600674 川投能源 — 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: ¥53.1万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -46.93%）
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 |
2015-03-17 |
2015-05-08 |
21.928476569999997 |
23.52645 |
¥7.2万 |
+7.26% |
跌破离场 |
| 2 |
2015-06-08 |
2015-06-29 |
30.039009 |
13.56642 |
¥-58.7万 |
-54.85% |
跌破离场 |
| 3 |
2015-08-12 |
2015-08-24 |
12.736539815999999 |
10.64934 |
¥-7.8万 |
-16.41% |
跌破离场 |
| 4 |
2015-10-20 |
2015-11-03 |
11.214563359999998 |
10.49949 |
¥-2.6万 |
-6.40% |
跌破离场 |
| 5 |
2016-04-14 |
2016-05-10 |
8.741351619000001 |
8.121870000000001 |
¥-2.7万 |
-7.11% |
跌破离场 |
| 6 |
2016-08-16 |
2016-08-26 |
9.682573901 |
9.16083 |
¥-1.9万 |
-5.42% |
跌破离场 |
| 7 |
2016-11-17 |
2016-12-13 |
8.951624681999999 |
8.91108 |
¥-1,612 |
-0.48% |
跌破离场 |
| 8 |
2017-01-25 |
2017-03-01 |
8.861507654999999 |
8.85114 |
¥-487 |
-0.15% |
跌破离场 |
| 9 |
2017-03-16 |
2017-07-17 |
9.031728705999999 |
9.70029 |
¥2.4万 |
+7.37% |
跌破离场 |
| 10 |
2017-07-25 |
2017-08-08 |
10.223066 |
9.75024 |
¥-1.7万 |
-4.65% |
跌破离场 |
| 11 |
2017-10-20 |
2017-12-01 |
9.782703930999999 |
9.920069999999999 |
¥4,663 |
+1.37% |
跌破离场 |
| 12 |
2018-01-03 |
2018-01-16 |
10.413523119999999 |
9.86013 |
¥-1.8万 |
-5.34% |
跌破离场 |
| 13 |
2018-05-16 |
2018-06-12 |
9.221975763 |
9.21078 |
¥-493 |
-0.15% |
跌破离场 |
| 14 |
2018-09-28 |
2018-10-12 |
8.340831498999998 |
7.90209 |
¥-1.7万 |
-5.29% |
跌破离场 |
| 15 |
2018-11-19 |
2019-03-28 |
8.280753480999998 |
9.12087 |
¥3.1万 |
+10.11% |
跌破离场 |
| 16 |
2019-05-31 |
2019-06-26 |
8.971650687999999 |
8.991 |
¥628 |
+0.19% |
跌破离场 |
| 17 |
2019-07-30 |
2019-10-24 |
9.372170807999998 |
9.780209999999999 |
¥1.5万 |
+4.32% |
跌破离场 |
| 18 |
2020-04-03 |
2020-04-16 |
9.362157804999999 |
8.991 |
¥-1.4万 |
-3.99% |
跌破离场 |
| 19 |
2020-06-10 |
2020-07-27 |
9.171910747999998 |
9.33066 |
¥5,801 |
+1.70% |
跌破离场 |
| 20 |
2020-08-20 |
2020-09-10 |
10.013003 |
9.960030000000001 |
¥-1,925 |
-0.56% |
跌破离场 |
| 21 |
2020-11-02 |
2020-12-08 |
10.063068015 |
10.139850000000001 |
¥2,522 |
+0.73% |
跌破离场 |
| 22 |
2021-01-14 |
2021-02-25 |
10.433129 |
10.51947 |
¥2,770 |
+0.80% |
跌破离场 |
| 23 |
2021-03-09 |
2021-04-16 |
11.353405 |
11.89809 |
¥1.7万 |
+4.77% |
跌破离场 |
| 24 |
2021-06-29 |
2021-07-20 |
12.386084710999999 |
12.01797 |
