600845 宝信软件 — 海龟交易法则 回测明细
数据区间: 2015-01-12 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥45.6万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -54.35%）
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 |
2015-02-12 |
2015-04-16 |
43.75682310999999 |
53.4465 |
¥21.8万 |
+22.11% |
跌破离场 |
| 2 |
2015-05-12 |
2015-06-30 |
63.639086000000006 |
61.51842 |
¥-4.1万 |
-3.36% |
跌破离场 |
| 3 |
2015-10-13 |
2015-12-01 |
53.249149954 |
63.32661000000001 |
¥22.1万 |
+18.89% |
跌破离场 |
| 4 |
2016-03-25 |
2016-04-21 |
43.426394010999985 |
37.85211 |
¥-17.5万 |
-12.86% |
跌破离场 |
| 5 |
2016-07-04 |
2016-09-13 |
23.770869121999997 |
22.11786 |
¥-8.5万 |
-6.98% |
跌破离场 |
| 6 |
2017-02-15 |
2017-03-03 |
19.184913748 |
18.431549999999998 |
¥-4.4万 |
-3.96% |
跌破离场 |
| 7 |
2017-08-15 |
2017-11-28 |
16.671649994999996 |
16.96302 |
¥1.9万 |
+1.72% |
跌破离场 |
| 8 |
2017-12-20 |
2018-03-26 |
18.263717472 |
22.977 |
¥28.3万 |
+25.77% |
跌破离场 |
| 9 |
2018-04-17 |
2018-05-25 |
30.920153263999996 |
25.774199999999997 |
¥-23.1万 |
-16.67% |
跌破离场 |
| 10 |
2018-07-04 |
2018-08-03 |
26.524444946999996 |
24.16581 |
¥-10.2万 |
-8.92% |
跌破离场 |
| 11 |
2018-11-16 |
2018-11-27 |
23.510531044 |
21.1788 |
¥-10.5万 |
-9.94% |
跌破离场 |
| 12 |
2019-01-08 |
2019-05-07 |
22.979841884999995 |
31.01895 |
¥33.2万 |
+34.94% |
跌破离场 |
| 13 |
2019-06-12 |
2019-07-01 |
33.213130951 |
29.32065 |
¥-15.1万 |
-11.75% |
跌破离场 |
| 14 |
2019-07-31 |
2019-10-09 |
30.509620141 |
34.275690000000004 |
¥14.0万 |
+12.31% |
跌破离场 |
| 15 |
2019-10-11 |
2019-10-28 |
38.411519999999996 |
31.977990000000002 |
¥-21.3万 |
-16.77% |
跌破离场 |
| 16 |
2020-01-17 |
2020-03-02 |
37.498696235 |
46.153800000000004 |
¥24.5万 |
+23.04% |
跌破离场 |
| 17 |
2020-05-08 |
2020-06-16 |
53.259162956999994 |
53.11683 |
¥-3,862 |
-0.30% |
跌破离场 |
| 18 |
2020-06-24 |
2020-08-12 |
60.07801800000001 |
68.47146000000001 |
¥18.0万 |
+13.94% |
跌破离场 |
| 19 |
2020-10-14 |
2020-10-26 |
73.89596214 |
61.908030000000004 |
¥-23.5万 |
-16.25% |
跌破离场 |
| 20 |
2021-01-05 |
2021-01-12 |
69.700513883 |
62.40753 |
¥-13.0万 |
-10.49% |
跌破离场 |
| 21 |
2021-04-09 |
2021-05-14 |
59.73757589799999 |
61.7382 |
¥3.7万 |
+3.32% |
跌破离场 |
| 22 |
2021-05-26 |
2021-06-10 |
66.746677998 |
48.38 |
¥-31.6万 |
-27.54% |
跌破离场 |
| 23 |
2021-07-14 |
