600809 山西汾酒 — 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: ¥2.38M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +137.78%）
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 41 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 |
2015-05-06 |
21.157475338999998 |
22.4775 |
¥6.2万 |
+6.21% |
跌破离场 |
| 2 |
2015-06-09 |
2015-06-23 |
26.367908 |
24.2757 |
¥-8.4万 |
-7.96% |
跌破离场 |
| 3 |
2015-10-19 |
2015-11-30 |
16.581532967999998 |
16.86312 |
¥1.6万 |
+1.67% |
跌破离场 |
| 4 |
2015-12-22 |
2016-01-12 |
19.134848733 |
16.333650000000002 |
¥-14.4万 |
-14.66% |
跌破离场 |
| 5 |
2016-03-29 |
2016-04-19 |
17.803119333999998 |
17.112869999999997 |
¥-3.3万 |
-3.91% |
跌破离场 |
| 6 |
2016-07-05 |
2016-07-25 |
23.160075939 |
22.62735 |
¥-1.9万 |
-2.33% |
跌破离场 |
| 7 |
2016-10-19 |
2016-11-22 |
21.327696389999996 |
22.177799999999998 |
¥3.1万 |
+3.95% |
跌破离场 |
| 8 |
2016-12-15 |
2017-03-28 |
24.742130412999998 |
30.21975 |
¥18.1万 |
+22.10% |
跌破离场 |
| 9 |
2017-04-21 |
2017-07-13 |
32.902727858 |
33.02694 |
¥3,498 |
+0.35% |
跌破离场 |
| 10 |
2017-07-28 |
2017-08-23 |
38.289723472 |
42.7 |
¥11.6万 |
+11.48% |
跌破离场 |
| 11 |
2017-09-04 |
2017-11-20 |
48.212609445 |
56.0439 |
¥18.1万 |
+16.21% |
跌破离场 |
| 12 |
2017-12-19 |
2018-02-07 |
58.47593751999999 |
53.92601999999999 |
¥-10.2万 |
-7.81% |
跌破离场 |
| 13 |
2018-05-11 |
2018-05-25 |
61.78022850999999 |
58.471470000000004 |
¥-6.5万 |
-5.38% |
跌破离场 |
| 14 |
2018-06-01 |
2018-06-20 |
63.98308916999999 |
59.73 |
¥-7.5万 |
-6.68% |
跌破离场 |
| 15 |
2018-12-04 |
2018-12-24 |
37.889203352 |
36.34362 |
¥-4.3万 |
-4.11% |
跌破离场 |
| 16 |
2019-01-30 |
2019-04-15 |
39.55136185 |
57.822120000000005 |
¥46.5万 |
+46.15% |
跌破离场 |
| 17 |
2019-05-17 |
2019-06-05 |
61.18946133299999 |
54.205740000000006 |
¥-17.0万 |
-11.44% |
跌破离场 |
| 18 |
2019-06-21 |
2019-08-05 |
61.980488569999984 |
65.44449 |
¥7.3万 |
+5.56% |
跌破离场 |
| 19 |
2019-08-21 |
2019-09-12 |
70.381108 |
72.39 |
¥3.9万 |
+2.82% |
跌破离场 |
| 20 |
2019-09-25 |
2019-12-02 |
79.80363391 |
89.79012 |
¥17.8万 |
+12.48% |
跌破离场 |
| 21 |
2020-01-13 |
2020-02-04 |
94.302462254 |
75.5 |
¥-32.0万 |
-19.96% |
跌破离场 |
| 22 |
2020-03-06 |
2020-03-20 |
98.92846963999996 |
81.45 |
¥-22.4万 |
-17.69% |
跌破离场 |
| 23 |
2020-04-23 |
2020-08-13 |
100.00987396399998 |
161.84798999999998 |
¥65.5万 |
+61.78% |
跌破离场 |
| 24 |
2020-08-26 |
2020-12-01 |
188.14432637 |
241.74801000000002 |
¥48.7万 |
