601601 中国太保 — 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: ¥74.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -25.74%）
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 43 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 |
2015-04-09 |
2015-05-18 |
35.696355694999994 |
32.97699 |
¥-7.6万 |
-7.65% |
跌破离场 |
| 2 |
2015-11-05 |
2016-01-05 |
26.644600982999997 |
26.94303 |
¥9,872 |
+1.09% |
跌破离场 |
| 3 |
2016-03-07 |
2016-05-09 |
25.132637529999997 |
26.10387 |
¥3.6万 |
+3.83% |
跌破离场 |
| 4 |
2016-09-05 |
2016-10-18 |
28.266707468999996 |
28.63 |
¥1.2万 |
+1.25% |
跌破离场 |
| 5 |
2016-11-22 |
2016-12-16 |
30.649802182999995 |
29.120849999999997 |
¥-4.9万 |
-5.02% |
跌破离场 |
| 6 |
2017-05-15 |
2017-09-12 |
28.917552664 |
37.222739999999995 |
¥26.5万 |
+28.68% |
跌破离场 |
| 7 |
2017-10-18 |
2017-11-30 |
38.73029560399999 |
42.57738 |
¥11.8万 |
+9.90% |
跌破离场 |
| 8 |
2018-02-06 |
2018-02-12 |
42.05461259999999 |
37.3626 |
¥-14.3万 |
-11.18% |
跌破离场 |
| 9 |
2018-05-09 |
2018-05-24 |
35.806498727999994 |
33.3666 |
¥-8.0万 |
-6.84% |
跌破离场 |
| 10 |
2018-06-15 |
2018-06-26 |
36.036797797000006 |
32.2677 |
¥-11.4万 |
-10.49% |
跌破离场 |
| 11 |
2018-07-24 |
2018-08-03 |
35.02548449399999 |
31.78 |
¥-9.0万 |
-9.29% |
跌破离场 |
| 12 |
2018-09-27 |
2018-10-12 |
35.250572 |
33.07689 |
¥-5.5万 |
-6.19% |
跌破离场 |
| 13 |
2019-02-13 |
2019-05-07 |
31.390764405 |
34.54542 |
¥8.3万 |
+10.02% |
跌破离场 |
| 14 |
2019-06-21 |
2019-07-09 |
37.308449178 |
34.72 |
¥-6.4万 |
-6.97% |
跌破离场 |
| 15 |
2019-07-31 |
2019-08-06 |
39.481840999999996 |
36.063900000000004 |
¥-7.4万 |
-8.68% |
跌破离场 |
| 16 |
2019-08-26 |
2019-09-18 |
39.401166805 |
37.452510000000004 |
¥-3.8万 |
-4.97% |
跌破离场 |
| 17 |
2019-12-16 |
2020-01-17 |
37.068137105999995 |
37.6623 |
¥1.2万 |
+1.57% |
跌破离场 |
| 18 |
2020-04-29 |
2020-05-15 |
29.958904975999996 |
29.02095 |
¥-2.4万 |
-3.16% |
跌破离场 |
| 19 |
2020-06-09 |
2020-06-12 |
30.419503113999998 |
27.442529999999998 |
¥-7.1万 |
-9.81% |
跌破离场 |
| 20 |
2020-08-18 |
2020-09-07 |
33.493495034999995 |
30.18978 |
¥-6.4万 |
-9.89% |
跌破离场 |
| 21 |
2020-10-13 |
2020-11-03 |
32.982831882 |
31.50846 |
¥-2.6万 |
-4.50% |
跌破离场 |
| 22 |
2020-11-26 |
2020-12-14 |
36.026784793999994 |
37.162800000000004 |
¥1.8万 |
+3.12% |
跌破离场 |
| 23 |
2021-01-08 |
2021-01-25 |
39.321062781 |
37.3626 |
¥-2.9万 |
-5.01% |
跌破离场 |
| 24 |
2021-02-24 |
2021-03-11 |
44.818201427999995 |
41.90805 |
¥-3.6万 |
-6.52% |
跌破离场 |
| 25 |
2021-10-11 |
2021-11-01 |
29.338098789999997 |
27.462509999999998 |
¥-3.3万 |
-6.42% |
跌破离场 |
| 26 |
2022-02-14 |
2022-02-25 |