¥-1.1万 |
-3.00% |
跌破离场 |
| 25 |
2021-09-03 |
2021-10-14 |
11.855395552000001 |
12.31767 |
¥1.4万 |
+3.87% |
跌破离场 |
| 26 |
2022-02-11 |
2022-03-09 |
12.125746632999999 |
11.59839 |
¥-1.6万 |
-4.38% |
跌破离场 |
| 27 |
2022-05-11 |
2022-07-26 |
11.344732398999998 |
12.86712 |
¥4.7万 |
+13.39% |
跌破离场 |
| 28 |
2022-08-23 |
2022-09-14 |
13.247202968999998 |
12.917069999999999 |
¥-1.0万 |
-2.52% |
跌破离场 |
| 29 |
2022-11-23 |
2022-12-09 |
11.665148494999999 |
11.62836 |
¥-1,345 |
-0.35% |
跌破离场 |
| 30 |
2023-01-03 |
2023-03-28 |
12.265928674999998 |
12.96702 |
¥2.2万 |
+5.68% |
跌破离场 |
| 31 |
2023-04-11 |
2023-06-02 |
13.918074169999997 |
14.5854 |
¥2.0万 |
+4.76% |
跌破离场 |
| 32 |
2023-08-08 |
2023-10-09 |
14.899348463999997 |
14.79 |
¥-3,277 |
-0.76% |
跌破离场 |
| 33 |
2023-12-12 |
2024-01-12 |
14.628997382999996 |
14.56542 |
¥-1,977 |
-0.46% |
跌破离场 |
| 34 |
2024-02-20 |
2024-04-30 |
16.160986841999996 |
16.39359 |
¥5,965 |
+1.41% |
跌破离场 |
| 35 |
2024-05-27 |
2024-07-31 |
17.542781255999998 |
18.80118 |
¥3.1万 |
+7.14% |
跌破离场 |
| 36 |
2024-12-04 |
2025-01-03 |
17.452664228999996 |
16.70328 |
¥-2.0万 |
-4.32% |
跌破离场 |
| 37 |
2025-03-26 |
2025-05-30 |
16.084823999999998 |
16.92306 |
¥2.3万 |
+5.18% |
跌破离场 |
| 38 |
2026-03-02 |
2026-03-31 |
14.468789334999997 |
15.07491 |
¥1.9万 |
+4.16% |
跌破离场 |
| 39 |
2026-07-16 |
2026-08-05 |
15.590245670999998 |
15.314670000000001 |
¥-8,657 |
-1.80% |
跌破离场 |
| 40 |
2026-09-03 |
2026-11-13 |
16.020804799999997 |
17.83 |
¥5.3万 |
+11.26% |
强平 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-17 |
突破买入 |
买入 |
21.921899999999997 |
45100.0 |
¥98.9万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
23.52645 |
45100.0 |
¥1.06M |
|
| 2015-06-08 |
突破买入 |
买入 |
30.03 |
35600.0 |
¥1.07M |
首仓入场 |
| 2015-06-29 |
跌破离场 |
卖出 |
13.56642 |
35600.0 |
¥48.3万 |
|
| 2015-08-12 |
突破买入 |
买入 |
12.732719999999999 |
37200.0 |
¥47.4万 |
首仓入场 |
| 2015-08-24 |
跌破离场 |
卖出 |
10.64934 |
37200.0 |
¥39.6万 |
|
| 2015-10-20 |
突破买入 |
买入 |
11.211199999999998 |
36100.0 |
¥40.5万 |
首仓入场 |
| 2015-11-03 |
跌破离场 |
卖出 |
10.49949 |
36100.0 |
¥37.9万 |
|
| 2016-04-14 |
突破买入 |
买入 |
8.73873 |
43600.0 |
¥38.1万 |
首仓入场 |
| 2016-05-10 |
跌破离场 |
卖出 |
8.121870000000001 |
43600.0 |
¥35.4万 |
|
| 2016-08-16 |
突破买入 |
买入 |
9.679669999999998 |
36400.0 |
¥35.2万 |
首仓入场 |
