600941 中国移动 — 海龟交易法则 回测明细
数据区间: 2022-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥80.5万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -19.55%）
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 19 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 |
2022-03-23 |
2022-04-18 |
64.163323224 |
64.5354 |
¥5,467 |
+0.55% |
跌破离场 |
| 2 |
2022-05-26 |
2022-06-02 |
67.46761421399998 |
63.56637 |
¥-5.8万 |
-5.81% |
跌破离场 |
| 3 |
2022-08-15 |
2022-11-15 |
63.24212694799999 |
64.51 |
¥1.9万 |
+1.97% |
跌破离场 |
| 4 |
2022-11-28 |
2022-12-19 |
71.59297145 |
71.0289 |
¥-7,786 |
-0.82% |
跌破离场 |
| 5 |
2023-01-13 |
2023-03-28 |
76.14888781499998 |
87.87204 |
¥14.6万 |
+15.36% |
跌破离场 |
| 6 |
2023-04-18 |
2023-05-18 |
102.83354080999999 |
91.42848 |
¥-12.2万 |
-11.12% |
跌破离场 |
| 7 |
2023-06-12 |
2023-06-26 |
100.81091420399999 |
91.22868 |
¥-9.1万 |
-9.53% |
跌破离场 |
| 8 |
2023-08-14 |
2023-09-07 |
97.1261291 |
95.89401 |
¥-1.1万 |
-1.30% |
跌破离场 |
| 9 |
2023-10-18 |
2023-10-25 |
103.03380087000001 |
96.29361 |
¥-5.7万 |
-6.57% |
跌破离场 |
| 10 |
2023-12-20 |
2024-01-12 |
95.19361952099997 |
94.6053 |
¥-5,304 |
-0.65% |
跌破离场 |
| 11 |
2024-01-29 |
2024-04-12 |
100.95109624599998 |
102.91698 |
¥1.5万 |
+1.92% |
跌破离场 |
| 12 |
2024-06-28 |
2024-07-29 |
104.48568630499997 |
105.3945 |
¥6,930 |
+0.84% |
跌破离场 |
| 13 |
2024-12-16 |
2025-02-26 |
108.77125158899999 |
109.38051 |
¥4,381 |
+0.53% |
跌破离场 |
| 14 |
2025-04-07 |
2025-06-11 |
106.63848194999998 |
113.19669 |
¥5.0万 |
+6.12% |
跌破离场 |
| 15 |
2025-11-13 |
2025-12-05 |
108.721186574 |
106.0938 |
¥-2.2万 |
-2.45% |
跌破离场 |
| 16 |
2026-03-12 |
2026-03-24 |
96.78568699799997 |
93.61628999999999 |
¥-2.9万 |
-3.30% |
跌破离场 |
| 17 |
2026-04-22 |
2026-06-16 |
96.22495882999998 |
93.96594 |
¥-2.0万 |
-2.38% |
跌破离场 |
| 18 |
2026-07-21 |
2026-09-22 |
95.934581743 |
95.91399 |
¥-420 |
-0.05% |
跌破离场 |
| 19 |
2026-10-15 |
2026-11-13 |
100.210134024 |
97.902 |
¥-1.9万 |
-2.33% |
跌破离场 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-03-23 |
突破买入 |
买入 |
64.14407999999999 |
15500.0 |
¥99.5万 |
首仓入场 |
| 2022-04-18 |
跌破离场 |
卖出 |
64.5354 |
15500.0 |
¥100.0万 |
|
| 2022-05-26 |
突破买入 |
买入 |
67.44737999999998 |
14800.0 |
¥99.9万 |
首仓入场 |
| 2022-06-02 |
跌破离场 |
卖出 |
63.56637 |
14800.0 |
¥94.1万 |
