600887 伊利股份 — 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: ¥42.2万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -57.77%）
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 |
2015-03-24 |
2015-05-19 |
30.639789179999998 |
34.92 |
¥13.9万 |
+13.94% |
跌破离场 |
| 2 |
2015-05-26 |
2015-05-29 |
43.656693080000004 |
20.1798 |
¥-61.1万 |
-53.79% |
跌破离场 |
| 3 |
2015-12-23 |
2016-01-08 |
18.313782486999994 |
14.985 |
¥-9.6万 |
-18.20% |
跌破离场 |
| 4 |
2016-03-07 |
2016-04-21 |
14.218464259999998 |
14.125860000000001 |
¥-2,905 |
-0.68% |
跌破离场 |
| 5 |
2016-05-04 |
2016-08-30 |
15.420024619999998 |
16.8831 |
¥4.1万 |
+9.46% |
跌破离场 |
| 6 |
2016-10-27 |
2017-02-16 |
18.32379549 |
17.84214 |
¥-1.2万 |
-2.66% |
跌破离场 |
| 7 |
2017-03-22 |
2017-05-10 |
18.624185580000002 |
17.45253 |
¥-2.9万 |
-6.32% |
跌破离场 |
| 8 |
2017-05-23 |
2017-07-10 |
19.32509579 |
20.34963 |
¥2.3万 |
+5.27% |
跌破离场 |
| 9 |
2017-08-08 |
2018-03-08 |
21.568008461999998 |
29.979989999999997 |
¥17.6万 |
+38.96% |
跌破离场 |
| 10 |
2018-06-01 |
2018-06-19 |
30.739919209999996 |
29.180790000000005 |
¥-3.2万 |
-5.10% |
跌破离场 |
| 11 |
2018-10-23 |
2018-10-26 |
26.434327919999998 |
23.516459999999995 |
¥-6.6万 |
-11.06% |
跌破离场 |
| 12 |
2019-01-16 |
2019-05-10 |
24.041220202999998 |
29.7702 |
¥12.5万 |
+23.79% |
跌破离场 |
| 13 |
2019-06-12 |
2019-07-19 |
32.40972 |
32.22774 |
¥-3,852 |
-0.59% |
跌破离场 |
| 14 |
2019-11-04 |
2019-12-20 |
29.53835884999999 |
30.00996 |
¥1.0万 |
+1.57% |
跌破离场 |
| 15 |
2020-01-08 |
2020-02-03 |
31.961505575999997 |
27.7 |
¥-8.8万 |
-13.36% |
跌破离场 |
| 16 |
2020-04-08 |
2020-04-30 |
30.039008999999997 |
29.26071 |
¥-1.5万 |
-2.62% |
跌破离场 |
| 17 |
2020-06-10 |
2020-08-21 |
29.818722933999993 |
34.54542 |
¥8.6万 |
+15.82% |
跌破离场 |
| 18 |
2020-09-01 |
2020-09-18 |
41.734196503999996 |
38.291669999999996 |
¥-5.3万 |
-8.28% |
跌破离场 |
| 19 |
2020-10-29 |
2020-11-03 |
43.035886893999994 |
38.04192 |
¥-6.9万 |
-11.63% |
跌破离场 |
| 20 |
2020-12-08 |
2021-01-29 |
40.232246053999994 |
44.275679999999994 |
¥5.2万 |
+10.02% |
跌破离场 |
| 21 |
2021-04-30 |
2021-05-11 |
42.0546126 |
37.512449999999994 |
¥-6.2万 |
-10.83% |
跌破离场 |
| 22 |
2021-10-11 |
2021-11-29 |
39.711569898 |
38.90106 |
¥-1.1万 |
-2.07% |
跌破离场 |
| 23 |
2022-02-22 |
2022-03-08 |
40.782961218999986 |
37.512449999999994 |
¥-4.0万 |
-8.05% |
跌破离场 |
| 24 |
2022-04-15 |
2022-05-17 |
38.37984049899999 |
37.162800000000004 |
¥-1.5万 |
-3.20% |
跌破离场 |
| 25 |
2022-12-02 |
