600999 招商证券 — 海龟交易法则 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥79.8万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -20.24%）
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 35 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 |
2015-02-27 |
2015-03-10 |
28.537058549999998 |
25.234740000000002 |
¥-11.6万 |
-11.60% |
跌破离场 |
| 2 |
2015-03-24 |
2015-05-07 |
31.10933 |
33.5664 |
¥6.9万 |
+7.87% |
跌破离场 |
| 3 |
2015-10-20 |
2015-11-30 |
18.614172576999998 |
20.33964 |
¥8.7万 |
+9.24% |
跌破离场 |
| 4 |
2016-03-22 |
2016-05-09 |
18.774380625 |
16.16382 |
¥-14.1万 |
-13.93% |
跌破离场 |
| 5 |
2016-07-05 |
2016-09-13 |
17.132248132999997 |
17.32266 |
¥9,613 |
+1.08% |
跌破离场 |
| 6 |
2016-10-25 |
2016-12-06 |
18.003379393999996 |
18.04194 |
¥1,664 |
+0.18% |
跌破离场 |
| 7 |
2017-05-24 |
2017-10-20 |
16.201038854 |
19.820160000000005 |
¥20.1万 |
+22.30% |
跌破离场 |
| 8 |
2018-01-25 |
2018-02-09 |
20.376461105 |
17.5824 |
¥-15.0万 |
-13.74% |
跌破离场 |
| 9 |
2018-07-25 |
2018-08-07 |
13.868009154999998 |
12.64734 |
¥-8.5万 |
-8.83% |
跌破离场 |
| 10 |
2018-10-31 |
2018-11-30 |
13.277241977999998 |
13.466520000000001 |
¥1.2万 |
+1.40% |
跌破离场 |
| 11 |
2019-01-07 |
2019-03-27 |
14.378672307999999 |
16.49349 |
¥13.0万 |
+14.67% |
跌破离场 |
| 12 |
2019-09-10 |
2019-09-24 |
17.652924288999998 |
16.96302 |
¥-4.0万 |
-3.94% |
跌破离场 |
| 13 |
2019-12-16 |
2020-02-04 |
17.372560205 |
15.79 |
¥-8.9万 |
-9.14% |
跌破离场 |
| 14 |
2020-04-23 |
2020-05-15 |
18.265478 |
17.56242 |
¥-3.4万 |
-3.88% |
跌破离场 |
| 15 |
2020-06-23 |
2020-07-27 |
18.994666691 |
20.79918 |
¥8.0万 |
+9.47% |
跌破离场 |
| 16 |
2020-08-19 |
2020-09-11 |
23.059945909 |
20.40957 |
¥-10.5万 |
-11.52% |
跌破离场 |
| 17 |
2020-12-02 |
2020-12-23 |
24.031207199999994 |
21.428549999999998 |
¥-9.0万 |
-10.86% |
跌破离场 |
| 18 |
2021-01-07 |
2021-02-05 |
24.301558281 |
23.36661 |
¥-2.9万 |
-3.88% |
跌破离场 |
| 19 |
2021-05-17 |
2021-06-15 |
19.0247057 |
19.180799999999998 |
¥5,472 |
+0.79% |
跌破离场 |
| 20 |
2021-08-19 |
2021-09-17 |
18.624185580000002 |
18.50148 |
¥-4,874 |
-0.69% |
跌破离场 |
| 21 |
2021-12-10 |
2021-12-23 |
18.083483417999997 |
17.44254 |
¥-2.5万 |
-3.57% |
跌破离场 |
| 22 |
2022-06-10 |
2022-07-12 |
13.827957142999999 |
13.91607 |
¥4,113 |
+0.61% |
跌破离场 |
| 23 |
2022-11-07 |
2022-12-20 |
12.966838885 |
13.13685 |
¥8,735 |
+1.28% |
跌破离场 |
| 24 |
2023-01-16 |
2023-02-09 |
13.898048163999999 |
13.89609 |
¥-308 |
-0.04% |
跌破离场 |
| 25 |
2023-04-18 |
2023-04-24 |
14.548893359 |
13.74624 |
¥-3.9万 |
-5.55% |
跌破离场 |
| 26 |
2023-05-09 |
2023-05-24 |
15.119634529999999 |
13.90608 |
¥-5.3万 |
-8.05% |
跌破离场 |
| 27 |
2023-07-26 |
2023-08-22 |
14.258516272 |
14.6853 |
¥1.8万 |
+2.96% |
跌破离场 |
| 28 |
2023-11-07 |
2023-11-28 |
14.368659304999996 |
14.07591 |
¥-1.3万 |
-2.07% |
跌破离场 |
| 29 |
2024-02-07 |
