601006 大秦铁路 — 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: ¥55.0万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -44.98%）
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 40 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 |
2015-03-18 |
2015-05-06 |
10.974251288 |
13.00698 |
¥18.5万 |
+18.49% |
跌破离场 |
| 2 |
2015-11-10 |
2015-11-24 |
9.722625913 |
9.240750000000002 |
¥-5.8万 |
-4.98% |
跌破离场 |
| 3 |
2016-07-05 |
2016-07-08 |
6.568529967999999 |
6.0839099999999995 |
¥-8.3万 |
-7.41% |
跌破离场 |
| 4 |
2016-08-10 |
2016-08-30 |
6.248113871999999 |
6.30369 |
¥8,917 |
+0.86% |
跌破离场 |
| 5 |
2016-10-19 |
2016-12-16 |
6.558516964999999 |
6.90309 |
¥5.5万 |
+5.22% |
跌破离场 |
| 6 |
2017-01-06 |
2017-01-24 |
7.469700237999999 |
7.07292 |
¥-5.9万 |
-5.34% |
跌破离场 |
| 7 |
2017-04-06 |
2017-06-06 |
7.659947295 |
8.191799999999999 |
¥7.2万 |
+6.91% |
跌破离场 |
| 8 |
2017-07-10 |
2017-08-08 |
8.871520657999998 |
8.56143 |
¥-3.9万 |
-3.52% |
跌破离场 |
| 9 |
2017-10-13 |
2017-12-18 |
9.081793720999999 |
8.77122 |
¥-3.7万 |
-3.45% |
跌破离场 |
| 10 |
2018-01-04 |
2018-02-09 |
9.302079786999998 |
9.05094 |
¥-2.8万 |
-2.73% |
跌破离场 |
| 11 |
2018-05-03 |
2018-05-24 |
8.481013541 |
8.44155 |
¥-5,010 |
-0.50% |
跌破离场 |
| 12 |
2018-06-13 |
2018-06-29 |
9.061767714999998 |
8.05194 |
¥-11.2万 |
-11.17% |
跌破离场 |
| 13 |
2018-08-28 |
2018-08-30 |
9.131858736 |
8.65134 |
¥-4.7万 |
-5.29% |
跌破离场 |
| 14 |
2018-12-19 |
2019-03-11 |
8.050454411999999 |
8.44155 |
¥4.1万 |
+4.83% |
跌破离场 |
| 15 |
2019-06-20 |
2019-06-28 |
8.631208585999998 |
8.14185 |
¥-5.1万 |
-5.70% |
跌破离场 |
| 16 |
2019-11-27 |
2019-12-11 |
7.9102723699999995 |
7.78221 |
¥-1.4万 |
-1.65% |
跌破离场 |
| 17 |
2019-12-18 |
2020-01-17 |
8.0104024 |
7.932060000000001 |
¥-8,314 |
-1.01% |
跌破离场 |
| 18 |
2020-04-30 |
2020-05-21 |
7.059167114999999 |
6.84315 |
¥-2.5万 |
-3.09% |
跌破离场 |
| 19 |
2020-06-22 |
2020-07-03 |
7.139271139 |
6.593399999999999 |
¥-6.1万 |
-7.67% |
跌破离场 |
| 20 |
2020-11-18 |
2020-12-15 |
6.588555974 |
6.5934 |
¥318 |
+0.04% |
跌破离场 |
| 21 |
2021-03-08 |
2021-04-23 |
6.768790027999998 |
6.78321 |
¥1,339 |
+0.18% |
跌破离场 |
| 22 |
2021-05-11 |
2021-06-01 |
7.029128105999998 |
6.82317 |
¥-2.2万 |
-2.96% |
跌破离场 |
| 23 |
2021-08-30 |
2021-11-03 |
6.0378408089999995 |
6.24375 |
¥2.4万 |
+3.38% |
跌破离场 |
| 24 |
2021-12-08 |
2022-02-24 |
6.341901999999999 |
