600926 杭州银行 — 海龟交易法则 回测明细
数据区间: 2016-10-27 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.00M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +0.32%）
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 30 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 |
2017-02-14 |
2017-03-30 |
21.297657380999997 |
21.3786 |
¥3,495 |
+0.35% |
跌破离场 |
| 2 |
2018-01-05 |
2018-02-12 |
11.865408554999998 |
11.3886 |
¥-4.0万 |
-4.05% |
跌破离场 |
| 3 |
2018-05-09 |
2018-05-31 |
11.595057473999997 |
11.49849 |
¥-8,291 |
-0.86% |
跌破离场 |
| 4 |
2018-10-23 |
2018-11-12 |
7.850194352 |
7.73226 |
¥-1.5万 |
-1.53% |
跌破离场 |
| 5 |
2019-02-01 |
2019-03-27 |
7.7901163339999995 |
8.41158 |
¥7.5万 |
+7.95% |
跌破离场 |
| 6 |
2019-06-21 |
2019-07-05 |
8.460987535 |
8.191799999999999 |
¥-3.2万 |
-3.21% |
跌破离场 |
| 7 |
2019-09-06 |
2019-11-21 |
8.31079249 |
8.7912 |
¥5.6万 |
+5.75% |
跌破离场 |
| 8 |
2019-12-17 |
2020-02-03 |
9.171910747999998 |
8.30169 |
¥-9.9万 |
-9.52% |
跌破离场 |
| 9 |
2020-05-06 |
2020-06-16 |
8.220675463 |
8.74125 |
¥5.9万 |
+6.30% |
跌破离场 |
| 10 |
2020-08-11 |
2020-09-25 |
10.383484110999998 |
12.07791 |
¥16.2万 |
+16.28% |
跌破离场 |
| 11 |
2020-11-20 |
2021-01-06 |
14.608971376999996 |
13.526459999999998 |
¥-8.5万 |
-7.44% |
跌破离场 |
| 12 |
2021-02-05 |
2021-03-01 |
16.351233898999997 |
16.363619999999997 |
¥488 |
+0.05% |
跌破离场 |
| 13 |
2021-03-04 |
2021-03-11 |
18.183613448 |
15.97401 |
¥-13.0万 |
-12.18% |
跌破离场 |
| 14 |
2021-09-02 |
2021-11-01 |
14.528867352999997 |
14.24574 |
¥-1.9万 |
-1.98% |
跌破离场 |
| 15 |
2022-01-20 |
2022-02-28 |
14.268529274999999 |
14.25573 |
¥-1,110 |
-0.12% |
跌破离场 |
| 16 |
2022-04-07 |
2022-05-10 |
14.969439484999999 |
14.105879999999999 |
¥-5.3万 |
-5.80% |
跌破离场 |
| 17 |
2022-06-28 |
2022-07-14 |
14.348633299 |
14.215770000000001 |
¥-8,310 |
-0.96% |
跌破离场 |
| 18 |
2023-04-17 |
2023-05-25 |
12.065668615 |
12.1878 |
¥8,471 |
+0.98% |
跌破离场 |
| 19 |
2023-07-31 |
2023-08-15 |
12.155785642 |
11.418569999999999 |
¥-5.3万 |
-6.09% |
跌破离场 |
| 20 |
2024-01-08 |
2024-05-31 |
10.033029006 |
13.576410000000001 |
¥28.6万 |
+35.28% |
跌破离场 |
| 21 |
2024-07-30 |
2024-09-02 |
13.627697082999997 |
12.74724 |
¥-7.1万 |
-6.49% |
跌破离场 |
| 22 |
2024-10-09 |
2024-10-29 |
14.038230205999998 |
14.00598 |
¥-2,617 |
-0.26% |
跌破离场 |
| 23 |
2024-12-25 |
2025-02-24 |
14.568919365 |
14.3856 |
¥-1.3万 |
-1.29% |
跌破离场 |
| 24 |
2025-03-20 |
2025-04-01 |
14.809231436999996 |
