600660 福耀玻璃 — 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: ¥1.58M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +57.80%）
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 |
2015-03-26 |
2015-04-16 |
16.82184504 |
15.984 |
¥-5.0万 |
-5.01% |
跌破离场 |
| 2 |
2015-05-28 |
2015-06-23 |
17.905369999999998 |
15.51447 |
¥-12.7万 |
-13.38% |
跌破离场 |
| 3 |
2015-10-28 |
2015-11-30 |
13.407411017 |
13.796190000000001 |
¥2.4万 |
+2.87% |
跌破离场 |
| 4 |
2015-12-03 |
2016-01-05 |
15.029517502999997 |
14.185799999999999 |
¥-4.8万 |
-5.64% |
跌破离场 |
| 5 |
2016-03-17 |
2016-04-20 |
14.408711317 |
14.66532 |
¥1.4万 |
+1.75% |
跌破离场 |
| 6 |
2016-06-01 |
2016-10-31 |
14.719114409999996 |
17.47251 |
¥15.2万 |
+18.67% |
跌破离场 |
| 7 |
2016-11-29 |
2016-12-14 |
18.774380624999996 |
17.922060000000002 |
¥-4.4万 |
-4.57% |
跌破离场 |
| 8 |
2017-02-13 |
2017-04-12 |
19.195757 |
21.4785 |
¥10.9万 |
+11.86% |
跌破离场 |
| 9 |
2017-05-24 |
2017-07-10 |
24.431727319999997 |
24.52545 |
¥3,593 |
+0.35% |
跌破离场 |
| 10 |
2017-09-22 |
2017-11-27 |
24.541870352999997 |
27.10287 |
¥10.7万 |
+10.40% |
跌破离场 |
| 11 |
2017-12-27 |
2018-01-16 |
29.037708699999992 |
28.39158 |
¥-2.6万 |
-2.25% |
跌破离场 |
| 12 |
2018-05-11 |
2018-05-30 |
24.832247440000003 |
24.40557 |
¥-1.9万 |
-1.75% |
跌破离场 |
| 13 |
2018-06-21 |
2018-08-02 |
26.414301913999992 |
24.805169999999997 |
¥-6.7万 |
-6.12% |
跌破离场 |
| 14 |
2018-08-29 |
2018-09-12 |
25.883612754999998 |
24.24573 |
¥-6.5万 |
-6.36% |
跌破离场 |
| 15 |
2018-12-25 |
2019-01-04 |
22.399087711 |
21.4785 |
¥-3.9万 |
-4.14% |
跌破离场 |
| 16 |
2019-02-12 |
2019-03-11 |
24.101298221 |
23.87 |
¥-9,133 |
-0.99% |
跌破离场 |
| 17 |
2019-04-11 |
2019-04-29 |
27.0351081 |
24.96501 |
¥-7.0万 |
-7.68% |
跌破离场 |
| 18 |
2019-07-02 |
2019-07-19 |
22.939789872999995 |
22.12785 |
¥-3.0万 |
-3.57% |
跌破离场 |
| 19 |
2019-11-05 |
2020-02-04 |
22.278931675 |
22.79 |
¥1.8万 |
+2.26% |
跌破离场 |
| 20 |
2020-05-06 |
2020-10-19 |
19.505329844 |
30.289679999999997 |
¥45.1万 |
+55.24% |
跌破离场 |
| 21 |
2020-11-03 |
2020-12-10 |
38.830425633999994 |
37.92204 |
¥-3.0万 |
-2.37% |
跌破离场 |
| 22 |
2020-12-24 |
2021-02-22 |
44.37762929599999 |
57.4425 |
¥36.8万 |
+29.40% |
跌破离场 |
| 23 |
2021-04-20 |
2021-07-06 |
48.573077553 |
52.73721 |
¥13.5万 |
+8.54% |
跌破离场 |
| 24 |
2021-10-15 |
2021-11-10 |
49.28400076599999 |
46.83312 |
¥-8.8万 |
-5.00% |
跌破离场 |
| 25 |
2021-12-27 |
2022-02-15 |
49.103766712 |
46.013940000000005 |
¥-10.5万 |
-6.32% |
跌破离场 |
| 26 |
2022-05-18 |
2022-06-30 |
38.319762481 |
41.538419999999995 |
