600989 宝丰能源 — 海龟交易法则 回测明细
数据区间: 2019-05-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.18M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +17.54%）
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 24 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 |
2020-03-03 |
2020-03-16 |
10.093107023999998 |
9.33066 |
¥-7.5万 |
-7.58% |
跌破离场 |
| 2 |
2020-07-28 |
2020-09-04 |
10.013002999999998 |
12.13785 |
¥19.3万 |
+21.18% |
跌破离场 |
| 3 |
2020-11-24 |
2020-12-10 |
12.786604830999998 |
11.938049999999999 |
¥-7.4万 |
-6.66% |
跌破离场 |
| 4 |
2021-01-12 |
2021-03-03 |
13.868009154999998 |
16.40358 |
¥18.8万 |
+18.25% |
跌破离场 |
| 5 |
2021-07-20 |
2021-09-28 |
15.019504500000002 |
15.684299999999999 |
¥5.3万 |
+4.39% |
跌破离场 |
| 6 |
2021-12-14 |
2022-01-12 |
18.113522426999996 |
16.5834 |
¥-10.8万 |
-8.47% |
跌破离场 |
| 7 |
2022-02-14 |
2022-03-09 |
17.813132336999995 |
16.43355 |
¥-9.1万 |
-7.77% |
跌破离场 |
| 8 |
2022-04-18 |
2022-04-21 |
15.880622758 |
14.35563 |
¥-10.3万 |
-9.63% |
跌破离场 |
| 9 |
2022-05-30 |
2022-06-22 |
15.189725550999997 |
14.89509 |
¥-1.9万 |
-1.97% |
跌破离场 |
| 10 |
2022-11-28 |
2022-12-20 |
13.727827112999998 |
13.21677 |
¥-3.5万 |
-3.75% |
跌破离场 |
| 11 |
2023-01-31 |
2023-03-17 |
13.427437023 |
15.114870000000002 |
¥11.6万 |
+12.53% |
跌破离场 |
| 12 |
2023-07-27 |
2023-08-24 |
13.827957142999999 |
13.39659 |
¥-3.3万 |
-3.15% |
跌破离场 |
| 13 |
2023-09-05 |
2023-09-25 |
14.318594289999998 |
14.07591 |
¥-1.7万 |
-1.72% |
跌破离场 |
| 14 |
2023-11-08 |
2023-12-06 |
14.598958373999999 |
13.94 |
¥-4.5万 |
-4.54% |
跌破离场 |
| 15 |
2024-02-28 |
2024-05-24 |
15.269829575 |
16.49349 |
¥7.6万 |
+7.98% |
跌破离场 |
| 16 |
2024-07-01 |
2024-07-24 |
17.352534198999994 |
16.16382 |
¥-7.0万 |
-6.88% |
跌破离场 |
| 17 |
2024-09-26 |
2024-10-17 |
15.830557743 |
15.83415 |
¥-70 |
-0.01% |
跌破离场 |
| 18 |
2025-02-05 |
2025-02-18 |
17.515253 |
16.12386 |
¥-7.6万 |
-7.97% |
跌破离场 |
| 19 |
2025-03-11 |
2025-03-28 |
17.322495189999998 |
14.985 |
¥-11.8万 |
-13.52% |
跌破离场 |
| 20 |
2025-05-21 |
2025-06-03 |
16.651623989 |
15.964020000000001 |
¥-3.1万 |
-4.16% |
跌破离场 |
| 21 |
2025-07-23 |
2025-09-17 |
16.701689003999995 |
16.92306 |
¥9,430 |
+1.30% |
跌破离场 |
| 22 |
2025-10-13 |
2025-11-24 |
17.642911285999997 |
18.04194 |
¥1.6万 |
+2.23% |
跌破离场 |
| 23 |
2025-12-29 |
2026-04-01 |
18.924575669999996 |
29.03094 |
¥40.2万 |
+53.36% |
跌破离场 |
| 24 |
2026-07-21 |
2026-09-18 |
22.62938678 |
23.006970000000003 |
¥1.8万 |
+1.64% |
跌破离场 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-03-03 |
突破买入 |
买入 |
10.090079999999999 |
97700.0 |
¥98.6万 |
首仓入场 |
| 2020-03-16 |
跌破离场 |
卖出 |
9.33066 |
97700.0 |
¥91.1万 |
|
| 2020-07-28 |
突破买入 |
买入 |
10.009999999999998 |
91100.0 |
¥91.2万 |
首仓入场 |
| 2020-09-04 |
跌破离场 |
卖出 |
12.13785 |
91100.0 |
¥1.11M |
|
| 2020-11-24 |
突破买入 |
买入 |
12.782769999999998 |
86700.0 |
¥1.11M |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