2021-08-16 |
58.32574247499999 |
65.2347 |
¥9.8万 |
+11.81% |
跌破离场 |
| 24 |
2021-10-21 |
2021-11-22 |
73.39531198999998 |
70.43949 |
¥-3.8万 |
-4.06% |
跌破离场 |
| 25 |
2022-05-11 |
2022-05-25 |
50.325353078 |
47.12283 |
¥-5.7万 |
-6.39% |
跌破离场 |
| 26 |
2022-05-31 |
2022-07-08 |
52.06761559999999 |
53.606339999999996 |
¥2.5万 |
+2.92% |
跌破离场 |
| 27 |
2022-10-28 |
2022-11-28 |
41.053312299999995 |
39.750209999999996 |
¥-2.8万 |
-3.20% |
跌破离场 |
| 28 |
2023-01-03 |
2023-02-13 |
44.838227434 |
48.51144 |
¥6.8万 |
+8.16% |
跌破离场 |
| 29 |
2023-03-07 |
2023-04-24 |
52.62834376799999 |
55.79415 |
¥5.4万 |
+5.98% |
跌破离场 |
| 30 |
2023-12-11 |
2024-01-09 |
46.940958064 |
45.7542 |
¥-2.4万 |
-2.56% |
跌破离场 |
| 31 |
2024-03-01 |
2024-03-18 |
46.950971067 |
42.797160000000005 |
¥-8.3万 |
-8.87% |
跌破离场 |
| 32 |
2024-04-25 |
2024-05-16 |
39.971907976 |
39.29067 |
¥-1.5万 |
-1.73% |
跌破离场 |
| 33 |
2024-06-06 |
2024-06-13 |
41.56397545299999 |
33.87609 |
¥-15.6万 |
-18.52% |
跌破离场 |
| 34 |
2024-10-09 |
2024-10-31 |
33.81014 |
27.00297 |
¥-13.3万 |
-20.16% |
跌破离场 |
| 35 |
2024-12-27 |
2025-03-04 |
30.319373084 |
31.7 |
¥2.5万 |
+4.52% |
跌破离场 |
| 36 |
2025-07-17 |
2025-08-15 |
24.261506268999995 |
24.32565 |
¥1,336 |
+0.23% |
跌破离场 |
| 37 |
2026-01-13 |
2026-02-02 |
24.937478999999996 |
22.95702 |
¥-4.6万 |
-7.97% |
跌破离场 |
| 38 |
2026-07-09 |
2026-07-24 |
19.275030775 |
17.51247 |
¥-4.8万 |
-9.17% |
跌破离场 |
| 39 |
2026-09-21 |
2026-10-16 |
18.013392396999997 |
16.96302 |
¥-2.8万 |
-5.86% |
跌破离场 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-12 |
突破买入 |
买入 |
43.7437 |
22500.0 |
¥98.5万 |
首仓入场 |
| 2015-04-16 |
跌破离场 |
卖出 |
53.4465 |
22500.0 |
¥1.20M |
|
| 2015-05-12 |
突破买入 |
买入 |
63.62 |
19000.0 |
¥1.21M |
首仓入场 |
| 2015-06-30 |
跌破离场 |
卖出 |
61.51842 |
19000.0 |
¥1.17M |
|
| 2015-10-13 |
突破买入 |
买入 |
53.23318 |
22000.0 |
¥1.17M |
首仓入场 |
| 2015-12-01 |
跌破离场 |
卖出 |
63.32661000000001 |
22000.0 |
¥1.39M |
|
| 2016-03-25 |
突破买入 |
买入 |
43.413369999999986 |
31300.0 |
¥1.36M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
37.85211 |
31300.0 |
¥1.18M |
|
| 2016-07-04 |
突破买入 |
买入 |
23.763739999999995 |
51000.0 |
¥1.21M |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
22.11786 |
51000.0 |
¥1.13M |
|
| 2017-02-15 |
突破买入 |
买入 |
19.179159999999996 |
