601618 中国中冶 — 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: ¥47.0万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -52.97%）
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 35 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 |
2015-03-18 |
2015-06-17 |
4.936410479 |
8.70129 |
¥74.8万 |
+76.21% |
跌破离场 |
| 2 |
2015-07-27 |
2015-08-04 |
7.840181348999999 |
6.383609999999999 |
¥-31.3万 |
-18.60% |
跌破离场 |
| 3 |
2016-07-14 |
2016-09-27 |
3.9551361849999997 |
3.9360600000000003 |
¥-7,282 |
-0.51% |
跌破离场 |
| 4 |
2016-10-24 |
2016-11-03 |
4.3856953139999995 |
4.1058900000000005 |
¥-9.1万 |
-6.41% |
跌破离场 |
| 5 |
2016-11-29 |
2016-12-13 |
5.306891589999999 |
4.74525 |
¥-14.0万 |
-10.61% |
跌破离场 |
| 6 |
2017-01-12 |
2017-03-03 |
5.006501499999999 |
4.995 |
¥-3,043 |
-0.26% |
跌破离场 |
| 7 |
2017-03-27 |
2017-04-25 |
5.136670538999999 |
5.04495 |
¥-2.1万 |
-1.82% |
跌破离场 |
| 8 |
2017-07-14 |
2017-10-18 |
5.096618526999999 |
5.054939999999999 |
¥-9,883 |
-0.85% |
跌破离场 |
| 9 |
2018-07-24 |
2018-09-07 |
3.404421019999999 |
3.37 |
¥-1.2万 |
-1.04% |
跌破离场 |
| 10 |
2019-02-19 |
2019-03-27 |
3.094017927 |
3.46653 |
¥13.8万 |
+12.01% |
跌破离场 |
| 11 |
2019-07-02 |
2019-07-22 |
3.1040309299999995 |
2.9770200000000004 |
¥-5.3万 |
-4.12% |
跌破离场 |
| 12 |
2019-09-04 |
2019-09-24 |
2.913783873 |
2.8871100000000003 |
¥-1.1万 |
-0.95% |
跌破离场 |
| 13 |
2019-12-18 |
2020-02-03 |
2.7736018309999997 |
2.42 |
¥-15.6万 |
-12.78% |
跌破离场 |
| 14 |
2020-11-24 |
2020-12-08 |
2.8436928519999993 |
2.68731 |
¥-5.9万 |
-5.53% |
跌破离场 |
| 15 |
2021-01-13 |
2021-01-29 |
3.033939909 |
2.84715 |
¥-6.2万 |
-6.18% |
跌破离场 |
| 16 |
2021-02-23 |
2021-04-22 |
3.554616065 |
3.2867100000000002 |
¥-7.2万 |
-7.56% |
跌破离场 |
| 17 |
2021-07-27 |
2021-09-28 |
3.955136185 |
4.47552 |
¥11.3万 |
+13.12% |
跌破离场 |
| 18 |
2021-12-06 |
2021-12-29 |
4.165409248 |
3.86613 |
¥-7.1万 |
-7.21% |
跌破离场 |
| 19 |
2022-02-11 |
2022-02-25 |
4.185435254 |
4.0459499999999995 |
¥-3.1万 |
-3.36% |
跌破离场 |
| 20 |
2022-09-07 |
2022-09-19 |
3.274251981 |
3.1468499999999997 |
¥-3.5万 |
-3.92% |
跌破离场 |
| 21 |
2022-11-23 |
2022-12-20 |
3.284264984 |
3.2367600000000003 |
¥-1.3万 |
-1.48% |
跌破离场 |
| 22 |
2023-02-02 |
2023-05-24 |
3.4444730319999994 |
3.92607 |
¥11.7万 |
+13.95% |
跌破离场 |
| 23 |
2023-08-01 |
2023-08-14 |
4.185435253999999 |
3.84615 |
¥-7.8万 |
-8.13% |
跌破离场 |
| 24 |
2024-01-26 |
2024-03-14 |
3.274251981 |
3.23 |
¥-1.2万 |
-1.38% |
跌破离场 |
| 25 |
2024-03-19 |
2024-05-06 |
3.4644990379999996 |
3.2967 |
¥-4.2万 |
-4.87% |
跌破离场 |
| 26 |
2024-08-16 |
2024-08-30 |
3.2542259749999993 |
3.02697 |
¥-5.8万 |
-7.01% |
跌破离场 |
| 27 |
2024-10-09 |
2024-11-25 |
3.4810440000000002 |
3.31668 |
¥-3.6万 |
-4.75% |
跌破离场 |
| 28 |
2025-05-15 |
2025-05-26 |
3.0139139029999993 |
2.91708 |
¥-2.4万 |
-3.24% |
跌破离场 |
| 29 |
2025-07-22 |
