601186 中国铁建 — 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: ¥50.6万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -49.45%）
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 35 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 |
14.218464259999998 |
20.45952 |
¥43.1万 |
+43.85% |
跌破离场 |
| 2 |
2015-10-21 |
2015-11-30 |
16.421324919999996 |
13.995989999999997 |
¥-21.2万 |
-14.79% |
跌破离场 |
| 3 |
2016-03-08 |
2016-05-09 |
10.844082249 |
10.16982 |
¥-7.5万 |
-6.25% |
跌破离场 |
| 4 |
2016-08-22 |
2016-09-27 |
9.772690927999998 |
8.91108 |
¥-10.0万 |
-8.84% |
跌破离场 |
| 5 |
2016-10-17 |
2016-12-15 |
9.642521889000001 |
11.43855 |
¥19.3万 |
+18.59% |
跌破离场 |
| 6 |
2017-02-15 |
2017-03-08 |
13.397398013999997 |
12.7 |
¥-6.4万 |
-5.23% |
跌破离场 |
| 7 |
2017-03-27 |
2017-04-25 |
13.547593059 |
13.16682 |
¥-3.3万 |
-2.84% |
跌破离场 |
| 8 |
2017-07-17 |
2017-08-03 |
12.866708854999999 |
12.587399999999999 |
¥-2.5万 |
-2.20% |
跌破离场 |
| 9 |
2017-11-02 |
2017-11-13 |
12.356045702 |
11.80818 |
¥-5.0万 |
-4.46% |
跌破离场 |
| 10 |
2018-01-19 |
2018-02-09 |
11.993597 |
10.889100000000001 |
¥-9.8万 |
-9.24% |
跌破离场 |
| 11 |
2018-07-31 |
2018-09-06 |
10.283354080999999 |
10.019969999999999 |
¥-2.5万 |
-2.59% |
跌破离场 |
| 12 |
2018-10-11 |
2018-10-19 |
11.034329305999997 |
9.99 |
¥-8.7万 |
-9.49% |
跌破离场 |
| 13 |
2018-12-14 |
2018-12-26 |
11.925486572999999 |
10.74924 |
¥-8.3万 |
-9.89% |
跌破离场 |
| 14 |
2019-02-26 |
2019-04-24 |
11.384784411 |
11.46852 |
¥5,436 |
+0.71% |
跌破离场 |
| 15 |
2019-06-12 |
2019-07-09 |
10.153185041999999 |
9.74025 |
¥-3.2万 |
-4.10% |
跌破离场 |
| 16 |
2019-12-18 |
2020-01-17 |
10.083024 |
9.93006 |
¥-1.2万 |
-1.55% |
跌破离场 |
| 17 |
2020-03-04 |
2020-03-19 |
10.463588134999998 |
9.94005 |
¥-3.7万 |
-5.03% |
跌破离场 |
| 18 |
2020-11-12 |
2020-12-09 |
8.632589000000001 |
8.35164 |
¥-2.3万 |
-3.28% |
跌破离场 |
| 19 |
2021-01-15 |
2021-01-29 |
8.410922520000002 |
7.8021899999999995 |
¥-4.8万 |
-7.27% |
跌破离场 |
| 20 |
2021-04-02 |
2021-04-23 |
8.120545432999998 |
7.8921 |
¥-1.8万 |
-2.84% |
跌破离场 |
| 21 |
2021-08-03 |
2021-09-28 |
7.479713240999998 |
8.02 |
¥4.4万 |
+7.19% |
跌破离场 |
| 22 |
2021-12-03 |
2022-02-25 |
7.689986303999998 |
8.091899999999999 |
¥3.4万 |
+5.19% |
跌破离场 |
| 23 |
2022-09-01 |
2022-09-19 |
7.4596872350000005 |
7.24275 |
¥-2.0万 |
-2.94% |
跌破离场 |
| 24 |
2022-11-23 |
2022-12-20 |
7.529778255999998 |
7.92207 |
¥3.5万 |
+5.18% |
跌破离场 |
| 25 |
2023-02-22 |
2023-05-24 |
8.140571439 |
10.07991 |
¥16.6万 |
+23.79% |
跌破离场 |
| 26 |
2023-08-01 |
2023-08-25 |
10.753965222 |
8.80119 |
¥-15.7万 |
-18.18% |
跌破离场 |
| 27 |
2024-01-26 |
2024-03-14 |
8.410922520000002 |
8.211780000000001 |
¥-1.7万 |
-2.40% |
跌破离场 |
| 28 |
2024-04-02 |
2024-04-11 |
8.711312609999998 |
8.221770000000001 |
¥-3.9万 |
-5.65% |
跌破离场 |