6.8331599999999995 |
¥5.7万 |
+7.71% |
跌破离场 |
| 25 |
2022-08-10 |
2022-10-25 |
6.1818539999999995 |
6.6233699999999995 |
¥5.6万 |
+7.11% |
跌破离场 |
| 26 |
2022-11-28 |
2022-12-16 |
6.788816033999998 |
6.6 |
¥-2.4万 |
-2.81% |
跌破离场 |
| 27 |
2023-02-22 |
2023-03-30 |
6.808842039999998 |
7.17282 |
¥4.4万 |
+5.31% |
跌破离场 |
| 28 |
2023-04-18 |
2023-05-24 |
7.6699602979999995 |
7.50249 |
¥-1.9万 |
-2.21% |
跌破离场 |
| 29 |
2023-12-04 |
2024-01-23 |
7.309492189999999 |
7.12287 |
¥-2.2万 |
-2.58% |
跌破离场 |
| 30 |
2024-01-29 |
2024-03-13 |
7.469700238 |
7.25274 |
¥-2.4万 |
-2.93% |
跌破离场 |
| 31 |
2024-04-09 |
2024-04-30 |
7.459687235 |
7.032959999999999 |
¥-4.6万 |
-5.75% |
跌破离场 |
| 32 |
2024-06-11 |
2024-06-25 |
7.239401169 |
7.0529399999999995 |
¥-2.0万 |
-2.60% |
跌破离场 |
| 33 |
2024-10-09 |
2024-10-29 |
6.832049 |
6.51348 |
¥-3.4万 |
-4.69% |
跌破离场 |
| 34 |
2025-02-17 |
2025-03-07 |
6.778803031 |
6.56343 |
¥-2.2万 |
-3.21% |
跌破离场 |
| 35 |
2025-04-09 |
2025-05-06 |
6.7387510189999995 |
6.4935 |
¥-2.5万 |
-3.67% |
跌破离场 |
| 36 |
2025-07-25 |
2025-08-14 |
6.778803031 |
6.45354 |
¥-3.2万 |
-4.83% |
跌破离场 |
| 37 |
2026-03-03 |
2026-04-07 |
5.166709547999999 |
5.1848100000000015 |
¥2,002 |
+0.32% |
跌破离场 |
| 38 |
2026-05-13 |
2026-05-27 |
5.417034622999999 |
5.2247699999999995 |
¥-2.2万 |
-3.58% |
跌破离场 |
| 39 |
2026-07-31 |
2026-08-17 |
4.996488497 |
4.6953000000000005 |
¥-3.6万 |
-6.06% |
跌破离场 |
| 40 |
2026-10-14 |
2026-11-13 |
5.006501499999999 |
4.84 |
¥-1.9万 |
-3.35% |
强平 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
突破买入 |
买入 |
10.97096 |
91100.0 |
¥100.0万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
13.00698 |
91100.0 |
¥1.18M |
|
| 2015-11-10 |
突破买入 |
买入 |
9.719710000000001 |
119700.0 |
¥1.16M |
首仓入场 |
| 2015-11-24 |
跌破离场 |
卖出 |
9.240750000000002 |
119700.0 |
¥1.11M |
|
| 2016-07-05 |
突破买入 |
买入 |
6.566559999999999 |
171400.0 |
¥1.13M |
首仓入场 |
| 2016-07-08 |
跌破离场 |
卖出 |
6.0839099999999995 |
171400.0 |
¥1.04M |
|
| 2016-08-10 |
突破买入 |
买入 |
6.246239999999999 |
166100.0 |
¥1.04M |
首仓入场 |
| 2016-08-30 |
跌破离场 |
卖出 |
6.30369 |
166100.0 |
¥1.05M |
|
| 2016-10-19 |
突破买入 |
买入 |
6.556549999999999 |
159800.0 |
¥1.05M |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
6.90309 |
159800.0 |
¥1.10M |
|
| 2017-01-06 |
突破买入 |
买入 |
7.467459999999999 |
147100.0 |
¥1.10M |
首仓入场 |
| 2017-01-24 |
跌破离场 |
