601633 长城汽车 — 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: ¥80.8万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -19.19%）
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 36 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 |
2015-02-10 |
2015-05-04 |
49.56436485 |
52.11 |
¥5.0万 |
+5.10% |
跌破离场 |
| 2 |
2015-09-29 |
2015-10-14 |
29.237968759999998 |
12.257729999999999 |
¥-59.4万 |
-58.09% |
跌破离场 |
| 3 |
2015-11-23 |
2016-01-05 |
13.247202968999998 |
10.769219999999999 |
¥-8.4万 |
-18.73% |
跌破离场 |
| 4 |
2016-07-05 |
2016-08-26 |
9.392196814 |
10.24974 |
¥3.4万 |
+9.10% |
跌破离场 |
| 5 |
2016-09-29 |
2016-10-27 |
10.683874200999998 |
10.5894 |
¥-3,672 |
-0.91% |
跌破离场 |
| 6 |
2016-11-25 |
2017-03-20 |
10.824056243 |
12.287700000000001 |
¥5.4万 |
+13.49% |
跌破离场 |
| 7 |
2017-04-12 |
2017-05-02 |
14.408711317 |
12.47751 |
¥-5.9万 |
-13.43% |
跌破离场 |
| 8 |
2017-06-13 |
2017-07-18 |
13.81794414 |
12.67731 |
¥-3.3万 |
-8.28% |
跌破离场 |
| 9 |
2017-12-06 |
2017-12-22 |
11.695187504 |
11.4885 |
¥-6,472 |
-1.80% |
跌破离场 |
| 10 |
2018-01-03 |
2018-03-21 |
12.185824650999999 |
12.067920000000003 |
¥-3,524 |
-1.00% |
跌破离场 |
| 11 |
2018-09-17 |
2018-10-12 |
7.262178 |
6.91308 |
¥-1.7万 |
-4.84% |
跌破离场 |
| 12 |
2019-01-10 |
2019-03-11 |
6.218074863 |
7.3726199999999995 |
¥6.2万 |
+18.53% |
跌破离场 |
| 13 |
2019-04-04 |
2019-05-06 |
9.161897744999997 |
8.76123 |
¥-1.7万 |
-4.40% |
跌破离场 |
| 14 |
2019-07-03 |
2019-07-19 |
9.121845732999999 |
8.28 |
¥-3.5万 |
-9.26% |
跌破离场 |
| 15 |
2019-10-29 |
2019-11-29 |
8.711312609999998 |
9.1908 |
¥1.9万 |
+5.47% |
跌破离场 |
| 16 |
2020-02-25 |
2020-03-18 |
8.971650687999999 |
8.23176 |
¥-2.9万 |
-8.27% |
跌破离场 |
| 17 |
2020-05-12 |
2020-05-25 |
8.651234592000002 |
8.02197 |
¥-2.4万 |
-7.30% |
跌破离场 |
| 18 |
2020-07-13 |
2020-12-11 |
9.652534891999998 |
24.58539 |
¥47.5万 |
+154.63% |
跌破离场 |
| 19 |
2020-12-22 |
2021-02-08 |
30.900127257999994 |
39.1608 |
¥20.7万 |
+26.70% |
跌破离场 |
| 20 |
2021-04-20 |
2021-05-10 |
36.076849808999995 |
30.6693 |
¥-14.8万 |
-15.01% |
跌破离场 |
| 21 |
2021-06-09 |
2021-08-18 |
38.75032161 |
55.144800000000004 |
¥34.7万 |
+42.27% |
跌破离场 |
| 22 |
2022-05-18 |
2022-07-01 |
32.041609599999994 |
37.01295 |
¥18.5万 |
+15.48% |
跌破离场 |
| 23 |
2022-11-07 |
2022-12-20 |
30.769958219000003 |
30.00996 |
¥-3.4万 |
-2.50% |
跌破离场 |
| 24 |
2023-01-31 |
2023-03-13 |
31.050322303 |
29.030939999999998 |
¥-8.7万 |
-6.53% |
跌破离场 |
| 25 |
2023-04-18 |
2023-05-26 |
29.13783873 |
24.54543 |
¥-19.8万 |
-15.79% |
跌破离场 |
| 26 |
2023-07-04 |
2023-07-18 |
26.234067859999996 |
25.03494 |
¥-4.9万 |
-4.60% |
跌破离场 |
| 27 |
2023-08-01 |
2023-08-15 |
29.247981763 |
26.95302 |
¥-7.8万 |
-7.87% |
跌破离场 |
| 28 |
2023-09-13 |
2023-09-22 |
27.836148339999994 |
26.1738 |
¥-5.6万 |
-6.00% |
跌破离场 |
| 29 |
2023-10-18 |
2023-11-13 |
29.478280832 |
