601398 工商银行 — 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: ¥1.24M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +24.32%）
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 38 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 |
2015-03-19 |
2015-05-06 |
4.736150419 |
5.13486 |
¥8.4万 |
+8.39% |
跌破离场 |
| 2 |
2015-07-07 |
2015-07-28 |
5.487125644 |
4.75524 |
¥-13.7万 |
-13.36% |
跌破离场 |
| 3 |
2015-09-07 |
2015-09-30 |
4.7361504189999994 |
4.32567 |
¥-7.8万 |
-8.69% |
跌破离场 |
| 4 |
2015-10-22 |
2015-11-04 |
4.595968376999998 |
4.435560000000001 |
¥-2.9万 |
-3.52% |
跌破离场 |
| 5 |
2016-03-04 |
2016-05-10 |
4.125357236 |
4.15584 |
¥5,920 |
+0.71% |
跌破离场 |
| 6 |
2016-05-31 |
2016-07-11 |
4.295578287 |
4.275720000000001 |
¥-4,139 |
-0.49% |
跌破离场 |
| 7 |
2016-08-11 |
2016-09-19 |
4.3856953139999995 |
4.36563 |
¥-4,089 |
-0.49% |
跌破离场 |
| 8 |
2016-11-28 |
2016-12-16 |
4.5058513499999995 |
4.44555 |
¥-1.1万 |
-1.37% |
跌破离场 |
| 9 |
2017-01-17 |
2017-04-20 |
4.525877355999999 |
4.72527 |
¥3.6万 |
+4.37% |
跌破离场 |
| 10 |
2017-05-09 |
2017-06-16 |
4.876332461 |
5.03496 |
¥2.8万 |
+3.22% |
跌破离场 |
| 11 |
2017-07-18 |
2017-10-27 |
5.296878587 |
6.04395 |
¥12.4万 |
+14.07% |
跌破离场 |
| 12 |
2017-12-27 |
2018-02-09 |
6.097918826999999 |
6.5734200000000005 |
¥7.9万 |
+7.77% |
跌破离场 |
| 13 |
2018-09-25 |
2018-10-19 |
5.6773727009999995 |
5.34465 |
¥-6.3万 |
-5.89% |
跌破离场 |
| 14 |
2019-01-22 |
2019-03-26 |
5.461638 |
5.48451 |
¥3,988 |
+0.39% |
跌破离场 |
| 15 |
2019-04-17 |
2019-05-10 |
5.997788796999999 |
5.53446 |
¥-8.0万 |
-7.75% |
跌破离场 |
| 16 |
2019-06-05 |
2019-07-04 |
5.747463722 |
5.66433 |
¥-1.4万 |
-1.48% |
跌破离场 |
| 17 |
2019-09-16 |
2019-11-12 |
5.577242671 |
5.7642299999999995 |
¥3.1万 |
+3.32% |
跌破离场 |
| 18 |
2019-12-20 |
2020-01-17 |
5.927697776 |
5.804189999999999 |
¥-2.0万 |
-2.11% |
跌破离场 |
| 19 |
2020-06-03 |
2020-06-24 |
5.2067615599999995 |
5.14485 |
¥-1.2万 |
-1.22% |
跌破离场 |
| 20 |
2021-01-14 |
2021-04-22 |
5.056566515 |
5.37462 |
¥5.8万 |
+6.26% |
跌破离场 |
| 21 |
2021-07-02 |
2021-07-07 |
5.216774562999999 |
4.94505 |
¥-5.2万 |
-5.24% |
跌破离场 |
| 22 |
2021-09-06 |
2021-09-23 |
4.70611141 |
4.6453500000000005 |
¥-1.2万 |
-1.32% |
跌破离场 |
| 23 |
2022-01-06 |
