601021 春秋航空 — 海龟交易法则 回测明细
数据区间: 2015-01-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥23.2万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -76.76%）
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 38 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 |
2015-03-12 |
2015-07-28 |
84.10922519999998 |
100.21968000000001 |
¥18.5万 |
+19.12% |
跌破离场 |
| 2 |
2015-09-22 |
2015-10-22 |
117.162148103 |
59.0 |
¥-58.8万 |
-49.66% |
跌破离场 |
| 3 |
2016-04-06 |
2016-04-21 |
49.06371469999999 |
45.99396000000001 |
¥-3.7万 |
-6.28% |
跌破离场 |
| 4 |
2016-05-06 |
2016-07-01 |
52.538226740999995 |
47.83212 |
¥-4.9万 |
-8.98% |
跌破离场 |
| 5 |
2017-02-27 |
2017-03-23 |
38.359814492999995 |
36.64332 |
¥-2.2万 |
-4.50% |
跌破离场 |
| 6 |
2017-05-23 |
2017-06-12 |
33.924054164 |
32.367599999999996 |
¥-2.2万 |
-4.62% |
跌破离场 |
| 7 |
2017-08-30 |
2017-09-22 |
33.593625065 |
33.78618 |
¥2,517 |
+0.54% |
跌破离场 |
| 8 |
2017-11-01 |
2017-12-06 |
36.257083863 |
36.71325 |
¥5,698 |
+1.23% |
跌破离场 |
| 9 |
2018-01-04 |
2018-01-11 |
39.240958756999994 |
36.3636 |
¥-3.5万 |
-7.36% |
跌破离场 |
| 10 |
2018-05-10 |
2018-06-28 |
35.79648572499999 |
34.225739999999995 |
¥-1.9万 |
-4.42% |
跌破离场 |
| 11 |
2018-09-20 |
2018-10-17 |
34.010200000000005 |
31.0 |
¥-3.7万 |
-8.88% |
跌破离场 |
| 12 |
2019-02-14 |
2019-04-23 |
33.249972 |
38.841120000000004 |
¥6.4万 |
+16.78% |
跌破离场 |
| 13 |
2019-05-17 |
2019-07-15 |
42.375028695999994 |
43.69626 |
¥1.4万 |
+3.09% |
跌破离场 |
| 14 |
2019-09-02 |
2019-10-08 |
44.70805839499999 |
42.50745 |
¥-2.3万 |
-4.95% |
跌破离场 |
| 15 |
2019-12-20 |
2020-01-21 |
42.95578286999999 |
40.80915 |
¥-2.2万 |
-5.03% |
跌破离场 |
| 16 |
2020-04-20 |
2020-06-23 |
34.975419478999996 |
36.25371 |
¥1.5万 |
+3.62% |
跌破离场 |
| 17 |
2020-08-17 |
2020-08-28 |
44.497785332 |
42.12783 |
¥-2.3万 |
-5.35% |
跌破离场 |
| 18 |
2020-09-04 |
2020-09-25 |
46.720671998 |
45.0549 |
¥-1.4万 |
-3.59% |
跌破离场 |
| 19 |
2020-11-11 |
2020-12-10 |
46.93094506099999 |
49.93002 |
¥2.5万 |
+6.36% |
跌破离场 |
| 20 |
2020-12-17 |
2021-01-15 |
53.76982610999999 |
51.0 |
¥-2.1万 |
-5.18% |
跌破离场 |
| 21 |
2021-01-27 |
2021-03-02 |
58.87645763999999 |
61.08885 |
¥1.5万 |
+3.73% |
跌破离场 |
| 22 |
2021-05-06 |
2021-06-15 |
64.39362229299999 |
