601009 南京银行 — 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: ¥61.4万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -38.59%）
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 41 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 |
2015-03-10 |
2015-07-06 |
13.667749094999998 |
18.4815 |
¥34.9万 |
+35.18% |
跌破离场 |
| 2 |
2015-10-22 |
2015-11-30 |
16.0208048 |
16.96302 |
¥7.8万 |
+5.85% |
跌破离场 |
| 3 |
2016-03-07 |
2016-06-08 |
15.900648763999998 |
9.65034 |
¥-55.8万 |
-39.33% |
跌破离场 |
| 4 |
2016-07-14 |
2016-09-12 |
10.043042008999997 |
10.369620000000001 |
¥2.8万 |
+3.22% |
跌破离场 |
| 5 |
2016-10-25 |
2016-12-16 |
10.613783179999997 |
11.03895 |
¥3.6万 |
+3.97% |
跌破离场 |
| 6 |
2017-02-14 |
2017-03-23 |
11.875421557999998 |
11.47 |
¥-3.2万 |
-3.44% |
跌破离场 |
| 7 |
2017-06-29 |
2017-07-19 |
11.284654380999998 |
8.191799999999999 |
¥-24.5万 |
-27.43% |
跌破离场 |
| 8 |
2017-08-28 |
2017-09-20 |
8.190636453999998 |
7.9620299999999995 |
¥-1.8万 |
-2.82% |
跌破离场 |
| 9 |
2017-11-20 |
2017-12-12 |
8.11053243 |
7.94205 |
¥-1.3万 |
-2.11% |
跌破离场 |
| 10 |
2018-01-12 |
2018-02-12 |
8.280753481 |
8.77122 |
¥3.7万 |
+5.89% |
跌破离场 |
| 11 |
2018-05-15 |
2018-05-24 |
8.81144264 |
8.38161 |
¥-3.2万 |
-4.91% |
跌破离场 |
| 12 |
2018-09-25 |
2018-11-12 |
7.499739246999999 |
7.002989999999999 |
¥-4.1万 |
-6.65% |
跌破离场 |
| 13 |
2019-01-21 |
2019-04-26 |
6.798829037 |
8.641350000000001 |
¥15.9万 |
+27.06% |
跌破离场 |
| 14 |
2019-06-21 |
2019-08-01 |
8.621195582999999 |
8.30169 |
¥-2.8万 |
-3.73% |
跌破离场 |
| 15 |
2019-09-27 |
2019-10-30 |
8.481013541 |
8.68131 |
¥1.7万 |
+2.33% |
跌破离场 |
| 16 |
2019-12-18 |
2020-01-17 |
8.791416633999999 |
8.611379999999999 |
¥-1.5万 |
-2.08% |
跌破离场 |
| 17 |
2020-04-30 |
2020-05-25 |
7.699999307 |
7.602390000000001 |
¥-9,320 |
-1.30% |
跌破离场 |
| 18 |
2020-05-29 |
2020-06-12 |
7.912373 |
7.6423499999999995 |
¥-2.4万 |
-3.44% |
跌破离场 |
| 19 |
2020-08-17 |
2020-09-02 |
8.611182580000001 |
8.43156 |
¥-1.4万 |
-2.12% |
跌破离场 |
| 20 |
2021-02-09 |
2021-04-13 |
8.81144264 |
9.690299999999999 |
¥6.6万 |
+9.94% |
跌破离场 |
| 21 |
2021-05-21 |
2021-07-13 |
10.123146033 |
9.950040000000001 |
¥-1.3万 |
-1.74% |
跌破离场 |
| 22 |
2021-09-02 |
2021-09-23 |
9.612482879999998 |
9.0909 |
¥-3.9万 |
-5.45% |
跌破离场 |
| 23 |
2022-01-12 |
2022-02-28 |
9.622495882999997 |
9.7902 |
¥1.2万 |
+1.71% |
跌破离场 |
| 24 |
2022-03-23 |
2022-05-10 |
10.543692158999997 |
10.84914 |
¥2.0万 |