28.627175577 |
26.733240000000002 |
¥-3.2万 |
-6.64% |
跌破离场 |
| 27 |
2022-06-09 |
2022-07-11 |
21.568008461999998 |
21.96801 |
¥8,262 |
+1.82% |
跌破离场 |
| 28 |
2022-08-31 |
2022-09-20 |
20.426526119999995 |
20.53944 |
¥2,402 |
+0.52% |
跌破离场 |
| 29 |
2022-11-07 |
2022-12-21 |
21.137449333 |
23.89608 |
¥6.0万 |
+13.02% |
跌破离场 |
| 30 |
2023-01-13 |
2023-03-09 |
25.433027619999997 |
27.162810000000004 |
¥3.5万 |
+6.77% |
跌破离场 |
| 31 |
2023-04-18 |
2023-05-24 |
28.717292604 |
30.069900000000004 |
¥2.6万 |
+4.68% |
跌破离场 |
| 32 |
2023-07-27 |
2023-08-22 |
29.408189811 |
27.3726 |
¥-4.1万 |
-6.95% |
跌破离场 |
| 33 |
2023-09-05 |
2023-10-09 |
30.339099 |
28.2717 |
¥-3.7万 |
-6.84% |
跌破离场 |
| 34 |
2024-01-26 |
2024-03-05 |
24.872299451999996 |
24.81516 |
¥-1,318 |
-0.26% |
跌破离场 |
| 35 |
2024-04-19 |
2024-06-07 |
24.13133723 |
28.601370000000003 |
¥9.3万 |
+18.49% |
跌破离场 |
| 36 |
2024-07-19 |
2024-08-07 |
29.808940000000003 |
27.42255 |
¥-4.8万 |
-8.03% |
跌破离场 |
| 37 |
2024-09-02 |
2024-11-13 |
29.688553895 |
35.5 |
¥10.7万 |
+19.54% |
跌破离场 |
| 38 |
2025-05-09 |
2025-07-23 |
31.791284524999995 |
36.33363 |
¥9.3万 |
+14.25% |
跌破离场 |
| 39 |
2025-08-15 |
2025-09-05 |
39.45123181999999 |
37.88208 |
¥-3.0万 |
-4.01% |
跌破离场 |
| 40 |
2025-12-08 |
2026-01-23 |
37.54876124999999 |
43.376580000000004 |
¥11.1万 |
+15.49% |
跌破离场 |
| 41 |
2026-07-23 |
2026-08-11 |
32.79258482499999 |
30.8691 |
¥-4.9万 |
-5.89% |
跌破离场 |
| 42 |
2026-09-02 |
2026-09-17 |
32.98283188199999 |
31.868099999999995 |
¥-2.7万 |
-3.41% |
跌破离场 |
| 43 |
2026-11-04 |
2026-11-13 |
32.24186966 |
31.54 |
¥-1.7万 |
-2.21% |
强平 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-09 |
突破买入 |
买入 |
35.685649999999995 |
27900.0 |
¥99.6万 |
首仓入场 |
| 2015-05-18 |
跌破离场 |
卖出 |
32.97699 |
27900.0 |
¥92.0万 |
|
| 2015-11-05 |
突破买入 |
买入 |
26.636609999999997 |
34000.0 |
¥90.6万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
26.94303 |
34000.0 |
¥91.6万 |
|
| 2016-03-07 |
突破买入 |
买入 |
25.1251 |
36900.0 |
¥92.7万 |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
26.10387 |
36900.0 |
¥96.3万 |
|
| 2016-09-05 |
突破买入 |
买入 |
28.258229999999998 |
34200.0 |
¥96.7万 |
首仓入场 |
| 2016-10-18 |
跌破离场 |
卖出 |
28.63 |
34200.0 |
¥97.9万 |
|
| 2016-11-22 |
突破买入 |
买入 |
30.640609999999995 |
31600.0 |
¥96.9万 |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
29.120849999999997 |
31600.0 |
¥92.0万 |
|
| 2017-05-15 |
突破买入 |
买入 |
28.908879999999996 |
32000.0 |
¥92.5万 |
首仓入场 |
| 2017-09-12 |
跌破离场 |
卖出 |
37.222739999999995 |
32000.0 |
¥1.19M |
|
| 2017-10-18 |
突破买入 |
买入 |
