601066 中信建投 — 海龟交易法则 回测明细
数据区间: 2018-06-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.58M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +158.05%）
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 24 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 |
2018-10-26 |
2018-12-25 |
8.601169577 |
9.00099 |
¥4.5万 |
+4.62% |
跌破离场 |
| 2 |
2019-01-10 |
2019-03-29 |
11.124446332999998 |
23.456519999999998 |
¥1.15M |
+110.79% |
跌破离场 |
| 3 |
2019-06-25 |
2019-07-12 |
25.072559511999998 |
19.83015 |
¥-45.9万 |
-20.93% |
跌破离场 |
| 4 |
2019-08-28 |
2019-09-26 |
19.815732936999996 |
23.81616 |
¥34.2万 |
+20.15% |
跌破离场 |
| 5 |
2019-12-17 |
2020-03-17 |
26.864887048999996 |
32.967 |
¥46.5万 |
+22.68% |
跌破离场 |
| 6 |
2020-04-17 |
2020-05-22 |
36.086862811999985 |
33.29667 |
¥-19.6万 |
-7.76% |
跌破离场 |
| 7 |
2020-06-22 |
2020-08-26 |
37.118202120999996 |
52.01793 |
¥93.9万 |
+40.10% |
跌破离场 |
| 8 |
2021-05-27 |
2021-06-15 |
34.374639298999995 |
30.769199999999998 |
¥-34.4万 |
-10.52% |
跌破离场 |
| 9 |
2021-09-08 |
2021-10-12 |
33.34329998999999 |
29.570400000000003 |
¥-32.9万 |
-11.34% |
跌破离场 |
| 10 |
2021-12-09 |
2021-12-27 |
29.738618909999996 |
28.841130000000003 |
¥-7.9万 |
-3.05% |
跌破离场 |
| 11 |
2022-06-16 |
2022-07-12 |
28.008399999999998 |
27.08289 |
¥-8.4万 |
-3.33% |
跌破离场 |
| 12 |
2022-08-12 |
2022-08-30 |
26.93497807 |
25.55442 |
¥-12.4万 |
-5.15% |
跌破离场 |
| 13 |
2022-11-07 |
2022-11-29 |
24.932377469999995 |
23.8 |
¥-10.5万 |
-4.57% |
跌破离场 |
| 14 |
2023-01-16 |
2023-02-17 |
25.713391704 |
25.744229999999995 |
¥1,974 |
+0.09% |
跌破离场 |
| 15 |
2023-05-10 |
2023-05-24 |
27.715992303999997 |
25.8741 |
¥-14.7万 |
-6.67% |
跌破离场 |
| 16 |
2023-07-14 |
2023-08-22 |
24.747421999999997 |
26.053919999999998 |
¥10.9万 |
+5.25% |
跌破离场 |
| 17 |
2023-11-07 |
2023-11-30 |
26.033807799999998 |
25.814159999999998 |
¥-1.9万 |
-0.87% |
跌破离场 |
| 18 |
2024-04-29 |
2024-05-24 |
22.589334767999997 |
21.73824 |
¥-8.2万 |
-3.80% |
跌破离场 |
| 19 |
2024-09-26 |
2024-11-25 |
20.917163267 |
27.022950000000005 |
¥60.3万 |
+29.15% |
跌破离场 |
| 20 |
2025-02-28 |
2025-03-04 |
25.402988610999998 |
24.255719999999997 |
¥-12.1万 |
-4.54% |
跌破离场 |
| 21 |
2025-05-15 |
2025-05-26 |
24.291545278 |
23.02695 |
¥-13.4万 |
-5.23% |
跌破离场 |
| 22 |
2025-08-19 |
2025-09-05 |
27.625875277 |
26.673299999999998 |
¥-8.4万 |
-3.48% |
跌破离场 |
| 23 |
2025-12-18 |
2026-01-09 |
27.30819 |
26.093880000000002 |
¥-10.4万 |
-4.48% |
跌破离场 |
| 24 |
2026-05-27 |
2026-07-13 |
23.340309992999995 |
26.873099999999997 |
¥33.3万 |
+15.10% |
跌破离场 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-10-26 |
突破买入 |
买入 |
8.59859 |
113300.0 |
¥97.5万 |
首仓入场 |
| 2018-12-25 |
跌破离场 |
卖出 |
9.00099 |
113300.0 |
¥1.02M |
|
| 2019-01-10 |
突破买入 |
买入 |
11.121109999999998 |
93400.0 |
¥1.04M |
首仓入场 |
| 2019-03-29 |
跌破离场 |
卖出 |
23.456519999999998 |
93400.0 |
¥2.19M |
|
| 2019-06-25 |
突破买入 |
买入 |
25.065039999999996 |
87400.0 |
¥2.19M |
首仓入场 |
| 2019-07-12 |
跌破离场 |
卖出 |
19.83015 |
87400.0 |
¥1.73M |
|
| 2019-08-28 |
突破买入 |
买入 |
