601688 华泰证券 — 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: ¥85.9万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -14.15%）
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 |
2015-03-19 |
2015-04-16 |
25.212741553999997 |
28.751219999999996 |
¥14.0万 |
+14.00% |
跌破离场 |
| 2 |
2015-10-13 |
2015-11-30 |
16.461376932 |
18.601380000000002 |
¥14.3万 |
+12.97% |
跌破离场 |
| 3 |
2015-12-24 |
2016-01-05 |
21.82834654 |
16.86312 |
¥-28.8万 |
-22.77% |
跌破离场 |
| 4 |
2016-03-22 |
2016-05-09 |
17.692976301 |
16.49349 |
¥-6.6万 |
-6.81% |
跌破离场 |
| 5 |
2016-06-01 |
2016-09-13 |
18.504029543999998 |
18.981 |
¥2.4万 |
+2.55% |
跌破离场 |
| 6 |
2016-10-25 |
2016-12-05 |
19.515342846999996 |
19.360619999999997 |
¥-7,770 |
-0.82% |
跌破离场 |
| 7 |
2017-05-26 |
2017-07-05 |
17.352534198999994 |
17.5 |
¥7,708 |
+0.82% |
跌破离场 |
| 8 |
2017-07-14 |
2017-08-14 |
19.084783717999997 |
18.86112 |
¥-1.1万 |
-1.20% |
跌破离场 |
| 9 |
2017-08-29 |
2017-10-20 |
22.549282755999997 |
20.98899 |
¥-6.4万 |
-6.95% |
跌破离场 |
| 10 |
2018-01-09 |
2018-02-01 |
19.805719934 |
19.61037 |
¥-8,874 |
-1.02% |
跌破离场 |
| 11 |
2018-04-25 |
2018-05-18 |
18.313782486999997 |
17.94 |
¥-1.8万 |
-2.07% |
跌破离场 |
| 12 |
2018-07-23 |
2018-09-06 |
15.440050626 |
14.975010000000001 |
¥-2.6万 |
-3.04% |
跌破离场 |
| 13 |
2018-10-08 |
2018-10-12 |
15.450063628999999 |
14.215770000000001 |
¥-6.5万 |
-8.02% |
跌破离场 |
| 14 |
2019-01-16 |
2019-03-27 |
18.403899513999995 |
21.15882 |
¥11.3万 |
+14.93% |
跌破离场 |
| 15 |
2019-12-12 |
2020-01-22 |
18.005399999999998 |
19.380599999999998 |
¥6.6万 |
+7.61% |
跌破离场 |
| 16 |
2020-02-21 |
2020-03-17 |
20.42652612 |
17.7822 |
¥-12.1万 |
-12.97% |
跌破离场 |
| 17 |
2020-06-23 |
2020-07-27 |
19.32509579 |
20.62935 |
¥5.5万 |
+6.72% |
跌破离场 |
| 18 |
2021-01-13 |
2021-01-27 |
19.615472876999995 |
17.972009999999997 |
¥-7.3万 |
-8.41% |
跌破离场 |
| 19 |
2021-08-19 |
2021-09-28 |
16.090895821 |
17.21277 |
¥5.5万 |
+6.94% |
跌破离场 |
| 20 |
2022-01-21 |
2022-02-15 |
18.043431405999993 |
16.85 |
¥-5.6万 |
-6.64% |
跌破离场 |
| 21 |
2022-06-07 |
2022-07-07 |
13.567619064999999 |
13.766219999999999 |
¥1.1万 |
+1.43% |
跌破离场 |
| 22 |
2022-11-15 |
2022-12-16 |
12.776591827999999 |
12.98 |
¥1.3万 |
+1.56% |
跌破离场 |
| 23 |
2023-01-20 |
2023-02-09 |
13.076981918 |
12.57741 |
¥-3.2万 |
-3.85% |
跌破离场 |
| 24 |
2023-04-04 |
2023-04-27 |
13.167098944999998 |
13.5864 |
¥2.5万 |
+3.15% |
跌破离场 |
| 25 |
2023-05-10 |
2023-05-23 |
15.129647532999998 |
13.92606 |
¥-6.5万 |
-7.98% |
跌破离场 |
| 26 |
2023-07-14 |
2023-08-22 |
14.588945371 |
16.34364 |
¥9.0万 |
+11.99% |
跌破离场 |
| 27 |
2023-11-07 |
2023-11-20 |
16.611571977 |
15.814169999999999 |
¥-4.0万 |
-4.83% |
跌破离场 |
| 28 |
2024-01-25 |
2024-03-15 |
14.068269215 |
14.205779999999999 |
¥7,502 |
+0.95% |
跌破离场 |
| 29 |
2024-04-30 |
2024-05-27 |
14.144242 |
13.6863 |
¥-2.6万 |
-3.27% |
跌破离场 |
| 30 |
2024-08-01 |
2024-08-19 |
13.31729399 |
12.45753 |
¥-5.1万 |
-6.48% |
跌破离场 |
| 31 |
2024-09-26 |
2024-11-25 |
14.098308223999998 |
17.5824 |
¥18.0万 |