| 29 |
2024-05-20 |
2024-05-30 |
9.031728706 |
8.65134 |
¥-2.8万 |
-4.24% |
跌破离场 |
| 30 |
2024-10-09 |
2024-11-25 |
9.352805 |
9.16083 |
¥-1.3万 |
-2.08% |
跌破离场 |
| 31 |
2025-07-09 |
2025-08-01 |
8.180623450999999 |
8.04195 |
¥-1.1万 |
-1.72% |
跌破离场 |
| 32 |
2025-10-13 |
2025-11-19 |
8.030428405999997 |
7.85214 |
¥-1.3万 |
-2.25% |
跌破离场 |
| 33 |
2026-07-24 |
2026-08-12 |
6.558516964999998 |
6.113880000000001 |
¥-4.0万 |
-6.81% |
跌破离场 |
| 34 |
2026-09-11 |
2026-09-16 |
6.151845 |
5.994 |
¥-1.4万 |
-2.60% |
跌破离场 |
| 35 |
2026-10-15 |
2026-11-03 |
6.181854 |
5.83416 |
¥-3.0万 |
-5.65% |
跌破离场 |
逐笔成交记录（共 70 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 |
14.214199999999998 |
69100.0 |
¥98.2万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
20.45952 |
69100.0 |
¥1.41M |
|
| 2015-10-21 |
突破买入 |
买入 |
16.416399999999996 |
87100.0 |
¥1.43M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
13.995989999999997 |
87100.0 |
¥1.22M |
|
| 2016-03-08 |
突破买入 |
买入 |
10.84083 |
110600.0 |
¥1.20M |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
10.16982 |
110600.0 |
¥1.12M |
|
| 2016-08-22 |
突破买入 |
买入 |
9.769759999999998 |
115600.0 |
¥1.13M |
首仓入场 |
| 2016-09-27 |
跌破离场 |
卖出 |
8.91108 |
115600.0 |
¥1.03M |
|
| 2016-10-17 |
突破买入 |
买入 |
9.63963 |
107600.0 |
¥1.04M |
首仓入场 |
| 2016-12-15 |
跌破离场 |
卖出 |
11.43855 |
107600.0 |
¥1.23M |
|
| 2017-02-15 |
突破买入 |
买入 |
13.393379999999997 |
91600.0 |
¥1.23M |
首仓入场 |
| 2017-03-08 |
跌破离场 |
卖出 |
12.7 |
91600.0 |
¥1.16M |
|
| 2017-03-27 |
突破买入 |
买入 |
13.543529999999999 |
85700.0 |
¥1.16M |
首仓入场 |
| 2017-04-25 |
跌破离场 |
卖出 |
13.16682 |
85700.0 |
¥1.13M |
|
| 2017-07-17 |
突破买入 |
买入 |
12.862849999999998 |
88600.0 |
¥1.14M |
首仓入场 |
| 2017-08-03 |
跌破离场 |
卖出 |
12.587399999999999 |
88600.0 |
¥1.11M |
|
| 2017-11-02 |
突破买入 |
买入 |
12.352339999999998 |
90000.0 |
¥1.11M |
首仓入场 |
| 2017-11-13 |
跌破离场 |
卖出 |
11.80818 |
90000.0 |
¥1.06M |
|
| 2018-01-19 |
突破买入 |
买入 |
11.99 |
88400.0 |
¥1.06M |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
10.889100000000001 |
88400.0 |
¥96.2万 |
|
| 2018-07-31 |
突破买入 |
买入 |
10.280269999999998 |
92500.0 |
¥95.1万 |
首仓入场 |
| 2018-09-06 |
跌破离场 |
卖出 |
10.019969999999999 |
92500.0 |
¥92.7万 |
|
| 2018-10-11 |
突破买入 |
买入 |
11.031019999999998 |
82700.0 |
¥91.3万 |
首仓入场 |
| 2018-10-19 |
跌破离场 |
卖出 |
9.99 |
82700.0 |
¥82.6万 |
|
| 2018-12-14 |
突破买入 |
买入 |
11.921909999999999 |
70500.0 |
¥84.1万 |
首仓入场 |
| 2018-12-26 |
跌破离场 |
卖出 |
10.74924 |
70500.0 |
¥75.8万 |
|
| 2019-02-26 |
突破买入 |
买入 |
11.381369999999999 |
67700.0 |
¥77.1万 |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
11.46852 |
67700.0 |
¥77.6万 |
|
| 2019-06-12 |
突破买入 |
买入 |
10.150139999999999 |
76300.0 |
¥77.5万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
9.74025 |
76300.0 |
