600570 恒生电子 — 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: ¥44.8万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -55.23%）
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 43 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 |
2015-02-25 |
2015-04-29 |
79.81364691299999 |
106.0 |
¥32.7万 |
+32.77% |
跌破离场 |
| 2 |
2015-06-04 |
2015-06-26 |
155.171507491 |
117.83205000000001 |
¥-31.8万 |
-24.09% |
跌破离场 |
| 3 |
2015-10-14 |
2015-11-03 |
55.08152950299999 |
61.8381 |
¥12.1万 |
+12.23% |
跌破离场 |
| 4 |
2015-11-11 |
2015-11-30 |
78.60207354999999 |
64.81512 |
¥-19.7万 |
-17.56% |
跌破离场 |
| 5 |
2016-03-23 |
2016-04-21 |
58.07541739999999 |
54.97497 |
¥-5.0万 |
-5.37% |
跌破离场 |
| 6 |
2016-06-07 |
2016-07-12 |
69.099733703 |
61.81812 |
¥-9.2万 |
-10.56% |
跌破离场 |
| 7 |
2016-08-23 |
2016-09-13 |
62.18074863 |
56.143800000000006 |
¥-7.4万 |
-9.74% |
跌破离场 |
| 8 |
2016-10-28 |
2016-11-25 |
58.25565145399999 |
57.522420000000004 |
¥-9,081 |
-1.29% |
跌破离场 |
| 9 |
2017-06-07 |
2017-07-13 |
39.441218817 |
43.046910000000004 |
¥6.4万 |
+9.11% |
跌破离场 |
| 10 |
2017-08-17 |
2017-09-25 |
45.35890358999999 |
51.06888 |
¥9.6万 |
+12.55% |
跌破离场 |
| 11 |
2017-11-13 |
2017-11-21 |
56.283089862999994 |
51.22872 |
¥-7.7万 |
-9.01% |
跌破离场 |
| 12 |
2018-01-12 |
2018-02-07 |
53.546059 |
44.52543 |
¥-13.3万 |
-16.87% |
跌破离场 |
| 13 |
2018-03-29 |
2018-04-24 |
58.215599442 |
58.69125 |
¥5,130 |
+0.79% |
跌破离场 |
| 14 |
2018-08-27 |
2018-09-17 |
54.701035389 |
51.56838 |
¥-3.8万 |
-5.76% |
跌破离场 |
| 15 |
2018-11-13 |
2018-12-18 |
53.519501035 |
53.02692 |
¥-5,848 |
-0.95% |
跌破离场 |
| 16 |
2019-01-17 |
2019-03-15 |
59.27697776000001 |
83.31660000000001 |
¥25.0万 |
+40.51% |
跌破离场 |
| 17 |
2019-06-21 |
2019-07-09 |
69.39011079 |
65.79414 |
¥-4.5万 |
-5.21% |
跌破离场 |
| 18 |
2019-08-28 |
2019-09-24 |
75.17762652399998 |
77.43 |
¥2.4万 |
+2.97% |
跌破离场 |
| 19 |
2019-12-16 |
2019-12-30 |
79.453178805 |
74.94498 |
¥-4.8万 |
-5.70% |
跌破离场 |
| 20 |
2020-01-23 |
2020-02-04 |
91.258509342 |
79.82 |
¥-9.9万 |
-12.56% |
跌破离场 |
| 21 |
2020-02-11 |
2020-03-10 |
94.302462254 |
91.0 |
¥-2.5万 |
-3.53% |
跌破离场 |
| 22 |
2020-04-28 |
2020-06-08 |
98.13744240299998 |
83.99 |
¥-9.5万 |
-14.44% |
跌破离场 |
| 23 |
2020-07-07 |
2020-08-13 |
115.14953449999997 |
100.75914 |
¥-7.2万 |
-12.52% |
跌破离场 |
| 24 |
2020-08-31 |
2020-09-10 |
114.64888434999999 |
101.14875 |
¥-6.0万 |
-11.80% |
跌破离场 |
| 25 |
2020-12-10 |
2020-12-25 |
102.03250057 |
91.4085 |
¥-4.6万 |
-10.44% |
跌破离场 |
| 26 |
2021-01-05 |
2021-01-27 |
105.667220659 |
