601628 中国人寿 — 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: ¥1.28M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +28.12%）
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 40 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 |
2015-04-08 |
2015-05-18 |
39.20090674499999 |
36.3636 |
¥-7.3万 |
-7.27% |
跌破离场 |
| 2 |
2015-11-06 |
2015-11-30 |
28.547071553 |
26.52345 |
¥-6.5万 |
-7.12% |
跌破离场 |
| 3 |
2016-03-07 |
2016-04-11 |
22.52925675 |
23.13684 |
¥2.3万 |
+2.67% |
跌破离场 |
| 4 |
2016-07-14 |
2016-08-04 |
21.696507 |
20.589389999999998 |
¥-4.5万 |
-5.13% |
跌破离场 |
| 5 |
2016-08-16 |
2016-12-16 |
22.429126719999996 |
23.95602 |
¥5.7万 |
+6.78% |
跌破离场 |
| 6 |
2017-04-27 |
2017-06-21 |
25.513131643999998 |
26.56341 |
¥3.6万 |
+4.09% |
跌破离场 |
| 7 |
2017-07-18 |
2017-08-01 |
29.288033775 |
27.66231 |
¥-5.1万 |
-5.58% |
跌破离场 |
| 8 |
2017-08-28 |
2017-09-12 |
29.288033774999995 |
27.972 |
¥-4.0万 |
-4.52% |
跌破离场 |
| 9 |
2017-10-19 |
2017-11-30 |
28.63718858 |
31.278689999999997 |
¥7.7万 |
+9.19% |
跌破离场 |
| 10 |
2018-07-23 |
2018-08-03 |
23.440440022999997 |
22.21776 |
¥-4.8万 |
-5.24% |
跌破离场 |
| 11 |
2018-10-08 |
2018-10-12 |
22.178801644999997 |
21.08889 |
¥-4.2万 |
-4.94% |
跌破离场 |
| 12 |
2018-10-23 |
2018-11-26 |
23.220153956999997 |
21.598380000000002 |
¥-5.8万 |
-7.01% |
跌破离场 |
| 13 |
2019-01-22 |
2019-03-26 |
22.286684 |
27.572400000000002 |
¥18.2万 |
+23.68% |
跌破离场 |
| 14 |
2019-04-22 |
2019-05-07 |
31.50945 |
27.91206 |
¥-10.9万 |
-11.44% |
跌破离场 |
| 15 |
2019-06-21 |
2019-08-05 |
28.396876507999995 |
28.95102 |
¥1.6万 |
+1.92% |
跌破离场 |
| 16 |
2019-10-22 |
2019-11-25 |
30.619763173999992 |
32.8 |
¥6.0万 |
+7.09% |
跌破离场 |
| 17 |
2020-04-20 |
2020-05-15 |
28.056434405999997 |
27.392580000000002 |
¥-2.2万 |
-2.40% |
跌破离场 |
| 18 |
2020-06-09 |
2020-09-08 |
28.837448639999995 |
40.959 |
¥37.5万 |
+41.99% |
跌破离场 |
| 19 |
2020-09-21 |
2020-11-03 |
47.06111409999999 |
44.955 |
¥-5.7万 |
-4.50% |
跌破离场 |
| 20 |
2021-01-13 |
2021-02-01 |
40.84303923699999 |
35.964 |
¥-14.5万 |
-11.97% |
跌破离场 |
| 21 |
2021-04-29 |
2021-06-11 |
32.962805876 |
34.31565 |
¥4.4万 |
+4.07% |
跌破离场 |
| 22 |
2021-09-02 |
2021-09-23 |
30.85006224299999 |
29.960009999999997 |
¥-3.2万 |
-2.91% |
跌破离场 |
| 23 |
2021-12-10 |
2022-01-17 |
30.309360081 |
28.891080000000002 |
¥-5.1万 |
-4.71% |
跌破离场 |
| 24 |
2022-02-14 |
2022-03-08 |
31.621063473999996 |
