601689 拓普集团 — 海龟交易法则 回测明细
数据区间: 2015-03-19 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥4.57M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +357.21%）
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 |
2015-04-29 |
2015-05-07 |
25.202728550999996 |
23.096880000000002 |
¥-8.2万 |
-8.38% |
跌破离场 |
| 2 |
2015-05-15 |
2015-06-17 |
27.285433174999998 |
33.51645 |
¥20.9万 |
+22.80% |
跌破离场 |
| 3 |
2015-10-13 |
2016-01-05 |
18.443951526000003 |
22.57 |
¥24.8万 |
+22.33% |
跌破离场 |
| 4 |
2016-02-19 |
2016-07-19 |
20.086084017999998 |
29.800169999999998 |
¥64.6万 |
+48.32% |
跌破离场 |
| 5 |
2016-08-26 |
2016-09-13 |
30.13913903 |
27.042930000000002 |
¥-20.4万 |
-10.30% |
跌破离场 |
| 6 |
2016-10-31 |
2016-11-28 |
30.439529119999996 |
29.2707 |
¥-6.9万 |
-3.87% |
跌破离场 |
| 7 |
2016-12-30 |
2017-01-16 |
29.428215816999998 |
27.972 |
¥-8.7万 |
-4.98% |
跌破离场 |
| 8 |
2017-01-26 |
2017-05-08 |
30.169178039 |
30.53 |
¥1.9万 |
+1.17% |
跌破离场 |
| 9 |
2017-06-21 |
2017-07-10 |
33.563586056 |
32.367599999999996 |
¥-6.0万 |
-3.59% |
跌破离场 |
| 10 |
2017-10-27 |
2017-11-01 |
30.950192272999995 |
27.2727 |
¥-19.1万 |
-11.91% |
跌破离场 |
| 11 |
2018-02-28 |
2018-03-20 |
22.208840654 |
21.2787 |
¥-6.0万 |
-4.22% |
跌破离场 |
| 12 |
2018-07-25 |
2018-07-31 |
20.556165 |
18.93105 |
¥-10.8万 |
-7.93% |
跌破离场 |
| 13 |
2019-01-10 |
2019-01-30 |
15.334598999999999 |
14.185799999999999 |
¥-9.5万 |
-7.52% |
跌破离场 |
| 14 |
2019-02-19 |
2019-04-17 |
15.620284679999997 |
19.530450000000002 |
¥29.1万 |
+25.00% |
跌破离场 |
| 15 |
2019-07-02 |
2019-07-11 |
15.780492727999999 |
10.63935 |
¥-47.5万 |
-32.60% |
跌破离场 |
| 16 |
2019-08-23 |
2019-09-26 |
10.934199275999998 |
11.088899999999999 |
¥1.4万 |
+1.38% |
跌破离场 |
| 17 |
2019-10-29 |
2019-11-26 |
12.466188735 |
12.79719 |
¥2.6万 |
+2.62% |
跌破离场 |
| 18 |
2019-11-28 |
2020-02-27 |
13.928087173 |
22.197779999999998 |
¥59.7万 |
+59.33% |
跌破离场 |
| 19 |
2020-04-21 |
2020-05-22 |
21.267618371999998 |
22.177799999999998 |
¥6.8万 |
+4.25% |
跌破离场 |
| 20 |
2020-06-23 |
2020-07-28 |
27.315472184 |
32.2 |
¥30.0万 |
+17.85% |
跌破离场 |
| 21 |
2020-08-12 |
2020-09-08 |
40.65279218 |
37.7622 |
¥-14.0万 |
-7.14% |
跌破离场 |
| 22 |
2020-10-13 |
2020-10-22 |
42.915730857999996 |
37.152809999999995 |
¥-24.5万 |
-13.45% |
跌破离场 |
| 23 |
2020-12-22 |
2020-12-30 |
40.95318226999999 |
37.6623 |
¥-12.7万 |
-8.06% |
跌破离场 |
| 24 |
2021-01-06 |
2021-02-08 |
44.99843548199999 |
42.93702 |
¥-6.6万 |
-4.61% |
跌破离场 |
| 25 |
2021-05-31 |
2021-06-28 |
36.85786404299999 |
37.41255 |
¥2.1万 |
+1.47% |
跌破离场 |
| 26 |
2021-08-05 |
2021-08-27 |
37.478670228999995 |
35.37459 |
¥-8.0万 |
-5.64% |
跌破离场 |
| 27 |
2021-10-12 |
2021-12-07 |
42.27489866599999 |
54.4455 |
¥38.7万 |
+28.75% |
跌破离场 |
| 28 |
2022-06-14 |
2022-08-05 |
61.88035853999999 |
82.917 |
¥57.8万 |
+33.96% |
跌破离场 |