2022-02-25 |
4.70611141 |
4.6953000000000005 |
¥-2,409 |
-0.26% |
跌破离场 |
| 24 |
2022-04-01 |
2022-05-12 |
4.756176425 |
4.65534 |
¥-2.0万 |
-2.15% |
跌破离场 |
| 25 |
2022-06-15 |
2022-07-13 |
4.726137415999999 |
4.50549 |
¥-4.3万 |
-4.70% |
跌破离场 |
| 26 |
2022-11-28 |
2022-12-21 |
4.295578287 |
4.23 |
¥-1.3万 |
-1.56% |
跌破离场 |
| 27 |
2023-01-03 |
2023-05-25 |
4.341302 |
4.72527 |
¥7.5万 |
+8.81% |
跌破离场 |
| 28 |
2023-10-13 |
2023-10-31 |
4.816254442999999 |
4.68531 |
¥-2.5万 |
-2.75% |
跌破离场 |
| 29 |
2024-01-05 |
2024-03-13 |
4.896358467 |
5.184810000000001 |
¥5.3万 |
+5.86% |
跌破离场 |
| 30 |
2024-04-17 |
2024-06-13 |
5.457086635 |
5.3946000000000005 |
¥-1.1万 |
-1.17% |
跌破离场 |
| 31 |
2024-06-25 |
2024-09-02 |
5.567229667999999 |
5.894100000000001 |
¥5.5万 |
+5.84% |
跌破离场 |
| 32 |
2024-12-05 |
2025-01-23 |
6.258126875 |
6.48 |
¥3.5万 |
+3.51% |
跌破离场 |
| 33 |
2025-02-13 |
2025-05-26 |
6.898959066999999 |
7.072919999999999 |
¥2.6万 |
+2.49% |
跌破离场 |
| 34 |
2025-06-19 |
2025-07-23 |
7.249414172000001 |
7.582409999999999 |
¥4.8万 |
+4.56% |
跌破离场 |
| 35 |
2025-10-17 |
2025-12-08 |
7.639921288999998 |
7.982010000000001 |
¥4.9万 |
+4.45% |
跌破离场 |
| 36 |
2026-03-18 |
2026-05-07 |
7.399609216999999 |
7.35264 |
¥-7,676 |
-0.66% |
跌破离场 |
| 37 |
2026-06-15 |
2026-06-22 |
7.752324999999999 |
7.12287 |
¥-9.3万 |
-8.15% |
跌破离场 |
| 38 |
2026-07-20 |
2026-11-13 |
7.509752249999999 |
8.85 |
¥18.6万 |
+17.81% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
突破买入 |
买入 |
4.73473 |
210700.0 |
¥99.8万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
5.13486 |
210700.0 |
¥1.08M |
|
| 2015-07-07 |
突破买入 |
买入 |
5.48548 |
186500.0 |
¥1.02M |
首仓入场 |
| 2015-07-28 |
跌破离场 |
卖出 |
4.75524 |
186500.0 |
¥88.7万 |
|
| 2015-09-07 |
突破买入 |
买入 |
4.73473 |
190600.0 |
¥90.3万 |
首仓入场 |
| 2015-09-30 |
跌破离场 |
卖出 |
4.32567 |
190600.0 |
¥82.4万 |
|
| 2015-10-22 |
突破买入 |
买入 |
4.594589999999999 |
181400.0 |
¥83.4万 |
首仓入场 |
| 2015-11-04 |
跌破离场 |
卖出 |
4.435560000000001 |
181400.0 |
¥80.4万 |
|
| 2016-03-04 |
突破买入 |
买入 |
4.12412 |
202500.0 |
¥83.5万 |
首仓入场 |
| 2016-05-10 |
跌破离场 |
卖出 |
4.15584 |
202500.0 |
¥84.1万 |
|
| 2016-05-31 |
突破买入 |
买入 |
4.294289999999999 |
195800.0 |
¥84.1万 |
首仓入场 |
| 2016-07-11 |
跌破离场 |
