601225 陕西煤业 — 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: ¥1.26M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +25.89%）
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 |
2015-03-20 |
2015-06-23 |
7.009102100000001 |
9.950040000000001 |
¥41.9万 |
+41.92% |
跌破离场 |
| 2 |
2015-11-18 |
2015-11-30 |
5.467099637999999 |
4.80519 |
¥-17.0万 |
-12.13% |
跌破离场 |
| 3 |
2016-03-02 |
2016-03-17 |
4.495838347 |
4.23576 |
¥-7.0万 |
-5.81% |
跌破离场 |
| 4 |
2016-04-14 |
2016-05-11 |
4.706111409999999 |
4.40559 |
¥-7.5万 |
-6.41% |
跌破离场 |
| 5 |
2016-06-22 |
2016-07-28 |
4.766189427999999 |
5.94405 |
¥27.2万 |
+24.68% |
跌破离场 |
| 6 |
2016-10-25 |
2016-11-24 |
6.398308917 |
6.21378 |
¥-4.0万 |
-2.91% |
跌破离场 |
| 7 |
2017-01-17 |
2017-04-20 |
5.116644533 |
5.804189999999999 |
¥17.7万 |
+13.40% |
跌破离场 |
| 8 |
2017-06-13 |
2017-08-14 |
6.458386934999999 |
7.5924 |
¥26.4万 |
+17.52% |
跌破离场 |
| 9 |
2017-11-15 |
2017-12-08 |
8.400909516999999 |
7.8021899999999995 |
¥-12.5万 |
-7.15% |
跌破离场 |
| 10 |
2018-01-05 |
2018-02-09 |
8.881533660999997 |
8.86113 |
¥-4,269 |
-0.26% |
跌破离场 |
| 11 |
2018-05-08 |
2018-05-24 |
8.290766483999999 |
7.991999999999999 |
¥-6.0万 |
-3.63% |
跌破离场 |
| 12 |
2018-09-10 |
2018-10-19 |
8.000389397 |
8.15184 |
¥2.9万 |
+1.86% |
跌破离场 |
| 13 |
2019-01-22 |
2019-04-24 |
8.140571438999999 |
9.13086 |
¥19.5万 |
+12.13% |
跌破离场 |
| 14 |
2019-07-03 |
2019-07-12 |
9.542391858999999 |
8.82117 |
¥-13.7万 |
-7.59% |
跌破离场 |
| 15 |
2019-11-27 |
2020-01-16 |
8.761377624999998 |
8.881110000000001 |
¥2.2万 |
+1.34% |
跌破离场 |
| 16 |
2020-09-09 |
2020-12-08 |
8.360857504999998 |
9.94005 |
¥31.6万 |
+18.85% |
跌破离场 |
| 17 |
2021-01-18 |
2021-02-01 |
10.733939216 |
10.139850000000001 |
¥-11.2万 |
-5.56% |
跌破离场 |
| 18 |
2021-02-22 |
2021-03-25 |
12.376071707999998 |
10.51947 |
¥-28.3万 |
-15.03% |
跌破离场 |
| 19 |
2021-04-30 |
2021-05-21 |
11.963588 |
11.31 |
¥-8.8万 |
-5.49% |
跌破离场 |
| 20 |
2021-08-27 |
2021-10-29 |
11.524966453 |
12.52746 |
¥12.8万 |
+8.67% |
跌破离场 |
| 21 |
2021-12-06 |
2021-12-29 |
13.187124950999998 |
12.287700000000001 |
¥-11.2万 |
-6.85% |
跌破离场 |
| 22 |
2022-02-09 |
2022-03-16 |
13.757866121999998 |
13.366620000000001 |
¥-4.4万 |
-2.87% |
跌破离场 |
| 23 |
2022-03-30 |
2022-04-26 |
16.22106486 |
16.183799999999998 |
¥-3,778 |
-0.26% |