93.30659999999999 |
¥-4.6万 |
-11.72% |
跌破离场 |
| 27 |
2021-04-29 |
2021-05-11 |
92.97073285499997 |
84.53538 |
¥-3.2万 |
-9.10% |
跌破离场 |
| 28 |
2021-05-26 |
2021-06-04 |
99.08867768799999 |
87.4125 |
¥-3.7万 |
-11.81% |
跌破离场 |
| 29 |
2021-08-26 |
2021-11-23 |
56.917069999999995 |
57.942 |
¥5,038 |
+1.77% |
跌破离场 |
| 30 |
2022-06-01 |
2022-07-12 |
40.001946985 |
41.78817 |
¥1.3万 |
+4.43% |
跌破离场 |
| 31 |
2022-10-28 |
2022-11-29 |
37.428605213999994 |
39.99996 |
¥2.1万 |
+6.84% |
跌破离场 |
| 32 |
2023-01-04 |
2023-02-17 |
42.124703620999995 |
45.1548 |
¥2.3万 |
+7.16% |
跌破离场 |
| 33 |
2023-03-28 |
2023-04-25 |
49.934845960999986 |
47.20275 |
¥-1.9万 |
-5.50% |
跌破离场 |
| 34 |
2023-06-19 |
2023-07-07 |
45.248760557 |
42.12783 |
¥-2.3万 |
-6.93% |
跌破离场 |
| 35 |
2023-11-14 |
2023-11-23 |
33.353312992999996 |
31.788180000000004 |
¥-1.4万 |
-4.72% |
跌破离场 |
| 36 |
2024-08-01 |
2024-08-12 |
18.263717471999996 |
16.86312 |
¥-2.2万 |
-7.70% |
跌破离场 |
| 37 |
2024-09-23 |
2024-11-26 |
16.661636992 |
28.071900000000003 |
¥18.5万 |
+68.43% |
跌破离场 |
| 38 |
2025-02-11 |
2025-03-03 |
30.799997228 |
30.51945 |
¥-4,259 |
-0.94% |
跌破离场 |
| 39 |
2025-06-16 |
2025-09-04 |
27.786083325 |
34.84512 |
¥11.4万 |
+25.37% |
跌破离场 |
| 40 |
2026-01-06 |
2026-02-02 |
30.900127257999998 |
30.869100000000003 |
¥-737 |
-0.13% |
跌破离场 |
| 41 |
2026-05-12 |
2026-05-28 |
27.926265366999996 |
25.33464 |
¥-5.2万 |
-9.31% |
跌破离场 |
| 42 |
2026-08-03 |
2026-08-19 |
22.969828881999998 |
21.4785 |
¥-3.3万 |
-6.52% |
跌破离场 |
| 43 |
2026-10-27 |
2026-11-02 |
20.827046239999998 |
19.440540000000002 |
¥-3.2万 |
-6.69% |
跌破离场 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-25 |
突破买入 |
买入 |
79.78970999999999 |
12500.0 |
¥99.8万 |
首仓入场 |
| 2015-04-29 |
跌破离场 |
卖出 |
106.0 |
12500.0 |
¥1.32M |
|
| 2015-06-04 |
突破买入 |
买入 |
155.12497 |
8500.0 |
¥1.32M |
首仓入场 |
| 2015-06-26 |
跌破离场 |
卖出 |
117.83205000000001 |
8500.0 |
¥1.00M |
|
| 2015-10-14 |
突破买入 |
买入 |
55.065009999999994 |
17900.0 |
¥98.6万 |
首仓入场 |
| 2015-11-03 |
跌破离场 |
卖出 |
61.8381 |
17900.0 |
¥1.11M |
|
| 2015-11-11 |
突破买入 |
买入 |
78.57849999999999 |
14300.0 |
¥1.12M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
64.81512 |
14300.0 |
¥92.7万 |
|
| 2016-03-23 |
突破买入 |
买入 |
58.05799999999999 |
15900.0 |
¥92.3万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
54.97497 |
15900.0 |
¥87.4万 |
|
| 2016-06-07 |
突破买入 |
买入 |
69.07901 |
12600.0 |
¥87.1万 |
首仓入场 |
| 2016-07-12 |
跌破离场 |
卖出 |
61.81812 |
12600.0 |
¥77.9万 |
|
| 2016-08-23 |
突破买入 |
买入 |
62.162099999999995 |
