601336 新华保险 — 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: ¥1.05M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +4.55%）
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 41 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 |
2015-05-07 |
2015-06-19 |
62.08061859999999 |
57.942 |
¥-6.4万 |
-6.69% |
跌破离场 |
| 2 |
2015-10-13 |
2015-11-30 |
39.99193398199999 |
45.10485 |
¥11.8万 |
+12.75% |
跌破离场 |
| 3 |
2015-12-22 |
2016-01-05 |
54.0702162 |
45.46449 |
¥-16.6万 |
-15.94% |
跌破离场 |
| 4 |
2016-06-01 |
2016-07-26 |
41.944469567 |
40.45 |
¥-3.1万 |
-3.59% |
跌破离场 |
| 5 |
2016-08-16 |
2016-09-02 |
46.56046394999999 |
42.29766 |
¥-7.8万 |
-9.18% |
跌破离场 |
| 6 |
2016-11-09 |
2016-12-16 |
43.25617296 |
43.96599 |
¥1.2万 |
+1.61% |
跌破离场 |
| 7 |
2017-01-17 |
2017-02-24 |
45.529124640999996 |
45.31464 |
¥-3,923 |
-0.50% |
跌破离场 |
| 8 |
2017-04-26 |
2017-06-21 |
43.776849115999994 |
48.5514 |
¥8.5万 |
+10.87% |
跌破离场 |
| 9 |
2017-07-07 |
2017-08-22 |
55.842517731 |
58.55 |
¥4.1万 |
+4.82% |
跌破离场 |
| 10 |
2017-08-29 |
2017-09-08 |
64.924311452 |
59.22072 |
¥-8.0万 |
-8.81% |
跌破离场 |
| 11 |
2017-10-19 |
2017-12-01 |
59.797653915999994 |
62.267669999999995 |
¥3.4万 |
+4.10% |
跌破离场 |
| 12 |
2017-12-27 |
2018-01-08 |
70.101034003 |
64.90503 |
¥-6.3万 |
-7.44% |
跌破离场 |
| 13 |
2018-06-15 |
2018-06-26 |
47.46163422 |
42.59736 |
¥-8.2万 |
-10.28% |
跌破离场 |
| 14 |
2018-07-23 |
2018-08-03 |
49.06371469999999 |
44.91504 |
¥-6.0万 |
-8.48% |
跌破离场 |
| 15 |
2018-09-19 |
2018-10-12 |
47.762024309999994 |
45.97 |
¥-2.5万 |
-3.78% |
跌破离场 |
| 16 |
2019-02-14 |
2019-04-30 |
43.766836113000004 |
57.942 |
¥20.4万 |
+32.35% |
跌破离场 |
| 17 |
2019-07-02 |
2019-07-09 |
57.594793256 |
52.427519999999994 |
¥-7.5万 |
-9.00% |
跌破离场 |
| 18 |
2019-12-16 |
2020-01-22 |
47.451621216999996 |
49.250699999999995 |
¥2.9万 |
+3.76% |
跌破离场 |
| 19 |
2020-04-20 |
2020-05-25 |
42.775548816 |
43.39656 |
¥1.1万 |
+1.42% |
跌破离场 |
| 20 |
2020-06-04 |
2020-07-27 |
45.92964476099999 |
51.848099999999995 |
¥10.3万 |
+12.85% |
跌破离场 |
| 21 |
2020-08-17 |
2020-09-07 |
62.090631603 |
57.85209 |
¥-6.2万 |
-6.85% |
跌破离场 |
| 22 |
2021-05-17 |
2021-06-03 |
50.715860195 |
49.21074 |
¥-2.5万 |
-3.00% |
跌破离场 |
| 23 |
2021-09-02 |
2021-09-17 |
42.41508070799999 |
41.02893 |
¥-2.7万 |
-3.30% |
跌破离场 |
| 24 |
2021-12-10 |
2021-12-27 |
39.461244822999994 |
38.45151 |
¥-2.0万 |
-2.59% |
跌破离场 |
| 25 |
2022-01-21 |
2022-02-07 |
40.582701158999996 |
