601111 中国国航 — 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: ¥33.6万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -66.43%）
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 42 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 |
2015-05-08 |
9.722625912999998 |
10.7 |
¥9.7万 |
+10.02% |
跌破离场 |
| 2 |
2015-06-26 |
2015-08-04 |
13.567619065 |
11.33865 |
¥-17.1万 |
-16.45% |
跌破离场 |
| 3 |
2015-10-19 |
2015-11-25 |
8.761377624999998 |
8.80119 |
¥3,907 |
+0.42% |
跌破离场 |
| 4 |
2016-04-06 |
2016-05-26 |
7.392217 |
6.96303 |
¥-5.4万 |
-5.83% |
跌破离场 |
| 5 |
2016-07-29 |
2016-08-12 |
8.340831498999998 |
7.6923 |
¥-6.8万 |
-7.80% |
跌破离场 |
| 6 |
2016-10-17 |
2016-12-13 |
7.599869276999999 |
7.2727200000000005 |
¥-3.5万 |
-4.33% |
跌破离场 |
| 7 |
2017-01-11 |
2017-04-27 |
7.549804261999998 |
8.68131 |
¥11.4万 |
+14.95% |
跌破离场 |
| 8 |
2017-05-31 |
2017-06-15 |
10.002989996999998 |
9.85014 |
¥-1.4万 |
-1.56% |
跌破离场 |
| 9 |
2017-08-31 |
2017-09-15 |
9.352144801999998 |
8.95104 |
¥-3.7万 |
-4.32% |
跌破离场 |
| 10 |
2017-10-30 |
2017-12-13 |
9.211962759999999 |
10.17981 |
¥8.7万 |
+10.47% |
跌破离场 |
| 11 |
2017-12-20 |
2018-01-18 |
11.71521351 |
11.128860000000001 |
¥-4.6万 |
-5.03% |
跌破离场 |
| 12 |
2018-01-29 |
2018-02-12 |
13.117033929999996 |
12.1 |
¥-6.8万 |
-7.78% |
跌破离场 |
| 13 |
2018-09-25 |
2018-10-12 |
8.160597444999999 |
7.15284 |
¥-9.8万 |
-12.38% |
跌破离场 |
| 14 |
2018-11-05 |
2018-12-24 |
8.210662459999998 |
7.7922 |
¥-3.6万 |
-5.13% |
跌破离场 |
| 15 |
2019-01-29 |
2019-04-23 |
8.170610448 |
10.3896 |
¥18.1万 |
+27.12% |
跌破离场 |
| 16 |
2019-06-12 |
2019-07-12 |
9.001689697 |
9.12087 |
¥1.1万 |
+1.29% |
跌破离场 |
| 17 |
2019-09-06 |
2019-09-26 |
8.300779486999998 |
8.31168 |
¥875 |
+0.10% |
跌破离场 |
| 18 |
2019-11-05 |
2020-01-21 |
8.821455642999998 |
8.6913 |
¥-1.3万 |
-1.51% |
跌破离场 |
| 19 |
2020-05-06 |
2020-05-19 |
7.0091021 |
6.77322 |
¥-2.8万 |
-3.39% |
跌破离场 |
| 20 |
2020-09-16 |
2020-09-25 |
7.940311378999999 |
7.2727200000000005 |
¥-6.9万 |
-8.44% |
跌破离场 |
| 21 |
2020-11-11 |
2020-12-15 |
7.649934291999999 |
7.64235 |
¥-976 |
-0.13% |
跌破离场 |
| 22 |
2021-02-09 |
2021-03-09 |
7.760077324999999 |
7.882110000000001 |
¥1.2万 |
+1.54% |
跌破离场 |
| 23 |
2021-03-16 |
2021-05-06 |
8.721325613 |
8.091899999999999 |
¥-5.5万 |
-7.24% |
跌破离场 |
| 24 |
2021-08-26 |
2021-11-29 |
7.179323150999998 |
7.842149999999999 |
¥6.5万 |
+9.20% |
跌破离场 |
| 25 |
2021-12-30 |
2022-02-25 |
