601058 赛轮轮胎 — 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: ¥46.6万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -53.36%）
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 43 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 |
2015-04-29 |
18.854484648999996 |
20.019959999999998 |
¥6.1万 |
+6.15% |
跌破离场 |
| 2 |
2015-06-19 |
2015-06-26 |
15.92067477 |
12.3876 |
¥-22.9万 |
-22.22% |
跌破离场 |
| 3 |
2015-10-13 |
2015-11-30 |
7.059167114999999 |
7.38261 |
¥3.7万 |
+4.55% |
跌破离场 |
| 4 |
2015-12-22 |
2016-01-14 |
8.531078555999999 |
6.6233699999999995 |
¥-19.3万 |
-22.39% |
跌破离场 |
| 5 |
2016-03-22 |
2016-04-21 |
7.710012309999999 |
7.892100000000001 |
¥1.6万 |
+2.33% |
跌破离场 |
| 6 |
2016-05-06 |
2016-05-09 |
4.135370239 |
3.6563399999999997 |
¥-3.7万 |
-11.61% |
跌破离场 |
| 7 |
2016-07-14 |
2016-09-27 |
3.6247070860000004 |
3.96603 |
¥6.1万 |
+9.38% |
跌破离场 |
| 8 |
2016-10-27 |
2016-12-05 |
4.325617296 |
4.24575 |
¥-1.3万 |
-1.88% |
跌破离场 |
| 9 |
2017-02-22 |
2017-03-15 |
4.535890359000001 |
4.225770000000001 |
¥-4.8万 |
-6.86% |
跌破离场 |
| 10 |
2017-07-03 |
2017-08-11 |
3.4244470259999997 |
3.5464499999999997 |
¥2.3万 |
+3.53% |
跌破离场 |
| 11 |
2018-03-12 |
2018-03-21 |
3.2842649839999996 |
3.0869099999999996 |
¥-4.1万 |
-6.04% |
跌破离场 |
| 12 |
2018-05-11 |
2018-05-29 |
3.0539659149999996 |
2.97 |
¥-1.8万 |
-2.78% |
跌破离场 |
| 13 |
2018-07-27 |
2018-09-18 |
2.6934978069999995 |
2.44755 |
¥-5.6万 |
-9.16% |
跌破离场 |
| 14 |
2018-11-13 |
2018-11-29 |
2.5232767559999996 |
2.5074899999999998 |
¥-3,657 |
-0.66% |
跌破离场 |
| 15 |
2019-01-23 |
2019-01-31 |
2.473211741 |
2.3576399999999995 |
¥-2.6万 |
-4.70% |
跌破离场 |
| 16 |
2019-02-26 |
2019-04-29 |
2.683484804 |
3.2967 |
¥12.2万 |
+22.81% |
跌破离场 |
| 17 |
2019-07-03 |
2019-08-06 |
3.1340699389999993 |
3.3466499999999995 |
¥4.4万 |
+6.75% |
跌破离场 |
| 18 |
2019-09-03 |
2019-09-27 |
4.025227205999999 |
4.04 |
¥2,339 |
+0.34% |
跌破离场 |
| 19 |
2020-01-20 |
2020-02-04 |
5.10663153 |
3.95604 |
¥-15.8万 |
-22.55% |
跌破离场 |
| 20 |
2020-04-29 |
2020-05-25 |
4.185435254 |
3.82617 |
¥-4.6万 |
-8.61% |
跌破离场 |
| 21 |
2020-09-30 |
2020-12-10 |
4.455786335 |
5.384609999999999 |
¥10.3万 |
+20.81% |
跌破离场 |
| 22 |
2021-01-12 |
2021-03-11 |
7.810142339999998 |
8.80119 |
¥7.6万 |
+12.66% |
跌破离场 |
| 23 |
2021-04-20 |
2021-05-10 |
10.233289066 |
9.58041 |
¥-4.3万 |
-6.41% |
跌破离场 |
| 24 |
2021-05-28 |
2021-06-15 |
11.194537353999998 |
9.390600000000001 |
¥-10.1万 |
-16.14% |
跌破离场 |
| 25 |
2021-08-13 |
2021-08-30 |
9.622495882999997 |
8.71 |
¥-5.1万 |
-9.51% |
跌破离场 |
| 26 |
