601360 三六零 — 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: ¥1.34M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +34.07%）
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 28 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 |
2015-06-17 |
10.864108255 |
22.09788 |
¥1.02M |
+103.34% |
跌破离场 |
| 2 |
2015-10-12 |
2016-01-05 |
13.237189965999999 |
13.49649 |
¥3.9万 |
+1.93% |
跌破离场 |
| 3 |
2016-03-24 |
2016-05-10 |
12.165798644999999 |
11.33865 |
¥-13.9万 |
-6.83% |
跌破离场 |
| 4 |
2016-06-13 |
2016-07-13 |
13.307280986999997 |
13.766219999999999 |
¥6.5万 |
+3.42% |
跌破离场 |
| 5 |
2016-11-24 |
2016-12-01 |
13.237189965999997 |
12.83715 |
¥-6.0万 |
-3.05% |
跌破离场 |
| 6 |
2017-12-04 |
2018-01-29 |
47.684301 |
46.153800000000004 |
¥-5.6万 |
-3.24% |
跌破离场 |
| 7 |
2018-02-06 |
2018-03-06 |
58.776327609999996 |
50.19975 |
¥-26.4万 |
-14.62% |
跌破离场 |
| 8 |
2018-09-05 |
2018-10-09 |
27.25539416599999 |
23.976 |
¥-18.8万 |
-12.06% |
跌破离场 |
| 9 |
2018-11-16 |
2018-11-30 |
24.732117409999997 |
21.94803 |
¥-15.8万 |
-11.28% |
跌破离场 |
| 10 |
2019-02-14 |
2019-03-29 |
22.539269753000003 |
25.224749999999997 |
¥14.6万 |
+11.88% |
跌破离场 |
| 11 |
2019-06-25 |
2019-07-09 |
22.148762635999997 |
20.59938 |
¥-9.6万 |
-7.02% |
跌破离场 |
| 12 |
2019-08-29 |
2019-09-26 |
21.287644377999996 |
24.14583 |
¥17.4万 |
+13.39% |
跌破离场 |
| 13 |
2019-12-18 |
2020-02-04 |
22.749542815999995 |
20.06 |
¥-17.6万 |
-11.85% |
跌破离场 |
| 14 |
2020-02-24 |
2020-03-02 |
26.234067859999996 |
22.31766 |
¥-19.1万 |
-14.95% |
跌破离场 |
| 15 |
2020-04-22 |
2020-04-29 |
20.326396090000003 |
18.11187 |
¥-12.1万 |
-10.92% |
跌破离场 |
| 16 |
2020-06-11 |
2020-06-30 |
19.074770714999996 |
18.31167 |
¥-4.0万 |
-4.03% |
跌破离场 |
| 17 |
2020-07-10 |
2020-07-27 |
21.296387 |
18.83115 |
¥-11.1万 |
-11.60% |
跌破离场 |
| 18 |
2020-11-26 |
2020-12-22 |
16.821845040000003 |
16.243740000000003 |
¥-2.9万 |
-3.47% |
跌破离场 |
| 19 |
2021-06-11 |
2021-07-05 |
13.107020926999999 |
12.03795 |
¥-6.7万 |
-8.18% |
跌破离场 |
| 20 |
2021-09-08 |
2021-09-27 |
12.446162729 |
11.8881 |
¥-3.4万 |
-4.51% |
跌破离场 |
| 21 |
2022-11-18 |
2022-11-24 |
7.369570208 |
6.8931000000000004 |
¥-4.6万 |
-6.49% |
跌破离场 |
| 22 |
2023-01-19 |
2023-05-17 |
6.908972069999999 |
13.686299999999997 |
¥65.2万 |
+98.04% |
跌破离场 |
| 23 |
2024-03-05 |
2024-03-28 |
9.81274294 |
8.30169 |
¥-20.0万 |
-15.42% |
跌破离场 |
| 24 |
2024-05-08 |
2024-05-27 |
9.191936753999999 |
8.16183 |
¥-12.3万 |
-11.23% |
跌破离场 |
| 25 |
2024-09-26 |
2024-12-16 |
7.349544202 |
12.0879 |
¥64.2万 |
+64.42% |
跌破离场 |
| 26 |
2025-02-07 |
2025-02-28 |
12.856695851999998 |
11.538450000000001 |
¥-16.4万 |
-10.28% |
跌破离场 |
| 27 |
2025-11-04 |
2025-12-04 |
12.766578824999998 |
12.3876 |
¥-4.4万 |
-3.00% |
跌破离场 |
| 28 |
2026-08-06 |
2026-08-19 |
9.692586903999999 |
9.05094 |
¥-9.4万 |
-6.65% |
跌破离场 |
逐笔成交记录（共 56 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 |
10.86085 |
90900.0 |
¥98.8万 |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
22.09788 |
90900.0 |
¥2.01M |
|
| 2015-10-12 |
突破买入 |
买入 |
13.23322 |
151700.0 |
¥2.01M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
13.49649 |
151700.0 |
¥2.05M |
|
| 2016-03-24 |
突破买入 |
买入 |
12.162149999999999 |
167000.0 |
¥2.03M |
首仓入场 |
| 2016-05-10 |
跌破离场 |
卖出 |
11.33865 |
167000.0 |
¥1.89M |
|
| 2016-06-13 |
突破买入 |
买入 |
13.303289999999997 |
142800.0 |
¥1.90M |
首仓入场 |
| 2016-07-13 |
