601238 广汽集团 — 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: ¥20.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -79.74%）
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 42 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 |
2015-03-03 |
2015-07-09 |
8.662598000000001 |
11.03 |
¥27.1万 |
+27.29% |
跌破离场 |
| 2 |
2015-07-27 |
2015-08-25 |
18.804419634 |
15.62 |
¥-21.0万 |
-16.96% |
跌破离场 |
| 3 |
2015-10-13 |
2015-11-27 |
20.596177 |
21.778200000000002 |
¥6.0万 |
+5.71% |
跌破离场 |
| 4 |
2015-12-24 |
2016-01-05 |
24.531857349999992 |
20.009970000000003 |
¥-20.6万 |
-18.46% |
跌破离场 |
| 5 |
2016-04-01 |
2016-06-14 |
20.456565128999998 |
22.06791 |
¥7.1万 |
+7.84% |
跌破离场 |
| 6 |
2016-07-08 |
2016-09-02 |
24.031207199999997 |
22.06791 |
¥-7.8万 |
-8.20% |
跌破离场 |
| 7 |
2016-11-07 |
2016-12-06 |
24.732117409999994 |
23.9 |
¥-3.1万 |
-3.39% |
跌破离场 |
| 8 |
2017-01-16 |
2017-04-11 |
24.331597289999998 |
25.35462 |
¥3.6万 |
+4.17% |
跌破离场 |
| 9 |
2017-05-08 |
2017-05-24 |
26.614561973999994 |
24.975 |
¥-5.6万 |
-6.19% |
跌破离场 |
| 10 |
2017-06-12 |
2017-06-30 |
27.285433174999998 |
25.8741 |
¥-4.5万 |
-5.20% |
跌破离场 |
| 11 |
2017-09-12 |
2017-11-03 |
27.0351081 |
27.22275 |
¥5,312 |
+0.66% |
跌破离场 |
| 12 |
2018-01-04 |
2018-01-16 |
25.337598999999997 |
24.28569 |
¥-3.4万 |
-4.18% |
跌破离场 |
| 13 |
2018-03-13 |
2018-03-26 |
22.879711855 |
20.969009999999997 |
¥-6.6万 |
-8.38% |
跌破离场 |
| 14 |
2018-06-06 |
2018-06-13 |
19.305069784 |
13.4865 |
¥-21.5万 |
-30.16% |
跌破离场 |
| 15 |
2018-10-08 |
2018-11-21 |
10.80324 |
10.24974 |
¥-2.5万 |
-5.15% |
跌破离场 |
| 16 |
2019-02-14 |
2019-03-15 |
11.41482342 |
11.53 |
¥4,670 |
+0.98% |
跌破离场 |
| 17 |
2019-04-08 |
2019-04-30 |
13.086994920999999 |
12.57741 |
¥-1.9万 |
-3.92% |
跌破离场 |
| 18 |
2019-07-03 |
2019-08-06 |
11.394797414 |
10.4895 |
¥-3.7万 |
-7.97% |
跌破离场 |
| 19 |
2019-09-10 |
2019-10-25 |
12.195837653999998 |
12.03795 |
¥-5,620 |
-1.32% |
跌破离场 |
| 20 |
2020-01-06 |
2020-01-20 |
12.11573363 |
11.538450000000001 |
¥-2.0万 |
-4.79% |
跌破离场 |
| 21 |
2020-03-16 |
2020-03-20 |
12.195837654 |
10.93905 |
¥-4.1万 |
-10.33% |
跌破离场 |
| 22 |
2020-07-31 |
2020-08-27 |
10.854095251999997 |
10.32966 |
¥-1.7万 |
-4.86% |
跌破离场 |
| 23 |
2020-09-18 |
2020-09-28 |
10.874121257999999 |
9.620370000000001 |
¥-3.9万 |
-11.56% |
跌破离场 |
| 24 |
2020-10-22 |
2020-12-08 |
11.464888434999997 |
12.957030000000003 |
¥3.9万 |
+12.98% |
跌破离场 |
| 25 |
2021-05-20 |
2021-06-10 |
