601211 国泰君安 — 海龟交易法则 回测明细
数据区间: 2015-06-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥83.2万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -16.84%）
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 39 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 |
2015-10-19 |
2015-11-30 |
21.12743633 |
22.287689999999998 |
¥5.5万 |
+5.46% |
跌破离场 |
| 2 |
2016-03-22 |
2016-04-29 |
20.12613603 |
18.23175 |
¥-9.7万 |
-9.44% |
跌破离场 |
| 3 |
2016-07-14 |
2016-07-28 |
18.463977532 |
17.69229 |
¥-4.0万 |
-4.21% |
跌破离场 |
| 4 |
2016-08-16 |
2016-09-13 |
19.074770714999996 |
18.07191 |
¥-4.8万 |
-5.29% |
跌破离场 |
| 5 |
2016-11-14 |
2016-12-16 |
18.634198583 |
18.70128 |
¥2,846 |
+0.33% |
跌破离场 |
| 6 |
2017-01-23 |
2017-03-06 |
19.285784 |
18.83115 |
¥-2.1万 |
-2.39% |
跌破离场 |
| 7 |
2017-05-25 |
2017-08-08 |
18.423925519999994 |
20.079900000000002 |
¥7.6万 |
+8.96% |
跌破离场 |
| 8 |
2017-08-29 |
2017-10-18 |
21.638099482999998 |
20.98 |
¥-2.8万 |
-3.07% |
跌破离场 |
| 9 |
2018-01-22 |
2018-02-07 |
20.396487111 |
19.77021 |
¥-2.8万 |
-3.10% |
跌破离场 |
| 10 |
2018-04-25 |
2018-05-18 |
17.682963298 |
17.34 |
¥-1.7万 |
-1.97% |
跌破离场 |
| 11 |
2018-09-25 |
2018-10-10 |
15.019504499999998 |
14.365620000000002 |
¥-3.7万 |
-4.38% |
跌破离场 |
| 12 |
2018-11-19 |
2018-12-19 |
16.150973838999995 |
15.95403 |
¥-1.0万 |
-1.25% |
跌破离场 |
| 13 |
2019-01-07 |
2019-01-23 |
16.691676001 |
16.14384 |
¥-2.6万 |
-3.31% |
跌破离场 |
| 14 |
2019-02-12 |
2019-03-15 |
17.272430174999997 |
19.330650000000002 |
¥9.3万 |
+11.88% |
跌破离场 |
| 15 |
2019-06-25 |
2019-07-09 |
18.193626451 |
17.72226 |
¥-2.3万 |
-2.62% |
跌破离场 |
| 16 |
2019-09-10 |
2019-09-24 |
19.064757711999995 |
18.1818 |
¥-3.9万 |
-4.66% |
跌破离场 |
| 17 |
2019-12-10 |
2020-01-22 |
17.595277 |
18.431549999999998 |
¥3.8万 |
+4.72% |
跌破离场 |
| 18 |
2020-03-06 |
2020-03-17 |
18.734328613 |
16.7832 |
¥-8.7万 |
-10.44% |
跌破离场 |
| 19 |
2020-06-22 |
2020-07-27 |
16.771780024999998 |
18.4815 |
¥7.7万 |
+10.16% |
跌破离场 |
| 20 |
2020-11-10 |
2020-12-09 |
19.134848733 |
18.47151 |
¥-2.9万 |
-3.50% |
跌破离场 |
| 21 |
2021-04-30 |
2021-06-15 |
16.841871045999998 |
16.7832 |
¥-3,020 |
-0.38% |
跌破离场 |
| 22 |
2021-08-19 |
2021-10-13 |
17.672950294999996 |
17.592389999999998 |
¥-3,888 |
-0.49% |
跌破离场 |
| 23 |
2022-01-21 |
2022-02-18 |
18.423925519999994 |
17.282700000000002 |
¥-5.0万 |
