601600 中国铝业 — 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: ¥1.79M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +79.02%）
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 32 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 |
2015-03-09 |
2015-06-01 |
6.047853812 |
8.841149999999999 |
¥46.0万 |
+46.14% |
跌破离场 |
| 2 |
2016-07-14 |
2016-07-28 |
4.125357235999999 |
3.8361599999999996 |
¥-10.2万 |
-7.04% |
跌破离场 |
| 3 |
2016-10-25 |
2016-12-19 |
3.9551361849999997 |
4.3956 |
¥14.9万 |
+11.10% |
跌破离场 |
| 4 |
2017-01-20 |
2017-03-08 |
4.726137415999999 |
4.87512 |
¥4.7万 |
+3.12% |
跌破离场 |
| 5 |
2017-07-06 |
2018-02-27 |
4.666059398 |
6.55 |
¥62.6万 |
+40.33% |
跌破离场 |
| 6 |
2018-07-25 |
2018-09-11 |
3.955136185 |
3.9060900000000003 |
¥-2.8万 |
-1.27% |
跌破离场 |
| 7 |
2019-02-14 |
2019-03-27 |
3.8349801489999997 |
4.095899999999999 |
¥14.5万 |
+6.77% |
跌破离场 |
| 8 |
2019-09-10 |
2019-09-24 |
3.804941139999999 |
3.58641 |
¥-13.1万 |
-5.77% |
跌破离场 |
| 9 |
2019-12-18 |
2020-01-22 |
3.454486035 |
3.37662 |
¥-4.9万 |
-2.28% |
跌破离场 |
| 10 |
2020-07-10 |
2020-09-04 |
3.50455105 |
3.02697 |
¥-28.3万 |
-13.65% |
跌破离场 |
| 11 |
2020-11-10 |
2020-12-10 |
3.2942779869999996 |
3.7961999999999994 |
¥27.8万 |
+15.20% |
跌破离场 |
| 12 |
2021-01-08 |
2021-01-20 |
3.981194 |
3.4465500000000002 |
¥-28.2万 |
-13.46% |
跌破离场 |
| 13 |
2021-02-19 |
2021-03-25 |
3.9551361849999993 |
3.70629 |
¥-11.5万 |
-6.32% |
跌破离场 |
| 14 |
2021-05-11 |
2021-06-17 |
5.537190659 |
4.77522 |
¥-22.6万 |
-13.79% |
跌破离场 |
| 15 |
2021-09-01 |
2021-09-28 |
7.710012309999999 |
7.95 |
¥4.5万 |
+3.08% |
跌破离场 |
| 16 |
2021-12-09 |
2022-01-06 |
6.358256904999998 |
5.7942 |
¥-13.4万 |
-8.90% |
跌破离场 |
| 17 |
2022-08-26 |
2022-09-27 |
4.766189427999999 |
4.12587 |
¥-18.8万 |
-13.46% |
跌破离场 |
| 18 |
2022-11-30 |
2022-12-22 |
4.50585135 |
4.5854099999999995 |
¥2.1万 |
+1.74% |
跌破离场 |
| 19 |
2023-01-17 |
2023-03-17 |
4.911473 |
5.4 |
¥12.2万 |
+9.91% |
跌破离场 |
| 20 |
2023-04-11 |
2023-05-15 |
5.907671769999999 |
5.85414 |
¥-1.3万 |
-0.94% |
跌破离场 |
| 21 |
2023-06-19 |
2023-06-26 |
5.801740000000001 |
5.34465 |
¥-10.5万 |
-7.91% |
跌破离场 |
| 22 |
2023-07-10 |
2023-08-15 |
6.007801799999998 |
6.103890000000001 |
¥1.9万 |
+1.57% |
跌破离场 |
| 23 |
2023-09-05 |
2023-09-22 |
6.758777024999999 |
6.44355 |
¥-5.8万 |
-4.69% |
跌破离场 |
| 24 |
2024-02-22 |
2024-04-24 |
6.007801799999999 |
6.8931000000000004 |
¥17.5万 |
+14.70% |
跌破离场 |
| 25 |
2024-07-10 |
2024-07-18 |
8.000389397 |
7.24275 |
¥-12.9万 |
-9.50% |
跌破离场 |
| 26 |
2024-09-23 |
2024-10-31 |
