 |
2019-02-01 |
8.420935522999999 |
7.992 |
¥-3.5万 |
-5.12% |
跌破离场 |
| 16 |
2019-02-19 |
2019-03-15 |
8.601169577 |
8.30169 |
¥-2.3万 |
-3.51% |
跌破离场 |
| 17 |
2019-06-06 |
2019-07-11 |
8.541091558999998 |
9.600389999999999 |
¥7.6万 |
+12.37% |
跌破离场 |
| 18 |
2019-08-14 |
2019-08-23 |
9.962937984999996 |
9.50049 |
¥-3.1万 |
-4.67% |
跌破离场 |
| 19 |
2020-01-02 |
2020-01-22 |
8.460987535 |
8.2917 |
¥-1.3万 |
-2.03% |
跌破离场 |
| 20 |
2020-02-25 |
2020-03-16 |
8.791416633999999 |
7.712279999999999 |
¥-7.9万 |
-12.30% |
跌破离场 |
| 21 |
2020-04-16 |
2020-04-29 |
8.891546664000002 |
8.31168 |
¥-3.7万 |
-6.55% |
跌破离场 |
| 22 |
2020-05-19 |
2020-06-08 |
8.991676693999999 |
8.71128 |
¥-1.7万 |
-3.15% |
跌破离场 |
| 23 |
2020-07-10 |
2020-08-13 |
10.783233999999998 |
10.17981 |
¥-2.9万 |
-5.62% |
跌破离场 |
| 24 |
2021-02-23 |
2021-03-10 |
9.402209817000001 |
8.601389999999999 |
¥-4.2万 |
-8.54% |
跌破离场 |
| 25 |
2021-05-11 |
2021-06-16 |
9.51235285 |
8.91108 |
¥-2.8万 |
-6.35% |
跌破离场 |
| 26 |
2021-08-27 |
2021-09-27 |
8.601169577 |
8.4915 |
¥-5,532 |
-1.30% |
跌破离场 |
| 27 |
2022-02-23 |
2022-03-16 |
8.442532 |
7.532460000000001 |
¥-4.4万 |
-10.81% |
跌破离场 |
| 28 |
2022-06-08 |
2022-07-04 |
7.279453180999998 |
7.31268 |
¥1,592 |
+0.43% |
跌破离场 |
| 29 |
2022-08-11 |
2022-08-25 |
7.409622219999999 |
7.14285 |
¥-1.3万 |
-3.63% |
跌破离场 |
| 30 |
2022-09-09 |
2022-09-19 |
7.659947294999999 |
7.25274 |
¥-1.9万 |
-5.34% |
跌破离场 |
| 31 |
2022-11-08 |
2022-12-13 |
7.790116334 |
7.832160000000001 |
¥1,743 |
+0.51% |
跌破离场 |
| 32 |
2023-01-04 |
2023-02-13 |
8.41092252 |
8.36163 |
¥-2,113 |
-0.62% |
跌破离场 |
| 33 |
2023-03-07 |
2023-05-15 |
8.981663691 |
11.118870000000001 |
¥8.1万 |
+23.76% |
跌破离场 |
| 34 |
2024-02-08 |
2024-04-24 |
9.802729936999999 |
12.4875 |
¥11.5万 |
+27.35% |
跌破离场 |
| 35 |
2024-05-13 |
2024-07-24 |
14.178412247999997 |
16.23375 |
¥7.7万 |
+14.46% |
跌破离场 |
| 36 |
2025-02-06 |
2025-02-24 |
13.81794414 |
12.55743 |
¥-5.6万 |
-9.15% |
跌破离场 |
| 37 |
2025-04-15 |
2025-04-28 |
14.598958373999999 |
13.896090000000001 |
¥-2.7万 |
-4.84% |
跌破离场 |
| 38 |
2025-06-16 |
2025-07-10 |
15.009491496999997 |
13.856129999999999 |
¥-4.1万 |
-7.71% |
跌破离场 |
| 39 |
2025-07-15 |
2025-08-01 |
15.009491497 |
14.32566 |
¥-2.2万 |
-4.58% |
跌破离场 |
| 40 |
2025-08-26 |
2025-11-05 |
15.169699544999999 |
20.05 |
¥15.0万 |
+32.13% |
跌破离场 |
| 41 |
2026-01-07 |
2026-03-17 |
24.752143415999996 |
29.34063 |
¥11.4万 |
+18.50% |
跌破离场 |
| 42 |
2026-08-07 |
2026-09-28 |
25.102598520999997 |
21.49848 |
¥-10.5万 |
-14.38% |
跌破离场 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-25 |
突破买入 |
买入 |
12.852839999999999 |
76700.0 |
¥98.6万 |
首仓入场 |
| 2015-06-29 |
跌破离场 |
卖出 |
13.65633 |
76700.0 |
¥1.05M |
|
| 2015-08-13 |
突破买入 |
买入 |
11.9119 |
87300.0 |
