601088 中国神华 — 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: ¥51.4万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -48.63%）
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 47 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 |
2015-05-06 |
19.705589903999996 |
21.76821 |
¥10.4万 |
+10.43% |
跌破离场 |
| 2 |
2015-06-09 |
2015-06-23 |
24.001168190999998 |
20.79918 |
¥-14.8万 |
-13.37% |
跌破离场 |
| 3 |
2016-01-07 |
2016-01-19 |
15.319894589999999 |
13.49649 |
¥-11.1万 |
-11.93% |
跌破离场 |
| 4 |
2016-03-03 |
2016-03-30 |
14.218464259999998 |
13.90608 |
¥-1.9万 |
-2.23% |
跌破离场 |
| 5 |
2016-04-14 |
2016-05-09 |
15.480102638 |
14.085899999999999 |
¥-7.5万 |
-9.03% |
跌破离场 |
| 6 |
2016-06-28 |
2016-08-25 |
14.028217203 |
14.8 |
¥4.1万 |
+5.47% |
跌破离场 |
| 7 |
2016-10-25 |
2016-12-15 |
17.22236516 |
16.5834 |
¥-2.9万 |
-3.74% |
跌破离场 |
| 8 |
2017-01-17 |
2017-03-06 |
16.82184504 |
16.7 |
¥-5,721 |
-0.75% |
跌破离场 |
| 9 |
2017-03-22 |
2017-04-20 |
19.455264828999997 |
18.94104 |
¥-2.0万 |
-2.67% |
跌破离场 |
| 10 |
2017-05-16 |
2017-09-18 |
20.30609 |
20.32965 |
¥634 |
+0.09% |
跌破离场 |
| 11 |
2017-11-10 |
2017-12-08 |
21.788294527999998 |
21.69828 |
¥-3,224 |
-0.44% |
跌破离场 |
| 12 |
2018-01-03 |
2018-02-12 |
23.690765097999996 |
23.966009999999997 |
¥8,256 |
+1.13% |
跌破离场 |
| 13 |
2018-05-21 |
2018-05-24 |
22.12873663 |
20.24973 |
¥-6.3万 |
-8.52% |
跌破离场 |
| 14 |
2018-09-10 |
2018-10-19 |
18.724315609999998 |
18.94104 |
¥7,576 |
+1.13% |
跌破离场 |
| 15 |
2019-01-22 |
2019-02-25 |
19.575420864999998 |
19.52046 |
¥-2,135 |
-0.31% |
跌破离场 |
| 16 |
2019-02-26 |
2019-03-27 |
20.52665615 |
19.470509999999997 |
¥-3.5万 |
-5.17% |
跌破离场 |
| 17 |
2019-06-06 |
2019-07-09 |
18.984653687999998 |
19.090889999999998 |
¥3,447 |
+0.53% |
跌破离场 |
| 18 |
2019-09-03 |
2019-09-24 |
19.375160804999997 |
19.2807 |
¥-3,378 |
-0.52% |
跌破离场 |
| 19 |
2019-12-31 |
2020-01-16 |
18.223665459999996 |
17.81217 |
¥-1.5万 |
-2.29% |
跌破离场 |
| 20 |
2020-03-06 |
2020-03-18 |
16.92197507 |
15.774209999999998 |
¥-4.3万 |
-6.81% |
跌破离场 |
| 21 |
2020-05-20 |
2020-06-16 |
16.511441946999994 |
14.72526 |
¥-6.4万 |
-10.84% |
跌破离场 |
| 22 |
2020-09-09 |
2020-10-30 |
16.401298913999998 |
