600938 中国海油 — 海龟交易法则 回测明细
数据区间: 2022-04-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.29M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +28.66%）
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 16 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 |
2022-05-30 |
2022-06-21 |
18.413912517 |
17.23275 |
¥-6.4万 |
-6.44% |
跌破离场 |
| 2 |
2022-08-26 |
2022-09-27 |
17.232378163 |
15.43455 |
¥-9.5万 |
-10.46% |
跌破离场 |
| 3 |
2022-12-06 |
2022-12-19 |
16.901949063999997 |
15.80418 |
¥-5.4万 |
-6.52% |
跌破离场 |
| 4 |
2023-03-03 |
2023-03-28 |
16.701689003999995 |
16.73325 |
¥1,247 |
+0.16% |
跌破离场 |
| 5 |
2023-04-14 |
2023-05-25 |
18.744341615999996 |
18.36162 |
¥-1.6万 |
-2.07% |
跌破离场 |
| 6 |
2023-07-14 |
2023-07-24 |
19.275030775 |
18.781200000000002 |
¥-1.9万 |
-2.59% |
跌破离场 |
| 7 |
2023-09-05 |
2023-10-26 |
19.425225819999994 |
19.560419999999997 |
¥4,979 |
+0.67% |
跌破离场 |
| 8 |
2023-12-01 |
2024-04-24 |
19.725615909999995 |
28.571399999999997 |
¥33.6万 |
+44.80% |
跌破离场 |
| 9 |
2024-05-30 |
2024-07-18 |
30.179191041999996 |
32.417550000000006 |
¥8.0万 |
+7.38% |
跌破离场 |
| 10 |
2024-10-09 |
2024-10-28 |
30.359105 |
27.412560000000003 |
¥-11.0万 |
-9.73% |
跌破离场 |
| 11 |
2024-12-05 |
2025-01-22 |
27.285433174999998 |
27.4725 |
¥6,885 |
+0.66% |
跌破离场 |
| 12 |
2025-06-09 |
2025-06-25 |
26.284132875 |
26.07 |
¥-9,034 |
-0.84% |
跌破离场 |
| 13 |
2025-09-18 |
2025-10-20 |
26.70801 |
25.61436 |
¥-4.3万 |
-4.12% |
跌破离场 |
| 14 |
2025-10-24 |
2025-11-25 |
27.505719240999994 |
28.11186 |
¥2.2万 |
+2.17% |
跌破离场 |
| 15 |
2025-12-31 |
2026-04-09 |
29.958904976 |
37.512449999999994 |
¥26.2万 |
+25.18% |
跌破离场 |
| 16 |
2026-07-21 |
2026-11-05 |
31.84134954 |
31.4685 |
¥-1.6万 |
-1.20% |
跌破离场 |
逐笔成交记录（共 32 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-05-30 |
突破买入 |
买入 |
18.408389999999997 |
53800.0 |
¥99.1万 |
首仓入场 |
| 2022-06-21 |
跌破离场 |
卖出 |
17.23275 |
53800.0 |
¥92.7万 |
|
| 2022-08-26 |
突破买入 |
买入 |
17.22721 |
52700.0 |
¥90.8万 |
首仓入场 |
| 2022-09-27 |
跌破离场 |
卖出 |
15.43455 |
52700.0 |
¥81.3万 |
|
| 2022-12-06 |
突破买入 |
买入 |
16.896879999999996 |
48800.0 |
¥82.5万 |
首仓入场 |
| 2022-12-19 |
跌破离场 |
卖出 |
15.80418 |
48800.0 |
¥77.1万 |
|
| 2023-03-03 |
突破买入 |
买入 |
16.696679999999997 |
47000.0 |
¥78.5万 |
首仓入场 |
| 2023-03-28 |
跌破离场 |
卖出 |
16.73325 |
47000.0 |
¥78.6万 |
|
| 2023-04-14 |
突破买入 |
买入 |
18.738719999999997 |
41700.0 |
¥78.2万 |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
18.36162 |
41700.0 |
¥76.5万 |
|
| 2023-07-14 |
突破买入 |
买入 |
19.26925 |
38900.0 |
¥75.0万 |
首仓入场 |
| 2023-07-24 |
跌破离场 |
卖出 |
18.781200000000002 |
38900.0 |
¥73.0万 |
|
| 2023-09-05 |
突破买入 |
买入 |
19.419399999999996 |
38500.0 |
¥74.8万 |
首仓入场 |
| 2023-10-26 |
跌破离场 |
卖出 |
19.560419999999997 |
38500.0 |
¥75.3万 |
|
| 2023-12-01 |
突破买入 |
买入 |
19.719699999999996 |
38000.0 |
¥75.0万 |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
28.571399999999997 |
38000.0 |
¥1.09M |
|
| 2024-05-30 |
突破买入 |
买入 |
30.170139999999996 |
35800.0 |
¥1.08M |
首仓入场 |
| 2024-07-18 |
跌破离场 |
卖出 |
32.417550000000006 |
35800.0 |
¥1.16M |
|
| 2024-10-09 |
突破买入 |
买入 |
30.35 |
37100.0 |
¥1.13M |
首仓入场 |
| 2024-10-28 |
跌破离场 |
卖出 |
27.412560000000003 |
37100.0 |
¥1.02M |
|
| 2024-12-05 |
突破买入 |
买入 |
27.27725 |
38500.0 |
¥1.05M |
首仓入场 |
| 2025-01-22 |
跌破离场 |
卖出 |
27.4725 |
38500.0 |
¥1.06M |
|
| 2025-06-09 |
突破买入 |
买入 |
26.27625 |
40700.0 |
¥1.07M |
首仓入场 |
| 2025-06-25 |
跌破离场 |
卖出 |
26.07 |
40700.0 |
¥1.06M |
|
| 2025-09-18 |
突破买入 |
买入 |
26.7 |
39400.0 |
¥1.05M |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
25.61436 |
39400.0 |
¥1.01M |
|
| 2025-10-24 |
突破买入 |
买入 |
27.497469999999996 |
36900.0 |
¥1.01M |
首仓入场 |
| 2025-11-25 |
跌破离场 |
卖出 |
28.11186 |
36900.0 |
¥1.04M |
|
| 2025-12-31 |
突破买入 |
买入 |
29.94992 |
34700.0 |
¥1.04M |
首仓入场 |
| 2026-04-09 |
跌破离场 |
卖出 |
37.512449999999994 |
34700.0 |
¥1.30M |
|
| 2026-07-21 |
突破买入 |
买入 |
31.8318 |
40700.0 |
¥1.30M |
首仓入场 |
| 2026-11-05 |
跌破离场 |
卖出 |
31.4685 |
40700.0 |
¥1.28M |
|