601100 恒立液压 — 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: ¥2.06M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +105.52%）
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 36 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 |
2015-03-09 |
2015-06-23 |
13.036929905999997 |
18.97101 |
¥45.4万 |
+45.47% |
跌破离场 |
| 2 |
2015-08-17 |
2015-10-22 |
18.765628000000003 |
15.484499999999999 |
¥-25.3万 |
-17.51% |
跌破离场 |
| 3 |
2016-04-06 |
2016-05-10 |
11.785304530999998 |
12.69729 |
¥9.1万 |
+7.71% |
跌破离场 |
| 4 |
2016-07-14 |
2016-07-28 |
13.016903899999999 |
11.8881 |
¥-11.2万 |
-8.70% |
跌破离场 |
| 5 |
2016-08-29 |
2016-12-06 |
12.656435792000002 |
15.2847 |
¥24.0万 |
+20.73% |
跌破离场 |
| 6 |
2017-02-23 |
2017-04-19 |
16.972040084999996 |
14.885099999999998 |
¥-17.5万 |
-12.32% |
跌破离场 |
| 7 |
2017-06-16 |
2017-09-15 |
16.140960835999998 |
18.44154 |
¥17.7万 |
+14.22% |
跌破离场 |
| 8 |
2017-10-26 |
2018-02-02 |
19.275030774999998 |
29.620350000000002 |
¥76.0万 |
+53.63% |
跌破离场 |
| 9 |
2018-03-02 |
2018-03-19 |
35.0105 |
30.4695 |
¥-28.3万 |
-13.00% |
跌破离场 |
| 10 |
2018-05-15 |
2018-06-20 |
33.062935906 |
28.980990000000002 |
¥-23.4万 |
-12.37% |
跌破离场 |
| 11 |
2018-07-25 |
2018-09-07 |
24.261506268999998 |
21.56 |
¥-18.3万 |
-11.16% |
跌破离场 |
| 12 |
2019-01-17 |
2019-04-12 |
21.618073476999996 |
30.48948 |
¥60.3万 |
+40.99% |
跌破离场 |
| 13 |
2019-06-28 |
2019-07-09 |
31.470868428999996 |
29.050919999999998 |
¥-15.9万 |
-7.72% |
跌破离场 |
| 14 |
2019-11-07 |
2020-02-04 |
41.884391549 |
43.28 |
¥6.3万 |
+3.30% |
跌破离场 |
| 15 |
2020-02-18 |
2020-03-20 |
54.570866349999996 |
49.6503 |
¥-17.9万 |
-9.04% |
跌破离场 |
| 16 |
2020-04-08 |
2020-05-25 |
65.0845195 |
70.2297 |
¥14.1万 |
+7.87% |
跌破离场 |
| 17 |
2020-06-11 |
2020-07-02 |
76.16891382099998 |
53.05689 |
¥-59.0万 |
-30.36% |
跌破离场 |
| 18 |
2020-08-05 |
2020-08-13 |
64.43367430499998 |
60.09984 |
¥-9.1万 |
-6.75% |
跌破离场 |
| 19 |
2020-08-31 |
2020-10-26 |
67.25734115099999 |
69.5304 |
¥4.2万 |
+3.35% |
跌破离场 |
| 20 |
2020-11-09 |
2021-02-23 |
84.40961528999999 |
100.76913 |
¥25.1万 |
+19.35% |
跌破离场 |
| 21 |
2021-06-29 |
2021-08-23 |
84.09921219699999 |
92.36753999999999 |
¥15.1万 |
+9.80% |
跌破离场 |
| 22 |
2021-11-02 |
2021-11-30 |
88.024309373 |
79.80011999999999 |
¥-16.0万 |
-9.37% |
跌破离场 |
| 23 |
2021-12-10 |
2021-12-27 |
85.53107162599999 |
80.7192 |
¥-8.7万 |
-5.65% |
跌破离场 |
| 24 |
2022-06-01 |
2022-07-28 |
52.66839577999999 |
53.946000000000005 |
¥3.4万 |
+2.40% |
跌破离场 |
| 25 |
2022-10-26 |
2022-12-15 |
56.0728168 |
61.15878 |
¥13.5万 |
+9.04% |
跌破离场 |
| 26 |
2023-01-18 |
2023-02-03 |
69.009616676 |
65.21472 |
¥-9.0万 |
-5.53% |
跌破离场 |
| 27 |
2023-02-21 |
2023-03-08 |
72.49414171999999 |
68.38155 |
¥-8.8万 |
-5.70% |
跌破离场 |
| 28 |
2023-06-16 |
2023-08-15 |
63.45240001099998 |
65.32461 |
¥4.2万 |
+2.92% |
跌破离场 |
| 29 |
2024-02-27 |
2024-03-21 |
56.663583976999995 |
