600875 东方电气 — 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: ¥54.2万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -45.76%）
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 |
2015-03-20 |
2015-05-07 |
21.848372546 |
25.174799999999998 |
¥15.1万 |
+15.19% |
跌破离场 |
| 2 |
2015-05-26 |
2015-06-23 |
30.589724165 |
23.95602 |
¥-25.0万 |
-21.71% |
跌破离场 |
| 3 |
2015-10-14 |
2015-11-03 |
14.689075400999998 |
13.956030000000002 |
¥-4.5万 |
-5.02% |
跌破离场 |
| 4 |
2016-07-06 |
2016-07-28 |
10.11313303 |
9.85014 |
¥-2.2万 |
-2.63% |
跌破离场 |
| 5 |
2016-11-18 |
2017-03-31 |
10.21326306 |
10.039950000000001 |
¥-1.4万 |
-1.73% |
跌破离场 |
| 6 |
2017-07-04 |
2017-07-18 |
9.762677924999998 |
9.48051 |
¥-2.4万 |
-2.92% |
跌破离场 |
| 7 |
2017-07-24 |
2017-08-14 |
10.213263059999997 |
10.12986 |
¥-6,699 |
-0.85% |
跌破离场 |
| 8 |
2017-11-03 |
2017-11-21 |
11.304680386999998 |
10.81 |
¥-3.4万 |
-4.40% |
跌破离场 |
| 9 |
2017-12-25 |
2018-01-16 |
10.964238284999999 |
10.699290000000001 |
¥-1.8万 |
-2.45% |
跌破离场 |
| 10 |
2018-01-31 |
2018-02-12 |
11.374771407999999 |
9.50049 |
¥-12.0万 |
-16.50% |
跌破离场 |
| 11 |
2018-05-22 |
2018-05-31 |
9.191936753999999 |
8.601389999999999 |
¥-4.0万 |
-6.45% |
跌破离场 |
| 12 |
2018-09-14 |
2018-10-09 |
7.619895282999998 |
7.47 |
¥-1.2万 |
-2.00% |
跌破离场 |
| 13 |
2018-11-15 |
2018-12-03 |
7.930298375999999 |
7.83 |
¥-7,298 |
-1.29% |
跌破离场 |
| 14 |
2019-01-08 |
2019-04-29 |
8.370870507999998 |
12.09789 |
¥24.6万 |
+44.48% |
跌破离场 |
| 15 |
2019-09-11 |
2019-09-24 |
10.093107024 |
9.4905 |
¥-4.8万 |
-6.00% |
跌破离场 |
| 16 |
2019-12-17 |
2020-02-03 |
9.151884742 |
7.99 |
¥-9.6万 |
-12.72% |
跌破离场 |
| 17 |
2020-02-19 |
2020-04-02 |
9.642521889000001 |
8.18 |
¥-10.0万 |
-15.19% |
跌破离场 |
| 18 |
2020-07-10 |
2020-10-09 |
10.233289066 |
10.6893 |
¥2.5万 |
+4.42% |
跌破离场 |
| 19 |
2020-10-13 |
2020-12-10 |
11.625096482999998 |
10.23975 |
¥-6.9万 |
-11.94% |
跌破离场 |
| 20 |
2021-01-15 |
2021-02-09 |
11.414823419999998 |
11.5 |
¥3,629 |
+0.72% |
跌破离场 |
| 21 |
2021-03-23 |
2021-04-14 |
13.664098 |
12.06 |
¥-6.1万 |
-11.77% |
跌破离场 |
| 22 |
2021-07-23 |
2021-10-12 |
11.304680387 |
15.15483 |
¥15.5万 |
+34.02% |
跌破离场 |
| 23 |
2021-11-05 |
2021-11-17 |
19.755654919 |
17.09289 |
¥-8.2万 |
-13.50% |
跌破离场 |
| 24 |
2021-11-30 |
2022-01-06 |
21.0273063 |
19.65033 |
¥-3.5万 |
-6.58% |
跌破离场 |
| 25 |
2022-05-20 |
2022-08-03 |
13.467489034999998 |
16.43355 |
¥10.9万 |
+21.99% |
跌破离场 |
| 26 |
2022-08-23 |
2022-09-29 |
17.913262366999998 |
21.49848 |
¥12.0万 |
+19.98% |
跌破离场 |