2021-09-02 |
2021-09-27 |
10.463588134999998 |
9.590399999999999 |
¥-4.0万 |
-8.37% |
跌破离场 |
| 27 |
2021-10-11 |
2021-11-17 |
11.835369545999999 |
13.666319999999999 |
¥6.8万 |
+15.44% |
跌破离场 |
| 28 |
2022-05-06 |
2022-07-01 |
9.912872969999997 |
11.24874 |
¥6.6万 |
+13.44% |
跌破离场 |
| 29 |
2022-08-02 |
2022-08-19 |
12.616383779999996 |
11.987999999999998 |
¥-2.9万 |
-5.01% |
跌破离场 |
| 30 |
2022-12-02 |
2022-12-22 |
9.822755942999997 |
9.11088 |
¥-3.9万 |
-7.28% |
跌破离场 |
| 31 |
2023-02-23 |
2023-03-13 |
11.394797414 |
10.4895 |
¥-4.0万 |
-7.97% |
跌破离场 |
| 32 |
2023-05-31 |
2023-07-25 |
10.413523119999999 |
11.03895 |
¥2.8万 |
+5.97% |
跌破离场 |
| 33 |
2023-09-06 |
2023-10-13 |
12.676461797999998 |
11.90808 |
¥-3.0万 |
-6.09% |
跌破离场 |
| 34 |
2024-01-02 |
2024-01-23 |
11.755265521999998 |
11.20878 |
¥-2.2万 |
-4.68% |
跌破离场 |
| 35 |
2024-02-07 |
2024-03-19 |
12.876721857999998 |
13.53645 |
¥2.2万 |
+5.09% |
跌破离场 |
| 36 |
2024-04-02 |
2024-05-23 |
15.269829575 |
15.46452 |
¥5,797 |
+1.24% |
跌破离场 |
| 37 |
2024-09-12 |
2024-10-18 |
13.727827113 |
13.67 |
¥-2,118 |
-0.45% |
跌破离场 |
| 38 |
2025-01-15 |
2025-02-21 |
14.779192427999998 |
14.62536 |
¥-5,016 |
-1.07% |
跌破离场 |
| 39 |
2025-07-01 |
2025-07-30 |
13.163948000000001 |
12.97701 |
¥-6,736 |
-1.45% |
跌破离场 |
| 40 |
2025-08-27 |
2025-09-23 |
14.238490265999998 |
14.3856 |
¥4,541 |
+1.00% |
跌破离场 |
| 41 |
2025-10-31 |
2025-12-24 |
15.389985610999997 |
16.50348 |
¥3.3万 |
+7.20% |
跌破离场 |
| 42 |
2026-04-29 |
2026-05-13 |
14.468789334999997 |
13.20678 |
¥-4.3万 |
-8.75% |
跌破离场 |
| 43 |
2026-07-16 |
2026-09-14 |
13.347332998999999 |
13.73625 |
¥1.3万 |
+2.88% |
跌破离场 |
逐笔成交记录（共 86 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 |
18.848829999999996 |
52900.0 |
¥99.7万 |
首仓入场 |
| 2015-04-29 |
跌破离场 |
卖出 |
20.019959999999998 |
52900.0 |
¥1.06M |
|
| 2015-06-19 |
突破买入 |
买入 |
15.915899999999999 |
64700.0 |
¥1.03M |
首仓入场 |
| 2015-06-26 |
跌破离场 |
卖出 |
12.3876 |
64700.0 |
¥80.1万 |
|
| 2015-10-13 |
突破买入 |
买入 |
7.057049999999999 |
115500.0 |
¥81.5万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
7.38261 |
115500.0 |
¥85.2万 |
|
| 2015-12-22 |
突破买入 |
买入 |
8.528519999999999 |
101000.0 |
¥86.2万 |
首仓入场 |
| 2016-01-14 |
跌破离场 |
卖出 |
6.6233699999999995 |
101000.0 |
¥66.9万 |
|
| 2016-03-22 |
突破买入 |
买入 |
7.707699999999999 |
86400.0 |
¥66.6万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
7.892100000000001 |
86400.0 |
¥68.2万 |
|
| 2016-05-06 |
突破买入 |
买入 |
4.13413 |
76700.0 |
¥31.7万 |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
3.6563399999999997 |
