600519 贵州茅台 — 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: ¥3.89M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +288.63%）
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 40 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 |
2015-02-27 |
2015-06-23 |
187.14302607 |
239.5602 |
¥27.7万 |
+27.97% |
跌破离场 |
| 2 |
2015-10-26 |
2015-11-25 |
212.2756636 |
211.48829999999998 |
¥-5,105 |
-0.40% |
跌破离场 |
| 3 |
2015-12-22 |
2016-01-05 |
226.86804 |
209.79 |
¥-9.4万 |
-7.56% |
跌破离场 |
| 4 |
2016-02-24 |
2016-04-21 |
212.47592365999998 |
240.2595 |
¥15.2万 |
+13.04% |
跌破离场 |
| 5 |
2016-05-04 |
2016-05-19 |
260.338078 |
244.91483999999997 |
¥-7.9万 |
-5.95% |
跌破离场 |
| 6 |
2016-06-01 |
2016-08-26 |
265.57965 |
302.83686 |
¥17.5万 |
+13.99% |
跌破离场 |
| 7 |
2016-10-26 |
2016-11-15 |
313.40699390000003 |
310.03 |
¥-1.6万 |
-1.11% |
跌破离场 |
| 8 |
2016-11-30 |
2016-12-26 |
321.63768236600004 |
318.71097 |
¥-1.3万 |
-0.94% |
跌破离场 |
| 9 |
2017-01-05 |
2017-07-04 |
350.45510499999995 |
458.50104 |
¥42.1万 |
+30.79% |
跌破离场 |
| 10 |
2017-08-10 |
2017-09-08 |
491.7285643269999 |
477.77175 |
¥-5.1万 |
-2.87% |
跌破离场 |
| 11 |
2017-09-19 |
2017-11-24 |
500.95054008999995 |
635.2641 |
¥46.9万 |
+26.77% |
跌破离场 |
| 12 |
2017-12-26 |
2018-01-30 |
689.0748404539997 |
735.2639999999999 |
¥14.7万 |
+6.67% |
跌破离场 |
| 13 |
2018-05-16 |
2018-06-20 |
740.9622219999999 |
741.0 |
¥-572 |
-0.02% |
跌破离场 |
| 14 |
2018-09-25 |
2018-10-12 |
695.9037085 |
650.58 |
¥-15.0万 |
-6.54% |
跌破离场 |
| 15 |
2018-12-06 |
2018-12-24 |
600.7801799999999 |
562.9365 |
¥-13.7万 |
-6.33% |
跌破离场 |
| 16 |
2019-01-10 |
2019-05-07 |
617.9324541389999 |
892.38672 |
¥90.5万 |
+44.37% |
跌破离场 |
| 17 |
2019-06-21 |
2019-07-19 |
971.2312519909999 |
954.045 |
¥-5.2万 |
-1.80% |
跌破离场 |
| 18 |
2019-08-13 |
2019-09-12 |
1017.4813128479999 |
1066.0 |
¥13.5万 |
+4.74% |
跌破离场 |
| 19 |
2019-09-23 |
2019-11-26 |
1157.3471 |
1185.49332 |
¥7.2万 |
+2.40% |
跌破离场 |
| 20 |
2019-12-31 |
2020-01-06 |
1184.5382548999999 |
1069.7891399999999 |
¥-29.9万 |
-9.71% |
跌破离场 |
| 21 |
2020-03-05 |
2020-03-18 |
1137.7875438929998 |
1038.96 |
¥-24.8万 |
-8.71% |
跌破离场 |
| 22 |
2020-04-15 |
2020-09-18 |
1193.5499575999997 |
1663.335 |
¥98.6万 |
+39.32% |
跌破离场 |
| 23 |
2020-11-24 |
2021-02-26 |
1772.2915179969996 |
2097.9 |
¥65.0万 |
+18.34% |
跌破离场 |
| 24 |
