601669 中国水电 — 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: ¥1.26M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +26.43%）
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 31 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 |
2015-03-02 |
2015-06-17 |
8.010402399999998 |
13.94604 |
¥73.0万 |
+74.05% |
跌破离场 |
| 2 |
2016-08-16 |
2016-09-27 |
6.238100869 |
6.03396 |
¥-5.7万 |
-3.30% |
跌破离场 |
| 3 |
2016-10-19 |
2016-12-15 |
6.4984389469999995 |
6.883109999999999 |
¥9.8万 |
+5.89% |
跌破离场 |
| 4 |
2017-03-27 |
2017-04-25 |
7.9102723699999995 |
8.01198 |
¥2.2万 |
+1.26% |
跌破离场 |
| 5 |
2017-07-13 |
2017-08-03 |
8.170610447999998 |
7.992 |
¥-4.0万 |
-2.22% |
跌破离场 |
| 6 |
2018-01-19 |
2018-02-01 |
7.740051318999999 |
7.33266 |
¥-9.2万 |
-5.29% |
跌破离场 |
| 7 |
2018-07-25 |
2018-09-04 |
5.781734 |
5.2847100000000005 |
¥-14.2万 |
-8.62% |
跌破离场 |
| 8 |
2018-12-14 |
2018-12-26 |
4.9864754940000005 |
4.73 |
¥-7.8万 |
-5.17% |
跌破离场 |
| 9 |
2019-01-08 |
2019-04-24 |
5.106631529999999 |
5.7942 |
¥19.3万 |
+13.43% |
跌破离场 |
| 10 |
2019-06-12 |
2019-07-09 |
5.146683541999998 |
5.08491 |
¥-2.0万 |
-1.23% |
跌破离场 |
| 11 |
2020-01-02 |
2020-01-23 |
4.345643301999999 |
4.18581 |
¥-6.0万 |
-3.71% |
跌破离场 |
| 12 |
2020-07-08 |
2020-07-28 |
4.285565284 |
4.15584 |
¥-4.7万 |
-3.06% |
跌破离场 |
| 13 |
2021-01-14 |
2021-01-29 |
4.075292221 |
3.8161799999999997 |
¥-9.6万 |
-6.39% |
跌破离场 |
| 14 |
2021-03-23 |
2021-04-14 |
4.1553962449999995 |
3.9060900000000007 |
¥-8.5万 |
-6.03% |
跌破离场 |
| 15 |
2021-08-04 |
2021-10-11 |
5.697398707 |
7.402590000000001 |
¥39.1万 |
+29.89% |
跌破离场 |
| 16 |
2021-12-17 |
2022-02-23 |
8.410922520000002 |
8.24175 |
¥-3.5万 |
-2.04% |
跌破离场 |
| 17 |
2022-08-23 |
2022-09-19 |
7.730038315999998 |
7.4825099999999996 |
¥-5.4万 |
-3.23% |
跌破离场 |
| 18 |
2022-12-06 |
2022-12-13 |
7.962388 |
7.342650000000001 |
¥-12.6万 |
-7.81% |
跌破离场 |
| 19 |
2023-03-01 |
2023-03-28 |
7.149284141999998 |
7.31268 |
¥3.4万 |
+2.25% |
跌破离场 |
| 20 |
2023-08-01 |
2023-08-21 |
6.017814802999999 |
5.604390000000001 |
¥-10.6万 |
-6.90% |
跌破离场 |
| 21 |
2023-10-09 |
2023-10-20 |
5.346943601999999 |
5.13486 |
¥-5.7万 |
-4.00% |
跌破离场 |
| 22 |
2024-01-26 |
2024-03-25 |
5.016514503 |
4.95504 |
¥-1.7万 |
-1.26% |
跌破离场 |
| 23 |
2024-04-18 |
2024-06-14 |
5.226787566 |
5.11488 |
¥-2.9万 |
-2.17% |
跌破离场 |
| 24 |
2024-06-19 |
2024-08-28 |
5.5572166649999994 |
5.1948 |
¥-8.7万 |
-6.55% |
跌破离场 |
| 25 |
2024-10-09 |
2024-11-25 |