9.081793721 |
9.84015 |
¥6.4万 |
+8.32% |
跌破离场 |
| 26 |
2022-04-13 |
2022-04-26 |
10.133159035999999 |
9.42057 |
¥-5.9万 |
-7.06% |
跌破离场 |
| 27 |
2022-06-21 |
2022-08-01 |
10.133159035999999 |
9.58041 |
¥-4.3万 |
-5.48% |
跌破离场 |
| 28 |
2022-09-28 |
2022-11-01 |
11.104420327 |
9.53046 |
¥-10.5万 |
-14.20% |
跌破离场 |
| 29 |
2022-11-08 |
2022-11-22 |
10.934199276 |
9.46053 |
¥-8.5万 |
-13.50% |
跌破离场 |
| 30 |
2022-12-13 |
2022-12-29 |
11.254615371999998 |
10.60938 |
¥-3.2万 |
-5.76% |
跌破离场 |
| 31 |
2023-03-03 |
2023-03-17 |
11.314693389999999 |
10.62936 |
¥-3.1万 |
-6.09% |
跌破离场 |
| 32 |
2023-07-26 |
2023-08-17 |
9.171910748 |
8.941049999999999 |
¥-1.2万 |
-2.55% |
跌破离场 |
| 33 |
2023-11-20 |
2023-12-14 |
8.150584442 |
7.71228 |
¥-2.6万 |
-5.41% |
跌破离场 |
| 34 |
2024-01-29 |
2024-03-08 |
7.569830267999999 |
7.13286 |
¥-2.6万 |
-5.80% |
跌破离场 |
| 35 |
2024-04-29 |
2024-06-26 |
7.359557204999999 |
7.18281 |
¥-9,929 |
-2.43% |
跌破离场 |
| 36 |
2024-11-25 |
2025-01-03 |
7.950324381999999 |
7.76223 |
¥-9,807 |
-2.40% |
跌破离场 |
| 37 |
2025-05-14 |
2025-07-09 |
7.579843271 |
7.532460000000001 |
¥-2,636 |
-0.65% |
跌破离场 |
| 38 |
2025-09-09 |
2025-11-03 |
7.710012309999999 |
7.78221 |
¥3,619 |
+0.91% |
跌破离场 |
| 39 |
2025-11-11 |
2025-11-26 |
8.791416633999999 |
8.091899999999999 |
¥-3.2万 |
-7.98% |
跌破离场 |
| 40 |
2025-12-19 |
2026-01-15 |
8.941611679 |
8.57142 |
¥-1.6万 |
-4.17% |
跌破离场 |
| 41 |
2026-05-11 |
2026-05-19 |
7.2093621599999995 |
6.62337 |
¥-2.9万 |
-8.16% |
跌破离场 |
| 42 |
2026-11-04 |
2026-11-13 |
6.087905823999999 |
6.21 |
¥6,444 |
+1.97% |
强平 |
逐笔成交记录（共 84 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 |
9.71971 |
99300.0 |
¥96.5万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
10.7 |
99300.0 |
¥1.06M |
|
| 2015-06-26 |
突破买入 |
买入 |
13.56355 |
76400.0 |
¥1.04M |
首仓入场 |
| 2015-08-04 |
跌破离场 |
卖出 |
11.33865 |
76400.0 |
¥86.6万 |
|
| 2015-10-19 |
突破买入 |
买入 |
8.75875 |
105100.0 |
¥92.1万 |
首仓入场 |
| 2015-11-25 |
跌破离场 |
卖出 |
8.80119 |
105100.0 |
¥92.5万 |
|
| 2016-04-06 |
突破买入 |
买入 |
7.39 |
125400.0 |
¥92.7万 |
首仓入场 |
| 2016-05-26 |
跌破离场 |
卖出 |
6.96303 |
125400.0 |
¥87.3万 |
|
| 2016-07-29 |
突破买入 |
买入 |
8.33833 |
104600.0 |
¥87.2万 |
首仓入场 |
| 2016-08-12 |
跌破离场 |
卖出 |
7.6923 |
104600.0 |
¥80.4万 |
|
| 2016-10-17 |
突破买入 |
买入 |
7.597589999999999 |
105600.0 |
¥80.3万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
7.2727200000000005 |
105600.0 |
¥76.8万 |
|
| 2017-01-11 |
