600600 青岛啤酒 — 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: ¥79.6万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -20.36%）
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 |
2015-03-17 |
2015-04-29 |
41.13341632399999 |
43.96599 |
¥6.8万 |
+6.85% |
跌破离场 |
| 2 |
2015-05-28 |
2015-06-17 |
53.06891589999999 |
51.4485 |
¥-3.3万 |
-3.08% |
跌破离场 |
| 3 |
2015-10-27 |
2015-11-30 |
34.424704314 |
31.91805 |
¥-7.5万 |
-7.31% |
跌破离场 |
| 4 |
2016-03-22 |
2016-04-21 |
28.707279601 |
27.76221 |
¥-3.2万 |
-3.32% |
跌破离场 |
| 5 |
2016-05-04 |
2016-05-27 |
29.988943984999995 |
28.48149 |
¥-4.7万 |
-5.06% |
跌破离场 |
| 6 |
2016-09-07 |
2016-10-28 |
30.739919209999996 |
31.25871 |
¥1.5万 |
+1.66% |
跌破离场 |
| 7 |
2017-01-17 |
2017-04-07 |
30.119113023999994 |
32.417550000000006 |
¥6.7万 |
+7.60% |
跌破离场 |
| 8 |
2017-05-26 |
2017-07-18 |
34.32029300000001 |
32.0679 |
¥-6.3万 |
-6.59% |
跌破离场 |
| 9 |
2017-10-16 |
2017-11-20 |
32.722493804 |
32.91705 |
¥5,042 |
+0.56% |
跌破离场 |
| 10 |
2017-12-21 |
2018-01-30 |
35.536147647 |
38.91105 |
¥8.3万 |
+9.46% |
跌破离场 |
| 11 |
2018-03-13 |
2018-04-27 |
40.85305224 |
40.87908 |
¥330 |
+0.03% |
跌破离场 |
| 12 |
2018-05-09 |
2018-06-12 |
48.76332461 |
47.92203 |
¥-1.7万 |
-1.75% |
跌破离场 |
| 13 |
2018-07-19 |
2018-08-01 |
47.814339999999994 |
44.31564 |
¥-7.1万 |
-7.35% |
跌破离场 |
| 14 |
2018-12-13 |
2019-01-04 |
35.305848577999996 |
32.19 |
¥-7.9万 |
-8.85% |
跌破离场 |
| 15 |
2019-02-15 |
2019-06-04 |
39.401817 |
47.402550000000005 |
¥16.5万 |
+20.27% |
跌破离场 |
| 16 |
2019-06-28 |
2019-07-12 |
49.964985 |
46.8531 |
¥-6.1万 |
-6.26% |
跌破离场 |
| 17 |
2019-08-20 |
2019-09-09 |
51.16644532999999 |
50.93901 |
¥-4,320 |
-0.47% |
跌破离场 |
| 18 |
2019-11-14 |
2019-12-24 |
54.98139947299999 |
50.23971 |
¥-7.9万 |
-8.65% |
跌破离场 |
| 19 |
2020-01-21 |
2020-02-04 |
51.945579 |
42.6573 |
¥-15.0万 |
-17.91% |
跌破离场 |
| 20 |
2020-03-31 |
2020-08-10 |
46.109878814999995 |
78.4215 |
¥48.1万 |
+70.02% |
跌破离场 |
| 21 |
2020-08-28 |
2020-09-08 |
87.203243127 |
78.80112 |
¥-11.2万 |
-9.66% |
跌破离场 |
| 22 |
2020-10-26 |
2021-01-15 |
80.10402399999998 |
95.41449000000001 |
¥19.9万 |
+19.08% |
跌破离场 |
| 23 |
2021-03-30 |
2021-07-09 |
83.80883510999999 |
99.39050999999999 |
¥23.2万 |
+18.56% |
跌破离场 |
| 24 |
2021-10-27 |
2022-01-11 |
91.41871738999998 |
94.71519 |
¥5.3万 |
+3.57% |
跌破离场 |
| 25 |
2022-03-02 |
2022-03-08 |
100.710784174 |
91.2087 |
¥-14.4万 |
-9.46% |
跌破离场 |
| 26 |
2022-05-31 |
2022-08-25 |
91.11832729999999 |
98.98 |