12300.0 |
¥76.5万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
56.143800000000006 |
12300.0 |
¥69.0万 |
|
| 2016-10-28 |
突破买入 |
买入 |
58.23817999999999 |
12100.0 |
¥70.5万 |
首仓入场 |
| 2016-11-25 |
跌破离场 |
卖出 |
57.522420000000004 |
12100.0 |
¥69.6万 |
|
| 2017-06-07 |
突破买入 |
买入 |
39.42939 |
17700.0 |
¥69.8万 |
首仓入场 |
| 2017-07-13 |
跌破离场 |
卖出 |
43.046910000000004 |
17700.0 |
¥76.2万 |
|
| 2017-08-17 |
突破买入 |
买入 |
45.345299999999995 |
16800.0 |
¥76.2万 |
首仓入场 |
| 2017-09-25 |
跌破离场 |
卖出 |
51.06888 |
16800.0 |
¥85.8万 |
|
| 2017-11-13 |
突破买入 |
买入 |
56.266209999999994 |
15200.0 |
¥85.6万 |
首仓入场 |
| 2017-11-21 |
跌破离场 |
卖出 |
51.22872 |
15200.0 |
¥77.8万 |
|
| 2018-01-12 |
突破买入 |
买入 |
53.53 |
14700.0 |
¥78.7万 |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
44.52543 |
14700.0 |
¥65.4万 |
|
| 2018-03-29 |
突破买入 |
买入 |
58.198139999999995 |
11200.0 |
¥65.2万 |
首仓入场 |
| 2018-04-24 |
跌破离场 |
卖出 |
58.69125 |
11200.0 |
¥65.7万 |
|
| 2018-08-27 |
突破买入 |
买入 |
54.68462999999999 |
12000.0 |
¥65.6万 |
首仓入场 |
| 2018-09-17 |
跌破离场 |
卖出 |
51.56838 |
12000.0 |
¥61.9万 |
|
| 2018-11-13 |
突破买入 |
买入 |
53.503449999999994 |
11500.0 |
¥61.5万 |
首仓入场 |
| 2018-12-18 |
跌破离场 |
卖出 |
53.02692 |
11500.0 |
¥61.0万 |
|
| 2019-01-17 |
突破买入 |
买入 |
59.25920000000001 |
10400.0 |
¥61.6万 |
首仓入场 |
| 2019-03-15 |
跌破离场 |
卖出 |
83.31660000000001 |
10400.0 |
¥86.6万 |
|
| 2019-06-21 |
突破买入 |
买入 |
69.3693 |
12500.0 |
¥86.7万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
65.79414 |
12500.0 |
¥82.2万 |
|
| 2019-08-28 |
突破买入 |
买入 |
75.15507999999998 |
10800.0 |
¥81.2万 |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
77.43 |
10800.0 |
¥83.6万 |
|
| 2019-12-16 |
突破买入 |
买入 |
79.42934999999999 |
10600.0 |
¥84.2万 |
首仓入场 |
| 2019-12-30 |
跌破离场 |
卖出 |
74.94498 |
10600.0 |
¥79.4万 |
|
| 2020-01-23 |
突破买入 |
买入 |
91.23114 |
8600.0 |
¥78.5万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
79.82 |
8600.0 |
¥68.6万 |
|
| 2020-02-11 |
突破买入 |
买入 |
94.27418 |
7400.0 |
¥69.8万 |
首仓入场 |
| 2020-03-10 |
跌破离场 |
卖出 |
91.0 |
7400.0 |
¥67.3万 |
|
| 2020-04-28 |
突破买入 |
买入 |
98.10800999999998 |
6700.0 |
¥65.8万 |
首仓入场 |
| 2020-06-08 |
跌破离场 |
卖出 |
83.99 |
6700.0 |
¥56.3万 |
|
| 2020-07-07 |
突破买入 |
买入 |
115.11499999999998 |
5000.0 |
¥57.6万 |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
100.75914 |
5000.0 |
¥50.4万 |
|
| 2020-08-31 |
突破买入 |
买入 |
114.61449999999999 |
4400.0 |
¥50.4万 |
首仓入场 |
| 2020-09-10 |
跌破离场 |
卖出 |
101.14875 |
4400.0 |
¥44.5万 |
|
| 2020-12-10 |
突破买入 |
买入 |
102.00189999999999 |
4300.0 |
¥43.9万 |