38.00196 |
¥-4.9万 |
-6.39% |
跌破离场 |
| 26 |
2022-06-09 |
2022-07-11 |
28.967617678999993 |
31.12884 |
¥5.4万 |
+7.43% |
跌破离场 |
| 27 |
2022-11-30 |
2022-12-20 |
28.637188579999997 |
28.451520000000002 |
¥-5,224 |
-0.68% |
跌破离场 |
| 28 |
2023-01-06 |
2023-02-01 |
31.981531582 |
31.08888 |
¥-2.2万 |
-2.82% |
跌破离场 |
| 29 |
2023-03-02 |
2023-03-13 |
32.22184365399999 |
29.750220000000002 |
¥-5.8万 |
-7.70% |
跌破离场 |
| 30 |
2023-04-18 |
2023-05-24 |
32.802597827999996 |
37.962 |
¥10.9万 |
+15.69% |
跌破离场 |
| 31 |
2023-07-26 |
2023-08-22 |
41.934456563999994 |
41.32 |
¥-1.2万 |
-1.49% |
跌破离场 |
| 32 |
2024-01-04 |
2024-01-15 |
31.480881431999993 |
28.26171 |
¥-8.1万 |
-10.25% |
跌破离场 |
| 33 |
2024-02-22 |
2024-03-26 |
32.642389779999995 |
30.19 |
¥-5.3万 |
-7.54% |
跌破离场 |
| 34 |
2024-04-30 |
2024-06-07 |
31.741219509999997 |
31.92804 |
¥3,669 |
+0.56% |
跌破离场 |
| 35 |
2024-08-01 |
2024-08-12 |
32.001557588 |
28.871099999999995 |
¥-6.5万 |
-9.81% |
跌破离场 |
| 36 |
2024-09-02 |
2024-11-25 |
32.92275386399999 |
46.99296 |
¥25.3万 |
+42.69% |
跌破离场 |
| 37 |
2025-02-25 |
2025-04-08 |
50.575678153 |
47.63232 |
¥-4.9万 |
-5.85% |
跌破离场 |
| 38 |
2025-05-15 |
2025-08-12 |
52.578278752999985 |
62.497440000000005 |
¥14.8万 |
+18.83% |
跌破离场 |
| 39 |
2025-10-15 |
2025-11-04 |
65.41494859899998 |
66.45348 |
¥1.5万 |
+1.56% |
跌破离场 |
| 40 |
2025-12-16 |
2026-01-23 |
68.949538658 |
77.81211 |
¥12.3万 |
+12.82% |
跌破离场 |
| 41 |
2026-06-16 |
2026-08-10 |
62.681398779999995 |
60.2397 |
¥-4.2万 |
-3.92% |
跌破离场 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
突破买入 |
买入 |
62.06199999999999 |
15400.0 |
¥95.6万 |
首仓入场 |
| 2015-06-19 |
跌破离场 |
卖出 |
57.942 |
15400.0 |
¥89.2万 |
|
| 2015-10-13 |
突破买入 |
买入 |
39.97993999999999 |
23200.0 |
¥92.8万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
45.10485 |
23200.0 |
¥1.05M |
|
| 2015-12-22 |
突破买入 |
买入 |
54.053999999999995 |
19300.0 |
¥1.04M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
45.46449 |
19300.0 |
¥87.7万 |
|
| 2016-06-01 |
突破买入 |
买入 |
41.931889999999996 |
20900.0 |
¥87.7万 |
首仓入场 |
| 2016-07-26 |
跌破离场 |
卖出 |
40.45 |
20900.0 |
¥84.5万 |
|
| 2016-08-16 |
突破买入 |
买入 |
46.546499999999995 |
18200.0 |
¥84.7万 |
首仓入场 |
| 2016-09-02 |
跌破离场 |
卖出 |
42.29766 |
18200.0 |
¥77.0万 |
|
| 2016-11-09 |
突破买入 |
买入 |
43.2432 |
17800.0 |
¥77.0万 |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
43.96599 |
17800.0 |
¥78.2万 |
|
| 2017-01-17 |
突破买入 |
买入 |