¥12.0万 |
+8.60% |
跌破离场 |
| 27 |
2022-12-02 |
2022-12-21 |
104.165270209 |
104.86503 |
¥9,624 |
+0.64% |
跌破离场 |
| 28 |
2023-03-02 |
2023-03-20 |
112.98672585199999 |
108.68121000000002 |
¥-5.9万 |
-3.84% |
跌破离场 |
| 29 |
2023-03-31 |
2023-04-21 |
120.23614002399998 |
114.65522999999999 |
¥-6.9万 |
-4.67% |
跌破离场 |
| 30 |
2023-12-29 |
2024-01-09 |
75.41793859599998 |
68.74119 |
¥-12.4万 |
-8.88% |
跌破离场 |
| 31 |
2024-02-07 |
2024-03-11 |
76.58945994699998 |
78.38 |
¥2.9万 |
+2.31% |
跌破离场 |
| 32 |
2024-03-14 |
2024-04-03 |
85.200642527 |
81.01889999999999 |
¥-6.4万 |
-4.94% |
跌破离场 |
| 33 |
2024-05-07 |
2024-05-27 |
87.21325612999999 |
83.57634 |
¥-5.2万 |
-4.20% |
跌破离场 |
| 34 |
2024-11-08 |
2024-11-25 |
75.84849772499997 |
69.77016 |
¥-9.6万 |
-8.04% |
跌破离场 |
| 35 |
2024-12-13 |
2025-01-07 |
79.1027237 |
76.5234 |
¥-3.5万 |
-3.29% |
跌破离场 |
| 36 |
2025-03-12 |
2025-04-24 |
73.154999918 |
77.11 |
¥5.7万 |
+5.37% |
跌破离场 |
| 37 |
2025-06-04 |
2025-06-13 |
76.649537965 |
70.82910000000001 |
¥-8.5万 |
-7.62% |
跌破离场 |
| 38 |
2025-08-26 |
2025-09-24 |
69.810656916 |
65.65 |
¥-6.1万 |
-5.99% |
跌破离场 |
| 39 |
2026-01-13 |
2026-01-28 |
63.23211394499999 |
60.988949999999996 |
¥-3.5万 |
-3.58% |
跌破离场 |
| 40 |
2026-01-30 |
2026-03-24 |
63.31899 |
61.1388 |
¥-3.2万 |
-3.47% |
跌破离场 |
| 41 |
2026-07-30 |
2026-08-17 |
55.792452715999985 |
52.367580000000004 |
¥-5.6万 |
-6.17% |
跌破离场 |
| 42 |
2026-10-15 |
2026-10-23 |
52.057602597 |
49.78017 |
¥-3.7万 |
-4.40% |
跌破离场 |
| 43 |
2026-11-04 |
2026-11-13 |
53.539527041 |
52.49 |
¥-1.6万 |
-1.99% |
强平 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-17 |
突破买入 |
买入 |
41.12107999999999 |
24200.0 |
¥99.5万 |
首仓入场 |
| 2015-04-29 |
跌破离场 |
卖出 |
43.96599 |
24200.0 |
¥1.06M |
|
| 2015-05-28 |
突破买入 |
买入 |
53.053 |
19900.0 |
¥1.06M |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
51.4485 |
19900.0 |
¥1.02M |
|
| 2015-10-27 |
突破买入 |
买入 |
34.41438 |
29900.0 |
¥1.03M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
31.91805 |
29900.0 |
¥95.4万 |
|
| 2016-03-22 |
突破买入 |
买入 |
28.69867 |
33100.0 |
¥95.0万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
27.76221 |
33100.0 |
¥91.9万 |
|
| 2016-05-04 |
突破买入 |
买入 |
29.979949999999995 |
30700.0 |
¥92.1万 |
首仓入场 |
| 2016-05-27 |
跌破离场 |
卖出 |
28.48149 |
30700.0 |
¥87.4万 |
|
| 2016-09-07 |
突破买入 |
买入 |
30.730699999999995 |
28500.0 |
¥87.6万 |
首仓入场 |
| 2016-10-28 |
跌破离场 |
卖出 |
31.25871 |
28500.0 |
¥89.1万 |
|
| 2017-01-17 |
突破买入 |
买入 |
30.110079999999993 |