跌破离场 |
| 24 |
2022-05-24 |
2022-07-12 |
18.163587442 |
19.68 |
¥12.4万 |
+8.32% |
跌破离场 |
| 25 |
2022-08-15 |
2022-11-01 |
20.977241284999998 |
19.81017 |
¥-9.1万 |
-5.59% |
跌破离场 |
| 26 |
2023-01-12 |
2023-02-07 |
19.585433867999996 |
19.180799999999998 |
¥-3.2万 |
-2.10% |
跌破离场 |
| 27 |
2023-03-31 |
2023-05-24 |
20.396487110999995 |
19.77021 |
¥-4.6万 |
-3.10% |
跌破离场 |
| 28 |
2023-07-04 |
2023-07-13 |
18.534068552999997 |
16.64334 |
¥-14.8万 |
-10.23% |
跌破离场 |
| 29 |
2023-08-29 |
2023-10-12 |
16.992066090999998 |
18.27 |
¥9.7万 |
+7.49% |
跌破离场 |
| 30 |
2023-11-24 |
2024-04-30 |
19.064757711999995 |
24.19578 |
¥37.6万 |
+26.88% |
跌破离场 |
| 31 |
2024-06-13 |
2024-07-01 |
27.796096327999997 |
25.744229999999998 |
¥-13.1万 |
-7.41% |
跌破离场 |
| 32 |
2025-04-17 |
2025-05-06 |
20.446552125999997 |
19.23075 |
¥-9.8万 |
-5.97% |
跌破离场 |
| 33 |
2025-05-22 |
2025-06-13 |
20.927176269999997 |
19.76022 |
¥-8.7万 |
-5.60% |
跌破离场 |
| 34 |
2025-08-08 |
2025-08-29 |
21.968528581999998 |
20.28 |
¥-11.3万 |
-7.71% |
跌破离场 |
| 35 |
2025-10-16 |
2025-11-21 |
21.878411555 |
23.39658 |
¥9.3万 |
+6.91% |
跌破离场 |
| 36 |
2026-02-11 |
2026-04-21 |
23.079971914999998 |
24.52 |
¥8.9万 |
+6.21% |
跌破离场 |
| 37 |
2026-06-02 |
2026-06-16 |
26.804809030999994 |
25.11486 |
¥-9.7万 |
-6.33% |
跌破离场 |
| 38 |
2026-09-01 |
2026-09-21 |
27.505719240999994 |
25.0749 |
¥-12.6万 |
-8.86% |
跌破离场 |
| 39 |
2026-10-12 |
2026-10-26 |
27.045121102999996 |
26.003970000000002 |
¥-5.1万 |
-3.88% |
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 |
|---|
| 2015-03-20 |
突破买入 |
买入 |
7.007 |
142500.0 |
¥99.9万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
9.950040000000001 |
142500.0 |
¥1.42M |
|
| 2015-11-18 |
突破买入 |
买入 |
5.465459999999999 |
255600.0 |
¥1.40M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
4.80519 |
255600.0 |
¥1.23M |
|
| 2016-03-02 |
突破买入 |
买入 |
4.49449 |
268800.0 |
¥1.21M |
首仓入场 |
| 2016-03-17 |
跌破离场 |
卖出 |
4.23576 |
268800.0 |
¥1.14M |
|
| 2016-04-14 |
突破买入 |
买入 |
4.7047 |
249400.0 |
¥1.17M |
首仓入场 |
| 2016-05-11 |
跌破离场 |
卖出 |
4.40559 |
249400.0 |
¥1.10M |
|
| 2016-06-22 |
突破买入 |
买入 |
4.764759999999999 |
231500.0 |
¥1.10M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
5.94405 |
231500.0 |
¥1.38M |
|
| 2016-10-25 |
突破买入 |
买入 |
6.396389999999999 |
214900.0 |