|
| 2022-08-15 |
突破买入 |
买入 |
63.22315999999999 |
14900.0 |
¥94.2万 |
首仓入场 |
| 2022-11-15 |
跌破离场 |
卖出 |
64.51 |
14900.0 |
¥96.1万 |
|
| 2022-11-28 |
突破买入 |
买入 |
71.57149999999999 |
13300.0 |
¥95.2万 |
首仓入场 |
| 2022-12-19 |
跌破离场 |
卖出 |
71.0289 |
13300.0 |
¥94.4万 |
|
| 2023-01-13 |
突破买入 |
买入 |
76.12604999999999 |
12500.0 |
¥95.2万 |
首仓入场 |
| 2023-03-28 |
跌破离场 |
卖出 |
87.87204 |
12500.0 |
¥1.10M |
|
| 2023-04-18 |
突破买入 |
买入 |
102.80269999999999 |
10700.0 |
¥1.10M |
首仓入场 |
| 2023-05-18 |
跌破离场 |
卖出 |
91.42848 |
10700.0 |
¥97.8万 |
|
| 2023-06-12 |
突破买入 |
买入 |
100.78067999999999 |
9500.0 |
¥95.8万 |
首仓入场 |
| 2023-06-26 |
跌破离场 |
卖出 |
91.22868 |
9500.0 |
¥86.6万 |
|
| 2023-08-14 |
突破买入 |
买入 |
97.097 |
9000.0 |
¥87.4万 |
首仓入场 |
| 2023-09-07 |
跌破离场 |
卖出 |
95.89401 |
9000.0 |
¥86.3万 |
|
| 2023-10-18 |
突破买入 |
买入 |
103.0029 |
8400.0 |
¥86.5万 |
首仓入场 |
| 2023-10-25 |
跌破离场 |
卖出 |
96.29361 |
8400.0 |
¥80.9万 |
|
| 2023-12-20 |
突破买入 |
买入 |
95.16506999999999 |
8600.0 |
¥81.9万 |
首仓入场 |
| 2024-01-12 |
跌破离场 |
卖出 |
94.6053 |
8600.0 |
¥81.3万 |
|
| 2024-01-29 |
突破买入 |
买入 |
100.92081999999998 |
8000.0 |
¥80.8万 |
首仓入场 |
| 2024-04-12 |
跌破离场 |
卖出 |
102.91698 |
8000.0 |
¥82.3万 |
|
| 2024-06-28 |
突破买入 |
买入 |
104.45434999999996 |
7900.0 |
¥82.5万 |
首仓入场 |
| 2024-07-29 |
跌破离场 |
卖出 |
105.3945 |
7900.0 |
¥83.2万 |
|
| 2024-12-16 |
突破买入 |
买入 |
108.73862999999999 |
7600.0 |
¥82.7万 |
首仓入场 |
| 2025-02-26 |
跌破离场 |
卖出 |
109.38051 |
7600.0 |
¥83.1万 |
|
| 2025-04-07 |
突破买入 |
买入 |
106.60649999999998 |
7700.0 |
¥82.1万 |
首仓入场 |
| 2025-06-11 |
跌破离场 |
卖出 |
113.19669 |
7700.0 |
¥87.1万 |
|
| 2025-11-13 |
突破买入 |
买入 |
108.68857999999999 |
8200.0 |
¥89.2万 |
首仓入场 |
| 2025-12-05 |
跌破离场 |
卖出 |
106.0938 |
8200.0 |
¥87.0万 |
|
| 2026-03-12 |
突破买入 |
买入 |
96.75665999999998 |
9000.0 |
¥87.1万 |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
93.61628999999999 |
9000.0 |
¥84.2万 |
|
| 2026-04-22 |
突破买入 |
买入 |
96.19609999999999 |
8700.0 |
¥83.7万 |
首仓入场 |
| 2026-06-16 |
跌破离场 |
卖出 |
93.96594 |
8700.0 |
¥81.7万 |
|
| 2026-07-21 |
突破买入 |
买入 |
95.90580999999999 |
8500.0 |
¥81.5万 |
首仓入场 |
| 2026-09-22 |
跌破离场 |
卖出 |
95.91399 |
8500.0 |
¥81.5万 |
|
| 2026-10-15 |
突破买入 |
买入 |
100.18007999999999 |
8100.0 |
¥81.2万 |
首仓入场 |
| 2026-11-13 |
跌破离场 |
卖出 |
97.902 |
8100.0 |
¥79.3万 |
|