601668 中国建筑 — 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: ¥77.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -22.74%）
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 38 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 |
2015-02-27 |
2015-06-17 |
6.418334923 |
9.00099 |
¥39.7万 |
+40.20% |
跌破离场 |
| 2 |
2015-10-21 |
2015-11-04 |
6.448373932 |
6.11388 |
¥-7.3万 |
-5.22% |
跌破离场 |
| 3 |
2015-11-06 |
2015-11-25 |
6.8488940519999995 |
6.63336 |
¥-4.1万 |
-3.18% |
跌破离场 |
| 4 |
2016-03-03 |
2016-04-21 |
5.567229667999998 |
5.4945 |
¥-1.7万 |
-1.34% |
跌破离场 |
| 5 |
2016-07-14 |
2016-09-27 |
5.547203661999999 |
6.0939 |
¥12.3万 |
+9.82% |
跌破离场 |
| 6 |
2016-10-19 |
2016-12-15 |
6.698699006999999 |
8.80119 |
¥43.3万 |
+31.35% |
跌破离场 |
| 7 |
2017-02-13 |
2017-02-28 |
9.171910748 |
8.83116 |
¥-6.8万 |
-3.74% |
跌破离场 |
| 8 |
2017-03-27 |
2017-04-28 |
9.462287834999998 |
9.260729999999999 |
¥-3.7万 |
-2.16% |
跌破离场 |
| 9 |
2017-06-12 |
2017-06-19 |
9.832768946 |
9.22077 |
¥-10.7万 |
-6.25% |
跌破离场 |
| 10 |
2017-07-19 |
2017-08-04 |
10.413523119999999 |
9.99999 |
¥-6.4万 |
-4.00% |
跌破离场 |
| 11 |
2017-11-02 |
2017-11-14 |
9.872820957999998 |
9.31068 |
¥-8.8万 |
-5.72% |
跌破离场 |
| 12 |
2018-01-19 |
2018-02-09 |
10.353445101999998 |
9.04095 |
¥-18.5万 |
-12.70% |
跌破离场 |
| 13 |
2018-11-20 |
2018-12-24 |
5.537190659 |
5.73426 |
¥4.5万 |
+3.53% |
跌破离场 |
| 14 |
2019-01-30 |
2019-02-22 |
6.117944833 |
5.994 |
¥-2.7万 |
-2.06% |
跌破离场 |
| 15 |
2019-02-26 |
2019-03-27 |
6.308191889999999 |
6.00399 |
¥-6.2万 |
-4.85% |
跌破离场 |
| 16 |
2019-04-10 |
2019-04-26 |
6.438360928999998 |
6.1938 |
¥-4.7万 |
-3.83% |
跌破离场 |
| 17 |
2019-06-12 |
2019-08-02 |
5.967749787999999 |
5.70429 |
¥-5.2万 |
-4.44% |
跌破离场 |
| 18 |
2019-12-16 |
2020-01-22 |
5.256826575 |
5.62437 |
¥7.8万 |
+6.96% |
跌破离场 |
| 19 |
2021-02-26 |
2021-04-26 |
5.056566514999999 |
5.0949 |
¥8,638 |
+0.73% |
跌破离场 |
| 20 |
2021-09-02 |
2021-09-17 |
5.10663153 |
4.94505 |
¥-3.9万 |
-3.19% |
跌破离场 |
| 21 |
2021-11-12 |
2021-11-30 |
4.846293451999999 |
4.63 |
¥-5.2万 |
-4.49% |
跌破离场 |
| 22 |
2021-12-22 |
2022-02-25 |
5.036540509000001 |
5.20479 |
¥3.7万 |
+3.31% |
跌破离场 |
| 23 |
2022-04-07 |
2022-04-22 |
5.967749788 |
5.73426 |
¥-4.6万 |
-3.94% |
跌破离场 |
| 24 |
2022-05-05 |
2022-05-25 |
6.298178887 |
5.62437 |
¥-12.0万 |
-10.73% |
跌破离场 |
| 25 |
2022-08-31 |
2022-09-30 |
5.086605523999999 |
5.03 |
¥-1.1万 |
-1.14% |
跌破离场 |
| 26 |
2022-11-15 |
2022-12-20 |
5.296878587 |
5.53446 |
¥4.4万 |
+4.45% |
跌破离场 |
| 27 |
2023-02-21 |
2023-03-28 |
5.687385703999999 |
5.894100000000001 |
¥3.7万 |
+3.60% |
跌破离场 |
| 28 |
2023-04-18 |
2023-04-27 |
6.418334922999999 |
6.17382 |
¥-4.0万 |
-3.84% |
跌破离场 |
| 29 |
2023-05-05 |
2023-05-22 |
7.009102099999999 |
6.18381 |
¥-12.1万 |
-11.80% |
跌破离场 |
| 30 |
2023-08-01 |
2023-08-25 |
6.087905823999999 |
5.564430000000001 |
¥-7.8万 |
-8.63% |
跌破离场 |
| 31 |
2024-01-25 |
2024-03-14 |
4.8663194579999995 |
5.17 |
¥5.1万 |