57800.0 |
¥1.11M |
首仓入场 |
| 2017-03-03 |
跌破离场 |
卖出 |
18.431549999999998 |
57800.0 |
¥1.07M |
|
| 2017-08-15 |
突破买入 |
买入 |
16.666649999999997 |
65500.0 |
¥1.09M |
首仓入场 |
| 2017-11-28 |
跌破离场 |
卖出 |
16.96302 |
65500.0 |
¥1.11M |
|
| 2017-12-20 |
突破买入 |
买入 |
18.258239999999997 |
60100.0 |
¥1.10M |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
22.977 |
60100.0 |
¥1.38M |
|
| 2018-04-17 |
突破买入 |
买入 |
30.91088 |
44800.0 |
¥1.39M |
首仓入场 |
| 2018-05-25 |
跌破离场 |
卖出 |
25.774199999999997 |
44800.0 |
¥1.15M |
|
| 2018-07-04 |
突破买入 |
买入 |
26.516489999999994 |
43300.0 |
¥1.15M |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
24.16581 |
43300.0 |
¥1.05M |
|
| 2018-11-16 |
突破买入 |
买入 |
23.503479999999996 |
45000.0 |
¥1.06M |
首仓入场 |
| 2018-11-27 |
跌破离场 |
卖出 |
21.1788 |
45000.0 |
¥95.3万 |
|
| 2019-01-08 |
突破买入 |
买入 |
22.972949999999997 |
41300.0 |
¥94.9万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
31.01895 |
41300.0 |
¥1.28M |
|
| 2019-06-12 |
突破买入 |
买入 |
33.20317 |
38600.0 |
¥1.28M |
首仓入场 |
| 2019-07-01 |
跌破离场 |
卖出 |
29.32065 |
38600.0 |
¥1.13M |
|
| 2019-07-31 |
突破买入 |
买入 |
30.50047 |
37200.0 |
¥1.13M |
首仓入场 |
| 2019-10-09 |
跌破离场 |
卖出 |
34.275690000000004 |
37200.0 |
¥1.27M |
|
| 2019-10-11 |
突破买入 |
买入 |
38.4 |
33100.0 |
¥1.27M |
首仓入场 |
| 2019-10-28 |
跌破离场 |
卖出 |
31.977990000000002 |
33100.0 |
¥1.06M |
|
| 2020-01-17 |
突破买入 |
买入 |
37.487449999999995 |
28300.0 |
¥1.06M |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
46.153800000000004 |
28300.0 |
¥1.31M |
|
| 2020-05-08 |
突破买入 |
买入 |
53.24319 |
24400.0 |
¥1.30M |
首仓入场 |
| 2020-06-16 |
跌破离场 |
卖出 |
53.11683 |
24400.0 |
¥1.30M |
|
| 2020-06-24 |
突破买入 |
买入 |
60.06 |
21500.0 |
¥1.29M |
首仓入场 |
| 2020-08-12 |
跌破离场 |
卖出 |
68.47146000000001 |
21500.0 |
¥1.47M |
|
| 2020-10-14 |
突破买入 |
买入 |
73.87379999999999 |
19600.0 |
¥1.45M |
首仓入场 |
| 2020-10-26 |
跌破离场 |
卖出 |
61.908030000000004 |
19600.0 |
¥1.21M |
|
| 2021-01-05 |
突破买入 |
买入 |
69.67961 |
17800.0 |
¥1.24M |
首仓入场 |
| 2021-01-12 |
跌破离场 |
卖出 |
62.40753 |
17800.0 |
¥1.11M |
|
| 2021-04-09 |
突破买入 |
买入 |
59.71965999999998 |
18600.0 |
¥1.11M |
首仓入场 |
| 2021-05-14 |
跌破离场 |
卖出 |
61.7382 |
18600.0 |
¥1.15M |
|
| 2021-05-26 |
突破买入 |
买入 |
66.72666 |
17200.0 |
¥1.15M |
首仓入场 |
| 2021-06-10 |
跌破离场 |
