600547 山东黄金 — 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: ¥67.4万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -32.63%）
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 44 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 |
2015-05-29 |
27.958385 |
29.04093 |
¥3.8万 |
+3.84% |
跌破离场 |
| 2 |
2015-06-18 |
2015-06-24 |
32.822623834 |
29.97999 |
¥-9.0万 |
-8.69% |
跌破离场 |
| 3 |
2015-08-14 |
2015-08-27 |
22.82964684 |
16.77321 |
¥-24.3万 |
-26.55% |
跌破离场 |
| 4 |
2015-10-13 |
2015-11-30 |
19.52535585 |
18.57141 |
¥-3.4万 |
-4.91% |
跌破离场 |
| 5 |
2015-12-15 |
2016-01-05 |
22.529256749999995 |
19.98 |
¥-7.5万 |
-11.34% |
跌破离场 |
| 6 |
2016-02-17 |
2016-03-28 |
22.138749633 |
25.18479 |
¥7.9万 |
+13.72% |
跌破离场 |
| 7 |
2016-04-12 |
2016-04-26 |
30.469568128999995 |
28.63134 |
¥-4.1万 |
-6.06% |
跌破离场 |
| 8 |
2016-05-04 |
2016-05-31 |
31.861375545999994 |
28.78 |
¥-6.0万 |
-9.70% |
跌破离场 |
| 9 |
2016-06-14 |
2016-07-21 |
33.703768098 |
43.84611 |
¥17.1万 |
+30.05% |
跌破离场 |
| 10 |
2016-11-01 |
2016-11-21 |
40.81300022799999 |
39.05091 |
¥-3.2万 |
-4.35% |
跌破离场 |
| 11 |
2017-02-08 |
2017-03-03 |
38.44993151999999 |
35.964 |
¥-4.6万 |
-6.49% |
跌破离场 |
| 12 |
2017-07-10 |
2017-08-24 |
29.568397859 |
32.13783 |
¥5.7万 |
+8.66% |
跌破离场 |
| 13 |
2017-11-16 |
2017-12-04 |
30.429516116999995 |
29.82015 |
¥-1.5万 |
-2.03% |
跌破离场 |
| 14 |
2018-01-16 |
2018-01-31 |
33.04290989999999 |
31.58838 |
¥-3.1万 |
-4.43% |
跌破离场 |
| 15 |
2018-03-22 |
2018-04-24 |
28.146551432999996 |
27.972 |
¥-4,391 |
-0.65% |
跌破离场 |
| 16 |
2018-09-10 |
2018-11-12 |
23.210140953999996 |
25.024950000000004 |
¥5.2万 |
+7.79% |
跌破离场 |
| 17 |
2018-12-12 |
2019-01-09 |
29.237968759999994 |
28.971 |
¥-6,726 |
-0.94% |
跌破离场 |
| 18 |
2019-02-14 |
2019-03-15 |
31.440829419999996 |
30.73923 |
¥-1.6万 |
-2.26% |
跌破离场 |
| 19 |
2019-05-15 |
2019-08-21 |
31.320673383999996 |
36.963 |
¥12.4万 |
+17.98% |
跌破离场 |
| 20 |
2019-12-05 |
2020-01-23 |
31.550972453 |
33.27669 |
¥4.4万 |
+5.44% |
跌破离场 |
| 21 |
2020-02-20 |
2020-03-16 |
35.496095634999996 |
31.22 |
¥-10.5万 |
-12.07% |
跌破离场 |
| 22 |
2020-05-19 |
2020-06-16 |
38.700256595 |
35.61435 |
¥-5.9万 |
-8.00% |
跌破离场 |
| 23 |
2020-07-10 |
2020-08-13 |
40.742219 |
39.1608 |
¥-2.7万 |
-3.91% |
跌破离场 |
| 24 |
2021-01-06 |
2021-01-15 |
24.692065397999997 |
22.8 |
¥-5.2万 |
-7.69% |
跌破离场 |
| 25 |
2021-02-23 |
2021-03-10 |
24.031207199999997 |
21.848130000000005 |
¥-5.7万 |
-9.11% |
跌破离场 |
| 26 |
2021-05-11 |
2021-06-07 |
21.906570000000002 |
20.4795 |
¥-3.7万 |
-6.54% |
跌破离场 |
| 27 |