¥13.0万 |
+8.37% |
跌破离场 |
| 27 |
2022-09-07 |
2022-09-23 |
40.25227206 |
37.65231 |
¥-10.9万 |
-6.49% |
跌破离场 |
| 28 |
2022-11-07 |
2022-11-22 |
38.029385393999995 |
36.10386 |
¥-8.0万 |
-5.09% |
跌破离场 |
| 29 |
2023-01-17 |
2023-03-08 |
37.448631219999996 |
36.15381 |
¥-5.2万 |
-3.49% |
跌破离场 |
| 30 |
2023-06-29 |
2023-08-15 |
34.955393472999994 |
36.963 |
¥8.3万 |
+5.71% |
跌破离场 |
| 31 |
2023-12-14 |
2024-01-24 |
37.979320379 |
37.4625 |
¥-2.1万 |
-1.39% |
跌破离场 |
| 32 |
2024-02-06 |
2024-03-19 |
40.712870198 |
43.046910000000004 |
¥8.6万 |
+5.70% |
跌破离场 |
| 33 |
2024-04-19 |
2024-05-20 |
46.22002184799999 |
47.79216 |
¥5.4万 |
+3.37% |
跌破离场 |
| 34 |
2024-07-10 |
2024-07-25 |
48.89349364899999 |
47.642309999999995 |
¥-4.3万 |
-2.59% |
跌破离场 |
| 35 |
2024-08-30 |
2024-11-25 |
48.0624144 |
55.95399 |
¥26.2万 |
+16.38% |
跌破离场 |
| 36 |
2024-12-18 |
2025-01-23 |
58.89648364599999 |
58.88106 |
¥-1,049 |
-0.06% |
跌破离场 |
| 37 |
2025-03-13 |
2025-04-08 |
59.06670469699999 |
53.946 |
¥-16.2万 |
-8.70% |
跌破离场 |
| 38 |
2025-05-23 |
2025-06-20 |
58.876457639999984 |
56.98296 |
¥-5.5万 |
-3.25% |
跌破离场 |
| 39 |
2025-08-22 |
2025-10-13 |
64.08321919999999 |
68.48145 |
¥11.2万 |
+6.83% |
跌破离场 |
| 40 |
2026-04-21 |
2026-05-14 |
60.238226047999994 |
57.10283999999999 |
¥-9.2万 |
-5.23% |
跌破离场 |
| 41 |
2026-07-21 |
2026-09-08 |
55.051490493999985 |
55.82412 |
¥2.3万 |
+1.37% |
跌破离场 |
| 42 |
2026-10-20 |
2026-10-22 |
55.32184157499999 |
50.55 |
¥-14.6万 |
-8.65% |
跌破离场 |
| 43 |
2026-11-09 |
2026-11-13 |
55.93263475799999 |
56.86 |
¥2.5万 |
+1.63% |
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 |
|---|
| 2015-03-26 |
突破买入 |
买入 |
16.8168 |
59200.0 |
¥99.6万 |
首仓入场 |
| 2015-04-16 |
跌破离场 |
卖出 |
15.984 |
59200.0 |
¥94.6万 |
|
| 2015-05-28 |
突破买入 |
买入 |
17.9 |
52900.0 |
¥94.7万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
15.51447 |
52900.0 |
¥82.0万 |
|
| 2015-10-28 |
突破买入 |
买入 |
13.40339 |
61100.0 |
¥81.9万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
13.796190000000001 |
61100.0 |
¥84.3万 |
|
| 2015-12-03 |
突破买入 |
买入 |
15.025009999999998 |
56300.0 |
¥84.6万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
14.185799999999999 |
56300.0 |
¥79.8万 |
|
| 2016-03-17 |
突破买入 |
买入 |
14.40439 |
55200.0 |
¥79.5万 |
首仓入场 |
| 2016-04-20 |
跌破离场 |
卖出 |
14.66532 |
55200.0 |
¥80.9万 |
|
| 2016-06-01 |
突破买入 |
买入 |
14.714699999999997 |
55200.0 |
¥81.2万 |
首仓入场 |
| 2016-10-31 |
跌破离场 |
卖出 |
17.47251 |
55200.0 |
¥96.4万 |
|
| 2016-11-29 |
突破买入 |
买入 |
18.768749999999997 |
