600588 用友软件 — 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: ¥40.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -59.74%）
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 |
2015-02-05 |
2015-03-06 |
40.963195273 |
36.95301 |
¥-9.7万 |
-9.82% |
跌破离场 |
| 2 |
2015-03-26 |
2015-04-10 |
49.86475493999999 |
43.86 |
¥-10.8万 |
-12.07% |
跌破离场 |
| 3 |
2015-05-19 |
2015-06-23 |
50.85604223699999 |
52.63731 |
¥2.8万 |
+3.47% |
跌破离场 |
| 4 |
2015-10-13 |
2015-11-30 |
29.017682693999998 |
28.93104 |
¥-2,688 |
-0.33% |
跌破离场 |
| 5 |
2015-12-31 |
2016-01-05 |
32.57229875899999 |
26.973000000000003 |
¥-13.9万 |
-17.22% |
跌破离场 |
| 6 |
2016-04-06 |
2016-04-21 |
22.078671615 |
19.440540000000002 |
¥-8.0万 |
-11.98% |
跌破离场 |
| 7 |
2016-07-14 |
2016-09-05 |
20.42652612 |
24.1758 |
¥11.0万 |
+18.32% |
跌破离场 |
| 8 |
2016-11-08 |
2016-12-13 |
24.211441253999997 |
21.898080000000004 |
¥-6.8万 |
-9.58% |
跌破离场 |
| 9 |
2017-03-09 |
2017-03-23 |
19.575420864999998 |
18.57141 |
¥-3.3万 |
-5.16% |
跌破离场 |
| 10 |
2017-06-19 |
2017-07-12 |
16.721715009999997 |
16.263720000000003 |
¥-1.7万 |
-2.77% |
跌破离场 |
| 11 |
2017-07-28 |
2017-10-17 |
18.065417999999998 |
22.15782 |
¥13.3万 |
+22.62% |
跌破离场 |
| 12 |
2017-11-10 |
2017-11-20 |
24.742130412999998 |
21.058919999999997 |
¥-10.7万 |
-14.91% |
跌破离场 |
| 13 |
2018-01-15 |
2018-03-23 |
22.559295758999994 |
32.957010000000004 |
¥27.8万 |
+46.05% |
跌破离场 |
| 14 |
2018-08-14 |
2018-09-11 |
28.957604676 |
26.5734 |
¥-7.3万 |
-8.26% |
跌破离场 |
| 15 |
2018-11-16 |
2018-11-27 |
26.33419789 |
23.59638 |
¥-8.5万 |
-10.42% |
跌破离场 |
| 16 |
2019-02-12 |
2019-05-07 |
26.734718009999998 |
21.978 |
¥-13.1万 |
-17.82% |
跌破离场 |
| 17 |
2019-06-14 |
2019-07-09 |
24.531857349999996 |
25.36461 |
¥2.0万 |
+3.36% |
跌破离场 |
| 18 |
2019-07-30 |
2019-09-24 |
29.20876 |
32.887080000000005 |
¥7.9万 |
+12.56% |
跌破离场 |
| 19 |
2020-01-21 |
2020-02-04 |
33.59362506499999 |
29.56041 |
¥-8.4万 |
-12.03% |
跌破离场 |
| 20 |
2020-02-10 |
2020-03-25 |
38.009359388 |
41.4585 |
¥5.6万 |
+9.04% |
跌破离场 |
| 21 |
2020-06-19 |
2020-07-27 |
39.371127795999996 |
43.44 |
¥7.0万 |
+10.30% |
跌破离场 |
| 22 |
2020-10-13 |
2020-11-19 |
43.045899897 |
44.14581 |
¥1.9万 |
+2.52% |
跌破离场 |
| 23 |
2021-01-15 |
2021-02-05 |
47.454232000000005 |
39.5604 |
¥-12.6万 |
-16.66% |
跌破离场 |
| 24 |
2021-05-26 |
2021-06-04 |
37.04811109999999 |
32.996970000000005 |
¥-7.0万 |
-10.96% |
