601319 中国人保 — 海龟交易法则 回测明细
数据区间: 2018-11-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.10M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +109.66%）
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 21 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 |
2019-02-01 |
2019-03-27 |
5.7975287369999995 |
9.25074 |
¥59.5万 |
+59.52% |
跌破离场 |
| 2 |
2019-06-21 |
2019-07-09 |
9.602469876999999 |
9.00099 |
¥-9.8万 |
-6.29% |
跌破离场 |
| 3 |
2019-09-06 |
2019-09-26 |
9.111832729999998 |
8.81118 |
¥-5.0万 |
-3.33% |
跌破离场 |
| 4 |
2019-12-18 |
2020-02-03 |
7.599869276999999 |
6.53 |
¥-20.2万 |
-14.10% |
跌破离场 |
| 5 |
2020-06-23 |
2020-07-20 |
6.438360928999999 |
7.34265 |
¥17.2万 |
+14.01% |
跌破离场 |
| 6 |
2021-05-17 |
2021-06-11 |
6.188035853999999 |
6.04395 |
¥-3.3万 |
-2.36% |
跌破离场 |
| 7 |
2022-04-07 |
2022-04-19 |
4.676072400999999 |
4.47552 |
¥-5.9万 |
-4.32% |
跌破离场 |
| 8 |
2022-06-10 |
2022-07-14 |
4.726137416 |
4.86513 |
¥3.8万 |
+2.91% |
跌破离场 |
| 9 |
2022-08-31 |
2022-09-21 |
4.906371469999999 |
4.92507 |
¥4,753 |
+0.35% |
跌破离场 |
| 10 |
2022-11-24 |
2022-12-16 |
5.266839577999999 |
5.214779999999999 |
¥-1.4万 |
-1.02% |
跌破离场 |
| 11 |
2023-03-02 |
2023-05-25 |
5.276852580999999 |
6.04395 |
¥19.6万 |
+14.50% |
跌破离场 |
| 12 |
2023-07-26 |
2023-08-15 |
6.228087865999999 |
6.103890000000001 |
¥-3.1万 |
-2.02% |
跌破离场 |
| 13 |
2024-01-26 |
2024-03-14 |
5.116644533 |
5.03496 |
¥-2.5万 |
-1.63% |
跌破离场 |
| 14 |
2024-04-19 |
2024-06-03 |
5.356956604999999 |
5.2947 |
¥-1.8万 |
-1.19% |
跌破离场 |
| 15 |
2024-07-16 |
2024-11-25 |
5.366969608 |
7.042949999999999 |
¥45.8万 |
+31.19% |
跌破离场 |
| 16 |
2025-04-18 |
2025-07-10 |
7.149284141999998 |
8.521469999999999 |
¥36.9万 |
+19.16% |
跌破离场 |
| 17 |
2025-09-01 |
2025-09-16 |
8.931598676 |
8.131860000000001 |
¥-20.5万 |
-8.98% |
跌破离场 |
| 18 |
2025-10-17 |
2025-11-25 |
8.541091558999998 |
8.36163 |
¥-4.5万 |
-2.13% |
跌破离场 |
| 19 |
2025-12-18 |
2026-01-23 |
9.011702699999999 |
9.08091 |
¥1.5万 |
+0.74% |
跌破离场 |
| 20 |
2026-06-26 |
2026-08-05 |
7.1893361539999985 |
7.14285 |
¥-1.4万 |
-0.68% |
跌破离场 |
| 21 |
2026-09-01 |
2026-10-14 |
7.439661228999999 |
7.5924 |
¥4.1万 |
+2.02% |
跌破离场 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-02-01 |
突破买入 |
买入 |
5.795789999999999 |
172400.0 |
¥99.9万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
9.25074 |
172400.0 |
¥1.59M |
|
| 2019-06-21 |
突破买入 |
买入 |
9.59959 |
162500.0 |
¥1.56M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
9.00099 |
162500.0 |
¥1.46M |
|
| 2019-09-06 |
突破买入 |
买入 |
9.109099999999998 |
163900.0 |