27.75222 |
¥-12.6万 |
-12.26% |
跌破离场 |
| 25 |
2022-06-15 |
2022-07-13 |
26.324184886999994 |
29.83014 |
¥12.0万 |
+13.28% |
跌破离场 |
| 26 |
2022-08-26 |
2022-10-19 |
28.927565666999996 |
30.259709999999995 |
¥4.6万 |
+4.57% |
跌破离场 |
| 27 |
2022-11-15 |
2023-01-18 |
32.562285756 |
35.884080000000004 |
¥10.9万 |
+10.17% |
跌破离场 |
| 28 |
2023-03-02 |
2023-03-09 |
36.76774701599999 |
35.21475000000001 |
¥-5.0万 |
-4.25% |
跌破离场 |
| 29 |
2023-04-19 |
2023-05-25 |
36.89791605499999 |
37.442519999999995 |
¥1.6万 |
+1.45% |
跌破离场 |
| 30 |
2023-07-31 |
2023-08-15 |
36.567486955999996 |
35.524440000000006 |
¥-3.3万 |
-2.88% |
跌破离场 |
| 31 |
2023-10-13 |
2023-10-23 |
37.561265000000006 |
33.966 |
¥-10.6万 |
-9.60% |
跌破离场 |
| 32 |
2024-01-30 |
2024-03-05 |
28.737318609999996 |
29.32065 |
¥2.0万 |
+2.00% |
跌破离场 |
| 33 |
2024-04-30 |
2024-05-30 |
30.799997228 |
31.29 |
¥1.6万 |
+1.56% |
跌破离场 |
| 34 |
2024-07-18 |
2024-08-07 |
31.951492572999996 |
30.28968 |
¥-5.4万 |
-5.23% |
跌破离场 |
| 35 |
2024-08-28 |
2024-11-25 |
32.742519810000005 |
41.60835 |
¥26.6万 |
+27.04% |
跌破离场 |
| 36 |
2025-05-15 |
2025-07-10 |
39.461244822999994 |
39.7602 |
¥8,984 |
+0.73% |
跌破离场 |
| 37 |
2025-07-29 |
2025-09-04 |
42.455132719999995 |
39.58038 |
¥-8.5万 |
-6.80% |
跌破离场 |
| 38 |
2025-10-17 |
2026-01-23 |
42.575288756000006 |
46.613339999999994 |
¥11.1万 |
+9.45% |
跌破离场 |
| 39 |
2026-06-16 |
2026-08-05 |
36.257083863 |
37.75221 |
¥5.2万 |
+4.09% |
跌破离场 |
| 40 |
2026-09-02 |
2026-09-17 |
39.030685694 |
37.162800000000004 |
¥-6.4万 |
-4.81% |
跌破离场 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-08 |
突破买入 |
买入 |
39.18914999999999 |
25500.0 |
¥100.0万 |
首仓入场 |
| 2015-05-18 |
跌破离场 |
卖出 |
36.3636 |
25500.0 |
¥92.7万 |
|
| 2015-11-06 |
突破买入 |
买入 |
28.53851 |
32000.0 |
¥91.4万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
26.52345 |
32000.0 |
¥84.8万 |
|
| 2016-03-07 |
突破买入 |
买入 |
22.522499999999997 |
37800.0 |
¥85.2万 |
首仓入场 |
| 2016-04-11 |
跌破离场 |
卖出 |
23.13684 |
37800.0 |
¥87.4万 |
|
| 2016-07-14 |
突破买入 |
买入 |
21.69 |
40700.0 |
¥88.3万 |
首仓入场 |
| 2016-08-04 |
跌破离场 |
卖出 |
20.589389999999998 |
40700.0 |
¥83.8万 |
|
| 2016-08-16 |
突破买入 |
买入 |
22.422399999999996 |
37300.0 |
¥83.7万 |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
23.95602 |
37300.0 |
¥89.3万 |
|
| 2017-04-27 |
突破买入 |
买入 |
25.50548 |
35000.0 |
¥89.3万 |
首仓入场 |
| 2017-06-21 |
跌破离场 |
卖出 |
26.56341 |
