600760 中航沈飞 — 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: ¥30.8万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -69.22%）
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 |
2015-03-18 |
2015-07-03 |
12.766578825 |
16.99 |
¥32.7万 |
+33.04% |
跌破离场 |
| 2 |
2015-08-13 |
2015-08-25 |
21.938489573 |
15.49 |
¥-38.7万 |
-29.41% |
跌破离场 |
| 3 |
2015-10-09 |
2015-11-30 |
15.750453719 |
16.02396 |
¥1.6万 |
+1.71% |
跌破离场 |
| 4 |
2016-03-22 |
2016-04-21 |
12.396097713999998 |
10.73925 |
¥-12.4万 |
-13.39% |
跌破离场 |
| 5 |
2016-07-12 |
2016-08-02 |
9.342131798999999 |
8.73126 |
¥-5.4万 |
-6.57% |
跌破离场 |
| 6 |
2017-02-17 |
2017-02-24 |
30.810010230999993 |
26.823150000000002 |
¥-10.1万 |
-12.97% |
跌破离场 |
| 7 |
2017-03-08 |
2017-03-31 |
33.0429099 |
33.03693 |
¥-326 |
-0.05% |
跌破离场 |
| 8 |
2017-06-08 |
2017-07-12 |
30.099087017999995 |
31.7682 |
¥3.7万 |
+5.51% |
跌破离场 |
| 9 |
2017-08-09 |
2017-08-30 |
34.54486034999999 |
31.61 |
¥-5.9万 |
-8.52% |
跌破离场 |
| 10 |
2017-12-18 |
2018-01-16 |
34.43471731699999 |
31.518449999999998 |
¥-5.5万 |
-8.50% |
跌破离场 |
| 11 |
2018-03-07 |
2018-05-15 |
31.470868428999992 |
34.965 |
¥6.6万 |
+11.07% |
跌破离场 |
| 12 |
2018-07-04 |
2018-08-03 |
38.831646000000006 |
35.15481 |
¥-6.2万 |
-9.50% |
跌破离场 |
| 13 |
2018-09-04 |
2018-10-10 |
37.598826265 |
35.034929999999996 |
¥-4.1万 |
-6.85% |
跌破离场 |
| 14 |
2019-02-14 |
2019-03-11 |
32.221843654 |
31.967999999999996 |
¥-4,584 |
-0.82% |
跌破离场 |
| 15 |
2019-07-04 |
2019-08-07 |
29.738618909999996 |
28.971 |
¥-1.4万 |
-2.61% |
跌破离场 |
| 16 |
2019-09-03 |
2019-09-23 |
35.666316685999995 |
33.43653 |
¥-3.4万 |
-6.28% |
跌破离场 |
| 17 |
2019-12-06 |
2020-01-16 |
30.339399089999997 |
30.84912 |
¥8,358 |
+1.65% |
跌破离场 |
| 18 |
2020-03-12 |
2020-05-25 |
30.339399089999997 |
32.887080000000005 |
¥4.2万 |
+8.36% |
跌破离场 |
| 19 |
2020-07-13 |
2020-08-21 |
55.07151649999999 |
60.82911000000001 |
¥5.6万 |
+10.42% |
跌破离场 |
| 20 |
2020-10-13 |
2020-10-26 |
61.0793183 |
55.91403 |
¥-5.1万 |
-8.48% |
跌破离场 |
| 21 |
2020-11-30 |
2021-01-29 |
59.87775793999998 |
78.8211 |
¥17.8万 |
+31.60% |
跌破离场 |
| 22 |
2021-05-12 |
2021-06-25 |
66.28607985999999 |
57.5424 |
¥-9.5万 |
-13.22% |
跌破离场 |
| 23 |
2021-07-23 |
2021-09-22 |
69.97086496399999 |
68.64129 |
¥-1.2万 |
-1.93% |
跌破离场 |
| 24 |
2022-03-02 |
2022-03-09 |
58.17554743 |
51.19875 |
¥-7.6万 |
-12.02% |
跌破离场 |
| 25 |
2022-06-02 |
2022-06-23 |
56.87385703999999 |
55.114830000000005 |
¥-1.7万 |
-3.12% |
跌破离场 |
| 26 |
2022-07-04 |
2022-07-14 |
62.050579591 |
