601169 北京银行 — 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: ¥67.0万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -33.03%）
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 41 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 |
2015-03-10 |
2015-06-23 |
10.613783179999999 |
13.486500000000001 |
¥26.4万 |
+27.03% |
跌破离场 |
| 2 |
2015-09-01 |
2016-01-05 |
9.041741708999998 |
9.87012 |
¥11.1万 |
+9.13% |
跌破离场 |
| 3 |
2016-03-03 |
2016-07-12 |
9.802729936999997 |
8.551440000000001 |
¥-17.5万 |
-12.79% |
跌破离场 |
| 4 |
2016-08-15 |
2016-12-16 |
8.81144264 |
9.88011 |
¥14.5万 |
+12.09% |
跌破离场 |
| 5 |
2017-01-17 |
2017-03-03 |
10.073081018 |
9.84015 |
¥-3.1万 |
-2.34% |
跌破离场 |
| 6 |
2017-06-29 |
2017-07-13 |
9.242001768999998 |
7.602390000000001 |
¥-23.3万 |
-17.77% |
跌破离场 |
| 7 |
2017-11-23 |
2017-12-14 |
7.569830267999998 |
7.302689999999999 |
¥-3.8万 |
-3.56% |
跌破离场 |
| 8 |
2018-01-22 |
2018-02-09 |
7.589856273999999 |
7.20279 |
¥-5.3万 |
-5.13% |
跌破离场 |
| 9 |
2018-09-25 |
2018-10-12 |
5.8976587669999985 |
5.70429 |
¥-3.2万 |
-3.31% |
跌破离场 |
| 10 |
2018-10-31 |
2018-11-26 |
6.178022850999999 |
5.94405 |
¥-3.6万 |
-3.82% |
跌破离场 |
| 11 |
2019-02-11 |
2019-03-26 |
5.957736785 |
6.1438500000000005 |
¥2.8万 |
+3.09% |
跌破离场 |
| 12 |
2019-09-05 |
2019-11-21 |
5.397008616999999 |
5.52447 |
¥2.2万 |
+2.33% |
跌破离场 |
| 13 |
2019-12-18 |
2020-01-17 |
5.6873857039999995 |
5.61438 |
¥-1.3万 |
-1.31% |
跌破离场 |
| 14 |
2020-03-06 |
2020-03-16 |
5.296878586999999 |
5.0949 |
¥-3.6万 |
-3.84% |
跌破离场 |
| 15 |
2020-04-30 |
2020-05-25 |
4.976462490999999 |
4.82517 |
¥-2.8万 |
-3.07% |
跌破离场 |
| 16 |
2020-07-03 |
2020-07-17 |
5.096618526999999 |
4.90509 |
¥-3.4万 |
-3.79% |
跌破离场 |
| 17 |
2020-08-18 |
2020-09-11 |
5.026527505999999 |
4.75524 |
¥-4.7万 |
-5.43% |
跌破离场 |
| 18 |
2021-03-16 |
2021-03-25 |
4.90637147 |
4.75524 |
¥-2.5万 |
-3.11% |
跌破离场 |
| 19 |
2021-05-12 |
2021-07-12 |
4.896358466999999 |
4.86513 |
¥-5,260 |
-0.67% |
跌破离场 |
| 20 |
2021-09-06 |
2021-09-23 |
4.455786335 |
4.38561 |
¥-1.3万 |
-1.60% |
跌破离场 |
| 21 |
2021-12-10 |
2022-01-26 |
4.465799338 |
4.49 |
¥3,924 |
+0.51% |
跌破离场 |
| 22 |
2022-02-09 |
2022-02-24 |
4.656046395 |
4.56543 |
¥-1.5万 |
-1.98% |
跌破离场 |
| 23 |
2022-04-06 |
2022-04-26 |
4.615994382999999 |
4.50549 |
¥-1.8万 |
-2.42% |
跌破离场 |
| 24 |
2022-06-13 |
2022-07-15 |
4.485825343999999 |
4.16583 |
¥-5.3万 |
-7.16% |
跌破离场 |
| 25 |
2022-09-06 |