35000.0 |
¥92.9万 |
|
| 2017-07-18 |
突破买入 |
买入 |
29.279249999999998 |
31500.0 |
¥92.3万 |
首仓入场 |
| 2017-08-01 |
跌破离场 |
卖出 |
27.66231 |
31500.0 |
¥87.1万 |
|
| 2017-08-28 |
突破买入 |
买入 |
29.279249999999998 |
30000.0 |
¥87.9万 |
首仓入场 |
| 2017-09-12 |
跌破离场 |
卖出 |
27.972 |
30000.0 |
¥83.9万 |
|
| 2017-10-19 |
突破买入 |
买入 |
28.6286 |
29200.0 |
¥83.6万 |
首仓入场 |
| 2017-11-30 |
跌破离场 |
卖出 |
31.278689999999997 |
29200.0 |
¥91.3万 |
|
| 2018-07-23 |
突破买入 |
买入 |
23.43341 |
38700.0 |
¥90.7万 |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
22.21776 |
38700.0 |
¥86.0万 |
|
| 2018-10-08 |
突破买入 |
买入 |
22.172149999999995 |
38200.0 |
¥84.7万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
21.08889 |
38200.0 |
¥80.5万 |
|
| 2018-10-23 |
突破买入 |
买入 |
23.213189999999997 |
35400.0 |
¥82.2万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
21.598380000000002 |
35400.0 |
¥76.4万 |
|
| 2019-01-22 |
突破买入 |
买入 |
22.28 |
34500.0 |
¥76.9万 |
首仓入场 |
| 2019-03-26 |
跌破离场 |
卖出 |
27.572400000000002 |
34500.0 |
¥95.1万 |
|
| 2019-04-22 |
突破买入 |
买入 |
31.5 |
30200.0 |
¥95.2万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
27.91206 |
30200.0 |
¥84.3万 |
|
| 2019-06-21 |
突破买入 |
买入 |
28.388359999999995 |
29600.0 |
¥84.1万 |
首仓入场 |
| 2019-08-05 |
跌破离场 |
卖出 |
28.95102 |
29600.0 |
¥85.7万 |
|
| 2019-10-22 |
突破买入 |
买入 |
30.610579999999995 |
27800.0 |
¥85.1万 |
首仓入场 |
| 2019-11-25 |
跌破离场 |
卖出 |
32.8 |
27800.0 |
¥91.2万 |
|
| 2020-04-20 |
突破买入 |
买入 |
28.048019999999998 |
32700.0 |
¥91.7万 |
首仓入场 |
| 2020-05-15 |
跌破离场 |
卖出 |
27.392580000000002 |
32700.0 |
¥89.5万 |
|
| 2020-06-09 |
突破买入 |
买入 |
28.828799999999998 |
31000.0 |
¥89.4万 |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
40.959 |
31000.0 |
¥1.27M |
|
| 2020-09-21 |
突破买入 |
买入 |
47.047 |
26800.0 |
¥1.26M |
首仓入场 |
| 2020-11-03 |
跌破离场 |
卖出 |
44.955 |
26800.0 |
¥1.20M |
|
| 2021-01-13 |
突破买入 |
买入 |
40.83078999999999 |
29700.0 |
¥1.21M |
首仓入场 |
| 2021-02-01 |
跌破离场 |
卖出 |
35.964 |
29700.0 |
¥1.07M |
|
| 2021-04-29 |
突破买入 |
买入 |
32.95292 |
32500.0 |
¥1.07M |
首仓入场 |
| 2021-06-11 |
跌破离场 |
卖出 |
34.31565 |
32500.0 |
¥1.11M |
|
| 2021-09-02 |
突破买入 |
买入 |
30.84080999999999 |
36000.0 |
¥1.11M |
首仓入场 |
| 2021-09-23 |
跌破离场 |
卖出 |
29.960009999999997 |
36000.0 |
¥1.08M |
|
| 2021-12-10 |
突破买入 |
买入 |
30.300269999999998 |
35400.0 |
¥1.07M |
首仓入场 |
| 2022-01-17 |
跌破离场 |
卖出 |
28.891080000000002 |
35400.0 |
