600690 青岛海尔 — 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: ¥1.56M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +55.67%）
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 39 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 |
2015-03-13 |
2015-05-06 |
22.328996689999997 |
25.884090000000004 |
¥15.8万 |
+15.89% |
跌破离场 |
| 2 |
2016-03-22 |
2016-03-30 |
8.881533660999997 |
8.40159 |
¥-6.2万 |
-5.43% |
跌破离场 |
| 3 |
2016-05-04 |
2016-06-27 |
8.671260598 |
8.551440000000001 |
¥-1.5万 |
-1.41% |
跌破离场 |
| 4 |
2016-07-08 |
2016-11-01 |
9.522365852999998 |
9.97002 |
¥5.0万 |
+4.67% |
跌破离场 |
| 5 |
2016-11-25 |
2016-12-13 |
10.383484110999998 |
10.06992 |
¥-3.4万 |
-3.05% |
跌破离场 |
| 6 |
2017-01-17 |
2017-08-02 |
10.053055011999996 |
13.796190000000001 |
¥40.5万 |
+37.19% |
跌破离场 |
| 7 |
2017-09-26 |
2017-11-30 |
14.618984379999997 |
17.282700000000002 |
¥27.1万 |
+18.19% |
跌破离场 |
| 8 |
2018-01-09 |
2018-01-31 |
19.875810955 |
20.5 |
¥5.5万 |
+3.11% |
跌破离场 |
| 9 |
2018-05-16 |
2018-06-28 |
18.714302607 |
18.3816 |
¥-3.3万 |
-1.81% |
跌破离场 |
| 10 |
2018-09-20 |
2018-10-12 |
15.82054474 |
14.73525 |
¥-12.3万 |
-6.89% |
跌破离场 |
| 11 |
2018-12-04 |
2018-12-11 |
14.754425000000001 |
13.44654 |
¥-14.7万 |
-8.89% |
跌破离场 |
| 12 |
2019-01-16 |
2019-03-11 |
14.679062398 |
15.72 |
¥10.7万 |
+7.06% |
跌破离场 |
| 13 |
2019-06-21 |
2019-07-19 |
16.962027082 |
16.77321 |
¥-1.9万 |
-1.14% |
跌破离场 |
| 14 |
2019-11-04 |
2019-11-28 |
17.312482187 |
17.34264 |
¥2,308 |
+0.14% |
跌破离场 |
| 15 |
2019-12-16 |
2020-02-03 |
18.443951526 |
16.71 |
¥-15.1万 |
-9.43% |
跌破离场 |
| 16 |
2020-04-30 |
2020-06-16 |
15.500128643999997 |
16.183799999999998 |
¥6.3万 |
+4.38% |
跌破离场 |
| 17 |
2020-07-07 |
2020-07-17 |
18.844471646 |
17.05 |
¥-14.5万 |
-9.55% |
跌破离场 |
| 18 |
2020-08-05 |
2020-09-02 |
20.566708161999994 |
22.11786 |
¥10.3万 |
+7.51% |
跌破离场 |
| 19 |
2020-10-14 |
2020-11-27 |
23.430427019999996 |
27.51 |
¥25.7万 |
+17.38% |
跌破离场 |
| 20 |
2020-12-29 |
2021-01-29 |
28.90867 |
32.62734 |
¥22.2万 |
+12.83% |
跌破离场 |
| 21 |
2021-10-25 |
2021-11-11 |
27.488244 |
25.234740000000002 |
¥-15.9万 |
-8.23% |
跌破离场 |
| 22 |
2022-04-15 |
2022-06-09 |
24.662026388999998 |
24.09588 |
¥-4.1万 |
-2.32% |
跌破离场 |
| 23 |
2022-06-27 |
2022-07-15 |
26.544470953 |
25.11486 |