14.425559999999999 |
¥-2.7万 |
-2.62% |
跌破离场 |
| 25 |
2025-04-30 |
2025-07-25 |
14.799218433999998 |
16.353630000000003 |
¥10.3万 |
+10.47% |
跌破离场 |
| 26 |
2025-10-15 |
2025-10-30 |
16.040830805999995 |
15.704280000000002 |
¥-2.3万 |
-2.13% |
跌破离场 |
| 27 |
2026-01-14 |
2026-01-20 |
15.884764 |
15.04494 |
¥-5.6万 |
-5.32% |
跌破离场 |
| 28 |
2026-02-02 |
2026-03-24 |
16.211051856999998 |
16.243740000000003 |
¥1,741 |
+0.17% |
跌破离场 |
| 29 |
2026-06-15 |
2026-06-23 |
16.524956 |
15.594389999999999 |
¥-5.7万 |
-5.66% |
跌破离场 |
| 30 |
2026-07-29 |
2026-09-29 |
16.100908823999998 |
16.81317 |
¥4.2万 |
+4.39% |
跌破离场 |
逐笔成交记录（共 60 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-02-14 |
突破买入 |
买入 |
21.291269999999997 |
46900.0 |
¥99.9万 |
首仓入场 |
| 2017-03-30 |
跌破离场 |
卖出 |
21.3786 |
46900.0 |
¥1.00M |
|
| 2018-01-05 |
突破买入 |
买入 |
11.861849999999999 |
83700.0 |
¥99.3万 |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
11.3886 |
83700.0 |
¥95.3万 |
|
| 2018-05-09 |
突破买入 |
买入 |
11.591579999999999 |
82900.0 |
¥96.1万 |
首仓入场 |
| 2018-05-31 |
跌破离场 |
卖出 |
11.49849 |
82900.0 |
¥95.3万 |
|
| 2018-10-23 |
突破买入 |
买入 |
7.847839999999999 |
121100.0 |
¥95.1万 |
首仓入场 |
| 2018-11-12 |
跌破离场 |
卖出 |
7.73226 |
121100.0 |
¥93.6万 |
|
| 2019-02-01 |
突破买入 |
买入 |
7.78778 |
120400.0 |
¥93.8万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
8.41158 |
120400.0 |
¥1.01M |
|
| 2019-06-21 |
突破买入 |
买入 |
8.45845 |
119400.0 |
¥1.01M |
首仓入场 |
| 2019-07-05 |
跌破离场 |
卖出 |
8.191799999999999 |
119400.0 |
¥97.8万 |
|
| 2019-09-06 |
突破买入 |
买入 |
8.3083 |
118200.0 |
¥98.2万 |
首仓入场 |
| 2019-11-21 |
跌破离场 |
卖出 |
8.7912 |
118200.0 |
¥1.04M |
|
| 2019-12-17 |
突破买入 |
买入 |
9.16916 |
113000.0 |
¥1.04M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
8.30169 |
113000.0 |
¥93.8万 |
|
| 2020-05-06 |
突破买入 |
买入 |
8.21821 |
113100.0 |
¥93.0万 |
首仓入场 |
| 2020-06-16 |
跌破离场 |
卖出 |
8.74125 |
113100.0 |
¥98.8万 |
|
| 2020-08-11 |
突破买入 |
买入 |
10.380369999999997 |
95800.0 |
¥99.5万 |
首仓入场 |
| 2020-09-25 |
跌破离场 |
卖出 |
12.07791 |
95800.0 |
¥1.16M |
|
| 2020-11-20 |
突破买入 |
买入 |
14.604589999999998 |
78100.0 |
¥1.14M |
首仓入场 |
| 2021-01-06 |
跌破离场 |
卖出 |
13.526459999999998 |
78100.0 |
¥1.06M |
|
| 2021-02-05 |
突破买入 |
买入 |
16.34633 |
65200.0 |
¥1.07M |
首仓入场 |
| 2021-03-01 |
跌破离场 |
卖出 |
16.363619999999997 |
65200.0 |
¥1.07M |
|
| 2021-03-04 |
突破买入 |
买入 |
18.17816 |
58900.0 |
¥1.07M |
首仓入场 |
| 2021-03-11 |
跌破离场 |
卖出 |
15.97401 |