| 27 |
2022-10-26 |
2022-12-05 |
24.031207199999997 |
22.15782 |
¥-5.6万 |
-7.82% |
跌破离场 |
| 28 |
2023-01-04 |
2023-01-19 |
22.579321765 |
21.23874 |
¥-4.0万 |
-5.97% |
跌破离场 |
| 29 |
2023-03-07 |
2023-03-20 |
21.32769639 |
18.8811 |
¥-7.2万 |
-11.50% |
跌破离场 |
| 30 |
2023-05-17 |
2023-06-07 |
18.704289603999992 |
17.70228 |
¥-3.0万 |
-5.39% |
跌破离场 |
| 31 |
2023-07-13 |
2023-08-08 |
19.805719933999995 |
18.2817 |
¥-4.1万 |
-7.72% |
跌破离场 |
| 32 |
2024-02-20 |
2024-03-26 |
15.109621527 |
15.56442 |
¥1.4万 |
+2.98% |
跌破离场 |
| 33 |
2024-04-16 |
2024-05-06 |
17.352534198999997 |
16.933049999999998 |
¥-1.2万 |
-2.45% |
跌破离场 |
| 34 |
2024-05-28 |
2024-06-27 |
18.574120564999998 |
17.742240000000002 |
¥-2.2万 |
-4.51% |
跌破离场 |
| 35 |
2024-10-09 |
2024-11-25 |
15.530167653 |
15.33465 |
¥-5,723 |
-1.29% |
跌破离场 |
| 36 |
2024-12-26 |
2025-01-06 |
15.790505730999998 |
14.5854 |
¥-3.5万 |
-7.66% |
跌破离场 |
| 37 |
2025-02-13 |
2025-03-03 |
15.520154649999997 |
14.65533 |
¥-2.4万 |
-5.60% |
跌破离场 |
| 38 |
2025-03-26 |
2025-04-01 |
15.814743 |
15.3846 |
¥-1.1万 |
-2.75% |
跌破离场 |
| 39 |
2025-05-08 |
2025-05-23 |
16.321194889999997 |
16.00398 |
¥-7,696 |
-1.97% |
跌破离场 |
| 40 |
2025-06-10 |
2025-09-04 |
16.671649994999996 |
18.95103 |
¥5.2万 |
+13.64% |
跌破离场 |
| 41 |
2025-10-10 |
2025-11-21 |
21.20636 |
20.679299999999998 |
¥-1.1万 |
-2.51% |
跌破离场 |
| 42 |
2025-12-24 |
2026-02-02 |
24.511831343999997 |
24.83514 |
¥5,401 |
+1.29% |
跌破离场 |
| 43 |
2026-02-10 |
2026-03-23 |
28.927565666999996 |
36.40356 |
¥11.1万 |
+25.81% |
跌破离场 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-20 |
突破买入 |
买入 |
21.84182 |
45600.0 |
¥99.6万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
25.174799999999998 |
45600.0 |
¥1.15M |
|
| 2015-05-26 |
突破买入 |
买入 |
30.58055 |
37600.0 |
¥1.15M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
23.95602 |
37600.0 |
¥90.0万 |
|
| 2015-10-14 |
突破买入 |
买入 |
14.684669999999999 |
60700.0 |
¥89.2万 |
首仓入场 |
| 2015-11-03 |
跌破离场 |
卖出 |
13.956030000000002 |
60700.0 |
¥84.7万 |
|
| 2016-07-06 |
突破买入 |
买入 |
10.1101 |
83600.0 |
¥84.5万 |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
9.85014 |
83600.0 |
¥82.3万 |
|
| 2016-11-18 |
突破买入 |
买入 |
10.210199999999999 |
81400.0 |
¥83.1万 |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
10.039950000000001 |
81400.0 |
¥81.7万 |
|
| 2017-07-04 |
突破买入 |
买入 |
9.759749999999999 |
84000.0 |
¥82.0万 |
首仓入场 |
| 2017-07-18 |
跌破离场 |
卖出 |
9.48051 |
84000.0 |
¥79.6万 |
|
| 2017-07-24 |
突破买入 |
买入 |
10.210199999999999 |