+6.21% |
跌破离场 |
| 32 |
2024-04-18 |
2024-06-04 |
5.346943602 |
5.57442 |
¥3.7万 |
+4.22% |
跌破离场 |
| 33 |
2024-07-25 |
2024-08-30 |
5.587255674 |
5.2847100000000005 |
¥-5.0万 |
-5.44% |
跌破离场 |
| 34 |
2024-10-09 |
2024-11-25 |
6.338230898999999 |
5.9840100000000005 |
¥-4.8万 |
-5.62% |
跌破离场 |
| 35 |
2025-05-14 |
2025-07-29 |
5.707411709999999 |
5.74425 |
¥5,018 |
+0.62% |
跌破离场 |
| 36 |
2025-10-24 |
2025-11-03 |
5.727437715999999 |
5.4445500000000004 |
¥-4.1万 |
-4.97% |
跌破离场 |
| 37 |
2026-08-04 |
2026-08-10 |
4.756176425 |
4.50549 |
¥-4.1万 |
-5.30% |
跌破离场 |
| 38 |
2026-10-13 |
2026-11-13 |
4.435760328999999 |
4.62 |
¥3.0万 |
+4.12% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-27 |
突破买入 |
买入 |
6.416409999999999 |
154000.0 |
¥98.8万 |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
9.00099 |
154000.0 |
¥1.39M |
|
| 2015-10-21 |
突破买入 |
买入 |
6.44644 |
216500.0 |
¥1.40M |
首仓入场 |
| 2015-11-04 |
跌破离场 |
卖出 |
6.11388 |
216500.0 |
¥1.32M |
|
| 2015-11-06 |
突破买入 |
买入 |
6.846839999999999 |
190200.0 |
¥1.30M |
首仓入场 |
| 2015-11-25 |
跌破离场 |
卖出 |
6.63336 |
190200.0 |
¥1.26M |
|
| 2016-03-03 |
突破买入 |
买入 |
5.565559999999999 |
229100.0 |
¥1.28M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
5.4945 |
229100.0 |
¥1.26M |
|
| 2016-07-14 |
突破买入 |
买入 |
5.545539999999999 |
226500.0 |
¥1.26M |
首仓入场 |
| 2016-09-27 |
跌破离场 |
卖出 |
6.0939 |
226500.0 |
¥1.38M |
|
| 2016-10-19 |
突破买入 |
买入 |
6.696689999999999 |
206300.0 |
¥1.38M |
首仓入场 |
| 2016-12-15 |
跌破离场 |
卖出 |
8.80119 |
206300.0 |
¥1.82M |
|
| 2017-02-13 |
突破买入 |
买入 |
9.16916 |
197800.0 |
¥1.81M |
首仓入场 |
| 2017-02-28 |
跌破离场 |
卖出 |
8.83116 |
197800.0 |
¥1.75M |
|
| 2017-03-27 |
突破买入 |
买入 |
9.459449999999999 |
183100.0 |
¥1.73M |
首仓入场 |
| 2017-04-28 |
跌破离场 |
卖出 |
9.260729999999999 |
183100.0 |
¥1.70M |
|
| 2017-06-12 |
突破买入 |
买入 |
9.82982 |
173600.0 |
¥1.71M |
首仓入场 |
| 2017-06-19 |
跌破离场 |
卖出 |
9.22077 |
173600.0 |
¥1.60M |
|
| 2017-07-19 |
突破买入 |
买入 |
10.4104 |
153900.0 |
¥1.60M |
首仓入场 |
| 2017-08-04 |
跌破离场 |
卖出 |
9.99999 |
153900.0 |
¥1.54M |
|
| 2017-11-02 |
突破买入 |
买入 |
9.86986 |
156000.0 |
¥1.54M |
首仓入场 |
| 2017-11-14 |
跌破离场 |
卖出 |
9.31068 |
156000.0 |
¥1.45M |
|
| 2018-01-19 |
突破买入 |
买入 |
10.35034 |
140400.0 |
¥1.45M |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
9.04095 |
140400.0 |
¥1.27M |
|
| 2018-11-20 |
突破买入 |
买入 |
5.53553 |
227900.0 |
¥1.26M |
首仓入场 |
| 2018-12-24 |
跌破离场 |
卖出 |
5.73426 |
227900.0 |
¥1.31M |
|
| 2019-01-30 |
突破买入 |
买入 |
6.11611 |
213900.0 |
¥1.31M |
首仓入场 |
| 2019-02-22 |
跌破离场 |
卖出 |
5.994 |
213900.0 |
¥1.28M |
|
| 2019-02-26 |
突破买入 |
买入 |
6.306299999999999 |
203600.0 |
¥1.28M |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
6.00399 |
203600.0 |
¥1.22M |
|
| 2019-04-10 |
突破买入 |
买入 |
6.436429999999999 |
189300.0 |
¥1.22M |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
6.1938 |
189300.0 |
¥1.17M |
|
| 2019-06-12 |
突破买入 |
买入 |
5.965959999999999 |
197400.0 |
¥1.18M |
首仓入场 |