¥1.37M |
首仓入场 |
| 2016-11-24 |
跌破离场 |
卖出 |
6.21378 |
214900.0 |
¥1.33M |
|
| 2017-01-17 |
突破买入 |
买入 |
5.11511 |
257500.0 |
¥1.32M |
首仓入场 |
| 2017-04-20 |
跌破离场 |
卖出 |
5.804189999999999 |
257500.0 |
¥1.49M |
|
| 2017-06-13 |
突破买入 |
买入 |
6.456449999999999 |
232900.0 |
¥1.50M |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
7.5924 |
232900.0 |
¥1.77M |
|
| 2017-11-15 |
突破买入 |
买入 |
8.39839 |
207700.0 |
¥1.74M |
首仓入场 |
| 2017-12-08 |
跌破离场 |
卖出 |
7.8021899999999995 |
207700.0 |
¥1.62M |
|
| 2018-01-05 |
突破买入 |
买入 |
8.878869999999997 |
185100.0 |
¥1.64M |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
8.86113 |
185100.0 |
¥1.64M |
|
| 2018-05-08 |
突破买入 |
买入 |
8.288279999999999 |
198200.0 |
¥1.64M |
首仓入场 |
| 2018-05-24 |
跌破离场 |
卖出 |
7.991999999999999 |
198200.0 |
¥1.58M |
|
| 2018-09-10 |
突破买入 |
买入 |
7.99799 |
196500.0 |
¥1.57M |
首仓入场 |
| 2018-10-19 |
跌破离场 |
卖出 |
8.15184 |
196500.0 |
¥1.60M |
|
| 2019-01-22 |
突破买入 |
买入 |
8.13813 |
197400.0 |
¥1.61M |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
9.13086 |
197400.0 |
¥1.80M |
|
| 2019-07-03 |
突破买入 |
买入 |
9.53953 |
188800.0 |
¥1.80M |
首仓入场 |
| 2019-07-12 |
跌破离场 |
卖出 |
8.82117 |
188800.0 |
¥1.66M |
|
| 2019-11-27 |
突破买入 |
买入 |
8.75875 |
189200.0 |
¥1.66M |
首仓入场 |
| 2020-01-16 |
跌破离场 |
卖出 |
8.881110000000001 |
189200.0 |
¥1.68M |
|
| 2020-09-09 |
突破买入 |
买入 |
8.358349999999998 |
200600.0 |
¥1.68M |
首仓入场 |
| 2020-12-08 |
跌破离场 |
卖出 |
9.94005 |
200600.0 |
¥1.99M |
|
| 2021-01-18 |
突破买入 |
买入 |
10.73072 |
187100.0 |
¥2.01M |
首仓入场 |
| 2021-02-01 |
跌破离场 |
卖出 |
10.139850000000001 |
187100.0 |
¥1.90M |
|
| 2021-02-22 |
突破买入 |
买入 |
12.372359999999999 |
152000.0 |
¥1.88M |
首仓入场 |
| 2021-03-25 |
跌破离场 |
卖出 |
10.51947 |
152000.0 |
¥1.60M |
|
| 2021-04-30 |
突破买入 |
买入 |
11.96 |
134600.0 |
¥1.61M |
首仓入场 |
| 2021-05-21 |
跌破离场 |
卖出 |
11.31 |
134600.0 |
¥1.52M |
|
| 2021-08-27 |
突破买入 |
买入 |
11.52151 |
128200.0 |
¥1.48M |
首仓入场 |
| 2021-10-29 |
跌破离场 |
卖出 |
12.52746 |
128200.0 |
¥1.61M |
|
| 2021-12-06 |
突破买入 |
买入 |
13.183169999999999 |
124200.0 |
¥1.64M |
首仓入场 |
| 2021-12-29 |
跌破离场 |
卖出 |
12.287700000000001 |
124200.0 |
¥1.53M |
|
| 2022-02-09 |
突破买入 |
买入 |
13.753739999999999 |
112000.0 |
¥1.54M |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
13.366620000000001 |
112000.0 |
¥1.50M |