2021-08-13 |
2021-11-23 |
18.043431405999996 |
19.52046 |
¥4.3万 |
+8.15% |
跌破离场 |
| 28 |
2022-01-13 |
2022-01-28 |
19.565407861999997 |
18.2817 |
¥-3.8万 |
-6.59% |
跌破离场 |
| 29 |
2022-02-25 |
2022-03-16 |
20.406500113999996 |
18.89109 |
¥-3.8万 |
-7.45% |
跌破离场 |
| 30 |
2022-06-14 |
2022-07-04 |
18.353834498999998 |
18.3 |
¥-1,566 |
-0.32% |
跌破离场 |
| 31 |
2022-08-11 |
2022-08-22 |
18.664237592 |
17.82216 |
¥-2.2万 |
-4.54% |
跌破离场 |
| 32 |
2022-11-08 |
2022-12-13 |
17.893236361 |
19.40058 |
¥4.0万 |
+8.39% |
跌破离场 |
| 33 |
2023-02-03 |
2023-02-07 |
20.026005999999995 |
19.07091 |
¥-2.4万 |
-4.80% |
跌破离场 |
| 34 |
2023-03-07 |
2023-05-15 |
19.615472877 |
24.04593 |
¥11.1万 |
+22.55% |
跌破离场 |
| 35 |
2023-08-25 |
2023-09-25 |
25.853573746 |
25.48449 |
¥-8,702 |
-1.46% |
跌破离场 |
| 36 |
2023-12-05 |
2023-12-12 |
23.730817109999997 |
21.888090000000002 |
¥-4.5万 |
-7.79% |
跌破离场 |
| 37 |
2024-03-08 |
2024-04-24 |
25.407619999999998 |
29.1708 |
¥8.1万 |
+14.78% |
跌破离场 |
| 38 |
2024-07-09 |
2024-08-30 |
29.237968759999994 |
27.552419999999998 |
¥-3.6万 |
-5.79% |
跌破离场 |
| 39 |
2025-01-23 |
2025-02-27 |
24.852273445999998 |
24.075900000000004 |
¥-1.9万 |
-3.15% |
跌破离场 |
| 40 |
2025-04-14 |
2025-05-13 |
29.43822882 |
29.070899999999998 |
¥-7,258 |
-1.28% |
跌破离场 |
| 41 |
2025-06-16 |
2025-07-11 |
32.02158359399999 |
31.25871 |
¥-1.4万 |
-2.41% |
跌破离场 |
| 42 |
2025-09-02 |
2025-10-23 |
36.046810799999996 |
36.37359 |
¥4,864 |
+0.88% |
跌破离场 |
| 43 |
2026-01-13 |
2026-03-17 |
44.85825343999999 |
44.045910000000006 |
¥-1.0万 |
-1.84% |
跌破离场 |
| 44 |
2026-07-23 |
2026-09-18 |
27.295446177999995 |
33.4665 |
¥12.3万 |
+22.57% |
跌破离场 |
逐笔成交记录（共 88 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 |
27.95 |
35400.0 |
¥99.0万 |
首仓入场 |
| 2015-05-29 |
跌破离场 |
卖出 |
29.04093 |
35400.0 |
¥1.03M |
|
| 2015-06-18 |
突破买入 |
买入 |
32.81278 |
31500.0 |
¥1.03M |
首仓入场 |
| 2015-06-24 |
跌破离场 |
卖出 |
29.97999 |
31500.0 |
¥94.4万 |
|
| 2015-08-14 |
突破买入 |
买入 |
22.822799999999997 |
40100.0 |
¥91.5万 |
首仓入场 |
| 2015-08-27 |
跌破离场 |
卖出 |
16.77321 |
40100.0 |
¥67.2万 |
|
| 2015-10-13 |
突破买入 |
买入 |
19.519499999999997 |
35100.0 |
¥68.5万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
18.57141 |
35100.0 |
¥65.2万 |
|
| 2015-12-15 |
突破买入 |
买入 |
22.522499999999997 |
29200.0 |
¥65.8万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
19.98 |
29200.0 |
¥58.3万 |
|
| 2016-02-17 |
突破买入 |
买入 |
22.13211 |
25900.0 |
¥57.3万 |
首仓入场 |
| 2016-03-28 |
跌破离场 |
卖出 |
25.18479 |
25900.0 |
¥65.2万 |
|
| 2016-04-12 |
突破买入 |
买入 |
30.460429999999995 |