2021-04-06 |
2021-05-07 |
2162.6285940000002 |
1963.035 |
¥-38.0万 |
-9.26% |
跌破离场 |
| 25 |
2021-05-26 |
2021-06-21 |
2210.851036394 |
2082.915 |
¥-21.9万 |
-5.81% |
跌破离场 |
| 26 |
2021-09-28 |
2021-11-11 |
1850.4029543999998 |
1751.17707 |
¥-19.0万 |
-5.39% |
跌破离场 |
| 27 |
2021-11-25 |
2022-01-07 |
1955.5394858999996 |
1973.025 |
¥2.9万 |
+0.86% |
跌破离场 |
| 28 |
2022-04-15 |
2022-07-12 |
1804.5434006599999 |
1963.035 |
¥30.0万 |
+8.75% |
跌破离场 |
| 29 |
2022-11-30 |
2023-02-07 |
1589.183732136 |
1806.27192 |
¥49.8万 |
+13.63% |
跌破离场 |
| 30 |
2023-06-16 |
2023-07-03 |
1759.2846270999999 |
1697.301 |
¥-15.0万 |
-3.55% |
跌破离场 |
| 31 |
2023-07-24 |
2023-08-15 |
1752.7962011559998 |
1807.191 |
¥12.4万 |
+3.07% |
跌破离场 |
| 32 |
2024-02-07 |
2024-04-09 |
1683.2158433089999 |
1659.00933 |
¥-6.2万 |
-1.47% |
跌破离场 |
| 33 |
2024-05-07 |
2024-05-27 |
1768.0860567369996 |
1676.322 |
¥-21.2万 |
-5.22% |
跌破离场 |
| 34 |
2024-07-22 |
2024-07-26 |
1527.0129965089998 |
1429.05951 |
¥-25.6万 |
-6.44% |
跌破离场 |
| 35 |
2025-03-03 |
2025-04-01 |
1504.5538307799995 |
1562.436 |
¥13.8万 |
+3.82% |
跌破离场 |
| 36 |
2025-05-13 |
2025-05-27 |
1609.402676 |
1549.449 |
¥-14.5万 |
-3.75% |
跌破离场 |
| 37 |
2025-07-23 |
2025-09-23 |
1470.9101406999998 |
1449.0495 |
¥-5.6万 |
-1.52% |
跌破离场 |
| 38 |
2026-01-30 |
2026-03-02 |
1435.4305 |
1448.55 |
¥3.2万 |
+0.88% |
跌破离场 |
| 39 |
2026-07-21 |
2026-08-18 |
1340.7210756939999 |
1289.709 |
¥-13.9万 |
-3.83% |
跌破离场 |
| 40 |
2026-10-16 |
2026-11-13 |
1313.275434471 |
1435.26 |
¥32.8万 |
+9.26% |
强平 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-27 |
突破买入 |
买入 |
187.08689999999999 |
5300.0 |
¥99.2万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
239.5602 |
5300.0 |
¥1.27M |
|
| 2015-10-26 |
突破买入 |
买入 |
212.212 |
6000.0 |
¥1.27M |
首仓入场 |
| 2015-11-25 |
跌破离场 |
卖出 |
211.48829999999998 |
6000.0 |
¥1.27M |
|
| 2015-12-22 |
突破买入 |
买入 |
226.8 |
5500.0 |
¥1.25M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
209.79 |
5500.0 |
¥1.15M |
|
| 2016-02-24 |
突破买入 |
买入 |
212.41219999999998 |
5500.0 |
¥1.17M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
240.2595 |
5500.0 |
¥1.32M |
|
| 2016-05-04 |
突破买入 |
买入 |
260.26 |
5100.0 |
¥1.33M |
首仓入场 |
| 2016-05-19 |
跌破离场 |
卖出 |
244.91483999999997 |
5100.0 |
¥1.25M |
|
| 2016-06-01 |
突破买入 |
买入 |
265.5 |
4700.0 |
¥1.25M |