¥1.49M |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
8.81118 |
163900.0 |
¥1.44M |
|
| 2019-12-18 |
突破买入 |
买入 |
7.5975899999999985 |
188700.0 |
¥1.43M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
6.53 |
188700.0 |
¥1.23M |
|
| 2020-06-23 |
突破买入 |
买入 |
6.436429999999999 |
191100.0 |
¥1.23M |
首仓入场 |
| 2020-07-20 |
跌破离场 |
卖出 |
7.34265 |
191100.0 |
¥1.40M |
|
| 2021-05-17 |
突破买入 |
买入 |
6.186179999999999 |
226700.0 |
¥1.40M |
首仓入场 |
| 2021-06-11 |
跌破离场 |
卖出 |
6.04395 |
226700.0 |
¥1.37M |
|
| 2022-04-07 |
突破买入 |
买入 |
4.674669999999999 |
294700.0 |
¥1.38M |
首仓入场 |
| 2022-04-19 |
跌破离场 |
卖出 |
4.47552 |
294700.0 |
¥1.32M |
|
| 2022-06-10 |
突破买入 |
买入 |
4.72472 |
276700.0 |
¥1.31M |
首仓入场 |
| 2022-07-14 |
跌破离场 |
卖出 |
4.86513 |
276700.0 |
¥1.35M |
|
| 2022-08-31 |
突破买入 |
买入 |
4.9049 |
276000.0 |
¥1.35M |
首仓入场 |
| 2022-09-21 |
跌破离场 |
卖出 |
4.92507 |
276000.0 |
¥1.36M |
|
| 2022-11-24 |
突破买入 |
买入 |
5.26526 |
258100.0 |
¥1.36M |
首仓入场 |
| 2022-12-16 |
跌破离场 |
卖出 |
5.214779999999999 |
258100.0 |
¥1.35M |
|
| 2023-03-02 |
突破买入 |
买入 |
5.275269999999999 |
255900.0 |
¥1.35M |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
6.04395 |
255900.0 |
¥1.55M |
|
| 2023-07-26 |
突破买入 |
买入 |
6.226219999999999 |
247000.0 |
¥1.54M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
6.103890000000001 |
247000.0 |
¥1.51M |
|
| 2024-01-26 |
突破买入 |
买入 |
5.11511 |
296700.0 |
¥1.52M |
首仓入场 |
| 2024-03-14 |
跌破离场 |
卖出 |
5.03496 |
296700.0 |
¥1.49M |
|
| 2024-04-19 |
突破买入 |
买入 |
5.355349999999999 |
275100.0 |
¥1.47M |
首仓入场 |
| 2024-06-03 |
跌破离场 |
卖出 |
5.2947 |
275100.0 |
¥1.46M |
|
| 2024-07-16 |
突破买入 |
买入 |
5.36536 |
273900.0 |
¥1.47M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
7.042949999999999 |
273900.0 |
¥1.93M |
|
| 2025-04-18 |
突破买入 |
买入 |
7.1471399999999985 |
269600.0 |
¥1.93M |
首仓入场 |
| 2025-07-10 |
跌破离场 |
卖出 |
8.521469999999999 |
269600.0 |
¥2.30M |
|
| 2025-09-01 |
突破买入 |
买入 |
8.92892 |
255600.0 |
¥2.28M |
首仓入场 |
| 2025-09-16 |
跌破离场 |
卖出 |
8.131860000000001 |
255600.0 |
¥2.08M |
|
| 2025-10-17 |
突破买入 |
买入 |
8.538529999999998 |
244600.0 |
¥2.09M |
首仓入场 |
| 2025-11-25 |
跌破离场 |
卖出 |
8.36163 |
244600.0 |
¥2.04M |
|
| 2025-12-18 |
突破买入 |
买入 |
9.008999999999999 |
225900.0 |
¥2.04M |
首仓入场 |
| 2026-01-23 |
跌破离场 |
卖出 |
9.08091 |
225900.0 |
¥2.05M |
|
| 2026-06-26 |
突破买入 |
买入 |
7.187179999999999 |
285600.0 |
¥2.05M |
首仓入场 |
| 2026-08-05 |
跌破离场 |
卖出 |
7.14285 |
285600.0 |
¥2.04M |
|
| 2026-09-01 |
突破买入 |
买入 |
7.437429999999999 |
274900.0 |
¥2.05M |
首仓入场 |
| 2026-10-14 |
跌破离场 |
卖出 |
7.5924 |
274900.0 |
¥2.09M |
|