22100.0 |
¥67.3万 |
首仓入场 |
| 2016-04-26 |
跌破离场 |
卖出 |
28.63134 |
22100.0 |
¥63.3万 |
|
| 2016-05-04 |
突破买入 |
买入 |
31.851819999999996 |
19400.0 |
¥61.8万 |
首仓入场 |
| 2016-05-31 |
跌破离场 |
卖出 |
28.78 |
19400.0 |
¥55.8万 |
|
| 2016-06-14 |
突破买入 |
买入 |
33.693659999999994 |
16900.0 |
¥57.0万 |
首仓入场 |
| 2016-07-21 |
跌破离场 |
卖出 |
43.84611 |
16900.0 |
¥74.1万 |
|
| 2016-11-01 |
突破买入 |
买入 |
40.80076 |
18200.0 |
¥74.3万 |
首仓入场 |
| 2016-11-21 |
跌破离场 |
卖出 |
39.05091 |
18200.0 |
¥71.1万 |
|
| 2017-02-08 |
突破买入 |
买入 |
38.438399999999994 |
18300.0 |
¥70.4万 |
首仓入场 |
| 2017-03-03 |
跌破离场 |
卖出 |
35.964 |
18300.0 |
¥65.8万 |
|
| 2017-07-10 |
突破买入 |
买入 |
29.55953 |
22200.0 |
¥65.6万 |
首仓入场 |
| 2017-08-24 |
跌破离场 |
卖出 |
32.13783 |
22200.0 |
¥71.3万 |
|
| 2017-11-16 |
突破买入 |
买入 |
30.420389999999998 |
23500.0 |
¥71.5万 |
首仓入场 |
| 2017-12-04 |
跌破离场 |
卖出 |
29.82015 |
23500.0 |
¥70.1万 |
|
| 2018-01-16 |
突破买入 |
买入 |
33.032999999999994 |
21400.0 |
¥70.7万 |
首仓入场 |
| 2018-01-31 |
跌破离场 |
卖出 |
31.58838 |
21400.0 |
¥67.6万 |
|
| 2018-03-22 |
突破买入 |
买入 |
28.138109999999994 |
24000.0 |
¥67.6万 |
首仓入场 |
| 2018-04-24 |
跌破离场 |
卖出 |
27.972 |
24000.0 |
¥67.1万 |
|
| 2018-09-10 |
突破买入 |
买入 |
23.203179999999996 |
28600.0 |
¥66.4万 |
首仓入场 |
| 2018-11-12 |
跌破离场 |
卖出 |
25.024950000000004 |
28600.0 |
¥71.5万 |
|
| 2018-12-12 |
突破买入 |
买入 |
29.229199999999995 |
24400.0 |
¥71.3万 |
首仓入场 |
| 2019-01-09 |
跌破离场 |
卖出 |
28.971 |
24400.0 |
¥70.7万 |
|
| 2019-02-14 |
突破买入 |
买入 |
31.431399999999996 |
22700.0 |
¥71.4万 |
首仓入场 |
| 2019-03-15 |
跌破离场 |
卖出 |
30.73923 |
22700.0 |
¥69.8万 |
|
| 2019-05-15 |
突破买入 |
买入 |
31.311279999999996 |
22000.0 |
¥68.9万 |
首仓入场 |
| 2019-08-21 |
跌破离场 |
卖出 |
36.963 |
22000.0 |
¥81.3万 |
|
| 2019-12-05 |
突破买入 |
买入 |
31.54151 |
25500.0 |
¥80.5万 |
首仓入场 |
| 2020-01-23 |
跌破离场 |
卖出 |
33.27669 |
25500.0 |
¥84.8万 |
|
| 2020-02-20 |
突破买入 |
买入 |
35.48545 |
24400.0 |
¥86.6万 |
首仓入场 |
| 2020-03-16 |
跌破离场 |
卖出 |
31.22 |
24400.0 |
¥76.2万 |
|
| 2020-05-19 |
突破买入 |
买入 |
38.688649999999996 |
19100.0 |
¥73.9万 |
首仓入场 |
| 2020-06-16 |
跌破离场 |
卖出 |
35.61435 |
19100.0 |
¥68.0万 |
|
| 2020-07-10 |
突破买入 |
买入 |
40.73 |
16900.0 |
¥68.9万 |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
39.1608 |
16900.0 |
¥66.2万 |
|
| 2021-01-06 |
突破买入 |
买入 |
24.684659999999997 |
27400.0 |
¥67.7万 |
首仓入场 |
| 2021-01-15 |
跌破离场 |
卖出 |
22.8 |
27400.0 |
¥62.5万 |
|
| 2021-02-23 |
突破买入 |
买入 |
24.023999999999997 |
26100.0 |
¥62.7万 |
首仓入场 |
| 2021-03-10 |
跌破离场 |
卖出 |
21.848130000000005 |
26100.0 |
¥57.0万 |
|
| 2021-05-11 |
突破买入 |
买入 |
21.9 |
25500.0 |