45.51546999999999 |
17200.0 |
¥78.3万 |
首仓入场 |
| 2017-02-24 |
跌破离场 |
卖出 |
45.31464 |
17200.0 |
¥77.9万 |
|
| 2017-04-26 |
突破买入 |
买入 |
43.76371999999999 |
17900.0 |
¥78.4万 |
首仓入场 |
| 2017-06-21 |
跌破离场 |
卖出 |
48.5514 |
17900.0 |
¥86.9万 |
|
| 2017-07-07 |
突破买入 |
买入 |
55.82577 |
15400.0 |
¥86.0万 |
首仓入场 |
| 2017-08-22 |
跌破离场 |
卖出 |
58.55 |
15400.0 |
¥90.1万 |
|
| 2017-08-29 |
突破买入 |
买入 |
64.90484 |
13900.0 |
¥90.2万 |
首仓入场 |
| 2017-09-08 |
跌破离场 |
卖出 |
59.22072 |
13900.0 |
¥82.3万 |
|
| 2017-10-19 |
突破买入 |
买入 |
59.77971999999999 |
13900.0 |
¥83.1万 |
首仓入场 |
| 2017-12-01 |
跌破离场 |
卖出 |
62.267669999999995 |
13900.0 |
¥86.5万 |
|
| 2017-12-27 |
突破买入 |
买入 |
70.08001 |
12100.0 |
¥84.8万 |
首仓入场 |
| 2018-01-08 |
跌破离场 |
卖出 |
64.90503 |
12100.0 |
¥78.5万 |
|
| 2018-06-15 |
突破买入 |
买入 |
47.447399999999995 |
16800.0 |
¥79.7万 |
首仓入场 |
| 2018-06-26 |
跌破离场 |
卖出 |
42.59736 |
16800.0 |
¥71.5万 |
|
| 2018-07-23 |
突破买入 |
买入 |
49.04899999999999 |
14500.0 |
¥71.1万 |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
44.91504 |
14500.0 |
¥65.1万 |
|
| 2018-09-19 |
突破买入 |
买入 |
47.74769999999999 |
13700.0 |
¥65.4万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
45.97 |
13700.0 |
¥63.0万 |
|
| 2019-02-14 |
突破买入 |
买入 |
43.75371 |
14400.0 |
¥63.0万 |
首仓入场 |
| 2019-04-30 |
跌破离场 |
卖出 |
57.942 |
14400.0 |
¥83.4万 |
|
| 2019-07-02 |
突破买入 |
买入 |
57.57752 |
14500.0 |
¥83.5万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
52.427519999999994 |
14500.0 |
¥76.0万 |
|
| 2019-12-16 |
突破买入 |
买入 |
47.43738999999999 |
16100.0 |
¥76.4万 |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
49.250699999999995 |
16100.0 |
¥79.3万 |
|
| 2020-04-20 |
突破买入 |
买入 |
42.762719999999995 |
18500.0 |
¥79.1万 |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
43.39656 |
18500.0 |
¥80.3万 |
|
| 2020-06-04 |
突破买入 |
买入 |
45.91586999999999 |
17500.0 |
¥80.4万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
51.848099999999995 |
17500.0 |
¥90.7万 |
|
| 2020-08-17 |
突破买入 |
买入 |
62.07200999999999 |
14500.0 |
¥90.0万 |
首仓入场 |
| 2020-09-07 |
跌破离场 |
卖出 |
57.85209 |
14500.0 |
¥83.9万 |
|
| 2021-05-17 |
突破买入 |
买入 |
50.700649999999996 |
16600.0 |
¥84.2万 |
首仓入场 |
| 2021-06-03 |
跌破离场 |
卖出 |
49.21074 |
16600.0 |
¥81.7万 |
|
| 2021-09-02 |
突破买入 |
买入 |
42.402359999999994 |
19200.0 |
¥81.4万 |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
41.02893 |
19200.0 |
¥78.8万 |
|
| 2021-12-10 |
突破买入 |
买入 |
39.44940999999999 |
20000.0 |
¥78.9万 |
首仓入场 |