| 2016-08-26 |
跌破离场 |
卖出 |
9.16083 |
36400.0 |
¥33.3万 |
|
| 2016-11-17 |
突破买入 |
买入 |
8.948939999999999 |
37300.0 |
¥33.4万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
8.91108 |
37300.0 |
¥33.2万 |
|
| 2017-01-25 |
突破买入 |
买入 |
8.858849999999999 |
37400.0 |
¥33.1万 |
首仓入场 |
| 2017-03-01 |
跌破离场 |
卖出 |
8.85114 |
37400.0 |
¥33.1万 |
|
| 2017-03-16 |
突破买入 |
买入 |
9.02902 |
36600.0 |
¥33.1万 |
首仓入场 |
| 2017-07-17 |
跌破离场 |
卖出 |
9.70029 |
36600.0 |
¥35.5万 |
|
| 2017-07-25 |
突破买入 |
买入 |
10.22 |
34800.0 |
¥35.6万 |
首仓入场 |
| 2017-08-08 |
跌破离场 |
卖出 |
9.75024 |
34800.0 |
¥33.9万 |
|
| 2017-10-20 |
突破买入 |
买入 |
9.77977 |
34700.0 |
¥33.9万 |
首仓入场 |
| 2017-12-01 |
跌破离场 |
卖出 |
9.920069999999999 |
34700.0 |
¥34.4万 |
|
| 2018-01-03 |
突破买入 |
买入 |
10.4104 |
33000.0 |
¥34.4万 |
首仓入场 |
| 2018-01-16 |
跌破离场 |
卖出 |
9.86013 |
33000.0 |
¥32.5万 |
|
| 2018-05-16 |
突破买入 |
买入 |
9.21921 |
35300.0 |
¥32.6万 |
首仓入场 |
| 2018-06-12 |
跌破离场 |
卖出 |
9.21078 |
35300.0 |
¥32.5万 |
|
| 2018-09-28 |
突破买入 |
买入 |
8.33833 |
39000.0 |
¥32.5万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
7.90209 |
39000.0 |
¥30.8万 |
|
| 2018-11-19 |
突破买入 |
买入 |
8.27827 |
37200.0 |
¥30.8万 |
首仓入场 |
| 2019-03-28 |
跌破离场 |
卖出 |
9.12087 |
37200.0 |
¥33.9万 |
|
| 2019-05-31 |
突破买入 |
买入 |
8.96896 |
37700.0 |
¥33.8万 |
首仓入场 |
| 2019-06-26 |
跌破离场 |
卖出 |
8.991 |
37700.0 |
¥33.9万 |
|
| 2019-07-30 |
突破买入 |
买入 |
9.369359999999999 |
36300.0 |
¥34.0万 |
首仓入场 |
| 2019-10-24 |
跌破离场 |
卖出 |
9.780209999999999 |
36300.0 |
¥35.5万 |
|
| 2020-04-03 |
突破买入 |
买入 |
9.35935 |
37900.0 |
¥35.5万 |
首仓入场 |
| 2020-04-16 |
跌破离场 |
卖出 |
8.991 |
37900.0 |
¥34.1万 |
|
| 2020-06-10 |
突破买入 |
买入 |
9.16916 |
37200.0 |
¥34.1万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
9.33066 |
37200.0 |
¥34.7万 |
|
| 2020-08-20 |
突破买入 |
买入 |
10.009999999999998 |
34400.0 |
¥34.4万 |
首仓入场 |
| 2020-09-10 |
跌破离场 |
卖出 |
9.960030000000001 |
34400.0 |
¥34.3万 |
|
| 2020-11-02 |
突破买入 |
买入 |
10.06005 |
34200.0 |
¥34.4万 |
首仓入场 |
| 2020-12-08 |
跌破离场 |
卖出 |
10.139850000000001 |
34200.0 |
¥34.7万 |
|
| 2021-01-14 |
突破买入 |
买入 |
10.43 |
33300.0 |
¥34.7万 |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
10.51947 |
33300.0 |
¥35.0万 |
|
| 2021-03-09 |
突破买入 |
买入 |
11.35 |
30700.0 |
¥34.9万 |
首仓入场 |
| 2021-04-16 |
跌破离场 |
卖出 |
11.89809 |
30700.0 |
¥36.5万 |
|
