600886 国投电力 — 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: ¥79.6万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -20.37%）
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 |
2015-04-10 |
2015-05-08 |
11.254615372 |
11.46852 |
¥1.8万 |
+1.87% |
跌破离场 |
| 2 |
2015-06-09 |
2015-09-22 |
13.257215971999997 |
10.84 |
¥-18.6万 |
-18.26% |
跌破离场 |
| 3 |
2016-07-29 |
2016-09-01 |
7.0691801179999985 |
6.92307 |
¥-1.7万 |
-2.10% |
跌破离场 |
| 4 |
2016-11-22 |
2016-12-13 |
6.8388810489999985 |
6.72327 |
¥-1.4万 |
-1.72% |
跌破离场 |
| 5 |
2017-02-09 |
2017-03-03 |
6.9690500879999995 |
6.98301 |
¥1,361 |
+0.17% |
跌破离场 |
| 6 |
2017-03-16 |
2017-04-19 |
7.40962222 |
7.3226700000000005 |
¥-9,584 |
-1.20% |
跌破离场 |
| 7 |
2017-06-01 |
2017-06-19 |
7.800129336999999 |
7.77 |
¥-3,288 |
-0.42% |
跌破离场 |
| 8 |
2017-07-21 |
2017-08-07 |
8.310792489999999 |
7.962029999999999 |
¥-3.3万 |
-4.23% |
跌破离场 |
| 9 |
2017-10-12 |
2017-11-02 |
7.539791259 |
7.44255 |
¥-9,937 |
-1.32% |
跌破离场 |
| 10 |
2017-11-22 |
2017-12-05 |
7.820155342999999 |
7.38261 |
¥-4.2万 |
-5.62% |
跌破离场 |
| 11 |
2018-01-04 |
2018-01-16 |
7.5622679999999995 |
7.1928 |
¥-3.5万 |
-4.91% |
跌破离场 |
| 12 |
2018-05-15 |
2018-07-09 |
7.189336153999999 |
7.01 |
¥-1.7万 |
-2.52% |
跌破离场 |
| 13 |
2018-07-19 |
2018-08-08 |
7.679973301 |
7.51248 |
¥-1.4万 |
-2.21% |
跌破离场 |
| 14 |
2018-09-28 |
2018-10-12 |
7.710012309999999 |
7.052939999999999 |
¥-5.4万 |
-8.55% |
跌破离场 |
| 15 |
2018-12-19 |
2019-03-01 |
7.880233360999999 |
8.091899999999999 |
¥1.6万 |
+2.66% |
跌破离场 |
| 16 |
2019-04-11 |
2019-04-24 |
8.801429636999998 |
8.33166 |
¥-3.2万 |
-5.37% |
跌破离场 |
| 17 |
2019-06-12 |
2019-07-01 |
8.092426999999999 |
7.82217 |
¥-1.9万 |
-3.37% |
跌破离场 |
| 18 |
2019-07-08 |
2019-09-18 |
8.350844502 |
9.04 |
¥4.5万 |
+8.22% |
跌破离场 |
| 19 |
2019-12-31 |
2020-01-22 |
9.161897744999997 |
8.451540000000001 |
¥-4.6万 |
-7.78% |
跌破离场 |
| 20 |
2020-06-09 |
2020-09-25 |
7.850194351999999 |
9.06093 |
¥8.4万 |
+15.39% |
跌破离场 |
| 21 |
2020-11-06 |
2020-12-08 |
9.402209817000001 |
9.14085 |
¥-1.8万 |
-2.81% |
跌破离场 |
| 22 |
2021-03-09 |
2021-05-31 |
9.111832729999998 |
9.47052 |
¥2.4万 |
+3.91% |
跌破离场 |
| 23 |
2021-08-25 |
2021-11-03 |
9.392817 |
10.25973 |
¥5.8万 |
+9.20% |
跌破离场 |
| 24 |
2021-12-17 |
2022-01-06 |
11.164498344999998 |
10.2897 |
¥-5.4万 |
-7.86% |
跌破离场 |
| 25 |
2022-02-11 |
2022-02-25 |
