600585 海螺水泥 — 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: ¥38.8万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -61.20%）
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 |
2015-03-24 |
2015-05-06 |
21.90657 |
23.4765 |
¥7.0万 |
+7.13% |
跌破离场 |
| 2 |
2015-06-16 |
2015-06-23 |
28.0364084 |
22.72725 |
¥-20.0万 |
-18.96% |
跌破离场 |
| 3 |
2015-12-23 |
2016-01-05 |
18.013392396999997 |
15.8841 |
¥-10.3万 |
-11.85% |
跌破离场 |
| 4 |
2016-04-01 |
2016-04-25 |
16.962027082 |
16.153830000000003 |
¥-3.7万 |
-4.79% |
跌破离场 |
| 5 |
2016-07-13 |
2016-09-22 |
15.920674769999996 |
16.75 |
¥3.8万 |
+5.18% |
跌破离场 |
| 6 |
2016-11-07 |
2016-12-16 |
17.422625219999997 |
17.26272 |
¥-7,264 |
-0.95% |
跌破离场 |
| 7 |
2017-01-17 |
2017-02-27 |
18.053444408999997 |
20.189790000000002 |
¥8.9万 |
+11.80% |
跌破离场 |
| 8 |
2017-03-16 |
2017-03-31 |
21.918463567 |
20.81916 |
¥-4.3万 |
-5.04% |
跌破离场 |
| 9 |
2017-06-08 |
2017-06-19 |
21.778281524999997 |
20.83914 |
¥-3.5万 |
-4.34% |
跌破离场 |
| 10 |
2017-06-30 |
2017-08-17 |
22.579321765 |
22.97 |
¥1.3万 |
+1.70% |
跌破离场 |
| 11 |
2017-09-15 |
2017-12-18 |
25.517653000000003 |
27.95 |
¥7.4万 |
+9.50% |
跌破离场 |
| 12 |
2018-02-05 |
2018-02-12 |
36.55747395299999 |
30.519449999999996 |
¥-14.0万 |
-16.54% |
跌破离场 |
| 13 |
2018-04-11 |
2018-05-24 |
34.845250439999994 |
33.88608 |
¥-2.0万 |
-2.78% |
跌破离场 |
| 14 |
2018-06-13 |
2018-06-21 |
37.008059087999996 |
34.47549 |
¥-4.7万 |
-6.87% |
跌破离场 |
| 15 |
2018-07-25 |
2018-08-20 |
38.49999653500001 |
35.38458 |
¥-5.3万 |
-8.12% |
跌破离场 |
| 16 |
2019-01-21 |
2019-04-23 |
31.150452332999993 |
40.56939 |
¥18.1万 |
+30.20% |
跌破离场 |
| 17 |
2019-06-13 |
2019-08-01 |
40.88309124899999 |
39.50046 |
¥-2.6万 |
-3.41% |
跌破离场 |
| 18 |
2019-09-04 |
2019-09-24 |
42.044599597 |
41.23872 |
¥-1.5万 |
-1.95% |
跌破离场 |
| 19 |
2019-11-20 |
2020-01-22 |
44.878279446 |
49.57038 |
¥7.7万 |
+10.42% |
跌破离场 |
| 20 |
2020-02-28 |
2020-03-17 |
54.300515268999995 |
52.43751 |
¥-2.7万 |
-3.46% |
跌破离场 |
| 21 |
2020-04-14 |
2020-05-25 |
58.97658766999999 |
56.8431 |
¥-2.8万 |
-3.65% |
跌破离场 |
| 22 |
2020-07-21 |
2020-09-08 |
62.771515806999986 |
58.4415 |
¥-5.2万 |
-6.93% |
跌破离场 |
| 23 |
2020-11-17 |
2020-12-08 |
56.87385704 |
54.17576999999999 |
¥-3.4万 |
-4.77% |
跌破离场 |
| 24 |
2021-01-07 |
2021-01-22 |
55.066515 |
53.24669999999999 |
¥-2.2万 |
-3.33% |
跌破离场 |
| 25 |
2021-08-10 |
2021-08-27 |
41.483871429 |
39.58038 |
¥-3.0万 |
-4.62% |
跌破离场 |
| 26 |
2021-09-07 |
2021-09-27 |