| 2021-06-29 |
突破买入 |
买入 |
12.382369999999998 |
29300.0 |
¥36.3万 |
首仓入场 |
| 2021-07-20 |
跌破离场 |
卖出 |
12.01797 |
29300.0 |
¥35.2万 |
|
| 2021-09-03 |
突破买入 |
买入 |
11.85184 |
29900.0 |
¥35.4万 |
首仓入场 |
| 2021-10-14 |
跌破离场 |
卖出 |
12.31767 |
29900.0 |
¥36.8万 |
|
| 2022-02-11 |
突破买入 |
买入 |
12.122109999999997 |
30200.0 |
¥36.6万 |
首仓入场 |
| 2022-03-09 |
跌破离场 |
卖出 |
11.59839 |
30200.0 |
¥35.0万 |
|
| 2022-05-11 |
突破买入 |
买入 |
11.34133 |
31100.0 |
¥35.3万 |
首仓入场 |
| 2022-07-26 |
跌破离场 |
卖出 |
12.86712 |
31100.0 |
¥40.0万 |
|
| 2022-08-23 |
突破买入 |
买入 |
13.243229999999999 |
30300.0 |
¥40.1万 |
首仓入场 |
| 2022-09-14 |
跌破离场 |
卖出 |
12.917069999999999 |
30300.0 |
¥39.1万 |
|
| 2022-11-23 |
突破买入 |
买入 |
11.66165 |
33400.0 |
¥39.0万 |
首仓入场 |
| 2022-12-09 |
跌破离场 |
卖出 |
11.62836 |
33400.0 |
¥38.8万 |
|
| 2023-01-03 |
突破买入 |
买入 |
12.262249999999998 |
31800.0 |
¥39.0万 |
首仓入场 |
| 2023-03-28 |
跌破离场 |
卖出 |
12.96702 |
31800.0 |
¥41.2万 |
|
| 2023-04-11 |
突破买入 |
买入 |
13.913899999999998 |
29500.0 |
¥41.1万 |
首仓入场 |
| 2023-06-02 |
跌破离场 |
卖出 |
14.5854 |
29500.0 |
¥43.0万 |
|
| 2023-08-08 |
突破买入 |
买入 |
14.894879999999997 |
28800.0 |
¥42.9万 |
首仓入场 |
| 2023-10-09 |
跌破离场 |
卖出 |
14.79 |
28800.0 |
¥42.6万 |
|
| 2023-12-12 |
突破买入 |
买入 |
14.624609999999997 |
29100.0 |
¥42.6万 |
首仓入场 |
| 2024-01-12 |
跌破离场 |
卖出 |
14.56542 |
29100.0 |
¥42.4万 |
|
| 2024-02-20 |
突破买入 |
买入 |
16.156139999999997 |
26200.0 |
¥42.3万 |
首仓入场 |
| 2024-04-30 |
跌破离场 |
卖出 |
16.39359 |
26200.0 |
¥42.9万 |
|
| 2024-05-27 |
突破买入 |
买入 |
17.537519999999997 |
24500.0 |
¥43.0万 |
首仓入场 |
| 2024-07-31 |
跌破离场 |
卖出 |
18.80118 |
24500.0 |
¥46.0万 |
|
| 2024-12-04 |
突破买入 |
买入 |
17.447429999999997 |
26300.0 |
¥45.9万 |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
16.70328 |
26300.0 |
¥43.9万 |
|
| 2025-03-26 |
突破买入 |
买入 |
16.08 |
27500.0 |
¥44.2万 |
首仓入场 |
| 2025-05-30 |
跌破离场 |
卖出 |
16.92306 |
27500.0 |
¥46.5万 |
|
| 2026-03-02 |
突破买入 |
买入 |
14.464449999999998 |
32100.0 |
¥46.4万 |
首仓入场 |
| 2026-03-31 |
跌破离场 |
卖出 |
15.07491 |
32100.0 |
¥48.4万 |
|
| 2026-07-16 |
突破买入 |
买入 |
15.585569999999999 |
30900.0 |
¥48.2万 |
首仓入场 |
| 2026-08-05 |
跌破离场 |
卖出 |
15.314670000000001 |
30900.0 |
¥47.3万 |
|
| 2026-09-03 |
突破买入 |
买入 |
16.016 |
29600.0 |
¥47.4万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
17.83 |
29600 |
¥52.8万 |
回测结束强平 |