+28.45% |
跌破离场 |
| 25 |
2020-12-14 |
2021-02-24 |
290.27695696999996 |
369.63 |
¥59.4万 |
+27.30% |
跌破离场 |
| 26 |
2021-03-30 |
2021-06-24 |
342.855235723 |
429.57 |
¥70.1万 |
+25.25% |
跌破离场 |
| 27 |
2021-09-22 |
2021-10-29 |
314.4082942 |
310.13955 |
¥-4.8万 |
-1.39% |
跌破离场 |
| 28 |
2021-12-09 |
2021-12-23 |
332.2714915519999 |
302.697 |
¥-30.9万 |
-8.93% |
跌破离场 |
| 29 |
2022-06-07 |
2022-07-13 |
275.90829766499996 |
289.62009 |
¥15.4万 |
+4.94% |
跌破离场 |
| 30 |
2022-09-28 |
2022-10-11 |
307.3991921 |
283.716 |
¥-25.2万 |
-7.73% |
跌破离场 |
| 31 |
2022-12-12 |
2023-02-27 |
282.3666846 |
280.0 |
¥-2.6万 |
-0.87% |
跌破离场 |
| 32 |
2023-07-26 |
2023-08-14 |
225.272541494 |
221.778 |
¥-4.7万 |
-1.58% |
跌破离场 |
| 33 |
2023-09-05 |
2023-09-22 |
260.83872814999995 |
241.25850000000003 |
¥-22.0万 |
-7.53% |
跌破离场 |
| 34 |
2024-02-07 |
2024-04-15 |
221.27735329699996 |
239.84991 |
¥22.9万 |
+8.36% |
跌破离场 |
| 35 |
2024-05-07 |
2024-05-27 |
268.3484803999999 |
251.62812 |
¥-18.5万 |
-6.26% |
跌破离场 |
| 36 |
2024-10-09 |
2024-11-25 |
225.0675 |
201.17862 |
¥-28.7万 |
-10.64% |
跌破离场 |
| 37 |
2025-02-14 |
2025-04-28 |
190.227030994 |
210.96882000000002 |
¥26.9万 |
+10.87% |
跌破离场 |
| 38 |
2025-07-23 |
2025-09-23 |
189.99673192499995 |
194.805 |
¥6.9万 |
+2.50% |
跌破离场 |
| 39 |
2026-07-30 |
2026-08-24 |
128.36669845999998 |
116.44344 |
¥-26.4万 |
-9.32% |
跌破离场 |
| 40 |
2026-10-20 |
2026-10-22 |
118.66409855299997 |
110.59929 |
¥-17.5万 |
-6.82% |
跌破离场 |
| 41 |
2026-11-03 |
2026-11-13 |
131.12027428499997 |
129.25 |
¥-3.5万 |
-1.46% |
强平 |
逐笔成交记录（共 82 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 |
21.15113 |
47100.0 |
¥99.7万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
22.4775 |
47100.0 |
¥1.06M |
|
| 2015-06-09 |
突破买入 |
买入 |
26.36 |
40200.0 |
¥1.06M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
24.2757 |
40200.0 |
¥97.6万 |
|
| 2015-10-19 |
突破买入 |
买入 |
16.576559999999997 |
58800.0 |
¥97.5万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
16.86312 |
58800.0 |
¥99.1万 |
|
| 2015-12-22 |
突破买入 |
买入 |
19.129109999999997 |
51400.0 |
¥98.4万 |
首仓入场 |
| 2016-01-12 |
跌破离场 |
卖出 |
16.333650000000002 |
51400.0 |
¥83.9万 |
|
| 2016-03-29 |
突破买入 |
买入 |
17.79778 |
47100.0 |
¥83.9万 |
首仓入场 |
| 2016-04-19 |
跌破离场 |
卖出 |
17.112869999999997 |
47100.0 |
¥80.6万 |
|
| 2016-07-05 |
突破买入 |
买入 |
23.153129999999997 |
34700.0 |
¥80.4万 |
首仓入场 |
| 2016-07-25 |
跌破离场 |
卖出 |
