601377 兴业证券 — 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: ¥73.0万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -27.02%）
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 35 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 |
2015-02-27 |
2015-05-18 |
14.538880356 |
15.984000000000002 |
¥9.9万 |
+9.91% |
跌破离场 |
| 2 |
2015-10-13 |
2015-11-30 |
8.731338615999999 |
10.55943 |
¥22.6万 |
+20.90% |
跌破离场 |
| 3 |
2016-03-22 |
2016-05-09 |
9.292066783999998 |
7.892100000000001 |
¥-19.9万 |
-15.09% |
跌破离场 |
| 4 |
2016-07-14 |
2016-09-13 |
8.030428405999999 |
7.67232 |
¥-5.0万 |
-4.49% |
跌破离场 |
| 5 |
2016-10-25 |
2016-12-06 |
7.930298375999999 |
8.20179 |
¥3.6万 |
+3.39% |
跌破离场 |
| 6 |
2017-02-09 |
2017-03-06 |
7.920285372999999 |
7.842149999999999 |
¥-1.1万 |
-1.02% |
跌破离场 |
| 7 |
2017-07-14 |
2017-08-14 |
7.850194352 |
7.66233 |
¥-2.7万 |
-2.42% |
跌破离场 |
| 8 |
2017-09-04 |
2017-10-18 |
8.81144264 |
8.23176 |
¥-7.1万 |
-6.61% |
跌破离场 |
| 9 |
2018-01-22 |
2018-02-02 |
7.820155342999999 |
7.48251 |
¥-4.3万 |
-4.35% |
跌破离场 |
| 10 |
2018-10-24 |
2018-12-19 |
4.615994383 |
4.845149999999999 |
¥4.6万 |
+4.93% |
跌破离场 |
| 11 |
2019-02-20 |
2019-03-15 |
5.987775793999999 |
6.77322 |
¥13.1万 |
+13.08% |
跌破离场 |
| 12 |
2019-06-12 |
2019-07-09 |
6.358256904999998 |
6.48351 |
¥2.2万 |
+1.94% |
跌破离场 |
| 13 |
2019-12-16 |
2020-02-03 |
6.528477955999999 |
6.12 |
¥-7.3万 |
-6.28% |
跌破离场 |
| 14 |
2020-02-21 |
2020-03-16 |
7.269440177999999 |
6.7932 |
¥-7.1万 |
-6.58% |
跌破离场 |
| 15 |
2020-06-23 |
2020-09-14 |
6.117944833 |
7.952040000000001 |
¥30.2万 |
+29.94% |
跌破离场 |
| 16 |
2020-11-24 |
2020-12-10 |
9.201949756999998 |
8.31168 |
¥-12.8万 |
-9.70% |
跌破离场 |
| 17 |
2021-01-08 |
2021-01-28 |
8.861507654999999 |
8.25174 |
¥-8.1万 |
-6.91% |
跌破离场 |
| 18 |
2021-04-20 |
2021-05-11 |
9.091806724 |
7.8921 |
¥-14.5万 |
-13.22% |
跌破离场 |
| 19 |
2021-05-27 |
2021-06-16 |
10.113133029999998 |
9.40059 |
¥-6.7万 |
-7.07% |
跌破离场 |
| 20 |
2021-08-20 |
2021-09-27 |
11.0143033 |
10.19979 |
¥-6.6万 |
-7.42% |
跌破离场 |
| 21 |
2021-12-10 |
2022-01-07 |
10.083094020999999 |
9.56043 |
¥-4.2万 |
-5.21% |
跌破离场 |
| 22 |
2022-06-09 |
2022-07-08 |
6.588555973999999 |
6.8331599999999995 |
¥2.9万 |
+3.68% |
跌破离场 |
| 23 |
2022-08-12 |
2022-09-19 |
6.5084519499999995 |
5.83416 |
¥-8.2万 |
-10.39% |
跌破离场 |
| 24 |
2022-11-07 |
2022-11-29 |
5.757476724999999 |
5.82 |
¥7,682 |
+1.06% |
跌破离场 |
| 25 |
2023-01-11 |
2023-02-09 |
6.248113872 |
6.48351 |
¥2.8万 |
+3.74% |
跌破离场 |
| 26 |
2023-04-18 |
2023-05-22 |
6.898959066999999 |
6.293699999999999 |
¥-6.7万 |
-8.80% |
跌破离场 |
| 27 |
2023-07-26 |
2023-08-22 |
6.558516964999999 |
6.7832099999999995 |
¥2.4万 |
+3.39% |
跌破离场 |
| 28 |
2024-02-22 |
2024-03-25 |
5.697398707 |
5.594399999999999 |
¥-1.3万 |
-1.84% |
跌破离场 |
| 29 |
2024-04-29 |
2024-05-17 |