5.80174 |
5.594399999999999 |
¥-4.3万 |
-3.60% |
跌破离场 |
| 26 |
2025-05-14 |
2025-05-26 |
4.876332461 |
4.70529 |
¥-4.2万 |
-3.54% |
跌破离场 |
| 27 |
2025-07-10 |
2025-08-07 |
4.986475494 |
6.32367 |
¥30.9万 |
+26.78% |
跌破离场 |
| 28 |
2026-01-13 |
2026-02-03 |
5.4270476259999985 |
5.58441 |
¥4.2万 |
+2.87% |
跌破离场 |
| 29 |
2026-03-09 |
2026-03-24 |
5.977762791 |
5.86413 |
¥-2.9万 |
-1.93% |
跌破离场 |
| 30 |
2026-05-14 |
2026-05-22 |
6.107931829999999 |
5.47452 |
¥-15.3万 |
-10.40% |
跌破离场 |
| 31 |
2026-08-04 |
2026-08-13 |
4.956436485 |
4.73526 |
¥-5.9万 |
-4.49% |
跌破离场 |
逐笔成交记录（共 62 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-02 |
突破买入 |
买入 |
8.008 |
123000.0 |
¥98.5万 |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
13.94604 |
123000.0 |
¥1.71M |
|
| 2016-08-16 |
突破买入 |
买入 |
6.23623 |
276200.0 |
¥1.72M |
首仓入场 |
| 2016-09-27 |
跌破离场 |
卖出 |
6.03396 |
276200.0 |
¥1.67M |
|
| 2016-10-19 |
突破买入 |
买入 |
6.49649 |
256800.0 |
¥1.67M |
首仓入场 |
| 2016-12-15 |
跌破离场 |
卖出 |
6.883109999999999 |
256800.0 |
¥1.77M |
|
| 2017-03-27 |
突破买入 |
买入 |
7.9079 |
221100.0 |
¥1.75M |
首仓入场 |
| 2017-04-25 |
跌破离场 |
卖出 |
8.01198 |
221100.0 |
¥1.77M |
|
| 2017-07-13 |
突破买入 |
买入 |
8.168159999999999 |
219200.0 |
¥1.79M |
首仓入场 |
| 2017-08-03 |
跌破离场 |
卖出 |
7.992 |
219200.0 |
¥1.75M |
|
| 2018-01-19 |
突破买入 |
买入 |
7.73773 |
224300.0 |
¥1.74M |
首仓入场 |
| 2018-02-01 |
跌破离场 |
卖出 |
7.33266 |
224300.0 |
¥1.64M |
|
| 2018-07-25 |
突破买入 |
买入 |
5.78 |
285000.0 |
¥1.65M |
首仓入场 |
| 2018-09-04 |
跌破离场 |
卖出 |
5.2847100000000005 |
285000.0 |
¥1.51M |
|
| 2018-12-14 |
突破买入 |
买入 |
4.98498 |
303400.0 |
¥1.51M |
首仓入场 |
| 2018-12-26 |
跌破离场 |
卖出 |
4.73 |
303400.0 |
¥1.43M |
|
| 2019-01-08 |
突破买入 |
买入 |
5.105099999999999 |
282100.0 |
¥1.44M |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
5.7942 |
282100.0 |
¥1.63M |
|
| 2019-06-12 |
突破买入 |
买入 |
5.145139999999999 |
317500.0 |
¥1.63M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
5.08491 |
317500.0 |
¥1.61M |
|
| 2020-01-02 |
突破买入 |
买入 |
4.344339999999999 |
370700.0 |
¥1.61M |
首仓入场 |
| 2020-01-23 |
跌破离场 |
卖出 |
4.18581 |
370700.0 |
¥1.55M |
|
| 2020-07-08 |
突破买入 |
买入 |
4.28428 |
358600.0 |
¥1.54M |
首仓入场 |
| 2020-07-28 |
跌破离场 |
卖出 |
4.15584 |
358600.0 |
¥1.49M |
|
| 2021-01-14 |
突破买入 |
买入 |
4.07407 |
367400.0 |
¥1.50M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
3.8161799999999997 |
367400.0 |
¥1.40M |
|
| 2021-03-23 |
突破买入 |
买入 |
4.15415 |
338300.0 |
¥1.41M |