45.75942370999999 |
43.34661 |
¥-3.3万 |
-5.30% |
跌破离场 |
| 27 |
2021-12-08 |
2022-01-17 |
39.75162191 |
39.060900000000004 |
¥-1.0万 |
-1.77% |
跌破离场 |
| 28 |
2022-04-07 |
2022-04-20 |
40.85305224 |
38.8611 |
¥-2.8万 |
-4.90% |
跌破离场 |
| 29 |
2022-11-16 |
2022-12-21 |
28.957604676 |
28.1 |
¥-1.6万 |
-2.99% |
跌破离场 |
| 30 |
2023-02-21 |
2023-03-09 |
31.811310531 |
30.1698 |
¥-2.8万 |
-5.19% |
跌破离场 |
| 31 |
2023-07-26 |
2023-10-10 |
24.732117409999997 |
25.58439 |
¥1.7万 |
+3.41% |
跌破离场 |
| 32 |
2024-02-07 |
2024-03-05 |
23.770869121999997 |
23.31666 |
¥-1.0万 |
-1.94% |
跌破离场 |
| 33 |
2024-05-13 |
2024-06-03 |
24.181402244999997 |
23.976 |
¥-4,486 |
-0.88% |
跌破离场 |
| 34 |
2024-07-09 |
2024-07-24 |
24.631987379999995 |
24.01596 |
¥-1.3万 |
-2.53% |
跌破离场 |
| 35 |
2024-11-08 |
2024-11-18 |
27.846161342999995 |
26.02 |
¥-3.3万 |
-6.59% |
跌破离场 |
| 36 |
2025-02-05 |
2025-02-18 |
24.942390472999996 |
23.45652 |
¥-2.8万 |
-5.99% |
跌破离场 |
| 37 |
2025-03-17 |
2025-04-08 |
24.461766329 |
23.966009999999997 |
¥-8,952 |
-2.06% |
跌破离场 |
| 38 |
2025-04-11 |
2025-04-28 |
25.817743 |
24.575400000000002 |
¥-2.1万 |
-4.84% |
跌破离场 |
| 39 |
2025-07-15 |
2025-09-19 |
23.250192965999997 |
22.986990000000002 |
¥-4,727 |
-1.16% |
跌破离场 |
| 40 |
2026-01-09 |
2026-03-20 |
22.939789872999995 |
24.1758 |
¥2.2万 |
+5.36% |
跌破离场 |
| 41 |
2026-07-24 |
2026-08-17 |
18.103509423999995 |
17.282700000000002 |
¥-1.9万 |
-4.56% |
跌破离场 |
| 42 |
2026-10-19 |
2026-11-13 |
18.62418558 |
17.85 |
¥-1.7万 |
-4.19% |
强平 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-24 |
突破买入 |
买入 |
21.9 |
44900.0 |
¥98.4万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
23.4765 |
44900.0 |
¥1.05M |
|
| 2015-06-16 |
突破买入 |
买入 |
28.028000000000002 |
37600.0 |
¥1.05M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
22.72725 |
37600.0 |
¥85.4万 |
|
| 2015-12-23 |
突破买入 |
买入 |
18.007989999999996 |
48300.0 |
¥87.0万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
15.8841 |
48300.0 |
¥76.7万 |
|
| 2016-04-01 |
突破买入 |
买入 |
16.95694 |
45200.0 |
¥76.7万 |
首仓入场 |
| 2016-04-25 |
跌破离场 |
卖出 |
16.153830000000003 |
45200.0 |
¥73.0万 |
|
| 2016-07-13 |
突破买入 |
买入 |
15.915899999999997 |
45700.0 |
¥72.8万 |
首仓入场 |
| 2016-09-22 |
跌破离场 |
卖出 |
16.75 |
45700.0 |
¥76.5万 |
|
| 2016-11-07 |
突破买入 |
买入 |
17.417399999999997 |
44000.0 |
¥76.7万 |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
17.26272 |
44000.0 |
¥75.9万 |
|
| 2017-01-17 |
突破买入 |
买入 |
18.04803 |
41800.0 |
¥75.5万 |