卖出 |
4.275720000000001 |
195800.0 |
¥83.7万 |
|
| 2016-08-11 |
突破买入 |
买入 |
4.384379999999999 |
191300.0 |
¥83.9万 |
首仓入场 |
| 2016-09-19 |
跌破离场 |
卖出 |
4.36563 |
191300.0 |
¥83.5万 |
|
| 2016-11-28 |
突破买入 |
买入 |
4.504499999999999 |
185300.0 |
¥83.5万 |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
4.44555 |
185300.0 |
¥82.4万 |
|
| 2017-01-17 |
突破买入 |
买入 |
4.524519999999999 |
180800.0 |
¥81.8万 |
首仓入场 |
| 2017-04-20 |
跌破离场 |
卖出 |
4.72527 |
180800.0 |
¥85.4万 |
|
| 2017-05-09 |
突破买入 |
买入 |
4.87487 |
175100.0 |
¥85.4万 |
首仓入场 |
| 2017-06-16 |
跌破离场 |
卖出 |
5.03496 |
175100.0 |
¥88.1万 |
|
| 2017-07-18 |
突破买入 |
买入 |
5.29529 |
165800.0 |
¥87.8万 |
首仓入场 |
| 2017-10-27 |
跌破离场 |
卖出 |
6.04395 |
165800.0 |
¥1.00M |
|
| 2017-12-27 |
突破买入 |
买入 |
6.096089999999999 |
165900.0 |
¥1.01M |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
6.5734200000000005 |
165900.0 |
¥1.09M |
|
| 2018-09-25 |
突破买入 |
买入 |
5.675669999999999 |
189000.0 |
¥1.07M |
首仓入场 |
| 2018-10-19 |
跌破离场 |
卖出 |
5.34465 |
189000.0 |
¥1.01M |
|
| 2019-01-22 |
突破买入 |
买入 |
5.46 |
187900.0 |
¥1.03M |
首仓入场 |
| 2019-03-26 |
跌破离场 |
卖出 |
5.48451 |
187900.0 |
¥1.03M |
|
| 2019-04-17 |
突破买入 |
买入 |
5.99599 |
171300.0 |
¥1.03M |
首仓入场 |
| 2019-05-10 |
跌破离场 |
卖出 |
5.53446 |
171300.0 |
¥94.8万 |
|
| 2019-06-05 |
突破买入 |
买入 |
5.74574 |
165500.0 |
¥95.1万 |
首仓入场 |
| 2019-07-04 |
跌破离场 |
卖出 |
5.66433 |
165500.0 |
¥93.7万 |
|
| 2019-09-16 |
突破买入 |
买入 |
5.57557 |
167800.0 |
¥93.6万 |
首仓入场 |
| 2019-11-12 |
跌破离场 |
卖出 |
5.7642299999999995 |
167800.0 |
¥96.7万 |
|
| 2019-12-20 |
突破买入 |
买入 |
5.92592 |
162800.0 |
¥96.5万 |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
5.804189999999999 |
162800.0 |
¥94.5万 |
|
| 2020-06-03 |
突破买入 |
买入 |
5.2052 |
182100.0 |
¥94.8万 |
首仓入场 |
| 2020-06-24 |
跌破离场 |
卖出 |
5.14485 |
182100.0 |
¥93.7万 |
|
| 2021-01-14 |
突破买入 |
买入 |
5.05505 |
184500.0 |
¥93.3万 |
首仓入场 |
| 2021-04-22 |
跌破离场 |
卖出 |
5.37462 |
184500.0 |
¥99.1万 |
|
| 2021-07-02 |
突破买入 |
买入 |
5.215209999999999 |
188600.0 |
¥98.4万 |
首仓入场 |
| 2021-07-07 |
跌破离场 |
卖出 |
4.94505 |
188600.0 |
¥93.2万 |
|
| 2021-09-06 |
突破买入 |
买入 |
4.7047 |
198800.0 |
¥93.6万 |
首仓入场 |
| 2021-09-23 |
跌破离场 |
卖出 |
4.6453500000000005 |
198800.0 |
¥92.3万 |
|
| 2022-01-06 |