51200.0 |
¥96.1万 |
首仓入场 |
| 2016-12-14 |
跌破离场 |
卖出 |
17.922060000000002 |
51200.0 |
¥91.7万 |
|
| 2017-02-13 |
突破买入 |
买入 |
19.19 |
47900.0 |
¥91.9万 |
首仓入场 |
| 2017-04-12 |
跌破离场 |
卖出 |
21.4785 |
47900.0 |
¥1.03M |
|
| 2017-05-24 |
突破买入 |
买入 |
24.424399999999995 |
41600.0 |
¥1.02M |
首仓入场 |
| 2017-07-10 |
跌破离场 |
卖出 |
24.52545 |
41600.0 |
¥1.02M |
|
| 2017-09-22 |
突破买入 |
买入 |
24.534509999999997 |
42000.0 |
¥1.03M |
首仓入场 |
| 2017-11-27 |
跌破离场 |
卖出 |
27.10287 |
42000.0 |
¥1.14M |
|
| 2017-12-27 |
突破买入 |
买入 |
29.028999999999993 |
39000.0 |
¥1.13M |
首仓入场 |
| 2018-01-16 |
跌破离场 |
卖出 |
28.39158 |
39000.0 |
¥1.11M |
|
| 2018-05-11 |
突破买入 |
买入 |
24.8248 |
44800.0 |
¥1.11M |
首仓入场 |
| 2018-05-30 |
跌破离场 |
卖出 |
24.40557 |
44800.0 |
¥1.09M |
|
| 2018-06-21 |
突破买入 |
买入 |
26.406379999999995 |
41400.0 |
¥1.09M |
首仓入场 |
| 2018-08-02 |
跌破离场 |
卖出 |
24.805169999999997 |
41400.0 |
¥1.03M |
|
| 2018-08-29 |
突破买入 |
买入 |
25.87585 |
39500.0 |
¥1.02M |
首仓入场 |
| 2018-09-12 |
跌破离场 |
卖出 |
24.24573 |
39500.0 |
¥95.7万 |
|
| 2018-12-25 |
突破买入 |
买入 |
22.39237 |
42400.0 |
¥95.0万 |
首仓入场 |
| 2019-01-04 |
跌破离场 |
卖出 |
21.4785 |
42400.0 |
¥91.0万 |
|
| 2019-02-12 |
突破买入 |
买入 |
24.09407 |
38300.0 |
¥92.3万 |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
23.87 |
38300.0 |
¥91.4万 |
|
| 2019-04-11 |
突破买入 |
买入 |
27.026999999999997 |
33700.0 |
¥91.1万 |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
24.96501 |
33700.0 |
¥84.1万 |
|
| 2019-07-02 |
突破买入 |
买入 |
22.932909999999996 |
36500.0 |
¥83.7万 |
首仓入场 |
| 2019-07-19 |
跌破离场 |
卖出 |
22.12785 |
36500.0 |
¥80.7万 |
|
| 2019-11-05 |
突破买入 |
买入 |
22.272249999999996 |
36500.0 |
¥81.3万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
22.79 |
36500.0 |
¥83.2万 |
|
| 2020-05-06 |
突破买入 |
买入 |
19.49948 |
41900.0 |
¥81.7万 |
首仓入场 |
| 2020-10-19 |
跌破离场 |
卖出 |
30.289679999999997 |
41900.0 |
¥1.27M |
|
| 2020-11-03 |
突破买入 |
买入 |
38.81878 |
33100.0 |
¥1.29M |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
37.92204 |
33100.0 |
¥1.25M |
|
| 2020-12-24 |
突破买入 |
买入 |
44.36431999999999 |
28200.0 |
¥1.25M |
首仓入场 |
| 2021-02-22 |
跌破离场 |
卖出 |
57.4425 |
28200.0 |
¥1.62M |
|
| 2021-04-20 |
突破买入 |
买入 |
48.55850999999999 |
32600.0 |
¥1.58M |
首仓入场 |
| 2021-07-06 |
跌破离场 |
卖出 |
52.73721 |
32600.0 |
¥1.72M |
|
| 2021-10-15 |
突破买入 |
买入 |
49.26921999999999 |
35500.0 |
¥1.75M |
首仓入场 |
| 2021-11-10 |
跌破离场 |
卖出 |
46.83312 |
35500.0 |
¥1.66M |
|
| 2021-12-27 |
突破买入 |
买入 |
49.08904 |
33900.0 |
¥1.66M |
首仓入场 |
| 2022-02-15 |
跌破离场 |
卖出 |