首仓入场 |
| 2017-02-27 |
跌破离场 |
卖出 |
20.189790000000002 |
41800.0 |
¥84.4万 |
|
| 2017-03-16 |
突破买入 |
买入 |
21.91189 |
38700.0 |
¥84.8万 |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
20.81916 |
38700.0 |
¥80.5万 |
|
| 2017-06-08 |
突破买入 |
买入 |
21.771749999999997 |
37000.0 |
¥80.6万 |
首仓入场 |
| 2017-06-19 |
跌破离场 |
卖出 |
20.83914 |
37000.0 |
¥77.1万 |
|
| 2017-06-30 |
突破买入 |
买入 |
22.57255 |
33900.0 |
¥76.5万 |
首仓入场 |
| 2017-08-17 |
跌破离场 |
卖出 |
22.97 |
33900.0 |
¥77.8万 |
|
| 2017-09-15 |
突破买入 |
买入 |
25.51 |
30500.0 |
¥77.8万 |
首仓入场 |
| 2017-12-18 |
跌破离场 |
卖出 |
27.95 |
30500.0 |
¥85.2万 |
|
| 2018-02-05 |
突破买入 |
买入 |
36.54650999999999 |
23100.0 |
¥84.4万 |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
30.519449999999996 |
23100.0 |
¥70.5万 |
|
| 2018-04-11 |
突破买入 |
买入 |
34.834799999999994 |
20600.0 |
¥71.8万 |
首仓入场 |
| 2018-05-24 |
跌破离场 |
卖出 |
33.88608 |
20600.0 |
¥69.8万 |
|
| 2018-06-13 |
突破买入 |
买入 |
36.996959999999994 |
18600.0 |
¥68.8万 |
首仓入场 |
| 2018-06-21 |
跌破离场 |
卖出 |
34.47549 |
18600.0 |
¥64.1万 |
|
| 2018-07-25 |
突破买入 |
买入 |
38.48845 |
16900.0 |
¥65.1万 |
首仓入场 |
| 2018-08-20 |
跌破离场 |
卖出 |
35.38458 |
16900.0 |
¥59.8万 |
|
| 2019-01-21 |
突破买入 |
买入 |
31.141109999999994 |
19200.0 |
¥59.8万 |
首仓入场 |
| 2019-04-23 |
跌破离场 |
卖出 |
40.56939 |
19200.0 |
¥77.9万 |
|
| 2019-06-13 |
突破买入 |
买入 |
40.87082999999999 |
18900.0 |
¥77.3万 |
首仓入场 |
| 2019-08-01 |
跌破离场 |
卖出 |
39.50046 |
18900.0 |
¥74.6万 |
|
| 2019-09-04 |
突破买入 |
买入 |
42.03199 |
17900.0 |
¥75.3万 |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
41.23872 |
17900.0 |
¥73.8万 |
|
| 2019-11-20 |
突破买入 |
买入 |
44.864819999999995 |
16400.0 |
¥73.6万 |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
49.57038 |
16400.0 |
¥81.3万 |
|
| 2020-02-28 |
突破买入 |
买入 |
54.284229999999994 |
14600.0 |
¥79.3万 |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
52.43751 |
14600.0 |
¥76.5万 |
|
| 2020-04-14 |
突破买入 |
买入 |
58.95889999999999 |
13200.0 |
¥77.8万 |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
56.8431 |
13200.0 |
¥75.0万 |
|
| 2020-07-21 |
突破买入 |
买入 |
62.752689999999994 |
12000.0 |
¥75.3万 |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
58.4415 |
12000.0 |
¥70.1万 |
|
| 2020-11-17 |
突破买入 |
买入 |
56.85679999999999 |
12400.0 |
¥70.5万 |
首仓入场 |
| 2020-12-08 |
跌破离场 |
卖出 |
54.17576999999999 |
12400.0 |
¥67.2万 |
|
| 2021-01-07 |
突破买入 |
买入 |
55.05 |
12000.0 |
¥66.1万 |
首仓入场 |
| 2021-01-22 |
跌破离场 |
卖出 |
53.24669999999999 |
12000.0 |
¥63.9万 |
|