58.67127 |
¥-3.0万 |
-5.47% |
跌破离场 |
| 27 |
2022-08-04 |
2022-08-25 |
64.69401238299999 |
61.32861 |
¥-2.7万 |
-5.23% |
跌破离场 |
| 28 |
2022-09-14 |
2022-10-10 |
67.32743217199999 |
60.939 |
¥-4.5万 |
-9.52% |
跌破离场 |
| 29 |
2022-10-25 |
2022-11-11 |
71.89336153999999 |
66.4335 |
¥-3.3万 |
-7.62% |
跌破离场 |
| 30 |
2023-01-31 |
2023-02-13 |
60.859032234 |
58.20174 |
¥-1.8万 |
-4.39% |
跌破离场 |
| 31 |
2023-05-10 |
2023-06-06 |
59.157742 |
57.3426 |
¥-1.2万 |
-3.10% |
跌破离场 |
| 32 |
2023-11-14 |
2023-12-01 |
43.35630298999999 |
42.01794 |
¥-1.2万 |
-3.12% |
跌破离场 |
| 33 |
2023-12-26 |
2024-01-09 |
43.406368005 |
38.541419999999995 |
¥-4.0万 |
-11.23% |
跌破离场 |
| 34 |
2024-02-26 |
2024-03-25 |
38.439918516999995 |
37.262699999999995 |
¥-9,983 |
-3.09% |
跌破离场 |
| 35 |
2024-05-08 |
2024-05-27 |
39.721582901 |
38.411550000000005 |
¥-1.0万 |
-3.33% |
跌破离场 |
| 36 |
2024-06-06 |
2024-06-21 |
41.75422251 |
40.219739999999994 |
¥-1.1万 |
-3.70% |
跌破离场 |
| 37 |
2024-07-19 |
2024-08-09 |
41.854352539999994 |
40.619339999999994 |
¥-8,606 |
-2.98% |
跌破离场 |
| 38 |
2024-10-09 |
2024-11-26 |
50.905267 |
47.52243 |
¥-1.9万 |
-6.67% |
跌破离场 |
| 39 |
2025-05-08 |
2025-08-04 |
46.210008845000004 |
61.99 |
¥9.0万 |
+34.11% |
跌破离场 |
| 40 |
2025-10-09 |
2025-10-23 |
71.0923213 |
63.00693 |
¥-4.0万 |
-11.40% |
跌破离场 |
| 41 |
2026-01-06 |
2026-01-27 |
58.17554743 |
56.853089999999995 |
¥-7,233 |
-2.30% |
跌破离场 |
| 42 |
2026-08-11 |
2026-09-15 |
44.607928364999985 |
45.43452 |
¥5,528 |
+1.82% |
跌破离场 |
| 43 |
2026-10-27 |
2026-11-13 |
48.54303854399999 |
47.42 |
¥-7,278 |
-2.34% |
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 |
|---|
| 2015-03-18 |
突破买入 |
买入 |
12.762749999999999 |
77500.0 |
¥98.9万 |
首仓入场 |
| 2015-07-03 |
跌破离场 |
卖出 |
16.99 |
77500.0 |
¥1.32M |
|
| 2015-08-13 |
突破买入 |
买入 |
21.93191 |
60000.0 |
¥1.32M |
首仓入场 |
| 2015-08-25 |
跌破离场 |
卖出 |
15.49 |
60000.0 |
¥92.9万 |
|
| 2015-10-09 |
突破买入 |
买入 |
15.745729999999998 |
58300.0 |
¥91.8万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
16.02396 |
58300.0 |
¥93.4万 |
|
| 2016-03-22 |
突破买入 |
买入 |
12.39238 |
74500.0 |
¥92.4万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
10.73925 |
74500.0 |
¥80.0万 |
|
| 2016-07-12 |
突破买入 |
买入 |
9.339329999999999 |
87400.0 |
¥81.7万 |
首仓入场 |
| 2016-08-02 |
跌破离场 |
卖出 |
8.73126 |
87400.0 |
¥76.3万 |
|
| 2017-02-17 |
突破买入 |
买入 |
30.800769999999993 |
25200.0 |
¥77.6万 |
首仓入场 |
| 2017-02-24 |
跌破离场 |
卖出 |
26.823150000000002 |
25200.0 |
¥67.6万 |
|
| 2017-03-08 |
突破买入 |
买入 |
33.032999999999994 |