28.171799999999998 |
¥-3.8万 |
-4.46% |
跌破离场 |
| 30 |
2024-03-04 |
2024-03-28 |
23.927176000000003 |
22.827150000000003 |
¥-3.9万 |
-4.63% |
跌破离场 |
| 31 |
2024-04-11 |
2024-06-05 |
24.952403475999997 |
25.254720000000002 |
¥9,284 |
+1.18% |
跌破离场 |
| 32 |
2024-07-15 |
2024-07-25 |
26.374249901999995 |
23.79618 |
¥-7.9万 |
-9.80% |
跌破离场 |
| 33 |
2024-09-19 |
2024-11-25 |
23.911051164 |
26.303669999999997 |
¥7.2万 |
+9.97% |
跌破离场 |
| 34 |
2025-03-13 |
2025-04-02 |
26.544470953 |
25.63434 |
¥-2.7万 |
-3.46% |
跌破离场 |
| 35 |
2025-07-16 |
2025-09-23 |
21.908450563999992 |
24.63534 |
¥9.4万 |
+12.41% |
跌破离场 |
| 36 |
2026-07-31 |
2026-08-07 |
16.831858042999997 |
15.65433 |
¥-6.0万 |
-7.02% |
跌破离场 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-10 |
突破买入 |
买入 |
49.549499999999995 |
19800.0 |
¥98.1万 |
首仓入场 |
| 2015-05-04 |
跌破离场 |
卖出 |
52.11 |
19800.0 |
¥1.03M |
|
| 2015-09-29 |
突破买入 |
买入 |
29.229199999999995 |
35000.0 |
¥1.02M |
首仓入场 |
| 2015-10-14 |
跌破离场 |
卖出 |
12.257729999999999 |
35000.0 |
¥42.9万 |
|
| 2015-11-23 |
突破买入 |
买入 |
13.243229999999999 |
34000.0 |
¥45.0万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
10.769219999999999 |
34000.0 |
¥36.6万 |
|
| 2016-07-05 |
突破买入 |
买入 |
9.38938 |
39500.0 |
¥37.1万 |
首仓入场 |
| 2016-08-26 |
跌破离场 |
卖出 |
10.24974 |
39500.0 |
¥40.5万 |
|
| 2016-09-29 |
突破买入 |
买入 |
10.68067 |
37600.0 |
¥40.2万 |
首仓入场 |
| 2016-10-27 |
跌破离场 |
卖出 |
10.5894 |
37600.0 |
¥39.8万 |
|
| 2016-11-25 |
突破买入 |
买入 |
10.82081 |
37000.0 |
¥40.0万 |
首仓入场 |
| 2017-03-20 |
跌破离场 |
卖出 |
12.287700000000001 |
37000.0 |
¥45.5万 |
|
| 2017-04-12 |
突破买入 |
买入 |
14.40439 |
30400.0 |
¥43.8万 |
首仓入场 |
| 2017-05-02 |
跌破离场 |
卖出 |
12.47751 |
30400.0 |
¥37.9万 |
|
| 2017-06-13 |
突破买入 |
买入 |
13.813799999999999 |
28500.0 |
¥39.4万 |
首仓入场 |
| 2017-07-18 |
跌破离场 |
卖出 |
12.67731 |
28500.0 |
¥36.1万 |
|
| 2017-12-06 |
突破买入 |
买入 |
11.691679999999998 |
30800.0 |
¥36.0万 |
首仓入场 |
| 2017-12-22 |
跌破离场 |
卖出 |
11.4885 |
30800.0 |
¥35.4万 |
|
| 2018-01-03 |
突破买入 |
买入 |
12.18217 |
29000.0 |
¥35.3万 |
首仓入场 |
| 2018-03-21 |
跌破离场 |
卖出 |
12.067920000000003 |
29000.0 |
¥35.0万 |
|
| 2018-09-17 |
突破买入 |
买入 |
7.26 |
48500.0 |
¥35.2万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
6.91308 |
48500.0 |
¥33.5万 |
|
| 2019-01-10 |
突破买入 |
买入 |
6.216209999999999 |
53700.0 |
¥33.4万 |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
7.3726199999999995 |
53700.0 |
¥39.6万 |
|
| 2019-04-04 |
突破买入 |
买入 |
9.159149999999999 |
43200.0 |
¥39.6万 |
首仓入场 |
| 2019-05-06 |
跌破离场 |
卖出 |
8.76123 |
43200.0 |
¥37.8万 |
|
| 2019-07-03 |
突破买入 |
买入 |
9.11911 |
41000.0 |
¥37.4万 |
首仓入场 |
| 2019-07-19 |
跌破离场 |
卖出 |
8.28 |
41000.0 |
¥33.9万 |
|
| 2019-10-29 |
突破买入 |
买入 |
8.708699999999999 |
39700.0 |
¥34.6万 |
首仓入场 |
| 2019-11-29 |
跌破离场 |
卖出 |
9.1908 |
39700.0 |
¥36.5万 |
|
| 2020-02-25 |
突破买入 |
