601012 隆基股份 — 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: ¥5.66M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +466.20%）
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 33 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 |
2015-02-05 |
2015-04-21 |
26.914952063999998 |
49.88 |
¥84.7万 |
+85.27% |
跌破离场 |
| 2 |
2015-10-15 |
2015-11-30 |
12.005590597000001 |
13.31667 |
¥19.9万 |
+10.89% |
跌破离场 |
| 3 |
2016-03-31 |
2016-05-11 |
12.81664384 |
12.06 |
¥-12.1万 |
-5.93% |
跌破离场 |
| 4 |
2016-06-07 |
2016-08-26 |
12.636409785999998 |
14.785200000000001 |
¥32.3万 |
+16.97% |
跌破离场 |
| 5 |
2017-01-10 |
2017-02-20 |
13.918074169999999 |
14.09 |
¥2.7万 |
+1.20% |
跌破离场 |
| 6 |
2017-03-01 |
2017-05-11 |
14.739140415999998 |
15.954030000000001 |
¥18.6万 |
+8.21% |
跌破离场 |
| 7 |
2017-06-21 |
2017-08-17 |
15.920674769999998 |
19.930049999999998 |
¥61.6万 |
+25.15% |
跌破离场 |
| 8 |
2017-09-05 |
2017-12-01 |
22.709490803999994 |
32.26 |
¥1.28M |
+42.01% |
跌破离场 |
| 9 |
2018-03-13 |
2018-03-21 |
37.34850118999999 |
35.2 |
¥-25.1万 |
-5.78% |
跌破离场 |
| 10 |
2018-04-25 |
2018-05-28 |
35.055523502999996 |
35.57439 |
¥5.9万 |
+1.45% |
跌破离场 |
| 11 |
2019-01-11 |
2019-03-11 |
20.906269999999996 |
25.22475 |
¥85.5万 |
+20.62% |
跌破离场 |
| 12 |
2019-07-26 |
2019-09-19 |
25.242780563 |
27.13284 |
¥37.3万 |
+7.46% |
跌破离场 |
| 13 |
2019-12-06 |
2019-12-23 |
24.972429482 |
24.1 |
¥-19.0万 |
-3.52% |
跌破离场 |
| 14 |
2020-01-06 |
2020-03-02 |
26.804809030999994 |
30.889080000000003 |
¥78.4万 |
+15.20% |
跌破离场 |
| 15 |
2020-04-20 |
2020-08-20 |
28.238469000000002 |
53.466480000000004 |
¥5.20M |
+89.28% |
跌破离场 |
| 16 |
2020-08-31 |
2020-10-23 |
63.071905897 |
71.0289 |
¥1.41M |
+12.58% |
跌破离场 |
| 17 |
2020-12-15 |
2021-02-25 |
75.86852373099998 |
106.89300000000001 |
¥5.14M |
+40.85% |
跌破离场 |
| 18 |
2021-05-06 |
2021-06-24 |
99.098690691 |
81.5184 |
¥-3.13M |
-17.76% |
跌破离场 |
| 19 |
2021-08-31 |
2021-09-10 |
94.90846400000001 |
81.918 |
¥-1.95M |
-13.71% |
跌破离场 |
| 20 |
2021-11-01 |
2021-11-26 |
97.61676624699999 |
86.913 |
¥-1.39M |
-10.99% |
跌破离场 |
| 21 |
2022-03-02 |
2022-03-30 |
80.12405000599999 |
74.60532 |
¥-77.7万 |
-6.92% |
跌破离场 |
| 22 |
2022-05-12 |
2022-06-07 |
71.32139 |
62.63730000000001 |
¥-1.27M |
-12.20% |
跌破离场 |
| 23 |
2023-01-31 |
2023-02-17 |
48.16254443 |
44.25569999999999 |
¥-75.0万 |
-8.14% |
跌破离场 |
| 24 |
2023-07-13 |
2023-08-16 |
30.619763173999996 |
28.171799999999998 |
¥-67.9万 |
-8.02% |
跌破离场 |
| 25 |
2024-01-02 |
2024-01-18 |
22.639399782999998 |
21.03894 |
¥-54.5万 |
-7.10% |
跌破离场 |
| 26 |
2024-10-09 |
2024-11-19 |
18.605580000000003 |
18.32166 |
¥-10.8万 |
-1.56% |