卖出 |
7.07292 |
147100.0 |
¥1.04M |
|
| 2017-04-06 |
突破买入 |
买入 |
7.657649999999999 |
136200.0 |
¥1.04M |
首仓入场 |
| 2017-06-06 |
跌破离场 |
卖出 |
8.191799999999999 |
136200.0 |
¥1.12M |
|
| 2017-07-10 |
突破买入 |
买入 |
8.868859999999998 |
126000.0 |
¥1.12M |
首仓入场 |
| 2017-08-08 |
跌破离场 |
卖出 |
8.56143 |
126000.0 |
¥1.08M |
|
| 2017-10-13 |
突破买入 |
买入 |
9.07907 |
118900.0 |
¥1.08M |
首仓入场 |
| 2017-12-18 |
跌破离场 |
卖出 |
8.77122 |
118900.0 |
¥1.04M |
|
| 2018-01-04 |
突破买入 |
买入 |
9.299289999999997 |
111900.0 |
¥1.04M |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
9.05094 |
111900.0 |
¥1.01M |
|
| 2018-05-03 |
突破买入 |
买入 |
8.47847 |
119300.0 |
¥1.01M |
首仓入场 |
| 2018-05-24 |
跌破离场 |
卖出 |
8.44155 |
119300.0 |
¥1.01M |
|
| 2018-06-13 |
突破买入 |
买入 |
9.05905 |
111100.0 |
¥1.01M |
首仓入场 |
| 2018-06-29 |
跌破离场 |
卖出 |
8.05194 |
111100.0 |
¥89.4万 |
|
| 2018-08-28 |
突破买入 |
买入 |
9.129119999999999 |
98100.0 |
¥89.6万 |
首仓入场 |
| 2018-08-30 |
跌破离场 |
卖出 |
8.65134 |
98100.0 |
¥84.8万 |
|
| 2018-12-19 |
突破买入 |
买入 |
8.048039999999999 |
105300.0 |
¥84.8万 |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
8.44155 |
105300.0 |
¥88.9万 |
|
| 2019-06-20 |
突破买入 |
买入 |
8.628619999999998 |
103000.0 |
¥88.9万 |
首仓入场 |
| 2019-06-28 |
跌破离场 |
卖出 |
8.14185 |
103000.0 |
¥83.8万 |
|
| 2019-11-27 |
突破买入 |
买入 |
7.907899999999999 |
105400.0 |
¥83.4万 |
首仓入场 |
| 2019-12-11 |
跌破离场 |
卖出 |
7.78221 |
105400.0 |
¥82.0万 |
|
| 2019-12-18 |
突破买入 |
买入 |
8.008 |
103000.0 |
¥82.5万 |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
7.932060000000001 |
103000.0 |
¥81.7万 |
|
| 2020-04-30 |
突破买入 |
买入 |
7.057049999999999 |
115200.0 |
¥81.3万 |
首仓入场 |
| 2020-05-21 |
跌破离场 |
卖出 |
6.84315 |
115200.0 |
¥78.8万 |
|
| 2020-06-22 |
突破买入 |
买入 |
7.137129999999999 |
110900.0 |
¥79.2万 |
首仓入场 |
| 2020-07-03 |
跌破离场 |
卖出 |
6.593399999999999 |
110900.0 |
¥73.1万 |
|
| 2020-11-18 |
突破买入 |
买入 |
6.58658 |
111000.0 |
¥73.1万 |
首仓入场 |
| 2020-12-15 |
跌破离场 |
卖出 |
6.5934 |
111000.0 |
¥73.2万 |
|
| 2021-03-08 |
突破买入 |
买入 |
6.766759999999998 |
108100.0 |
¥73.2万 |
首仓入场 |
| 2021-04-23 |
跌破离场 |
卖出 |
6.78321 |
108100.0 |
¥73.3万 |
|
| 2021-05-11 |
突破买入 |
买入 |
7.0270199999999985 |
104000.0 |
¥73.1万 |
首仓入场 |
| 2021-06-01 |
跌破离场 |
卖出 |
6.82317 |
104000.0 |
¥70.9万 |
|
| 2021-08-30 |
突破买入 |
买入 |
6.036029999999999 |
117800.0 |
¥71.1万 |
首仓入场 |
| 2021-11-03 |
跌破离场 |
卖出 |
6.24375 |
117800.0 |