+2.87% |
跌破离场 |
| 25 |
2022-08-09 |
2022-09-27 |
10.573731167999998 |
10.429559999999999 |
¥-9,928 |
-1.39% |
跌破离场 |
| 26 |
2023-04-28 |
2023-05-24 |
9.322105792999999 |
8.95104 |
¥-2.8万 |
-4.01% |
跌破离场 |
| 27 |
2023-07-26 |
2023-08-15 |
8.310792489999999 |
8.27172 |
¥-3,382 |
-0.50% |
跌破离场 |
| 28 |
2023-12-29 |
2024-04-29 |
7.4396612289999995 |
9.01098 |
¥14.2万 |
+21.08% |
跌破离场 |
| 29 |
2024-05-14 |
2024-06-17 |
9.582443870999999 |
9.58041 |
¥-417 |
-0.05% |
跌破离场 |
| 30 |
2024-09-26 |
2024-10-31 |
10.523666152999997 |
10.1898 |
¥-2.6万 |
-3.20% |
跌破离场 |
| 31 |
2024-11-27 |
2025-01-06 |
10.553705161999998 |
10.369620000000001 |
¥-1.4万 |
-1.77% |
跌破离场 |
| 32 |
2025-04-07 |
2025-04-08 |
10.323406093 |
10.14984 |
¥-1.3万 |
-1.71% |
跌破离场 |
| 33 |
2025-04-17 |
2025-07-17 |
10.503640146999999 |
11.5 |
¥7.2万 |
+9.45% |
跌破离场 |
| 34 |
2025-08-08 |
2025-08-20 |
12.155785642 |
11.36862 |
¥-5.4万 |
-6.50% |
跌破离场 |
| 35 |
2025-10-15 |
2025-10-30 |
11.534979455999999 |
11.14884 |
¥-2.6万 |
-3.38% |
跌破离场 |
| 36 |
2025-12-03 |
2026-01-08 |
12.035629605999997 |
11.13885 |
¥-5.6万 |
-7.48% |
跌破离场 |
| 37 |
2026-02-12 |
2026-03-24 |
11.454875431999998 |
10.93 |
¥-3.2万 |
-4.61% |
跌破离场 |
| 38 |
2026-04-22 |
2026-05-19 |
11.544992458999998 |
10.97901 |
¥-3.3万 |
-4.93% |
跌破离场 |
| 39 |
2026-06-11 |
2026-06-22 |
11.665148495 |
10.779209999999999 |
¥-4.8万 |
-7.62% |
跌破离场 |
| 40 |
2026-07-30 |
2026-10-22 |
11.51495345 |
11.628360000000002 |
¥5,584 |
+0.95% |
跌破离场 |
| 41 |
2026-10-30 |
2026-11-13 |
12.31599369 |
12.81 |
¥2.3万 |
+3.98% |
强平 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-10 |
突破买入 |
买入 |
13.663649999999999 |
72600.0 |
¥99.2万 |
首仓入场 |
| 2015-07-06 |
跌破离场 |
卖出 |
18.4815 |
72600.0 |
¥1.34M |
|
| 2015-10-22 |
突破买入 |
买入 |
16.016 |
83100.0 |
¥1.33M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
16.96302 |
83100.0 |
¥1.41M |
|
| 2016-03-07 |
突破买入 |
买入 |
15.895879999999998 |
89300.0 |
¥1.42M |
首仓入场 |
| 2016-06-08 |
跌破离场 |
卖出 |
9.65034 |
89300.0 |
¥86.2万 |
|
| 2016-07-14 |
突破买入 |
买入 |
10.040029999999998 |
86000.0 |
¥86.4万 |
首仓入场 |
| 2016-09-12 |
跌破离场 |
卖出 |
10.369620000000001 |
86000.0 |
¥89.2万 |
|
| 2016-10-25 |
突破买入 |
买入 |
10.610599999999998 |
84200.0 |
¥89.4万 |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
11.03895 |
84200.0 |
¥92.9万 |
|
| 2017-02-14 |
突破买入 |
买入 |
11.871859999999998 |
78200.0 |
¥92.9万 |
首仓入场 |
| 2017-03-23 |
跌破离场 |
卖出 |
