601288 农业银行 — 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: ¥86.7万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -13.34%）
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 38 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 |
2015-03-24 |
2015-05-06 |
3.624707086 |
3.76623 |
¥3.9万 |
+3.87% |
跌破离场 |
| 2 |
2015-06-09 |
2015-06-23 |
4.125357236 |
3.58641 |
¥-13.6万 |
-13.09% |
跌破离场 |
| 3 |
2015-11-10 |
2015-11-30 |
3.3042909899999993 |
3.12687 |
¥-4.8万 |
-5.40% |
跌破离场 |
| 4 |
2016-03-03 |
2016-05-10 |
3.0439529119999995 |
3.05694 |
¥3,371 |
+0.40% |
跌破离场 |
| 5 |
2016-06-01 |
2016-07-08 |
3.190957 |
3.08691 |
¥-2.8万 |
-3.29% |
跌破离场 |
| 6 |
2016-08-12 |
2016-09-13 |
3.164108948 |
3.1468499999999997 |
¥-4,766 |
-0.58% |
跌破离场 |
| 7 |
2016-10-25 |
2016-12-16 |
3.174121950999999 |
3.1468499999999997 |
¥-7,319 |
-0.89% |
跌破离场 |
| 8 |
2017-02-03 |
2017-04-20 |
3.210963 |
3.24675 |
¥8,839 |
+1.08% |
跌破离场 |
| 9 |
2017-04-28 |
2017-08-10 |
3.374382011 |
3.6363600000000003 |
¥6.4万 |
+7.73% |
跌破离场 |
| 10 |
2017-08-28 |
2017-10-27 |
3.9150841729999994 |
3.6863099999999998 |
¥-5.2万 |
-5.87% |
跌破离场 |
| 11 |
2018-01-16 |
2018-02-09 |
4.115344233 |
4.16583 |
¥9,980 |
+1.20% |
跌破离场 |
| 12 |
2018-09-25 |
2018-11-12 |
3.8650191579999995 |
3.6363600000000003 |
¥-4.9万 |
-5.94% |
跌破离场 |
| 13 |
2019-02-14 |
2019-03-26 |
3.7611280000000002 |
3.67632 |
¥-1.8万 |
-2.28% |
跌破离场 |
| 14 |
2019-04-17 |
2019-05-07 |
3.8750321609999996 |
3.66633 |
¥-4.2万 |
-5.41% |
跌破离场 |
| 15 |
2019-06-06 |
2019-06-20 |
3.7811339999999998 |
3.64635 |
¥-2.7万 |
-3.59% |
跌破离场 |
| 16 |
2019-09-16 |
2019-11-12 |
3.5345900589999997 |
3.5664300000000004 |
¥6,185 |
+0.87% |
跌破离场 |
| 17 |
2019-12-23 |
2020-01-17 |
3.7148241129999993 |
3.6063899999999998 |
¥-2.1万 |
-2.95% |
跌破离场 |
| 18 |
2020-03-06 |
2020-03-20 |
3.514564052999999 |
3.3266700000000005 |
¥-3.7万 |
-5.37% |
跌破离场 |
| 19 |
2020-05-06 |
2020-05-25 |
3.4244470259999997 |
3.3766200000000004 |
¥-9,280 |
-1.43% |
跌破离场 |
| 20 |
2021-03-05 |
2021-04-23 |
3.3042909899999993 |
3.2967000000000004 |
¥-1,686 |
-0.26% |
跌破离场 |
| 21 |
2021-06-07 |
2021-06-18 |
3.3243169959999994 |
3.07692 |
¥-4.8万 |
-7.47% |
跌破离场 |
| 22 |
2021-09-02 |
2021-09-23 |
2.9838748939999995 |
2.95704 |
¥-5,547 |
-0.93% |
跌破离场 |
| 23 |