16.50348 |
¥3,111 |
+0.59% |
跌破离场 |
| 23 |
2020-11-06 |
2020-12-15 |
17.312482186999997 |
17.4825 |
¥5,075 |
+0.95% |
跌破离场 |
| 24 |
2021-03-31 |
2021-06-21 |
20.146162036 |
19.66032 |
¥-1.3万 |
-2.44% |
跌破离场 |
| 25 |
2021-08-31 |
2021-10-29 |
18.814432636999996 |
19.940040000000003 |
¥3.1万 |
+5.95% |
跌破离场 |
| 26 |
2021-12-03 |
2022-02-28 |
20.476591134999996 |
24.4755 |
¥10.7万 |
+19.49% |
跌破离场 |
| 27 |
2022-03-04 |
2022-03-16 |
26.834848039999997 |
24.52545 |
¥-5.7万 |
-8.63% |
跌破离场 |
| 28 |
2022-03-29 |
2022-06-17 |
29.037708699999996 |
32.19777 |
¥6.5万 |
+10.85% |
跌破离场 |
| 29 |
2022-08-23 |
2022-09-27 |
30.189204044999993 |
30.8691 |
¥1.5万 |
+2.22% |
跌破离场 |
| 30 |
2023-01-16 |
2023-02-09 |
28.978690999999998 |
27.83 |
¥-2.7万 |
-3.99% |
跌破离场 |
| 31 |
2023-03-08 |
2023-03-28 |
28.737318609999996 |
27.65232 |
¥-2.5万 |
-3.80% |
跌破离场 |
| 32 |
2023-05-08 |
2023-05-25 |
29.918852963999992 |
30.08988 |
¥3,418 |
+0.54% |
跌破离场 |
| 33 |
2023-07-03 |
2023-07-06 |
30.63978918 |
28.651319999999995 |
¥-4.1万 |
-6.52% |
跌破离场 |
| 34 |
2023-09-05 |
2023-10-31 |
29.438228819999996 |
29.660310000000003 |
¥4,264 |
+0.72% |
跌破离场 |
| 35 |
2023-12-01 |
2024-03-13 |
31.530946446999998 |
37.12284 |
¥10.6万 |
+17.70% |
跌破离场 |
| 36 |
2024-04-11 |
2024-04-30 |
40.05201199999999 |
38.961 |
¥-1.9万 |
-2.75% |
跌破离场 |
| 37 |
2024-05-30 |
2024-07-11 |
43.166055932999996 |
41.288669999999996 |
¥-3.0万 |
-4.38% |
跌破离场 |
| 38 |
2024-08-28 |
2024-09-06 |
41.584001459 |
38.661300000000004 |
¥-4.6万 |
-7.06% |
跌破离场 |
| 39 |
2024-12-05 |
2024-12-23 |
42.044599596999994 |
41.1588 |
¥-1.3万 |
-2.14% |
跌破离场 |
| 40 |
2025-03-26 |
2025-07-08 |
37.80909932799999 |
37.71225 |
¥-1,709 |
-0.29% |
跌破离场 |
| 41 |
2025-10-10 |
2025-11-25 |
39.481270828999996 |
41.4585 |
¥2.9万 |
+4.98% |
跌破离场 |
| 42 |
2026-01-12 |
2026-01-22 |
42.505197734999996 |
40.0599 |
¥-3.6万 |
-5.78% |
跌破离场 |
| 43 |
2026-02-12 |
2026-04-15 |
42.90571785499999 |
45.16479 |
¥3.1万 |
+5.23% |
跌破离场 |
| 44 |
2026-06-02 |
2026-06-16 |
48.76332461 |
43.09686 |
¥-7.2万 |
-11.65% |
跌破离场 |
| 45 |
2026-07-21 |
2026-08-05 |
46.210008845 |
42.76719 |
¥-4.1万 |
-7.48% |
跌破离场 |
| 46 |
2026-08-20 |
2026-09-08 |