77500.0 |
¥79.2万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
10.12986 |
77500.0 |
¥78.5万 |
|
| 2017-11-03 |
突破买入 |
买入 |
11.301289999999998 |
69200.0 |
¥78.2万 |
首仓入场 |
| 2017-11-21 |
跌破离场 |
卖出 |
10.81 |
69200.0 |
¥74.8万 |
|
| 2017-12-25 |
突破买入 |
买入 |
10.960949999999999 |
68700.0 |
¥75.3万 |
首仓入场 |
| 2018-01-16 |
跌破离场 |
卖出 |
10.699290000000001 |
68700.0 |
¥73.5万 |
|
| 2018-01-31 |
突破买入 |
买入 |
11.371359999999997 |
64100.0 |
¥72.9万 |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
9.50049 |
64100.0 |
¥60.9万 |
|
| 2018-05-22 |
突破买入 |
买入 |
9.189179999999999 |
66900.0 |
¥61.5万 |
首仓入场 |
| 2018-05-31 |
跌破离场 |
卖出 |
8.601389999999999 |
66900.0 |
¥57.5万 |
|
| 2018-09-14 |
突破买入 |
买入 |
7.617609999999998 |
75600.0 |
¥57.6万 |
首仓入场 |
| 2018-10-09 |
跌破离场 |
卖出 |
7.47 |
75600.0 |
¥56.5万 |
|
| 2018-11-15 |
突破买入 |
买入 |
7.927919999999999 |
71100.0 |
¥56.4万 |
首仓入场 |
| 2018-12-03 |
跌破离场 |
卖出 |
7.83 |
71100.0 |
¥55.7万 |
|
| 2019-01-08 |
突破买入 |
买入 |
8.36836 |
66200.0 |
¥55.4万 |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
12.09789 |
66200.0 |
¥80.1万 |
|
| 2019-09-11 |
突破买入 |
买入 |
10.090079999999999 |
79700.0 |
¥80.4万 |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
9.4905 |
79700.0 |
¥75.6万 |
|
| 2019-12-17 |
突破买入 |
买入 |
9.14914 |
82300.0 |
¥75.3万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
7.99 |
82300.0 |
¥65.7万 |
|
| 2020-02-19 |
突破买入 |
买入 |
9.63963 |
68300.0 |
¥65.9万 |
首仓入场 |
| 2020-04-02 |
跌破离场 |
卖出 |
8.18 |
68300.0 |
¥55.9万 |
|
| 2020-07-10 |
突破买入 |
买入 |
10.23022 |
54500.0 |
¥55.8万 |
首仓入场 |
| 2020-10-09 |
跌破离场 |
卖出 |
10.6893 |
54500.0 |
¥58.2万 |
|
| 2020-10-13 |
突破买入 |
买入 |
11.621609999999997 |
50000.0 |
¥58.1万 |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
10.23975 |
50000.0 |
¥51.2万 |
|
| 2021-01-15 |
突破买入 |
买入 |
11.411399999999999 |
44400.0 |
¥50.7万 |
首仓入场 |
| 2021-02-09 |
跌破离场 |
卖出 |
11.5 |
44400.0 |
¥51.0万 |
|
| 2021-03-23 |
突破买入 |
买入 |
13.66 |
37800.0 |
¥51.7万 |
首仓入场 |
| 2021-04-14 |
跌破离场 |
卖出 |
12.06 |
37800.0 |
¥45.6万 |
|
| 2021-07-23 |
突破买入 |
买入 |
11.301289999999998 |
40400.0 |
¥45.7万 |
首仓入场 |
| 2021-10-12 |
跌破离场 |
卖出 |
15.15483 |
40400.0 |
¥61.2万 |
|
| 2021-11-05 |
突破买入 |
买入 |
19.74973 |
30900.0 |
¥61.0万 |
首仓入场 |
| 2021-11-17 |
跌破离场 |
卖出 |
17.09289 |
30900.0 |
¥52.8万 |
|
| 2021-11-30 |
突破买入 |
买入 |
21.020999999999997 |
25200.0 |
¥53.0万 |
首仓入场 |
| 2022-01-06 |
跌破离场 |
卖出 |
19.65033 |
25200.0 |
¥49.5万 |
|
| 2022-05-20 |
突破买入 |
买入 |
13.463449999999998 |
36700.0 |
¥49.4万 |
首仓入场 |
| 2022-08-03 |
跌破离场 |