首仓入场 |
| 2016-08-26 |
跌破离场 |
卖出 |
302.83686 |
4700.0 |
¥1.42M |
|
| 2016-10-26 |
突破买入 |
买入 |
313.313 |
4500.0 |
¥1.41M |
首仓入场 |
| 2016-11-15 |
跌破离场 |
卖出 |
310.03 |
4500.0 |
¥1.39M |
|
| 2016-11-30 |
突破买入 |
买入 |
321.54122 |
4300.0 |
¥1.38M |
首仓入场 |
| 2016-12-26 |
跌破离场 |
卖出 |
318.71097 |
4300.0 |
¥1.37M |
|
| 2017-01-05 |
突破买入 |
买入 |
350.34999999999997 |
3900.0 |
¥1.37M |
首仓入场 |
| 2017-07-04 |
跌破离场 |
卖出 |
458.50104 |
3900.0 |
¥1.79M |
|
| 2017-08-10 |
突破买入 |
买入 |
491.5810899999999 |
3600.0 |
¥1.77M |
首仓入场 |
| 2017-09-08 |
跌破离场 |
卖出 |
477.77175 |
3600.0 |
¥1.72M |
|
| 2017-09-19 |
突破买入 |
买入 |
500.80029999999994 |
3500.0 |
¥1.75M |
首仓入场 |
| 2017-11-24 |
跌破离场 |
卖出 |
635.2641 |
3500.0 |
¥2.22M |
|
| 2017-12-26 |
突破买入 |
买入 |
688.8681799999998 |
3200.0 |
¥2.21M |
首仓入场 |
| 2018-01-30 |
跌破离场 |
卖出 |
735.2639999999999 |
3200.0 |
¥2.35M |
|
| 2018-05-16 |
突破买入 |
买入 |
740.7399999999999 |
3100.0 |
¥2.30M |
首仓入场 |
| 2018-06-20 |
跌破离场 |
卖出 |
741.0 |
3100.0 |
¥2.30M |
|
| 2018-09-25 |
突破买入 |
买入 |
695.695 |
3300.0 |
¥2.30M |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
650.58 |
3300.0 |
¥2.15M |
|
| 2018-12-06 |
突破买入 |
买入 |
600.5999999999999 |
3600.0 |
¥2.16M |
首仓入场 |
| 2018-12-24 |
跌破离场 |
卖出 |
562.9365 |
3600.0 |
¥2.03M |
|
| 2019-01-10 |
突破买入 |
买入 |
617.74713 |
3300.0 |
¥2.04M |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
892.38672 |
3300.0 |
¥2.94M |
|
| 2019-06-21 |
突破买入 |
买入 |
970.9399699999999 |
3000.0 |
¥2.91M |
首仓入场 |
| 2019-07-19 |
跌破离场 |
卖出 |
954.045 |
3000.0 |
¥2.86M |
|
| 2019-08-13 |
突破买入 |
买入 |
1017.1761599999999 |
2800.0 |
¥2.85M |
首仓入场 |
| 2019-09-12 |
跌破离场 |
卖出 |
1066.0 |
2800.0 |
¥2.98M |
|
| 2019-09-23 |
突破买入 |
买入 |
1157.0 |
2600.0 |
¥3.01M |
首仓入场 |
| 2019-11-26 |
跌破离场 |
卖出 |
1185.49332 |
2600.0 |
¥3.08M |
|
| 2019-12-31 |
突破买入 |
买入 |
1184.1829999999998 |
2600.0 |
¥3.08M |
首仓入场 |
| 2020-01-06 |
跌破离场 |
卖出 |
1069.7891399999999 |
2600.0 |
¥2.78M |
|
| 2020-03-05 |
突破买入 |
买入 |
1137.4463099999998 |
2500.0 |
¥2.84M |
首仓入场 |
| 2020-03-18 |
跌破离场 |
卖出 |
1038.96 |
2500.0 |
¥2.60M |
|
| 2020-04-15 |
突破买入 |
买入 |
1193.1919999999998 |
2100.0 |
¥2.51M |
首仓入场 |
| 2020-09-18 |
跌破离场 |
卖出 |
1663.335 |
2100.0 |
¥3.49M |
|
| 2020-11-24 |
突破买入 |
买入 |
1771.7599899999998 |
2000.0 |
¥3.54M |
首仓入场 |
| 2021-02-26 |
跌破离场 |
卖出 |
2097.9 |
2000.0 |
¥4.19M |
|
| 2021-04-06 |