突破买入 |
买入 |
4.7047 |
197100.0 |
¥92.8万 |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
4.6953000000000005 |
197100.0 |
¥92.5万 |
|
| 2022-04-01 |
突破买入 |
买入 |
4.75475 |
194100.0 |
¥92.3万 |
首仓入场 |
| 2022-05-12 |
跌破离场 |
卖出 |
4.65534 |
194100.0 |
¥90.3万 |
|
| 2022-06-15 |
突破买入 |
买入 |
4.72472 |
192000.0 |
¥90.7万 |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
4.50549 |
192000.0 |
¥86.5万 |
|
| 2022-11-28 |
突破买入 |
买入 |
4.294289999999999 |
199900.0 |
¥85.9万 |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
4.23 |
199900.0 |
¥84.5万 |
|
| 2023-01-03 |
突破买入 |
买入 |
4.34 |
195900.0 |
¥85.0万 |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
4.72527 |
195900.0 |
¥92.5万 |
|
| 2023-10-13 |
突破买入 |
买入 |
4.814809999999999 |
191100.0 |
¥92.0万 |
首仓入场 |
| 2023-10-31 |
跌破离场 |
卖出 |
4.68531 |
191100.0 |
¥89.5万 |
|
| 2024-01-05 |
突破买入 |
买入 |
4.894889999999999 |
184000.0 |
¥90.1万 |
首仓入场 |
| 2024-03-13 |
跌破离场 |
卖出 |
5.184810000000001 |
184000.0 |
¥95.4万 |
|
| 2024-04-17 |
突破买入 |
买入 |
5.45545 |
174100.0 |
¥95.0万 |
首仓入场 |
| 2024-06-13 |
跌破离场 |
卖出 |
5.3946000000000005 |
174100.0 |
¥93.9万 |
|
| 2024-06-25 |
突破买入 |
买入 |
5.565559999999999 |
169000.0 |
¥94.1万 |
首仓入场 |
| 2024-09-02 |
跌破离场 |
卖出 |
5.894100000000001 |
169000.0 |
¥99.6万 |
|
| 2024-12-05 |
突破买入 |
买入 |
6.25625 |
159100.0 |
¥99.6万 |
首仓入场 |
| 2025-01-23 |
跌破离场 |
卖出 |
6.48 |
159100.0 |
¥1.03M |
|
| 2025-02-13 |
突破买入 |
买入 |
6.896889999999999 |
149400.0 |
¥1.03M |
首仓入场 |
| 2025-05-26 |
跌破离场 |
卖出 |
7.072919999999999 |
149400.0 |
¥1.06M |
|
| 2025-06-19 |
突破买入 |
买入 |
7.24724 |
145700.0 |
¥1.06M |
首仓入场 |
| 2025-07-23 |
跌破离场 |
卖出 |
7.582409999999999 |
145700.0 |
¥1.10M |
|
| 2025-10-17 |
突破买入 |
买入 |
7.637629999999998 |
144700.0 |
¥1.11M |
首仓入场 |
| 2025-12-08 |
跌破离场 |
卖出 |
7.982010000000001 |
144700.0 |
¥1.15M |
|
| 2026-03-18 |
突破买入 |
买入 |
7.39739 |
156100.0 |
¥1.16M |
首仓入场 |
| 2026-05-07 |
跌破离场 |
卖出 |
7.35264 |
156100.0 |
¥1.15M |
|
| 2026-06-15 |
突破买入 |
买入 |
7.75 |
147300.0 |
¥1.14M |
首仓入场 |
| 2026-06-22 |
跌破离场 |
卖出 |
7.12287 |
147300.0 |
¥1.05M |
|
| 2026-07-20 |
突破买入 |
买入 |
7.507499999999999 |
139100.0 |
¥1.04M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
8.85 |
139100 |
¥1.23M |
回测结束强平 |