76700.0 |
¥28.0万 |
|
| 2016-07-14 |
突破买入 |
买入 |
3.6236200000000003 |
179900.0 |
¥65.2万 |
首仓入场 |
| 2016-09-27 |
跌破离场 |
卖出 |
3.96603 |
179900.0 |
¥71.3万 |
|
| 2016-10-27 |
突破买入 |
买入 |
4.32432 |
164900.0 |
¥71.3万 |
首仓入场 |
| 2016-12-05 |
跌破离场 |
卖出 |
4.24575 |
164900.0 |
¥70.0万 |
|
| 2017-02-22 |
突破买入 |
买入 |
4.53453 |
153700.0 |
¥69.7万 |
首仓入场 |
| 2017-03-15 |
跌破离场 |
卖出 |
4.225770000000001 |
153700.0 |
¥64.9万 |
|
| 2017-07-03 |
突破买入 |
买入 |
3.4234199999999997 |
191000.0 |
¥65.4万 |
首仓入场 |
| 2017-08-11 |
跌破离场 |
卖出 |
3.5464499999999997 |
191000.0 |
¥67.7万 |
|
| 2018-03-12 |
突破买入 |
买入 |
3.2832799999999995 |
206100.0 |
¥67.7万 |
首仓入场 |
| 2018-03-21 |
跌破离场 |
卖出 |
3.0869099999999996 |
206100.0 |
¥63.6万 |
|
| 2018-05-11 |
突破买入 |
买入 |
3.0530499999999994 |
208300.0 |
¥63.6万 |
首仓入场 |
| 2018-05-29 |
跌破离场 |
卖出 |
2.97 |
208300.0 |
¥61.8万 |
|
| 2018-07-27 |
突破买入 |
买入 |
2.69269 |
228800.0 |
¥61.6万 |
首仓入场 |
| 2018-09-18 |
跌破离场 |
卖出 |
2.44755 |
228800.0 |
¥56.0万 |
|
| 2018-11-13 |
突破买入 |
买入 |
2.5225199999999997 |
221100.0 |
¥55.8万 |
首仓入场 |
| 2018-11-29 |
跌破离场 |
卖出 |
2.5074899999999998 |
221100.0 |
¥55.4万 |
|
| 2019-01-23 |
突破买入 |
买入 |
2.47247 |
223100.0 |
¥55.2万 |
首仓入场 |
| 2019-01-31 |
跌破离场 |
卖出 |
2.3576399999999995 |
223100.0 |
¥52.6万 |
|
| 2019-02-26 |
突破买入 |
买入 |
2.68268 |
198500.0 |
¥53.3万 |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
3.2967 |
198500.0 |
¥65.4万 |
|
| 2019-07-03 |
突破买入 |
买入 |
3.1331299999999995 |
207300.0 |
¥65.0万 |
首仓入场 |
| 2019-08-06 |
跌破离场 |
卖出 |
3.3466499999999995 |
207300.0 |
¥69.4万 |
|
| 2019-09-03 |
突破买入 |
买入 |
4.024019999999999 |
172500.0 |
¥69.4万 |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
4.04 |
172500.0 |
¥69.7万 |
|
| 2020-01-20 |
突破买入 |
买入 |
5.105099999999999 |
136800.0 |
¥69.9万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
3.95604 |
136800.0 |
¥54.1万 |
|
| 2020-04-29 |
突破买入 |
买入 |
4.18418 |
128500.0 |
¥53.8万 |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
3.82617 |
128500.0 |
¥49.2万 |
|
| 2020-09-30 |
突破买入 |
买入 |
4.45445 |
111400.0 |
¥49.6万 |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
5.384609999999999 |
111400.0 |
¥60.0万 |
|
| 2021-01-12 |
突破买入 |
买入 |
7.807799999999998 |
76500.0 |
¥59.7万 |
首仓入场 |
| 2021-03-11 |
跌破离场 |
卖出 |
8.80119 |
76500.0 |
¥67.3万 |
|
| 2021-04-20 |
突破买入 |
买入 |
10.23022 |
65500.0 |
¥67.0万 |
首仓入场 |
| 2021-05-10 |
跌破离场 |
卖出 |
9.58041 |
65500.0 |
¥62.7万 |
|
| 2021-05-28 |
突破买入 |
买入 |
11.19118 |
55800.0 |
¥62.5万 |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
9.390600000000001 |
55800.0 |
¥52.4万 |