¥1.02M |
|
| 2022-02-14 |
突破买入 |
买入 |
31.611579999999996 |
32500.0 |
¥1.03M |
首仓入场 |
| 2022-03-08 |
跌破离场 |
卖出 |
27.75222 |
32500.0 |
¥90.2万 |
|
| 2022-06-15 |
突破买入 |
买入 |
26.316289999999995 |
34400.0 |
¥90.6万 |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
29.83014 |
34400.0 |
¥1.03M |
|
| 2022-08-26 |
突破买入 |
买入 |
28.918889999999998 |
35000.0 |
¥1.01M |
首仓入场 |
| 2022-10-19 |
跌破离场 |
卖出 |
30.259709999999995 |
35000.0 |
¥1.06M |
|
| 2022-11-15 |
突破买入 |
买入 |
32.55252 |
32900.0 |
¥1.07M |
首仓入场 |
| 2023-01-18 |
跌破离场 |
卖出 |
35.884080000000004 |
32900.0 |
¥1.18M |
|
| 2023-03-02 |
突破买入 |
买入 |
36.756719999999994 |
31700.0 |
¥1.17M |
首仓入场 |
| 2023-03-09 |
跌破离场 |
卖出 |
35.21475000000001 |
31700.0 |
¥1.12M |
|
| 2023-04-19 |
突破买入 |
买入 |
36.886849999999995 |
30500.0 |
¥1.13M |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
37.442519999999995 |
30500.0 |
¥1.14M |
|
| 2023-07-31 |
突破买入 |
买入 |
36.55652 |
31400.0 |
¥1.15M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
35.524440000000006 |
31400.0 |
¥1.12M |
|
| 2023-10-13 |
突破买入 |
买入 |
37.55 |
29300.0 |
¥1.10M |
首仓入场 |
| 2023-10-23 |
跌破离场 |
卖出 |
33.966 |
29300.0 |
¥99.5万 |
|
| 2024-01-30 |
突破买入 |
买入 |
28.728699999999996 |
34700.0 |
¥99.7万 |
首仓入场 |
| 2024-03-05 |
跌破离场 |
卖出 |
29.32065 |
34700.0 |
¥1.02M |
|
| 2024-04-30 |
突破买入 |
买入 |
30.79076 |
33300.0 |
¥1.03M |
首仓入场 |
| 2024-05-30 |
跌破离场 |
卖出 |
31.29 |
33300.0 |
¥1.04M |
|
| 2024-07-18 |
突破买入 |
买入 |
31.941909999999996 |
32500.0 |
¥1.04M |
首仓入场 |
| 2024-08-07 |
跌破离场 |
卖出 |
30.28968 |
32500.0 |
¥98.4万 |
|
| 2024-08-28 |
突破买入 |
买入 |
32.7327 |
30100.0 |
¥98.6万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
41.60835 |
30100.0 |
¥1.25M |
|
| 2025-05-15 |
突破买入 |
买入 |
39.44940999999999 |
31300.0 |
¥1.24M |
首仓入场 |
| 2025-07-10 |
跌破离场 |
卖出 |
39.7602 |
31300.0 |
¥1.24M |
|
| 2025-07-29 |
突破买入 |
买入 |
42.44239999999999 |
29500.0 |
¥1.25M |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
39.58038 |
29500.0 |
¥1.17M |
|
| 2025-10-17 |
突破买入 |
买入 |
42.56252 |
27500.0 |
¥1.17M |
首仓入场 |
| 2026-01-23 |
跌破离场 |
卖出 |
46.613339999999994 |
27500.0 |
¥1.28M |
|
| 2026-06-16 |
突破买入 |
买入 |
36.24621 |
35200.0 |
¥1.28M |
首仓入场 |
| 2026-08-05 |
跌破离场 |
卖出 |
37.75221 |
35200.0 |
¥1.33M |
|
| 2026-09-02 |
突破买入 |
买入 |
39.01897999999999 |
34300.0 |
¥1.34M |
首仓入场 |
| 2026-09-17 |
跌破离场 |
卖出 |
37.162800000000004 |
34300.0 |
¥1.27M |
|