29400.0 |
¥88.6万 |
首仓入场 |
| 2017-04-07 |
跌破离场 |
卖出 |
32.417550000000006 |
29400.0 |
¥95.3万 |
|
| 2017-05-26 |
突破买入 |
买入 |
34.31 |
27900.0 |
¥95.8万 |
首仓入场 |
| 2017-07-18 |
跌破离场 |
卖出 |
32.0679 |
27900.0 |
¥89.4万 |
|
| 2017-10-16 |
突破买入 |
买入 |
32.71268 |
27300.0 |
¥89.3万 |
首仓入场 |
| 2017-11-20 |
跌破离场 |
卖出 |
32.91705 |
27300.0 |
¥89.8万 |
|
| 2017-12-21 |
突破买入 |
买入 |
35.52549 |
24700.0 |
¥87.8万 |
首仓入场 |
| 2018-01-30 |
跌破离场 |
卖出 |
38.91105 |
24700.0 |
¥96.1万 |
|
| 2018-03-13 |
突破买入 |
买入 |
40.840799999999994 |
24000.0 |
¥98.0万 |
首仓入场 |
| 2018-04-27 |
跌破离场 |
卖出 |
40.87908 |
24000.0 |
¥98.1万 |
|
| 2018-05-09 |
突破买入 |
买入 |
48.7487 |
20200.0 |
¥98.5万 |
首仓入场 |
| 2018-06-12 |
跌破离场 |
卖出 |
47.92203 |
20200.0 |
¥96.8万 |
|
| 2018-07-19 |
突破买入 |
买入 |
47.8 |
20300.0 |
¥97.1万 |
首仓入场 |
| 2018-08-01 |
跌破离场 |
卖出 |
44.31564 |
20300.0 |
¥89.9万 |
|
| 2018-12-13 |
突破买入 |
买入 |
35.29525999999999 |
25400.0 |
¥89.7万 |
首仓入场 |
| 2019-01-04 |
跌破离场 |
卖出 |
32.19 |
25400.0 |
¥81.7万 |
|
| 2019-02-15 |
突破买入 |
买入 |
39.39 |
20700.0 |
¥81.6万 |
首仓入场 |
| 2019-06-04 |
跌破离场 |
卖出 |
47.402550000000005 |
20700.0 |
¥98.1万 |
|
| 2019-06-28 |
突破买入 |
买入 |
49.95 |
19600.0 |
¥97.9万 |
首仓入场 |
| 2019-07-12 |
跌破离场 |
卖出 |
46.8531 |
19600.0 |
¥91.8万 |
|
| 2019-08-20 |
突破买入 |
买入 |
51.15109999999999 |
17800.0 |
¥91.1万 |
首仓入场 |
| 2019-09-09 |
跌破离场 |
卖出 |
50.93901 |
17800.0 |
¥90.6万 |
|
| 2019-11-14 |
突破买入 |
买入 |
54.96490999999999 |
16600.0 |
¥91.3万 |
首仓入场 |
| 2019-12-24 |
跌破离场 |
卖出 |
50.23971 |
16600.0 |
¥83.4万 |
|
| 2020-01-21 |
突破买入 |
买入 |
51.93 |
16100.0 |
¥83.6万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
42.6573 |
16100.0 |
¥68.7万 |
|
| 2020-03-31 |
突破买入 |
买入 |
46.09604999999999 |
14900.0 |
¥68.7万 |
首仓入场 |
| 2020-08-10 |
跌破离场 |
卖出 |
78.4215 |
14900.0 |
¥1.17M |
|
| 2020-08-28 |
突破买入 |
买入 |
87.17708999999998 |
13300.0 |
¥1.16M |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
78.80112 |
13300.0 |
¥1.05M |
|
| 2020-10-26 |
突破买入 |
买入 |
80.07999999999998 |
13000.0 |
¥1.04M |
首仓入场 |
| 2021-01-15 |
跌破离场 |
卖出 |
95.41449000000001 |
13000.0 |
¥1.24M |
|
| 2021-03-30 |
突破买入 |
买入 |
83.7837 |
14900.0 |
¥1.25M |
首仓入场 |
| 2021-07-09 |
跌破离场 |
卖出 |
99.39050999999999 |
14900.0 |
¥1.48M |
|
| 2021-10-27 |
突破买入 |
买入 |
91.39129999999999 |
16100.0 |
¥1.47M |
首仓入场 |
| 2022-01-11 |
跌破离场 |
卖出 |
94.71519 |
16100.0 |
¥1.52M |
|
| 2022-03-02 |
突破买入 |
买入 |
100.68057999999999 |
15100.0 |
¥1.52M |
首仓入场 |
| 2022-03-08 |
跌破离场 |
卖出 |
91.2087 |
15100.0 |
¥1.38M |
|
| 2022-05-31 |
