601018 宁波港 — 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: ¥66.8万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -33.16%）
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 34 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 |
2015-03-19 |
2015-06-23 |
5.176722550999999 |
10.379610000000001 |
¥99.8万 |
+100.45% |
跌破离场 |
| 2 |
2016-04-01 |
2016-04-21 |
6.848894051999999 |
6.03396 |
¥-23.5万 |
-11.93% |
跌破离场 |
| 3 |
2016-08-19 |
2016-09-27 |
5.236800569 |
4.95504 |
¥-9.4万 |
-5.41% |
跌破离场 |
| 4 |
2017-02-13 |
2017-06-19 |
5.316904592999999 |
5.45454 |
¥4.3万 |
+2.56% |
跌破离场 |
| 5 |
2017-07-26 |
2017-08-24 |
6.107931829999998 |
5.934060000000001 |
¥-4.9万 |
-2.88% |
跌破离场 |
| 6 |
2017-10-23 |
2017-11-17 |
6.20806186 |
5.68431 |
¥-14.0万 |
-8.46% |
跌破离场 |
| 7 |
2018-05-30 |
2018-06-08 |
5.226787566 |
4.90509 |
¥-9.4万 |
-6.18% |
跌破离场 |
| 8 |
2019-02-26 |
2019-05-07 |
3.875032161 |
4.76523 |
¥32.7万 |
+22.94% |
跌破离场 |
| 9 |
2020-01-06 |
2020-01-22 |
3.8650191579999995 |
3.76623 |
¥-4.5万 |
-2.59% |
跌破离场 |
| 10 |
2020-03-30 |
2020-04-28 |
3.80114 |
3.31668 |
¥-21.2万 |
-12.77% |
跌破离场 |
| 11 |
2020-06-22 |
2020-08-13 |
3.50455105 |
3.95 |
¥19.0万 |
+12.68% |
跌破离场 |
| 12 |
2020-09-18 |
2020-09-28 |
4.005201199999999 |
3.7962 |
¥-8.8万 |
-5.25% |
跌破离场 |
| 13 |
2021-03-10 |
2021-03-25 |
4.325617296 |
4.02 |
¥-11.1万 |
-7.09% |
跌破离场 |
| 14 |
2021-05-26 |
2021-06-16 |
4.105331229999999 |
4.0459499999999995 |
¥-2.2万 |
-1.48% |
跌破离场 |
| 15 |
2021-09-03 |
2021-09-30 |
3.9451231819999997 |
3.93606 |
¥-3,802 |
-0.26% |
跌破离场 |
| 16 |
2021-11-24 |
2021-11-30 |
3.7911369999999995 |
3.6963000000000004 |
¥-3.7万 |
-2.53% |
跌破离场 |
| 17 |
2021-12-07 |
2022-01-26 |
4.075292221 |
3.92 |
¥-5.3万 |
-3.84% |
跌破离场 |
| 18 |
2022-03-04 |
2022-03-16 |
4.465799337999999 |
3.7962000000000002 |
¥-20.2万 |
-15.02% |
跌破离场 |
| 19 |
2022-06-01 |
2022-08-03 |
4.025227205999999 |
3.7962000000000002 |
¥-6.7万 |
-5.72% |
跌破离场 |
| 20 |
2022-11-28 |
2022-12-20 |
3.6347200889999995 |
3.5764200000000006 |
¥-1.8万 |
-1.63% |
跌破离场 |
| 21 |
2023-04-19 |
2023-05-22 |
3.7849151339999993 |
3.58 |
¥-5.9万 |
-5.44% |
跌破离场 |
| 22 |
2023-07-26 |
2023-08-15 |
3.4845250439999997 |
3.45654 |
¥-8,518 |
-0.83% |
跌破离场 |
| 23 |
2023-11-24 |
2024-01-23 |
3.574642070999999 |
3.3366599999999997 |
¥-6.8万 |
-6.69% |
跌破离场 |
| 24 |
2024-01-29 |
2024-03-06 |
3.674772101 |
3.43 |
¥-6.3万 |
-6.69% |
跌破离场 |
| 25 |
2024-04-08 |
2024-05-17 |
3.5345900589999997 |
3.5264699999999993 |
¥-2,294 |
-0.26% |
跌破离场 |
| 26 |
2024-07-31 |
2024-08-30 |
3.5946680769999997 |
3.45654 |
¥-3.4万 |
-3.87% |
跌破离场 |
| 27 |
2024-10-09 |
2024-11-25 |
3.9250971759999995 |
3.7162800000000002 |
¥-4.5万 |
-5.35% |
跌破离场 |
| 28 |
2025-03-17 |
2025-04-08 |