2022-01-06 |
2022-02-25 |
2.9638488880000002 |
2.97702 |
¥2,451 |
+0.41% |
跌破离场 |
| 24 |
2022-03-31 |
2022-06-07 |
3.0539659149999996 |
2.9970000000000003 |
¥-1.1万 |
-1.89% |
跌破离场 |
| 25 |
2022-09-16 |
2022-09-30 |
2.8737318609999996 |
2.83 |
¥-9,072 |
-1.55% |
跌破离场 |
| 26 |
2022-11-28 |
2022-12-21 |
2.860858 |
2.8571399999999993 |
¥-917 |
-0.16% |
跌破离场 |
| 27 |
2023-03-08 |
2023-06-27 |
3.0139139029999997 |
3.45654 |
¥8.4万 |
+14.65% |
跌破离场 |
| 28 |
2023-09-26 |
2023-10-26 |
3.624707086 |
3.54645 |
¥-1.4万 |
-2.19% |
跌破离场 |
| 29 |
2023-12-28 |
2024-03-20 |
3.6947981069999996 |
4.07592 |
¥6.6万 |
+10.28% |
跌破离场 |
| 30 |
2024-04-09 |
2024-06-11 |
4.355656304999999 |
4.255739999999999 |
¥-1.7万 |
-2.32% |
跌破离场 |
| 31 |
2024-07-15 |
2024-09-02 |
4.6059813799999985 |
4.52547 |
¥-1.2万 |
-1.78% |
跌破离场 |
| 32 |
2024-12-04 |
2025-01-14 |
4.896358466999999 |
5.0149799999999995 |
¥1.6万 |
+2.39% |
跌破离场 |
| 33 |
2025-02-17 |
2025-04-08 |
5.206761559999999 |
5.02 |
¥-2.5万 |
-3.62% |
跌破离场 |
| 34 |
2025-04-16 |
2025-09-18 |
5.306891589999999 |
6.943050000000001 |
¥20.7万 |
+30.79% |
跌破离场 |
| 35 |
2025-10-17 |
2025-12-08 |
7.499739247 |
7.812180000000001 |
¥3.6万 |
+4.13% |
跌破离场 |
| 36 |
2026-04-03 |
2026-05-14 |
6.932079 |
6.643350000000001 |
¥-3.8万 |
-4.19% |
跌破离场 |
| 37 |
2026-06-15 |
2026-06-26 |
6.758777025 |
6.24375 |
¥-6.7万 |
-7.65% |
跌破离场 |
| 38 |
2026-07-31 |
2026-11-13 |
6.898959066999999 |
7.37 |
¥5.3万 |
+6.80% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-24 |
突破买入 |
买入 |
3.62362 |
275300.0 |
¥99.8万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
3.76623 |
275300.0 |
¥1.04M |
|
| 2015-06-09 |
突破买入 |
买入 |
4.12412 |
251200.0 |
¥1.04M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
3.58641 |
251200.0 |
¥90.1万 |
|
| 2015-11-10 |
突破买入 |
买入 |
3.3032999999999992 |
270200.0 |
¥89.3万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
3.12687 |
270200.0 |
¥84.5万 |
|
| 2016-03-03 |
突破买入 |
买入 |
3.0430399999999995 |
279300.0 |
¥85.0万 |
首仓入场 |
| 2016-05-10 |
跌破离场 |
卖出 |
3.05694 |
279300.0 |
¥85.4万 |
|
| 2016-06-01 |
突破买入 |
买入 |
3.19 |
268100.0 |
¥85.5万 |
首仓入场 |
| 2016-07-08 |
跌破离场 |
卖出 |
3.08691 |
268100.0 |
¥82.7万 |
|
| 2016-08-12 |
突破买入 |
买入 |
3.16316 |
261800.0 |
¥82.8万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