12.566318765000002 |
11.298689999999999 |
¥-3.4万 |
-10.11% |
跌破离场 |
| 26 |
2021-07-06 |
2021-07-29 |
13.507541047 |
13.286700000000002 |
¥-5,104 |
-1.66% |
跌破离场 |
| 27 |
2021-08-13 |
2021-09-17 |
15.430037622999997 |
17.25273 |
¥3.6万 |
+11.78% |
跌破离场 |
| 28 |
2022-04-11 |
2022-04-27 |
11.705200506999997 |
10.53945 |
¥-3.3万 |
-9.99% |
跌破离场 |
| 29 |
2022-05-16 |
2022-06-30 |
13.587645070999995 |
15.484499999999999 |
¥4.2万 |
+13.93% |
跌破离场 |
| 30 |
2023-01-31 |
2023-02-17 |
11.685174500999999 |
11.43855 |
¥-7,402 |
-2.14% |
跌破离场 |
| 31 |
2023-06-16 |
2023-08-15 |
10.513653149999998 |
10.889100000000001 |
¥1.2万 |
+3.54% |
跌破离场 |
| 32 |
2023-10-30 |
2023-11-13 |
10.383113999999999 |
9.8901 |
¥-1.7万 |
-4.78% |
跌破离场 |
| 33 |
2023-11-29 |
2023-12-06 |
10.183054 |
9.52047 |
¥-2.2万 |
-6.53% |
跌破离场 |
| 34 |
2024-02-27 |
2024-03-28 |
8.871520657999998 |
8.601389999999999 |
¥-9,627 |
-3.07% |
跌破离场 |
| 35 |
2024-08-01 |
2024-08-13 |
8.240701469 |
7.54245 |
¥-2.6万 |
-8.50% |
跌破离场 |
| 36 |
2024-09-26 |
2024-11-27 |
7.730038315999999 |
8.48151 |
¥2.7万 |
+9.69% |
跌破离场 |
| 37 |
2024-12-04 |
2024-12-24 |
10.463588134999998 |
9.35064 |
¥-3.2万 |
-10.66% |
跌破离场 |
| 38 |
2025-02-11 |
2025-03-03 |
9.302079786999998 |
8.7912 |
¥-1.5万 |
-5.52% |
跌破离场 |
| 39 |
2025-08-21 |
2025-09-24 |
7.850194352 |
7.54245 |
¥-1.0万 |
-3.95% |
跌破离场 |
| 40 |
2025-11-26 |
2025-12-16 |
8.531078555999999 |
8.3916 |
¥-4,132 |
-1.66% |
跌破离场 |
| 41 |
2026-07-30 |
2026-08-14 |
5.366969608 |
5.14485 |
¥-1.0万 |
-4.17% |
跌破离场 |
| 42 |
2026-10-08 |
2026-10-15 |
5.687385703999999 |
4.88511 |
¥-3.2万 |
-14.13% |
跌破离场 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-03 |
突破买入 |
买入 |
8.66 |
114800.0 |
¥99.4万 |
首仓入场 |
| 2015-07-09 |
跌破离场 |
卖出 |
11.03 |
114800.0 |
¥1.27M |
|
| 2015-07-27 |
突破买入 |
买入 |
18.79878 |
66000.0 |
¥1.24M |
首仓入场 |
| 2015-08-25 |
跌破离场 |
卖出 |
15.62 |
66000.0 |
¥1.03M |
|
| 2015-10-13 |
突破买入 |
买入 |
20.59 |
51100.0 |
¥1.05M |
首仓入场 |
| 2015-11-27 |
跌破离场 |
卖出 |
21.778200000000002 |
51100.0 |
¥1.11M |
|
| 2015-12-24 |
突破买入 |
买入 |
24.524499999999993 |
45600.0 |
¥1.12M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
20.009970000000003 |
45600.0 |
¥91.2万 |
|
| 2016-04-01 |
突破买入 |
买入 |
20.450429999999997 |
44200.0 |
¥90.4万 |
首仓入场 |
| 2016-06-14 |
跌破离场 |
卖出 |
22.06791 |
44200.0 |
¥97.5万 |
|
| 2016-07-08 |
突破买入 |
买入 |
24.023999999999997 |
39500.0 |
¥94.9万 |
首仓入场 |
| 2016-09-02 |
跌破离场 |
卖出 |
22.06791 |
39500.0 |