38.71867999999999 |
30800.0 |
¥1.19M |
首仓入场 |
| 2017-11-30 |
跌破离场 |
卖出 |
42.57738 |
30800.0 |
¥1.31M |
|
| 2018-02-06 |
突破买入 |
买入 |
42.041999999999994 |
30400.0 |
¥1.28M |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
37.3626 |
30400.0 |
¥1.14M |
|
| 2018-05-09 |
突破买入 |
买入 |
35.795759999999994 |
32700.0 |
¥1.17M |
首仓入场 |
| 2018-05-24 |
跌破离场 |
卖出 |
33.3666 |
32700.0 |
¥1.09M |
|
| 2018-06-15 |
突破买入 |
买入 |
36.02599 |
30200.0 |
¥1.09M |
首仓入场 |
| 2018-06-26 |
跌破离场 |
卖出 |
32.2677 |
30200.0 |
¥97.4万 |
|
| 2018-07-24 |
突破买入 |
买入 |
35.014979999999994 |
27800.0 |
¥97.4万 |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
31.78 |
27800.0 |
¥88.3万 |
|
| 2018-09-27 |
突破买入 |
买入 |
35.24 |
25100.0 |
¥88.5万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
33.07689 |
25100.0 |
¥83.0万 |
|
| 2019-02-13 |
突破买入 |
买入 |
31.381349999999998 |
26500.0 |
¥83.2万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
34.54542 |
26500.0 |
¥91.5万 |
|
| 2019-06-21 |
突破买入 |
买入 |
37.297259999999994 |
24500.0 |
¥91.4万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
34.72 |
24500.0 |
¥85.0万 |
|
| 2019-07-31 |
突破买入 |
买入 |
39.47 |
21500.0 |
¥84.9万 |
首仓入场 |
| 2019-08-06 |
跌破离场 |
卖出 |
36.063900000000004 |
21500.0 |
¥77.5万 |
|
| 2019-08-26 |
突破买入 |
买入 |
39.38935 |
19400.0 |
¥76.4万 |
首仓入场 |
| 2019-09-18 |
跌破离场 |
卖出 |
37.452510000000004 |
19400.0 |
¥72.6万 |
|
| 2019-12-16 |
突破买入 |
买入 |
37.05702 |
19900.0 |
¥73.8万 |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
37.6623 |
19900.0 |
¥74.9万 |
|
| 2020-04-29 |
突破买入 |
买入 |
29.94992 |
25100.0 |
¥75.2万 |
首仓入场 |
| 2020-05-15 |
跌破离场 |
卖出 |
29.02095 |
25100.0 |
¥72.8万 |
|
| 2020-06-09 |
突破买入 |
买入 |
30.410379999999996 |
23900.0 |
¥72.7万 |
首仓入场 |
| 2020-06-12 |
跌破离场 |
卖出 |
27.442529999999998 |
23900.0 |
¥65.6万 |
|
| 2020-08-18 |
突破买入 |
买入 |
33.48345 |
19400.0 |
¥65.0万 |
首仓入场 |
| 2020-09-07 |
跌破离场 |
卖出 |
30.18978 |
19400.0 |
¥58.6万 |
|
| 2020-10-13 |
突破买入 |
买入 |
32.972939999999994 |
17800.0 |
¥58.7万 |
首仓入场 |
| 2020-11-03 |
跌破离场 |
卖出 |
31.50846 |
17800.0 |
¥56.1万 |
|
| 2020-11-26 |
突破买入 |
买入 |
36.01597999999999 |
15700.0 |
¥56.6万 |
首仓入场 |
| 2020-12-14 |
跌破离场 |
卖出 |
37.162800000000004 |
15700.0 |
¥58.3万 |
|
| 2021-01-08 |
突破买入 |
买入 |
39.30927 |
14800.0 |
¥58.2万 |
首仓入场 |
| 2021-01-25 |
跌破离场 |
卖出 |
37.3626 |
14800.0 |
¥55.3万 |
|
| 2021-02-24 |
突破买入 |
买入 |
44.804759999999995 |
12300.0 |
¥55.1万 |
首仓入场 |
| 2021-03-11 |
跌破离场 |
卖出 |
41.90805 |
12300.0 |
¥51.5万 |
|
| 2021-10-11 |
突破买入 |
买入 |
29.329299999999996 |
17600.0 |
¥51.6万 |
首仓入场 |
| 2021-11-01 |
跌破离场 |
卖出 |
27.462509999999998 |