20500.0 |
¥67.7万 |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
33.03693 |
20500.0 |
¥67.7万 |
|
| 2017-06-08 |
突破买入 |
买入 |
30.090059999999994 |
22000.0 |
¥66.2万 |
首仓入场 |
| 2017-07-12 |
跌破离场 |
卖出 |
31.7682 |
22000.0 |
¥69.9万 |
|
| 2017-08-09 |
突破买入 |
买入 |
34.534499999999994 |
20100.0 |
¥69.4万 |
首仓入场 |
| 2017-08-30 |
跌破离场 |
卖出 |
31.61 |
20100.0 |
¥63.5万 |
|
| 2017-12-18 |
突破买入 |
买入 |
34.424389999999995 |
18800.0 |
¥64.7万 |
首仓入场 |
| 2018-01-16 |
跌破离场 |
卖出 |
31.518449999999998 |
18800.0 |
¥59.2万 |
|
| 2018-03-07 |
突破买入 |
买入 |
31.461429999999993 |
18900.0 |
¥59.5万 |
首仓入场 |
| 2018-05-15 |
跌破离场 |
卖出 |
34.965 |
18900.0 |
¥66.1万 |
|
| 2018-07-04 |
突破买入 |
买入 |
38.82 |
16900.0 |
¥65.6万 |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
35.15481 |
16900.0 |
¥59.4万 |
|
| 2018-09-04 |
突破买入 |
买入 |
37.58754999999999 |
15900.0 |
¥59.8万 |
首仓入场 |
| 2018-10-10 |
跌破离场 |
卖出 |
35.034929999999996 |
15900.0 |
¥55.7万 |
|
| 2019-02-14 |
突破买入 |
买入 |
32.21218 |
17400.0 |
¥56.1万 |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
31.967999999999996 |
17400.0 |
¥55.6万 |
|
| 2019-07-04 |
突破买入 |
买入 |
29.729699999999998 |
18600.0 |
¥55.3万 |
首仓入场 |
| 2019-08-07 |
跌破离场 |
卖出 |
28.971 |
18600.0 |
¥53.9万 |
|
| 2019-09-03 |
突破买入 |
买入 |
35.65561999999999 |
15200.0 |
¥54.2万 |
首仓入场 |
| 2019-09-23 |
跌破离场 |
卖出 |
33.43653 |
15200.0 |
¥50.8万 |
|
| 2019-12-06 |
突破买入 |
买入 |
30.330299999999998 |
16700.0 |
¥50.7万 |
首仓入场 |
| 2020-01-16 |
跌破离场 |
卖出 |
30.84912 |
16700.0 |
¥51.5万 |
|
| 2020-03-12 |
突破买入 |
买入 |
30.330299999999998 |
16600.0 |
¥50.4万 |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
32.887080000000005 |
16600.0 |
¥54.6万 |
|
| 2020-07-13 |
突破买入 |
买入 |
55.054999999999986 |
9800.0 |
¥54.0万 |
首仓入场 |
| 2020-08-21 |
跌破离场 |
卖出 |
60.82911000000001 |
9800.0 |
¥59.6万 |
|
| 2020-10-13 |
突破买入 |
买入 |
61.06099999999999 |
9900.0 |
¥60.5万 |
首仓入场 |
| 2020-10-26 |
跌破离场 |
卖出 |
55.91403 |
9900.0 |
¥55.3万 |
|
| 2020-11-30 |
突破买入 |
买入 |
59.859799999999986 |
9400.0 |
¥56.3万 |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
78.8211 |
9400.0 |
¥74.1万 |
|
| 2021-05-12 |
突破买入 |
买入 |
66.2662 |
10900.0 |
¥72.3万 |
首仓入场 |
| 2021-06-25 |
跌破离场 |
卖出 |
57.5424 |
10900.0 |
¥62.7万 |
|
| 2021-07-23 |
突破买入 |
买入 |
69.94988 |
9200.0 |
¥64.4万 |
首仓入场 |
| 2021-09-22 |
跌破离场 |
卖出 |
68.64129 |
9200.0 |
¥63.1万 |
|
| 2022-03-02 |
突破买入 |
买入 |
58.1581 |
10800.0 |
¥62.8万 |
首仓入场 |
| 2022-03-09 |
跌破离场 |
卖出 |
51.19875 |
10800.0 |
¥55.3万 |
|
| 2022-06-02 |
突破买入 |
买入 |
56.85679999999999 |
9700.0 |