10.81404324 |
9.85014 |
¥-5.7万 |
-8.94% |
跌破离场 |
| 26 |
2022-04-19 |
2022-07-22 |
9.852794951999998 |
10.859129999999999 |
¥5.9万 |
+10.18% |
跌破离场 |
| 27 |
2022-08-26 |
2022-09-19 |
11.154485342 |
10.96902 |
¥-1.1万 |
-1.69% |
跌破离场 |
| 28 |
2022-11-28 |
2022-12-12 |
10.723926213000002 |
10.24974 |
¥-2.8万 |
-4.45% |
跌破离场 |
| 29 |
2023-03-03 |
2023-06-19 |
10.91417327 |
11.97801 |
¥5.9万 |
+9.71% |
跌破离场 |
| 30 |
2023-08-02 |
2023-08-30 |
13.117033929999998 |
12.72726 |
¥-2.0万 |
-3.00% |
跌破离场 |
| 31 |
2023-12-11 |
2024-01-19 |
12.766578825 |
12.90708 |
¥6,872 |
+1.07% |
跌破离场 |
| 32 |
2024-01-30 |
2024-04-30 |
13.797918134 |
15.334650000000002 |
¥7.2万 |
+11.10% |
跌破离场 |
| 33 |
2024-05-07 |
2024-07-29 |
16.22106486 |
17.61237 |
¥6.1万 |
+8.54% |
跌破离场 |
| 34 |
2024-12-04 |
2025-01-06 |
15.820544739999999 |
15.784200000000002 |
¥-2,025 |
-0.26% |
跌破离场 |
| 35 |
2025-03-26 |
2025-06-05 |
14.60438 |
15.214770000000001 |
¥3.2万 |
+4.15% |
跌破离场 |
| 36 |
2025-07-22 |
2025-08-12 |
15.219764559999996 |
14.89509 |
¥-1.8万 |
-2.16% |
跌破离场 |
| 37 |
2025-10-31 |
2025-11-14 |
14.488815340999997 |
14.14584 |
¥-1.9万 |
-2.40% |
跌破离场 |
| 38 |
2026-03-03 |
2026-04-02 |
13.477502037999999 |
14.185799999999999 |
¥4.0万 |
+5.22% |
跌破离场 |
| 39 |
2026-06-02 |
2026-06-18 |
14.448763328999998 |
13.286700000000002 |
¥-6.5万 |
-8.07% |
跌破离场 |
| 40 |
2026-07-15 |
2026-08-10 |
14.168399245 |
14.20578 |
¥1,745 |
+0.23% |
跌破离场 |
| 41 |
2026-09-11 |
2026-11-06 |
14.518854349999998 |
15.33465 |
¥4.2万 |
+5.59% |
跌破离场 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-10 |
突破买入 |
买入 |
11.25124 |
86900.0 |
¥97.8万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
11.46852 |
86900.0 |
¥99.6万 |
|
| 2015-06-09 |
突破买入 |
买入 |
13.253239999999998 |
76800.0 |
¥1.02M |
首仓入场 |
| 2015-09-22 |
跌破离场 |
卖出 |
10.84 |
76800.0 |
¥83.2万 |
|
| 2016-07-29 |
突破买入 |
买入 |
7.067059999999999 |
117100.0 |
¥82.8万 |
首仓入场 |
| 2016-09-01 |
跌破离场 |
卖出 |
6.92307 |
117100.0 |
¥81.0万 |
|
| 2016-11-22 |
突破买入 |
买入 |
6.836829999999999 |
118500.0 |
¥81.0万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
6.72327 |
118500.0 |
¥79.6万 |
|
| 2017-02-09 |
突破买入 |
买入 |
6.966959999999999 |
114700.0 |
¥79.9万 |
首仓入场 |
| 2017-03-03 |
跌破离场 |
卖出 |
6.98301 |
114700.0 |
¥80.1万 |
|
| 2017-03-16 |
突破买入 |
买入 |
7.4074 |
107500.0 |
¥79.7万 |
首仓入场 |
| 2017-04-19 |
跌破离场 |
卖出 |