¥-9.5万 |
-5.41% |
跌破离场 |
| 24 |
2022-08-31 |
2022-09-22 |
25.392975607999997 |
24.86511 |
¥-3.5万 |
-2.11% |
跌破离场 |
| 25 |
2022-12-12 |
2022-12-21 |
25.0325075 |
24.20577 |
¥-5.3万 |
-3.33% |
跌破离场 |
| 26 |
2023-01-06 |
2023-02-07 |
25.753443715999996 |
25.53 |
¥-1.4万 |
-0.90% |
跌破离场 |
| 27 |
2023-02-21 |
2023-03-07 |
27.63588828 |
25.194779999999998 |
¥-13.9万 |
-8.86% |
跌破离场 |
| 28 |
2023-06-13 |
2023-07-05 |
23.230166959999995 |
23.04693 |
¥-1.2万 |
-0.82% |
跌破离场 |
| 29 |
2023-08-01 |
2023-08-15 |
24.742130412999998 |
23.2767 |
¥-8.4万 |
-5.95% |
跌破离场 |
| 30 |
2023-09-05 |
2023-10-10 |
24.712091403999995 |
23.55642 |
¥-6.2万 |
-4.71% |
跌破离场 |
| 31 |
2024-01-30 |
2024-03-19 |
22.52925675 |
23.576400000000003 |
¥5.8万 |
+4.62% |
跌破离场 |
| 32 |
2024-04-02 |
2024-05-23 |
25.583222664999994 |
29.89008 |
¥22.1万 |
+16.80% |
跌破离场 |
| 33 |
2024-09-19 |
2024-10-31 |
26.184002845 |
29.97 |
¥22.3万 |
+14.42% |
跌破离场 |
| 34 |
2025-03-18 |
2025-04-07 |
27.535758249999994 |
24.45552 |
¥-19.8万 |
-11.21% |
跌破离场 |
| 35 |
2025-07-03 |
2025-07-30 |
25.623274676999998 |
25.40457 |
¥-1.4万 |
-0.88% |
跌破离场 |
| 36 |
2025-08-26 |
2025-09-23 |
26.234067859999996 |
25.66431 |
¥-3.4万 |
-2.20% |
跌破离场 |
| 37 |
2025-11-03 |
2025-12-10 |
26.914952063999998 |
26.68329 |
¥-1.4万 |
-0.89% |
跌破离场 |
| 38 |
2026-07-16 |
2026-08-13 |
20.947202276 |
21.69828 |
¥5.3万 |
+3.55% |
跌破离场 |
| 39 |
2026-11-04 |
2026-11-13 |
21.337709392999994 |
21.23 |
¥-8,328 |
-0.53% |
强平 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-13 |
突破买入 |
买入 |
22.3223 |
44600.0 |
¥99.6万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
25.884090000000004 |
44600.0 |
¥1.15M |
|
| 2016-03-22 |
突破买入 |
买入 |
8.878869999999997 |
129400.0 |
¥1.15M |
首仓入场 |
| 2016-03-30 |
跌破离场 |
卖出 |
8.40159 |
129400.0 |
¥1.09M |
|
| 2016-05-04 |
突破买入 |
买入 |
8.66866 |
125300.0 |
¥1.09M |
首仓入场 |
| 2016-06-27 |
跌破离场 |
卖出 |
8.551440000000001 |
125300.0 |
¥1.07M |
|
| 2016-07-08 |
突破买入 |
买入 |
9.519509999999999 |
112500.0 |
¥1.07M |
首仓入场 |
| 2016-11-01 |
跌破离场 |
卖出 |
9.97002 |
112500.0 |
¥1.12M |
|
| 2016-11-25 |
突破买入 |
买入 |
10.380369999999997 |
108400.0 |
¥1.13M |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
10.06992 |
108400.0 |
¥1.09M |
|
| 2017-01-17 |
突破买入 |
买入 |
10.050039999999997 |
108300.0 |
¥1.09M |