3.6447330919999996 |
3.45 |
¥-4.3万 |
-5.37% |
跌破离场 |
| 29 |
2025-05-16 |
2025-06-20 |
3.784915133999999 |
3.5764199999999997 |
¥-4.1万 |
-5.54% |
跌破离场 |
| 30 |
2025-07-23 |
2025-08-01 |
3.7849151339999993 |
3.62637 |
¥-3.0万 |
-4.22% |
跌破离场 |
| 31 |
2025-09-24 |
2025-11-24 |
3.754876125 |
3.67632 |
¥-1.4万 |
-2.12% |
跌破离场 |
| 32 |
2026-01-27 |
2026-03-24 |
3.784915134 |
3.9660300000000004 |
¥3.2万 |
+4.75% |
跌破离场 |
| 33 |
2026-07-16 |
2026-08-13 |
3.3944080169999995 |
3.32667 |
¥-1.4万 |
-2.02% |
跌破离场 |
| 34 |
2026-09-10 |
2026-09-21 |
3.5446030619999993 |
3.40659 |
¥-2.7万 |
-3.92% |
跌破离场 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
突破买入 |
买入 |
5.17517 |
192000.0 |
¥99.4万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
10.379610000000001 |
192000.0 |
¥1.99M |
|
| 2016-04-01 |
突破买入 |
买入 |
6.846839999999999 |
288200.0 |
¥1.97M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
6.03396 |
288200.0 |
¥1.74M |
|
| 2016-08-19 |
突破买入 |
买入 |
5.23523 |
332700.0 |
¥1.74M |
首仓入场 |
| 2016-09-27 |
跌破离场 |
卖出 |
4.95504 |
332700.0 |
¥1.65M |
|
| 2017-02-13 |
突破买入 |
买入 |
5.315309999999999 |
313800.0 |
¥1.67M |
首仓入场 |
| 2017-06-19 |
跌破离场 |
卖出 |
5.45454 |
313800.0 |
¥1.71M |
|
| 2017-07-26 |
突破买入 |
买入 |
6.106099999999999 |
278700.0 |
¥1.70M |
首仓入场 |
| 2017-08-24 |
跌破离场 |
卖出 |
5.934060000000001 |
278700.0 |
¥1.65M |
|
| 2017-10-23 |
突破买入 |
买入 |
6.2062 |
265500.0 |
¥1.65M |
首仓入场 |
| 2017-11-17 |
跌破离场 |
卖出 |
5.68431 |
265500.0 |
¥1.51M |
|
| 2018-05-30 |
突破买入 |
买入 |
5.225219999999999 |
290700.0 |
¥1.52M |
首仓入场 |
| 2018-06-08 |
跌破离场 |
卖出 |
4.90509 |
290700.0 |
¥1.43M |
|
| 2019-02-26 |
突破买入 |
买入 |
3.8738699999999997 |
368000.0 |
¥1.43M |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
4.76523 |
368000.0 |
¥1.75M |
|
| 2020-01-06 |
突破买入 |
买入 |
3.8638599999999994 |
449900.0 |
¥1.74M |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
3.76623 |
449900.0 |
¥1.69M |
|
| 2020-03-30 |
突破买入 |
买入 |
3.8 |
437300.0 |
¥1.66M |
首仓入场 |
| 2020-04-28 |
跌破离场 |
卖出 |
3.31668 |
437300.0 |
¥1.45M |
|
| 2020-06-22 |
突破买入 |
买入 |
3.5035000000000003 |
426800.0 |
¥1.50M |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
3.95 |
426800.0 |
¥1.69M |
|
| 2020-09-18 |
突破买入 |
买入 |
4.004 |
420700.0 |
¥1.68M |
首仓入场 |
| 2020-09-28 |
跌破离场 |
卖出 |
3.7962 |
420700.0 |
¥1.60M |
|
| 2021-03-10 |
突破买入 |
买入 |
4.32432 |
362400.0 |
¥1.57M |
首仓入场 |
| 2021-03-25 |
跌破离场 |
卖出 |
4.02 |
362400.0 |
¥1.46M |
|
| 2021-05-26 |
突破买入 |
买入 |
4.104099999999999 |
359300.0 |
¥1.48M |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
4.0459499999999995 |
359300.0 |
¥1.45M |
|
| 2021-09-03 |
突破买入 |
买入 |
3.9439399999999996 |
371100.0 |
¥1.46M |
首仓入场 |
| 2021-09-30 |
跌破离场 |
卖出 |
3.93606 |
371100.0 |
¥1.46M |
|
| 2021-11-24 |
突破买入 |