¥73.5万 |
|
| 2021-12-08 |
突破买入 |
买入 |
6.34 |
115800.0 |
¥73.4万 |
首仓入场 |
| 2022-02-24 |
跌破离场 |
卖出 |
6.8331599999999995 |
115800.0 |
¥79.1万 |
|
| 2022-08-10 |
突破买入 |
买入 |
6.18 |
128200.0 |
¥79.3万 |
首仓入场 |
| 2022-10-25 |
跌破离场 |
卖出 |
6.6233699999999995 |
128200.0 |
¥84.9万 |
|
| 2022-11-28 |
突破买入 |
买入 |
6.786779999999999 |
124500.0 |
¥84.5万 |
首仓入场 |
| 2022-12-16 |
跌破离场 |
卖出 |
6.6 |
124500.0 |
¥82.1万 |
|
| 2023-02-22 |
突破买入 |
买入 |
6.806799999999999 |
121100.0 |
¥82.5万 |
首仓入场 |
| 2023-03-30 |
跌破离场 |
卖出 |
7.17282 |
121100.0 |
¥86.8万 |
|
| 2023-04-18 |
突破买入 |
买入 |
7.667659999999999 |
113300.0 |
¥86.9万 |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
7.50249 |
113300.0 |
¥85.0万 |
|
| 2023-12-04 |
突破买入 |
买入 |
7.307299999999999 |
116100.0 |
¥84.9万 |
首仓入场 |
| 2024-01-23 |
跌破离场 |
卖出 |
7.12287 |
116100.0 |
¥82.7万 |
|
| 2024-01-29 |
突破买入 |
买入 |
7.46746 |
110500.0 |
¥82.5万 |
首仓入场 |
| 2024-03-13 |
跌破离场 |
卖出 |
7.25274 |
110500.0 |
¥80.1万 |
|
| 2024-04-09 |
突破买入 |
买入 |
7.45745 |
107500.0 |
¥80.2万 |
首仓入场 |
| 2024-04-30 |
跌破离场 |
卖出 |
7.032959999999999 |
107500.0 |
¥75.6万 |
|
| 2024-06-11 |
突破买入 |
买入 |
7.237229999999999 |
104500.0 |
¥75.7万 |
首仓入场 |
| 2024-06-25 |
跌破离场 |
卖出 |
7.0529399999999995 |
104500.0 |
¥73.7万 |
|
| 2024-10-09 |
突破买入 |
买入 |
6.83 |
106500.0 |
¥72.8万 |
首仓入场 |
| 2024-10-29 |
跌破离场 |
卖出 |
6.51348 |
106500.0 |
¥69.3万 |
|
| 2025-02-17 |
突破买入 |
买入 |
6.776769999999999 |
103400.0 |
¥70.1万 |
首仓入场 |
| 2025-03-07 |
跌破离场 |
卖出 |
6.56343 |
103400.0 |
¥67.8万 |
|
| 2025-04-09 |
突破买入 |
买入 |
6.73673 |
101000.0 |
¥68.1万 |
首仓入场 |
| 2025-05-06 |
跌破离场 |
卖出 |
6.4935 |
101000.0 |
¥65.6万 |
|
| 2025-07-25 |
突破买入 |
买入 |
6.77677 |
96600.0 |
¥65.5万 |
首仓入场 |
| 2025-08-14 |
跌破离场 |
卖出 |
6.45354 |
96600.0 |
¥62.3万 |
|
| 2026-03-03 |
突破买入 |
买入 |
5.165159999999999 |
121000.0 |
¥62.5万 |
首仓入场 |
| 2026-04-07 |
跌破离场 |
卖出 |
5.1848100000000015 |
121000.0 |
¥62.7万 |
|
| 2026-05-13 |
突破买入 |
买入 |
5.4154100000000005 |
115400.0 |
¥62.5万 |
首仓入场 |
| 2026-05-27 |
跌破离场 |
卖出 |
5.2247699999999995 |
115400.0 |
¥60.3万 |
|
| 2026-07-31 |
突破买入 |
买入 |
4.99499 |
119700.0 |
¥59.8万 |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
4.6953000000000005 |
119700.0 |
¥56.2万 |
|
| 2026-10-14 |
突破买入 |
买入 |
5.004999999999999 |
113400.0 |
¥56.8万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
4.84 |
113400 |
¥54.9万 |
回测结束强平 |