601390 中国中铁 — 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: ¥1.42M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +42.45%）
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 |
2015-03-26 |
2015-05-29 |
12.636409785999998 |
18.431549999999998 |
¥44.5万 |
+45.82% |
跌破离场 |
| 2 |
2016-03-22 |
2016-04-21 |
8.400909516999999 |
7.74225 |
¥-11.3万 |
-7.87% |
跌破离场 |
| 3 |
2016-08-16 |
2016-09-21 |
7.189336153999999 |
7.25274 |
¥1.1万 |
+0.85% |
跌破离场 |
| 4 |
2016-10-17 |
2016-12-06 |
7.810142339999998 |
9.00099 |
¥20.3万 |
+15.21% |
跌破离场 |
| 5 |
2017-02-13 |
2017-03-03 |
9.252014771999999 |
8.82117 |
¥-7.2万 |
-4.69% |
跌破离场 |
| 6 |
2017-03-27 |
2017-06-15 |
9.151884742 |
8.70129 |
¥-7.3万 |
-4.95% |
跌破离场 |
| 7 |
2017-07-19 |
2017-08-03 |
9.001689697 |
8.70129 |
¥-4.7万 |
-3.37% |
跌破离场 |
| 8 |
2017-09-01 |
2017-09-25 |
8.831468645999998 |
8.67132 |
¥-2.5万 |
-1.84% |
跌破离场 |
| 9 |
2017-10-27 |
2017-11-13 |
9.061767715 |
8.74125 |
¥-4.7万 |
-3.57% |
跌破离场 |
| 10 |
2018-01-19 |
2018-02-09 |
8.711312609999998 |
7.792200000000001 |
¥-13.5万 |
-10.58% |
跌破离场 |
| 11 |
2018-09-19 |
2018-10-19 |
7.529778256 |
7.3726199999999995 |
¥-2.4万 |
-2.12% |
跌破离场 |
| 12 |
2019-02-26 |
2019-03-27 |
7.359557204999998 |
7.202790000000001 |
¥-2.4万 |
-2.16% |
跌破离场 |
| 13 |
2020-04-21 |
2020-05-15 |
5.897658766999998 |
5.60439 |
¥-5.4万 |
-5.00% |
跌破离场 |
| 14 |
2020-11-12 |
2020-12-10 |
5.657346694999999 |
5.46453 |
¥-3.6万 |
-3.44% |
跌破离场 |
| 15 |
2021-01-14 |
2021-01-29 |
5.657346694999999 |
5.31468 |
¥-6.1万 |
-6.09% |
跌破离场 |
| 16 |
2021-08-26 |
2021-09-22 |
5.457086635 |
5.91408 |
¥7.8万 |
+8.34% |
跌破离场 |
| 17 |
2021-12-03 |
2022-02-24 |
5.547203661999999 |
6.30369 |
¥13.9万 |
+13.60% |
跌破离场 |
| 18 |
2022-04-07 |
2022-04-22 |
6.448373932 |
6.3436499999999985 |
¥-1.9万 |
-1.65% |
跌破离场 |
| 19 |
2022-11-24 |
2022-12-20 |
5.717424713 |
5.6943 |
¥-4,897 |
-0.43% |
跌破离场 |
| 20 |
2023-02-07 |
2023-05-15 |
5.867619758 |
7.992 |
¥41.0万 |
+36.16% |
跌破离场 |
| 21 |
2023-08-01 |
2023-08-24 |
7.990376394 |
7.512479999999999 |
¥-9.2万 |
-6.01% |
跌破离场 |
| 22 |
2024-01-04 |
2024-05-06 |
5.737450719 |
6.58341 |
¥21.4万 |
+14.71% |
跌破离场 |
| 23 |
2024-10-09 |
2024-11-25 |
6.772031 |
6.4635299999999996 |
¥-7.5万 |
-4.58% |
跌破离场 |
| 24 |
2025-07-03 |
2025-07-21 |
5.6973987070000005 |
5.82417 |
¥3.5万 |
+2.19% |
跌破离场 |
| 25 |
2025-10-10 |
2025-11-19 |
5.827567746 |
5.55444 |
¥-7.7万 |
-4.72% |
跌破离场 |
| 26 |
2026-01-08 |
2026-01-19 |
5.5472036619999985 |
5.3346599999999995 |
¥-6.0万 |
-3.86% |
跌破离场 |
| 27 |
2026-01-27 |
2026-03-18 |
5.687385703999999 |
5.71428 |
¥6,469 |
+0.44% |
跌破离场 |
| 28 |
2026-07-31 |
2026-08-14 |
4.615994382999999 |
4.37562 |
¥-7.7万 |
-5.24% |
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 |
|---|
| 2015-03-26 |
突破买入 |
买入 |
12.632619999999998 |
76800.0 |
¥97.0万 |
首仓入场 |
| 2015-05-29 |
跌破离场 |
卖出 |
18.431549999999998 |
76800.0 |
¥1.42M |
|
| 2016-03-22 |
突破买入 |
买入 |
8.39839 |
171000.0 |
¥1.44M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
7.74225 |
171000.0 |
¥1.32M |
|
| 2016-08-16 |
突破买入 |
买入 |
7.187179999999999 |
184800.0 |
¥1.33M |
首仓入场 |
| 2016-09-21 |
跌破离场 |
卖出 |
7.25274 |
184800.0 |
¥1.34M |
|
| 2016-10-17 |
突破买入 |
买入 |
7.8077999999999985 |
170700.0 |
¥1.33M |
首仓入场 |
| 2016-12-06 |
跌破离场 |
卖出 |
9.00099 |
170700.0 |