2024-04-11 |
13.978152188000001 |
13.51 |
¥-2.1万 |
-3.38% |
跌破离场 |
| 30 |
2024-04-23 |
2024-05-24 |
14.408711317 |
14.35563 |
¥-2,353 |
-0.40% |
跌破离场 |
| 31 |
2024-07-19 |
2024-08-30 |
14.618984379999997 |
14.46552 |
¥-6,360 |
-1.08% |
跌破离场 |
| 32 |
2024-09-26 |
2024-11-25 |
15.890635760999999 |
19.090889999999998 |
¥11.6万 |
+20.10% |
跌破离场 |
| 33 |
2025-06-25 |
2025-09-04 |
17.172300144999998 |
18.17181 |
¥4.1万 |
+5.79% |
跌破离场 |
| 34 |
2026-01-07 |
2026-02-04 |
17.82314534 |
16.63335 |
¥-5.0万 |
-6.70% |
跌破离场 |
| 35 |
2026-05-20 |
2026-07-17 |
16.691676000999998 |
19.270709999999998 |
¥10.6万 |
+15.42% |
跌破离场 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-27 |
突破买入 |
买入 |
28.528499999999998 |
34900.0 |
¥99.6万 |
首仓入场 |
| 2015-03-10 |
跌破离场 |
卖出 |
25.234740000000002 |
34900.0 |
¥88.0万 |
|
| 2015-03-24 |
突破买入 |
买入 |
31.1 |
28300.0 |
¥88.0万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
33.5664 |
28300.0 |
¥95.0万 |
|
| 2015-10-20 |
突破买入 |
买入 |
18.60859 |
50600.0 |
¥94.2万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
20.33964 |
50600.0 |
¥1.03M |
|
| 2016-03-22 |
突破买入 |
买入 |
18.768749999999997 |
54100.0 |
¥1.02M |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
16.16382 |
54100.0 |
¥87.4万 |
|
| 2016-07-05 |
突破买入 |
买入 |
17.12711 |
51900.0 |
¥88.9万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
17.32266 |
51900.0 |
¥89.9万 |
|
| 2016-10-25 |
突破买入 |
买入 |
17.99798 |
50200.0 |
¥90.4万 |
首仓入场 |
| 2016-12-06 |
跌破离场 |
卖出 |
18.04194 |
50200.0 |
¥90.5万 |
|
| 2017-05-24 |
突破买入 |
买入 |
16.19618 |
55600.0 |
¥90.1万 |
首仓入场 |
| 2017-10-20 |
跌破离场 |
卖出 |
19.820160000000005 |
55600.0 |
¥1.10M |
|
| 2018-01-25 |
突破买入 |
买入 |
20.37035 |
53600.0 |
¥1.09M |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
17.5824 |
53600.0 |
¥94.2万 |
|
| 2018-07-25 |
突破买入 |
买入 |
13.863849999999998 |
69100.0 |
¥95.8万 |
首仓入场 |
| 2018-08-07 |
跌破离场 |
卖出 |
12.64734 |
69100.0 |
¥87.4万 |
|
| 2018-10-31 |
突破买入 |
买入 |
13.273259999999999 |
65500.0 |
¥87.0万 |
首仓入场 |
| 2018-11-30 |
跌破离场 |
卖出 |
13.466520000000001 |
65500.0 |
¥88.2万 |
|
| 2019-01-07 |
突破买入 |
买入 |
14.374359999999998 |
61800.0 |
¥88.9万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
16.49349 |
61800.0 |
¥1.02M |
|
| 2019-09-10 |
突破买入 |
买入 |
17.647629999999996 |
57300.0 |
¥1.01M |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
16.96302 |
57300.0 |
¥97.2万 |
|
| 2019-12-16 |
突破买入 |
买入 |
17.36735 |
56200.0 |
¥97.6万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
15.79 |
56200.0 |
¥88.7万 |
|
| 2020-04-23 |
突破买入 |
买入 |
18.26 |
48500.0 |
¥88.6万 |
首仓入场 |
| 2020-05-15 |
跌破离场 |
卖出 |
17.56242 |
48500.0 |
¥85.2万 |
|
| 2020-06-23 |
突破买入 |
买入 |
18.98897 |
44500.0 |
¥84.5万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
20.79918 |
44500.0 |
¥92.5万 |
|