¥74.3万 |
|
| 2019-12-18 |
突破买入 |
买入 |
10.08 |
73900.0 |
¥74.5万 |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
9.93006 |
73900.0 |
¥73.4万 |
|
| 2020-03-04 |
突破买入 |
买入 |
10.460449999999998 |
69500.0 |
¥72.7万 |
首仓入场 |
| 2020-03-19 |
跌破离场 |
卖出 |
9.94005 |
69500.0 |
¥69.1万 |
|
| 2020-11-12 |
突破买入 |
买入 |
8.63 |
80300.0 |
¥69.3万 |
首仓入场 |
| 2020-12-09 |
跌破离场 |
卖出 |
8.35164 |
80300.0 |
¥67.0万 |
|
| 2021-01-15 |
突破买入 |
买入 |
8.4084 |
79100.0 |
¥66.5万 |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
7.8021899999999995 |
79100.0 |
¥61.7万 |
|
| 2021-04-02 |
突破买入 |
买入 |
8.118109999999998 |
76800.0 |
¥62.4万 |
首仓入场 |
| 2021-04-23 |
跌破离场 |
卖出 |
7.8921 |
76800.0 |
¥60.6万 |
|
| 2021-08-03 |
突破买入 |
买入 |
7.4774699999999985 |
81200.0 |
¥60.7万 |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
8.02 |
81200.0 |
¥65.1万 |
|
| 2021-12-03 |
突破买入 |
买入 |
7.6876799999999985 |
84200.0 |
¥64.7万 |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
8.091899999999999 |
84200.0 |
¥68.1万 |
|
| 2022-09-01 |
突破买入 |
买入 |
7.457450000000001 |
92100.0 |
¥68.7万 |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
7.24275 |
92100.0 |
¥66.7万 |
|
| 2022-11-23 |
突破买入 |
买入 |
7.527519999999999 |
88500.0 |
¥66.6万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
7.92207 |
88500.0 |
¥70.1万 |
|
| 2023-02-22 |
突破买入 |
买入 |
8.13813 |
85500.0 |
¥69.6万 |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
10.07991 |
85500.0 |
¥86.2万 |
|
| 2023-08-01 |
突破买入 |
买入 |
10.750739999999999 |
80300.0 |
¥86.4万 |
首仓入场 |
| 2023-08-25 |
跌破离场 |
卖出 |
8.80119 |
80300.0 |
¥70.7万 |
|
| 2024-01-26 |
突破买入 |
买入 |
8.4084 |
83800.0 |
¥70.5万 |
首仓入场 |
| 2024-03-14 |
跌破离场 |
卖出 |
8.211780000000001 |
83800.0 |
¥68.8万 |
|
| 2024-04-02 |
突破买入 |
买入 |
8.708699999999999 |
79400.0 |
¥69.2万 |
首仓入场 |
| 2024-04-11 |
跌破离场 |
卖出 |
8.221770000000001 |
79400.0 |
¥65.3万 |
|
| 2024-05-20 |
突破买入 |
买入 |
9.02902 |
72400.0 |
¥65.4万 |
首仓入场 |
| 2024-05-30 |
跌破离场 |
卖出 |
8.65134 |
72400.0 |
¥62.6万 |
|
| 2024-10-09 |
突破买入 |
买入 |
9.35 |
65600.0 |
¥61.4万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
9.16083 |
65600.0 |
¥60.1万 |
|
| 2025-07-09 |
突破买入 |
买入 |
8.17817 |
74800.0 |
¥61.2万 |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
8.04195 |
74800.0 |
¥60.1万 |
|
| 2025-10-13 |
突破买入 |
买入 |
8.028019999999998 |
73800.0 |
¥59.3万 |
首仓入场 |
| 2025-11-19 |
跌破离场 |
卖出 |
7.85214 |
73800.0 |
¥57.9万 |
|
| 2026-07-24 |
突破买入 |
买入 |
6.556549999999999 |
89300.0 |
¥58.6万 |
首仓入场 |
| 2026-08-12 |
跌破离场 |
卖出 |
6.113880000000001 |
89300.0 |
¥54.6万 |
|
| 2026-09-11 |
突破买入 |
买入 |
6.15 |
88900.0 |
¥54.7万 |
首仓入场 |
| 2026-09-16 |
跌破离场 |
卖出 |
5.994 |
88900.0 |
¥53.3万 |
|
| 2026-10-15 |
突破买入 |
买入 |
6.18 |
86000.0 |
¥53.2万 |
首仓入场 |
| 2026-11-03 |
跌破离场 |
卖出 |
5.83416 |
86000.0 |
¥50.2万 |
|