22.62735 |
34700.0 |
¥78.5万 |
|
| 2016-10-19 |
突破买入 |
买入 |
21.321299999999997 |
37100.0 |
¥79.1万 |
首仓入场 |
| 2016-11-22 |
跌破离场 |
卖出 |
22.177799999999998 |
37100.0 |
¥82.3万 |
|
| 2016-12-15 |
突破买入 |
买入 |
24.73471 |
33100.0 |
¥81.9万 |
首仓入场 |
| 2017-03-28 |
跌破离场 |
卖出 |
30.21975 |
33100.0 |
¥100.0万 |
|
| 2017-04-21 |
突破买入 |
买入 |
32.89286 |
30600.0 |
¥1.01M |
首仓入场 |
| 2017-07-13 |
跌破离场 |
卖出 |
33.02694 |
30600.0 |
¥1.01M |
|
| 2017-07-28 |
突破买入 |
买入 |
38.27824 |
26400.0 |
¥1.01M |
首仓入场 |
| 2017-08-23 |
跌破离场 |
卖出 |
42.7 |
26400.0 |
¥1.13M |
|
| 2017-09-04 |
突破买入 |
买入 |
48.19814999999999 |
23200.0 |
¥1.12M |
首仓入场 |
| 2017-11-20 |
跌破离场 |
卖出 |
56.0439 |
23200.0 |
¥1.30M |
|
| 2017-12-19 |
突破买入 |
买入 |
58.45839999999998 |
22400.0 |
¥1.31M |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
53.92601999999999 |
22400.0 |
¥1.21M |
|
| 2018-05-11 |
突破买入 |
买入 |
61.7617 |
19500.0 |
¥1.20M |
首仓入场 |
| 2018-05-25 |
跌破离场 |
卖出 |
58.471470000000004 |
19500.0 |
¥1.14M |
|
| 2018-06-01 |
突破买入 |
买入 |
63.963899999999995 |
17600.0 |
¥1.13M |
首仓入场 |
| 2018-06-20 |
跌破离场 |
卖出 |
59.73 |
17600.0 |
¥1.05M |
|
| 2018-12-04 |
突破买入 |
买入 |
37.87784 |
27900.0 |
¥1.06M |
首仓入场 |
| 2018-12-24 |
跌破离场 |
卖出 |
36.34362 |
27900.0 |
¥1.01M |
|
| 2019-01-30 |
突破买入 |
买入 |
39.5395 |
25500.0 |
¥1.01M |
首仓入场 |
| 2019-04-15 |
跌破离场 |
卖出 |
57.822120000000005 |
25500.0 |
¥1.47M |
|
| 2019-05-17 |
突破买入 |
买入 |
61.17110999999999 |
24300.0 |
¥1.49M |
首仓入场 |
| 2019-06-05 |
跌破离场 |
卖出 |
54.205740000000006 |
24300.0 |
¥1.32M |
|
| 2019-06-21 |
突破买入 |
买入 |
61.96189999999999 |
21100.0 |
¥1.31M |
首仓入场 |
| 2019-08-05 |
跌破离场 |
卖出 |
65.44449 |
21100.0 |
¥1.38M |
|
| 2019-08-21 |
突破买入 |
买入 |
70.36 |
19500.0 |
¥1.37M |
首仓入场 |
| 2019-09-12 |
跌破离场 |
卖出 |
72.39 |
19500.0 |
¥1.41M |
|
| 2019-09-25 |
突破买入 |
买入 |
79.77969999999999 |
17900.0 |
¥1.43M |
首仓入场 |
| 2019-12-02 |
跌破离场 |
卖出 |
89.79012 |
17900.0 |
¥1.61M |
|
| 2020-01-13 |
突破买入 |
买入 |
94.27418 |
17000.0 |
¥1.60M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
75.5 |
17000.0 |
¥1.28M |
|
| 2020-03-06 |
突破买入 |
买入 |
98.89879999999998 |
12800.0 |
¥1.27M |
首仓入场 |
| 2020-03-20 |
跌破离场 |
卖出 |
81.45 |
12800.0 |
¥1.04M |
|
| 2020-04-23 |
突破买入 |
买入 |
99.97988 |
10600.0 |
¥1.06M |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
161.84798999999998 |
10600.0 |
¥1.72M |
|
| 2020-08-26 |
突破买入 |
买入 |
188.0879 |
9100.0 |
¥1.71M |
首仓入场 |
| 2020-12-01 |