58900.0 |
¥94.1万 |
|
| 2021-09-02 |
突破买入 |
买入 |
14.524509999999998 |
64900.0 |
¥94.3万 |
首仓入场 |
| 2021-11-01 |
跌破离场 |
卖出 |
14.24574 |
64900.0 |
¥92.4万 |
|
| 2022-01-20 |
突破买入 |
买入 |
14.264249999999999 |
65000.0 |
¥92.7万 |
首仓入场 |
| 2022-02-28 |
跌破离场 |
卖出 |
14.25573 |
65000.0 |
¥92.6万 |
|
| 2022-04-07 |
突破买入 |
买入 |
14.964949999999998 |
61300.0 |
¥91.8万 |
首仓入场 |
| 2022-05-10 |
跌破离场 |
卖出 |
14.105879999999999 |
61300.0 |
¥86.4万 |
|
| 2022-06-28 |
突破买入 |
买入 |
14.34433 |
60600.0 |
¥87.0万 |
首仓入场 |
| 2022-07-14 |
跌破离场 |
卖出 |
14.215770000000001 |
60600.0 |
¥86.1万 |
|
| 2023-04-17 |
突破买入 |
买入 |
12.06205 |
71500.0 |
¥86.3万 |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
12.1878 |
71500.0 |
¥87.1万 |
|
| 2023-07-31 |
突破买入 |
买入 |
12.15214 |
71800.0 |
¥87.3万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
11.418569999999999 |
71800.0 |
¥82.0万 |
|
| 2024-01-08 |
突破买入 |
买入 |
10.030019999999999 |
80700.0 |
¥81.0万 |
首仓入场 |
| 2024-05-31 |
跌破离场 |
卖出 |
13.576410000000001 |
80700.0 |
¥1.10M |
|
| 2024-07-30 |
突破买入 |
买入 |
13.623609999999998 |
80500.0 |
¥1.10M |
首仓入场 |
| 2024-09-02 |
跌破离场 |
卖出 |
12.74724 |
80500.0 |
¥1.03M |
|
| 2024-10-09 |
突破买入 |
买入 |
14.034019999999998 |
71800.0 |
¥1.01M |
首仓入场 |
| 2024-10-29 |
跌破离场 |
卖出 |
14.00598 |
71800.0 |
¥1.01M |
|
| 2024-12-25 |
突破买入 |
买入 |
14.564549999999999 |
70700.0 |
¥1.03M |
首仓入场 |
| 2025-02-24 |
跌破离场 |
卖出 |
14.3856 |
70700.0 |
¥1.02M |
|
| 2025-03-20 |
突破买入 |
买入 |
14.804789999999997 |
68500.0 |
¥1.01M |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
14.425559999999999 |
68500.0 |
¥98.8万 |
|
| 2025-04-30 |
突破买入 |
买入 |
14.794779999999998 |
66700.0 |
¥98.7万 |
首仓入场 |
| 2025-07-25 |
跌破离场 |
卖出 |
16.353630000000003 |
66700.0 |
¥1.09M |
|
| 2025-10-15 |
突破买入 |
买入 |
16.036019999999997 |
67800.0 |
¥1.09M |
首仓入场 |
| 2025-10-30 |
跌破离场 |
卖出 |
15.704280000000002 |
67800.0 |
¥1.06M |
|
| 2026-01-14 |
突破买入 |
买入 |
15.88 |
66900.0 |
¥1.06M |
首仓入场 |
| 2026-01-20 |
跌破离场 |
卖出 |
15.04494 |
66900.0 |
¥1.01M |
|
| 2026-02-02 |
突破买入 |
买入 |
16.20619 |
62600.0 |
¥1.01M |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
16.243740000000003 |
62600.0 |
¥1.02M |
|
| 2026-06-15 |
突破买入 |
买入 |
16.52 |
60500.0 |
¥100.0万 |
首仓入场 |
| 2026-06-23 |
跌破离场 |
卖出 |
15.594389999999999 |
60500.0 |
¥94.3万 |
|
| 2026-07-29 |
突破买入 |
买入 |
16.096079999999997 |
59600.0 |
¥96.0万 |
首仓入场 |
| 2026-09-29 |
跌破离场 |
卖出 |
16.81317 |
59600.0 |
¥1.00M |
|