601456 国联民生 — 海龟交易法则 回测明细
数据区间: 2020-07-31 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥35.0万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -65.05%）
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 23 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 |
2020-10-13 |
2020-11-03 |
19.0247057 |
14.59539 |
¥-22.5万 |
-23.30% |
跌破离场 |
| 2 |
2020-12-03 |
2021-01-14 |
22.228866659999998 |
18.56142 |
¥-12.5万 |
-16.52% |
跌破离场 |
| 3 |
2021-03-25 |
2021-04-12 |
16.531467953 |
14.6853 |
¥-7.1万 |
-11.19% |
跌破离场 |
| 4 |
2021-05-21 |
2021-06-04 |
15.72041471 |
14.69529 |
¥-3.7万 |
-6.55% |
跌破离场 |
| 5 |
2021-12-10 |
2022-01-17 |
13.257215972 |
13.676309999999997 |
¥1.7万 |
+3.13% |
跌破离场 |
| 6 |
2022-01-27 |
2022-03-07 |
15.820544739999997 |
14.04594 |
¥-6.2万 |
-11.24% |
跌破离场 |
| 7 |
2022-06-08 |
2022-07-15 |
11.074381317999999 |
11.05893 |
¥-839 |
-0.17% |
跌破离场 |
| 8 |
2022-08-12 |
2022-09-02 |
11.284654380999998 |
10.81917 |
¥-2.0万 |
-4.15% |
跌破离场 |
| 9 |
2022-11-14 |
2022-12-23 |
10.533679156 |
10.91907 |
¥1.7万 |
+3.63% |
跌破离场 |
| 10 |
2023-01-17 |
2023-02-07 |
12.526266752999998 |
11.5884 |
¥-3.7万 |
-7.51% |
跌破离场 |
| 11 |
2023-07-26 |
2023-08-24 |
9.51235285 |
10.6893 |
¥5.6万 |
+12.34% |
跌破离场 |
| 12 |
2023-10-19 |
2023-11-02 |
11.094407323999997 |
10.529459999999998 |
¥-2.6万 |
-5.12% |
跌破离场 |
| 13 |
2023-11-07 |
2023-11-23 |
11.745252519 |
11.5884 |
¥-6,509 |
-1.37% |
跌破离场 |
| 14 |
2023-12-19 |
2023-12-21 |
12.205850657 |
11.04894 |
¥-4.5万 |
-9.51% |
跌破离场 |
| 15 |
2024-02-26 |
2024-03-28 |
10.914173270000001 |
11.06892 |
¥5,981 |
+1.39% |
跌破离场 |
| 16 |
2024-08-01 |
2024-08-13 |
10.31339309 |
9.61038 |
¥-3.0万 |
-6.84% |
跌破离场 |
| 17 |
2024-09-26 |
2024-11-26 |
10.203250056999998 |
11.92806 |
¥6.9万 |
+16.87% |
跌破离场 |
| 18 |
2024-12-13 |
2025-01-03 |
13.627697082999997 |
12.1878 |
¥-5.0万 |
-10.59% |
跌破离场 |
| 19 |
2025-02-13 |
2025-03-28 |
12.023606 |
10.54944 |
¥-5.2万 |
-12.29% |
跌破离场 |
| 20 |
2025-06-26 |
2025-08-04 |
10.643191999999999 |
11.05893 |
¥1.5万 |
+3.87% |
跌破离场 |
| 21 |
2025-08-19 |
2025-09-04 |
12.095707624000001 |
11.448540000000001 |
¥-2.1万 |
-5.38% |
跌破离场 |
| 22 |
2025-12-15 |
2025-12-24 |
10.773991228 |
10.32966 |
¥-1.5万 |
-4.15% |
跌破离场 |
| 23 |
2026-04-29 |
2026-05-19 |
9.442261828999998 |
9.28071 |
¥-6,146 |
-1.74% |
跌破离场 |
逐笔成交记录（共 46 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-10-13 |
突破买入 |
买入 |
19.019 |
50700.0 |
¥96.5万 |
首仓入场 |
| 2020-11-03 |
跌破离场 |
卖出 |
14.59539 |
50700.0 |
¥74.0万 |
|
| 2020-12-03 |
突破买入 |
买入 |
22.222199999999997 |
33900.0 |
¥75.4万 |
首仓入场 |
| 2021-01-14 |
跌破离场 |
卖出 |
18.56142 |
33900.0 |
¥62.9万 |
|
| 2021-03-25 |
突破买入 |
买入 |
16.52651 |
38400.0 |
¥63.5万 |
首仓入场 |