突破买入 |
买入 |
91.091 |
15300.0 |
¥1.39M |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
98.98 |
15300.0 |
¥1.51M |
|
| 2022-12-02 |
突破买入 |
买入 |
104.13403 |
14400.0 |
¥1.50M |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
104.86503 |
14400.0 |
¥1.51M |
|
| 2023-03-02 |
突破买入 |
买入 |
112.95284 |
13500.0 |
¥1.53M |
首仓入场 |
| 2023-03-20 |
跌破离场 |
卖出 |
108.68121000000002 |
13500.0 |
¥1.47M |
|
| 2023-03-31 |
突破买入 |
买入 |
120.20007999999999 |
12200.0 |
¥1.47M |
首仓入场 |
| 2023-04-21 |
跌破离场 |
卖出 |
114.65522999999999 |
12200.0 |
¥1.40M |
|
| 2023-12-29 |
突破买入 |
买入 |
75.39531999999998 |
18500.0 |
¥1.40M |
首仓入场 |
| 2024-01-09 |
跌破离场 |
卖出 |
68.74119 |
18500.0 |
¥1.27M |
|
| 2024-02-07 |
突破买入 |
买入 |
76.56648999999999 |
16600.0 |
¥1.27M |
首仓入场 |
| 2024-03-11 |
跌破离场 |
卖出 |
78.38 |
16600.0 |
¥1.30M |
|
| 2024-03-14 |
突破买入 |
买入 |
85.17509 |
15200.0 |
¥1.30M |
首仓入场 |
| 2024-04-03 |
跌破离场 |
卖出 |
81.01889999999999 |
15200.0 |
¥1.23M |
|
| 2024-05-07 |
突破买入 |
买入 |
87.18709999999999 |
14200.0 |
¥1.24M |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
83.57634 |
14200.0 |
¥1.19M |
|
| 2024-11-08 |
突破买入 |
买入 |
75.82574999999999 |
15700.0 |
¥1.19M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
69.77016 |
15700.0 |
¥1.10M |
|
| 2024-12-13 |
突破买入 |
买入 |
79.079 |
13600.0 |
¥1.08M |
首仓入场 |
| 2025-01-07 |
跌破离场 |
卖出 |
76.5234 |
13600.0 |
¥1.04M |
|
| 2025-03-12 |
突破买入 |
买入 |
73.13306 |
14400.0 |
¥1.05M |
首仓入场 |
| 2025-04-24 |
跌破离场 |
卖出 |
77.11 |
14400.0 |
¥1.11M |
|
| 2025-06-04 |
突破买入 |
买入 |
76.62655 |
14500.0 |
¥1.11M |
首仓入场 |
| 2025-06-13 |
跌破离场 |
卖出 |
70.82910000000001 |
14500.0 |
¥1.03M |
|
| 2025-08-26 |
突破买入 |
买入 |
69.78971999999999 |
14700.0 |
¥1.03M |
首仓入场 |
| 2025-09-24 |
跌破离场 |
卖出 |
65.65 |
14700.0 |
¥96.5万 |
|
| 2026-01-13 |
突破买入 |
买入 |
63.21314999999999 |
15300.0 |
¥96.7万 |
首仓入场 |
| 2026-01-28 |
跌破离场 |
卖出 |
60.988949999999996 |
15300.0 |
¥93.3万 |
|
| 2026-01-30 |
突破买入 |
买入 |
63.3 |
14600.0 |
¥92.4万 |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
61.1388 |
14600.0 |
¥89.2万 |
|
| 2026-07-30 |
突破买入 |
买入 |
55.77571999999999 |
16200.0 |
¥90.4万 |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
52.367580000000004 |
16200.0 |
¥84.8万 |
|
| 2026-10-15 |
突破买入 |
买入 |
52.04199 |
16200.0 |
¥84.3万 |
首仓入场 |
| 2026-10-23 |
跌破离场 |
卖出 |
49.78017 |
16200.0 |
¥80.6万 |
|
| 2026-11-04 |
突破买入 |
买入 |
53.52347 |
15100.0 |
¥80.8万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
52.49 |
15100 |
¥79.2万 |
回测结束强平 |