突破买入 |
买入 |
7.547539999999999 |
100900.0 |
¥76.2万 |
首仓入场 |
| 2017-04-27 |
跌破离场 |
卖出 |
8.68131 |
100900.0 |
¥87.6万 |
|
| 2017-05-31 |
突破买入 |
买入 |
9.999989999999999 |
88500.0 |
¥88.5万 |
首仓入场 |
| 2017-06-15 |
跌破离场 |
卖出 |
9.85014 |
88500.0 |
¥87.1万 |
|
| 2017-08-31 |
突破买入 |
买入 |
9.349339999999998 |
92300.0 |
¥86.3万 |
首仓入场 |
| 2017-09-15 |
跌破离场 |
卖出 |
8.95104 |
92300.0 |
¥82.6万 |
|
| 2017-10-30 |
突破买入 |
买入 |
9.209199999999997 |
90400.0 |
¥83.3万 |
首仓入场 |
| 2017-12-13 |
跌破离场 |
卖出 |
10.17981 |
90400.0 |
¥92.0万 |
|
| 2017-12-20 |
突破买入 |
买入 |
11.711699999999999 |
78400.0 |
¥91.8万 |
首仓入场 |
| 2018-01-18 |
跌破离场 |
卖出 |
11.128860000000001 |
78400.0 |
¥87.2万 |
|
| 2018-01-29 |
突破买入 |
买入 |
13.113099999999998 |
66500.0 |
¥87.2万 |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
12.1 |
66500.0 |
¥80.4万 |
|
| 2018-09-25 |
突破买入 |
买入 |
8.15815 |
96900.0 |
¥79.1万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
7.15284 |
96900.0 |
¥69.3万 |
|
| 2018-11-05 |
突破买入 |
买入 |
8.208199999999998 |
85800.0 |
¥70.4万 |
首仓入场 |
| 2018-12-24 |
跌破离场 |
卖出 |
7.7922 |
85800.0 |
¥66.8万 |
|
| 2019-01-29 |
突破买入 |
买入 |
8.168159999999999 |
81900.0 |
¥66.9万 |
首仓入场 |
| 2019-04-23 |
跌破离场 |
卖出 |
10.3896 |
81900.0 |
¥85.1万 |
|
| 2019-06-12 |
突破买入 |
买入 |
8.99899 |
94900.0 |
¥85.4万 |
首仓入场 |
| 2019-07-12 |
跌破离场 |
卖出 |
9.12087 |
94900.0 |
¥86.5万 |
|
| 2019-09-06 |
突破买入 |
买入 |
8.298289999999998 |
104100.0 |
¥86.4万 |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
8.31168 |
104100.0 |
¥86.5万 |
|
| 2019-11-05 |
突破买入 |
买入 |
8.81881 |
96500.0 |
¥85.1万 |
首仓入场 |
| 2020-01-21 |
跌破离场 |
卖出 |
8.6913 |
96500.0 |
¥83.8万 |
|
| 2020-05-06 |
突破买入 |
买入 |
7.007 |
117600.0 |
¥82.4万 |
首仓入场 |
| 2020-05-19 |
跌破离场 |
卖出 |
6.77322 |
117600.0 |
¥79.6万 |
|
| 2020-09-16 |
突破买入 |
买入 |
7.937929999999999 |
103600.0 |
¥82.3万 |
首仓入场 |
| 2020-09-25 |
跌破离场 |
卖出 |
7.2727200000000005 |
103600.0 |
¥75.3万 |
|
| 2020-11-11 |
突破买入 |
买入 |
7.647639999999999 |
98800.0 |
¥75.6万 |
首仓入场 |
| 2020-12-15 |
跌破离场 |
卖出 |
7.64235 |
98800.0 |
¥75.5万 |
|
| 2021-02-09 |
突破买入 |
买入 |
7.757749999999999 |
97100.0 |
¥75.4万 |
首仓入场 |
| 2021-03-09 |
跌破离场 |
卖出 |
7.882110000000001 |
97100.0 |
¥76.5万 |
|
| 2021-03-16 |
突破买入 |
买入 |
8.71871 |
87800.0 |
¥76.6万 |
首仓入场 |
| 2021-05-06 |
跌破离场 |
卖出 |
8.091899999999999 |
87800.0 |
¥71.0万 |
|
| 2021-08-26 |
突破买入 |
买入 |
7.1771699999999985 |
98700.0 |
¥70.9万 |
首仓入场 |
| 2021-11-29 |
跌破离场 |
卖出 |
7.842149999999999 |