7.3226700000000005 |
107500.0 |
¥78.7万 |
|
| 2017-06-01 |
突破买入 |
买入 |
7.797789999999998 |
101300.0 |
¥79.0万 |
首仓入场 |
| 2017-06-19 |
跌破离场 |
卖出 |
7.77 |
101300.0 |
¥78.7万 |
|
| 2017-07-21 |
突破买入 |
买入 |
8.3083 |
94800.0 |
¥78.8万 |
首仓入场 |
| 2017-08-07 |
跌破离场 |
卖出 |
7.962029999999999 |
94800.0 |
¥75.5万 |
|
| 2017-10-12 |
突破买入 |
买入 |
7.537529999999999 |
99900.0 |
¥75.3万 |
首仓入场 |
| 2017-11-02 |
跌破离场 |
卖出 |
7.44255 |
99900.0 |
¥74.3万 |
|
| 2017-11-22 |
突破买入 |
买入 |
7.817809999999999 |
95200.0 |
¥74.4万 |
首仓入场 |
| 2017-12-05 |
跌破离场 |
卖出 |
7.38261 |
95200.0 |
¥70.3万 |
|
| 2018-01-04 |
突破买入 |
买入 |
7.56 |
93000.0 |
¥70.3万 |
首仓入场 |
| 2018-01-16 |
跌破离场 |
卖出 |
7.1928 |
93000.0 |
¥66.9万 |
|
| 2018-05-15 |
突破买入 |
买入 |
7.187179999999999 |
92700.0 |
¥66.6万 |
首仓入场 |
| 2018-07-09 |
跌破离场 |
卖出 |
7.01 |
92700.0 |
¥65.0万 |
|
| 2018-07-19 |
突破买入 |
买入 |
7.67767 |
84700.0 |
¥65.0万 |
首仓入场 |
| 2018-08-08 |
跌破离场 |
卖出 |
7.51248 |
84700.0 |
¥63.6万 |
|
| 2018-09-28 |
突破买入 |
买入 |
7.707699999999999 |
82600.0 |
¥63.7万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
7.052939999999999 |
82600.0 |
¥58.2万 |
|
| 2018-12-19 |
突破买入 |
买入 |
7.877869999999999 |
74100.0 |
¥58.4万 |
首仓入场 |
| 2019-03-01 |
跌破离场 |
卖出 |
8.091899999999999 |
74100.0 |
¥59.9万 |
|
| 2019-04-11 |
突破买入 |
买入 |
8.798789999999999 |
67700.0 |
¥59.6万 |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
8.33166 |
67700.0 |
¥56.4万 |
|
| 2019-06-12 |
突破买入 |
买入 |
8.09 |
69900.0 |
¥56.6万 |
首仓入场 |
| 2019-07-01 |
跌破离场 |
卖出 |
7.82217 |
69900.0 |
¥54.7万 |
|
| 2019-07-08 |
突破买入 |
买入 |
8.348339999999999 |
65300.0 |
¥54.5万 |
首仓入场 |
| 2019-09-18 |
跌破离场 |
卖出 |
9.04 |
65300.0 |
¥59.0万 |
|
| 2019-12-31 |
突破买入 |
买入 |
9.159149999999999 |
64600.0 |
¥59.2万 |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
8.451540000000001 |
64600.0 |
¥54.6万 |
|
| 2020-06-09 |
突破买入 |
买入 |
7.84784 |
69700.0 |
¥54.7万 |
首仓入场 |
| 2020-09-25 |
跌破离场 |
卖出 |
9.06093 |
69700.0 |
¥63.1万 |
|
| 2020-11-06 |
突破买入 |
买入 |
9.39939 |
67100.0 |
¥63.1万 |
首仓入场 |
| 2020-12-08 |
跌破离场 |
卖出 |
9.14085 |
67100.0 |
¥61.3万 |
|
| 2021-03-09 |
突破买入 |
买入 |
9.109099999999998 |
66500.0 |
¥60.6万 |
首仓入场 |
| 2021-05-31 |
跌破离场 |
卖出 |
9.47052 |
66500.0 |
¥63.0万 |
|
| 2021-08-25 |
突破买入 |
买入 |
9.39 |
67200.0 |
¥63.1万 |
首仓入场 |
| 2021-11-03 |
跌破离场 |
卖出 |
10.25973 |
67200.0 |
¥68.9万 |
|
| 2021-12-17 |
突破买入 |
买入 |
11.16115 |
62000.0 |
¥69.2万 |