跌破离场 |
| 25 |
2021-07-22 |
2021-08-18 |
35.54616065 |
36.74322 |
¥1.9万 |
+3.34% |
跌破离场 |
| 26 |
2022-01-18 |
2022-02-14 |
39.531335844 |
32.907059999999994 |
¥-9.8万 |
-16.78% |
跌破离场 |
| 27 |
2022-08-08 |
2022-08-22 |
22.028606599999996 |
20.42955 |
¥-3.5万 |
-7.29% |
跌破离场 |
| 28 |
2022-10-25 |
2022-11-29 |
20.526656149999997 |
22.52745 |
¥4.4万 |
+9.71% |
跌破离场 |
| 29 |
2023-01-03 |
2023-02-20 |
24.201428251000003 |
23.22675 |
¥-2.0万 |
-4.06% |
跌破离场 |
| 30 |
2023-03-15 |
2023-03-23 |
28.226655457 |
23.966009999999997 |
¥-7.3万 |
-15.12% |
跌破离场 |
| 31 |
2023-06-19 |
2023-07-10 |
21.798307531 |
20.019959999999998 |
¥-3.3万 |
-8.19% |
跌破离场 |
| 32 |
2024-03-22 |
2024-03-27 |
13.427437022999998 |
12.287700000000001 |
¥-3.2万 |
-8.52% |
跌破离场 |
| 33 |
2024-09-26 |
2024-12-16 |
9.071780718000001 |
12.09789 |
¥11.3万 |
+33.32% |
跌破离场 |
| 34 |
2025-02-06 |
2025-03-03 |
12.015603599999999 |
15.75423 |
¥14.1万 |
+31.08% |
跌破离场 |
| 35 |
2025-03-10 |
2025-03-24 |
19.224965759999996 |
15.7842 |
¥-10.2万 |
-17.92% |
跌破离场 |
| 36 |
2025-07-30 |
2025-08-15 |
14.799218433999998 |
14.66532 |
¥-4,578 |
-0.93% |
跌破离场 |
| 37 |
2025-10-10 |
2025-10-20 |
16.070869815000002 |
14.405580000000002 |
¥-5.0万 |
-10.39% |
跌破离场 |
| 38 |
2026-01-06 |
2026-02-03 |
13.617684079999997 |
14.985 |
¥4.4万 |
+10.01% |
跌破离场 |
| 39 |
2026-08-06 |
2026-08-20 |
11.655135492 |
10.92906 |
¥-3.0万 |
-6.26% |
跌破离场 |
| 40 |
2026-10-27 |
2026-11-02 |
10.103120026999997 |
8.941049999999999 |
¥-5.2万 |
-11.53% |
跌破离场 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-05 |
突破买入 |
买入 |
40.95090999999999 |
24000.0 |
¥98.3万 |
首仓入场 |
| 2015-03-06 |
跌破离场 |
卖出 |
36.95301 |
24000.0 |
¥88.7万 |
|
| 2015-03-26 |
突破买入 |
买入 |
49.849799999999995 |
17900.0 |
¥89.3万 |
首仓入场 |
| 2015-04-10 |
跌破离场 |
卖出 |
43.86 |
17900.0 |
¥78.5万 |
|
| 2015-05-19 |
突破买入 |
买入 |
50.84078999999999 |
15600.0 |
¥79.3万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
52.63731 |
15600.0 |
¥82.1万 |
|
| 2015-10-13 |
突破买入 |
买入 |
29.008979999999998 |
28200.0 |
¥81.8万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
28.93104 |
28200.0 |
¥81.6万 |
|
| 2015-12-31 |
突破买入 |
买入 |
32.562529999999995 |
24800.0 |
¥80.8万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
26.973000000000003 |
24800.0 |
¥66.9万 |
|
| 2016-04-06 |
突破买入 |
买入 |
22.072049999999997 |
30400.0 |
¥67.1万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