|
| 2021-08-13 |
突破买入 |
买入 |
9.619609999999996 |
55200.0 |
¥53.1万 |
首仓入场 |
| 2021-08-30 |
跌破离场 |
卖出 |
8.71 |
55200.0 |
¥48.1万 |
|
| 2021-09-02 |
突破买入 |
买入 |
10.460449999999998 |
46000.0 |
¥48.1万 |
首仓入场 |
| 2021-09-27 |
跌破离场 |
卖出 |
9.590399999999999 |
46000.0 |
¥44.1万 |
|
| 2021-10-11 |
突破买入 |
买入 |
11.831819999999999 |
37300.0 |
¥44.1万 |
首仓入场 |
| 2021-11-17 |
跌破离场 |
卖出 |
13.666319999999999 |
37300.0 |
¥51.0万 |
|
| 2022-05-06 |
突破买入 |
买入 |
9.909899999999999 |
49800.0 |
¥49.4万 |
首仓入场 |
| 2022-07-01 |
跌破离场 |
卖出 |
11.24874 |
49800.0 |
¥56.0万 |
|
| 2022-08-02 |
突破买入 |
买入 |
12.612599999999997 |
45100.0 |
¥56.9万 |
首仓入场 |
| 2022-08-19 |
跌破离场 |
卖出 |
11.987999999999998 |
45100.0 |
¥54.0万 |
|
| 2022-12-02 |
突破买入 |
买入 |
9.819809999999997 |
55200.0 |
¥54.2万 |
首仓入场 |
| 2022-12-22 |
跌破离场 |
卖出 |
9.11088 |
55200.0 |
¥50.3万 |
|
| 2023-02-23 |
突破买入 |
买入 |
11.39138 |
44400.0 |
¥50.6万 |
首仓入场 |
| 2023-03-13 |
跌破离场 |
卖出 |
10.4895 |
44400.0 |
¥46.6万 |
|
| 2023-05-31 |
突破买入 |
买入 |
10.4104 |
44700.0 |
¥46.5万 |
首仓入场 |
| 2023-07-25 |
跌破离场 |
卖出 |
11.03895 |
44700.0 |
¥49.3万 |
|
| 2023-09-06 |
突破买入 |
买入 |
12.672659999999999 |
38800.0 |
¥49.2万 |
首仓入场 |
| 2023-10-13 |
跌破离场 |
卖出 |
11.90808 |
38800.0 |
¥46.2万 |
|
| 2024-01-02 |
突破买入 |
买入 |
11.751739999999998 |
39500.0 |
¥46.4万 |
首仓入场 |
| 2024-01-23 |
跌破离场 |
卖出 |
11.20878 |
39500.0 |
¥44.3万 |
|
| 2024-02-07 |
突破买入 |
买入 |
12.872859999999998 |
34200.0 |
¥44.0万 |
首仓入场 |
| 2024-03-19 |
跌破离场 |
卖出 |
13.53645 |
34200.0 |
¥46.3万 |
|
| 2024-04-02 |
突破买入 |
买入 |
15.265249999999998 |
30500.0 |
¥46.6万 |
首仓入场 |
| 2024-05-23 |
跌破离场 |
卖出 |
15.46452 |
30500.0 |
¥47.2万 |
|
| 2024-09-12 |
突破买入 |
买入 |
13.723709999999999 |
34200.0 |
¥46.9万 |
首仓入场 |
| 2024-10-18 |
跌破离场 |
卖出 |
13.67 |
34200.0 |
¥46.7万 |
|
| 2025-01-15 |
突破买入 |
买入 |
14.774759999999999 |
31700.0 |
¥46.9万 |
首仓入场 |
| 2025-02-21 |
跌破离场 |
卖出 |
14.62536 |
31700.0 |
¥46.3万 |
|
| 2025-07-01 |
突破买入 |
买入 |
13.16 |
35300.0 |
¥46.5万 |
首仓入场 |
| 2025-07-30 |
跌破离场 |
卖出 |
12.97701 |
35300.0 |
¥45.8万 |
|
| 2025-08-27 |
突破买入 |
买入 |
14.234219999999999 |
31800.0 |
¥45.3万 |
首仓入场 |
| 2025-09-23 |
跌破离场 |
卖出 |
14.3856 |
31800.0 |
¥45.7万 |
|
| 2025-10-31 |
突破买入 |
买入 |
15.385369999999996 |
30000.0 |
¥46.2万 |
首仓入场 |
| 2025-12-24 |
跌破离场 |
卖出 |
16.50348 |
30000.0 |
¥49.5万 |
|
| 2026-04-29 |
突破买入 |
买入 |
14.464449999999998 |
34100.0 |
¥49.3万 |
首仓入场 |
| 2026-05-13 |
跌破离场 |
卖出 |
13.20678 |
34100.0 |
¥45.0万 |
|
| 2026-07-16 |
突破买入 |
买入 |
13.343329999999998 |
33900.0 |
¥45.2万 |
首仓入场 |
| 2026-09-14 |
跌破离场 |
卖出 |
13.73625 |
33900.0 |
¥46.6万 |
|