11.47 |
78200.0 |
¥89.7万 |
|
| 2017-06-29 |
突破买入 |
买入 |
11.281269999999997 |
79200.0 |
¥89.4万 |
首仓入场 |
| 2017-07-19 |
跌破离场 |
卖出 |
8.191799999999999 |
79200.0 |
¥64.9万 |
|
| 2017-08-28 |
突破买入 |
买入 |
8.18818 |
79700.0 |
¥65.3万 |
首仓入场 |
| 2017-09-20 |
跌破离场 |
卖出 |
7.9620299999999995 |
79700.0 |
¥63.4万 |
|
| 2017-11-20 |
突破买入 |
买入 |
8.108099999999999 |
78000.0 |
¥63.3万 |
首仓入场 |
| 2017-12-12 |
跌破离场 |
卖出 |
7.94205 |
78000.0 |
¥61.9万 |
|
| 2018-01-12 |
突破买入 |
买入 |
8.27827 |
75000.0 |
¥62.1万 |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
8.77122 |
75000.0 |
¥65.8万 |
|
| 2018-05-15 |
突破买入 |
买入 |
8.8088 |
74500.0 |
¥65.6万 |
首仓入场 |
| 2018-05-24 |
跌破离场 |
卖出 |
8.38161 |
74500.0 |
¥62.4万 |
|
| 2018-09-25 |
突破买入 |
买入 |
7.497489999999999 |
82800.0 |
¥62.1万 |
首仓入场 |
| 2018-11-12 |
跌破离场 |
卖出 |
7.002989999999999 |
82800.0 |
¥58.0万 |
|
| 2019-01-21 |
突破买入 |
买入 |
6.79679 |
86200.0 |
¥58.6万 |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
8.641350000000001 |
86200.0 |
¥74.5万 |
|
| 2019-06-21 |
突破买入 |
买入 |
8.618609999999999 |
86100.0 |
¥74.2万 |
首仓入场 |
| 2019-08-01 |
跌破离场 |
卖出 |
8.30169 |
86100.0 |
¥71.5万 |
|
| 2019-09-27 |
突破买入 |
买入 |
8.47847 |
84300.0 |
¥71.5万 |
首仓入场 |
| 2019-10-30 |
跌破离场 |
卖出 |
8.68131 |
84300.0 |
¥73.2万 |
|
| 2019-12-18 |
突破买入 |
买入 |
8.78878 |
83200.0 |
¥73.1万 |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
8.611379999999999 |
83200.0 |
¥71.6万 |
|
| 2020-04-30 |
突破买入 |
买入 |
7.69769 |
93300.0 |
¥71.8万 |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
7.602390000000001 |
93300.0 |
¥70.9万 |
|
| 2020-05-29 |
突破买入 |
买入 |
7.91 |
89200.0 |
¥70.6万 |
首仓入场 |
| 2020-06-12 |
跌破离场 |
卖出 |
7.6423499999999995 |
89200.0 |
¥68.1万 |
|
| 2020-08-17 |
突破买入 |
买入 |
8.6086 |
79300.0 |
¥68.3万 |
首仓入场 |
| 2020-09-02 |
跌破离场 |
卖出 |
8.43156 |
79300.0 |
¥66.8万 |
|
| 2021-02-09 |
突破买入 |
买入 |
8.8088 |
75200.0 |
¥66.3万 |
首仓入场 |
| 2021-04-13 |
跌破离场 |
卖出 |
9.690299999999999 |
75200.0 |
¥72.8万 |
|
| 2021-05-21 |
突破买入 |
买入 |
10.120109999999999 |
72500.0 |
¥73.4万 |
首仓入场 |
| 2021-07-13 |
跌破离场 |
卖出 |
9.950040000000001 |
72500.0 |
¥72.1万 |
|
| 2021-09-02 |
突破买入 |
买入 |
9.609599999999999 |
74900.0 |
¥72.0万 |
首仓入场 |
| 2021-09-23 |
跌破离场 |
卖出 |
9.0909 |
74900.0 |
¥68.1万 |
|
| 2022-01-12 |
突破买入 |
买入 |
9.619609999999998 |
70900.0 |
¥68.2万 |
首仓入场 |
| 2022-02-28 |
跌破离场 |
卖出 |
9.7902 |
70900.0 |
¥69.4万 |
|
| 2022-03-23 |
突破买入 |
买入 |
10.540529999999999 |