| 2019-08-02 |
跌破离场 |
卖出 |
5.70429 |
197400.0 |
¥1.13M |
|
| 2019-12-16 |
突破买入 |
买入 |
5.25525 |
213300.0 |
¥1.12M |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
5.62437 |
213300.0 |
¥1.20M |
|
| 2021-02-26 |
突破买入 |
买入 |
5.05505 |
234700.0 |
¥1.19M |
首仓入场 |
| 2021-04-26 |
跌破离场 |
卖出 |
5.0949 |
234700.0 |
¥1.20M |
|
| 2021-09-02 |
突破买入 |
买入 |
5.105099999999999 |
236800.0 |
¥1.21M |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
4.94505 |
236800.0 |
¥1.17M |
|
| 2021-11-12 |
突破买入 |
买入 |
4.84484 |
240600.0 |
¥1.17M |
首仓入场 |
| 2021-11-30 |
跌破离场 |
卖出 |
4.63 |
240600.0 |
¥1.11M |
|
| 2021-12-22 |
突破买入 |
买入 |
5.03503 |
223500.0 |
¥1.13M |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
5.20479 |
223500.0 |
¥1.16M |
|
| 2022-04-07 |
突破买入 |
买入 |
5.965959999999999 |
194100.0 |
¥1.16M |
首仓入场 |
| 2022-04-22 |
跌破离场 |
卖出 |
5.73426 |
194100.0 |
¥1.11M |
|
| 2022-05-05 |
突破买入 |
买入 |
6.29629 |
177300.0 |
¥1.12M |
首仓入场 |
| 2022-05-25 |
跌破离场 |
卖出 |
5.62437 |
177300.0 |
¥99.7万 |
|
| 2022-08-31 |
突破买入 |
买入 |
5.08508 |
196100.0 |
¥99.7万 |
首仓入场 |
| 2022-09-30 |
跌破离场 |
卖出 |
5.03 |
196100.0 |
¥98.6万 |
|
| 2022-11-15 |
突破买入 |
买入 |
5.29529 |
185800.0 |
¥98.4万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
5.53446 |
185800.0 |
¥1.03M |
|
| 2023-02-21 |
突破买入 |
买入 |
5.685679999999999 |
180400.0 |
¥1.03M |
首仓入场 |
| 2023-03-28 |
跌破离场 |
卖出 |
5.894100000000001 |
180400.0 |
¥1.06M |
|
| 2023-04-18 |
突破买入 |
买入 |
6.416409999999999 |
161600.0 |
¥1.04M |
首仓入场 |
| 2023-04-27 |
跌破离场 |
卖出 |
6.17382 |
161600.0 |
¥99.7万 |
|
| 2023-05-05 |
突破买入 |
买入 |
7.007 |
146200.0 |
¥1.02M |
首仓入场 |
| 2023-05-22 |
跌破离场 |
卖出 |
6.18381 |
146200.0 |
¥90.4万 |
|
| 2023-08-01 |
突破买入 |
买入 |
6.086079999999999 |
147800.0 |
¥90.0万 |
首仓入场 |
| 2023-08-25 |
跌破离场 |
卖出 |
5.564430000000001 |
147800.0 |
¥82.2万 |
|
| 2024-01-25 |
突破买入 |
买入 |
4.86486 |
169500.0 |
¥82.5万 |
首仓入场 |
| 2024-03-14 |
跌破离场 |
卖出 |
5.17 |
169500.0 |
¥87.6万 |
|
| 2024-04-18 |
突破买入 |
买入 |
5.345339999999999 |
163900.0 |
¥87.6万 |
首仓入场 |
| 2024-06-04 |
跌破离场 |
卖出 |
5.57442 |
163900.0 |
¥91.3万 |
|
| 2024-07-25 |
突破买入 |
买入 |
5.585579999999999 |
163400.0 |
¥91.3万 |
首仓入场 |
| 2024-08-30 |
跌破离场 |
卖出 |
5.2847100000000005 |
163400.0 |
¥86.3万 |
|
| 2024-10-09 |
突破买入 |
买入 |
6.336329999999999 |
135200.0 |
¥85.7万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
5.9840100000000005 |
135200.0 |
¥80.9万 |
|
| 2025-05-14 |
突破买入 |
买入 |
5.705699999999999 |
142900.0 |
¥81.6万 |
首仓入场 |
| 2025-07-29 |
跌破离场 |
卖出 |
5.74425 |
142900.0 |
¥82.1万 |
|
| 2025-10-24 |
突破买入 |
买入 |
5.725719999999999 |
143500.0 |
¥82.2万 |
首仓入场 |
| 2025-11-03 |
跌破离场 |
卖出 |
5.4445500000000004 |
143500.0 |
¥78.1万 |
|
| 2026-08-04 |
突破买入 |
买入 |
4.75475 |
164000.0 |
¥78.0万 |
首仓入场 |
| 2026-08-10 |
跌破离场 |
卖出 |
4.50549 |
164000.0 |
¥73.9万 |
|
| 2026-10-13 |
突破买入 |
买入 |
4.434429999999999 |
166500.0 |
¥73.9万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
4.62 |
166500 |
¥76.9万 |
回测结束强平 |