46.05981379999999 |
45.954 |
¥-1,304 |
-0.26% |
跌破离场 |
| 47 |
2026-10-13 |
2026-11-13 |
49.394143799 |
50.0 |
¥6,027 |
+1.20% |
强平 |
逐笔成交记录（共 94 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 |
19.699679999999997 |
50700.0 |
¥99.9万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
21.76821 |
50700.0 |
¥1.10M |
|
| 2015-06-09 |
突破买入 |
买入 |
23.993969999999997 |
46000.0 |
¥1.10M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
20.79918 |
46000.0 |
¥95.6万 |
|
| 2016-01-07 |
突破买入 |
买入 |
15.315299999999999 |
60500.0 |
¥92.7万 |
首仓入场 |
| 2016-01-19 |
跌破离场 |
卖出 |
13.49649 |
60500.0 |
¥81.6万 |
|
| 2016-03-03 |
突破买入 |
买入 |
14.214199999999998 |
58800.0 |
¥83.6万 |
首仓入场 |
| 2016-03-30 |
跌破离场 |
卖出 |
13.90608 |
58800.0 |
¥81.7万 |
|
| 2016-04-14 |
突破买入 |
买入 |
15.47546 |
53300.0 |
¥82.5万 |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
14.085899999999999 |
53300.0 |
¥75.1万 |
|
| 2016-06-28 |
突破买入 |
买入 |
14.02401 |
53100.0 |
¥74.5万 |
首仓入场 |
| 2016-08-25 |
跌破离场 |
卖出 |
14.8 |
53100.0 |
¥78.6万 |
|
| 2016-10-25 |
突破买入 |
买入 |
17.2172 |
45700.0 |
¥78.7万 |
首仓入场 |
| 2016-12-15 |
跌破离场 |
卖出 |
16.5834 |
45700.0 |
¥75.8万 |
|
| 2017-01-17 |
突破买入 |
买入 |
16.8168 |
45100.0 |
¥75.9万 |
首仓入场 |
| 2017-03-06 |
跌破离场 |
卖出 |
16.7 |
45100.0 |
¥75.3万 |
|
| 2017-03-22 |
突破买入 |
买入 |
19.449429999999996 |
38000.0 |
¥73.9万 |
首仓入场 |
| 2017-04-20 |
跌破离场 |
卖出 |
18.94104 |
38000.0 |
¥72.0万 |
|
| 2017-05-16 |
突破买入 |
买入 |
20.3 |
36300.0 |
¥73.7万 |
首仓入场 |
| 2017-09-18 |
跌破离场 |
卖出 |
20.32965 |
36300.0 |
¥73.8万 |
|
| 2017-11-10 |
突破买入 |
买入 |
21.78176 |
33400.0 |
¥72.8万 |
首仓入场 |
| 2017-12-08 |
跌破离场 |
卖出 |
21.69828 |
33400.0 |
¥72.5万 |
|
| 2018-01-03 |
突破买入 |
买入 |
23.683659999999996 |
30800.0 |
¥73.0万 |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
23.966009999999997 |
30800.0 |
¥73.8万 |
|
| 2018-05-21 |
突破买入 |
买入 |
22.1221 |
33200.0 |
¥73.5万 |
首仓入场 |
| 2018-05-24 |
跌破离场 |
卖出 |
20.24973 |
33200.0 |
¥67.2万 |
|
| 2018-09-10 |
突破买入 |
买入 |
18.7187 |
35900.0 |
¥67.2万 |
首仓入场 |
| 2018-10-19 |
跌破离场 |
卖出 |
18.94104 |
35900.0 |
¥68.0万 |
|
| 2019-01-22 |
突破买入 |
买入 |
19.56955 |
35100.0 |
¥68.7万 |
首仓入场 |
| 2019-02-25 |
跌破离场 |
卖出 |
19.52046 |
35100.0 |
¥68.5万 |
|