跌破离场 |
| 27 |
2025-03-18 |
2025-04-01 |
17.692976301 |
15.83415 |
¥-75.0万 |
-10.53% |
跌破离场 |
| 28 |
2025-05-14 |
2025-05-28 |
15.510141647 |
14.445540000000001 |
¥-43.5万 |
-6.89% |
跌破离场 |
| 29 |
2025-07-01 |
2025-08-01 |
14.949413478999997 |
15.77 |
¥32.2万 |
+5.46% |
跌破离场 |
| 30 |
2025-08-26 |
2025-09-23 |
16.811832036999995 |
16.533450000000002 |
¥-10.6万 |
-1.69% |
跌破离场 |
| 31 |
2025-10-15 |
2025-11-21 |
19.295056781 |
19.6803 |
¥12.1万 |
+1.97% |
跌破离场 |
| 32 |
2025-12-29 |
2026-01-21 |
19.054744708999998 |
17.29269 |
¥-58.2万 |
-9.27% |
跌破离场 |
| 33 |
2026-11-04 |
2026-11-13 |
11.795317533999997 |
11.7 |
¥-4.8万 |
-0.84% |
强平 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-05 |
突破买入 |
买入 |
26.906879999999997 |
36900.0 |
¥99.3万 |
首仓入场 |
| 2015-04-21 |
跌破离场 |
卖出 |
49.88 |
36900.0 |
¥1.84M |
|
| 2015-10-15 |
突破买入 |
买入 |
12.00199 |
152100.0 |
¥1.83M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
13.31667 |
152100.0 |
¥2.02M |
|
| 2016-03-31 |
突破买入 |
买入 |
12.8128 |
159500.0 |
¥2.04M |
首仓入场 |
| 2016-05-11 |
跌破离场 |
卖出 |
12.06 |
159500.0 |
¥1.92M |
|
| 2016-06-07 |
突破买入 |
买入 |
12.632619999999998 |
150600.0 |
¥1.90M |
首仓入场 |
| 2016-08-26 |
跌破离场 |
卖出 |
14.785200000000001 |
150600.0 |
¥2.23M |
|
| 2017-01-10 |
突破买入 |
买入 |
13.913899999999998 |
160500.0 |
¥2.23M |
首仓入场 |
| 2017-02-20 |
跌破离场 |
卖出 |
14.09 |
160500.0 |
¥2.26M |
|
| 2017-03-01 |
突破买入 |
买入 |
14.73472 |
153900.0 |
¥2.27M |
首仓入场 |
| 2017-05-11 |
跌破离场 |
卖出 |
15.954030000000001 |
153900.0 |
¥2.45M |
|
| 2017-06-21 |
突破买入 |
买入 |
15.915899999999999 |
153900.0 |
¥2.45M |
首仓入场 |
| 2017-08-17 |
跌破离场 |
卖出 |
19.930049999999998 |
153900.0 |
¥3.07M |
|
| 2017-09-05 |
突破买入 |
买入 |
22.702679999999997 |
134500.0 |
¥3.05M |
首仓入场 |
| 2017-12-01 |
跌破离场 |
卖出 |
32.26 |
134500.0 |
¥4.34M |
|
| 2018-03-13 |
突破买入 |
买入 |
37.33729999999999 |
116100.0 |
¥4.34M |
首仓入场 |
| 2018-03-21 |
跌破离场 |
卖出 |
35.2 |
116100.0 |
¥4.09M |
|
| 2018-04-25 |
突破买入 |
买入 |
35.04500999999999 |
115900.0 |
¥4.06M |
首仓入场 |
| 2018-05-28 |
跌破离场 |
卖出 |
35.57439 |
115900.0 |
¥4.12M |
|
| 2019-01-11 |
突破买入 |
买入 |
20.9 |
198400.0 |
¥4.15M |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
25.22475 |
198400.0 |
¥5.00M |
|
| 2019-07-26 |
突破买入 |
买入 |
25.23521 |
198200.0 |
¥5.00M |
首仓入场 |
| 2019-09-19 |
跌破离场 |
卖出 |
27.13284 |
198200.0 |
¥5.38M |
|
| 2019-12-06 |
突破买入 |
买入 |
24.96494 |
215600.0 |
¥5.38M |
首仓入场 |
| 2019-12-23 |
跌破离场 |
卖出 |
24.1 |
215600.0 |
¥5.19M |
|
| 2020-01-06 |
突破买入 |
买入 |
26.796769999999995 |
192300.0 |
¥5.15M |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
30.889080000000003 |
192300.0 |
¥5.94M |
|
| 2020-04-20 |
突破买入 |
买入 |
28.23 |
