601318 中国平安 — 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: ¥1.50M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +50.07%）
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 |
2015-03-19 |
2015-05-18 |
76.773025 |
83.71620000000001 |
¥8.9万 |
+9.01% |
跌破离场 |
| 2 |
2015-09-23 |
2015-11-30 |
31.330686386999997 |
33.65631 |
¥7.9万 |
+7.39% |
跌破离场 |
| 3 |
2015-12-22 |
2016-01-05 |
36.897916054999996 |
33.64632 |
¥-10.3万 |
-8.84% |
跌破离场 |
| 4 |
2016-03-17 |
2016-05-09 |
32.141739630000004 |
31.358610000000002 |
¥-2.6万 |
-2.47% |
跌破离场 |
| 5 |
2016-06-01 |
2016-09-29 |
32.73250680699999 |
34.21575 |
¥4.7万 |
+4.50% |
跌破离场 |
| 6 |
2016-11-02 |
2016-12-16 |
34.935367467000006 |
35.42454 |
¥1.5万 |
+1.37% |
跌破离场 |
| 7 |
2017-01-17 |
2017-03-02 |
36.11690182099999 |
36.30366 |
¥5,311 |
+0.49% |
跌破离场 |
| 8 |
2017-04-27 |
2017-08-11 |
37.538748247 |
50.149800000000006 |
¥36.9万 |
+33.55% |
跌破离场 |
| 9 |
2017-08-23 |
2017-09-12 |
55.08152950299999 |
54.42552 |
¥-1.8万 |
-1.22% |
跌破离场 |
| 10 |
2017-10-13 |
2017-12-04 |
56.98400007299999 |
67.5324 |
¥26.7万 |
+18.48% |
跌破离场 |
| 11 |
2018-01-16 |
2018-01-30 |
77.781007304 |
72.8271 |
¥-11.0万 |
-6.40% |
跌破离场 |
| 12 |
2018-03-20 |
2018-03-29 |
73.19505192999999 |
65.35458 |
¥-17.1万 |
-10.74% |
跌破离场 |
| 13 |
2018-08-28 |
2018-09-13 |
63.859152 |
61.71822 |
¥-4.9万 |
-3.38% |
跌破离场 |
| 14 |
2018-09-20 |
2018-10-12 |
65.28477955999999 |
62.4375 |
¥-6.1万 |
-4.39% |
跌破离场 |
| 15 |
2019-01-22 |
2019-05-07 |
60.65819200000001 |
81.69822 |
¥45.8万 |
+34.65% |
跌破离场 |
| 16 |
2019-06-12 |
2019-08-05 |
81.20545433 |
84.97494 |
¥8.2万 |
+4.61% |
跌破离场 |
| 17 |
2019-09-16 |
2019-10-08 |
92.357699 |
87.1 |
¥-10.7万 |
-5.72% |
跌破离场 |
| 18 |
2020-04-21 |
2020-05-25 |
73.14498691499999 |
69.93 |
¥-7.7万 |
-4.42% |
跌破离场 |
| 19 |
2020-06-09 |
2020-06-24 |
76.829772019 |
72.17775 |
¥-10.2万 |
-6.08% |
跌破离场 |
| 20 |
2020-09-21 |
2020-09-30 |
83.00779487 |
76.82310000000001 |
¥-11.8万 |
-7.48% |
跌破离场 |
| 21 |
2020-11-19 |
2020-12-14 |
85.31078555999999 |
86.56335 |
¥2.1万 |
+1.44% |
跌破离场 |
| 22 |
2021-02-26 |
2021-03-18 |
85.91156573999999 |
82.2177 |
¥-6.3万 |
-4.33% |
跌破离场 |
| 23 |
2021-10-12 |
2021-11-01 |
52.11768061499999 |
48.95099999999999 |
¥-8.6万 |
-6.10% |
跌破离场 |
| 24 |
2021-12-10 |
2022-02-07 |
51.06631529999999 |
51.28866 |
¥5,381 |
+0.41% |
跌破离场 |
| 25 |
2022-02-11 |
2022-02-25 |
54.42067130499999 |
51.64830000000001 |
¥-6.9万 |
-5.12% |
跌破离场 |