| 29 |
2023-01-10 |
2023-02-21 |
66.99700307299999 |
67.5324 |
¥1.8万 |
+0.77% |
跌破离场 |
| 30 |
2023-05-29 |
2023-07-11 |
60.078018 |
73.65627 |
¥52.6万 |
+22.56% |
跌破离场 |
| 31 |
2023-08-31 |
2023-09-15 |
78.60207354999999 |
72.05787 |
¥-23.8万 |
-8.35% |
跌破离场 |
| 32 |
2023-11-21 |
2023-12-06 |
74.012197 |
69.5304 |
¥-15.8万 |
-6.08% |
跌破离场 |
| 33 |
2023-12-14 |
2024-01-03 |
75.628211659 |
69.4305 |
¥-20.0万 |
-8.22% |
跌破离场 |
| 34 |
2024-09-12 |
2024-11-27 |
36.16696683599999 |
49.05089999999999 |
¥80.3万 |
+35.58% |
跌破离场 |
| 35 |
2025-01-15 |
2025-02-28 |
57.12418211499999 |
66.94299000000001 |
¥51.5万 |
+17.15% |
跌破离场 |
| 36 |
2025-07-17 |
2025-07-31 |
48.21260944499999 |
46.51344 |
¥-12.6万 |
-3.55% |
跌破离场 |
| 37 |
2025-08-20 |
2025-10-13 |
54.29050226599999 |
67.932 |
¥85.5万 |
+25.09% |
跌破离场 |
| 38 |
2025-12-09 |
2026-02-03 |
67.08712009999999 |
70.88904 |
¥23.6万 |
+5.64% |
跌破离场 |
| 39 |
2026-05-08 |
2026-06-01 |
64.28347926 |
62.33760000000001 |
¥-13.8万 |
-3.06% |
跌破离场 |
| 40 |
2026-11-11 |
2026-11-13 |
48.46293451999999 |
50.28 |
¥16.3万 |
+3.72% |
强平 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-29 |
突破买入 |
买入 |
25.195169999999997 |
38800.0 |
¥97.8万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
23.096880000000002 |
38800.0 |
¥89.6万 |
|
| 2015-05-15 |
突破买入 |
买入 |
27.27725 |
33600.0 |
¥91.7万 |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
33.51645 |
33600.0 |
¥1.13M |
|
| 2015-10-13 |
突破买入 |
买入 |
18.43842 |
60100.0 |
¥1.11M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
22.57 |
60100.0 |
¥1.36M |
|
| 2016-02-19 |
突破买入 |
买入 |
20.080059999999996 |
66600.0 |
¥1.34M |
首仓入场 |
| 2016-07-19 |
跌破离场 |
卖出 |
29.800169999999998 |
66600.0 |
¥1.98M |
|
| 2016-08-26 |
突破买入 |
买入 |
30.1301 |
65800.0 |
¥1.98M |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
27.042930000000002 |
65800.0 |
¥1.78M |
|
| 2016-10-31 |
突破买入 |
买入 |
30.430399999999995 |
58700.0 |
¥1.79M |
首仓入场 |
| 2016-11-28 |
跌破离场 |
卖出 |
29.2707 |
58700.0 |
¥1.72M |
|
| 2016-12-30 |
突破买入 |
买入 |
29.419389999999996 |
59300.0 |
¥1.75M |
首仓入场 |
| 2017-01-16 |
跌破离场 |
卖出 |
27.972 |
59300.0 |
¥1.66M |
|
| 2017-01-26 |
突破买入 |
买入 |
30.16013 |
54800.0 |
¥1.65M |
首仓入场 |
| 2017-05-08 |
跌破离场 |
卖出 |
30.53 |
54800.0 |
¥1.67M |
|
| 2017-06-21 |
突破买入 |
买入 |
33.55352 |
49500.0 |
¥1.66M |
首仓入场 |
| 2017-07-10 |
跌破离场 |
卖出 |
32.367599999999996 |
49500.0 |
¥1.60M |
|
| 2017-10-27 |
突破买入 |
买入 |
30.940909999999995 |
51700.0 |
¥1.60M |
首仓入场 |
| 2017-11-01 |
跌破离场 |
卖出 |
27.2727 |
51700.0 |
¥1.41M |
|
| 2018-02-28 |
突破买入 |
买入 |
22.20218 |
64100.0 |
¥1.42M |
首仓入场 |
| 2018-03-20 |
跌破离场 |
卖出 |
21.2787 |
64100.0 |
¥1.36M |
|
| 2018-07-25 |
突破买入 |
买入 |
20.55 |
66300.0 |
¥1.36M |
首仓入场 |
| 2018-07-31 |
跌破离场 |
卖出 |
18.93105 |
66300.0 |
¥1.25M |
|
| 2019-01-10 |
突破买入 |