3.1468499999999997 |
261800.0 |
¥82.4万 |
|
| 2016-10-25 |
突破买入 |
买入 |
3.1731699999999994 |
259400.0 |
¥82.3万 |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
3.1468499999999997 |
259400.0 |
¥81.6万 |
|
| 2017-02-03 |
突破买入 |
买入 |
3.21 |
253900.0 |
¥81.5万 |
首仓入场 |
| 2017-04-20 |
跌破离场 |
卖出 |
3.24675 |
253900.0 |
¥82.4万 |
|
| 2017-04-28 |
突破买入 |
买入 |
3.3733699999999995 |
243800.0 |
¥82.3万 |
首仓入场 |
| 2017-08-10 |
跌破离场 |
卖出 |
3.6363600000000003 |
243800.0 |
¥88.6万 |
|
| 2017-08-28 |
突破买入 |
买入 |
3.9139099999999996 |
226900.0 |
¥88.8万 |
首仓入场 |
| 2017-10-27 |
跌破离场 |
卖出 |
3.6863099999999998 |
226900.0 |
¥83.6万 |
|
| 2018-01-16 |
突破买入 |
买入 |
4.11411 |
202700.0 |
¥83.4万 |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
4.16583 |
202700.0 |
¥84.4万 |
|
| 2018-09-25 |
突破买入 |
买入 |
3.8638599999999994 |
215100.0 |
¥83.1万 |
首仓入场 |
| 2018-11-12 |
跌破离场 |
卖出 |
3.6363600000000003 |
215100.0 |
¥78.2万 |
|
| 2019-02-14 |
突破买入 |
买入 |
3.76 |
211700.0 |
¥79.6万 |
首仓入场 |
| 2019-03-26 |
跌破离场 |
卖出 |
3.67632 |
211700.0 |
¥77.8万 |
|
| 2019-04-17 |
突破买入 |
买入 |
3.8738699999999993 |
200000.0 |
¥77.5万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
3.66633 |
200000.0 |
¥73.3万 |
|
| 2019-06-06 |
突破买入 |
买入 |
3.78 |
195200.0 |
¥73.8万 |
首仓入场 |
| 2019-06-20 |
跌破离场 |
卖出 |
3.64635 |
195200.0 |
¥71.2万 |
|
| 2019-09-16 |
突破买入 |
买入 |
3.5335299999999994 |
201000.0 |
¥71.0万 |
首仓入场 |
| 2019-11-12 |
跌破离场 |
卖出 |
3.5664300000000004 |
201000.0 |
¥71.7万 |
|
| 2019-12-23 |
突破买入 |
买入 |
3.7137099999999994 |
192900.0 |
¥71.7万 |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
3.6063899999999998 |
192900.0 |
¥69.5万 |
|
| 2020-03-06 |
突破买入 |
买入 |
3.5135099999999992 |
197400.0 |
¥69.4万 |
首仓入场 |
| 2020-03-20 |
跌破离场 |
卖出 |
3.3266700000000005 |
197400.0 |
¥65.6万 |
|
| 2020-05-06 |
突破买入 |
买入 |
3.4234199999999997 |
190000.0 |
¥65.1万 |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
3.3766200000000004 |
190000.0 |
¥64.1万 |
|
| 2021-03-05 |
突破买入 |
买入 |
3.3032999999999992 |
196500.0 |
¥64.9万 |
首仓入场 |
| 2021-04-23 |
跌破离场 |
卖出 |
3.2967000000000004 |
196500.0 |
¥64.8万 |
|
| 2021-06-07 |
突破买入 |
买入 |
3.3233199999999994 |
194800.0 |
¥64.8万 |
首仓入场 |
| 2021-06-18 |
跌破离场 |
卖出 |
3.07692 |
194800.0 |
¥59.9万 |
|
| 2021-09-02 |
突破买入 |
买入 |
2.98298 |
200100.0 |
¥59.7万 |
首仓入场 |