11.938049999999999 |
86700.0 |
¥1.03M |
|
| 2021-01-12 |
突破买入 |
买入 |
13.863849999999998 |
74300.0 |
¥1.03M |
首仓入场 |
| 2021-03-03 |
跌破离场 |
卖出 |
16.40358 |
74300.0 |
¥1.22M |
|
| 2021-07-20 |
突破买入 |
买入 |
15.015 |
80200.0 |
¥1.20M |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
15.684299999999999 |
80200.0 |
¥1.26M |
|
| 2021-12-14 |
突破买入 |
买入 |
18.108089999999997 |
70600.0 |
¥1.28M |
首仓入场 |
| 2022-01-12 |
跌破离场 |
卖出 |
16.5834 |
70600.0 |
¥1.17M |
|
| 2022-02-14 |
突破买入 |
买入 |
17.807789999999997 |
65900.0 |
¥1.17M |
首仓入场 |
| 2022-03-09 |
跌破离场 |
卖出 |
16.43355 |
65900.0 |
¥1.08M |
|
| 2022-04-18 |
突破买入 |
买入 |
15.875859999999998 |
67200.0 |
¥1.07M |
首仓入场 |
| 2022-04-21 |
跌破离场 |
卖出 |
14.35563 |
67200.0 |
¥96.4万 |
|
| 2022-05-30 |
突破买入 |
买入 |
15.185169999999998 |
64400.0 |
¥97.8万 |
首仓入场 |
| 2022-06-22 |
跌破离场 |
卖出 |
14.89509 |
64400.0 |
¥95.9万 |
|
| 2022-11-28 |
突破买入 |
买入 |
13.723709999999999 |
68600.0 |
¥94.2万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
13.21677 |
68600.0 |
¥90.6万 |
|
| 2023-01-31 |
突破买入 |
买入 |
13.423409999999999 |
69000.0 |
¥92.6万 |
首仓入场 |
| 2023-03-17 |
跌破离场 |
卖出 |
15.114870000000002 |
69000.0 |
¥1.04M |
|
| 2023-07-27 |
突破买入 |
买入 |
13.823809999999998 |
75200.0 |
¥1.04M |
首仓入场 |
| 2023-08-24 |
跌破离场 |
卖出 |
13.39659 |
75200.0 |
¥1.01M |
|
| 2023-09-05 |
突破买入 |
买入 |
14.3143 |
70200.0 |
¥1.01M |
首仓入场 |
| 2023-09-25 |
跌破离场 |
卖出 |
14.07591 |
70200.0 |
¥98.8万 |
|
| 2023-11-08 |
突破买入 |
买入 |
14.594579999999999 |
67600.0 |
¥98.7万 |
首仓入场 |
| 2023-12-06 |
跌破离场 |
卖出 |
13.94 |
67600.0 |
¥94.2万 |
|
| 2024-02-28 |
突破买入 |
买入 |
15.265249999999998 |
62000.0 |
¥94.7万 |
首仓入场 |
| 2024-05-24 |
跌破离场 |
卖出 |
16.49349 |
62000.0 |
¥1.02M |
|
| 2024-07-01 |
突破买入 |
买入 |
17.347329999999996 |
58900.0 |
¥1.02M |
首仓入场 |
| 2024-07-24 |
跌破离场 |
卖出 |
16.16382 |
58900.0 |
¥95.2万 |
|
| 2024-09-26 |
突破买入 |
买入 |
15.825809999999999 |
60100.0 |
¥95.1万 |
首仓入场 |
| 2024-10-17 |
跌破离场 |
卖出 |
15.83415 |
60100.0 |
¥95.1万 |
|
| 2025-02-05 |
突破买入 |
买入 |
17.51 |
54200.0 |
¥94.9万 |
首仓入场 |
| 2025-02-18 |
跌破离场 |
卖出 |
16.12386 |
54200.0 |
¥87.4万 |
|
| 2025-03-11 |
突破买入 |
买入 |
17.3173 |
50400.0 |
¥87.3万 |
首仓入场 |
| 2025-03-28 |
跌破离场 |
卖出 |
14.985 |
50400.0 |
¥75.5万 |
|
| 2025-05-21 |
突破买入 |
买入 |
16.64663 |
45400.0 |
¥75.6万 |
首仓入场 |
| 2025-06-03 |
跌破离场 |
卖出 |
15.964020000000001 |
45400.0 |
¥72.5万 |
|
| 2025-07-23 |
突破买入 |
买入 |
16.696679999999997 |
43600.0 |
¥72.8万 |
首仓入场 |
| 2025-09-17 |
跌破离场 |
卖出 |
16.92306 |
43600.0 |
¥73.8万 |
|
| 2025-10-13 |
突破买入 |
买入 |
17.63762 |
40400.0 |
¥71.3万 |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
18.04194 |
40400.0 |
¥72.9万 |
|
| 2025-12-29 |
突破买入 |
买入 |
18.918899999999997 |
39800.0 |
¥75.3万 |
首仓入场 |
| 2026-04-01 |
跌破离场 |
卖出 |
29.03094 |
39800.0 |
¥1.16M |
|
| 2026-07-21 |
突破买入 |
买入 |
22.6226 |
49500.0 |
¥1.12M |
首仓入场 |
| 2026-09-18 |
跌破离场 |
卖出 |
23.006970000000003 |
49500.0 |
¥1.14M |
|