2022-09-30 |
4.175422250999999 |
4.1058900000000005 |
¥-1.2万 |
-1.69% |
跌破离场 |
| 26 |
2022-11-15 |
2022-12-21 |
4.165409248 |
4.26573 |
¥1.6万 |
+2.38% |
跌破离场 |
| 27 |
2023-03-01 |
2023-05-25 |
4.345643301999999 |
4.65534 |
¥4.9万 |
+7.09% |
跌破离场 |
| 28 |
2023-12-05 |
2023-12-07 |
4.585955374 |
4.4855100000000006 |
¥-1.6万 |
-2.22% |
跌破离场 |
| 29 |
2024-01-05 |
2024-04-15 |
4.6260073859999995 |
5.594399999999999 |
¥15.1万 |
+20.90% |
跌破离场 |
| 30 |
2024-04-19 |
2024-04-29 |
5.807541739999999 |
5.47452 |
¥-5.0万 |
-5.76% |
跌破离场 |
| 31 |
2024-05-23 |
2024-06-06 |
5.8976587669999985 |
5.67432 |
¥-3.1万 |
-3.82% |
跌破离场 |
| 32 |
2024-07-02 |
2024-07-11 |
5.887645763999999 |
5.55444 |
¥-4.5万 |
-5.69% |
跌破离场 |
| 33 |
2024-10-09 |
2024-10-29 |
5.957736785 |
5.68431 |
¥-3.4万 |
-4.62% |
跌破离场 |
| 34 |
2024-12-25 |
2025-01-23 |
6.067879818 |
5.81 |
¥-3.1万 |
-4.28% |
跌破离场 |
| 35 |
2025-04-03 |
2025-04-08 |
6.198048856999999 |
5.894100000000001 |
¥-3.4万 |
-4.93% |
跌破离场 |
| 36 |
2025-05-15 |
2025-07-17 |
6.318204892999999 |
6.87312 |
¥5.7万 |
+8.75% |
跌破离场 |
| 37 |
2025-10-24 |
2025-11-03 |
5.797528737 |
5.584410000000001 |
¥-2.6万 |
-3.70% |
跌破离场 |
| 38 |
2026-06-15 |
2026-06-22 |
5.271581 |
5.004989999999999 |
¥-3.5万 |
-5.09% |
跌破离场 |
| 39 |
2026-07-31 |
2026-08-17 |
5.156696545 |
4.94505 |
¥-2.6万 |
-4.13% |
跌破离场 |
| 40 |
2026-09-01 |
2026-10-23 |
5.336930599 |
5.4945 |
¥1.8万 |
+2.92% |
跌破离场 |
| 41 |
2026-11-03 |
2026-11-13 |
5.877632760999999 |
6.16 |
¥3.0万 |
+4.77% |
强平 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-10 |
突破买入 |
买入 |
10.610599999999998 |
92200.0 |
¥97.9万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
13.486500000000001 |
92200.0 |
¥1.24M |
|
| 2015-09-01 |
突破买入 |
买入 |
9.039029999999999 |
134000.0 |
¥1.21M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
9.87012 |
134000.0 |
¥1.32M |
|
| 2016-03-03 |
突破买入 |
买入 |
9.799789999999998 |
139200.0 |
¥1.36M |
首仓入场 |
| 2016-07-12 |
跌破离场 |
卖出 |
8.551440000000001 |
139200.0 |
¥1.19M |
|
| 2016-08-15 |
突破买入 |
买入 |
8.8088 |
136100.0 |
¥1.20M |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
9.88011 |
136100.0 |
¥1.34M |
|
| 2017-01-17 |
突破买入 |
买入 |
10.07006 |
133300.0 |
¥1.34M |
首仓入场 |
| 2017-03-03 |
跌破离场 |
卖出 |
9.84015 |
133300.0 |
¥1.31M |
|
| 2017-06-29 |
突破买入 |
买入 |
9.23923 |
142000.0 |
¥1.31M |
首仓入场 |
| 2017-07-13 |
跌破离场 |
卖出 |
7.602390000000001 |
142000.0 |
¥1.08M |
|
| 2017-11-23 |