跌破离场 |
卖出 |
241.74801000000002 |
9100.0 |
¥2.20M |
|
| 2020-12-14 |
突破买入 |
买入 |
290.18989999999997 |
7500.0 |
¥2.18M |
首仓入场 |
| 2021-02-24 |
跌破离场 |
卖出 |
369.63 |
7500.0 |
¥2.77M |
|
| 2021-03-30 |
突破买入 |
买入 |
342.75241 |
8100.0 |
¥2.78M |
首仓入场 |
| 2021-06-24 |
跌破离场 |
卖出 |
429.57 |
8100.0 |
¥3.48M |
|
| 2021-09-22 |
突破买入 |
买入 |
314.31399999999996 |
11000.0 |
¥3.46M |
首仓入场 |
| 2021-10-29 |
跌破离场 |
卖出 |
310.13955 |
11000.0 |
¥3.41M |
|
| 2021-12-09 |
突破买入 |
买入 |
332.1718399999999 |
10400.0 |
¥3.46M |
首仓入场 |
| 2021-12-23 |
跌破离场 |
卖出 |
302.697 |
10400.0 |
¥3.15M |
|
| 2022-06-07 |
突破买入 |
买入 |
275.82554999999996 |
11300.0 |
¥3.12M |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
289.62009 |
11300.0 |
¥3.27M |
|
| 2022-09-28 |
突破买入 |
买入 |
307.30699999999996 |
10600.0 |
¥3.26M |
首仓入场 |
| 2022-10-11 |
跌破离场 |
卖出 |
283.716 |
10600.0 |
¥3.01M |
|
| 2022-12-12 |
突破买入 |
买入 |
282.282 |
10600.0 |
¥2.99M |
首仓入场 |
| 2023-02-27 |
跌破离场 |
卖出 |
280.0 |
10600.0 |
¥2.97M |
|
| 2023-07-26 |
突破买入 |
买入 |
225.20497999999998 |
13300.0 |
¥3.00M |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
221.778 |
13300.0 |
¥2.95M |
|
| 2023-09-05 |
突破买入 |
买入 |
260.7605 |
11200.0 |
¥2.92M |
首仓入场 |
| 2023-09-22 |
跌破离场 |
卖出 |
241.25850000000003 |
11200.0 |
¥2.70M |
|
| 2024-02-07 |
突破买入 |
买入 |
221.21098999999998 |
12400.0 |
¥2.74M |
首仓入场 |
| 2024-04-15 |
跌破离场 |
卖出 |
239.84991 |
12400.0 |
¥2.97M |
|
| 2024-05-07 |
突破买入 |
买入 |
268.268 |
11000.0 |
¥2.95M |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
251.62812 |
11000.0 |
¥2.77M |
|
| 2024-10-09 |
突破买入 |
买入 |
225.0 |
12000.0 |
¥2.70M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
201.17862 |
12000.0 |
¥2.41M |
|
| 2025-02-14 |
突破买入 |
买入 |
190.16997999999998 |
13000.0 |
¥2.47M |
首仓入场 |
| 2025-04-28 |
跌破离场 |
卖出 |
210.96882000000002 |
13000.0 |
¥2.74M |
|
| 2025-07-23 |
突破买入 |
买入 |
189.93974999999998 |
14500.0 |
¥2.75M |
首仓入场 |
| 2025-09-23 |
跌破离场 |
卖出 |
194.805 |
14500.0 |
¥2.82M |
|
| 2026-07-30 |
突破买入 |
买入 |
128.32819999999998 |
22100.0 |
¥2.84M |
首仓入场 |
| 2026-08-24 |
跌破离场 |
卖出 |
116.44344 |
22100.0 |
¥2.57M |
|
| 2026-10-20 |
突破买入 |
买入 |
118.62850999999998 |
21600.0 |
¥2.56M |
首仓入场 |
| 2026-10-22 |
跌破离场 |
卖出 |
110.59929 |
21600.0 |
¥2.39M |
|
| 2026-11-03 |
突破买入 |
买入 |
131.08094999999997 |
18300.0 |
¥2.40M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
129.25 |
18300 |
¥2.36M |
回测结束强平 |