98700.0 |
¥77.4万 |
|
| 2021-12-30 |
突破买入 |
买入 |
9.07907 |
85100.0 |
¥77.3万 |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
9.84015 |
85100.0 |
¥83.7万 |
|
| 2022-04-13 |
突破买入 |
买入 |
10.130119999999998 |
81900.0 |
¥83.0万 |
首仓入场 |
| 2022-04-26 |
跌破离场 |
卖出 |
9.42057 |
81900.0 |
¥77.1万 |
|
| 2022-06-21 |
突破买入 |
买入 |
10.130119999999998 |
76700.0 |
¥77.7万 |
首仓入场 |
| 2022-08-01 |
跌破离场 |
卖出 |
9.58041 |
76700.0 |
¥73.5万 |
|
| 2022-09-28 |
突破买入 |
买入 |
11.10109 |
66700.0 |
¥74.1万 |
首仓入场 |
| 2022-11-01 |
跌破离场 |
卖出 |
9.53046 |
66700.0 |
¥63.5万 |
|
| 2022-11-08 |
突破买入 |
买入 |
10.930919999999999 |
57600.0 |
¥63.0万 |
首仓入场 |
| 2022-11-22 |
跌破离场 |
卖出 |
9.46053 |
57600.0 |
¥54.5万 |
|
| 2022-12-13 |
突破买入 |
买入 |
11.25124 |
48900.0 |
¥55.0万 |
首仓入场 |
| 2022-12-29 |
跌破离场 |
卖出 |
10.60938 |
48900.0 |
¥51.9万 |
|
| 2023-03-03 |
突破买入 |
买入 |
11.3113 |
45600.0 |
¥51.6万 |
首仓入场 |
| 2023-03-17 |
跌破离场 |
卖出 |
10.62936 |
45600.0 |
¥48.5万 |
|
| 2023-07-26 |
突破买入 |
买入 |
9.16916 |
53000.0 |
¥48.6万 |
首仓入场 |
| 2023-08-17 |
跌破离场 |
卖出 |
8.941049999999999 |
53000.0 |
¥47.4万 |
|
| 2023-11-20 |
突破买入 |
买入 |
8.14814 |
58300.0 |
¥47.5万 |
首仓入场 |
| 2023-12-14 |
跌破离场 |
卖出 |
7.71228 |
58300.0 |
¥44.9万 |
|
| 2024-01-29 |
突破买入 |
买入 |
7.5675599999999985 |
59100.0 |
¥44.7万 |
首仓入场 |
| 2024-03-08 |
跌破离场 |
卖出 |
7.13286 |
59100.0 |
¥42.1万 |
|
| 2024-04-29 |
突破买入 |
买入 |
7.3573499999999985 |
55500.0 |
¥40.8万 |
首仓入场 |
| 2024-06-26 |
跌破离场 |
卖出 |
7.18281 |
55500.0 |
¥39.9万 |
|
| 2024-11-25 |
突破买入 |
买入 |
7.947939999999999 |
51500.0 |
¥40.9万 |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
7.76223 |
51500.0 |
¥40.0万 |
|
| 2025-05-14 |
突破买入 |
买入 |
7.57757 |
53100.0 |
¥40.2万 |
首仓入场 |
| 2025-07-09 |
跌破离场 |
卖出 |
7.532460000000001 |
53100.0 |
¥40.0万 |
|
| 2025-09-09 |
突破买入 |
买入 |
7.707699999999998 |
51800.0 |
¥39.9万 |
首仓入场 |
| 2025-11-03 |
跌破离场 |
卖出 |
7.78221 |
51800.0 |
¥40.3万 |
|
| 2025-11-11 |
突破买入 |
买入 |
8.78878 |
46000.0 |
¥40.4万 |
首仓入场 |
| 2025-11-26 |
跌破离场 |
卖出 |
8.091899999999999 |
46000.0 |
¥37.2万 |
|
| 2025-12-19 |
突破买入 |
买入 |
8.93893 |
41600.0 |
¥37.2万 |
首仓入场 |
| 2026-01-15 |
跌破离场 |
卖出 |
8.57142 |
41600.0 |
¥35.6万 |
|
| 2026-05-11 |
突破买入 |
买入 |
7.207199999999999 |
48900.0 |
¥35.3万 |
首仓入场 |
| 2026-05-19 |
跌破离场 |
卖出 |
6.62337 |
48900.0 |
¥32.4万 |
|
| 2026-11-04 |
突破买入 |
买入 |
6.08608 |
53600.0 |
¥32.6万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
6.21 |
53600 |
¥33.3万 |
回测结束强平 |