46.013940000000005 |
33900.0 |
¥1.56M |
|
| 2022-05-18 |
突破买入 |
买入 |
38.30827 |
40700.0 |
¥1.56M |
首仓入场 |
| 2022-06-30 |
跌破离场 |
卖出 |
41.538419999999995 |
40700.0 |
¥1.69M |
|
| 2022-09-07 |
突破买入 |
买入 |
40.2402 |
41900.0 |
¥1.69M |
首仓入场 |
| 2022-09-23 |
跌破离场 |
卖出 |
37.65231 |
41900.0 |
¥1.58M |
|
| 2022-11-07 |
突破买入 |
买入 |
38.017979999999994 |
41500.0 |
¥1.58M |
首仓入场 |
| 2022-11-22 |
跌破离场 |
卖出 |
36.10386 |
41500.0 |
¥1.50M |
|
| 2023-01-17 |
突破买入 |
买入 |
37.4374 |
40100.0 |
¥1.50M |
首仓入场 |
| 2023-03-08 |
跌破离场 |
卖出 |
36.15381 |
40100.0 |
¥1.45M |
|
| 2023-06-29 |
突破买入 |
买入 |
34.94490999999999 |
41500.0 |
¥1.45M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
36.963 |
41500.0 |
¥1.53M |
|
| 2023-12-14 |
突破买入 |
买入 |
37.967929999999996 |
40300.0 |
¥1.53M |
首仓入场 |
| 2024-01-24 |
跌破离场 |
卖出 |
37.4625 |
40300.0 |
¥1.51M |
|
| 2024-02-06 |
突破买入 |
买入 |
40.70065999999999 |
37100.0 |
¥1.51M |
首仓入场 |
| 2024-03-19 |
跌破离场 |
卖出 |
43.046910000000004 |
37100.0 |
¥1.60M |
|
| 2024-04-19 |
突破买入 |
买入 |
46.20615999999999 |
34400.0 |
¥1.59M |
首仓入场 |
| 2024-05-20 |
跌破离场 |
卖出 |
47.79216 |
34400.0 |
¥1.64M |
|
| 2024-07-10 |
突破买入 |
买入 |
48.878829999999994 |
33800.0 |
¥1.65M |
首仓入场 |
| 2024-07-25 |
跌破离场 |
卖出 |
47.642309999999995 |
33800.0 |
¥1.61M |
|
| 2024-08-30 |
突破买入 |
买入 |
48.047999999999995 |
33300.0 |
¥1.60M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
55.95399 |
33300.0 |
¥1.86M |
|
| 2024-12-18 |
突破买入 |
买入 |
58.87882 |
31700.0 |
¥1.87M |
首仓入场 |
| 2025-01-23 |
跌破离场 |
卖出 |
58.88106 |
31700.0 |
¥1.87M |
|
| 2025-03-13 |
突破买入 |
买入 |
59.048989999999996 |
31600.0 |
¥1.87M |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
53.946 |
31600.0 |
¥1.70M |
|
| 2025-05-23 |
突破买入 |
买入 |
58.85879999999999 |
28900.0 |
¥1.70M |
首仓入场 |
| 2025-06-20 |
跌破离场 |
卖出 |
56.98296 |
28900.0 |
¥1.65M |
|
| 2025-08-22 |
突破买入 |
买入 |
64.064 |
25500.0 |
¥1.63M |
首仓入场 |
| 2025-10-13 |
跌破离场 |
卖出 |
68.48145 |
25500.0 |
¥1.75M |
|
| 2026-04-21 |
突破买入 |
买入 |
60.22015999999999 |
29200.0 |
¥1.76M |
首仓入场 |
| 2026-05-14 |
跌破离场 |
卖出 |
57.10283999999999 |
29200.0 |
¥1.67M |
|
| 2026-07-21 |
突破买入 |
买入 |
55.03497999999999 |
30300.0 |
¥1.67M |
首仓入场 |
| 2026-09-08 |
跌破离场 |
卖出 |
55.82412 |
30300.0 |
¥1.69M |
|
| 2026-10-20 |
突破买入 |
买入 |
55.305249999999994 |
30500.0 |
¥1.69M |
首仓入场 |
| 2026-10-22 |
跌破离场 |
卖出 |
50.55 |
30500.0 |
¥1.54M |
|
| 2026-11-09 |
突破买入 |
买入 |
55.915859999999995 |
27600.0 |
¥1.54M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
56.86 |
27600 |
¥1.57M |
回测结束强平 |