| 2019-02-26 |
突破买入 |
买入 |
20.5205 |
33200.0 |
¥68.1万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
19.470509999999997 |
33200.0 |
¥64.6万 |
|
| 2019-06-06 |
突破买入 |
买入 |
18.978959999999997 |
34300.0 |
¥65.1万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
19.090889999999998 |
34300.0 |
¥65.5万 |
|
| 2019-09-03 |
突破买入 |
买入 |
19.36935 |
33700.0 |
¥65.3万 |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
19.2807 |
33700.0 |
¥65.0万 |
|
| 2019-12-31 |
突破买入 |
买入 |
18.218199999999996 |
35500.0 |
¥64.7万 |
首仓入场 |
| 2020-01-16 |
跌破离场 |
卖出 |
17.81217 |
35500.0 |
¥63.2万 |
|
| 2020-03-06 |
突破买入 |
买入 |
16.9169 |
37200.0 |
¥62.9万 |
首仓入场 |
| 2020-03-18 |
跌破离场 |
卖出 |
15.774209999999998 |
37200.0 |
¥58.7万 |
|
| 2020-05-20 |
突破买入 |
买入 |
16.506489999999996 |
35900.0 |
¥59.3万 |
首仓入场 |
| 2020-06-16 |
跌破离场 |
卖出 |
14.72526 |
35900.0 |
¥52.8万 |
|
| 2020-09-09 |
突破买入 |
买入 |
16.396379999999997 |
32000.0 |
¥52.5万 |
首仓入场 |
| 2020-10-30 |
跌破离场 |
卖出 |
16.50348 |
32000.0 |
¥52.8万 |
|
| 2020-11-06 |
突破买入 |
买入 |
17.307289999999995 |
30800.0 |
¥53.3万 |
首仓入场 |
| 2020-12-15 |
跌破离场 |
卖出 |
17.4825 |
30800.0 |
¥53.8万 |
|
| 2021-03-31 |
突破买入 |
买入 |
20.14012 |
26300.0 |
¥53.0万 |
首仓入场 |
| 2021-06-21 |
跌破离场 |
卖出 |
19.66032 |
26300.0 |
¥51.7万 |
|
| 2021-08-31 |
突破买入 |
买入 |
18.80879 |
27600.0 |
¥51.9万 |
首仓入场 |
| 2021-10-29 |
跌破离场 |
卖出 |
19.940040000000003 |
27600.0 |
¥55.0万 |
|
| 2021-12-03 |
突破买入 |
买入 |
20.470449999999996 |
26800.0 |
¥54.9万 |
首仓入场 |
| 2022-02-28 |
跌破离场 |
卖出 |
24.4755 |
26800.0 |
¥65.6万 |
|
| 2022-03-04 |
突破买入 |
买入 |
26.8268 |
24500.0 |
¥65.7万 |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
24.52545 |
24500.0 |
¥60.1万 |
|
| 2022-03-29 |
突破买入 |
买入 |
29.028999999999996 |
20600.0 |
¥59.8万 |
首仓入场 |
| 2022-06-17 |
跌破离场 |
卖出 |
32.19777 |
20600.0 |
¥66.3万 |
|
| 2022-08-23 |
突破买入 |
买入 |
30.18014999999999 |
22100.0 |
¥66.7万 |
首仓入场 |
| 2022-09-27 |
跌破离场 |
卖出 |
30.8691 |
22100.0 |
¥68.2万 |
|
| 2023-01-16 |
突破买入 |
买入 |
28.97 |
23600.0 |
¥68.4万 |
首仓入场 |
| 2023-02-09 |
跌破离场 |
卖出 |
27.83 |
23600.0 |
¥65.7万 |
|
| 2023-03-08 |
突破买入 |
买入 |
28.728699999999993 |
22700.0 |
¥65.2万 |
首仓入场 |
| 2023-03-28 |
跌破离场 |
卖出 |
27.65232 |
22700.0 |
¥62.8万 |
|