54.535410000000006 |
¥-5.6万 |
-3.78% |
跌破离场 |
| 30 |
2024-08-28 |
2024-10-30 |
48.182570436 |
52.65729 |
¥13.3万 |
+9.25% |
跌破离场 |
| 31 |
2024-11-12 |
2025-01-03 |
60.128083015 |
51.538410000000006 |
¥-22.5万 |
-14.31% |
跌破离场 |
| 32 |
2025-01-17 |
2025-03-26 |
59.72756289499999 |
82.37754 |
¥50.9万 |
+37.88% |
跌破离场 |
| 33 |
2025-07-16 |
2025-08-01 |
73.61559805599998 |
73.49642999999999 |
¥-3,559 |
-0.19% |
跌破离场 |
| 34 |
2025-08-21 |
2025-10-20 |
83.898952137 |
90.3 |
¥14.0万 |
+7.60% |
跌破离场 |
| 35 |
2025-11-28 |
2026-01-30 |
101.13133029999997 |
108.22166999999999 |
¥13.8万 |
+6.98% |
跌破离场 |
| 36 |
2026-05-08 |
2026-06-29 |
111.71507447099998 |
107.44245 |
¥-8.1万 |
-3.85% |
跌破离场 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-09 |
突破买入 |
买入 |
13.033019999999999 |
76500.0 |
¥99.7万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
18.97101 |
76500.0 |
¥1.45M |
|
| 2015-08-17 |
突破买入 |
买入 |
18.76 |
77100.0 |
¥1.45M |
首仓入场 |
| 2015-10-22 |
跌破离场 |
卖出 |
15.484499999999999 |
77100.0 |
¥1.19M |
|
| 2016-04-06 |
突破买入 |
买入 |
11.781769999999998 |
100700.0 |
¥1.19M |
首仓入场 |
| 2016-05-10 |
跌破离场 |
卖出 |
12.69729 |
100700.0 |
¥1.28M |
|
| 2016-07-14 |
突破买入 |
买入 |
13.013 |
98800.0 |
¥1.29M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
11.8881 |
98800.0 |
¥1.17M |
|
| 2016-08-29 |
突破买入 |
买入 |
12.65264 |
91600.0 |
¥1.16M |
首仓入场 |
| 2016-12-06 |
跌破离场 |
卖出 |
15.2847 |
91600.0 |
¥1.40M |
|
| 2017-02-23 |
突破买入 |
买入 |
16.966949999999997 |
83500.0 |
¥1.42M |
首仓入场 |
| 2017-04-19 |
跌破离场 |
卖出 |
14.885099999999998 |
83500.0 |
¥1.24M |
|
| 2017-06-16 |
突破买入 |
买入 |
16.13612 |
77000.0 |
¥1.24M |
首仓入场 |
| 2017-09-15 |
跌破离场 |
卖出 |
18.44154 |
77000.0 |
¥1.42M |
|
| 2017-10-26 |
突破买入 |
买入 |
19.26925 |
73500.0 |
¥1.42M |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
29.620350000000002 |
73500.0 |
¥2.18M |
|
| 2018-03-02 |
突破买入 |
买入 |
35.0 |
62300.0 |
¥2.18M |
首仓入场 |
| 2018-03-19 |
跌破离场 |
卖出 |
30.4695 |
62300.0 |
¥1.90M |
|
| 2018-05-15 |
突破买入 |
买入 |
33.05302 |
57300.0 |
¥1.89M |
首仓入场 |
| 2018-06-20 |
跌破离场 |
卖出 |
28.980990000000002 |
57300.0 |
¥1.66M |
|
| 2018-07-25 |
突破买入 |
买入 |
24.254229999999996 |
67700.0 |
¥1.64M |
首仓入场 |
| 2018-09-07 |
跌破离场 |
卖出 |
21.56 |
67700.0 |
¥1.46M |
|
| 2019-01-17 |
突破买入 |
买入 |
21.611589999999996 |
68000.0 |
¥1.47M |
首仓入场 |
| 2019-04-12 |
跌破离场 |
卖出 |
30.48948 |
68000.0 |
¥2.07M |
|
| 2019-06-28 |
突破买入 |
买入 |
31.461429999999996 |
65600.0 |
¥2.06M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
29.050919999999998 |
65600.0 |
¥1.91M |
|
| 2019-11-07 |
突破买入 |
买入 |
41.871829999999996 |
45600.0 |
¥1.91M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
43.28 |
45600.0 |
¥1.97M |
|
| 2020-02-18 |
突破买入 |
买入 |
54.5545 |
36300.0 |
¥1.98M |
首仓入场 |
| 2020-03-20 |
跌破离场 |
卖出 |
49.6503 |
36300.0 |
¥1.80M |
|
| 2020-04-08 |
突破买入 |
买入 |
65.065 |
27500.0 |