17600.0 |
¥48.3万 |
|
| 2022-02-14 |
突破买入 |
买入 |
28.618589999999998 |
16800.0 |
¥48.1万 |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
26.733240000000002 |
16800.0 |
¥44.9万 |
|
| 2022-06-09 |
突破买入 |
买入 |
21.561539999999997 |
21000.0 |
¥45.3万 |
首仓入场 |
| 2022-07-11 |
跌破离场 |
卖出 |
21.96801 |
21000.0 |
¥46.1万 |
|
| 2022-08-31 |
突破买入 |
买入 |
20.420399999999997 |
22500.0 |
¥46.0万 |
首仓入场 |
| 2022-09-20 |
跌破离场 |
卖出 |
20.53944 |
22500.0 |
¥46.2万 |
|
| 2022-11-07 |
突破买入 |
买入 |
21.131109999999996 |
21700.0 |
¥45.9万 |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
23.89608 |
21700.0 |
¥51.8万 |
|
| 2023-01-13 |
突破买入 |
买入 |
25.425399999999996 |
20600.0 |
¥52.4万 |
首仓入场 |
| 2023-03-09 |
跌破离场 |
卖出 |
27.162810000000004 |
20600.0 |
¥55.9万 |
|
| 2023-04-18 |
突破买入 |
买入 |
28.70868 |
19400.0 |
¥55.7万 |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
30.069900000000004 |
19400.0 |
¥58.3万 |
|
| 2023-07-27 |
突破买入 |
买入 |
29.39937 |
19900.0 |
¥58.5万 |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
27.3726 |
19900.0 |
¥54.5万 |
|
| 2023-09-05 |
突破买入 |
买入 |
30.33 |
17900.0 |
¥54.3万 |
首仓入场 |
| 2023-10-09 |
跌破离场 |
卖出 |
28.2717 |
17900.0 |
¥50.6万 |
|
| 2024-01-26 |
突破买入 |
买入 |
24.864839999999997 |
20400.0 |
¥50.7万 |
首仓入场 |
| 2024-03-05 |
跌破离场 |
卖出 |
24.81516 |
20400.0 |
¥50.6万 |
|
| 2024-04-19 |
突破买入 |
买入 |
24.1241 |
20800.0 |
¥50.2万 |
首仓入场 |
| 2024-06-07 |
跌破离场 |
卖出 |
28.601370000000003 |
20800.0 |
¥59.5万 |
|
| 2024-07-19 |
突破买入 |
买入 |
29.8 |
20000.0 |
¥59.6万 |
首仓入场 |
| 2024-08-07 |
跌破离场 |
卖出 |
27.42255 |
20000.0 |
¥54.8万 |
|
| 2024-09-02 |
突破买入 |
买入 |
29.679649999999995 |
18500.0 |
¥54.9万 |
首仓入场 |
| 2024-11-13 |
跌破离场 |
卖出 |
35.5 |
18500.0 |
¥65.7万 |
|
| 2025-05-09 |
突破买入 |
买入 |
31.781749999999995 |
20600.0 |
¥65.5万 |
首仓入场 |
| 2025-07-23 |
跌破离场 |
卖出 |
36.33363 |
20600.0 |
¥74.8万 |
|
| 2025-08-15 |
突破买入 |
买入 |
39.43939999999999 |
18900.0 |
¥74.6万 |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
37.88208 |
18900.0 |
¥71.6万 |
|
| 2025-12-08 |
突破买入 |
买入 |
37.537499999999994 |
19100.0 |
¥71.7万 |
首仓入场 |
| 2026-01-23 |
跌破离场 |
卖出 |
43.376580000000004 |
19100.0 |
¥82.8万 |
|
| 2026-07-23 |
突破买入 |
买入 |
32.78274999999999 |
25300.0 |
¥83.0万 |
首仓入场 |
| 2026-08-11 |
跌破离场 |
卖出 |
30.8691 |
25300.0 |
¥78.1万 |
|
| 2026-09-02 |
突破买入 |
买入 |
32.972939999999994 |
23600.0 |
¥77.8万 |
首仓入场 |
| 2026-09-17 |
跌破离场 |
卖出 |
31.868099999999995 |
23600.0 |
¥75.2万 |
|
| 2026-11-04 |
突破买入 |
买入 |
32.2322 |
23400.0 |
¥75.4万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
31.54 |
23400 |
¥73.8万 |
回测结束强平 |