5.70741171 |
5.50449 |
¥-2.5万 |
-3.58% |
跌破离场 |
| 30 |
2024-08-01 |
2024-08-21 |
5.4570866350000005 |
5.08491 |
¥-4.7万 |
-6.85% |
跌破离场 |
| 31 |
2024-09-26 |
2024-11-19 |
5.537190658999999 |
6.473520000000001 |
¥10.8万 |
+16.87% |
跌破离场 |
| 32 |
2025-06-12 |
2025-09-02 |
6.228087865999998 |
6.703289999999999 |
¥5.5万 |
+7.60% |
跌破离场 |
| 33 |
2025-10-28 |
2025-11-24 |
6.698699006999999 |
6.58341 |
¥-1.4万 |
-1.75% |
跌破离场 |
| 34 |
2025-12-09 |
2026-01-14 |
7.5798432710000005 |
7.172820000000001 |
¥-4.2万 |
-5.40% |
跌破离场 |
| 35 |
2026-06-16 |
2026-08-07 |
6.0378408089999995 |
5.8941 |
¥-1.8万 |
-2.41% |
跌破离场 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-27 |
突破买入 |
买入 |
14.534519999999999 |
68400.0 |
¥99.4万 |
首仓入场 |
| 2015-05-18 |
跌破离场 |
卖出 |
15.984000000000002 |
68400.0 |
¥1.09M |
|
| 2015-10-13 |
突破买入 |
买入 |
8.72872 |
123900.0 |
¥1.08M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
10.55943 |
123900.0 |
¥1.31M |
|
| 2016-03-22 |
突破买入 |
买入 |
9.289279999999998 |
142200.0 |
¥1.32M |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
7.892100000000001 |
142200.0 |
¥1.12M |
|
| 2016-07-14 |
突破买入 |
买入 |
8.028019999999998 |
139300.0 |
¥1.12M |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
7.67232 |
139300.0 |
¥1.07M |
|
| 2016-10-25 |
突破买入 |
买入 |
7.9279199999999985 |
134900.0 |
¥1.07M |
首仓入场 |
| 2016-12-06 |
跌破离场 |
卖出 |
8.20179 |
134900.0 |
¥1.11M |
|
| 2017-02-09 |
突破买入 |
买入 |
7.917909999999998 |
139600.0 |
¥1.11M |
首仓入场 |
| 2017-03-06 |
跌破离场 |
卖出 |
7.842149999999999 |
139600.0 |
¥1.09M |
|
| 2017-07-14 |
突破买入 |
买入 |
7.84784 |
139600.0 |
¥1.10M |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
7.66233 |
139600.0 |
¥1.07M |
|
| 2017-09-04 |
突破买入 |
买入 |
8.8088 |
121400.0 |
¥1.07M |
首仓入场 |
| 2017-10-18 |
跌破离场 |
卖出 |
8.23176 |
121400.0 |
¥99.9万 |
|
| 2018-01-22 |
突破买入 |
买入 |
7.817809999999999 |
127300.0 |
¥99.6万 |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
7.48251 |
127300.0 |
¥95.2万 |
|
| 2018-10-24 |
突破买入 |
买入 |
4.61461 |
201300.0 |
¥92.9万 |
首仓入场 |
| 2018-12-19 |
跌破离场 |
卖出 |
4.845149999999999 |
201300.0 |
¥97.5万 |
|
| 2019-02-20 |
突破买入 |
买入 |
5.98598 |
167500.0 |
¥1.00M |
首仓入场 |
| 2019-03-15 |
跌破离场 |
卖出 |
6.77322 |
167500.0 |
¥1.13M |
|
| 2019-06-12 |
突破买入 |
买入 |
6.356349999999999 |
178100.0 |
¥1.13M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
6.48351 |
178100.0 |
¥1.15M |
|
| 2019-12-16 |
突破买入 |
买入 |
6.526519999999999 |
177100.0 |
¥1.16M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
6.12 |
177100.0 |
¥1.08M |
|
| 2020-02-21 |
突破买入 |
买入 |
7.2672599999999985 |
148200.0 |
¥1.08M |
首仓入场 |
| 2020-03-16 |
跌破离场 |
卖出 |
6.7932 |
148200.0 |
¥1.01M |
|
| 2020-06-23 |
突破买入 |
买入 |
6.11611 |
164700.0 |
¥1.01M |
首仓入场 |
| 2020-09-14 |
跌破离场 |
卖出 |
7.952040000000001 |
164700.0 |
¥1.31M |
|