突破买入 |
买入 |
7.5675599999999985 |
142100.0 |
¥1.08M |
首仓入场 |
| 2017-12-14 |
跌破离场 |
卖出 |
7.302689999999999 |
142100.0 |
¥1.04M |
|
| 2018-01-22 |
突破买入 |
买入 |
7.587579999999999 |
136300.0 |
¥1.03M |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
7.20279 |
136300.0 |
¥98.1万 |
|
| 2018-09-25 |
突破买入 |
买入 |
5.895889999999999 |
165700.0 |
¥97.7万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
5.70429 |
165700.0 |
¥94.5万 |
|
| 2018-10-31 |
突破买入 |
买入 |
6.176169999999999 |
154600.0 |
¥95.5万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
5.94405 |
154600.0 |
¥91.9万 |
|
| 2019-02-11 |
突破买入 |
买入 |
5.95595 |
152700.0 |
¥91.0万 |
首仓入场 |
| 2019-03-26 |
跌破离场 |
卖出 |
6.1438500000000005 |
152700.0 |
¥93.8万 |
|
| 2019-09-05 |
突破买入 |
买入 |
5.395389999999999 |
175800.0 |
¥94.9万 |
首仓入场 |
| 2019-11-21 |
跌破离场 |
卖出 |
5.52447 |
175800.0 |
¥97.1万 |
|
| 2019-12-18 |
突破买入 |
买入 |
5.685679999999999 |
169800.0 |
¥96.6万 |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
5.61438 |
169800.0 |
¥95.3万 |
|
| 2020-03-06 |
突破买入 |
买入 |
5.29529 |
178900.0 |
¥94.8万 |
首仓入场 |
| 2020-03-16 |
跌破离场 |
卖出 |
5.0949 |
178900.0 |
¥91.1万 |
|
| 2020-04-30 |
突破买入 |
买入 |
4.974969999999999 |
185200.0 |
¥92.2万 |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
4.82517 |
185200.0 |
¥89.3万 |
|
| 2020-07-03 |
突破买入 |
买入 |
5.095089999999999 |
175300.0 |
¥89.3万 |
首仓入场 |
| 2020-07-17 |
跌破离场 |
卖出 |
4.90509 |
175300.0 |
¥86.0万 |
|
| 2020-08-18 |
突破买入 |
买入 |
5.025019999999999 |
170700.0 |
¥85.8万 |
首仓入场 |
| 2020-09-11 |
跌破离场 |
卖出 |
4.75524 |
170700.0 |
¥81.1万 |
|
| 2021-03-16 |
突破买入 |
买入 |
4.9049 |
165400.0 |
¥81.2万 |
首仓入场 |
| 2021-03-25 |
跌破离场 |
卖出 |
4.75524 |
165400.0 |
¥78.6万 |
|
| 2021-05-12 |
突破买入 |
买入 |
4.894889999999999 |
160900.0 |
¥78.8万 |
首仓入场 |
| 2021-07-12 |
跌破离场 |
卖出 |
4.86513 |
160900.0 |
¥78.3万 |
|
| 2021-09-06 |
突破买入 |
买入 |
4.45445 |
174900.0 |
¥77.9万 |
首仓入场 |
| 2021-09-23 |
跌破离场 |
卖出 |
4.38561 |
174900.0 |
¥76.7万 |
|
| 2021-12-10 |
突破买入 |
买入 |
4.46446 |
171700.0 |
¥76.7万 |
首仓入场 |
| 2022-01-26 |
跌破离场 |
卖出 |
4.49 |
171700.0 |
¥77.1万 |
|
| 2022-02-09 |
突破买入 |
买入 |
4.65465 |
165900.0 |
¥77.2万 |
首仓入场 |
| 2022-02-24 |
跌破离场 |
卖出 |
4.56543 |
165900.0 |
¥75.7万 |
|
| 2022-04-06 |
突破买入 |
买入 |
4.61461 |
163700.0 |
¥75.6万 |
首仓入场 |
| 2022-04-26 |
跌破离场 |
卖出 |
4.50549 |
163700.0 |
¥73.7万 |
|
| 2022-06-13 |
突破买入 |
买入 |
4.48448 |
164000.0 |
¥73.6万 |
首仓入场 |
| 2022-07-15 |
跌破离场 |
卖出 |