| 2021-08-10 |
突破买入 |
买入 |
41.47143 |
15600.0 |
¥64.7万 |
首仓入场 |
| 2021-08-27 |
跌破离场 |
卖出 |
39.58038 |
15600.0 |
¥61.7万 |
|
| 2021-09-07 |
突破买入 |
买入 |
45.7457 |
13500.0 |
¥61.8万 |
首仓入场 |
| 2021-09-27 |
跌破离场 |
卖出 |
43.34661 |
13500.0 |
¥58.5万 |
|
| 2021-12-08 |
突破买入 |
买入 |
39.7397 |
14700.0 |
¥58.4万 |
首仓入场 |
| 2022-01-17 |
跌破离场 |
卖出 |
39.060900000000004 |
14700.0 |
¥57.4万 |
|
| 2022-04-07 |
突破买入 |
买入 |
40.840799999999994 |
14000.0 |
¥57.2万 |
首仓入场 |
| 2022-04-20 |
跌破离场 |
卖出 |
38.8611 |
14000.0 |
¥54.4万 |
|
| 2022-11-16 |
突破买入 |
买入 |
28.94892 |
18800.0 |
¥54.4万 |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
28.1 |
18800.0 |
¥52.8万 |
|
| 2023-02-21 |
突破买入 |
买入 |
31.80177 |
16700.0 |
¥53.1万 |
首仓入场 |
| 2023-03-09 |
跌破离场 |
卖出 |
30.1698 |
16700.0 |
¥50.4万 |
|
| 2023-07-26 |
突破买入 |
买入 |
24.724699999999995 |
20400.0 |
¥50.5万 |
首仓入场 |
| 2023-10-10 |
跌破离场 |
卖出 |
25.58439 |
20400.0 |
¥52.2万 |
|
| 2024-02-07 |
突破买入 |
买入 |
23.763739999999995 |
22000.0 |
¥52.3万 |
首仓入场 |
| 2024-03-05 |
跌破离场 |
卖出 |
23.31666 |
22000.0 |
¥51.3万 |
|
| 2024-05-13 |
突破买入 |
买入 |
24.174149999999997 |
21100.0 |
¥51.0万 |
首仓入场 |
| 2024-06-03 |
跌破离场 |
卖出 |
23.976 |
21100.0 |
¥50.6万 |
|
| 2024-07-09 |
突破买入 |
买入 |
24.624599999999997 |
20500.0 |
¥50.5万 |
首仓入场 |
| 2024-07-24 |
跌破离场 |
卖出 |
24.01596 |
20500.0 |
¥49.2万 |
|
| 2024-11-08 |
突破买入 |
买入 |
27.837809999999994 |
17800.0 |
¥49.6万 |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
26.02 |
17800.0 |
¥46.3万 |
|
| 2025-02-05 |
突破买入 |
买入 |
24.93491 |
18500.0 |
¥46.1万 |
首仓入场 |
| 2025-02-18 |
跌破离场 |
卖出 |
23.45652 |
18500.0 |
¥43.4万 |
|
| 2025-03-17 |
突破买入 |
买入 |
24.45443 |
17800.0 |
¥43.5万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
23.966009999999997 |
17800.0 |
¥42.6万 |
|
| 2025-04-11 |
突破买入 |
买入 |
25.81 |
16500.0 |
¥42.6万 |
首仓入场 |
| 2025-04-28 |
跌破离场 |
卖出 |
24.575400000000002 |
16500.0 |
¥40.5万 |
|
| 2025-07-15 |
突破买入 |
买入 |
23.243219999999997 |
17500.0 |
¥40.7万 |
首仓入场 |
| 2025-09-19 |
跌破离场 |
卖出 |
22.986990000000002 |
17500.0 |
¥40.2万 |
|
| 2026-01-09 |
突破买入 |
买入 |
22.932909999999996 |
17500.0 |
¥40.1万 |
首仓入场 |
| 2026-03-20 |
跌破离场 |
卖出 |
24.1758 |
17500.0 |
¥42.3万 |
|
| 2026-07-24 |
突破买入 |
买入 |
18.098079999999996 |
23200.0 |
¥42.0万 |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
17.282700000000002 |
23200.0 |
¥40.1万 |
|
| 2026-10-19 |
突破买入 |
买入 |
18.6186 |
21600.0 |
¥40.2万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
17.85 |
21600 |
¥38.5万 |
回测结束强平 |