| 26 |
2022-06-15 |
2022-07-08 |
45.05851349999999 |
45.86409 |
¥2.2万 |
+1.76% |
跌破离场 |
| 27 |
2022-09-01 |
2022-09-23 |
43.65669308 |
42.41 |
¥-3.7万 |
-2.88% |
跌破离场 |
| 28 |
2022-11-30 |
2022-12-21 |
44.87827944599999 |
45.0549 |
¥4,583 |
+0.36% |
跌破离场 |
| 29 |
2023-01-09 |
2023-02-06 |
50.065015 |
48.7512 |
¥-3.4万 |
-2.65% |
跌破离场 |
| 30 |
2023-04-18 |
2023-05-24 |
47.261374159999995 |
49.81014 |
¥6.5万 |
+5.36% |
跌破离场 |
| 31 |
2023-07-26 |
2023-08-14 |
49.243948753999994 |
48.28 |
¥-2.6万 |
-1.99% |
跌破离场 |
| 32 |
2024-01-26 |
2024-03-20 |
41.103377314999996 |
41.70825 |
¥1.8万 |
+1.44% |
跌破离场 |
| 33 |
2024-04-29 |
2024-06-07 |
41.55396244999999 |
42.55740000000001 |
¥3.1万 |
+2.38% |
跌破离场 |
| 34 |
2024-07-22 |
2024-11-18 |
43.15604292999999 |
56.0439 |
¥39.4万 |
+29.82% |
跌破离场 |
| 35 |
2025-03-17 |
2025-04-08 |
53.53952704099999 |
48.50145 |
¥-16.1万 |
-9.44% |
跌破离场 |
| 36 |
2025-05-09 |
2025-06-20 |
51.977498572999984 |
53.19 |
¥3.6万 |
+2.30% |
跌破离场 |
| 37 |
2025-06-25 |
2025-09-17 |
56.87385703999999 |
56.60334 |
¥-8,021 |
-0.51% |
跌破离场 |
| 38 |
2025-11-14 |
2025-11-25 |
60.929123255 |
58.62132 |
¥-6.0万 |
-3.82% |
跌破离场 |
| 39 |
2025-12-09 |
2026-01-13 |
63.482439019999994 |
67.78 |
¥10.2万 |
+6.74% |
跌破离场 |
| 40 |
2026-07-31 |
2026-08-12 |
54.98139947299999 |
52.4475 |
¥-7.4万 |
-4.64% |
跌破离场 |
| 41 |
2026-08-27 |
2026-09-14 |
55.952660764 |
54.72522 |
¥-3.4万 |
-2.22% |
跌破离场 |
| 42 |
2026-11-04 |
2026-11-13 |
54.37060628999999 |
53.8 |
¥-1.6万 |
-1.08% |
强平 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
突破买入 |
买入 |
76.75 |
12800.0 |
¥98.3万 |
首仓入场 |
| 2015-05-18 |
跌破离场 |
卖出 |
83.71620000000001 |
12800.0 |
¥1.07M |
|
| 2015-09-23 |
突破买入 |
买入 |
31.321289999999994 |
34100.0 |
¥1.07M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
33.65631 |
34100.0 |
¥1.15M |
|
| 2015-12-22 |
突破买入 |
买入 |
36.886849999999995 |
31500.0 |
¥1.16M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
33.64632 |
31500.0 |
¥1.06M |
|
| 2016-03-17 |
突破买入 |
买入 |
32.1321 |
33000.0 |
¥1.06M |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
31.358610000000002 |
33000.0 |
¥1.03M |
|
| 2016-06-01 |
突破买入 |
买入 |
32.72268999999999 |
31600.0 |
¥1.03M |
首仓入场 |
| 2016-09-29 |
跌破离场 |
卖出 |
34.21575 |
31600.0 |
¥1.08M |
|
| 2016-11-02 |
突破买入 |
买入 |
34.92489 |
30800.0 |
¥1.08M |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
35.42454 |
30800.0 |
¥1.09M |
|
| 2017-01-17 |
突破买入 |
买入 |