2025-08-04 |
3.1440829420000003 |
2.99 |
¥-3.5万 |
-4.93% |
跌破离场 |
| 30 |
2025-08-20 |
2025-09-23 |
3.3042909899999997 |
3.3066899999999997 |
¥285 |
+0.04% |
跌破离场 |
| 31 |
2025-10-10 |
2025-11-03 |
4.015214202999999 |
3.4964999999999997 |
¥-8.4万 |
-12.94% |
跌破离场 |
| 32 |
2026-01-27 |
2026-02-24 |
3.240972 |
3.02697 |
¥-3.9万 |
-6.63% |
跌破离场 |
| 33 |
2026-03-13 |
2026-03-20 |
3.294277987 |
3.07692 |
¥-3.6万 |
-6.63% |
跌破离场 |
| 34 |
2026-08-04 |
2026-08-07 |
2.743562822 |
2.6173800000000003 |
¥-2.4万 |
-4.63% |
跌破离场 |
| 35 |
2026-11-04 |
2026-11-13 |
2.623406786 |
2.51 |
¥-2.1万 |
-4.35% |
强平 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
突破买入 |
买入 |
4.93493 |
198900.0 |
¥98.2万 |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
8.70129 |
198900.0 |
¥1.73M |
|
| 2015-07-27 |
突破买入 |
买入 |
7.837829999999999 |
214300.0 |
¥1.68M |
首仓入场 |
| 2015-08-04 |
跌破离场 |
卖出 |
6.383609999999999 |
214300.0 |
¥1.37M |
|
| 2016-07-14 |
突破买入 |
买入 |
3.95395 |
359500.0 |
¥1.42M |
首仓入场 |
| 2016-09-27 |
跌破离场 |
卖出 |
3.9360600000000003 |
359500.0 |
¥1.41M |
|
| 2016-10-24 |
突破买入 |
买入 |
4.384379999999999 |
322800.0 |
¥1.42M |
首仓入场 |
| 2016-11-03 |
跌破离场 |
卖出 |
4.1058900000000005 |
322800.0 |
¥1.32M |
|
| 2016-11-29 |
突破买入 |
买入 |
5.305299999999999 |
248200.0 |
¥1.32M |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
4.74525 |
248200.0 |
¥1.18M |
|
| 2017-01-12 |
突破买入 |
买入 |
5.004999999999999 |
234100.0 |
¥1.17M |
首仓入场 |
| 2017-03-03 |
跌破离场 |
卖出 |
4.995 |
234100.0 |
¥1.17M |
|
| 2017-03-27 |
突破买入 |
买入 |
5.135129999999999 |
230300.0 |
¥1.18M |
首仓入场 |
| 2017-04-25 |
跌破离场 |
卖出 |
5.04495 |
230300.0 |
¥1.16M |
|
| 2017-07-14 |
突破买入 |
买入 |
5.095089999999999 |
228800.0 |
¥1.17M |
首仓入场 |
| 2017-10-18 |
跌破离场 |
卖出 |
5.054939999999999 |
228800.0 |
¥1.16M |
|
| 2018-07-24 |
突破买入 |
买入 |
3.403399999999999 |
341100.0 |
¥1.16M |
首仓入场 |
| 2018-09-07 |
跌破离场 |
卖出 |
3.37 |
341100.0 |
¥1.15M |
|
| 2019-02-19 |
突破买入 |
买入 |
3.0930899999999997 |
371400.0 |
¥1.15M |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
3.46653 |
371400.0 |
¥1.29M |
|
| 2019-07-02 |
突破买入 |
买入 |
3.1031 |
413200.0 |
¥1.28M |
首仓入场 |
| 2019-07-22 |
跌破离场 |
卖出 |
2.9770200000000004 |
413200.0 |
¥1.23M |
|
| 2019-09-04 |
突破买入 |
买入 |
2.9129099999999997 |
415000.0 |
¥1.21M |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
2.8871100000000003 |
415000.0 |
¥1.20M |
|
| 2019-12-18 |
突破买入 |
买入 |
2.7727699999999995 |
439200.0 |
¥1.22M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
2.42 |
439200.0 |
¥1.06M |
|
| 2020-11-24 |
突破买入 |
买入 |
2.8428399999999994 |
374000.0 |
¥1.06M |
首仓入场 |
| 2020-12-08 |
跌破离场 |
卖出 |
2.68731 |
374000.0 |
¥1.00M |
|
| 2021-01-13 |
突破买入 |
买入 |
3.0330299999999997 |
329200.0 |
¥99.9万 |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
2.84715 |
329200.0 |
¥93.7万 |
|