首仓入场 |
| 2017-08-02 |
跌破离场 |
卖出 |
13.796190000000001 |
108300.0 |
¥1.49M |
|
| 2017-09-26 |
突破买入 |
买入 |
14.614599999999998 |
101800.0 |
¥1.49M |
首仓入场 |
| 2017-11-30 |
跌破离场 |
卖出 |
17.282700000000002 |
101800.0 |
¥1.76M |
|
| 2018-01-09 |
突破买入 |
买入 |
19.86985 |
89000.0 |
¥1.77M |
首仓入场 |
| 2018-01-31 |
跌破离场 |
卖出 |
20.5 |
89000.0 |
¥1.82M |
|
| 2018-05-16 |
突破买入 |
买入 |
18.70869 |
96800.0 |
¥1.81M |
首仓入场 |
| 2018-06-28 |
跌破离场 |
卖出 |
18.3816 |
96800.0 |
¥1.78M |
|
| 2018-09-20 |
突破买入 |
买入 |
15.8158 |
112500.0 |
¥1.78M |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
14.73525 |
112500.0 |
¥1.66M |
|
| 2018-12-04 |
突破买入 |
买入 |
14.75 |
112400.0 |
¥1.66M |
首仓入场 |
| 2018-12-11 |
跌破离场 |
卖出 |
13.44654 |
112400.0 |
¥1.51M |
|
| 2019-01-16 |
突破买入 |
买入 |
14.674659999999998 |
103600.0 |
¥1.52M |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
15.72 |
103600.0 |
¥1.63M |
|
| 2019-06-21 |
突破买入 |
买入 |
16.95694 |
95600.0 |
¥1.62M |
首仓入场 |
| 2019-07-19 |
跌破离场 |
卖出 |
16.77321 |
95600.0 |
¥1.60M |
|
| 2019-11-04 |
突破买入 |
买入 |
17.30729 |
92500.0 |
¥1.60M |
首仓入场 |
| 2019-11-28 |
跌破离场 |
卖出 |
17.34264 |
92500.0 |
¥1.60M |
|
| 2019-12-16 |
突破买入 |
买入 |
18.43842 |
86900.0 |
¥1.60M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
16.71 |
86900.0 |
¥1.45M |
|
| 2020-04-30 |
突破买入 |
买入 |
15.495479999999999 |
92700.0 |
¥1.44M |
首仓入场 |
| 2020-06-16 |
跌破离场 |
卖出 |
16.183799999999998 |
92700.0 |
¥1.50M |
|
| 2020-07-07 |
突破买入 |
买入 |
18.83882 |
80800.0 |
¥1.52M |
首仓入场 |
| 2020-07-17 |
跌破离场 |
卖出 |
17.05 |
80800.0 |
¥1.38M |
|
| 2020-08-05 |
突破买入 |
买入 |
20.560539999999996 |
66400.0 |
¥1.37M |
首仓入场 |
| 2020-09-02 |
跌破离场 |
卖出 |
22.11786 |
66400.0 |
¥1.47M |
|
| 2020-10-14 |
突破买入 |
买入 |
23.423399999999997 |
63100.0 |
¥1.48M |
首仓入场 |
| 2020-11-27 |
跌破离场 |
卖出 |
27.51 |
63100.0 |
¥1.74M |
|
| 2020-12-29 |
突破买入 |
买入 |
28.9 |
59800.0 |
¥1.73M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
32.62734 |
59800.0 |
¥1.95M |
|
| 2021-10-25 |
突破买入 |
买入 |
27.48 |
70500.0 |
¥1.94M |
首仓入场 |
| 2021-11-11 |
跌破离场 |
卖出 |
25.234740000000002 |
70500.0 |
¥1.78M |
|
| 2022-04-15 |
突破买入 |
买入 |
24.654629999999997 |
72300.0 |
¥1.78M |
首仓入场 |
| 2022-06-09 |
跌破离场 |
卖出 |
24.09588 |
72300.0 |
¥1.74M |
|
| 2022-06-27 |
突破买入 |
买入 |
26.53651 |
65900.0 |
¥1.75M |