2022-12-21 |
29.958904976 |
30.78918 |
¥1.2万 |
+2.74% |
跌破离场 |
| 26 |
2023-01-11 |
2023-02-07 |
32.562285756 |
31.098869999999998 |
¥-2.1万 |
-4.52% |
跌破离场 |
| 27 |
2023-05-04 |
2023-05-30 |
29.528345846999994 |
29.120849999999997 |
¥-6,160 |
-1.41% |
跌破离场 |
| 28 |
2023-10-13 |
2023-10-20 |
26.914952063999998 |
26.053919999999998 |
¥-1.4万 |
-3.23% |
跌破离场 |
| 29 |
2024-01-26 |
2024-03-29 |
26.955004075999994 |
27.81216 |
¥1.3万 |
+3.15% |
跌破离场 |
| 30 |
2024-05-22 |
2024-06-06 |
29.097786717999995 |
27.322650000000003 |
¥-2.6万 |
-6.13% |
跌破离场 |
| 31 |
2024-07-22 |
2024-07-30 |
26.444340923 |
24.625349999999997 |
¥-2.8万 |
-6.91% |
跌破离场 |
| 32 |
2024-09-26 |
2024-11-26 |
23.730817109999997 |
28.251720000000002 |
¥7.2万 |
+19.02% |
跌破离场 |
| 33 |
2024-12-13 |
2025-01-07 |
30.008999999999997 |
28.821150000000003 |
¥-1.8万 |
-3.99% |
跌破离场 |
| 34 |
2025-02-28 |
2025-04-08 |
28.196616447999997 |
27.552419999999998 |
¥-9,983 |
-2.31% |
跌破离场 |
| 35 |
2025-05-21 |
2025-06-09 |
30.589724165 |
28.731240000000003 |
¥-2.6万 |
-6.10% |
跌破离场 |
| 36 |
2025-07-23 |
2025-08-11 |
28.456954526 |
27.28269 |
¥-1.7万 |
-4.16% |
跌破离场 |
| 37 |
2025-09-01 |
2025-09-19 |
28.587123565 |
27.702270000000002 |
¥-1.2万 |
-3.12% |
跌破离场 |
| 38 |
2025-11-11 |
2025-12-11 |
28.316772483999998 |
28.52145 |
¥2,550 |
+0.69% |
跌破离场 |
| 39 |
2026-05-06 |
2026-05-22 |
27.485693234999996 |
26.92305 |
¥-7,705 |
-2.08% |
跌破离场 |
| 40 |
2026-07-16 |
2026-08-13 |
25.963716779 |
25.86411 |
¥-1,503 |
-0.41% |
跌破离场 |
| 41 |
2026-09-30 |
2026-11-13 |
27.285433174999994 |
31.74 |
¥5.9万 |
+16.29% |
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 |
|---|
| 2015-03-24 |
突破买入 |
买入 |
30.630599999999998 |
32600.0 |
¥99.9万 |
首仓入场 |
| 2015-05-19 |
跌破离场 |
卖出 |
34.92 |
32600.0 |
¥1.14M |
|
| 2015-05-26 |
突破买入 |
买入 |
43.643600000000006 |
26000.0 |
¥1.14M |
首仓入场 |
| 2015-05-29 |
跌破离场 |
卖出 |
20.1798 |
26000.0 |
¥52.5万 |
|
| 2015-12-23 |
突破买入 |
买入 |
18.308289999999996 |
28700.0 |
¥52.6万 |
首仓入场 |
| 2016-01-08 |
跌破离场 |
卖出 |
14.985 |
28700.0 |
¥43.0万 |
|
| 2016-03-07 |
突破买入 |
买入 |
14.214199999999998 |
30000.0 |
¥42.7万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
14.125860000000001 |
30000.0 |
¥42.4万 |
|
| 2016-05-04 |
突破买入 |
买入 |
15.415399999999998 |
27800.0 |
¥42.9万 |
首仓入场 |
| 2016-08-30 |
跌破离场 |
卖出 |
16.8831 |
27800.0 |
¥46.9万 |
|
| 2016-10-27 |
突破买入 |
买入 |
18.318299999999997 |
25200.0 |
¥46.2万 |
首仓入场 |
| 2017-02-16 |
跌破离场 |
卖出 |
17.84214 |