| 2023-05-08 |
突破买入 |
买入 |
29.909879999999994 |
21100.0 |
¥63.1万 |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
30.08988 |
21100.0 |
¥63.5万 |
|
| 2023-07-03 |
突破买入 |
买入 |
30.630599999999998 |
20600.0 |
¥63.1万 |
首仓入场 |
| 2023-07-06 |
跌破离场 |
卖出 |
28.651319999999995 |
20600.0 |
¥59.0万 |
|
| 2023-09-05 |
突破买入 |
买入 |
29.429399999999994 |
20000.0 |
¥58.9万 |
首仓入场 |
| 2023-10-31 |
跌破离场 |
卖出 |
29.660310000000003 |
20000.0 |
¥59.3万 |
|
| 2023-12-01 |
突破买入 |
买入 |
31.521489999999996 |
19000.0 |
¥59.9万 |
首仓入场 |
| 2024-03-13 |
跌破离场 |
卖出 |
37.12284 |
19000.0 |
¥70.5万 |
|
| 2024-04-11 |
突破买入 |
买入 |
40.03999999999999 |
17500.0 |
¥70.1万 |
首仓入场 |
| 2024-04-30 |
跌破离场 |
卖出 |
38.961 |
17500.0 |
¥68.2万 |
|
| 2024-05-30 |
突破买入 |
买入 |
43.15311 |
15700.0 |
¥67.8万 |
首仓入场 |
| 2024-07-11 |
跌破离场 |
卖出 |
41.288669999999996 |
15700.0 |
¥64.8万 |
|
| 2024-08-28 |
突破买入 |
买入 |
41.571529999999996 |
15700.0 |
¥65.3万 |
首仓入场 |
| 2024-09-06 |
跌破离场 |
卖出 |
38.661300000000004 |
15700.0 |
¥60.7万 |
|
| 2024-12-05 |
突破买入 |
买入 |
42.03199 |
14400.0 |
¥60.5万 |
首仓入场 |
| 2024-12-23 |
跌破离场 |
卖出 |
41.1588 |
14400.0 |
¥59.3万 |
|
| 2025-03-26 |
突破买入 |
买入 |
37.79775999999999 |
15800.0 |
¥59.7万 |
首仓入场 |
| 2025-07-08 |
跌破离场 |
卖出 |
37.71225 |
15800.0 |
¥59.6万 |
|
| 2025-10-10 |
突破买入 |
买入 |
39.469429999999996 |
15000.0 |
¥59.2万 |
首仓入场 |
| 2025-11-25 |
跌破离场 |
卖出 |
41.4585 |
15000.0 |
¥62.2万 |
|
| 2026-01-12 |
突破买入 |
买入 |
42.49245 |
14700.0 |
¥62.5万 |
首仓入场 |
| 2026-01-22 |
跌破离场 |
卖出 |
40.0599 |
14700.0 |
¥58.9万 |
|
| 2026-02-12 |
突破买入 |
买入 |
42.892849999999996 |
13700.0 |
¥58.8万 |
首仓入场 |
| 2026-04-15 |
跌破离场 |
卖出 |
45.16479 |
13700.0 |
¥61.9万 |
|
| 2026-06-02 |
突破买入 |
买入 |
48.7487 |
12600.0 |
¥61.4万 |
首仓入场 |
| 2026-06-16 |
跌破离场 |
卖出 |
43.09686 |
12600.0 |
¥54.3万 |
|
| 2026-07-21 |
突破买入 |
买入 |
46.196149999999996 |
11800.0 |
¥54.5万 |
首仓入场 |
| 2026-08-05 |
跌破离场 |
卖出 |
42.76719 |
11800.0 |
¥50.5万 |
|
| 2026-08-20 |
突破买入 |
买入 |
46.04599999999999 |
10900.0 |
¥50.2万 |
首仓入场 |
| 2026-09-08 |
跌破离场 |
卖出 |
45.954 |
10900.0 |
¥50.1万 |
|
| 2026-10-13 |
突破买入 |
买入 |
49.379329999999996 |
10200.0 |
¥50.4万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
50.0 |
10200 |
¥51.0万 |
回测结束强平 |