| 2021-02-23 |
突破买入 |
买入 |
3.5535499999999995 |
266400.0 |
¥94.7万 |
首仓入场 |
| 2021-04-22 |
跌破离场 |
卖出 |
3.2867100000000002 |
266400.0 |
¥87.5万 |
|
| 2021-07-27 |
突破买入 |
买入 |
3.95395 |
218000.0 |
¥86.2万 |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
4.47552 |
218000.0 |
¥97.5万 |
|
| 2021-12-06 |
突破买入 |
买入 |
4.16416 |
237300.0 |
¥98.8万 |
首仓入场 |
| 2021-12-29 |
跌破离场 |
卖出 |
3.86613 |
237300.0 |
¥91.7万 |
|
| 2022-02-11 |
突破买入 |
买入 |
4.18418 |
217100.0 |
¥90.9万 |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
4.0459499999999995 |
217100.0 |
¥87.8万 |
|
| 2022-09-07 |
突破买入 |
买入 |
3.2732699999999997 |
270800.0 |
¥88.7万 |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
3.1468499999999997 |
270800.0 |
¥85.2万 |
|
| 2022-11-23 |
突破买入 |
买入 |
3.28328 |
259400.0 |
¥85.2万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
3.2367600000000003 |
259400.0 |
¥83.9万 |
|
| 2023-02-02 |
突破买入 |
买入 |
3.4434399999999994 |
243700.0 |
¥83.9万 |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
3.92607 |
243700.0 |
¥95.6万 |
|
| 2023-08-01 |
突破买入 |
买入 |
4.18418 |
227900.0 |
¥95.4万 |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
3.84615 |
227900.0 |
¥87.6万 |
|
| 2024-01-26 |
突破买入 |
买入 |
3.2732699999999997 |
266800.0 |
¥87.4万 |
首仓入场 |
| 2024-03-14 |
跌破离场 |
卖出 |
3.23 |
266800.0 |
¥86.2万 |
|
| 2024-03-19 |
突破买入 |
买入 |
3.4634599999999995 |
250200.0 |
¥86.7万 |
首仓入场 |
| 2024-05-06 |
跌破离场 |
卖出 |
3.2967 |
250200.0 |
¥82.5万 |
|
| 2024-08-16 |
突破买入 |
买入 |
3.2532499999999995 |
253400.0 |
¥82.5万 |
首仓入场 |
| 2024-08-30 |
跌破离场 |
卖出 |
3.02697 |
253400.0 |
¥76.7万 |
|
| 2024-10-09 |
突破买入 |
买入 |
3.48 |
215800.0 |
¥75.1万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
3.31668 |
215800.0 |
¥71.6万 |
|
| 2025-05-15 |
突破买入 |
买入 |
3.0130099999999995 |
241900.0 |
¥72.9万 |
首仓入场 |
| 2025-05-26 |
跌破离场 |
卖出 |
2.91708 |
241900.0 |
¥70.5万 |
|
| 2025-07-22 |
突破买入 |
买入 |
3.1431400000000003 |
225100.0 |
¥70.8万 |
首仓入场 |
| 2025-08-04 |
跌破离场 |
卖出 |
2.99 |
225100.0 |
¥67.3万 |
|
| 2025-08-20 |
突破买入 |
买入 |
3.3032999999999992 |
202500.0 |
¥66.9万 |
首仓入场 |
| 2025-09-23 |
跌破离场 |
卖出 |
3.3066899999999997 |
202500.0 |
¥66.9万 |
|
| 2025-10-10 |
突破买入 |
买入 |
4.014009999999999 |
162400.0 |
¥65.2万 |
首仓入场 |
| 2025-11-03 |
跌破离场 |
卖出 |
3.4964999999999997 |
162400.0 |
¥56.8万 |
|
| 2026-01-27 |
突破买入 |
买入 |
3.24 |
181000.0 |
¥58.7万 |
首仓入场 |
| 2026-02-24 |
跌破离场 |
卖出 |
3.02697 |
181000.0 |
¥54.8万 |
|
| 2026-03-13 |
突破买入 |
买入 |
3.29329 |
167000.0 |
¥55.0万 |
首仓入场 |
| 2026-03-20 |
跌破离场 |
卖出 |
3.07692 |
167000.0 |
¥51.4万 |
|
| 2026-08-04 |
突破买入 |
买入 |
2.74274 |
187300.0 |
¥51.4万 |
首仓入场 |
| 2026-08-07 |
跌破离场 |
卖出 |
2.6173800000000003 |
187300.0 |
¥49.0万 |
|
| 2026-11-04 |
突破买入 |
买入 |
2.62262 |
185400.0 |
¥48.6万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
2.51 |
185400 |
¥46.5万 |
回测结束强平 |