61.40853 |
¥-1.9万 |
-4.66% |
跌破离场 |
| 23 |
2021-08-26 |
2021-11-29 |
54.516349999999996 |
53.96598000000001 |
¥-4,079 |
-1.04% |
跌破离场 |
| 24 |
2022-02-10 |
2022-02-24 |
60.378408089999986 |
53.676269999999995 |
¥-4.3万 |
-11.13% |
跌破离场 |
| 25 |
2022-06-21 |
2022-07-12 |
49.594403859 |
51.24869999999999 |
¥1.1万 |
+3.30% |
跌破离场 |
| 26 |
2022-09-28 |
2022-11-01 |
54.64095737099999 |
48.06188999999999 |
¥-4.2万 |
-12.07% |
跌破离场 |
| 27 |
2022-12-13 |
2023-01-04 |
64.35357028099997 |
62.05787999999999 |
¥-1.1万 |
-3.60% |
跌破离场 |
| 28 |
2023-02-14 |
2023-02-27 |
66.0198 |
60.419520000000006 |
¥-2.6万 |
-8.51% |
跌破离场 |
| 29 |
2023-04-06 |
2023-04-24 |
64.38360928999998 |
61.04889 |
¥-1.4万 |
-5.21% |
跌破离场 |
| 30 |
2023-06-20 |
2023-08-03 |
59.867955 |
59.4405 |
¥-1,915 |
-0.74% |
跌破离场 |
| 31 |
2024-01-15 |
2024-03-05 |
53.11898091499999 |
54.23571 |
¥5,392 |
+2.07% |
跌破离场 |
| 32 |
2024-04-11 |
2024-04-30 |
58.15552142399999 |
57.09285 |
¥-4,859 |
-1.86% |
跌破离场 |
| 33 |
2024-08-06 |
2024-08-13 |
56.102855809 |
52.147800000000004 |
¥-1.8万 |
-7.08% |
跌破离场 |
| 34 |
2024-11-21 |
2024-12-20 |
59.09674370599999 |
55.0 |
¥-1.6万 |
-6.96% |
跌破离场 |
| 35 |
2025-04-17 |
2025-06-18 |
54.961373466999994 |
55.0449 |
¥275 |
+0.12% |
跌破离场 |
| 36 |
2025-11-06 |
2025-11-26 |
55.411958602 |
54.535410000000006 |
¥-3,572 |
-1.61% |
跌破离场 |
| 37 |
2025-12-30 |
2026-01-19 |
58.065404397 |
56.22372 |
¥-7,062 |
-3.20% |
跌破离场 |
| 38 |
2026-11-03 |
2026-11-13 |
41.744209506999994 |
44.6 |
¥1.5万 |
+6.81% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-12 |
突破买入 |
买入 |
84.08399999999999 |
11500.0 |
¥96.7万 |
首仓入场 |
| 2015-07-28 |
跌破离场 |
卖出 |
100.21968000000001 |
11500.0 |
¥1.15M |
|
| 2015-09-22 |
突破买入 |
买入 |
117.12701 |
10100.0 |
¥1.18M |
首仓入场 |
| 2015-10-22 |
跌破离场 |
卖出 |
59.0 |
10100.0 |
¥59.6万 |
|
| 2016-04-06 |
突破买入 |
买入 |
49.048999999999985 |
11900.0 |
¥58.4万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
45.99396000000001 |
11900.0 |
¥54.7万 |
|
| 2016-05-06 |
突破买入 |
买入 |
52.52247 |
10400.0 |
¥54.6万 |
首仓入场 |
| 2016-07-01 |
跌破离场 |
卖出 |
47.83212 |
10400.0 |
¥49.7万 |
|
| 2017-02-27 |
突破买入 |
买入 |
38.34831 |
13000.0 |
¥49.9万 |
首仓入场 |
| 2017-03-23 |
跌破离场 |
卖出 |
36.64332 |
13000.0 |