首仓入场 |
| 2020-12-25 |
跌破离场 |
卖出 |
91.4085 |
4300.0 |
¥39.3万 |
|
| 2021-01-05 |
突破买入 |
买入 |
105.63552999999999 |
3700.0 |
¥39.1万 |
首仓入场 |
| 2021-01-27 |
跌破离场 |
卖出 |
93.30659999999999 |
3700.0 |
¥34.5万 |
|
| 2021-04-29 |
突破买入 |
买入 |
92.94284999999998 |
3800.0 |
¥35.3万 |
首仓入场 |
| 2021-05-11 |
跌破离场 |
卖出 |
84.53538 |
3800.0 |
¥32.1万 |
|
| 2021-05-26 |
突破买入 |
买入 |
99.05895999999998 |
3200.0 |
¥31.7万 |
首仓入场 |
| 2021-06-04 |
跌破离场 |
卖出 |
87.4125 |
3200.0 |
¥28.0万 |
|
| 2021-08-26 |
突破买入 |
买入 |
56.9 |
5000.0 |
¥28.5万 |
首仓入场 |
| 2021-11-23 |
跌破离场 |
卖出 |
57.942 |
5000.0 |
¥29.0万 |
|
| 2022-06-01 |
突破买入 |
买入 |
39.98995 |
7200.0 |
¥28.8万 |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
41.78817 |
7200.0 |
¥30.1万 |
|
| 2022-10-28 |
突破买入 |
买入 |
37.41738 |
8100.0 |
¥30.3万 |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
39.99996 |
8100.0 |
¥32.4万 |
|
| 2023-01-04 |
突破买入 |
买入 |
42.112069999999996 |
7700.0 |
¥32.4万 |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
45.1548 |
7700.0 |
¥34.8万 |
|
| 2023-03-28 |
突破买入 |
买入 |
49.91986999999999 |
6800.0 |
¥34.0万 |
首仓入场 |
| 2023-04-25 |
跌破离场 |
卖出 |
47.20275 |
6800.0 |
¥32.1万 |
|
| 2023-06-19 |
突破买入 |
买入 |
45.235189999999996 |
7300.0 |
¥33.0万 |
首仓入场 |
| 2023-07-07 |
跌破离场 |
卖出 |
42.12783 |
7300.0 |
¥30.7万 |
|
| 2023-11-14 |
突破买入 |
买入 |
33.343309999999995 |
9100.0 |
¥30.4万 |
首仓入场 |
| 2023-11-23 |
跌破离场 |
卖出 |
31.788180000000004 |
9100.0 |
¥28.9万 |
|
| 2024-08-01 |
突破买入 |
买入 |
18.258239999999997 |
15900.0 |
¥29.0万 |
首仓入场 |
| 2024-08-12 |
跌破离场 |
卖出 |
16.86312 |
15900.0 |
¥26.8万 |
|
| 2024-09-23 |
突破买入 |
买入 |
16.65664 |
16200.0 |
¥27.0万 |
首仓入场 |
| 2024-11-26 |
跌破离场 |
卖出 |
28.071900000000003 |
16200.0 |
¥45.5万 |
|
| 2025-02-11 |
突破买入 |
买入 |
30.79076 |
14700.0 |
¥45.3万 |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
30.51945 |
14700.0 |
¥44.9万 |
|
| 2025-06-16 |
突破买入 |
买入 |
27.77775 |
16200.0 |
¥45.0万 |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
34.84512 |
16200.0 |
¥56.4万 |
|
| 2026-01-06 |
突破买入 |
买入 |
30.890859999999993 |
18300.0 |
¥56.5万 |
首仓入场 |
| 2026-02-02 |
跌破离场 |
卖出 |
30.869100000000003 |
18300.0 |
¥56.5万 |
|
| 2026-05-12 |
突破买入 |
买入 |
27.917889999999996 |
20100.0 |
¥56.1万 |
首仓入场 |
| 2026-05-28 |
跌破离场 |
卖出 |
25.33464 |
20100.0 |
¥50.9万 |
|
| 2026-08-03 |
突破买入 |
买入 |
22.96294 |
22300.0 |
¥51.2万 |
首仓入场 |
| 2026-08-19 |
跌破离场 |
卖出 |
21.4785 |
22300.0 |
¥47.9万 |
|
| 2026-10-27 |
突破买入 |
买入 |
20.8208 |
22900.0 |
¥47.7万 |
首仓入场 |
| 2026-11-02 |
跌破离场 |
卖出 |
19.440540000000002 |
22900.0 |
¥44.5万 |
|