卖出 |
48.38 |
17200.0 |
¥83.2万 |
|
| 2021-07-14 |
突破买入 |
买入 |
58.308249999999994 |
14200.0 |
¥82.8万 |
首仓入场 |
| 2021-08-16 |
跌破离场 |
卖出 |
65.2347 |
14200.0 |
¥92.6万 |
|
| 2021-10-21 |
突破买入 |
买入 |
73.37329999999999 |
12700.0 |
¥93.2万 |
首仓入场 |
| 2021-11-22 |
跌破离场 |
卖出 |
70.43949 |
12700.0 |
¥89.4万 |
|
| 2022-05-11 |
突破买入 |
买入 |
50.31025999999999 |
17800.0 |
¥89.6万 |
首仓入场 |
| 2022-05-25 |
跌破离场 |
卖出 |
47.12283 |
17800.0 |
¥83.9万 |
|
| 2022-05-31 |
突破买入 |
买入 |
52.05199999999999 |
16100.0 |
¥83.8万 |
首仓入场 |
| 2022-07-08 |
跌破离场 |
卖出 |
53.606339999999996 |
16100.0 |
¥86.3万 |
|
| 2022-10-28 |
突破买入 |
买入 |
41.041 |
21000.0 |
¥86.2万 |
首仓入场 |
| 2022-11-28 |
跌破离场 |
卖出 |
39.750209999999996 |
21000.0 |
¥83.5万 |
|
| 2023-01-03 |
突破买入 |
买入 |
44.82478 |
18700.0 |
¥83.8万 |
首仓入场 |
| 2023-02-13 |
跌破离场 |
卖出 |
48.51144 |
18700.0 |
¥90.7万 |
|
| 2023-03-07 |
突破买入 |
买入 |
52.612559999999995 |
17200.0 |
¥90.5万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
55.79415 |
17200.0 |
¥95.9万 |
|
| 2023-12-11 |
突破买入 |
买入 |
46.92688 |
20400.0 |
¥95.8万 |
首仓入场 |
| 2024-01-09 |
跌破离场 |
卖出 |
45.7542 |
20400.0 |
¥93.3万 |
|
| 2024-03-01 |
突破买入 |
买入 |
46.93689 |
20000.0 |
¥93.9万 |
首仓入场 |
| 2024-03-18 |
跌破离场 |
卖出 |
42.797160000000005 |
20000.0 |
¥85.6万 |
|
| 2024-04-25 |
突破买入 |
买入 |
39.95992 |
21200.0 |
¥84.7万 |
首仓入场 |
| 2024-05-16 |
跌破离场 |
卖出 |
39.29067 |
21200.0 |
¥83.3万 |
|
| 2024-06-06 |
突破买入 |
买入 |
41.55150999999999 |
20200.0 |
¥84.0万 |
首仓入场 |
| 2024-06-13 |
跌破离场 |
卖出 |
33.87609 |
20200.0 |
¥68.4万 |
|
| 2024-10-09 |
突破买入 |
买入 |
33.8 |
19500.0 |
¥65.9万 |
首仓入场 |
| 2024-10-31 |
跌破离场 |
卖出 |
27.00297 |
19500.0 |
¥52.6万 |
|
| 2024-12-27 |
突破买入 |
买入 |
30.31028 |
18100.0 |
¥54.9万 |
首仓入场 |
| 2025-03-04 |
跌破离场 |
卖出 |
31.7 |
18100.0 |
¥57.4万 |
|
| 2025-07-17 |
突破买入 |
买入 |
24.254229999999996 |
23500.0 |
¥57.0万 |
首仓入场 |
| 2025-08-15 |
跌破离场 |
卖出 |
24.32565 |
23500.0 |
¥57.1万 |
|
| 2026-01-13 |
突破买入 |
买入 |
24.93 |
23100.0 |
¥57.6万 |
首仓入场 |
| 2026-02-02 |
跌破离场 |
卖出 |
22.95702 |
23100.0 |
¥53.0万 |
|
| 2026-07-09 |
突破买入 |
买入 |
19.26925 |
27300.0 |
¥52.6万 |
首仓入场 |
| 2026-07-24 |
跌破离场 |
卖出 |
17.51247 |
27300.0 |
¥47.8万 |
|
| 2026-09-21 |
突破买入 |
买入 |
18.007989999999996 |
26800.0 |
¥48.3万 |
首仓入场 |
| 2026-10-16 |
跌破离场 |
卖出 |
16.96302 |
26800.0 |
¥45.4万 |
|