-6.22% |
跌破离场 |
| 24 |
2022-06-07 |
2022-07-18 |
14.669049395 |
13.995989999999999 |
¥-3.5万 |
-4.62% |
跌破离场 |
| 25 |
2022-09-13 |
2022-09-19 |
15.139660535999997 |
14.105879999999999 |
¥-4.9万 |
-6.86% |
跌破离场 |
| 26 |
2022-12-06 |
2022-12-16 |
14.408711317 |
14.0 |
¥-1.9万 |
-2.87% |
跌破离场 |
| 27 |
2023-01-17 |
2023-02-09 |
14.238490265999998 |
14.085899999999999 |
¥-7,135 |
-1.10% |
跌破离场 |
| 28 |
2023-03-06 |
2023-03-13 |
14.614382999999998 |
13.97601 |
¥-2.8万 |
-4.40% |
跌破离场 |
| 29 |
2023-04-06 |
2023-04-24 |
15.009491497 |
14.705280000000002 |
¥-1.3万 |
-2.06% |
跌破离场 |
| 30 |
2023-05-08 |
2023-05-23 |
15.570219665 |
14.975010000000001 |
¥-2.3万 |
-3.85% |
跌破离场 |
| 31 |
2023-07-26 |
2023-08-15 |
14.919374470000001 |
15.23475 |
¥1.2万 |
+2.08% |
跌破离场 |
| 32 |
2023-11-02 |
2023-11-30 |
14.91937447 |
14.92 |
¥-152 |
-0.03% |
跌破离场 |
| 33 |
2024-01-26 |
2024-03-08 |
15.049543508999996 |
14.805179999999998 |
¥-9,728 |
-1.65% |
跌破离场 |
| 34 |
2024-06-17 |
2024-07-01 |
14.21846426 |
13.50648 |
¥-2.9万 |
-5.04% |
跌破离场 |
| 35 |
2024-08-01 |
2024-11-25 |
14.358646301999999 |
19.10088 |
¥18.1万 |
+32.99% |
跌破离场 |
| 36 |
2025-05-08 |
2025-06-03 |
17.292456180999995 |
17.35263 |
¥2,314 |
+0.32% |
跌破离场 |
| 37 |
2025-06-06 |
2025-09-04 |
18.443951526 |
19.75023 |
¥5.2万 |
+7.05% |
跌破离场 |
| 38 |
2025-12-09 |
2026-01-16 |
20.326396089999996 |
20.4795 |
¥5,658 |
+0.72% |
跌破离场 |
| 39 |
2026-06-11 |
2026-08-05 |
17.072170114999995 |
17.882099999999998 |
¥3.7万 |
+4.71% |
跌破离场 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-10-19 |
突破买入 |
买入 |
21.1211 |
47300.0 |
¥99.9万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
22.287689999999998 |
47300.0 |
¥1.05M |
|
| 2016-03-22 |
突破买入 |
买入 |
20.1201 |
50900.0 |
¥1.02M |
首仓入场 |
| 2016-04-29 |
跌破离场 |
卖出 |
18.23175 |
50900.0 |
¥92.8万 |
|
| 2016-07-14 |
突破买入 |
买入 |
18.45844 |
51400.0 |
¥94.9万 |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
17.69229 |
51400.0 |
¥90.9万 |
|
| 2016-08-16 |
突破买入 |
买入 |
19.069049999999997 |
47800.0 |
¥91.2万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
18.07191 |
47800.0 |
¥86.4万 |
|
| 2016-11-14 |
突破买入 |
买入 |
18.62861 |
46300.0 |
¥86.3万 |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
18.70128 |
46300.0 |
¥86.6万 |
|
| 2017-01-23 |
突破买入 |
买入 |
19.28 |
45200.0 |
¥87.2万 |
首仓入场 |
| 2017-03-06 |