¥47.6万 |
|
| 2017-05-23 |
突破买入 |
买入 |
33.91388 |
14300.0 |
¥48.5万 |
首仓入场 |
| 2017-06-12 |
跌破离场 |
卖出 |
32.367599999999996 |
14300.0 |
¥46.3万 |
|
| 2017-08-30 |
突破买入 |
买入 |
33.583549999999995 |
13800.0 |
¥46.4万 |
首仓入场 |
| 2017-09-22 |
跌破离场 |
卖出 |
33.78618 |
13800.0 |
¥46.6万 |
|
| 2017-11-01 |
突破买入 |
买入 |
36.24621 |
12800.0 |
¥46.4万 |
首仓入场 |
| 2017-12-06 |
跌破离场 |
卖出 |
36.71325 |
12800.0 |
¥47.0万 |
|
| 2018-01-04 |
突破买入 |
买入 |
39.229189999999996 |
12000.0 |
¥47.1万 |
首仓入场 |
| 2018-01-11 |
跌破离场 |
卖出 |
36.3636 |
12000.0 |
¥43.6万 |
|
| 2018-05-10 |
突破买入 |
买入 |
35.78574999999999 |
12200.0 |
¥43.7万 |
首仓入场 |
| 2018-06-28 |
跌破离场 |
卖出 |
34.225739999999995 |
12200.0 |
¥41.7万 |
|
| 2018-09-20 |
突破买入 |
买入 |
34.0 |
12300.0 |
¥41.8万 |
首仓入场 |
| 2018-10-17 |
跌破离场 |
卖出 |
31.0 |
12300.0 |
¥38.1万 |
|
| 2019-02-14 |
突破买入 |
买入 |
33.24 |
11400.0 |
¥37.9万 |
首仓入场 |
| 2019-04-23 |
跌破离场 |
卖出 |
38.841120000000004 |
11400.0 |
¥44.3万 |
|
| 2019-05-17 |
突破买入 |
买入 |
42.36232 |
10400.0 |
¥44.1万 |
首仓入场 |
| 2019-07-15 |
跌破离场 |
卖出 |
43.69626 |
10400.0 |
¥45.4万 |
|
| 2019-09-02 |
突破买入 |
买入 |
44.694649999999996 |
10200.0 |
¥45.6万 |
首仓入场 |
| 2019-10-08 |
跌破离场 |
卖出 |
42.50745 |
10200.0 |
¥43.3万 |
|
| 2019-12-20 |
突破买入 |
买入 |
42.942899999999995 |
10100.0 |
¥43.4万 |
首仓入场 |
| 2020-01-21 |
跌破离场 |
卖出 |
40.80915 |
10100.0 |
¥41.2万 |
|
| 2020-04-20 |
突破买入 |
买入 |
34.964929999999995 |
11800.0 |
¥41.3万 |
首仓入场 |
| 2020-06-23 |
跌破离场 |
卖出 |
36.25371 |
11800.0 |
¥42.8万 |
|
| 2020-08-17 |
突破买入 |
买入 |
44.48443999999999 |
9600.0 |
¥42.7万 |
首仓入场 |
| 2020-08-28 |
跌破离场 |
卖出 |
42.12783 |
9600.0 |
¥40.4万 |
|
| 2020-09-04 |
突破买入 |
买入 |
46.70665999999999 |
8600.0 |
¥40.2万 |
首仓入场 |
| 2020-09-25 |
跌破离场 |
卖出 |
45.0549 |
8600.0 |
¥38.7万 |
|
| 2020-11-11 |
突破买入 |
买入 |
46.91686999999999 |
8300.0 |
¥39.0万 |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
49.93002 |
8300.0 |
¥41.4万 |
|
| 2020-12-17 |
突破买入 |
买入 |
53.75369999999999 |
7700.0 |
¥41.4万 |
首仓入场 |
| 2021-01-15 |
跌破离场 |
卖出 |
51.0 |
7700.0 |
¥39.3万 |
|
| 2021-01-27 |
突破买入 |
买入 |
58.85879999999999 |
6700.0 |
¥39.4万 |
首仓入场 |
| 2021-03-02 |
跌破离场 |
卖出 |
61.08885 |
6700.0 |
¥40.9万 |
|
| 2021-05-06 |
突破买入 |
买入 |
64.37431 |
6300.0 |
¥40.6万 |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