6.999089096999999 |
7.64235 |
¥11.3万 |
+9.16% |
跌破离场 |
| 27 |
2025-01-17 |
2025-02-18 |
7.760077325 |
7.482510000000001 |
¥-4.9万 |
-3.61% |
跌破离场 |
| 28 |
2025-05-15 |
2025-05-28 |
6.778803030999999 |
6.49 |
¥-5.6万 |
-4.29% |
跌破离场 |
| 29 |
2025-06-11 |
2025-09-05 |
6.858907054999999 |
7.40259 |
¥9.9万 |
+7.89% |
跌破离场 |
| 30 |
2025-10-10 |
2025-11-24 |
8.591156573999998 |
10.569420000000001 |
¥30.6万 |
+22.99% |
跌破离场 |
| 31 |
2025-12-31 |
2026-02-03 |
12.005590596999998 |
13.0869 |
¥14.8万 |
+8.97% |
跌破离场 |
| 32 |
2026-07-23 |
2026-08-17 |
9.422235823 |
9.34065 |
¥-1.6万 |
-0.90% |
跌破离场 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-09 |
突破买入 |
买入 |
6.04604 |
165000.0 |
¥99.8万 |
首仓入场 |
| 2015-06-01 |
跌破离场 |
卖出 |
8.841149999999999 |
165000.0 |
¥1.46M |
|
| 2016-07-14 |
突破买入 |
买入 |
4.12412 |
350700.0 |
¥1.45M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
3.8361599999999996 |
350700.0 |
¥1.34M |
|
| 2016-10-25 |
突破买入 |
买入 |
3.9539500000000003 |
340200.0 |
¥1.35M |
首仓入场 |
| 2016-12-19 |
跌破离场 |
卖出 |
4.3956 |
340200.0 |
¥1.49M |
|
| 2017-01-20 |
突破买入 |
买入 |
4.72472 |
316400.0 |
¥1.50M |
首仓入场 |
| 2017-03-08 |
跌破离场 |
卖出 |
4.87512 |
316400.0 |
¥1.54M |
|
| 2017-07-06 |
突破买入 |
买入 |
4.66466 |
332500.0 |
¥1.55M |
首仓入场 |
| 2018-02-27 |
跌破离场 |
卖出 |
6.55 |
332500.0 |
¥2.18M |
|
| 2018-07-25 |
突破买入 |
买入 |
3.95395 |
550100.0 |
¥2.18M |
首仓入场 |
| 2018-09-11 |
跌破离场 |
卖出 |
3.9060900000000003 |
550100.0 |
¥2.15M |
|
| 2019-02-14 |
突破买入 |
买入 |
3.83383 |
557300.0 |
¥2.14M |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
4.095899999999999 |
557300.0 |
¥2.28M |
|
| 2019-09-10 |
突破买入 |
买入 |
3.8037999999999994 |
597900.0 |
¥2.27M |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
3.58641 |
597900.0 |
¥2.14M |
|
| 2019-12-18 |
突破买入 |
买入 |
3.4534499999999997 |
624000.0 |
¥2.16M |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
3.37662 |
624000.0 |
¥2.11M |
|
| 2020-07-10 |
突破买入 |
买入 |
3.5035 |
591000.0 |
¥2.07M |
首仓入场 |
| 2020-09-04 |
跌破离场 |
卖出 |
3.02697 |
591000.0 |
¥1.79M |
|
| 2020-11-10 |
突破买入 |
买入 |
3.29329 |
555600.0 |
¥1.83M |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
3.7961999999999994 |
555600.0 |
¥2.11M |
|
| 2021-01-08 |
突破买入 |
买入 |
3.98 |
526300.0 |
¥2.10M |
首仓入场 |
| 2021-01-20 |
跌破离场 |
卖出 |
3.4465500000000002 |
526300.0 |
¥1.81M |
|
| 2021-02-19 |
突破买入 |
买入 |
3.95395 |
461900.0 |
¥1.83M |
首仓入场 |
| 2021-03-25 |
跌破离场 |
卖出 |
3.70629 |
461900.0 |
¥1.71M |
|
| 2021-05-11 |
突破买入 |
买入 |
5.53553 |
295700.0 |
¥1.64M |
首仓入场 |
| 2021-06-17 |
跌破离场 |
卖出 |
4.77522 |
295700.0 |