| 2020-08-19 |
突破买入 |
买入 |
23.05303 |
39700.0 |
¥91.5万 |
首仓入场 |
| 2020-09-11 |
跌破离场 |
卖出 |
20.40957 |
39700.0 |
¥81.0万 |
|
| 2020-12-02 |
突破买入 |
买入 |
24.023999999999997 |
34400.0 |
¥82.7万 |
首仓入场 |
| 2020-12-23 |
跌破离场 |
卖出 |
21.428549999999998 |
34400.0 |
¥73.7万 |
|
| 2021-01-07 |
突破买入 |
买入 |
24.294269999999997 |
30300.0 |
¥73.6万 |
首仓入场 |
| 2021-02-05 |
跌破离场 |
卖出 |
23.36661 |
30300.0 |
¥70.8万 |
|
| 2021-05-17 |
突破买入 |
买入 |
19.019 |
36400.0 |
¥69.2万 |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
19.180799999999998 |
36400.0 |
¥69.8万 |
|
| 2021-08-19 |
突破买入 |
买入 |
18.6186 |
38000.0 |
¥70.8万 |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
18.50148 |
38000.0 |
¥70.3万 |
|
| 2021-12-10 |
突破买入 |
买入 |
18.078059999999997 |
38900.0 |
¥70.3万 |
首仓入场 |
| 2021-12-23 |
跌破离场 |
卖出 |
17.44254 |
38900.0 |
¥67.8万 |
|
| 2022-06-10 |
突破买入 |
买入 |
13.823809999999998 |
49000.0 |
¥67.8万 |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
13.91607 |
49000.0 |
¥68.2万 |
|
| 2022-11-07 |
突破买入 |
买入 |
12.96295 |
52600.0 |
¥68.2万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
13.13685 |
52600.0 |
¥69.1万 |
|
| 2023-01-16 |
突破买入 |
买入 |
13.89388 |
50200.0 |
¥69.8万 |
首仓入场 |
| 2023-02-09 |
跌破离场 |
卖出 |
13.89609 |
50200.0 |
¥69.7万 |
|
| 2023-04-18 |
突破买入 |
买入 |
14.544529999999998 |
48000.0 |
¥69.8万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
13.74624 |
48000.0 |
¥66.0万 |
|
| 2023-05-09 |
突破买入 |
买入 |
15.1151 |
43400.0 |
¥65.6万 |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
13.90608 |
43400.0 |
¥60.3万 |
|
| 2023-07-26 |
突破买入 |
买入 |
14.25424 |
42600.0 |
¥60.7万 |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
14.6853 |
42600.0 |
¥62.5万 |
|
| 2023-11-07 |
突破买入 |
买入 |
14.364349999999996 |
43300.0 |
¥62.2万 |
首仓入场 |
| 2023-11-28 |
跌破离场 |
卖出 |
14.07591 |
43300.0 |
¥60.9万 |
|
| 2024-02-07 |
突破买入 |
买入 |
13.97396 |
43700.0 |
¥61.1万 |
首仓入场 |
| 2024-04-11 |
跌破离场 |
卖出 |
13.51 |
43700.0 |
¥59.0万 |
|
| 2024-04-23 |
突破买入 |
买入 |
14.40439 |
41000.0 |
¥59.1万 |
首仓入场 |
| 2024-05-24 |
跌破离场 |
卖出 |
14.35563 |
41000.0 |
¥58.8万 |
|
| 2024-07-19 |
突破买入 |
买入 |
14.614599999999998 |
40300.0 |
¥58.9万 |
首仓入场 |
| 2024-08-30 |
跌破离场 |
卖出 |
14.46552 |
40300.0 |
¥58.3万 |
|
| 2024-09-26 |
突破买入 |
买入 |
15.885869999999999 |
36400.0 |
¥57.8万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
19.090889999999998 |
36400.0 |
¥69.5万 |
|
| 2025-06-25 |
突破买入 |
买入 |
17.167149999999996 |
40800.0 |
¥70.1万 |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
18.17181 |
40800.0 |
¥74.1万 |
|
| 2026-01-07 |
突破买入 |
买入 |
17.8178 |
41500.0 |
¥74.0万 |
首仓入场 |
| 2026-02-04 |
跌破离场 |
卖出 |
16.63335 |
41500.0 |
¥69.0万 |
|
| 2026-05-20 |
突破买入 |
买入 |
16.68667 |
41200.0 |
¥68.8万 |
首仓入场 |
| 2026-07-17 |
跌破离场 |
卖出 |
19.270709999999998 |
41200.0 |
¥79.4万 |
|