| 2020-11-24 |
突破买入 |
买入 |
9.199189999999998 |
142900.0 |
¥1.31M |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
8.31168 |
142900.0 |
¥1.19M |
|
| 2021-01-08 |
突破买入 |
买入 |
8.858849999999999 |
131800.0 |
¥1.17M |
首仓入场 |
| 2021-01-28 |
跌破离场 |
卖出 |
8.25174 |
131800.0 |
¥1.09M |
|
| 2021-04-20 |
突破买入 |
买入 |
9.08908 |
120700.0 |
¥1.10M |
首仓入场 |
| 2021-05-11 |
跌破离场 |
卖出 |
7.8921 |
120700.0 |
¥95.2万 |
|
| 2021-05-27 |
突破买入 |
买入 |
10.1101 |
93900.0 |
¥95.0万 |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
9.40059 |
93900.0 |
¥88.2万 |
|
| 2021-08-20 |
突破买入 |
买入 |
11.011 |
81200.0 |
¥89.4万 |
首仓入场 |
| 2021-09-27 |
跌破离场 |
卖出 |
10.19979 |
81200.0 |
¥82.8万 |
|
| 2021-12-10 |
突破买入 |
买入 |
10.08007 |
80400.0 |
¥81.1万 |
首仓入场 |
| 2022-01-07 |
跌破离场 |
卖出 |
9.56043 |
80400.0 |
¥76.8万 |
|
| 2022-06-09 |
突破买入 |
买入 |
6.58658 |
119100.0 |
¥78.5万 |
首仓入场 |
| 2022-07-08 |
跌破离场 |
卖出 |
6.8331599999999995 |
119100.0 |
¥81.4万 |
|
| 2022-08-12 |
突破买入 |
买入 |
6.506499999999999 |
120700.0 |
¥78.6万 |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
5.83416 |
120700.0 |
¥70.4万 |
|
| 2022-11-07 |
突破买入 |
买入 |
5.755749999999999 |
126400.0 |
¥72.8万 |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
5.82 |
126400.0 |
¥73.5万 |
|
| 2023-01-11 |
突破买入 |
买入 |
6.246239999999999 |
118700.0 |
¥74.2万 |
首仓入场 |
| 2023-02-09 |
跌破离场 |
卖出 |
6.48351 |
118700.0 |
¥76.9万 |
|
| 2023-04-18 |
突破买入 |
买入 |
6.896889999999999 |
110700.0 |
¥76.4万 |
首仓入场 |
| 2023-05-22 |
跌破离场 |
卖出 |
6.293699999999999 |
110700.0 |
¥69.7万 |
|
| 2023-07-26 |
突破买入 |
买入 |
6.556549999999999 |
106600.0 |
¥69.9万 |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
6.7832099999999995 |
106600.0 |
¥72.3万 |
|
| 2024-02-22 |
突破买入 |
买入 |
5.69569 |
127000.0 |
¥72.4万 |
首仓入场 |
| 2024-03-25 |
跌破离场 |
卖出 |
5.594399999999999 |
127000.0 |
¥71.0万 |
|
| 2024-04-29 |
突破买入 |
买入 |
5.705699999999999 |
124300.0 |
¥70.9万 |
首仓入场 |
| 2024-05-17 |
跌破离场 |
卖出 |
5.50449 |
124300.0 |
¥68.4万 |
|
| 2024-08-01 |
突破买入 |
买入 |
5.45545 |
125600.0 |
¥68.5万 |
首仓入场 |
| 2024-08-21 |
跌破离场 |
卖出 |
5.08491 |
125600.0 |
¥63.8万 |
|
| 2024-09-26 |
突破买入 |
买入 |
5.53553 |
115100.0 |
¥63.7万 |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
6.473520000000001 |
115100.0 |
¥74.5万 |
|
| 2025-06-12 |
突破买入 |
买入 |
6.226219999999999 |
115300.0 |
¥71.8万 |
首仓入场 |
| 2025-09-02 |
跌破离场 |
卖出 |
6.703289999999999 |
115300.0 |
¥77.3万 |
|
| 2025-10-28 |
突破买入 |
买入 |
6.696689999999999 |
118700.0 |
¥79.5万 |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
6.58341 |
118700.0 |
¥78.1万 |
|
| 2025-12-09 |
突破买入 |
买入 |
7.57757 |
102100.0 |
¥77.4万 |
首仓入场 |
| 2026-01-14 |
跌破离场 |
卖出 |
7.172820000000001 |
102100.0 |
¥73.2万 |
|
| 2026-06-16 |
突破买入 |
买入 |
6.036029999999999 |
121900.0 |
¥73.6万 |
首仓入场 |
| 2026-08-07 |
跌破离场 |
卖出 |
5.8941 |
121900.0 |
¥71.8万 |
|