¥55.2万 |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
55.114830000000005 |
9700.0 |
¥53.4万 |
|
| 2022-07-04 |
突破买入 |
买入 |
62.031969999999994 |
8700.0 |
¥54.0万 |
首仓入场 |
| 2022-07-14 |
跌破离场 |
卖出 |
58.67127 |
8700.0 |
¥51.0万 |
|
| 2022-08-04 |
突破买入 |
买入 |
64.67460999999999 |
7900.0 |
¥51.1万 |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
61.32861 |
7900.0 |
¥48.4万 |
|
| 2022-09-14 |
突破买入 |
买入 |
67.30724 |
7100.0 |
¥47.8万 |
首仓入场 |
| 2022-10-10 |
跌破离场 |
卖出 |
60.939 |
7100.0 |
¥43.3万 |
|
| 2022-10-25 |
突破买入 |
买入 |
71.8718 |
6000.0 |
¥43.1万 |
首仓入场 |
| 2022-11-11 |
跌破离场 |
卖出 |
66.4335 |
6000.0 |
¥39.8万 |
|
| 2023-01-31 |
突破买入 |
买入 |
60.840779999999995 |
6600.0 |
¥40.2万 |
首仓入场 |
| 2023-02-13 |
跌破离场 |
卖出 |
58.20174 |
6600.0 |
¥38.4万 |
|
| 2023-05-10 |
突破买入 |
买入 |
59.14 |
6500.0 |
¥38.5万 |
首仓入场 |
| 2023-06-06 |
跌破离场 |
卖出 |
57.3426 |
6500.0 |
¥37.3万 |
|
| 2023-11-14 |
突破买入 |
买入 |
43.34329999999999 |
8600.0 |
¥37.3万 |
首仓入场 |
| 2023-12-01 |
跌破离场 |
卖出 |
42.01794 |
8600.0 |
¥36.1万 |
|
| 2023-12-26 |
突破买入 |
买入 |
43.39335 |
8300.0 |
¥36.0万 |
首仓入场 |
| 2024-01-09 |
跌破离场 |
卖出 |
38.541419999999995 |
8300.0 |
¥32.0万 |
|
| 2024-02-26 |
突破买入 |
买入 |
38.42838999999999 |
8400.0 |
¥32.3万 |
首仓入场 |
| 2024-03-25 |
跌破离场 |
卖出 |
37.262699999999995 |
8400.0 |
¥31.3万 |
|
| 2024-05-08 |
突破买入 |
买入 |
39.709669999999996 |
7800.0 |
¥31.0万 |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
38.411550000000005 |
7800.0 |
¥30.0万 |
|
| 2024-06-06 |
突破买入 |
买入 |
41.7417 |
7200.0 |
¥30.1万 |
首仓入场 |
| 2024-06-21 |
跌破离场 |
卖出 |
40.219739999999994 |
7200.0 |
¥28.9万 |
|
| 2024-07-19 |
突破买入 |
买入 |
41.84179999999999 |
6900.0 |
¥28.9万 |
首仓入场 |
| 2024-08-09 |
跌破离场 |
卖出 |
40.619339999999994 |
6900.0 |
¥28.0万 |
|
| 2024-10-09 |
突破买入 |
买入 |
50.89 |
5500.0 |
¥28.0万 |
首仓入场 |
| 2024-11-26 |
跌破离场 |
卖出 |
47.52243 |
5500.0 |
¥26.1万 |
|
| 2025-05-08 |
突破买入 |
买入 |
46.196149999999996 |
5700.0 |
¥26.3万 |
首仓入场 |
| 2025-08-04 |
跌破离场 |
卖出 |
61.99 |
5700.0 |
¥35.3万 |
|
| 2025-10-09 |
突破买入 |
买入 |
71.071 |
4900.0 |
¥34.8万 |
首仓入场 |
| 2025-10-23 |
跌破离场 |
卖出 |
63.00693 |
4900.0 |
¥30.9万 |
|
| 2026-01-06 |
突破买入 |
买入 |
58.1581 |
5400.0 |
¥31.4万 |
首仓入场 |
| 2026-01-27 |
跌破离场 |
卖出 |
56.853089999999995 |
5400.0 |
¥30.7万 |
|
| 2026-08-11 |
突破买入 |
买入 |
44.59454999999999 |
6800.0 |
¥30.3万 |
首仓入场 |
| 2026-09-15 |
跌破离场 |
卖出 |
45.43452 |
6800.0 |
¥30.9万 |
|
| 2026-10-27 |
突破买入 |
买入 |
48.52847999999999 |
6400.0 |
¥31.1万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
47.42 |
6400 |
¥30.3万 |
回测结束强平 |