61.40853 |
6300.0 |
¥38.7万 |
|
| 2021-08-26 |
突破买入 |
买入 |
54.5 |
7200.0 |
¥39.3万 |
首仓入场 |
| 2021-11-29 |
跌破离场 |
卖出 |
53.96598000000001 |
7200.0 |
¥38.8万 |
|
| 2022-02-10 |
突破买入 |
买入 |
60.36029999999999 |
6400.0 |
¥38.6万 |
首仓入场 |
| 2022-02-24 |
跌破离场 |
卖出 |
53.676269999999995 |
6400.0 |
¥34.3万 |
|
| 2022-06-21 |
突破买入 |
买入 |
49.57953 |
6900.0 |
¥34.2万 |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
51.24869999999999 |
6900.0 |
¥35.4万 |
|
| 2022-09-28 |
突破买入 |
买入 |
54.62456999999999 |
6400.0 |
¥35.0万 |
首仓入场 |
| 2022-11-01 |
跌破离场 |
卖出 |
48.06188999999999 |
6400.0 |
¥30.8万 |
|
| 2022-12-13 |
突破买入 |
买入 |
64.33426999999999 |
4800.0 |
¥30.9万 |
首仓入场 |
| 2023-01-04 |
跌破离场 |
卖出 |
62.05787999999999 |
4800.0 |
¥29.8万 |
|
| 2023-02-14 |
突破买入 |
买入 |
66.0 |
4600.0 |
¥30.4万 |
首仓入场 |
| 2023-02-27 |
跌破离场 |
卖出 |
60.419520000000006 |
4600.0 |
¥27.8万 |
|
| 2023-04-06 |
突破买入 |
买入 |
64.36429999999999 |
4300.0 |
¥27.7万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
61.04889 |
4300.0 |
¥26.2万 |
|
| 2023-06-20 |
突破买入 |
买入 |
59.85 |
4300.0 |
¥25.7万 |
首仓入场 |
| 2023-08-03 |
跌破离场 |
卖出 |
59.4405 |
4300.0 |
¥25.6万 |
|
| 2024-01-15 |
突破买入 |
买入 |
53.10304999999999 |
4900.0 |
¥26.0万 |
首仓入场 |
| 2024-03-05 |
跌破离场 |
卖出 |
54.23571 |
4900.0 |
¥26.6万 |
|
| 2024-04-11 |
突破买入 |
买入 |
58.138079999999995 |
4500.0 |
¥26.2万 |
首仓入场 |
| 2024-04-30 |
跌破离场 |
卖出 |
57.09285 |
4500.0 |
¥25.7万 |
|
| 2024-08-06 |
突破买入 |
买入 |
56.086029999999994 |
4600.0 |
¥25.8万 |
首仓入场 |
| 2024-08-13 |
跌破离场 |
卖出 |
52.147800000000004 |
4600.0 |
¥24.0万 |
|
| 2024-11-21 |
突破买入 |
买入 |
59.07902 |
4000.0 |
¥23.6万 |
首仓入场 |
| 2024-12-20 |
跌破离场 |
卖出 |
55.0 |
4000.0 |
¥22.0万 |
|
| 2025-04-17 |
突破买入 |
买入 |
54.944889999999994 |
4100.0 |
¥22.5万 |
首仓入场 |
| 2025-06-18 |
跌破离场 |
卖出 |
55.0449 |
4100.0 |
¥22.6万 |
|
| 2025-11-06 |
突破买入 |
买入 |
55.39534 |
4000.0 |
¥22.2万 |
首仓入场 |
| 2025-11-26 |
跌破离场 |
卖出 |
54.535410000000006 |
4000.0 |
¥21.8万 |
|
| 2025-12-30 |
突破买入 |
买入 |
58.04799 |
3800.0 |
¥22.1万 |
首仓入场 |
| 2026-01-19 |
跌破离场 |
卖出 |
56.22372 |
3800.0 |
¥21.4万 |
|
| 2026-11-03 |
突破买入 |
买入 |
41.73168999999999 |
5200.0 |
¥21.7万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
44.6 |
5200 |
¥23.2万 |
回测结束强平 |