| 2021-12-27 |
跌破离场 |
卖出 |
38.45151 |
20000.0 |
¥76.9万 |
|
| 2022-01-21 |
突破买入 |
买入 |
40.57053 |
19000.0 |
¥77.1万 |
首仓入场 |
| 2022-02-07 |
跌破离场 |
卖出 |
38.00196 |
19000.0 |
¥72.2万 |
|
| 2022-06-09 |
突破买入 |
买入 |
28.958929999999995 |
25000.0 |
¥72.4万 |
首仓入场 |
| 2022-07-11 |
跌破离场 |
卖出 |
31.12884 |
25000.0 |
¥77.8万 |
|
| 2022-11-30 |
突破买入 |
买入 |
28.6286 |
26900.0 |
¥77.0万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
28.451520000000002 |
26900.0 |
¥76.5万 |
|
| 2023-01-06 |
突破买入 |
买入 |
31.971939999999996 |
24100.0 |
¥77.1万 |
首仓入场 |
| 2023-02-01 |
跌破离场 |
卖出 |
31.08888 |
24100.0 |
¥74.9万 |
|
| 2023-03-02 |
突破买入 |
买入 |
32.21218 |
23300.0 |
¥75.1万 |
首仓入场 |
| 2023-03-13 |
跌破离场 |
卖出 |
29.750220000000002 |
23300.0 |
¥69.3万 |
|
| 2023-04-18 |
突破买入 |
买入 |
32.792759999999994 |
21200.0 |
¥69.5万 |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
37.962 |
21200.0 |
¥80.5万 |
|
| 2023-07-26 |
突破买入 |
买入 |
41.921879999999994 |
19000.0 |
¥79.7万 |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
41.32 |
19000.0 |
¥78.5万 |
|
| 2024-01-04 |
突破买入 |
买入 |
31.471439999999994 |
25000.0 |
¥78.7万 |
首仓入场 |
| 2024-01-15 |
跌破离场 |
卖出 |
28.26171 |
25000.0 |
¥70.6万 |
|
| 2024-02-22 |
突破买入 |
买入 |
32.6326 |
21500.0 |
¥70.2万 |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
30.19 |
21500.0 |
¥64.9万 |
|
| 2024-04-30 |
突破买入 |
买入 |
31.731699999999996 |
20700.0 |
¥65.7万 |
首仓入场 |
| 2024-06-07 |
跌破离场 |
卖出 |
31.92804 |
20700.0 |
¥66.1万 |
|
| 2024-08-01 |
突破买入 |
买入 |
31.991959999999995 |
20600.0 |
¥65.9万 |
首仓入场 |
| 2024-08-12 |
跌破离场 |
卖出 |
28.871099999999995 |
20600.0 |
¥59.5万 |
|
| 2024-09-02 |
突破买入 |
买入 |
32.91288 |
18000.0 |
¥59.3万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
46.99296 |
18000.0 |
¥84.6万 |
|
| 2025-02-25 |
突破买入 |
买入 |
50.560509999999994 |
16500.0 |
¥83.4万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
47.63232 |
16500.0 |
¥78.6万 |
|
| 2025-05-15 |
突破买入 |
买入 |
52.56250999999999 |
14900.0 |
¥78.3万 |
首仓入场 |
| 2025-08-12 |
跌破离场 |
卖出 |
62.497440000000005 |
14900.0 |
¥93.1万 |
|
| 2025-10-15 |
突破买入 |
买入 |
65.39532999999999 |
14400.0 |
¥94.2万 |
首仓入场 |
| 2025-11-04 |
跌破离场 |
卖出 |
66.45348 |
14400.0 |
¥95.7万 |
|
| 2025-12-16 |
突破买入 |
买入 |
68.92885999999999 |
13900.0 |
¥95.8万 |
首仓入场 |
| 2026-01-23 |
跌破离场 |
卖出 |
77.81211 |
13900.0 |
¥1.08M |
|
| 2026-06-16 |
突破买入 |
买入 |
62.6626 |
17100.0 |
¥1.07M |
首仓入场 |
| 2026-08-10 |
跌破离场 |
卖出 |
60.2397 |
17100.0 |
¥1.03M |
|