36.106069999999995 |
30200.0 |
¥1.09M |
首仓入场 |
| 2017-03-02 |
跌破离场 |
卖出 |
36.30366 |
30200.0 |
¥1.10M |
|
| 2017-04-27 |
突破买入 |
买入 |
37.52749 |
29300.0 |
¥1.10M |
首仓入场 |
| 2017-08-11 |
跌破离场 |
卖出 |
50.149800000000006 |
29300.0 |
¥1.47M |
|
| 2017-08-23 |
突破买入 |
买入 |
55.065009999999994 |
26600.0 |
¥1.47M |
首仓入场 |
| 2017-09-12 |
跌破离场 |
卖出 |
54.42552 |
26600.0 |
¥1.45M |
|
| 2017-10-13 |
突破买入 |
买入 |
56.96690999999999 |
25400.0 |
¥1.45M |
首仓入场 |
| 2017-12-04 |
跌破离场 |
卖出 |
67.5324 |
25400.0 |
¥1.71M |
|
| 2018-01-16 |
突破买入 |
买入 |
77.75768 |
22100.0 |
¥1.72M |
首仓入场 |
| 2018-01-30 |
跌破离场 |
卖出 |
72.8271 |
22100.0 |
¥1.61M |
|
| 2018-03-20 |
突破买入 |
买入 |
73.17309999999999 |
21700.0 |
¥1.59M |
首仓入场 |
| 2018-03-29 |
跌破离场 |
卖出 |
65.35458 |
21700.0 |
¥1.42M |
|
| 2018-08-28 |
突破买入 |
买入 |
63.84 |
22600.0 |
¥1.44M |
首仓入场 |
| 2018-09-13 |
跌破离场 |
卖出 |
61.71822 |
22600.0 |
¥1.39M |
|
| 2018-09-20 |
突破买入 |
买入 |
65.2652 |
21300.0 |
¥1.39M |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
62.4375 |
21300.0 |
¥1.33M |
|
| 2019-01-22 |
突破买入 |
买入 |
60.64 |
21800.0 |
¥1.32M |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
81.69822 |
21800.0 |
¥1.78M |
|
| 2019-06-12 |
突破买入 |
买入 |
81.18109999999999 |
21800.0 |
¥1.77M |
首仓入场 |
| 2019-08-05 |
跌破离场 |
卖出 |
84.97494 |
21800.0 |
¥1.85M |
|
| 2019-09-16 |
突破买入 |
买入 |
92.33 |
20200.0 |
¥1.87M |
首仓入场 |
| 2019-10-08 |
跌破离场 |
卖出 |
87.1 |
20200.0 |
¥1.76M |
|
| 2020-04-21 |
突破买入 |
买入 |
73.12304999999999 |
23900.0 |
¥1.75M |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
69.93 |
23900.0 |
¥1.67M |
|
| 2020-06-09 |
突破买入 |
买入 |
76.80673 |
21900.0 |
¥1.68M |
首仓入场 |
| 2020-06-24 |
跌破离场 |
卖出 |
72.17775 |
21900.0 |
¥1.58M |
|
| 2020-09-21 |
突破买入 |
买入 |
82.9829 |
19000.0 |
¥1.58M |
首仓入场 |
| 2020-09-30 |
跌破离场 |
卖出 |
76.82310000000001 |
19000.0 |
¥1.46M |
|
| 2020-11-19 |
突破买入 |
买入 |
85.28519999999999 |
17100.0 |
¥1.46M |
首仓入场 |
| 2020-12-14 |
跌破离场 |
卖出 |
86.56335 |
17100.0 |
¥1.48M |
|
| 2021-02-26 |
突破买入 |
买入 |
85.88579999999999 |
17000.0 |
¥1.46M |
首仓入场 |
| 2021-03-18 |
跌破离场 |
卖出 |
82.2177 |
17000.0 |
¥1.40M |
|
| 2021-10-12 |
突破买入 |
买入 |
52.10204999999999 |
26900.0 |
¥1.40M |
首仓入场 |
| 2021-11-01 |
跌破离场 |
卖出 |
48.95099999999999 |
26900.0 |
¥1.32M |
|
| 2021-12-10 |
突破买入 |
买入 |
51.05099999999999 |
26000.0 |
¥1.33M |
首仓入场 |
| 2022-02-07 |
跌破离场 |
卖出 |
51.28866 |
26000.0 |
¥1.33M |
|
| 2022-02-11 |
突破买入 |
买入 |
54.404349999999994 |
24700.0 |