19.440540000000002 |
30400.0 |
¥59.1万 |
|
| 2016-07-14 |
突破买入 |
买入 |
20.4204 |
29300.0 |
¥59.8万 |
首仓入场 |
| 2016-09-05 |
跌破离场 |
卖出 |
24.1758 |
29300.0 |
¥70.8万 |
|
| 2016-11-08 |
突破买入 |
买入 |
24.204179999999997 |
29300.0 |
¥70.9万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
21.898080000000004 |
29300.0 |
¥64.1万 |
|
| 2017-03-09 |
突破买入 |
买入 |
19.56955 |
32600.0 |
¥63.8万 |
首仓入场 |
| 2017-03-23 |
跌破离场 |
卖出 |
18.57141 |
32600.0 |
¥60.5万 |
|
| 2017-06-19 |
突破买入 |
买入 |
16.716699999999996 |
36300.0 |
¥60.7万 |
首仓入场 |
| 2017-07-12 |
跌破离场 |
卖出 |
16.263720000000003 |
36300.0 |
¥59.0万 |
|
| 2017-07-28 |
突破买入 |
买入 |
18.06 |
32600.0 |
¥58.9万 |
首仓入场 |
| 2017-10-17 |
跌破离场 |
卖出 |
22.15782 |
32600.0 |
¥72.2万 |
|
| 2017-11-10 |
突破买入 |
买入 |
24.73471 |
29000.0 |
¥71.8万 |
首仓入场 |
| 2017-11-20 |
跌破离场 |
卖出 |
21.058919999999997 |
29000.0 |
¥61.1万 |
|
| 2018-01-15 |
突破买入 |
买入 |
22.552529999999997 |
26800.0 |
¥60.5万 |
首仓入场 |
| 2018-03-23 |
跌破离场 |
卖出 |
32.957010000000004 |
26800.0 |
¥88.3万 |
|
| 2018-08-14 |
突破买入 |
买入 |
28.948919999999998 |
30600.0 |
¥88.6万 |
首仓入场 |
| 2018-09-11 |
跌破离场 |
卖出 |
26.5734 |
30600.0 |
¥81.3万 |
|
| 2018-11-16 |
突破买入 |
买入 |
26.326299999999996 |
31000.0 |
¥81.6万 |
首仓入场 |
| 2018-11-27 |
跌破离场 |
卖出 |
23.59638 |
31000.0 |
¥73.1万 |
|
| 2019-02-12 |
突破买入 |
买入 |
26.726699999999997 |
27400.0 |
¥73.3万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
21.978 |
27400.0 |
¥60.2万 |
|
| 2019-06-14 |
突破买入 |
买入 |
24.524499999999996 |
24400.0 |
¥59.9万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
25.36461 |
24400.0 |
¥61.9万 |
|
| 2019-07-30 |
突破买入 |
买入 |
29.2 |
21400.0 |
¥62.5万 |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
32.887080000000005 |
21400.0 |
¥70.4万 |
|
| 2020-01-21 |
突破买入 |
买入 |
33.583549999999995 |
20800.0 |
¥69.9万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
29.56041 |
20800.0 |
¥61.5万 |
|
| 2020-02-10 |
突破买入 |
买入 |
37.99796 |
16300.0 |
¥62.0万 |
首仓入场 |
| 2020-03-25 |
跌破离场 |
卖出 |
41.4585 |
16300.0 |
¥67.6万 |
|
| 2020-06-19 |
突破买入 |
买入 |
39.35932 |
17200.0 |
¥67.7万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
43.44 |
17200.0 |
¥74.7万 |
|
| 2020-10-13 |
突破买入 |
买入 |
43.03299 |
17300.0 |
¥74.5万 |
首仓入场 |
| 2020-11-19 |
跌破离场 |
卖出 |
44.14581 |
17300.0 |
¥76.3万 |
|
| 2021-01-15 |
突破买入 |
买入 |
47.44 |
16000.0 |
¥75.9万 |
首仓入场 |
| 2021-02-05 |
跌破离场 |
卖出 |
39.5604 |
16000.0 |
