601117 中国化学 — 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: ¥1.40M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +39.62%）
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 |
2015-03-18 |
2015-05-08 |
8.991676693999999 |
10.799190000000001 |
¥20.0万 |
+20.07% |
跌破离场 |
| 2 |
2015-06-09 |
2015-06-23 |
13.283984 |
10.339649999999999 |
¥-26.6万 |
-22.19% |
跌破离场 |
| 3 |
2015-10-21 |
2015-11-30 |
7.10923213 |
6.87312 |
¥-3.1万 |
-3.35% |
跌破离场 |
| 4 |
2016-03-22 |
2016-04-26 |
5.947723782 |
5.62437 |
¥-4.9万 |
-5.46% |
跌破离场 |
| 5 |
2016-07-06 |
2016-07-25 |
5.6773727009999995 |
5.62 |
¥-8,812 |
-1.04% |
跌破离场 |
| 6 |
2016-08-15 |
2016-12-13 |
5.757476724999999 |
6.15384 |
¥5.8万 |
+6.85% |
跌破离场 |
| 7 |
2017-02-14 |
2017-04-25 |
7.389596214 |
7.34265 |
¥-5,942 |
-0.67% |
跌破离场 |
| 8 |
2017-06-29 |
2017-08-03 |
6.898959066999999 |
7.35264 |
¥5.8万 |
+6.54% |
跌破离场 |
| 9 |
2017-12-18 |
2018-02-02 |
6.768790027999999 |
6.90309 |
¥1.9万 |
+1.95% |
跌破离场 |
| 10 |
2018-03-28 |
2018-05-31 |
7.399609216999999 |
7.392600000000001 |
¥-1,195 |
-0.12% |
跌破离场 |
| 11 |
2018-07-25 |
2018-10-12 |
7.019115102999999 |
5.95404 |
¥-14.7万 |
-15.20% |
跌破离场 |
| 12 |
2019-02-14 |
2019-04-24 |
5.727437715999999 |
6.48351 |
¥10.8万 |
+13.17% |
跌破离场 |
| 13 |
2019-06-12 |
2019-07-01 |
6.258126875 |
6.0939 |
¥-2.5万 |
-2.65% |
跌破离场 |
| 14 |
2019-09-03 |
2019-09-26 |
5.657346694999999 |
5.78421 |
¥2.0万 |
+2.21% |
跌破离场 |
| 15 |
2019-10-15 |
2020-02-04 |
6.20806186 |
6.22377 |
¥2,029 |
+0.22% |
跌破离场 |
| 16 |
2020-11-04 |
2020-12-09 |
5.607281679999999 |
6.17382 |
¥9.4万 |
+10.07% |
跌破离场 |
| 17 |
2021-01-14 |
2021-01-29 |
6.258126875 |
5.65434 |
¥-9.9万 |
-9.68% |
跌破离场 |
| 18 |
2021-02-23 |
2021-03-26 |
6.758777024999999 |
6.5234700000000005 |
¥-3.2万 |
-3.51% |
跌破离场 |
| 19 |
2021-06-17 |
2021-09-17 |
7.519765252999998 |
12.43755 |
¥57.1万 |
+65.35% |
跌破离场 |
| 20 |
2021-12-03 |
2022-01-05 |
11.705200506999995 |
11.56842 |
¥-1.7万 |
-1.20% |
跌破离场 |
| 21 |
2022-06-06 |
2022-06-23 |
9.672560897999999 |
9.33066 |
¥-5.1万 |
-3.56% |
跌破离场 |
| 22 |
2022-11-23 |
2022-12-20 |
8.160597445 |
8.39 |
¥3.8万 |
+2.78% |
跌破离场 |
| 23 |
2023-01-31 |
2023-03-28 |
8.691286603999998 |
9.64 |
¥15.5万 |
+10.88% |
跌破离场 |
| 24 |
2023-08-01 |
2023-08-14 |
8.681273601 |
8.091899999999999 |
¥-10.8万 |
-6.82% |
跌破离场 |
| 25 |
2024-01-26 |
2024-03-25 |
6.558516964999999 |
6.643350000000001 |
¥1.9万 |
+1.26% |
跌破离场 |
| 26 |
2024-04-16 |
2024-06-18 |
7.009102099999999 |
7.842149999999999 |
¥17.6万 |
+11.85% |
跌破离场 |
| 27 |
2024-09-26 |
2024-11-26 |
7.099219126999999 |
8.08191 |
¥23.1万 |
+13.81% |
跌破离场 |
| 28 |
2024-12-26 |
2025-01-03 |
8.491026543999999 |
7.842149999999999 |
¥-14.6万 |
-7.67% |
跌破离场 |
| 29 |
2025-03-18 |
2025-04-01 |
7.509752249999999 |
7.20279 |
¥-7.2万 |
-4.12% |
跌破离场 |
| 30 |
2025-05-14 |
2025-06-20 |
7.990376393999999 |
7.632359999999999 |