25200.0 |
¥44.9万 |
|
| 2017-03-22 |
突破买入 |
买入 |
18.6186 |
24400.0 |
¥45.4万 |
首仓入场 |
| 2017-05-10 |
跌破离场 |
卖出 |
17.45253 |
24400.0 |
¥42.6万 |
|
| 2017-05-23 |
突破买入 |
买入 |
19.3193 |
22200.0 |
¥42.9万 |
首仓入场 |
| 2017-07-10 |
跌破离场 |
卖出 |
20.34963 |
22200.0 |
¥45.2万 |
|
| 2017-08-08 |
突破买入 |
买入 |
21.561539999999997 |
20900.0 |
¥45.1万 |
首仓入场 |
| 2018-03-08 |
跌破离场 |
卖出 |
29.979989999999997 |
20900.0 |
¥62.6万 |
|
| 2018-06-01 |
突破买入 |
买入 |
30.7307 |
20100.0 |
¥61.8万 |
首仓入场 |
| 2018-06-19 |
跌破离场 |
卖出 |
29.180790000000005 |
20100.0 |
¥58.6万 |
|
| 2018-10-23 |
突破买入 |
买入 |
26.426399999999994 |
22400.0 |
¥59.2万 |
首仓入场 |
| 2018-10-26 |
跌破离场 |
卖出 |
23.516459999999995 |
22400.0 |
¥52.7万 |
|
| 2019-01-16 |
突破买入 |
买入 |
24.034010000000002 |
21900.0 |
¥52.7万 |
首仓入场 |
| 2019-05-10 |
跌破离场 |
卖出 |
29.7702 |
21900.0 |
¥65.2万 |
|
| 2019-06-12 |
突破买入 |
买入 |
32.4 |
20100.0 |
¥65.1万 |
首仓入场 |
| 2019-07-19 |
跌破离场 |
卖出 |
32.22774 |
20100.0 |
¥64.8万 |
|
| 2019-11-04 |
突破买入 |
买入 |
29.529499999999995 |
22000.0 |
¥65.0万 |
首仓入场 |
| 2019-12-20 |
跌破离场 |
卖出 |
30.00996 |
22000.0 |
¥66.0万 |
|
| 2020-01-08 |
突破买入 |
买入 |
31.951919999999998 |
20500.0 |
¥65.5万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
27.7 |
20500.0 |
¥56.8万 |
|
| 2020-04-08 |
突破买入 |
买入 |
30.03 |
18900.0 |
¥56.8万 |
首仓入场 |
| 2020-04-30 |
跌破离场 |
卖出 |
29.26071 |
18900.0 |
¥55.3万 |
|
| 2020-06-10 |
突破买入 |
买入 |
29.809779999999996 |
18200.0 |
¥54.3万 |
首仓入场 |
| 2020-08-21 |
跌破离场 |
卖出 |
34.54542 |
18200.0 |
¥62.9万 |
|
| 2020-09-01 |
突破买入 |
买入 |
41.72167999999999 |
15300.0 |
¥63.9万 |
首仓入场 |
| 2020-09-18 |
跌破离场 |
卖出 |
38.291669999999996 |
15300.0 |
¥58.6万 |
|
| 2020-10-29 |
突破买入 |
买入 |
43.02297999999999 |
13700.0 |
¥59.0万 |
首仓入场 |
| 2020-11-03 |
跌破离场 |
卖出 |
38.04192 |
13700.0 |
¥52.1万 |
|
| 2020-12-08 |
突破买入 |
买入 |
40.22017999999999 |
13000.0 |
¥52.3万 |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
44.275679999999994 |
13000.0 |
¥57.5万 |
|
| 2021-04-30 |
突破买入 |
买入 |
42.041999999999994 |
13600.0 |
¥57.2万 |
首仓入场 |
| 2021-05-11 |
跌破离场 |
卖出 |
37.512449999999994 |
13600.0 |
¥51.0万 |
|
| 2021-10-11 |
突破买入 |
买入 |
39.699659999999994 |
12900.0 |
¥51.2万 |
首仓入场 |
| 2021-11-29 |
跌破离场 |
卖出 |
38.90106 |
12900.0 |
¥50.2万 |
|
| 2022-02-22 |
突破买入 |
买入 |
40.77072999999999 |
12200.0 |
¥49.8万 |
首仓入场 |
| 2022-03-08 |
跌破离场 |
卖出 |
37.512449999999994 |
12200.0 |
¥45.8万 |
|
| 2022-04-15 |
突破买入 |
买入 |
38.36832999999999 |
11900.0 |
¥45.7万 |
首仓入场 |
| 2022-05-17 |