4.16583 |
164000.0 |
¥68.3万 |
|
| 2022-09-06 |
突破买入 |
买入 |
4.174169999999999 |
164400.0 |
¥68.6万 |
首仓入场 |
| 2022-09-30 |
跌破离场 |
卖出 |
4.1058900000000005 |
164400.0 |
¥67.5万 |
|
| 2022-11-15 |
突破买入 |
买入 |
4.16416 |
161600.0 |
¥67.3万 |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
4.26573 |
161600.0 |
¥68.9万 |
|
| 2023-03-01 |
突破买入 |
买入 |
4.344339999999999 |
159300.0 |
¥69.2万 |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
4.65534 |
159300.0 |
¥74.1万 |
|
| 2023-12-05 |
突破买入 |
买入 |
4.58458 |
161000.0 |
¥73.8万 |
首仓入场 |
| 2023-12-07 |
跌破离场 |
卖出 |
4.4855100000000006 |
161000.0 |
¥72.2万 |
|
| 2024-01-05 |
突破买入 |
买入 |
4.624619999999999 |
156700.0 |
¥72.5万 |
首仓入场 |
| 2024-04-15 |
跌破离场 |
卖出 |
5.594399999999999 |
156700.0 |
¥87.6万 |
|
| 2024-04-19 |
突破买入 |
买入 |
5.805799999999999 |
150600.0 |
¥87.5万 |
首仓入场 |
| 2024-04-29 |
跌破离场 |
卖出 |
5.47452 |
150600.0 |
¥82.4万 |
|
| 2024-05-23 |
突破买入 |
买入 |
5.895889999999999 |
139800.0 |
¥82.4万 |
首仓入场 |
| 2024-06-06 |
跌破离场 |
卖出 |
5.67432 |
139800.0 |
¥79.3万 |
|
| 2024-07-02 |
突破买入 |
买入 |
5.885879999999999 |
134900.0 |
¥79.4万 |
首仓入场 |
| 2024-07-11 |
跌破离场 |
卖出 |
5.55444 |
134900.0 |
¥74.9万 |
|
| 2024-10-09 |
突破买入 |
买入 |
5.95595 |
123900.0 |
¥73.8万 |
首仓入场 |
| 2024-10-29 |
跌破离场 |
卖出 |
5.68431 |
123900.0 |
¥70.4万 |
|
| 2024-12-25 |
突破买入 |
买入 |
6.066059999999999 |
117800.0 |
¥71.5万 |
首仓入场 |
| 2025-01-23 |
跌破离场 |
卖出 |
5.81 |
117800.0 |
¥68.4万 |
|
| 2025-04-03 |
突破买入 |
买入 |
6.19619 |
109900.0 |
¥68.1万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
5.894100000000001 |
109900.0 |
¥64.8万 |
|
| 2025-05-15 |
突破买入 |
买入 |
6.316309999999999 |
102500.0 |
¥64.8万 |
首仓入场 |
| 2025-07-17 |
跌破离场 |
卖出 |
6.87312 |
102500.0 |
¥70.4万 |
|
| 2025-10-24 |
突破买入 |
买入 |
5.795789999999999 |
121400.0 |
¥70.4万 |
首仓入场 |
| 2025-11-03 |
跌破离场 |
卖出 |
5.584410000000001 |
121400.0 |
¥67.8万 |
|
| 2026-06-15 |
突破买入 |
买入 |
5.27 |
128900.0 |
¥68.0万 |
首仓入场 |
| 2026-06-22 |
跌破离场 |
卖出 |
5.004989999999999 |
128900.0 |
¥64.5万 |
|
| 2026-07-31 |
突破买入 |
买入 |
5.15515 |
123800.0 |
¥63.8万 |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
4.94505 |
123800.0 |
¥61.2万 |
|
| 2026-09-01 |
突破买入 |
买入 |
5.335330000000001 |
115600.0 |
¥61.7万 |
首仓入场 |
| 2026-10-23 |
跌破离场 |
卖出 |
5.4945 |
115600.0 |
¥63.5万 |
|
| 2026-11-03 |
突破买入 |
买入 |
5.875869999999999 |
108500.0 |
¥63.8万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
6.16 |
108500 |
¥66.8万 |
回测结束强平 |