206400.0 |
¥5.83M |
首仓入场 |
| 2020-08-20 |
跌破离场 |
卖出 |
53.466480000000004 |
206400.0 |
¥11.03M |
|
| 2020-08-31 |
突破买入 |
买入 |
63.05299 |
177200.0 |
¥11.18M |
首仓入场 |
| 2020-10-23 |
跌破离场 |
卖出 |
71.0289 |
177200.0 |
¥12.58M |
|
| 2020-12-15 |
突破买入 |
买入 |
75.84576999999999 |
165700.0 |
¥12.57M |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
106.89300000000001 |
165700.0 |
¥17.71M |
|
| 2021-05-06 |
突破买入 |
买入 |
99.06897000000001 |
177800.0 |
¥17.62M |
首仓入场 |
| 2021-06-24 |
跌破离场 |
卖出 |
81.5184 |
177800.0 |
¥14.49M |
|
| 2021-08-31 |
突破买入 |
买入 |
94.88 |
149600.0 |
¥14.20M |
首仓入场 |
| 2021-09-10 |
跌破离场 |
卖出 |
81.918 |
149600.0 |
¥12.25M |
|
| 2021-11-01 |
突破买入 |
买入 |
97.58748999999999 |
129100.0 |
¥12.60M |
首仓入场 |
| 2021-11-26 |
跌破离场 |
卖出 |
86.913 |
129100.0 |
¥11.22M |
|
| 2022-03-02 |
突破买入 |
买入 |
80.10001999999999 |
140300.0 |
¥11.24M |
首仓入场 |
| 2022-03-30 |
跌破离场 |
卖出 |
74.60532 |
140300.0 |
¥10.46M |
|
| 2022-05-12 |
突破买入 |
买入 |
71.3 |
146500.0 |
¥10.45M |
首仓入场 |
| 2022-06-07 |
跌破离场 |
卖出 |
62.63730000000001 |
146500.0 |
¥9.17M |
|
| 2023-01-31 |
突破买入 |
买入 |
48.1481 |
191400.0 |
¥9.22M |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
44.25569999999999 |
191400.0 |
¥8.47M |
|
| 2023-07-13 |
突破买入 |
买入 |
30.610579999999995 |
276300.0 |
¥8.46M |
首仓入场 |
| 2023-08-16 |
跌破离场 |
卖出 |
28.171799999999998 |
276300.0 |
¥7.78M |
|
| 2024-01-02 |
突破买入 |
买入 |
22.632609999999996 |
339100.0 |
¥7.68M |
首仓入场 |
| 2024-01-18 |
跌破离场 |
卖出 |
21.03894 |
339100.0 |
¥7.13M |
|
| 2024-10-09 |
突破买入 |
买入 |
18.6 |
374600.0 |
¥6.97M |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
18.32166 |
374600.0 |
¥6.86M |
|
| 2025-03-18 |
突破买入 |
买入 |
17.68767 |
402600.0 |
¥7.12M |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
15.83415 |
402600.0 |
¥6.37M |
|
| 2025-05-14 |
突破买入 |
买入 |
15.505489999999998 |
407300.0 |
¥6.32M |
首仓入场 |
| 2025-05-28 |
跌破离场 |
卖出 |
14.445540000000001 |
407300.0 |
¥5.88M |
|
| 2025-07-01 |
突破买入 |
买入 |
14.944929999999996 |
395000.0 |
¥5.91M |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
15.77 |
395000.0 |
¥6.23M |
|
| 2025-08-26 |
突破买入 |
买入 |
16.806789999999996 |
372900.0 |
¥6.27M |
首仓入场 |
| 2025-09-23 |
跌破离场 |
卖出 |
16.533450000000002 |
372900.0 |
¥6.16M |
|
| 2025-10-15 |
突破买入 |
买入 |
19.28927 |
318900.0 |
¥6.15M |
首仓入场 |
| 2025-11-21 |
跌破离场 |
卖出 |
19.6803 |
318900.0 |
¥6.27M |
|
| 2025-12-29 |
突破买入 |
买入 |
19.04903 |
329600.0 |
¥6.28M |
首仓入场 |
| 2026-01-21 |
跌破离场 |
卖出 |
17.29269 |
329600.0 |
¥5.70M |
|
| 2026-11-04 |
突破买入 |
买入 |
11.791779999999997 |
483700.0 |
¥5.71M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
11.7 |
483700 |
¥5.66M |
回测结束强平 |