| 2021-04-12 |
跌破离场 |
卖出 |
14.6853 |
38400.0 |
¥56.4万 |
|
| 2021-05-21 |
突破买入 |
买入 |
15.7157 |
35700.0 |
¥56.1万 |
首仓入场 |
| 2021-06-04 |
跌破离场 |
卖出 |
14.69529 |
35700.0 |
¥52.4万 |
|
| 2021-12-10 |
突破买入 |
买入 |
13.25324 |
40000.0 |
¥53.0万 |
首仓入场 |
| 2022-01-17 |
跌破离场 |
卖出 |
13.676309999999997 |
40000.0 |
¥54.7万 |
|
| 2022-01-27 |
突破买入 |
买入 |
15.8158 |
35100.0 |
¥55.5万 |
首仓入场 |
| 2022-03-07 |
跌破离场 |
卖出 |
14.04594 |
35100.0 |
¥49.3万 |
|
| 2022-06-08 |
突破买入 |
买入 |
11.07106 |
44700.0 |
¥49.5万 |
首仓入场 |
| 2022-07-15 |
跌破离场 |
卖出 |
11.05893 |
44700.0 |
¥49.4万 |
|
| 2022-08-12 |
突破买入 |
买入 |
11.281269999999997 |
43100.0 |
¥48.6万 |
首仓入场 |
| 2022-09-02 |
跌破离场 |
卖出 |
10.81917 |
43100.0 |
¥46.6万 |
|
| 2022-11-14 |
突破买入 |
买入 |
10.53052 |
45000.0 |
¥47.4万 |
首仓入场 |
| 2022-12-23 |
跌破离场 |
卖出 |
10.91907 |
45000.0 |
¥49.1万 |
|
| 2023-01-17 |
突破买入 |
买入 |
12.522509999999999 |
39100.0 |
¥49.0万 |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
11.5884 |
39100.0 |
¥45.3万 |
|
| 2023-07-26 |
突破买入 |
买入 |
9.5095 |
47300.0 |
¥45.0万 |
首仓入场 |
| 2023-08-24 |
跌破离场 |
卖出 |
10.6893 |
47300.0 |
¥50.5万 |
|
| 2023-10-19 |
突破买入 |
买入 |
11.091079999999998 |
45700.0 |
¥50.7万 |
首仓入场 |
| 2023-11-02 |
跌破离场 |
卖出 |
10.529459999999998 |
45700.0 |
¥48.1万 |
|
| 2023-11-07 |
突破买入 |
买入 |
11.741729999999999 |
40600.0 |
¥47.7万 |
首仓入场 |
| 2023-11-23 |
跌破离场 |
卖出 |
11.5884 |
40600.0 |
¥47.0万 |
|
| 2023-12-19 |
突破买入 |
买入 |
12.202189999999998 |
38500.0 |
¥47.0万 |
首仓入场 |
| 2023-12-21 |
跌破离场 |
卖出 |
11.04894 |
38500.0 |
¥42.5万 |
|
| 2024-02-26 |
突破买入 |
买入 |
10.9109 |
39500.0 |
¥43.1万 |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
11.06892 |
39500.0 |
¥43.7万 |
|
| 2024-08-01 |
突破买入 |
买入 |
10.3103 |
42100.0 |
¥43.4万 |
首仓入场 |
| 2024-08-13 |
跌破离场 |
卖出 |
9.61038 |
42100.0 |
¥40.4万 |
|
| 2024-09-26 |
突破买入 |
买入 |
10.20019 |
39900.0 |
¥40.7万 |
首仓入场 |
| 2024-11-26 |
跌破离场 |
卖出 |
11.92806 |
39900.0 |
¥47.6万 |
|
| 2024-12-13 |
突破买入 |
买入 |
13.623609999999998 |
34700.0 |
¥47.3万 |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
12.1878 |
34700.0 |
¥42.3万 |
|
| 2025-02-13 |
突破买入 |
买入 |
12.02 |
35500.0 |
¥42.7万 |
首仓入场 |
| 2025-03-28 |
跌破离场 |
卖出 |
10.54944 |
35500.0 |
¥37.4万 |
|
| 2025-06-26 |
突破买入 |
买入 |
10.64 |
35300.0 |
¥37.6万 |
首仓入场 |
| 2025-08-04 |
跌破离场 |
卖出 |
11.05893 |
35300.0 |
¥39.0万 |
|
| 2025-08-19 |
突破买入 |
买入 |
12.09208 |
32100.0 |
¥38.8万 |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
11.448540000000001 |
32100.0 |
¥36.7万 |
|
| 2025-12-15 |
突破买入 |
买入 |
10.77076 |
33900.0 |
¥36.5万 |
首仓入场 |
| 2025-12-24 |
跌破离场 |
卖出 |
10.32966 |
33900.0 |
¥35.0万 |
|
| 2026-04-29 |
突破买入 |
买入 |
9.439429999999998 |
37400.0 |
¥35.3万 |
首仓入场 |
| 2026-05-19 |
跌破离场 |
卖出 |
9.28071 |
37400.0 |
¥34.7万 |
|