首仓入场 |
| 2021-04-14 |
跌破离场 |
卖出 |
3.9060900000000007 |
338300.0 |
¥1.32M |
|
| 2021-08-04 |
突破买入 |
买入 |
5.69569 |
229600.0 |
¥1.31M |
首仓入场 |
| 2021-10-11 |
跌破离场 |
卖出 |
7.402590000000001 |
229600.0 |
¥1.70M |
|
| 2021-12-17 |
突破买入 |
买入 |
8.4084 |
203800.0 |
¥1.71M |
首仓入场 |
| 2022-02-23 |
跌破离场 |
卖出 |
8.24175 |
203800.0 |
¥1.68M |
|
| 2022-08-23 |
突破买入 |
买入 |
7.727719999999999 |
215900.0 |
¥1.67M |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
7.4825099999999996 |
215900.0 |
¥1.61M |
|
| 2022-12-06 |
突破买入 |
买入 |
7.96 |
202200.0 |
¥1.61M |
首仓入场 |
| 2022-12-13 |
跌破离场 |
卖出 |
7.342650000000001 |
202200.0 |
¥1.48M |
|
| 2023-03-01 |
突破买入 |
买入 |
7.147139999999999 |
208700.0 |
¥1.49M |
首仓入场 |
| 2023-03-28 |
跌破离场 |
卖出 |
7.31268 |
208700.0 |
¥1.53M |
|
| 2023-08-01 |
突破买入 |
买入 |
6.016009999999999 |
255300.0 |
¥1.54M |
首仓入场 |
| 2023-08-21 |
跌破离场 |
卖出 |
5.604390000000001 |
255300.0 |
¥1.43M |
|
| 2023-10-09 |
突破买入 |
买入 |
5.345339999999999 |
266600.0 |
¥1.43M |
首仓入场 |
| 2023-10-20 |
跌破离场 |
卖出 |
5.13486 |
266600.0 |
¥1.37M |
|
| 2024-01-26 |
突破买入 |
买入 |
5.015009999999999 |
272800.0 |
¥1.37M |
首仓入场 |
| 2024-03-25 |
跌破离场 |
卖出 |
4.95504 |
272800.0 |
¥1.35M |
|
| 2024-04-18 |
突破买入 |
买入 |
5.225219999999999 |
258100.0 |
¥1.35M |
首仓入场 |
| 2024-06-14 |
跌破离场 |
卖出 |
5.11488 |
258100.0 |
¥1.32M |
|
| 2024-06-19 |
突破买入 |
买入 |
5.555549999999999 |
238900.0 |
¥1.33M |
首仓入场 |
| 2024-08-28 |
跌破离场 |
卖出 |
5.1948 |
238900.0 |
¥1.24M |
|
| 2024-10-09 |
突破买入 |
买入 |
5.8 |
206400.0 |
¥1.20M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
5.594399999999999 |
206400.0 |
¥1.15M |
|
| 2025-05-14 |
突破买入 |
买入 |
4.87487 |
245100.0 |
¥1.20M |
首仓入场 |
| 2025-05-26 |
跌破离场 |
卖出 |
4.70529 |
245100.0 |
¥1.15M |
|
| 2025-07-10 |
突破买入 |
买入 |
4.984979999999999 |
231200.0 |
¥1.15M |
首仓入场 |
| 2025-08-07 |
跌破离场 |
卖出 |
6.32367 |
231200.0 |
¥1.46M |
|
| 2026-01-13 |
突破买入 |
买入 |
5.425419999999999 |
269700.0 |
¥1.46M |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
5.58441 |
269700.0 |
¥1.51M |
|
| 2026-03-09 |
突破买入 |
买入 |
5.975969999999999 |
251900.0 |
¥1.51M |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
5.86413 |
251900.0 |
¥1.48M |
|
| 2026-05-14 |
突破买入 |
买入 |
6.106099999999999 |
241700.0 |
¥1.48M |
首仓入场 |
| 2026-05-22 |
跌破离场 |
卖出 |
5.47452 |
241700.0 |
¥1.32M |
|
| 2026-08-04 |
突破买入 |
买入 |
4.954949999999999 |
267000.0 |
¥1.32M |
首仓入场 |
| 2026-08-13 |
跌破离场 |
卖出 |
4.73526 |
267000.0 |
¥1.26M |
|