¥1.54M |
|
| 2017-02-13 |
突破买入 |
买入 |
9.249239999999999 |
166000.0 |
¥1.54M |
首仓入场 |
| 2017-03-03 |
跌破离场 |
卖出 |
8.82117 |
166000.0 |
¥1.46M |
|
| 2017-03-27 |
突破买入 |
买入 |
9.14914 |
160500.0 |
¥1.47M |
首仓入场 |
| 2017-06-15 |
跌破离场 |
卖出 |
8.70129 |
160500.0 |
¥1.40M |
|
| 2017-07-19 |
突破买入 |
买入 |
8.99899 |
155500.0 |
¥1.40M |
首仓入场 |
| 2017-08-03 |
跌破离场 |
卖出 |
8.70129 |
155500.0 |
¥1.35M |
|
| 2017-09-01 |
突破买入 |
买入 |
8.828819999999999 |
153100.0 |
¥1.35M |
首仓入场 |
| 2017-09-25 |
跌破离场 |
卖出 |
8.67132 |
153100.0 |
¥1.33M |
|
| 2017-10-27 |
突破买入 |
买入 |
9.05905 |
145800.0 |
¥1.32M |
首仓入场 |
| 2017-11-13 |
跌破离场 |
卖出 |
8.74125 |
145800.0 |
¥1.27M |
|
| 2018-01-19 |
突破买入 |
买入 |
8.708699999999999 |
146300.0 |
¥1.27M |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
7.792200000000001 |
146300.0 |
¥1.14M |
|
| 2018-09-19 |
突破买入 |
买入 |
7.527519999999999 |
150400.0 |
¥1.13M |
首仓入场 |
| 2018-10-19 |
跌破离场 |
卖出 |
7.3726199999999995 |
150400.0 |
¥1.11M |
|
| 2019-02-26 |
突破买入 |
买入 |
7.3573499999999985 |
151600.0 |
¥1.12M |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
7.202790000000001 |
151600.0 |
¥1.09M |
|
| 2020-04-21 |
突破买入 |
买入 |
5.895889999999998 |
184700.0 |
¥1.09M |
首仓入场 |
| 2020-05-15 |
跌破离场 |
卖出 |
5.60439 |
184700.0 |
¥1.03M |
|
| 2020-11-12 |
突破买入 |
买入 |
5.65565 |
183200.0 |
¥1.04M |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
5.46453 |
183200.0 |
¥1.00M |
|
| 2021-01-14 |
突破买入 |
买入 |
5.65565 |
177600.0 |
¥1.00M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
5.31468 |
177600.0 |
¥94.4万 |
|
| 2021-08-26 |
突破买入 |
买入 |
5.45545 |
172300.0 |
¥94.0万 |
首仓入场 |
| 2021-09-22 |
跌破离场 |
卖出 |
5.91408 |
172300.0 |
¥1.02M |
|
| 2021-12-03 |
突破买入 |
买入 |
5.545539999999999 |
184200.0 |
¥1.02M |
首仓入场 |
| 2022-02-24 |
跌破离场 |
卖出 |
6.30369 |
184200.0 |
¥1.16M |
|
| 2022-04-07 |
突破买入 |
买入 |
6.44644 |
179700.0 |
¥1.16M |
首仓入场 |
| 2022-04-22 |
跌破离场 |
卖出 |
6.3436499999999985 |
179700.0 |
¥1.14M |
|
| 2022-11-24 |
突破买入 |
买入 |
5.71571 |
197200.0 |
¥1.13M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
5.6943 |
197200.0 |
¥1.12M |
|
| 2023-02-07 |
突破买入 |
买入 |
5.86586 |
193100.0 |
¥1.13M |
首仓入场 |
| 2023-05-15 |
跌破离场 |
卖出 |
7.992 |
193100.0 |
¥1.54M |
|
| 2023-08-01 |
突破买入 |
买入 |
7.987979999999999 |
192500.0 |
¥1.54M |
首仓入场 |
| 2023-08-24 |
跌破离场 |
卖出 |
7.512479999999999 |
192500.0 |
¥1.45M |
|
| 2024-01-04 |
突破买入 |
买入 |
5.73573 |
253200.0 |
¥1.45M |
首仓入场 |
| 2024-05-06 |
跌破离场 |
卖出 |
6.58341 |
253200.0 |
¥1.67M |
|
| 2024-10-09 |
突破买入 |
买入 |
6.77 |
242900.0 |
¥1.64M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
6.4635299999999996 |
242900.0 |
¥1.57M |
|
| 2025-07-03 |
突破买入 |
买入 |
5.69569 |
279700.0 |
¥1.59M |
首仓入场 |
| 2025-07-21 |
跌破离场 |
卖出 |
5.82417 |
279700.0 |
¥1.63M |
|
| 2025-10-10 |
突破买入 |
买入 |
5.825819999999999 |
279900.0 |
¥1.63M |
首仓入场 |
| 2025-11-19 |
跌破离场 |
卖出 |
5.55444 |
279900.0 |
¥1.55M |
|
| 2026-01-08 |
突破买入 |
买入 |
5.545539999999999 |
278700.0 |
¥1.55M |
首仓入场 |
| 2026-01-19 |
跌破离场 |
卖出 |
5.3346599999999995 |
278700.0 |
¥1.49M |
|
| 2026-01-27 |
突破买入 |
买入 |
5.685679999999999 |
256900.0 |
¥1.46M |
首仓入场 |
| 2026-03-18 |
跌破离场 |
卖出 |
5.71428 |
256900.0 |
¥1.47M |
|
| 2026-07-31 |
突破买入 |
买入 |
4.61461 |
319100.0 |
¥1.47M |
首仓入场 |
| 2026-08-14 |
跌破离场 |
卖出 |
4.37562 |
319100.0 |
¥1.40M |
|