| 2021-09-23 |
跌破离场 |
卖出 |
2.95704 |
200100.0 |
¥59.2万 |
|
| 2022-01-06 |
突破买入 |
买入 |
2.96296 |
199600.0 |
¥59.2万 |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
2.97702 |
199600.0 |
¥59.4万 |
|
| 2022-03-31 |
突破买入 |
买入 |
3.0530499999999994 |
195200.0 |
¥59.6万 |
首仓入场 |
| 2022-06-07 |
跌破离场 |
卖出 |
2.9970000000000003 |
195200.0 |
¥58.5万 |
|
| 2022-09-16 |
突破买入 |
买入 |
2.87287 |
203500.0 |
¥58.5万 |
首仓入场 |
| 2022-09-30 |
跌破离场 |
卖出 |
2.83 |
203500.0 |
¥57.6万 |
|
| 2022-11-28 |
突破买入 |
买入 |
2.86 |
200400.0 |
¥57.3万 |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
2.8571399999999993 |
200400.0 |
¥57.2万 |
|
| 2023-03-08 |
突破买入 |
买入 |
3.0130099999999995 |
190700.0 |
¥57.5万 |
首仓入场 |
| 2023-06-27 |
跌破离场 |
卖出 |
3.45654 |
190700.0 |
¥65.9万 |
|
| 2023-09-26 |
突破买入 |
买入 |
3.6236199999999994 |
181800.0 |
¥65.9万 |
首仓入场 |
| 2023-10-26 |
跌破离场 |
卖出 |
3.54645 |
181800.0 |
¥64.5万 |
|
| 2023-12-28 |
突破买入 |
买入 |
3.6936899999999997 |
174400.0 |
¥64.4万 |
首仓入场 |
| 2024-03-20 |
跌破离场 |
卖出 |
4.07592 |
174400.0 |
¥71.1万 |
|
| 2024-04-09 |
突破买入 |
买入 |
4.354349999999999 |
163500.0 |
¥71.2万 |
首仓入场 |
| 2024-06-11 |
跌破离场 |
卖出 |
4.255739999999999 |
163500.0 |
¥69.6万 |
|
| 2024-07-15 |
突破买入 |
买入 |
4.604599999999999 |
150700.0 |
¥69.4万 |
首仓入场 |
| 2024-09-02 |
跌破离场 |
卖出 |
4.52547 |
150700.0 |
¥68.2万 |
|
| 2024-12-04 |
突破买入 |
买入 |
4.894889999999999 |
139200.0 |
¥68.2万 |
首仓入场 |
| 2025-01-14 |
跌破离场 |
卖出 |
5.0149799999999995 |
139200.0 |
¥69.8万 |
|
| 2025-02-17 |
突破买入 |
买入 |
5.2052 |
133800.0 |
¥69.7万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
5.02 |
133800.0 |
¥67.1万 |
|
| 2025-04-16 |
突破买入 |
买入 |
5.305299999999999 |
126800.0 |
¥67.3万 |
首仓入场 |
| 2025-09-18 |
跌破离场 |
卖出 |
6.943050000000001 |
126800.0 |
¥88.0万 |
|
| 2025-10-17 |
突破买入 |
买入 |
7.497489999999999 |
117300.0 |
¥88.0万 |
首仓入场 |
| 2025-12-08 |
跌破离场 |
卖出 |
7.812180000000001 |
117300.0 |
¥91.6万 |
|
| 2026-04-03 |
突破买入 |
买入 |
6.93 |
132200.0 |
¥91.6万 |
首仓入场 |
| 2026-05-14 |
跌破离场 |
卖出 |
6.643350000000001 |
132200.0 |
¥87.8万 |
|
| 2026-06-15 |
突破买入 |
买入 |
6.756749999999999 |
128900.0 |
¥87.1万 |
首仓入场 |
| 2026-06-26 |
跌破离场 |
卖出 |
6.24375 |
128900.0 |
¥80.5万 |
|
| 2026-07-31 |
突破买入 |
买入 |
6.89689 |
113900.0 |
¥78.6万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
7.37 |
113900 |
¥83.9万 |
回测结束强平 |