¥-7.6万 |
-4.51% |
跌破离场 |
| 31 |
2025-07-22 |
2025-08-25 |
8.030428405999999 |
7.932060000000001 |
¥-2.0万 |
-1.25% |
跌破离场 |
| 32 |
2025-10-13 |
2025-11-19 |
7.60988228 |
7.73226 |
¥2.5万 |
+1.58% |
跌破离场 |
| 33 |
2026-01-08 |
2026-03-23 |
8.190636454 |
8.66133 |
¥9.2万 |
+5.72% |
跌破离场 |
| 34 |
2026-06-23 |
2026-07-01 |
8.350844502 |
7.3226700000000005 |
¥-20.8万 |
-12.34% |
跌破离场 |
| 35 |
2026-08-03 |
2026-08-13 |
7.830168345999998 |
7.54245 |
¥-5.5万 |
-3.70% |
跌破离场 |
| 36 |
2026-11-05 |
2026-11-13 |
7.319505192999999 |
7.07 |
¥-4.9万 |
-3.44% |
强平 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
突破买入 |
买入 |
8.98898 |
110900.0 |
¥99.7万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
10.799190000000001 |
110900.0 |
¥1.20M |
|
| 2015-06-09 |
突破买入 |
买入 |
13.28 |
90300.0 |
¥1.20M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
10.339649999999999 |
90300.0 |
¥93.3万 |
|
| 2015-10-21 |
突破买入 |
买入 |
7.107099999999999 |
130900.0 |
¥93.1万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
6.87312 |
130900.0 |
¥89.9万 |
|
| 2016-03-22 |
突破买入 |
买入 |
5.945939999999999 |
150900.0 |
¥89.8万 |
首仓入场 |
| 2016-04-26 |
跌破离场 |
卖出 |
5.62437 |
150900.0 |
¥84.8万 |
|
| 2016-07-06 |
突破买入 |
买入 |
5.675669999999999 |
149200.0 |
¥84.7万 |
首仓入场 |
| 2016-07-25 |
跌破离场 |
卖出 |
5.62 |
149200.0 |
¥83.8万 |
|
| 2016-08-15 |
突破买入 |
买入 |
5.755749999999999 |
146200.0 |
¥84.2万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
6.15384 |
146200.0 |
¥89.9万 |
|
| 2017-02-14 |
突破买入 |
买入 |
7.387379999999999 |
120900.0 |
¥89.3万 |
首仓入场 |
| 2017-04-25 |
跌破离场 |
卖出 |
7.34265 |
120900.0 |
¥88.7万 |
|
| 2017-06-29 |
突破买入 |
买入 |
6.896889999999999 |
128500.0 |
¥88.7万 |
首仓入场 |
| 2017-08-03 |
跌破离场 |
卖出 |
7.35264 |
128500.0 |
¥94.5万 |
|
| 2017-12-18 |
突破买入 |
买入 |
6.766759999999999 |
140700.0 |
¥95.2万 |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
6.90309 |
140700.0 |
¥97.1万 |
|
| 2018-03-28 |
突破买入 |
买入 |
7.397389999999999 |
129500.0 |
¥95.8万 |
首仓入场 |
| 2018-05-31 |
跌破离场 |
卖出 |
7.392600000000001 |
129500.0 |
¥95.7万 |
|
| 2018-07-25 |
突破买入 |
买入 |
7.017009999999999 |
137800.0 |
¥96.7万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
5.95404 |
137800.0 |
¥82.0万 |
|
| 2019-02-14 |
突破买入 |
买入 |
5.725719999999999 |
143500.0 |
¥82.2万 |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
6.48351 |
143500.0 |
¥93.0万 |
|
| 2019-06-12 |
突破买入 |
买入 |
6.25625 |
148100.0 |
¥92.7万 |
首仓入场 |
| 2019-07-01 |
跌破离场 |
卖出 |
6.0939 |
148100.0 |
¥90.2万 |
|
| 2019-09-03 |
突破买入 |
买入 |
5.65565 |
159700.0 |
¥90.3万 |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
5.78421 |
159700.0 |
¥92.3万 |
|
| 2019-10-15 |
突破买入 |
买入 |
6.2062 |
146600.0 |
¥91.0万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
6.22377 |
146600.0 |
¥91.2万 |
|
| 2020-11-04 |
突破买入 |
买入 |
5.605599999999999 |
165900.0 |
¥93.0万 |
首仓入场 |
| 2020-12-09 |
跌破离场 |
卖出 |
6.17382 |