跌破离场 |
卖出 |
37.162800000000004 |
11900.0 |
¥44.2万 |
|
| 2022-12-02 |
突破买入 |
买入 |
29.94992 |
14900.0 |
¥44.6万 |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
30.78918 |
14900.0 |
¥45.9万 |
|
| 2023-01-11 |
突破买入 |
买入 |
32.55252 |
14100.0 |
¥45.9万 |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
31.098869999999998 |
14100.0 |
¥43.8万 |
|
| 2023-05-04 |
突破买入 |
买入 |
29.519489999999994 |
14800.0 |
¥43.7万 |
首仓入场 |
| 2023-05-30 |
跌破离场 |
卖出 |
29.120849999999997 |
14800.0 |
¥43.1万 |
|
| 2023-10-13 |
突破买入 |
买入 |
26.906879999999997 |
15900.0 |
¥42.8万 |
首仓入场 |
| 2023-10-20 |
跌破离场 |
卖出 |
26.053919999999998 |
15900.0 |
¥41.4万 |
|
| 2024-01-26 |
突破买入 |
买入 |
26.946919999999995 |
15500.0 |
¥41.8万 |
首仓入场 |
| 2024-03-29 |
跌破离场 |
卖出 |
27.81216 |
15500.0 |
¥43.1万 |
|
| 2024-05-22 |
突破买入 |
买入 |
29.089059999999996 |
14800.0 |
¥43.1万 |
首仓入场 |
| 2024-06-06 |
跌破离场 |
卖出 |
27.322650000000003 |
14800.0 |
¥40.4万 |
|
| 2024-07-22 |
突破买入 |
买入 |
26.43641 |
15300.0 |
¥40.5万 |
首仓入场 |
| 2024-07-30 |
跌破离场 |
卖出 |
24.625349999999997 |
15300.0 |
¥37.7万 |
|
| 2024-09-26 |
突破买入 |
买入 |
23.723699999999997 |
16000.0 |
¥38.0万 |
首仓入场 |
| 2024-11-26 |
跌破离场 |
卖出 |
28.251720000000002 |
16000.0 |
¥45.2万 |
|
| 2024-12-13 |
突破买入 |
买入 |
30.0 |
14900.0 |
¥44.7万 |
首仓入场 |
| 2025-01-07 |
跌破离场 |
卖出 |
28.821150000000003 |
14900.0 |
¥42.9万 |
|
| 2025-02-28 |
突破买入 |
买入 |
28.188159999999996 |
15300.0 |
¥43.1万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
27.552419999999998 |
15300.0 |
¥42.1万 |
|
| 2025-05-21 |
突破买入 |
买入 |
30.58055 |
13800.0 |
¥42.2万 |
首仓入场 |
| 2025-06-09 |
跌破离场 |
卖出 |
28.731240000000003 |
13800.0 |
¥39.6万 |
|
| 2025-07-23 |
突破买入 |
买入 |
28.44842 |
14000.0 |
¥39.8万 |
首仓入场 |
| 2025-08-11 |
跌破离场 |
卖出 |
27.28269 |
14000.0 |
¥38.2万 |
|
| 2025-09-01 |
突破买入 |
买入 |
28.578549999999996 |
13300.0 |
¥38.0万 |
首仓入场 |
| 2025-09-19 |
跌破离场 |
卖出 |
27.702270000000002 |
13300.0 |
¥36.8万 |
|
| 2025-11-11 |
突破买入 |
买入 |
28.308279999999996 |
13000.0 |
¥36.8万 |
首仓入场 |
| 2025-12-11 |
跌破离场 |
卖出 |
28.52145 |
13000.0 |
¥37.1万 |
|
| 2026-05-06 |
突破买入 |
买入 |
27.477449999999997 |
13500.0 |
¥37.1万 |
首仓入场 |
| 2026-05-22 |
跌破离场 |
卖出 |
26.92305 |
13500.0 |
¥36.3万 |
|
| 2026-07-16 |
突破买入 |
买入 |
25.95593 |
14000.0 |
¥36.3万 |
首仓入场 |
| 2026-08-13 |
跌破离场 |
卖出 |
25.86411 |
14000.0 |
¥36.2万 |
|
| 2026-09-30 |
突破买入 |
买入 |
27.277249999999995 |
13200.0 |
¥36.0万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
31.74 |
13200 |
¥41.9万 |
回测结束强平 |