+24.68% |
跌破离场 |
| 32 |
2025-02-14 |
2025-04-01 |
17.702989304 |
16.5834 |
¥-5.7万 |
-6.35% |
跌破离场 |
| 33 |
2025-05-15 |
2025-05-28 |
17.222365159999995 |
16.533450000000002 |
¥-3.4万 |
-4.03% |
跌破离场 |
| 34 |
2025-06-25 |
2025-09-04 |
17.462677231999997 |
20.52945 |
¥14.4万 |
+17.53% |
跌破离场 |
| 35 |
2025-10-10 |
2025-11-24 |
22.198827651 |
20.70927 |
¥-6.4万 |
-6.74% |
跌破离场 |
| 36 |
2025-12-18 |
2026-01-16 |
23.276981 |
23.49648 |
¥8,031 |
+0.91% |
跌破离场 |
| 37 |
2026-04-23 |
2026-05-18 |
19.32509579 |
18.30168 |
¥-4.8万 |
-5.32% |
跌破离场 |
| 38 |
2026-06-15 |
2026-07-09 |
20.056045008999998 |
20.039939999999998 |
¥-947 |
-0.11% |
跌破离场 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
突破买入 |
买入 |
25.20518 |
39600.0 |
¥99.8万 |
首仓入场 |
| 2015-04-16 |
跌破离场 |
卖出 |
28.751219999999996 |
39600.0 |
¥1.14M |
|
| 2015-10-13 |
突破买入 |
买入 |
16.45644 |
67200.0 |
¥1.11M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
18.601380000000002 |
67200.0 |
¥1.25M |
|
| 2015-12-24 |
突破买入 |
买入 |
21.8218 |
57900.0 |
¥1.26M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
16.86312 |
57900.0 |
¥97.6万 |
|
| 2016-03-22 |
突破买入 |
买入 |
17.68767 |
55100.0 |
¥97.5万 |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
16.49349 |
55100.0 |
¥90.9万 |
|
| 2016-06-01 |
突破买入 |
买入 |
18.498479999999997 |
50100.0 |
¥92.7万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
18.981 |
50100.0 |
¥95.1万 |
|
| 2016-10-25 |
突破买入 |
买入 |
19.509489999999996 |
48400.0 |
¥94.5万 |
首仓入场 |
| 2016-12-05 |
跌破离场 |
卖出 |
19.360619999999997 |
48400.0 |
¥93.7万 |
|
| 2017-05-26 |
突破买入 |
买入 |
17.347329999999996 |
54200.0 |
¥94.1万 |
首仓入场 |
| 2017-07-05 |
跌破离场 |
卖出 |
17.5 |
54200.0 |
¥94.8万 |
|
| 2017-07-14 |
突破买入 |
买入 |
19.07906 |
49600.0 |
¥94.7万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
18.86112 |
49600.0 |
¥93.5万 |
|
| 2017-08-29 |
突破买入 |
买入 |
22.542519999999996 |
41100.0 |
¥92.7万 |
首仓入场 |
| 2017-10-20 |
跌破离场 |
卖出 |
20.98899 |
41100.0 |
¥86.2万 |
|
| 2018-01-09 |
突破买入 |
买入 |
19.79978 |
44100.0 |
¥87.3万 |
首仓入场 |
| 2018-02-01 |
跌破离场 |
卖出 |
19.61037 |
44100.0 |
¥86.5万 |
|
| 2018-04-25 |
突破买入 |
买入 |
18.308289999999996 |
46900.0 |
¥85.9万 |
首仓入场 |
| 2018-05-18 |
跌破离场 |
卖出 |
17.94 |
46900.0 |
¥84.1万 |
|
| 2018-07-23 |
突破买入 |
买入 |
15.435419999999999 |
54800.0 |
¥84.6万 |
首仓入场 |
| 2018-09-06 |
跌破离场 |
卖出 |
14.975010000000001 |
54800.0 |
¥82.0万 |
|
| 2018-10-08 |
突破买入 |
买入 |
15.445429999999998 |
52100.0 |
¥80.5万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
14.215770000000001 |
52100.0 |
¥74.0万 |
|
| 2019-01-16 |
突破买入 |
买入 |
18.398379999999996 |
41000.0 |
¥75.5万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
21.15882 |
41000.0 |
¥86.7万 |
|
| 2019-12-12 |
突破买入 |
买入 |
18.0 |
48100.0 |
¥86.6万 |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
19.380599999999998 |
48100.0 |
¥93.2万 |
|
| 2020-02-21 |
突破买入 |
买入 |
20.420399999999997 |
45700.0 |
¥93.3万 |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
17.7822 |
45700.0 |
¥81.2万 |
|
| 2020-06-23 |