跌破离场 |
卖出 |
18.83115 |
45200.0 |
¥85.1万 |
|
| 2017-05-25 |
突破买入 |
买入 |
18.418399999999995 |
45800.0 |
¥84.4万 |
首仓入场 |
| 2017-08-08 |
跌破离场 |
卖出 |
20.079900000000002 |
45800.0 |
¥91.9万 |
|
| 2017-08-29 |
突破买入 |
买入 |
21.63161 |
42500.0 |
¥92.0万 |
首仓入场 |
| 2017-10-18 |
跌破离场 |
卖出 |
20.98 |
42500.0 |
¥89.1万 |
|
| 2018-01-22 |
突破买入 |
买入 |
20.390369999999997 |
43800.0 |
¥89.3万 |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
19.77021 |
43800.0 |
¥86.6万 |
|
| 2018-04-25 |
突破买入 |
买入 |
17.67766 |
48800.0 |
¥86.3万 |
首仓入场 |
| 2018-05-18 |
跌破离场 |
卖出 |
17.34 |
48800.0 |
¥84.6万 |
|
| 2018-09-25 |
突破买入 |
买入 |
15.014999999999999 |
56200.0 |
¥84.4万 |
首仓入场 |
| 2018-10-10 |
跌破离场 |
卖出 |
14.365620000000002 |
56200.0 |
¥80.7万 |
|
| 2018-11-19 |
突破买入 |
买入 |
16.146129999999996 |
50500.0 |
¥81.6万 |
首仓入场 |
| 2018-12-19 |
跌破离场 |
卖出 |
15.95403 |
50500.0 |
¥80.5万 |
|
| 2019-01-07 |
突破买入 |
买入 |
16.68667 |
47900.0 |
¥80.0万 |
首仓入场 |
| 2019-01-23 |
跌破离场 |
卖出 |
16.14384 |
47900.0 |
¥77.3万 |
|
| 2019-02-12 |
突破买入 |
买入 |
17.267249999999997 |
45100.0 |
¥77.9万 |
首仓入场 |
| 2019-03-15 |
跌破离场 |
卖出 |
19.330650000000002 |
45100.0 |
¥87.2万 |
|
| 2019-06-25 |
突破买入 |
买入 |
18.18817 |
47700.0 |
¥86.8万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
17.72226 |
47700.0 |
¥84.5万 |
|
| 2019-09-10 |
突破买入 |
买入 |
19.059039999999996 |
44200.0 |
¥84.3万 |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
18.1818 |
44200.0 |
¥80.3万 |
|
| 2019-12-10 |
突破买入 |
买入 |
17.59 |
46000.0 |
¥80.9万 |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
18.431549999999998 |
46000.0 |
¥84.8万 |
|
| 2020-03-06 |
突破买入 |
买入 |
18.72871 |
44400.0 |
¥83.2万 |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
16.7832 |
44400.0 |
¥74.5万 |
|
| 2020-06-22 |
突破买入 |
买入 |
16.76675 |
45200.0 |
¥75.8万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
18.4815 |
45200.0 |
¥83.5万 |
|
| 2020-11-10 |
突破买入 |
买入 |
19.129109999999997 |
43700.0 |
¥83.6万 |
首仓入场 |
| 2020-12-09 |
跌破离场 |
卖出 |
18.47151 |
43700.0 |
¥80.7万 |
|
| 2021-04-30 |
突破买入 |
买入 |
16.83682 |
47400.0 |
¥79.8万 |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
16.7832 |
47400.0 |
¥79.5万 |
|
| 2021-08-19 |
突破买入 |
买入 |
17.66765 |
45300.0 |
¥80.1万 |
首仓入场 |
| 2021-10-13 |
跌破离场 |
卖出 |
17.592389999999998 |
45300.0 |
¥79.7万 |
|
| 2022-01-21 |
突破买入 |
买入 |
18.418399999999995 |