¥1.79M |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
70.2297 |
27500.0 |
¥1.93M |
|
| 2020-06-11 |
突破买入 |
买入 |
76.14606999999998 |
25500.0 |
¥1.94M |
首仓入场 |
| 2020-07-02 |
跌破离场 |
卖出 |
53.05689 |
25500.0 |
¥1.35M |
|
| 2020-08-05 |
突破买入 |
买入 |
64.41434999999998 |
20900.0 |
¥1.35M |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
60.09984 |
20900.0 |
¥1.26M |
|
| 2020-08-31 |
突破买入 |
买入 |
67.23716999999999 |
18800.0 |
¥1.26M |
首仓入场 |
| 2020-10-26 |
跌破离场 |
卖出 |
69.5304 |
18800.0 |
¥1.31M |
|
| 2020-11-09 |
突破买入 |
买入 |
84.38429999999998 |
15400.0 |
¥1.30M |
首仓入场 |
| 2021-02-23 |
跌破离场 |
卖出 |
100.76913 |
15400.0 |
¥1.55M |
|
| 2021-06-29 |
突破买入 |
买入 |
84.07398999999998 |
18300.0 |
¥1.54M |
首仓入场 |
| 2021-08-23 |
跌破离场 |
卖出 |
92.36753999999999 |
18300.0 |
¥1.69M |
|
| 2021-11-02 |
突破买入 |
买入 |
87.99790999999999 |
19400.0 |
¥1.71M |
首仓入场 |
| 2021-11-30 |
跌破离场 |
卖出 |
79.80011999999999 |
19400.0 |
¥1.55M |
|
| 2021-12-10 |
突破买入 |
买入 |
85.50541999999999 |
18000.0 |
¥1.54M |
首仓入场 |
| 2021-12-27 |
跌破离场 |
卖出 |
80.7192 |
18000.0 |
¥1.45M |
|
| 2022-06-01 |
突破买入 |
买入 |
52.65259999999999 |
27300.0 |
¥1.44M |
首仓入场 |
| 2022-07-28 |
跌破离场 |
卖出 |
53.946000000000005 |
27300.0 |
¥1.47M |
|
| 2022-10-26 |
突破买入 |
买入 |
56.056 |
26600.0 |
¥1.49M |
首仓入场 |
| 2022-12-15 |
跌破离场 |
卖出 |
61.15878 |
26600.0 |
¥1.63M |
|
| 2023-01-18 |
突破买入 |
买入 |
68.98892 |
23600.0 |
¥1.63M |
首仓入场 |
| 2023-02-03 |
跌破离场 |
卖出 |
65.21472 |
23600.0 |
¥1.54M |
|
| 2023-02-21 |
突破买入 |
买入 |
72.4724 |
21200.0 |
¥1.54M |
首仓入场 |
| 2023-03-08 |
跌破离场 |
卖出 |
68.38155 |
21200.0 |
¥1.45M |
|
| 2023-06-16 |
突破买入 |
买入 |
63.43336999999998 |
22800.0 |
¥1.45M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
65.32461 |
22800.0 |
¥1.49M |
|
| 2024-02-27 |
突破买入 |
买入 |
56.646589999999996 |
26200.0 |
¥1.48M |
首仓入场 |
| 2024-03-21 |
跌破离场 |
卖出 |
54.535410000000006 |
26200.0 |
¥1.43M |
|
| 2024-08-28 |
突破买入 |
买入 |
48.168119999999995 |
29800.0 |
¥1.44M |
首仓入场 |
| 2024-10-30 |
跌破离场 |
卖出 |
52.65729 |
29800.0 |
¥1.57M |
|
| 2024-11-12 |
突破买入 |
买入 |
60.110049999999994 |
26100.0 |
¥1.57M |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
51.538410000000006 |
26100.0 |
¥1.34M |
|
| 2025-01-17 |
突破买入 |
买入 |
59.70964999999999 |
22500.0 |
¥1.34M |
首仓入场 |
| 2025-03-26 |
跌破离场 |
卖出 |
82.37754 |
22500.0 |
¥1.85M |
|
| 2025-07-16 |
突破买入 |
买入 |
73.59351999999998 |
25200.0 |
¥1.86M |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
73.49642999999999 |
25200.0 |
¥1.85M |
|
| 2025-08-21 |
突破买入 |
买入 |
83.87379 |
22000.0 |
¥1.85M |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
90.3 |
22000.0 |
¥1.99M |
|
| 2025-11-28 |
突破买入 |
买入 |
101.10099999999998 |
19600.0 |
¥1.98M |
首仓入场 |
| 2026-01-30 |
跌破离场 |
卖出 |
108.22166999999999 |
19600.0 |
¥2.12M |
|
| 2026-05-08 |
突破买入 |
买入 |
111.68156999999998 |
18700.0 |
¥2.09M |
首仓入场 |
| 2026-06-29 |
跌破离场 |
卖出 |
107.44245 |
18700.0 |
¥2.01M |
|