19.809789999999996 |
85700.0 |
¥1.70M |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
23.81616 |
85700.0 |
¥2.04M |
|
| 2019-12-17 |
突破买入 |
买入 |
26.856829999999995 |
76400.0 |
¥2.05M |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
32.967 |
76400.0 |
¥2.52M |
|
| 2020-04-17 |
突破买入 |
买入 |
36.07603999999999 |
70000.0 |
¥2.53M |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
33.29667 |
70000.0 |
¥2.33M |
|
| 2020-06-22 |
突破买入 |
买入 |
37.10706999999999 |
63100.0 |
¥2.34M |
首仓入场 |
| 2020-08-26 |
跌破离场 |
卖出 |
52.01793 |
63100.0 |
¥3.28M |
|
| 2021-05-27 |
突破买入 |
买入 |
34.364329999999995 |
95100.0 |
¥3.27M |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
30.769199999999998 |
95100.0 |
¥2.93M |
|
| 2021-09-08 |
突破买入 |
买入 |
33.333299999999994 |
87000.0 |
¥2.90M |
首仓入场 |
| 2021-10-12 |
跌破离场 |
卖出 |
29.570400000000003 |
87000.0 |
¥2.57M |
|
| 2021-12-09 |
突破买入 |
买入 |
29.729699999999998 |
86900.0 |
¥2.58M |
首仓入场 |
| 2021-12-27 |
跌破离场 |
卖出 |
28.841130000000003 |
86900.0 |
¥2.51M |
|
| 2022-06-16 |
突破买入 |
买入 |
28.0 |
89500.0 |
¥2.51M |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
27.08289 |
89500.0 |
¥2.42M |
|
| 2022-08-12 |
突破买入 |
买入 |
26.926899999999996 |
89000.0 |
¥2.40M |
首仓入场 |
| 2022-08-30 |
跌破离场 |
卖出 |
25.55442 |
89000.0 |
¥2.27M |
|
| 2022-11-07 |
突破买入 |
买入 |
24.924899999999994 |
92100.0 |
¥2.30M |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
23.8 |
92100.0 |
¥2.19M |
|
| 2023-01-16 |
突破买入 |
买入 |
25.705679999999997 |
85400.0 |
¥2.20M |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
25.744229999999995 |
85400.0 |
¥2.20M |
|
| 2023-05-10 |
突破买入 |
买入 |
27.70768 |
79400.0 |
¥2.20M |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
25.8741 |
79400.0 |
¥2.05M |
|
| 2023-07-14 |
突破买入 |
买入 |
24.74 |
84000.0 |
¥2.08M |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
26.053919999999998 |
84000.0 |
¥2.19M |
|
| 2023-11-07 |
突破买入 |
买入 |
26.025999999999996 |
83300.0 |
¥2.17M |
首仓入场 |
| 2023-11-30 |
跌破离场 |
卖出 |
25.814159999999998 |
83300.0 |
¥2.15M |
|
| 2024-04-29 |
突破买入 |
买入 |
22.582559999999997 |
95800.0 |
¥2.16M |
首仓入场 |
| 2024-05-24 |
跌破离场 |
卖出 |
21.73824 |
95800.0 |
¥2.08M |
|
| 2024-09-26 |
突破买入 |
买入 |
20.91089 |
98900.0 |
¥2.07M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
27.022950000000005 |
98900.0 |
¥2.67M |
|
| 2025-02-28 |
突破买入 |
买入 |
25.39537 |
105100.0 |
¥2.67M |
首仓入场 |
| 2025-03-04 |
跌破离场 |
卖出 |
24.255719999999997 |
105100.0 |
¥2.55M |
|
| 2025-05-15 |
突破买入 |
买入 |
24.28426 |
105100.0 |
¥2.55M |
首仓入场 |
| 2025-05-26 |
跌破离场 |
卖出 |
23.02695 |
105100.0 |
¥2.42M |
|
| 2025-08-19 |
突破买入 |
买入 |
27.61759 |
87300.0 |
¥2.41M |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
26.673299999999998 |
87300.0 |
¥2.33M |
|
| 2025-12-18 |
突破买入 |
买入 |
27.3 |
85300.0 |
¥2.33M |
首仓入场 |
| 2026-01-09 |
跌破离场 |
卖出 |
26.093880000000002 |
85300.0 |
¥2.23M |
|
| 2026-05-27 |
突破买入 |
买入 |
23.333309999999997 |
94400.0 |
¥2.20M |
首仓入场 |
| 2026-07-13 |
跌破离场 |
卖出 |
26.873099999999997 |
94400.0 |
¥2.54M |
|