¥1.04M |
首仓入场 |
| 2015-08-26 |
跌破离场 |
卖出 |
8.991 |
87300.0 |
¥78.5万 |
|
| 2015-10-12 |
突破买入 |
买入 |
9.41941 |
85300.0 |
¥80.4万 |
首仓入场 |
| 2015-11-03 |
跌破离场 |
卖出 |
9.390600000000001 |
85300.0 |
¥80.1万 |
|
| 2015-11-11 |
突破买入 |
买入 |
10.360349999999999 |
76000.0 |
¥78.8万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
9.270719999999999 |
76000.0 |
¥70.4万 |
|
| 2015-12-15 |
突破买入 |
买入 |
10.210199999999999 |
69100.0 |
¥70.6万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
9.300690000000001 |
69100.0 |
¥64.2万 |
|
| 2016-02-25 |
突破买入 |
买入 |
10.56055 |
61600.0 |
¥65.1万 |
首仓入场 |
| 2016-05-13 |
跌破离场 |
卖出 |
10.22976 |
61600.0 |
¥63.0万 |
|
| 2016-06-27 |
突破买入 |
买入 |
11.591579999999999 |
54600.0 |
¥63.3万 |
首仓入场 |
| 2016-07-25 |
跌破离场 |
卖出 |
14.04594 |
54600.0 |
¥76.7万 |
|
| 2016-11-10 |
突破买入 |
买入 |
13.73372 |
52200.0 |
¥71.7万 |
首仓入场 |
| 2016-11-21 |
跌破离场 |
卖出 |
12.84 |
52200.0 |
¥67.0万 |
|
| 2017-01-19 |
突破买入 |
买入 |
12.262249999999996 |
57700.0 |
¥70.8万 |
首仓入场 |
| 2017-03-06 |
跌破离场 |
卖出 |
12.06792 |
57700.0 |
¥69.6万 |
|
| 2017-04-10 |
突破买入 |
买入 |
12.162149999999999 |
56600.0 |
¥68.9万 |
首仓入场 |
| 2017-04-25 |
跌破离场 |
卖出 |
11.188799999999999 |
56600.0 |
¥63.3万 |
|
| 2017-07-10 |
突破买入 |
买入 |
10.20019 |
63400.0 |
¥64.7万 |
首仓入场 |
| 2017-09-22 |
跌破离场 |
卖出 |
10.82916 |
63400.0 |
¥68.6万 |
|
| 2017-12-29 |
突破买入 |
买入 |
9.92992 |
69700.0 |
¥69.2万 |
首仓入场 |
| 2018-01-31 |
跌破离场 |
卖出 |
9.76023 |
69700.0 |
¥68.0万 |
|
| 2018-03-22 |
突破买入 |
买入 |
9.05 |
75100.0 |
¥68.0万 |
首仓入场 |
| 2018-04-24 |
跌破离场 |
卖出 |
8.82117 |
75100.0 |
¥66.2万 |
|
| 2018-10-10 |
突破买入 |
买入 |
7.24724 |
91500.0 |
¥66.3万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
7.43256 |
91500.0 |
¥68.0万 |
|
| 2018-12-12 |
突破买入 |
买入 |
8.41841 |
80000.0 |
¥67.4万 |
首仓入场 |
| 2019-02-01 |
跌破离场 |
卖出 |
7.992 |
80000.0 |
¥63.9万 |
|
| 2019-02-19 |
突破买入 |
买入 |
8.59859 |
75100.0 |
¥64.6万 |
首仓入场 |
| 2019-03-15 |
跌破离场 |
卖出 |
8.30169 |
75100.0 |
¥62.3万 |
|
| 2019-06-06 |
突破买入 |
买入 |
8.538529999999998 |
71700.0 |
¥61.2万 |
首仓入场 |
| 2019-07-11 |
跌破离场 |
卖出 |
9.600389999999999 |
71700.0 |
¥68.8万 |
|
| 2019-08-14 |
突破买入 |
买入 |
9.959949999999997 |
66700.0 |
¥66.5万 |
首仓入场 |
| 2019-08-23 |
跌破离场 |
卖出 |
9.50049 |
66700.0 |
¥63.3万 |
|
| 2020-01-02 |
突破买入 |
买入 |
8.45845 |
78500.0 |
¥66.4万 |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
8.2917 |
78500.0 |
¥65.1万 |
|
| 2020-02-25 |
突破买入 |
买入 |
8.78878 |
73000.0 |
¥64.2万 |
首仓入场 |
| 2020-03-16 |
跌破离场 |
卖出 |
7.712279999999999 |
73000.0 |
¥56.3万 |
|
| 2020-04-16 |
突破买入 |
买入 |
8.88888 |
63700.0 |
¥56.6万 |
首仓入场 |
| 2020-04-29 |
跌破离场 |
卖出 |
8.31168 |
63700.0 |
¥52.9万 |
|
| 2020-05-19 |
突破买入 |
买入 |
8.98898 |
58500.0 |
¥52.6万 |
首仓入场 |
| 2020-06-08 |
跌破离场 |
卖出 |
8.71128 |
58500.0 |
¥50.9万 |
|
| 2020-07-10 |