买入 |
8.96896 |
39600.0 |
¥35.5万 |
首仓入场 |
| 2020-03-18 |
跌破离场 |
卖出 |
8.23176 |
39600.0 |
¥32.6万 |
|
| 2020-05-12 |
突破买入 |
买入 |
8.64864 |
38700.0 |
¥33.5万 |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
8.02197 |
38700.0 |
¥31.0万 |
|
| 2020-07-13 |
突破买入 |
买入 |
9.64964 |
31800.0 |
¥30.7万 |
首仓入场 |
| 2020-12-11 |
跌破离场 |
卖出 |
24.58539 |
31800.0 |
¥78.2万 |
|
| 2020-12-22 |
突破买入 |
买入 |
30.890859999999996 |
25100.0 |
¥77.6万 |
首仓入场 |
| 2021-02-08 |
跌破离场 |
卖出 |
39.1608 |
25100.0 |
¥98.3万 |
|
| 2021-04-20 |
突破买入 |
买入 |
36.06603 |
27400.0 |
¥98.9万 |
首仓入场 |
| 2021-05-10 |
跌破离场 |
卖出 |
30.6693 |
27400.0 |
¥84.0万 |
|
| 2021-06-09 |
突破买入 |
买入 |
38.7387 |
21200.0 |
¥82.2万 |
首仓入场 |
| 2021-08-18 |
跌破离场 |
卖出 |
55.144800000000004 |
21200.0 |
¥1.17M |
|
| 2022-05-18 |
突破买入 |
买入 |
32.032 |
37200.0 |
¥1.19M |
首仓入场 |
| 2022-07-01 |
跌破离场 |
卖出 |
37.01295 |
37200.0 |
¥1.38M |
|
| 2022-11-07 |
突破买入 |
买入 |
30.76073 |
43900.0 |
¥1.35M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
30.00996 |
43900.0 |
¥1.32M |
|
| 2023-01-31 |
突破买入 |
买入 |
31.04101 |
43100.0 |
¥1.34M |
首仓入场 |
| 2023-03-13 |
跌破离场 |
卖出 |
29.030939999999998 |
43100.0 |
¥1.25M |
|
| 2023-04-18 |
突破买入 |
买入 |
29.129099999999994 |
43000.0 |
¥1.25M |
首仓入场 |
| 2023-05-26 |
跌破离场 |
卖出 |
24.54543 |
43000.0 |
¥1.06M |
|
| 2023-07-04 |
突破买入 |
买入 |
26.226199999999995 |
40300.0 |
¥1.06M |
首仓入场 |
| 2023-07-18 |
跌破离场 |
卖出 |
25.03494 |
40300.0 |
¥1.01M |
|
| 2023-08-01 |
突破买入 |
买入 |
29.239209999999996 |
34000.0 |
¥99.4万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
26.95302 |
34000.0 |
¥91.6万 |
|
| 2023-09-13 |
突破买入 |
买入 |
27.827799999999996 |
33400.0 |
¥93.0万 |
首仓入场 |
| 2023-09-22 |
跌破离场 |
卖出 |
26.1738 |
33400.0 |
¥87.4万 |
|
| 2023-10-18 |
突破买入 |
买入 |
29.46944 |
29200.0 |
¥86.1万 |
首仓入场 |
| 2023-11-13 |
跌破离场 |
卖出 |
28.171799999999998 |
29200.0 |
¥82.2万 |
|
| 2024-03-04 |
突破买入 |
买入 |
23.92 |
34800.0 |
¥83.3万 |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
22.827150000000003 |
34800.0 |
¥79.4万 |
|
| 2024-04-11 |
突破买入 |
买入 |
24.94492 |
31500.0 |
¥78.6万 |
首仓入场 |
| 2024-06-05 |
跌破离场 |
卖出 |
25.254720000000002 |
31500.0 |
¥79.5万 |
|
| 2024-07-15 |
突破买入 |
买入 |
26.366339999999997 |
30500.0 |
¥80.4万 |
首仓入场 |
| 2024-07-25 |
跌破离场 |
卖出 |
23.79618 |
30500.0 |
¥72.6万 |
|
| 2024-09-19 |
突破买入 |
买入 |
23.903879999999997 |
30400.0 |
¥72.7万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
26.303669999999997 |
30400.0 |
¥79.9万 |
|
| 2025-03-13 |
突破买入 |
买入 |
26.53651 |
29800.0 |
¥79.1万 |
首仓入场 |
| 2025-04-02 |
跌破离场 |
卖出 |
25.63434 |
29800.0 |
¥76.4万 |
|
| 2025-07-16 |
突破买入 |
买入 |
21.901879999999995 |
34700.0 |
¥76.0万 |
首仓入场 |
| 2025-09-23 |
跌破离场 |
卖出 |
24.63534 |
34700.0 |
¥85.5万 |
|
| 2026-07-31 |
突破买入 |
买入 |
16.82681 |
50800.0 |
¥85.5万 |
首仓入场 |
| 2026-08-07 |
跌破离场 |
卖出 |
15.65433 |
50800.0 |
¥79.5万 |
|