突破买入 |
买入 |
19.3193 |
42000.0 |
¥81.2万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
20.62935 |
42000.0 |
¥86.6万 |
|
| 2021-01-13 |
突破买入 |
买入 |
19.609589999999997 |
44400.0 |
¥87.1万 |
首仓入场 |
| 2021-01-27 |
跌破离场 |
卖出 |
17.972009999999997 |
44400.0 |
¥79.8万 |
|
| 2021-08-19 |
突破买入 |
买入 |
16.08607 |
49400.0 |
¥79.5万 |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
17.21277 |
49400.0 |
¥85.0万 |
|
| 2022-01-21 |
突破买入 |
买入 |
18.038019999999996 |
46800.0 |
¥84.4万 |
首仓入场 |
| 2022-02-15 |
跌破离场 |
卖出 |
16.85 |
46800.0 |
¥78.8万 |
|
| 2022-06-07 |
突破买入 |
买入 |
13.56355 |
58500.0 |
¥79.4万 |
首仓入场 |
| 2022-07-07 |
跌破离场 |
卖出 |
13.766219999999999 |
58500.0 |
¥80.5万 |
|
| 2022-11-15 |
突破买入 |
买入 |
12.772759999999998 |
62900.0 |
¥80.4万 |
首仓入场 |
| 2022-12-16 |
跌破离场 |
卖出 |
12.98 |
62900.0 |
¥81.6万 |
|
| 2023-01-20 |
突破买入 |
买入 |
13.07306 |
62700.0 |
¥82.0万 |
首仓入场 |
| 2023-02-09 |
跌破离场 |
卖出 |
12.57741 |
62700.0 |
¥78.8万 |
|
| 2023-04-04 |
突破买入 |
买入 |
13.163149999999998 |
59800.0 |
¥78.7万 |
首仓入场 |
| 2023-04-27 |
跌破离场 |
卖出 |
13.5864 |
59800.0 |
¥81.2万 |
|
| 2023-05-10 |
突破买入 |
买入 |
15.125109999999998 |
53700.0 |
¥81.2万 |
首仓入场 |
| 2023-05-23 |
跌破离场 |
卖出 |
13.92606 |
53700.0 |
¥74.8万 |
|
| 2023-07-14 |
突破买入 |
买入 |
14.58457 |
51400.0 |
¥75.0万 |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
16.34364 |
51400.0 |
¥84.0万 |
|
| 2023-11-07 |
突破买入 |
买入 |
16.606589999999997 |
49900.0 |
¥82.9万 |
首仓入场 |
| 2023-11-20 |
跌破离场 |
卖出 |
15.814169999999999 |
49900.0 |
¥78.9万 |
|
| 2024-01-25 |
突破买入 |
买入 |
14.06405 |
56300.0 |
¥79.2万 |
首仓入场 |
| 2024-03-15 |
跌破离场 |
卖出 |
14.205779999999999 |
56300.0 |
¥80.0万 |
|
| 2024-04-30 |
突破买入 |
买入 |
14.14 |
56000.0 |
¥79.2万 |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
13.6863 |
56000.0 |
¥76.6万 |
|
| 2024-08-01 |
突破买入 |
买入 |
13.3133 |
58500.0 |
¥77.9万 |
首仓入场 |
| 2024-08-19 |
跌破离场 |
卖出 |
12.45753 |
58500.0 |
¥72.9万 |
|
| 2024-09-26 |
突破买入 |
买入 |
14.094079999999998 |
51700.0 |
¥72.9万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
17.5824 |
51700.0 |
¥90.9万 |
|
| 2025-02-14 |
突破买入 |
买入 |
17.69768 |
51000.0 |
¥90.3万 |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
16.5834 |
51000.0 |
¥84.5万 |
|
| 2025-05-15 |
突破买入 |
买入 |
17.2172 |
48700.0 |
¥83.9万 |
首仓入场 |
| 2025-05-28 |
跌破离场 |
卖出 |
16.533450000000002 |
48700.0 |
¥80.5万 |
|
| 2025-06-25 |
突破买入 |
买入 |
17.45744 |
46900.0 |
¥81.9万 |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
20.52945 |
46900.0 |
¥96.3万 |
|
| 2025-10-10 |
突破买入 |
买入 |
22.19217 |
42800.0 |
¥95.0万 |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
20.70927 |
42800.0 |
¥88.6万 |
|
| 2025-12-18 |
突破买入 |
买入 |
23.27 |
37800.0 |
¥88.0万 |
首仓入场 |
| 2026-01-16 |
跌破离场 |
卖出 |
23.49648 |
37800.0 |
¥88.8万 |
|
| 2026-04-23 |
突破买入 |
买入 |
19.3193 |
46600.0 |
¥90.1万 |
首仓入场 |
| 2026-05-18 |
跌破离场 |
卖出 |
18.30168 |
46600.0 |
¥85.3万 |
|
| 2026-06-15 |
突破买入 |
买入 |
20.05003 |
42800.0 |
¥85.8万 |
首仓入场 |
| 2026-07-09 |
跌破离场 |
卖出 |
20.039939999999998 |
42800.0 |
¥85.7万 |
|