跌破离场 |
卖出 |
13.766219999999999 |
142800.0 |
¥1.97M |
|
| 2016-11-24 |
突破买入 |
买入 |
13.23322 |
147700.0 |
¥1.96M |
首仓入场 |
| 2016-12-01 |
跌破离场 |
卖出 |
12.83715 |
147700.0 |
¥1.90M |
|
| 2017-12-04 |
突破买入 |
买入 |
47.67 |
36200.0 |
¥1.73M |
首仓入场 |
| 2018-01-29 |
跌破离场 |
卖出 |
46.153800000000004 |
36200.0 |
¥1.67M |
|
| 2018-02-06 |
突破买入 |
买入 |
58.7587 |
30700.0 |
¥1.80M |
首仓入场 |
| 2018-03-06 |
跌破离场 |
卖出 |
50.19975 |
30700.0 |
¥1.54M |
|
| 2018-09-05 |
突破买入 |
买入 |
27.247219999999995 |
57100.0 |
¥1.56M |
首仓入场 |
| 2018-10-09 |
跌破离场 |
卖出 |
23.976 |
57100.0 |
¥1.37M |
|
| 2018-11-16 |
突破买入 |
买入 |
24.724699999999995 |
56600.0 |
¥1.40M |
首仓入场 |
| 2018-11-30 |
跌破离场 |
卖出 |
21.94803 |
56600.0 |
¥1.24M |
|
| 2019-02-14 |
突破买入 |
买入 |
22.53251 |
54400.0 |
¥1.23M |
首仓入场 |
| 2019-03-29 |
跌破离场 |
卖出 |
25.224749999999997 |
54400.0 |
¥1.37M |
|
| 2019-06-25 |
突破买入 |
买入 |
22.14212 |
62000.0 |
¥1.37M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
20.59938 |
62000.0 |
¥1.28M |
|
| 2019-08-29 |
突破买入 |
买入 |
21.28126 |
61200.0 |
¥1.30M |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
24.14583 |
61200.0 |
¥1.48M |
|
| 2019-12-18 |
突破买入 |
买入 |
22.742719999999995 |
65200.0 |
¥1.48M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
20.06 |
65200.0 |
¥1.31M |
|
| 2020-02-24 |
突破买入 |
买入 |
26.226199999999995 |
48600.0 |
¥1.27M |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
22.31766 |
48600.0 |
¥1.08M |
|
| 2020-04-22 |
突破买入 |
买入 |
20.3203 |
54300.0 |
¥1.10M |
首仓入场 |
| 2020-04-29 |
跌破离场 |
卖出 |
18.11187 |
54300.0 |
¥98.3万 |
|
| 2020-06-11 |
突破买入 |
买入 |
19.069049999999997 |
52200.0 |
¥99.6万 |
首仓入场 |
| 2020-06-30 |
跌破离场 |
卖出 |
18.31167 |
52200.0 |
¥95.6万 |
|
| 2020-07-10 |
突破买入 |
买入 |
21.29 |
44800.0 |
¥95.4万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
18.83115 |
44800.0 |
¥84.3万 |
|
| 2020-11-26 |
突破买入 |
买入 |
16.8168 |
49600.0 |
¥83.4万 |
首仓入场 |
| 2020-12-22 |
跌破离场 |
卖出 |
16.243740000000003 |
49600.0 |
¥80.5万 |
|
| 2021-06-11 |
突破买入 |
买入 |
13.103089999999998 |
62200.0 |
¥81.5万 |
首仓入场 |
| 2021-07-05 |
跌破离场 |
卖出 |
12.03795 |
62200.0 |
¥74.9万 |
|
| 2021-09-08 |
突破买入 |
买入 |
12.442429999999998 |
59800.0 |
¥74.4万 |
首仓入场 |
| 2021-09-27 |
跌破离场 |
卖出 |
11.8881 |
59800.0 |
¥71.1万 |
|
| 2022-11-18 |
突破买入 |
买入 |
7.367360000000001 |
96600.0 |
¥71.2万 |
首仓入场 |
| 2022-11-24 |
跌破离场 |
卖出 |
6.8931000000000004 |
96600.0 |
¥66.6万 |
|
| 2023-01-19 |
突破买入 |
买入 |
6.906899999999999 |
96200.0 |
¥66.5万 |
首仓入场 |
| 2023-05-17 |
跌破离场 |
卖出 |
13.686299999999997 |
96200.0 |
¥1.32M |
|
| 2024-03-05 |
突破买入 |
买入 |
9.8098 |
131900.0 |
¥1.29M |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
8.30169 |
131900.0 |
¥1.09M |
|
| 2024-05-08 |
突破买入 |
买入 |
9.189179999999999 |
118800.0 |
¥1.09M |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
8.16183 |
118800.0 |
¥96.9万 |
|
| 2024-09-26 |
突破买入 |
买入 |
7.347339999999999 |
135600.0 |
¥99.7万 |
首仓入场 |
| 2024-12-16 |
跌破离场 |
卖出 |
12.0879 |
135600.0 |
¥1.64M |
|
| 2025-02-07 |
突破买入 |
买入 |
12.852839999999999 |
124200.0 |
¥1.60M |
首仓入场 |
| 2025-02-28 |
跌破离场 |
卖出 |
11.538450000000001 |
124200.0 |
¥1.43M |
|
| 2025-11-04 |
突破买入 |
买入 |
12.762749999999999 |
114400.0 |
¥1.46M |
首仓入场 |
| 2025-12-04 |
跌破离场 |
卖出 |
12.3876 |
114400.0 |
¥1.42M |
|
| 2026-08-06 |
突破买入 |
买入 |
9.68968 |
145500.0 |
¥1.41M |
首仓入场 |
| 2026-08-19 |
跌破离场 |
卖出 |
9.05094 |
145500.0 |
¥1.32M |
|