¥63.3万 |
|
| 2021-05-26 |
突破买入 |
买入 |
37.037 |
17300.0 |
¥64.1万 |
首仓入场 |
| 2021-06-04 |
跌破离场 |
卖出 |
32.996970000000005 |
17300.0 |
¥57.1万 |
|
| 2021-07-22 |
突破买入 |
买入 |
35.5355 |
16000.0 |
¥56.9万 |
首仓入场 |
| 2021-08-18 |
跌破离场 |
卖出 |
36.74322 |
16000.0 |
¥58.8万 |
|
| 2022-01-18 |
突破买入 |
买入 |
39.519479999999994 |
14800.0 |
¥58.5万 |
首仓入场 |
| 2022-02-14 |
跌破离场 |
卖出 |
32.907059999999994 |
14800.0 |
¥48.7万 |
|
| 2022-08-08 |
突破买入 |
买入 |
22.022 |
22100.0 |
¥48.7万 |
首仓入场 |
| 2022-08-22 |
跌破离场 |
卖出 |
20.42955 |
22100.0 |
¥45.1万 |
|
| 2022-10-25 |
突破买入 |
买入 |
20.5205 |
22000.0 |
¥45.2万 |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
22.52745 |
22000.0 |
¥49.5万 |
|
| 2023-01-03 |
突破买入 |
买入 |
24.19417 |
20600.0 |
¥49.9万 |
首仓入场 |
| 2023-02-20 |
跌破离场 |
卖出 |
23.22675 |
20600.0 |
¥47.8万 |
|
| 2023-03-15 |
突破买入 |
买入 |
28.21819 |
17000.0 |
¥48.0万 |
首仓入场 |
| 2023-03-23 |
跌破离场 |
卖出 |
23.966009999999997 |
17000.0 |
¥40.7万 |
|
| 2023-06-19 |
突破买入 |
买入 |
21.791769999999996 |
18700.0 |
¥40.8万 |
首仓入场 |
| 2023-07-10 |
跌破离场 |
卖出 |
20.019959999999998 |
18700.0 |
¥37.4万 |
|
| 2024-03-22 |
突破买入 |
买入 |
13.423409999999997 |
27700.0 |
¥37.2万 |
首仓入场 |
| 2024-03-27 |
跌破离场 |
卖出 |
12.287700000000001 |
27700.0 |
¥34.0万 |
|
| 2024-09-26 |
突破买入 |
买入 |
9.06906 |
37500.0 |
¥34.0万 |
首仓入场 |
| 2024-12-16 |
跌破离场 |
卖出 |
12.09789 |
37500.0 |
¥45.4万 |
|
| 2025-02-06 |
突破买入 |
买入 |
12.011999999999999 |
37800.0 |
¥45.4万 |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
15.75423 |
37800.0 |
¥59.5万 |
|
| 2025-03-10 |
突破买入 |
买入 |
19.219199999999997 |
29700.0 |
¥57.1万 |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
15.7842 |
29700.0 |
¥46.9万 |
|
| 2025-07-30 |
突破买入 |
买入 |
14.794779999999998 |
33100.0 |
¥49.0万 |
首仓入场 |
| 2025-08-15 |
跌破离场 |
卖出 |
14.66532 |
33100.0 |
¥48.5万 |
|
| 2025-10-10 |
突破买入 |
买入 |
16.06605 |
29800.0 |
¥47.9万 |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
14.405580000000002 |
29800.0 |
¥42.9万 |
|
| 2026-01-06 |
突破买入 |
买入 |
13.613599999999998 |
32100.0 |
¥43.7万 |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
14.985 |
32100.0 |
¥48.1万 |
|
| 2026-08-06 |
突破买入 |
买入 |
11.651639999999999 |
40700.0 |
¥47.4万 |
首仓入场 |
| 2026-08-20 |
跌破离场 |
卖出 |
10.92906 |
40700.0 |
¥44.5万 |
|
| 2026-10-27 |
突破买入 |
买入 |
10.100089999999998 |
44600.0 |
¥45.1万 |
首仓入场 |
| 2026-11-02 |
跌破离场 |
卖出 |
8.941049999999999 |
44600.0 |
¥39.9万 |
|