601138 工业富联 — 海龟交易法则 回测明细
数据区间: 2018-06-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥3.89M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +288.74%）
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 26 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 |
2018-11-16 |
2018-11-26 |
12.926786872999998 |
11.79819 |
¥-8.8万 |
-8.76% |
跌破离场 |
| 2 |
2019-02-15 |
2019-03-15 |
13.737840116 |
14.82516 |
¥7.1万 |
+7.88% |
跌破离场 |
| 3 |
2019-04-19 |
2019-05-07 |
18.554094559 |
13.946039999999998 |
¥-23.0万 |
-24.86% |
跌破离场 |
| 4 |
2019-08-01 |
2020-03-02 |
13.567619065 |
17.282700000000002 |
¥20.4万 |
+27.34% |
跌破离场 |
| 5 |
2020-04-21 |
2020-05-19 |
14.31859429 |
13.54 |
¥-5.2万 |
-5.47% |
跌破离场 |
| 6 |
2020-06-29 |
2020-07-17 |
15.494646999999999 |
15.06492 |
¥-2.5万 |
-2.80% |
跌破离场 |
| 7 |
2020-11-10 |
2020-11-30 |
14.368659305 |
13.75623 |
¥-3.8万 |
-4.29% |
跌破离场 |
| 8 |
2021-01-11 |
2021-01-29 |
14.118334229999999 |
14.3856 |
¥1.5万 |
+1.86% |
跌破离场 |
| 9 |
2021-03-31 |
2021-05-06 |
14.318594289999998 |
13.59639 |
¥-4.3万 |
-5.07% |
跌破离场 |
| 10 |
2021-11-16 |
2021-11-29 |
11.885434560999997 |
11.07891 |
¥-5.5万 |
-6.81% |
跌破离场 |
| 11 |
2021-12-20 |
2022-01-14 |
12.155785641999998 |
11.458530000000001 |
¥-4.4万 |
-5.76% |
跌破离场 |
| 12 |
2022-06-29 |
2022-07-18 |
9.912872969999999 |
9.36 |
¥-4.0万 |
-5.61% |
跌破离场 |
| 13 |
2022-11-15 |
2022-11-29 |
8.971650687999999 |
8.82117 |
¥-1.2万 |
-1.71% |
跌破离场 |
| 14 |
2022-12-07 |
2022-12-26 |
9.472300837999999 |
9.21078 |
¥-1.9万 |
-2.79% |
跌破离场 |
| 15 |
2023-02-13 |
2023-02-28 |
9.732638916 |
9.600389999999999 |
¥-8,891 |
-1.39% |
跌破离场 |
| 16 |
2023-03-03 |
2023-04-27 |
10.293367083999998 |
15.8841 |
¥34.3万 |
+54.27% |
跌破离场 |
| 17 |
2023-06-06 |
2023-08-11 |
18.624185580000002 |
21.698279999999997 |
¥15.8万 |
+16.47% |
跌破离场 |
| 18 |
2024-02-07 |
2024-04-08 |
15.289855580999998 |
21.6783 |
¥46.6万 |
+41.74% |
跌破离场 |
| 19 |
2024-05-08 |
2024-05-31 |
24.772169421999997 |
23.646330000000003 |
¥-7.1万 |
-4.57% |
跌破离场 |
| 20 |
2024-06-17 |
2024-07-18 |
27.105199121 |
24.795180000000002 |
¥-13.0万 |
-8.55% |
跌破离场 |
| 21 |
2024-09-26 |
2024-11-04 |
21.137449332999996 |
23.78 |
¥17.5万 |
+12.47% |
跌破离场 |
| 22 |
2024-11-12 |
2024-11-19 |
27.018103 |
23.42655 |
¥-20.9万 |
-13.32% |
跌破离场 |
| 23 |
2024-12-25 |
2025-01-03 |
23.059945909 |
20.61936 |
¥-14.5万 |
-10.61% |
跌破离场 |
| 24 |
2025-06-06 |
2025-10-14 |
20.50615 |
64.92501 |
¥2.63M |
+216.52% |
跌破离场 |
| 25 |
2025-10-30 |
2025-11-17 |
80.10402399999998 |
64.32561 |
¥-75.0万 |
-19.72% |
跌破离场 |
| 26 |
2026-04-09 |
2026-06-30 |
55.071516499999994 |
69.49044 |
¥78.6万 |
+26.14% |
跌破离场 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-11-16 |
突破买入 |
买入 |
12.922909999999998 |
77300.0 |
¥99.9万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
11.79819 |
77300.0 |
¥91.2万 |
|
| 2019-02-15 |
突破买入 |
买入 |
13.73372 |
65600.0 |
¥90.1万 |
首仓入场 |
| 2019-03-15 |
跌破离场 |
卖出 |
14.82516 |
65600.0 |
¥97.2万 |
|
| 2019-04-19 |
突破买入 |
买入 |
18.54853 |
49900.0 |
¥92.6万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
13.946039999999998 |
49900.0 |
¥69.6万 |