¥87.1万 |
|
| 2016-11-07 |
突破买入 |
买入 |
24.724699999999995 |
36400.0 |
¥90.0万 |
首仓入场 |
| 2016-12-06 |
跌破离场 |
卖出 |
23.9 |
36400.0 |
¥87.0万 |
|
| 2017-01-16 |
突破买入 |
买入 |
24.324299999999997 |
35900.0 |
¥87.4万 |
首仓入场 |
| 2017-04-11 |
跌破离场 |
卖出 |
25.35462 |
35900.0 |
¥91.0万 |
|
| 2017-05-08 |
突破买入 |
买入 |
26.606579999999994 |
34000.0 |
¥90.5万 |
首仓入场 |
| 2017-05-24 |
跌破离场 |
卖出 |
24.975 |
34000.0 |
¥84.9万 |
|
| 2017-06-12 |
突破买入 |
买入 |
27.27725 |
31400.0 |
¥85.7万 |
首仓入场 |
| 2017-06-30 |
跌破离场 |
卖出 |
25.8741 |
31400.0 |
¥81.2万 |
|
| 2017-09-12 |
突破买入 |
买入 |
27.026999999999997 |
29600.0 |
¥80.0万 |
首仓入场 |
| 2017-11-03 |
跌破离场 |
卖出 |
27.22275 |
29600.0 |
¥80.6万 |
|
| 2018-01-04 |
突破买入 |
买入 |
25.33 |
32200.0 |
¥81.6万 |
首仓入场 |
| 2018-01-16 |
跌破离场 |
卖出 |
24.28569 |
32200.0 |
¥78.2万 |
|
| 2018-03-13 |
突破买入 |
买入 |
22.87285 |
34200.0 |
¥78.2万 |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
20.969009999999997 |
34200.0 |
¥71.7万 |
|
| 2018-06-06 |
突破买入 |
买入 |
19.29928 |
37000.0 |
¥71.4万 |
首仓入场 |
| 2018-06-13 |
跌破离场 |
卖出 |
13.4865 |
37000.0 |
¥49.9万 |
|
| 2018-10-08 |
突破买入 |
买入 |
10.8 |
45300.0 |
¥48.9万 |
首仓入场 |
| 2018-11-21 |
跌破离场 |
卖出 |
10.24974 |
45300.0 |
¥46.4万 |
|
| 2019-02-14 |
突破买入 |
买入 |
11.411399999999999 |
41800.0 |
¥47.7万 |
首仓入场 |
| 2019-03-15 |
跌破离场 |
卖出 |
11.53 |
41800.0 |
¥48.2万 |
|
| 2019-04-08 |
突破买入 |
买入 |
13.08307 |
36800.0 |
¥48.2万 |
首仓入场 |
| 2019-04-30 |
跌破离场 |
卖出 |
12.57741 |
36800.0 |
¥46.3万 |
|
| 2019-07-03 |
突破买入 |
买入 |
11.39138 |
40400.0 |
¥46.0万 |
首仓入场 |
| 2019-08-06 |
跌破离场 |
卖出 |
10.4895 |
40400.0 |
¥42.4万 |
|
| 2019-09-10 |
突破买入 |
买入 |
12.192179999999999 |
34800.0 |
¥42.4万 |
首仓入场 |
| 2019-10-25 |
跌破离场 |
卖出 |
12.03795 |
34800.0 |
¥41.9万 |
|
| 2020-01-06 |
突破买入 |
买入 |
12.112099999999998 |
34200.0 |
¥41.4万 |
首仓入场 |
| 2020-01-20 |
跌破离场 |
卖出 |
11.538450000000001 |
34200.0 |
¥39.4万 |
|
| 2020-03-16 |
突破买入 |
买入 |
12.192179999999999 |
32600.0 |
¥39.8万 |
首仓入场 |
| 2020-03-20 |
跌破离场 |
卖出 |
10.93905 |
32600.0 |
¥35.7万 |
|
| 2020-07-31 |
突破买入 |
买入 |
10.850839999999998 |
33000.0 |
¥35.8万 |
首仓入场 |
| 2020-08-27 |
跌破离场 |
卖出 |
10.32966 |
33000.0 |
¥34.1万 |
|
| 2020-09-18 |
突破买入 |
买入 |
10.870859999999999 |
31400.0 |
¥34.1万 |
首仓入场 |
| 2020-09-28 |
跌破离场 |
卖出 |
9.620370000000001 |
31400.0 |
¥30.2万 |
|
| 2020-10-22 |
突破买入 |
买入 |
11.461449999999997 |
26400.0 |
¥30.3万 |
首仓入场 |
| 2020-12-08 |
跌破离场 |
卖出 |
12.957030000000003 |
26400.0 |
¥34.2万 |
|
| 2021-05-20 |
突破买入 |
买入 |
12.562550000000002 |