首仓入场 |
| 2022-07-15 |
跌破离场 |
卖出 |
25.11486 |
65900.0 |
¥1.65M |
|
| 2022-08-31 |
突破买入 |
买入 |
25.385359999999995 |
65400.0 |
¥1.66M |
首仓入场 |
| 2022-09-22 |
跌破离场 |
卖出 |
24.86511 |
65400.0 |
¥1.63M |
|
| 2022-12-12 |
突破买入 |
买入 |
25.025 |
63900.0 |
¥1.60M |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
24.20577 |
63900.0 |
¥1.55M |
|
| 2023-01-06 |
突破买入 |
买入 |
25.745719999999995 |
61200.0 |
¥1.58M |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
25.53 |
61200.0 |
¥1.56M |
|
| 2023-02-21 |
突破买入 |
买入 |
27.627599999999997 |
56600.0 |
¥1.56M |
首仓入场 |
| 2023-03-07 |
跌破离场 |
卖出 |
25.194779999999998 |
56600.0 |
¥1.43M |
|
| 2023-06-13 |
突破买入 |
买入 |
23.223199999999995 |
60900.0 |
¥1.41M |
首仓入场 |
| 2023-07-05 |
跌破离场 |
卖出 |
23.04693 |
60900.0 |
¥1.40M |
|
| 2023-08-01 |
突破买入 |
买入 |
24.73471 |
57000.0 |
¥1.41M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
23.2767 |
57000.0 |
¥1.33M |
|
| 2023-09-05 |
突破买入 |
买入 |
24.704679999999996 |
53500.0 |
¥1.32M |
首仓入场 |
| 2023-10-10 |
跌破离场 |
卖出 |
23.55642 |
53500.0 |
¥1.26M |
|
| 2024-01-30 |
突破买入 |
买入 |
22.522499999999997 |
55700.0 |
¥1.25M |
首仓入场 |
| 2024-03-19 |
跌破离场 |
卖出 |
23.576400000000003 |
55700.0 |
¥1.31M |
|
| 2024-04-02 |
突破买入 |
买入 |
25.575549999999996 |
51500.0 |
¥1.32M |
首仓入场 |
| 2024-05-23 |
跌破离场 |
卖出 |
29.89008 |
51500.0 |
¥1.54M |
|
| 2024-09-19 |
突破买入 |
买入 |
26.176149999999996 |
59000.0 |
¥1.54M |
首仓入场 |
| 2024-10-31 |
跌破离场 |
卖出 |
29.97 |
59000.0 |
¥1.77M |
|
| 2025-03-18 |
突破买入 |
买入 |
27.527499999999996 |
64000.0 |
¥1.76M |
首仓入场 |
| 2025-04-07 |
跌破离场 |
卖出 |
24.45552 |
64000.0 |
¥1.56M |
|
| 2025-07-03 |
突破买入 |
买入 |
25.615589999999997 |
61200.0 |
¥1.57M |
首仓入场 |
| 2025-07-30 |
跌破离场 |
卖出 |
25.40457 |
61200.0 |
¥1.55M |
|
| 2025-08-26 |
突破买入 |
买入 |
26.226199999999995 |
59300.0 |
¥1.56M |
首仓入场 |
| 2025-09-23 |
跌破离场 |
卖出 |
25.66431 |
59300.0 |
¥1.52M |
|
| 2025-11-03 |
突破买入 |
买入 |
26.906879999999997 |
56600.0 |
¥1.52M |
首仓入场 |
| 2025-12-10 |
跌破离场 |
卖出 |
26.68329 |
56600.0 |
¥1.51M |
|
| 2026-07-16 |
突破买入 |
买入 |
20.94092 |
71600.0 |
¥1.50M |
首仓入场 |
| 2026-08-13 |
跌破离场 |
卖出 |
21.69828 |
71600.0 |
¥1.55M |
|
| 2026-11-04 |
突破买入 |
买入 |
21.331309999999995 |
73000.0 |
¥1.56M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
21.23 |
73000 |
¥1.55M |
回测结束强平 |