¥1.34M |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
51.64830000000001 |
24700.0 |
¥1.28M |
|
| 2022-06-15 |
突破买入 |
买入 |
45.044999999999995 |
28100.0 |
¥1.27M |
首仓入场 |
| 2022-07-08 |
跌破离场 |
卖出 |
45.86409 |
28100.0 |
¥1.29M |
|
| 2022-09-01 |
突破买入 |
买入 |
43.6436 |
29500.0 |
¥1.29M |
首仓入场 |
| 2022-09-23 |
跌破离场 |
卖出 |
42.41 |
29500.0 |
¥1.25M |
|
| 2022-11-30 |
突破买入 |
买入 |
44.864819999999995 |
28100.0 |
¥1.26M |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
45.0549 |
28100.0 |
¥1.27M |
|
| 2023-01-09 |
突破买入 |
买入 |
50.05 |
25300.0 |
¥1.27M |
首仓入场 |
| 2023-02-06 |
跌破离场 |
卖出 |
48.7512 |
25300.0 |
¥1.23M |
|
| 2023-04-18 |
突破买入 |
买入 |
47.2472 |
25800.0 |
¥1.22M |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
49.81014 |
25800.0 |
¥1.28M |
|
| 2023-07-26 |
突破买入 |
买入 |
49.22917999999999 |
26100.0 |
¥1.29M |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
48.28 |
26100.0 |
¥1.26M |
|
| 2024-01-26 |
突破买入 |
买入 |
41.091049999999996 |
30800.0 |
¥1.27M |
首仓入场 |
| 2024-03-20 |
跌破离场 |
卖出 |
41.70825 |
30800.0 |
¥1.28M |
|
| 2024-04-29 |
突破买入 |
买入 |
41.54149999999999 |
30900.0 |
¥1.28M |
首仓入场 |
| 2024-06-07 |
跌破离场 |
卖出 |
42.55740000000001 |
30900.0 |
¥1.31M |
|
| 2024-07-22 |
突破买入 |
买入 |
43.1431 |
30600.0 |
¥1.32M |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
56.0439 |
30600.0 |
¥1.71M |
|
| 2025-03-17 |
突破买入 |
买入 |
53.523469999999996 |
31900.0 |
¥1.71M |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
48.50145 |
31900.0 |
¥1.55M |
|
| 2025-05-09 |
突破买入 |
买入 |
51.96190999999999 |
29800.0 |
¥1.55M |
首仓入场 |
| 2025-06-20 |
跌破离场 |
卖出 |
53.19 |
29800.0 |
¥1.58M |
|
| 2025-06-25 |
突破买入 |
买入 |
56.85679999999999 |
27900.0 |
¥1.59M |
首仓入场 |
| 2025-09-17 |
跌破离场 |
卖出 |
56.60334 |
27900.0 |
¥1.58M |
|
| 2025-11-14 |
突破买入 |
买入 |
60.910849999999996 |
25900.0 |
¥1.58M |
首仓入场 |
| 2025-11-25 |
跌破离场 |
卖出 |
58.62132 |
25900.0 |
¥1.52M |
|
| 2025-12-09 |
突破买入 |
买入 |
63.46339999999999 |
23900.0 |
¥1.52M |
首仓入场 |
| 2026-01-13 |
跌破离场 |
卖出 |
67.78 |
23900.0 |
¥1.62M |
|
| 2026-07-31 |
突破买入 |
买入 |
54.96490999999999 |
29000.0 |
¥1.59M |
首仓入场 |
| 2026-08-12 |
跌破离场 |
卖出 |
52.4475 |
29000.0 |
¥1.52M |
|
| 2026-08-27 |
突破买入 |
买入 |
55.93588 |
27500.0 |
¥1.54M |
首仓入场 |
| 2026-09-14 |
跌破离场 |
卖出 |
54.72522 |
27500.0 |
¥1.50M |
|
| 2026-11-04 |
突破买入 |
买入 |
54.35429999999999 |
27600.0 |
¥1.50M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
53.8 |
27600 |
¥1.48M |
回测结束强平 |