突破买入 |
买入 |
10.78 |
47100.0 |
¥50.8万 |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
10.17981 |
47100.0 |
¥47.9万 |
|
| 2021-02-23 |
突破买入 |
买入 |
9.39939 |
52400.0 |
¥49.3万 |
首仓入场 |
| 2021-03-10 |
跌破离场 |
卖出 |
8.601389999999999 |
52400.0 |
¥45.1万 |
|
| 2021-05-11 |
突破买入 |
买入 |
9.5095 |
45600.0 |
¥43.4万 |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
8.91108 |
45600.0 |
¥40.6万 |
|
| 2021-08-27 |
突破买入 |
买入 |
8.59859 |
49300.0 |
¥42.4万 |
首仓入场 |
| 2021-09-27 |
跌破离场 |
卖出 |
8.4915 |
49300.0 |
¥41.9万 |
|
| 2022-02-23 |
突破买入 |
买入 |
8.44 |
48600.0 |
¥41.0万 |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
7.532460000000001 |
48600.0 |
¥36.6万 |
|
| 2022-06-08 |
突破买入 |
买入 |
7.277269999999999 |
51300.0 |
¥37.3万 |
首仓入场 |
| 2022-07-04 |
跌破离场 |
卖出 |
7.31268 |
51300.0 |
¥37.5万 |
|
| 2022-08-11 |
突破买入 |
买入 |
7.4074 |
50200.0 |
¥37.2万 |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
7.14285 |
50200.0 |
¥35.8万 |
|
| 2022-09-09 |
突破买入 |
买入 |
7.657649999999999 |
46900.0 |
¥35.9万 |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
7.25274 |
46900.0 |
¥34.0万 |
|
| 2022-11-08 |
突破买入 |
买入 |
7.787780000000001 |
43900.0 |
¥34.2万 |
首仓入场 |
| 2022-12-13 |
跌破离场 |
卖出 |
7.832160000000001 |
43900.0 |
¥34.4万 |
|
| 2023-01-04 |
突破买入 |
买入 |
8.4084 |
40800.0 |
¥34.3万 |
首仓入场 |
| 2023-02-13 |
跌破离场 |
卖出 |
8.36163 |
40800.0 |
¥34.1万 |
|
| 2023-03-07 |
突破买入 |
买入 |
8.97897 |
37800.0 |
¥34.0万 |
首仓入场 |
| 2023-05-15 |
跌破离场 |
卖出 |
11.118870000000001 |
37800.0 |
¥42.0万 |
|
| 2024-02-08 |
突破买入 |
买入 |
9.799789999999998 |
43000.0 |
¥42.2万 |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
12.4875 |
43000.0 |
¥53.7万 |
|
| 2024-05-13 |
突破买入 |
买入 |
14.174159999999997 |
37400.0 |
¥53.0万 |
首仓入场 |
| 2024-07-24 |
跌破离场 |
卖出 |
16.23375 |
37400.0 |
¥60.7万 |
|
| 2025-02-06 |
突破买入 |
买入 |
13.813799999999999 |
44400.0 |
¥61.4万 |
首仓入场 |
| 2025-02-24 |
跌破离场 |
卖出 |
12.55743 |
44400.0 |
¥55.7万 |
|
| 2025-04-15 |
突破买入 |
买入 |
14.594579999999999 |
37800.0 |
¥55.2万 |
首仓入场 |
| 2025-04-28 |
跌破离场 |
卖出 |
13.896090000000001 |
37800.0 |
¥52.5万 |
|
| 2025-06-16 |
突破买入 |
买入 |
15.00499 |
35400.0 |
¥53.1万 |
首仓入场 |
| 2025-07-10 |
跌破离场 |
卖出 |
13.856129999999999 |
35400.0 |
¥49.0万 |
|
| 2025-07-15 |
突破买入 |
买入 |
15.00499 |
32100.0 |
¥48.2万 |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
14.32566 |
32100.0 |
¥46.0万 |
|
| 2025-08-26 |
突破买入 |
买入 |
15.165149999999999 |
30800.0 |
¥46.7万 |
首仓入场 |
| 2025-11-05 |
跌破离场 |
卖出 |
20.05 |
30800.0 |
¥61.7万 |
|
| 2026-01-07 |
突破买入 |
买入 |
24.744719999999997 |
24900.0 |
¥61.6万 |
首仓入场 |
| 2026-03-17 |
跌破离场 |
卖出 |
29.34063 |
24900.0 |
¥73.0万 |
|
| 2026-08-07 |
突破买入 |
买入 |
25.095069999999996 |
29100.0 |
¥73.0万 |
首仓入场 |
| 2026-09-28 |
跌破离场 |
卖出 |
21.49848 |
29100.0 |
¥62.5万 |
|