突破买入 |
买入 |
2161.98 |
1900.0 |
¥4.11M |
首仓入场 |
| 2021-05-07 |
跌破离场 |
卖出 |
1963.035 |
1900.0 |
¥3.73M |
|
| 2021-05-26 |
突破买入 |
买入 |
2210.1879799999997 |
1700.0 |
¥3.76M |
首仓入场 |
| 2021-06-21 |
跌破离场 |
卖出 |
2082.915 |
1700.0 |
¥3.54M |
|
| 2021-09-28 |
突破买入 |
买入 |
1849.8479999999995 |
1900.0 |
¥3.52M |
首仓入场 |
| 2021-11-11 |
跌破离场 |
卖出 |
1751.17707 |
1900.0 |
¥3.33M |
|
| 2021-11-25 |
突破买入 |
买入 |
1954.9529999999997 |
1700.0 |
¥3.32M |
首仓入场 |
| 2022-01-07 |
跌破离场 |
卖出 |
1973.025 |
1700.0 |
¥3.35M |
|
| 2022-04-15 |
突破买入 |
买入 |
1804.0022 |
1900.0 |
¥3.43M |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
1963.035 |
1900.0 |
¥3.73M |
|
| 2022-11-30 |
突破买入 |
买入 |
1588.7071199999998 |
2300.0 |
¥3.66M |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
1806.27192 |
2300.0 |
¥4.15M |
|
| 2023-06-16 |
突破买入 |
买入 |
1758.7569999999998 |
2400.0 |
¥4.22M |
首仓入场 |
| 2023-07-03 |
跌破离场 |
卖出 |
1697.301 |
2400.0 |
¥4.07M |
|
| 2023-07-24 |
突破买入 |
买入 |
1752.2705199999998 |
2300.0 |
¥4.03M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
1807.191 |
2300.0 |
¥4.16M |
|
| 2024-02-07 |
突破买入 |
买入 |
1682.7110299999997 |
2500.0 |
¥4.21M |
首仓入场 |
| 2024-04-09 |
跌破离场 |
卖出 |
1659.00933 |
2500.0 |
¥4.15M |
|
| 2024-05-07 |
突破买入 |
买入 |
1767.5557899999997 |
2300.0 |
¥4.07M |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
1676.322 |
2300.0 |
¥3.85M |
|
| 2024-07-22 |
突破买入 |
买入 |
1526.5550299999998 |
2600.0 |
¥3.97M |
首仓入场 |
| 2024-07-26 |
跌破离场 |
卖出 |
1429.05951 |
2600.0 |
¥3.71M |
|
| 2025-03-03 |
突破买入 |
买入 |
1504.1025999999997 |
2400.0 |
¥3.61M |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
1562.436 |
2400.0 |
¥3.75M |
|
| 2025-05-13 |
突破买入 |
买入 |
1608.92 |
2400.0 |
¥3.86M |
首仓入场 |
| 2025-05-27 |
跌破离场 |
卖出 |
1549.449 |
2400.0 |
¥3.72M |
|
| 2025-07-23 |
突破买入 |
买入 |
1470.4689999999998 |
2500.0 |
¥3.68M |
首仓入场 |
| 2025-09-23 |
跌破离场 |
卖出 |
1449.0495 |
2500.0 |
¥3.62M |
|
| 2026-01-30 |
突破买入 |
买入 |
1435.0 |
2500.0 |
¥3.59M |
首仓入场 |
| 2026-03-02 |
跌破离场 |
卖出 |
1448.55 |
2500.0 |
¥3.62M |
|
| 2026-07-21 |
突破买入 |
买入 |
1340.3189799999998 |
2700.0 |
¥3.62M |
首仓入场 |
| 2026-08-18 |
跌破离场 |
卖出 |
1289.709 |
2700.0 |
¥3.48M |
|
| 2026-10-16 |
突破买入 |
买入 |
1312.8815699999998 |
2700.0 |
¥3.55M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
1435.26 |
2700 |
¥3.87M |
回测结束强平 |