卖出 |
16.43355 |
36700.0 |
¥60.3万 |
|
| 2022-08-23 |
突破买入 |
买入 |
17.90789 |
33600.0 |
¥60.2万 |
首仓入场 |
| 2022-09-29 |
跌破离场 |
卖出 |
21.49848 |
33600.0 |
¥72.2万 |
|
| 2022-10-26 |
突破买入 |
买入 |
24.023999999999997 |
30000.0 |
¥72.1万 |
首仓入场 |
| 2022-12-05 |
跌破离场 |
卖出 |
22.15782 |
30000.0 |
¥66.5万 |
|
| 2023-01-04 |
突破买入 |
买入 |
22.57255 |
29500.0 |
¥66.6万 |
首仓入场 |
| 2023-01-19 |
跌破离场 |
卖出 |
21.23874 |
29500.0 |
¥62.6万 |
|
| 2023-03-07 |
突破买入 |
买入 |
21.321299999999997 |
29200.0 |
¥62.3万 |
首仓入场 |
| 2023-03-20 |
跌破离场 |
卖出 |
18.8811 |
29200.0 |
¥55.1万 |
|
| 2023-05-17 |
突破买入 |
买入 |
18.698679999999992 |
29500.0 |
¥55.2万 |
首仓入场 |
| 2023-06-07 |
跌破离场 |
卖出 |
17.70228 |
29500.0 |
¥52.2万 |
|
| 2023-07-13 |
突破买入 |
买入 |
19.79978 |
26500.0 |
¥52.5万 |
首仓入场 |
| 2023-08-08 |
跌破离场 |
卖出 |
18.2817 |
26500.0 |
¥48.4万 |
|
| 2024-02-20 |
突破买入 |
买入 |
15.105089999999999 |
32100.0 |
¥48.5万 |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
15.56442 |
32100.0 |
¥49.9万 |
|
| 2024-04-16 |
突破买入 |
买入 |
17.347329999999996 |
28900.0 |
¥50.1万 |
首仓入场 |
| 2024-05-06 |
跌破离场 |
卖出 |
16.933049999999998 |
28900.0 |
¥48.9万 |
|
| 2024-05-28 |
突破买入 |
买入 |
18.56855 |
26300.0 |
¥48.8万 |
首仓入场 |
| 2024-06-27 |
跌破离场 |
卖出 |
17.742240000000002 |
26300.0 |
¥46.6万 |
|
| 2024-10-09 |
突破买入 |
买入 |
15.525509999999999 |
28600.0 |
¥44.4万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
15.33465 |
28600.0 |
¥43.8万 |
|
| 2024-12-26 |
突破买入 |
买入 |
15.785769999999998 |
28900.0 |
¥45.6万 |
首仓入场 |
| 2025-01-06 |
跌破离场 |
卖出 |
14.5854 |
28900.0 |
¥42.1万 |
|
| 2025-02-13 |
突破买入 |
买入 |
15.515499999999998 |
27100.0 |
¥42.1万 |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
14.65533 |
27100.0 |
¥39.7万 |
|
| 2025-03-26 |
突破买入 |
买入 |
15.81 |
25400.0 |
¥40.2万 |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
15.3846 |
25400.0 |
¥39.1万 |
|
| 2025-05-08 |
突破买入 |
买入 |
16.3163 |
23900.0 |
¥39.0万 |
首仓入场 |
| 2025-05-23 |
跌破离场 |
卖出 |
16.00398 |
23900.0 |
¥38.2万 |
|
| 2025-06-10 |
突破买入 |
买入 |
16.666649999999997 |
22900.0 |
¥38.2万 |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
18.95103 |
22900.0 |
¥43.4万 |
|
| 2025-10-10 |
突破买入 |
买入 |
21.2 |
20500.0 |
¥43.5万 |
首仓入场 |
| 2025-11-21 |
跌破离场 |
卖出 |
20.679299999999998 |
20500.0 |
¥42.4万 |
|
| 2025-12-24 |
突破买入 |
买入 |
24.504479999999997 |
17100.0 |
¥41.9万 |
首仓入场 |
| 2026-02-02 |
跌破离场 |
卖出 |
24.83514 |
17100.0 |
¥42.5万 |
|
| 2026-02-10 |
突破买入 |
买入 |
28.918889999999998 |
14900.0 |
¥43.1万 |
首仓入场 |
| 2026-03-23 |
跌破离场 |
卖出 |
36.40356 |
14900.0 |
¥54.2万 |
|