165900.0 |
¥1.02M |
|
| 2021-01-14 |
突破买入 |
买入 |
6.25625 |
163300.0 |
¥1.02M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
5.65434 |
163300.0 |
¥92.3万 |
|
| 2021-02-23 |
突破买入 |
买入 |
6.756749999999999 |
135000.0 |
¥91.2万 |
首仓入场 |
| 2021-03-26 |
跌破离场 |
卖出 |
6.5234700000000005 |
135000.0 |
¥88.0万 |
|
| 2021-06-17 |
突破买入 |
买入 |
7.517509999999999 |
116200.0 |
¥87.4万 |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
12.43755 |
116200.0 |
¥1.44M |
|
| 2021-12-03 |
突破买入 |
买入 |
11.701689999999997 |
124200.0 |
¥1.45M |
首仓入场 |
| 2022-01-05 |
跌破离场 |
卖出 |
11.56842 |
124200.0 |
¥1.44M |
|
| 2022-06-06 |
突破买入 |
买入 |
9.669659999999999 |
146700.0 |
¥1.42M |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
9.33066 |
146700.0 |
¥1.37M |
|
| 2022-11-23 |
突破买入 |
买入 |
8.15815 |
167600.0 |
¥1.37M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
8.39 |
167600.0 |
¥1.41M |
|
| 2023-01-31 |
突破买入 |
买入 |
8.688679999999998 |
163700.0 |
¥1.42M |
首仓入场 |
| 2023-03-28 |
跌破离场 |
卖出 |
9.64 |
163700.0 |
¥1.58M |
|
| 2023-08-01 |
突破买入 |
买入 |
8.678669999999999 |
182700.0 |
¥1.59M |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
8.091899999999999 |
182700.0 |
¥1.48M |
|
| 2024-01-26 |
突破买入 |
买入 |
6.556549999999999 |
225000.0 |
¥1.48M |
首仓入场 |
| 2024-03-25 |
跌破离场 |
卖出 |
6.643350000000001 |
225000.0 |
¥1.49M |
|
| 2024-04-16 |
突破买入 |
买入 |
7.007 |
212300.0 |
¥1.49M |
首仓入场 |
| 2024-06-18 |
跌破离场 |
卖出 |
7.842149999999999 |
212300.0 |
¥1.66M |
|
| 2024-09-26 |
突破买入 |
买入 |
7.097089999999999 |
235300.0 |
¥1.67M |
首仓入场 |
| 2024-11-26 |
跌破离场 |
卖出 |
8.08191 |
235300.0 |
¥1.90M |
|
| 2024-12-26 |
突破买入 |
买入 |
8.48848 |
223600.0 |
¥1.90M |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
7.842149999999999 |
223600.0 |
¥1.75M |
|
| 2025-03-18 |
突破买入 |
买入 |
7.507499999999999 |
234300.0 |
¥1.76M |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
7.20279 |
234300.0 |
¥1.69M |
|
| 2025-05-14 |
突破买入 |
买入 |
7.98798 |
210600.0 |
¥1.68M |
首仓入场 |
| 2025-06-20 |
跌破离场 |
卖出 |
7.632359999999999 |
210600.0 |
¥1.61M |
|
| 2025-07-22 |
突破买入 |
买入 |
8.028019999999998 |
200200.0 |
¥1.61M |
首仓入场 |
| 2025-08-25 |
跌破离场 |
卖出 |
7.932060000000001 |
200200.0 |
¥1.59M |
|
| 2025-10-13 |
突破买入 |
买入 |
7.6076 |
205900.0 |
¥1.57M |
首仓入场 |
| 2025-11-19 |
跌破离场 |
卖出 |
7.73226 |
205900.0 |
¥1.59M |
|
| 2026-01-08 |
突破买入 |
买入 |
8.18818 |
195600.0 |
¥1.60M |
首仓入场 |
| 2026-03-23 |
跌破离场 |
卖出 |
8.66133 |
195600.0 |
¥1.69M |
|
| 2026-06-23 |
突破买入 |
买入 |
8.348339999999999 |
202300.0 |
¥1.69M |
首仓入场 |
| 2026-07-01 |
跌破离场 |
卖出 |
7.3226700000000005 |
202300.0 |
¥1.48M |
|
| 2026-08-03 |
突破买入 |
买入 |
7.827819999999998 |
190700.0 |
¥1.49M |
首仓入场 |
| 2026-08-13 |
跌破离场 |
卖出 |
7.54245 |
190700.0 |
¥1.44M |
|
| 2026-11-05 |
突破买入 |
买入 |
7.317309999999999 |
196700.0 |
¥1.44M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
7.07 |
196700 |
¥1.39M |
回测结束强平 |