¥1.41M |
|
| 2021-09-01 |
突破买入 |
买入 |
7.707699999999999 |
190300.0 |
¥1.47M |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
7.95 |
190300.0 |
¥1.51M |
|
| 2021-12-09 |
突破买入 |
买入 |
6.356349999999999 |
237100.0 |
¥1.51M |
首仓入场 |
| 2022-01-06 |
跌破离场 |
卖出 |
5.7942 |
237100.0 |
¥1.37M |
|
| 2022-08-26 |
突破买入 |
买入 |
4.764759999999999 |
292600.0 |
¥1.39M |
首仓入场 |
| 2022-09-27 |
跌破离场 |
卖出 |
4.12587 |
292600.0 |
¥1.21M |
|
| 2022-11-30 |
突破买入 |
买入 |
4.504499999999999 |
266200.0 |
¥1.20M |
首仓入场 |
| 2022-12-22 |
跌破离场 |
卖出 |
4.5854099999999995 |
266200.0 |
¥1.22M |
|
| 2023-01-17 |
突破买入 |
买入 |
4.91 |
249800.0 |
¥1.23M |
首仓入场 |
| 2023-03-17 |
跌破离场 |
卖出 |
5.4 |
249800.0 |
¥1.35M |
|
| 2023-04-11 |
突破买入 |
买入 |
5.9059 |
228500.0 |
¥1.35M |
首仓入场 |
| 2023-05-15 |
跌破离场 |
卖出 |
5.85414 |
228500.0 |
¥1.34M |
|
| 2023-06-19 |
突破买入 |
买入 |
5.8 |
228700.0 |
¥1.33M |
首仓入场 |
| 2023-06-26 |
跌破离场 |
卖出 |
5.34465 |
228700.0 |
¥1.22M |
|
| 2023-07-10 |
突破买入 |
买入 |
6.0059999999999985 |
203500.0 |
¥1.22M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
6.103890000000001 |
203500.0 |
¥1.24M |
|
| 2023-09-05 |
突破买入 |
买入 |
6.756749999999999 |
183600.0 |
¥1.24M |
首仓入场 |
| 2023-09-22 |
跌破离场 |
卖出 |
6.44355 |
183600.0 |
¥1.18M |
|
| 2024-02-22 |
突破买入 |
买入 |
6.005999999999999 |
198400.0 |
¥1.19M |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
6.8931000000000004 |
198400.0 |
¥1.37M |
|
| 2024-07-10 |
突破买入 |
买入 |
7.997990000000001 |
169800.0 |
¥1.36M |
首仓入场 |
| 2024-07-18 |
跌破离场 |
卖出 |
7.24275 |
169800.0 |
¥1.23M |
|
| 2024-09-23 |
突破买入 |
买入 |
6.996989999999999 |
175700.0 |
¥1.23M |
首仓入场 |
| 2024-10-31 |
跌破离场 |
卖出 |
7.64235 |
175700.0 |
¥1.34M |
|
| 2025-01-17 |
突破买入 |
买入 |
7.75775 |
174100.0 |
¥1.35M |
首仓入场 |
| 2025-02-18 |
跌破离场 |
卖出 |
7.482510000000001 |
174100.0 |
¥1.30M |
|
| 2025-05-15 |
突破买入 |
买入 |
6.776769999999999 |
192600.0 |
¥1.31M |
首仓入场 |
| 2025-05-28 |
跌破离场 |
卖出 |
6.49 |
192600.0 |
¥1.25M |
|
| 2025-06-11 |
突破买入 |
买入 |
6.856849999999999 |
182500.0 |
¥1.25M |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
7.40259 |
182500.0 |
¥1.35M |
|
| 2025-10-10 |
突破买入 |
买入 |
8.588579999999999 |
155100.0 |
¥1.33M |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
10.569420000000001 |
155100.0 |
¥1.64M |
|
| 2025-12-31 |
突破买入 |
买入 |
12.00199 |
137800.0 |
¥1.65M |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
13.0869 |
137800.0 |
¥1.80M |
|
| 2026-07-23 |
突破买入 |
买入 |
9.41941 |
190900.0 |
¥1.80M |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
9.34065 |
190900.0 |
¥1.78M |
|