|
| 2022-03-30 |
突破买入 |
买入 |
16.216199999999997 |
89700.0 |
¥1.46M |
首仓入场 |
| 2022-04-26 |
跌破离场 |
卖出 |
16.183799999999998 |
89700.0 |
¥1.45M |
|
| 2022-05-24 |
突破买入 |
买入 |
18.15814 |
82100.0 |
¥1.49M |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
19.68 |
82100.0 |
¥1.62M |
|
| 2022-08-15 |
突破买入 |
买入 |
20.97095 |
77300.0 |
¥1.62M |
首仓入场 |
| 2022-11-01 |
跌破离场 |
卖出 |
19.81017 |
77300.0 |
¥1.53M |
|
| 2023-01-12 |
突破买入 |
买入 |
19.579559999999997 |
77700.0 |
¥1.52M |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
19.180799999999998 |
77700.0 |
¥1.49M |
|
| 2023-03-31 |
突破买入 |
买入 |
20.390369999999997 |
73300.0 |
¥1.50M |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
19.77021 |
73300.0 |
¥1.45M |
|
| 2023-07-04 |
突破买入 |
买入 |
18.52851 |
78000.0 |
¥1.45M |
首仓入场 |
| 2023-07-13 |
跌破离场 |
卖出 |
16.64334 |
78000.0 |
¥1.30M |
|
| 2023-08-29 |
突破买入 |
买入 |
16.986969999999996 |
76600.0 |
¥1.30M |
首仓入场 |
| 2023-10-12 |
跌破离场 |
卖出 |
18.27 |
76600.0 |
¥1.40M |
|
| 2023-11-24 |
突破买入 |
买入 |
19.059039999999996 |
73300.0 |
¥1.40M |
首仓入场 |
| 2024-04-30 |
跌破离场 |
卖出 |
24.19578 |
73300.0 |
¥1.77M |
|
| 2024-06-13 |
突破买入 |
买入 |
27.78776 |
63700.0 |
¥1.77M |
首仓入场 |
| 2024-07-01 |
跌破离场 |
卖出 |
25.744229999999998 |
63700.0 |
¥1.64M |
|
| 2025-04-17 |
突破买入 |
买入 |
20.44042 |
80000.0 |
¥1.64M |
首仓入场 |
| 2025-05-06 |
跌破离场 |
卖出 |
19.23075 |
80000.0 |
¥1.54M |
|
| 2025-05-22 |
突破买入 |
买入 |
20.920899999999996 |
73800.0 |
¥1.54M |
首仓入场 |
| 2025-06-13 |
跌破离场 |
卖出 |
19.76022 |
73800.0 |
¥1.46M |
|
| 2025-08-08 |
突破买入 |
买入 |
21.96194 |
66400.0 |
¥1.46M |
首仓入场 |
| 2025-08-29 |
跌破离场 |
卖出 |
20.28 |
66400.0 |
¥1.35M |
|
| 2025-10-16 |
突破买入 |
买入 |
21.87185 |
61600.0 |
¥1.35M |
首仓入场 |
| 2025-11-21 |
跌破离场 |
卖出 |
23.39658 |
61600.0 |
¥1.44M |
|
| 2026-02-11 |
突破买入 |
买入 |
23.07305 |
62300.0 |
¥1.44M |
首仓入场 |
| 2026-04-21 |
跌破离场 |
卖出 |
24.52 |
62300.0 |
¥1.53M |
|
| 2026-06-02 |
突破买入 |
买入 |
26.796769999999995 |
57000.0 |
¥1.53M |
首仓入场 |
| 2026-06-16 |
跌破离场 |
卖出 |
25.11486 |
57000.0 |
¥1.43M |
|
| 2026-09-01 |
突破买入 |
买入 |
27.497469999999996 |
51800.0 |
¥1.42M |
首仓入场 |
| 2026-09-21 |
跌破离场 |
卖出 |
25.0749 |
51800.0 |
¥1.30M |
|
| 2026-10-12 |
突破买入 |
买入 |
27.03701 |
48300.0 |
¥1.31M |
首仓入场 |
| 2026-10-26 |
跌破离场 |
卖出 |
26.003970000000002 |
48300.0 |
¥1.26M |
|