首仓入场 |
| 2022-01-06 |
跌破离场 |
卖出 |
10.2897 |
62000.0 |
¥63.8万 |
|
| 2022-02-11 |
突破买入 |
买入 |
10.8108 |
59000.0 |
¥63.8万 |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
9.85014 |
59000.0 |
¥58.1万 |
|
| 2022-04-19 |
突破买入 |
买入 |
9.849839999999999 |
59100.0 |
¥58.2万 |
首仓入场 |
| 2022-07-22 |
跌破离场 |
卖出 |
10.859129999999999 |
59100.0 |
¥64.2万 |
|
| 2022-08-26 |
突破买入 |
买入 |
11.15114 |
57600.0 |
¥64.2万 |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
10.96902 |
57600.0 |
¥63.2万 |
|
| 2022-11-28 |
突破买入 |
买入 |
10.72071 |
58300.0 |
¥62.5万 |
首仓入场 |
| 2022-12-12 |
跌破离场 |
卖出 |
10.24974 |
58300.0 |
¥59.7万 |
|
| 2023-03-03 |
突破买入 |
买入 |
10.9109 |
55300.0 |
¥60.4万 |
首仓入场 |
| 2023-06-19 |
跌破离场 |
卖出 |
11.97801 |
55300.0 |
¥66.2万 |
|
| 2023-08-02 |
突破买入 |
买入 |
13.1131 |
50500.0 |
¥66.2万 |
首仓入场 |
| 2023-08-30 |
跌破离场 |
卖出 |
12.72726 |
50500.0 |
¥64.3万 |
|
| 2023-12-11 |
突破买入 |
买入 |
12.762749999999999 |
50300.0 |
¥64.2万 |
首仓入场 |
| 2024-01-19 |
跌破离场 |
卖出 |
12.90708 |
50300.0 |
¥64.9万 |
|
| 2024-01-30 |
突破买入 |
买入 |
13.793779999999998 |
47000.0 |
¥64.9万 |
首仓入场 |
| 2024-04-30 |
跌破离场 |
卖出 |
15.334650000000002 |
47000.0 |
¥72.1万 |
|
| 2024-05-07 |
突破买入 |
买入 |
16.216199999999997 |
44200.0 |
¥71.7万 |
首仓入场 |
| 2024-07-29 |
跌破离场 |
卖出 |
17.61237 |
44200.0 |
¥77.8万 |
|
| 2024-12-04 |
突破买入 |
买入 |
15.8158 |
49300.0 |
¥78.0万 |
首仓入场 |
| 2025-01-06 |
跌破离场 |
卖出 |
15.784200000000002 |
49300.0 |
¥77.8万 |
|
| 2025-03-26 |
突破买入 |
买入 |
14.6 |
53300.0 |
¥77.8万 |
首仓入场 |
| 2025-06-05 |
跌破离场 |
卖出 |
15.214770000000001 |
53300.0 |
¥81.1万 |
|
| 2025-07-22 |
突破买入 |
买入 |
15.215199999999996 |
53400.0 |
¥81.3万 |
首仓入场 |
| 2025-08-12 |
跌破离场 |
卖出 |
14.89509 |
53400.0 |
¥79.5万 |
|
| 2025-10-31 |
突破买入 |
买入 |
14.484469999999998 |
54800.0 |
¥79.4万 |
首仓入场 |
| 2025-11-14 |
跌破离场 |
卖出 |
14.14584 |
54800.0 |
¥77.5万 |
|
| 2026-03-03 |
突破买入 |
买入 |
13.47346 |
57500.0 |
¥77.5万 |
首仓入场 |
| 2026-04-02 |
跌破离场 |
卖出 |
14.185799999999999 |
57500.0 |
¥81.5万 |
|
| 2026-06-02 |
突破买入 |
买入 |
14.444429999999999 |
56100.0 |
¥81.1万 |
首仓入场 |
| 2026-06-18 |
跌破离场 |
卖出 |
13.286700000000002 |
56100.0 |
¥74.5万 |
|
| 2026-07-15 |
突破买入 |
买入 |
14.16415 |
52700.0 |
¥74.7万 |
首仓入场 |
| 2026-08-10 |
跌破离场 |
卖出 |
14.20578 |
52700.0 |
¥74.8万 |
|
| 2026-09-11 |
突破买入 |
买入 |
14.514499999999998 |
51900.0 |
¥75.4万 |
首仓入场 |
| 2026-11-06 |
跌破离场 |
卖出 |
15.33465 |
51900.0 |
¥79.6万 |
|