43200.0 |
¥79.6万 |
首仓入场 |
| 2022-02-18 |
跌破离场 |
卖出 |
17.282700000000002 |
43200.0 |
¥74.6万 |
|
| 2022-06-07 |
突破买入 |
买入 |
14.66465 |
51200.0 |
¥75.1万 |
首仓入场 |
| 2022-07-18 |
跌破离场 |
卖出 |
13.995989999999999 |
51200.0 |
¥71.6万 |
|
| 2022-09-13 |
突破买入 |
买入 |
15.135119999999997 |
47500.0 |
¥71.9万 |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
14.105879999999999 |
47500.0 |
¥67.0万 |
|
| 2022-12-06 |
突破买入 |
买入 |
14.40439 |
46300.0 |
¥66.7万 |
首仓入场 |
| 2022-12-16 |
跌破离场 |
卖出 |
14.0 |
46300.0 |
¥64.8万 |
|
| 2023-01-17 |
突破买入 |
买入 |
14.234219999999997 |
45500.0 |
¥64.8万 |
首仓入场 |
| 2023-02-09 |
跌破离场 |
卖出 |
14.085899999999999 |
45500.0 |
¥64.1万 |
|
| 2023-03-06 |
突破买入 |
买入 |
14.61 |
44000.0 |
¥64.3万 |
首仓入场 |
| 2023-03-13 |
跌破离场 |
卖出 |
13.97601 |
44000.0 |
¥61.5万 |
|
| 2023-04-06 |
突破买入 |
买入 |
15.004990000000001 |
40900.0 |
¥61.4万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
14.705280000000002 |
40900.0 |
¥60.1万 |
|
| 2023-05-08 |
突破买入 |
买入 |
15.56555 |
38600.0 |
¥60.1万 |
首仓入场 |
| 2023-05-23 |
跌破离场 |
卖出 |
14.975010000000001 |
38600.0 |
¥57.8万 |
|
| 2023-07-26 |
突破买入 |
买入 |
14.914900000000001 |
38500.0 |
¥57.4万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
15.23475 |
38500.0 |
¥58.6万 |
|
| 2023-11-02 |
突破买入 |
买入 |
14.914899999999998 |
39500.0 |
¥58.9万 |
首仓入场 |
| 2023-11-30 |
跌破离场 |
卖出 |
14.92 |
39500.0 |
¥58.9万 |
|
| 2024-01-26 |
突破买入 |
买入 |
15.045029999999995 |
39100.0 |
¥58.8万 |
首仓入场 |
| 2024-03-08 |
跌破离场 |
卖出 |
14.805179999999998 |
39100.0 |
¥57.9万 |
|
| 2024-06-17 |
突破买入 |
买入 |
14.214199999999998 |
40100.0 |
¥57.0万 |
首仓入场 |
| 2024-07-01 |
跌破离场 |
卖出 |
13.50648 |
40100.0 |
¥54.1万 |
|
| 2024-08-01 |
突破买入 |
买入 |
14.354339999999999 |
38300.0 |
¥55.0万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
19.10088 |
38300.0 |
¥73.1万 |
|
| 2025-05-08 |
突破买入 |
买入 |
17.287269999999996 |
42100.0 |
¥72.8万 |
首仓入场 |
| 2025-06-03 |
跌破离场 |
卖出 |
17.35263 |
42100.0 |
¥73.0万 |
|
| 2025-06-06 |
突破买入 |
买入 |
18.43842 |
39800.0 |
¥73.4万 |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
19.75023 |
39800.0 |
¥78.6万 |
|
| 2025-12-09 |
突破买入 |
买入 |
20.3203 |
38500.0 |
¥78.3万 |
首仓入场 |
| 2026-01-16 |
跌破离场 |
卖出 |
20.4795 |
38500.0 |
¥78.8万 |
|
| 2026-06-11 |
突破买入 |
买入 |
17.06705 |
46400.0 |
¥79.2万 |
首仓入场 |
| 2026-08-05 |
跌破离场 |
卖出 |
17.882099999999998 |
46400.0 |
¥82.9万 |
|