600958 东方证券 — 海龟交易法则 回测明细
数据区间: 2015-03-23 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.30M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +29.96%）
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 27 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 |
2015-05-26 |
2015-06-19 |
39.85175193999999 |
33.4665 |
¥-15.7万 |
-16.05% |
跌破离场 |
| 2 |
2015-10-12 |
2015-11-30 |
18.023405399999998 |
22.177799999999998 |
¥19.2万 |
+23.01% |
跌破离场 |
| 3 |
2016-03-22 |
2016-04-08 |
22.0286066 |
18.8811 |
¥-14.3万 |
-14.31% |
跌破离场 |
| 4 |
2016-11-14 |
2016-12-06 |
16.471389934999998 |
16.293689999999998 |
¥-9,787 |
-1.11% |
跌破离场 |
| 5 |
2017-07-11 |
2017-08-11 |
14.628997382999996 |
15.3846 |
¥4.5万 |
+5.13% |
跌破离场 |
| 6 |
2018-01-22 |
2018-02-09 |
14.829257443 |
13.786200000000001 |
¥-6.5万 |
-7.06% |
跌破离场 |
| 7 |
2018-09-19 |
2018-10-09 |
9.011702699999999 |
8.521469999999999 |
¥-4.7万 |
-5.47% |
跌破离场 |
| 8 |
2018-10-24 |
2018-12-14 |
9.041741708999998 |
8.72127 |
¥-2.9万 |
-3.57% |
跌破离场 |
| 9 |
2019-02-14 |
2019-03-15 |
9.141871738999999 |
11.77821 |
¥22.5万 |
+28.80% |
跌破离场 |
| 10 |
2019-12-18 |
2020-02-03 |
10.573731167999998 |
9.26 |
¥-12.5万 |
-12.45% |
跌破离场 |
| 11 |
2020-06-23 |
2020-09-08 |
9.582443870999999 |
11.26872 |
¥15.5万 |
+17.56% |
跌破离场 |
| 12 |
2021-01-08 |
2021-01-26 |
11.793536999999999 |
10.759229999999999 |
¥-9.1万 |
-8.80% |
跌破离场 |
| 13 |
2021-05-17 |
2021-06-16 |
9.171910748 |
9.34065 |
¥1.7万 |
+1.81% |
跌破离场 |
| 14 |
2021-07-26 |
2021-09-28 |
12.315993689999999 |
15.43455 |
¥24.2万 |
+25.28% |
跌破离场 |
| 15 |
2021-12-03 |
2021-12-21 |
15.269829575 |
15.13485 |
¥-1.1万 |
-0.91% |
跌破离场 |
| 16 |
2022-06-07 |
2022-07-07 |
9.51235285 |
9.4905 |
¥-3,088 |
-0.26% |
跌破离场 |
| 17 |
2022-11-02 |
2022-12-20 |
8.090506423999999 |
8.77122 |
¥9.8万 |
+8.38% |
跌破离场 |
| 18 |
2023-04-04 |
2023-04-25 |
10.563718165 |
10.559430000000003 |
¥-904 |
-0.07% |
跌破离场 |
| 19 |
2023-07-26 |
2023-08-22 |
10.383484110999996 |
10.349639999999999 |
¥-4,585 |
-0.36% |
跌破离场 |
| 20 |
2024-03-04 |
2024-03-26 |
8.961637684999998 |
8.34165 |
¥-8.9万 |
-6.95% |
跌破离场 |
| 21 |
2024-04-30 |
2024-05-24 |
8.50255 |
8.211780000000001 |
¥-4.1万 |
-3.45% |
跌破离场 |
| 22 |
2024-07-30 |
2024-08-23 |
8.150584442 |
8.27172 |
¥1.7万 |
+1.46% |
跌破离场 |
| 23 |
2024-09-26 |
2024-11-25 |
9.011702699999999 |
10.439549999999999 |
¥18.4万 |
+15.81% |
跌破离场 |
| 24 |
2025-05-15 |
2025-05-29 |
9.612482879999998 |
9.2 |
¥-5.8万 |
-4.32% |
跌破离场 |
| 25 |
2025-06-26 |
2025-09-02 |
9.952924981999997 |
11.25873 |
¥17.0万 |
+13.09% |
跌破离场 |
| 26 |
2026-01-07 |
2026-01-16 |
11.423426000000001 |
10.709280000000001 |
¥-9.2万 |
-6.28% |
跌破离场 |
| 27 |
2026-06-23 |
2026-07-09 |
9.762677924999998 |
9.200790000000001 |
¥-8.0万 |
-5.78% |
跌破离场 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-26 |
突破买入 |
买入 |
39.83979999999999 |
24600.0 |
¥98.0万 |
首仓入场 |
| 2015-06-19 |
跌破离场 |
卖出 |
33.4665 |
24600.0 |
¥82.3万 |
|
| 2015-10-12 |
突破买入 |
买入 |
18.017999999999997 |
46300.0 |
¥83.4万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
22.177799999999998 |
46300.0 |
¥1.03M |
|
| 2016-03-22 |
突破买入 |
买入 |
22.022 |
45200.0 |
¥99.6万 |
首仓入场 |
| 2016-04-08 |
跌破离场 |
卖出 |
18.8811 |
45200.0 |
¥85.3万 |
|
| 2016-11-14 |
突破买入 |
买入 |
16.46645 |
53600.0 |
¥88.3万 |
首仓入场 |
| 2016-12-06 |