65600.0 |
¥69.2万 |
首仓入场 |
| 2022-05-10 |
跌破离场 |
卖出 |
10.84914 |
65600.0 |
¥71.1万 |
|
| 2022-08-09 |
突破买入 |
买入 |
10.570559999999999 |
67400.0 |
¥71.3万 |
首仓入场 |
| 2022-09-27 |
跌破离场 |
卖出 |
10.429559999999999 |
67400.0 |
¥70.3万 |
|
| 2023-04-28 |
突破买入 |
买入 |
9.31931 |
75200.0 |
¥70.1万 |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
8.95104 |
75200.0 |
¥67.3万 |
|
| 2023-07-26 |
突破买入 |
买入 |
8.3083 |
81400.0 |
¥67.6万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
8.27172 |
81400.0 |
¥67.3万 |
|
| 2023-12-29 |
突破买入 |
买入 |
7.437429999999999 |
90400.0 |
¥67.3万 |
首仓入场 |
| 2024-04-29 |
跌破离场 |
卖出 |
9.01098 |
90400.0 |
¥81.4万 |
|
| 2024-05-14 |
突破买入 |
买入 |
9.579569999999999 |
85000.0 |
¥81.5万 |
首仓入场 |
| 2024-06-17 |
跌破离场 |
卖出 |
9.58041 |
85000.0 |
¥81.4万 |
|
| 2024-09-26 |
突破买入 |
买入 |
10.520509999999998 |
76900.0 |
¥80.9万 |
首仓入场 |
| 2024-10-31 |
跌破离场 |
卖出 |
10.1898 |
76900.0 |
¥78.3万 |
|
| 2024-11-27 |
突破买入 |
买入 |
10.550539999999998 |
74100.0 |
¥78.2万 |
首仓入场 |
| 2025-01-06 |
跌破离场 |
卖出 |
10.369620000000001 |
74100.0 |
¥76.8万 |
|
| 2025-04-07 |
突破买入 |
买入 |
10.32031 |
73600.0 |
¥76.0万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
10.14984 |
73600.0 |
¥74.7万 |
|
| 2025-04-17 |
突破买入 |
买入 |
10.50049 |
72100.0 |
¥75.7万 |
首仓入场 |
| 2025-07-17 |
跌破离场 |
卖出 |
11.5 |
72100.0 |
¥82.9万 |
|
| 2025-08-08 |
突破买入 |
买入 |
12.15214 |
68500.0 |
¥83.3万 |
首仓入场 |
| 2025-08-20 |
跌破离场 |
卖出 |
11.36862 |
68500.0 |
¥77.9万 |
|
| 2025-10-15 |
突破买入 |
买入 |
11.531519999999999 |
67300.0 |
¥77.6万 |
首仓入场 |
| 2025-10-30 |
跌破离场 |
卖出 |
11.14884 |
67300.0 |
¥75.0万 |
|
| 2025-12-03 |
突破买入 |
买入 |
12.032019999999997 |
62400.0 |
¥75.1万 |
首仓入场 |
| 2026-01-08 |
跌破离场 |
卖出 |
11.13885 |
62400.0 |
¥69.5万 |
|
| 2026-02-12 |
突破买入 |
买入 |
11.451439999999998 |
60800.0 |
¥69.6万 |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
10.93 |
60800.0 |
¥66.4万 |
|
| 2026-04-22 |
突破买入 |
买入 |
11.541529999999998 |
57500.0 |
¥66.4万 |
首仓入场 |
| 2026-05-19 |
跌破离场 |
卖出 |
10.97901 |
57500.0 |
¥63.1万 |
|
| 2026-06-11 |
突破买入 |
买入 |
11.66165 |
54100.0 |
¥63.1万 |
首仓入场 |
| 2026-06-22 |
跌破离场 |
卖出 |
10.779209999999999 |
54100.0 |
¥58.3万 |
|
| 2026-07-30 |
突破买入 |
买入 |
11.5115 |
50800.0 |
¥58.5万 |
首仓入场 |
| 2026-10-22 |
跌破离场 |
卖出 |
11.628360000000002 |
50800.0 |
¥59.1万 |
|
| 2026-10-30 |
突破买入 |
买入 |
12.3123 |
47600.0 |
¥58.6万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
12.81 |
47600 |
¥61.0万 |
回测结束强平 |