¥55.9万 |
首仓入场 |
| 2021-06-07 |
跌破离场 |
卖出 |
20.4795 |
25500.0 |
¥52.2万 |
|
| 2021-08-13 |
突破买入 |
买入 |
18.038019999999996 |
29200.0 |
¥52.7万 |
首仓入场 |
| 2021-11-23 |
跌破离场 |
卖出 |
19.52046 |
29200.0 |
¥57.0万 |
|
| 2022-01-13 |
突破买入 |
买入 |
19.55954 |
29500.0 |
¥57.7万 |
首仓入场 |
| 2022-01-28 |
跌破离场 |
卖出 |
18.2817 |
29500.0 |
¥53.9万 |
|
| 2022-02-25 |
突破买入 |
买入 |
20.40038 |
25100.0 |
¥51.2万 |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
18.89109 |
25100.0 |
¥47.4万 |
|
| 2022-06-14 |
突破买入 |
买入 |
18.348329999999997 |
26400.0 |
¥48.5万 |
首仓入场 |
| 2022-07-04 |
跌破离场 |
卖出 |
18.3 |
26400.0 |
¥48.3万 |
|
| 2022-08-11 |
突破买入 |
买入 |
18.65864 |
26300.0 |
¥49.1万 |
首仓入场 |
| 2022-08-22 |
跌破离场 |
卖出 |
17.82216 |
26300.0 |
¥46.9万 |
|
| 2022-11-08 |
突破买入 |
买入 |
17.88787 |
26600.0 |
¥47.6万 |
首仓入场 |
| 2022-12-13 |
跌破离场 |
卖出 |
19.40058 |
26600.0 |
¥51.6万 |
|
| 2023-02-03 |
突破买入 |
买入 |
20.019999999999996 |
25200.0 |
¥50.5万 |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
19.07091 |
25200.0 |
¥48.0万 |
|
| 2023-03-07 |
突破买入 |
买入 |
19.609589999999997 |
25100.0 |
¥49.2万 |
首仓入场 |
| 2023-05-15 |
跌破离场 |
卖出 |
24.04593 |
25100.0 |
¥60.3万 |
|
| 2023-08-25 |
突破买入 |
买入 |
25.845819999999996 |
23100.0 |
¥59.7万 |
首仓入场 |
| 2023-09-25 |
跌破离场 |
卖出 |
25.48449 |
23100.0 |
¥58.9万 |
|
| 2023-12-05 |
突破买入 |
买入 |
23.723699999999997 |
24500.0 |
¥58.1万 |
首仓入场 |
| 2023-12-12 |
跌破离场 |
卖出 |
21.888090000000002 |
24500.0 |
¥53.6万 |
|
| 2024-03-08 |
突破买入 |
买入 |
25.4 |
21600.0 |
¥54.9万 |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
29.1708 |
21600.0 |
¥63.0万 |
|
| 2024-07-09 |
突破买入 |
买入 |
29.22919999999999 |
21300.0 |
¥62.3万 |
首仓入场 |
| 2024-08-30 |
跌破离场 |
卖出 |
27.552419999999998 |
21300.0 |
¥58.7万 |
|
| 2025-01-23 |
突破买入 |
买入 |
24.84482 |
23700.0 |
¥58.9万 |
首仓入场 |
| 2025-02-27 |
跌破离场 |
卖出 |
24.075900000000004 |
23700.0 |
¥57.0万 |
|
| 2025-04-14 |
突破买入 |
买入 |
29.429399999999998 |
19300.0 |
¥56.8万 |
首仓入场 |
| 2025-05-13 |
跌破离场 |
卖出 |
29.070899999999998 |
19300.0 |
¥56.1万 |
|
| 2025-06-16 |
突破买入 |
买入 |
32.011979999999994 |
17700.0 |
¥56.7万 |
首仓入场 |
| 2025-07-11 |
跌破离场 |
卖出 |
31.25871 |
17700.0 |
¥55.3万 |
|
| 2025-09-02 |
突破买入 |
买入 |
36.035999999999994 |
15400.0 |
¥55.5万 |
首仓入场 |
| 2025-10-23 |
跌破离场 |
卖出 |
36.37359 |
15400.0 |
¥56.0万 |
|
| 2026-01-13 |
突破买入 |
买入 |
44.84479999999999 |
12400.0 |
¥55.6万 |
首仓入场 |
| 2026-03-17 |
跌破离场 |
卖出 |
44.045910000000006 |
12400.0 |
¥54.6万 |
|
| 2026-07-23 |
突破买入 |
买入 |
27.287259999999996 |
20000.0 |
¥54.6万 |
首仓入场 |
| 2026-09-18 |
跌破离场 |
卖出 |
33.4665 |
20000.0 |
¥66.9万 |
|