跌破离场 |
卖出 |
16.293689999999998 |
53600.0 |
¥87.3万 |
|
| 2017-07-11 |
突破买入 |
买入 |
14.624609999999995 |
60200.0 |
¥88.1万 |
首仓入场 |
| 2017-08-11 |
跌破离场 |
卖出 |
15.3846 |
60200.0 |
¥92.6万 |
|
| 2018-01-22 |
突破买入 |
买入 |
14.82481 |
61800.0 |
¥91.6万 |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
13.786200000000001 |
61800.0 |
¥85.2万 |
|
| 2018-09-19 |
突破买入 |
买入 |
9.008999999999999 |
95500.0 |
¥86.1万 |
首仓入场 |
| 2018-10-09 |
跌破离场 |
卖出 |
8.521469999999999 |
95500.0 |
¥81.4万 |
|
| 2018-10-24 |
突破买入 |
买入 |
9.039029999999999 |
89200.0 |
¥80.7万 |
首仓入场 |
| 2018-12-14 |
跌破离场 |
卖出 |
8.72127 |
89200.0 |
¥77.8万 |
|
| 2019-02-14 |
突破买入 |
买入 |
9.13913 |
85400.0 |
¥78.1万 |
首仓入场 |
| 2019-03-15 |
跌破离场 |
卖出 |
11.77821 |
85400.0 |
¥1.01M |
|
| 2019-12-18 |
突破买入 |
买入 |
10.570559999999999 |
94900.0 |
¥1.00M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
9.26 |
94900.0 |
¥87.9万 |
|
| 2020-06-23 |
突破买入 |
买入 |
9.579569999999999 |
92300.0 |
¥88.4万 |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
11.26872 |
92300.0 |
¥1.04M |
|
| 2021-01-08 |
突破买入 |
买入 |
11.79 |
87800.0 |
¥1.04M |
首仓入场 |
| 2021-01-26 |
跌破离场 |
卖出 |
10.759229999999999 |
87800.0 |
¥94.4万 |
|
| 2021-05-17 |
突破买入 |
买入 |
9.16916 |
102200.0 |
¥93.7万 |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
9.34065 |
102200.0 |
¥95.4万 |
|
| 2021-07-26 |
突破买入 |
买入 |
12.312299999999999 |
77700.0 |
¥95.7万 |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
15.43455 |
77700.0 |
¥1.20M |
|
| 2021-12-03 |
突破买入 |
买入 |
15.265249999999998 |
78600.0 |
¥1.20M |
首仓入场 |
| 2021-12-21 |
跌破离场 |
卖出 |
15.13485 |
78600.0 |
¥1.19M |
|
| 2022-06-07 |
突破买入 |
买入 |
9.5095 |
125000.0 |
¥1.19M |
首仓入场 |
| 2022-07-07 |
跌破离场 |
卖出 |
9.4905 |
125000.0 |
¥1.19M |
|
| 2022-11-02 |
突破买入 |
买入 |
8.08808 |
144800.0 |
¥1.17M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
8.77122 |
144800.0 |
¥1.27M |
|
| 2023-04-04 |
突破买入 |
买入 |
10.56055 |
121200.0 |
¥1.28M |
首仓入场 |
| 2023-04-25 |
跌破离场 |
卖出 |
10.559430000000003 |
121200.0 |
¥1.28M |
|
| 2023-07-26 |
突破买入 |
买入 |
10.380369999999997 |
124100.0 |
¥1.29M |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
10.349639999999999 |
124100.0 |
¥1.28M |
|
| 2024-03-04 |
突破买入 |
买入 |
8.958949999999998 |
143100.0 |
¥1.28M |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
8.34165 |
143100.0 |
¥1.19M |
|
| 2024-04-30 |
突破买入 |
买入 |
8.5 |
140800.0 |
¥1.20M |
首仓入场 |
| 2024-05-24 |
跌破离场 |
卖出 |
8.211780000000001 |
140800.0 |
¥1.16M |
|
| 2024-07-30 |
突破买入 |
买入 |
8.14814 |
141100.0 |
¥1.15M |
首仓入场 |
| 2024-08-23 |
跌破离场 |
卖出 |
8.27172 |
141100.0 |
¥1.17M |
|
| 2024-09-26 |
突破买入 |
买入 |
9.008999999999999 |
129400.0 |
¥1.17M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
10.439549999999999 |
129400.0 |
¥1.35M |
|
| 2025-05-15 |
突破买入 |
买入 |
9.609599999999999 |
140100.0 |
¥1.35M |
首仓入场 |
| 2025-05-29 |
跌破离场 |
卖出 |
9.2 |
140100.0 |
¥1.29M |
|
| 2025-06-26 |
突破买入 |
买入 |
9.949939999999998 |
130400.0 |
¥1.30M |
首仓入场 |
| 2025-09-02 |
跌破离场 |
卖出 |
11.25873 |
130400.0 |
¥1.47M |
|
| 2026-01-07 |
突破买入 |
买入 |
11.42 |
128200.0 |
¥1.46M |
首仓入场 |
| 2026-01-16 |
跌破离场 |
卖出 |
10.709280000000001 |
128200.0 |
¥1.37M |
|
| 2026-06-23 |
突破买入 |
买入 |
9.759749999999999 |
140800.0 |
¥1.37M |
首仓入场 |
| 2026-07-09 |
跌破离场 |
卖出 |
9.200790000000001 |
140800.0 |
¥1.30M |
|