26700.0 |
¥33.6万 |
首仓入场 |
| 2021-06-10 |
跌破离场 |
卖出 |
11.298689999999999 |
26700.0 |
¥30.2万 |
|
| 2021-07-06 |
突破买入 |
买入 |
13.50349 |
22700.0 |
¥30.7万 |
首仓入场 |
| 2021-07-29 |
跌破离场 |
卖出 |
13.286700000000002 |
22700.0 |
¥30.2万 |
|
| 2021-08-13 |
突破买入 |
买入 |
15.425409999999998 |
19600.0 |
¥30.2万 |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
17.25273 |
19600.0 |
¥33.8万 |
|
| 2022-04-11 |
突破买入 |
买入 |
11.701689999999997 |
28600.0 |
¥33.5万 |
首仓入场 |
| 2022-04-27 |
跌破离场 |
卖出 |
10.53945 |
28600.0 |
¥30.1万 |
|
| 2022-05-16 |
突破买入 |
买入 |
13.583569999999996 |
22400.0 |
¥30.4万 |
首仓入场 |
| 2022-06-30 |
跌破离场 |
卖出 |
15.484499999999999 |
22400.0 |
¥34.7万 |
|
| 2023-01-31 |
突破买入 |
买入 |
11.681669999999999 |
29600.0 |
¥34.6万 |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
11.43855 |
29600.0 |
¥33.8万 |
|
| 2023-06-16 |
突破买入 |
买入 |
10.510499999999999 |
32100.0 |
¥33.7万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
10.889100000000001 |
32100.0 |
¥34.9万 |
|
| 2023-10-30 |
突破买入 |
买入 |
10.38 |
33700.0 |
¥35.0万 |
首仓入场 |
| 2023-11-13 |
跌破离场 |
卖出 |
9.8901 |
33700.0 |
¥33.3万 |
|
| 2023-11-29 |
突破买入 |
买入 |
10.18 |
32600.0 |
¥33.2万 |
首仓入场 |
| 2023-12-06 |
跌破离场 |
卖出 |
9.52047 |
32600.0 |
¥31.0万 |
|
| 2024-02-27 |
突破买入 |
买入 |
8.868859999999998 |
35300.0 |
¥31.3万 |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
8.601389999999999 |
35300.0 |
¥30.4万 |
|
| 2024-08-01 |
突破买入 |
买入 |
8.23823 |
36800.0 |
¥30.3万 |
首仓入场 |
| 2024-08-13 |
跌破离场 |
卖出 |
7.54245 |
36800.0 |
¥27.7万 |
|
| 2024-09-26 |
突破买入 |
买入 |
7.72772 |
36000.0 |
¥27.8万 |
首仓入场 |
| 2024-11-27 |
跌破离场 |
卖出 |
8.48151 |
36000.0 |
¥30.5万 |
|
| 2024-12-04 |
突破买入 |
买入 |
10.460449999999998 |
28500.0 |
¥29.8万 |
首仓入场 |
| 2024-12-24 |
跌破离场 |
卖出 |
9.35064 |
28500.0 |
¥26.6万 |
|
| 2025-02-11 |
突破买入 |
买入 |
9.299289999999997 |
29400.0 |
¥27.3万 |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
8.7912 |
29400.0 |
¥25.8万 |
|
| 2025-08-21 |
突破买入 |
买入 |
7.847839999999999 |
32800.0 |
¥25.7万 |
首仓入场 |
| 2025-09-24 |
跌破离场 |
卖出 |
7.54245 |
32800.0 |
¥24.7万 |
|
| 2025-11-26 |
突破买入 |
买入 |
8.528519999999999 |
29100.0 |
¥24.8万 |
首仓入场 |
| 2025-12-16 |
跌破离场 |
卖出 |
8.3916 |
29100.0 |
¥24.4万 |
|
| 2026-07-30 |
突破买入 |
买入 |
5.36536 |
45400.0 |
¥24.4万 |
首仓入场 |
| 2026-08-14 |
跌破离场 |
卖出 |
5.14485 |
45400.0 |
¥23.4万 |
|
| 2026-10-08 |
突破买入 |
买入 |
5.685679999999999 |
40000.0 |
¥22.7万 |
首仓入场 |
| 2026-10-15 |
跌破离场 |
卖出 |
4.88511 |
40000.0 |
¥19.5万 |
|