买入 |
3.79 |
384800.0 |
¥1.46M |
首仓入场 |
| 2021-11-30 |
跌破离场 |
卖出 |
3.6963000000000004 |
384800.0 |
¥1.42M |
|
| 2021-12-07 |
突破买入 |
买入 |
4.07407 |
337600.0 |
¥1.38M |
首仓入场 |
| 2022-01-26 |
跌破离场 |
卖出 |
3.92 |
337600.0 |
¥1.32M |
|
| 2022-03-04 |
突破买入 |
买入 |
4.46446 |
301500.0 |
¥1.35M |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
3.7962000000000002 |
301500.0 |
¥1.14M |
|
| 2022-06-01 |
突破买入 |
买入 |
4.024019999999999 |
289600.0 |
¥1.17M |
首仓入场 |
| 2022-08-03 |
跌破离场 |
卖出 |
3.7962000000000002 |
289600.0 |
¥1.10M |
|
| 2022-11-28 |
突破买入 |
买入 |
3.6336299999999997 |
301600.0 |
¥1.10M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
3.5764200000000006 |
301600.0 |
¥1.08M |
|
| 2023-04-19 |
突破买入 |
买入 |
3.7837799999999993 |
286500.0 |
¥1.08M |
首仓入场 |
| 2023-05-22 |
跌破离场 |
卖出 |
3.58 |
286500.0 |
¥1.03M |
|
| 2023-07-26 |
突破买入 |
买入 |
3.4834799999999997 |
293500.0 |
¥1.02M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
3.45654 |
293500.0 |
¥1.01M |
|
| 2023-11-24 |
突破买入 |
买入 |
3.5735699999999992 |
284500.0 |
¥1.02M |
首仓入场 |
| 2024-01-23 |
跌破离场 |
卖出 |
3.3366599999999997 |
284500.0 |
¥94.9万 |
|
| 2024-01-29 |
突破买入 |
买入 |
3.6736699999999995 |
258300.0 |
¥94.9万 |
首仓入场 |
| 2024-03-06 |
跌破离场 |
卖出 |
3.43 |
258300.0 |
¥88.6万 |
|
| 2024-04-08 |
突破买入 |
买入 |
3.5335299999999994 |
249900.0 |
¥88.3万 |
首仓入场 |
| 2024-05-17 |
跌破离场 |
卖出 |
3.5264699999999993 |
249900.0 |
¥88.1万 |
|
| 2024-07-31 |
突破买入 |
买入 |
3.5935899999999994 |
245800.0 |
¥88.4万 |
首仓入场 |
| 2024-08-30 |
跌破离场 |
卖出 |
3.45654 |
245800.0 |
¥84.9万 |
|
| 2024-10-09 |
突破买入 |
买入 |
3.9239199999999994 |
213700.0 |
¥83.9万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
3.7162800000000002 |
213700.0 |
¥79.4万 |
|
| 2025-03-17 |
突破买入 |
买入 |
3.6436399999999995 |
220700.0 |
¥80.4万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
3.45 |
220700.0 |
¥76.1万 |
|
| 2025-05-16 |
突破买入 |
买入 |
3.7837799999999993 |
194000.0 |
¥73.4万 |
首仓入场 |
| 2025-06-20 |
跌破离场 |
卖出 |
3.5764199999999997 |
194000.0 |
¥69.4万 |
|
| 2025-07-23 |
突破买入 |
买入 |
3.7837799999999993 |
190500.0 |
¥72.1万 |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
3.62637 |
190500.0 |
¥69.1万 |
|
| 2025-09-24 |
突破买入 |
买入 |
3.75375 |
180500.0 |
¥67.8万 |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
3.67632 |
180500.0 |
¥66.3万 |
|
| 2026-01-27 |
突破买入 |
买入 |
3.7837799999999993 |
178600.0 |
¥67.6万 |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
3.9660300000000004 |
178600.0 |
¥70.8万 |
|
| 2026-07-16 |
突破买入 |
买入 |
3.3933899999999992 |
208000.0 |
¥70.6万 |
首仓入场 |
| 2026-08-13 |
跌破离场 |
卖出 |
3.32667 |
208000.0 |
¥69.2万 |
|
| 2026-09-10 |
突破买入 |
买入 |
3.5435399999999997 |
195200.0 |
¥69.2万 |
首仓入场 |
| 2026-09-21 |
跌破离场 |
卖出 |
3.40659 |
195200.0 |
¥66.5万 |
|