|
| 2019-08-01 |
突破买入 |
买入 |
13.563550000000001 |
54900.0 |
¥74.5万 |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
17.282700000000002 |
54900.0 |
¥94.9万 |
|
| 2020-04-21 |
突破买入 |
买入 |
14.3143 |
65900.0 |
¥94.4万 |
首仓入场 |
| 2020-05-19 |
跌破离场 |
卖出 |
13.54 |
65900.0 |
¥89.2万 |
|
| 2020-06-29 |
突破买入 |
买入 |
15.49 |
58100.0 |
¥90.0万 |
首仓入场 |
| 2020-07-17 |
跌破离场 |
卖出 |
15.06492 |
58100.0 |
¥87.5万 |
|
| 2020-11-10 |
突破买入 |
买入 |
14.364349999999998 |
60900.0 |
¥87.5万 |
首仓入场 |
| 2020-11-30 |
跌破离场 |
卖出 |
13.75623 |
60900.0 |
¥83.8万 |
|
| 2021-01-11 |
突破买入 |
买入 |
14.114099999999997 |
58900.0 |
¥83.2万 |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
14.3856 |
58900.0 |
¥84.7万 |
|
| 2021-03-31 |
突破买入 |
买入 |
14.3143 |
59500.0 |
¥85.2万 |
首仓入场 |
| 2021-05-06 |
跌破离场 |
卖出 |
13.59639 |
59500.0 |
¥80.9万 |
|
| 2021-11-16 |
突破买入 |
买入 |
11.881869999999997 |
68400.0 |
¥81.3万 |
首仓入场 |
| 2021-11-29 |
跌破离场 |
卖出 |
11.07891 |
68400.0 |
¥75.8万 |
|
| 2021-12-20 |
突破买入 |
买入 |
12.15214 |
62300.0 |
¥75.7万 |
首仓入场 |
| 2022-01-14 |
跌破离场 |
卖出 |
11.458530000000001 |
62300.0 |
¥71.4万 |
|
| 2022-06-29 |
突破买入 |
买入 |
9.909899999999999 |
72000.0 |
¥71.4万 |
首仓入场 |
| 2022-07-18 |
跌破离场 |
卖出 |
9.36 |
72000.0 |
¥67.4万 |
|
| 2022-11-15 |
突破买入 |
买入 |
8.96896 |
75200.0 |
¥67.5万 |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
8.82117 |
75200.0 |
¥66.3万 |
|
| 2022-12-07 |
突破买入 |
买入 |
9.46946 |
70100.0 |
¥66.4万 |
首仓入场 |
| 2022-12-26 |
跌破离场 |
卖出 |
9.21078 |
70100.0 |
¥64.5万 |
|
| 2023-02-13 |
突破买入 |
买入 |
9.72972 |
65800.0 |
¥64.0万 |
首仓入场 |
| 2023-02-28 |
跌破离场 |
卖出 |
9.600389999999999 |
65800.0 |
¥63.2万 |
|
| 2023-03-03 |
突破买入 |
买入 |
10.290279999999997 |
61400.0 |
¥63.2万 |
首仓入场 |
| 2023-04-27 |
跌破离场 |
卖出 |
15.8841 |
61400.0 |
¥97.5万 |
|
| 2023-06-06 |
突破买入 |
买入 |
18.6186 |
51500.0 |
¥95.9万 |
首仓入场 |
| 2023-08-11 |
跌破离场 |
卖出 |
21.698279999999997 |
51500.0 |
¥1.12M |
|
| 2024-02-07 |
突破买入 |
买入 |
15.285269999999997 |
73000.0 |
¥1.12M |
首仓入场 |
| 2024-04-08 |
跌破离场 |
卖出 |
21.6783 |
73000.0 |
¥1.58M |
|
| 2024-05-08 |
突破买入 |
买入 |
24.764739999999996 |
62900.0 |
¥1.56M |
首仓入场 |
| 2024-05-31 |
跌破离场 |
卖出 |
23.646330000000003 |
62900.0 |
¥1.49M |
|
| 2024-06-17 |
突破买入 |
买入 |
27.09707 |
56000.0 |
¥1.52M |
首仓入场 |
| 2024-07-18 |
跌破离场 |
卖出 |
24.795180000000002 |
56000.0 |
¥1.39M |
|
| 2024-09-26 |
突破买入 |
买入 |
21.131109999999996 |
66300.0 |
¥1.40M |
首仓入场 |
| 2024-11-04 |
跌破离场 |
卖出 |
23.78 |
66300.0 |
¥1.58M |
|
| 2024-11-12 |
突破买入 |
买入 |
27.01 |
58200.0 |
¥1.57M |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
23.42655 |
58200.0 |
¥1.36M |
|
| 2024-12-25 |
突破买入 |
买入 |
23.05303 |
59200.0 |
¥1.37M |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
20.61936 |
59200.0 |
¥1.22M |
|
| 2025-06-06 |
突破买入 |
买入 |
20.5 |
59200.0 |
¥1.21M |
首仓入场 |
| 2025-10-14 |
跌破离场 |
卖出 |
64.92501 |
59200.0 |
¥3.84M |
|
| 2025-10-30 |
突破买入 |
买入 |
80.07999999999998 |
47500.0 |
¥3.80M |
首仓入场 |
| 2025-11-17 |
跌破离场 |
卖出 |
64.32561 |
47500.0 |
¥3.05M |
|
| 2026-04-09 |
突破买入 |
买入 |
55.05499999999999 |
54600.0 |
¥3.01M |
首仓入场 |
| 2026-06-30 |
跌破离场 |
卖出 |
69.49044 |
54600.0 |
¥3.79M |
|