买入 |
15.33 |
82100.0 |
¥1.26M |
首仓入场 |
| 2019-01-30 |
跌破离场 |
卖出 |
14.185799999999999 |
82100.0 |
¥1.16M |
|
| 2019-02-19 |
突破买入 |
买入 |
15.615599999999997 |
74600.0 |
¥1.17M |
首仓入场 |
| 2019-04-17 |
跌破离场 |
卖出 |
19.530450000000002 |
74600.0 |
¥1.46M |
|
| 2019-07-02 |
突破买入 |
买入 |
15.775759999999998 |
92300.0 |
¥1.46M |
首仓入场 |
| 2019-07-11 |
跌破离场 |
卖出 |
10.63935 |
92300.0 |
¥98.2万 |
|
| 2019-08-23 |
突破买入 |
买入 |
10.930919999999999 |
89900.0 |
¥98.3万 |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
11.088899999999999 |
89900.0 |
¥99.7万 |
|
| 2019-10-29 |
突破买入 |
买入 |
12.462449999999999 |
79300.0 |
¥98.9万 |
首仓入场 |
| 2019-11-26 |
跌破离场 |
卖出 |
12.79719 |
79300.0 |
¥1.01M |
|
| 2019-11-28 |
突破买入 |
买入 |
13.92391 |
72200.0 |
¥1.01M |
首仓入场 |
| 2020-02-27 |
跌破离场 |
卖出 |
22.197779999999998 |
72200.0 |
¥1.60M |
|
| 2020-04-21 |
突破买入 |
买入 |
21.261239999999997 |
74900.0 |
¥1.59M |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
22.177799999999998 |
74900.0 |
¥1.66M |
|
| 2020-06-23 |
突破买入 |
买入 |
27.30728 |
61500.0 |
¥1.68M |
首仓入场 |
| 2020-07-28 |
跌破离场 |
卖出 |
32.2 |
61500.0 |
¥1.98M |
|
| 2020-08-12 |
突破买入 |
买入 |
40.6406 |
48300.0 |
¥1.96M |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
37.7622 |
48300.0 |
¥1.82M |
|
| 2020-10-13 |
突破买入 |
买入 |
42.90286 |
42500.0 |
¥1.82M |
首仓入场 |
| 2020-10-22 |
跌破离场 |
卖出 |
37.152809999999995 |
42500.0 |
¥1.58M |
|
| 2020-12-22 |
突破买入 |
买入 |
40.94089999999999 |
38600.0 |
¥1.58M |
首仓入场 |
| 2020-12-30 |
跌破离场 |
卖出 |
37.6623 |
38600.0 |
¥1.45M |
|
| 2021-01-06 |
突破买入 |
买入 |
44.98493999999999 |
31800.0 |
¥1.43M |
首仓入场 |
| 2021-02-08 |
跌破离场 |
卖出 |
42.93702 |
31800.0 |
¥1.36M |
|
| 2021-05-31 |
突破买入 |
买入 |
36.84681 |
38100.0 |
¥1.40M |
首仓入场 |
| 2021-06-28 |
跌破离场 |
卖出 |
37.41255 |
38100.0 |
¥1.42M |
|
| 2021-08-05 |
突破买入 |
买入 |
37.46742999999999 |
37700.0 |
¥1.41M |
首仓入场 |
| 2021-08-27 |
跌破离场 |
卖出 |
35.37459 |
37700.0 |
¥1.33M |
|
| 2021-10-12 |
突破买入 |
买入 |
42.26221999999999 |
31800.0 |
¥1.34M |
首仓入场 |
| 2021-12-07 |
跌破离场 |
卖出 |
54.4455 |
31800.0 |
¥1.73M |
|
| 2022-06-14 |
突破买入 |
买入 |
61.86179999999999 |
27500.0 |
¥1.70M |
首仓入场 |
| 2022-08-05 |
跌破离场 |
卖出 |
82.917 |
27500.0 |
¥2.28M |
|
| 2023-01-10 |
突破买入 |
买入 |
66.97690999999999 |
34500.0 |
¥2.31M |
首仓入场 |
| 2023-02-21 |
跌破离场 |
卖出 |
67.5324 |
34500.0 |
¥2.33M |
|
| 2023-05-29 |
突破买入 |
买入 |
60.06 |
38800.0 |
¥2.33M |
首仓入场 |
| 2023-07-11 |
跌破离场 |
卖出 |
73.65627 |
38800.0 |
¥2.86M |
|
| 2023-08-31 |
突破买入 |
买入 |
78.57849999999999 |
36200.0 |
¥2.85M |
首仓入场 |
| 2023-09-15 |
跌破离场 |
卖出 |
72.05787 |
36200.0 |
¥2.61M |
|
| 2023-11-21 |
突破买入 |
买入 |
73.99 |
35200.0 |
¥2.61M |
首仓入场 |
| 2023-12-06 |
跌破离场 |
卖出 |
69.5304 |
35200.0 |
¥2.45M |
|
| 2023-12-14 |
突破买入 |
买入 |
75.60552999999999 |
32100.0 |
¥2.43M |
首仓入场 |
| 2024-01-03 |
跌破离场 |
卖出 |
69.4305 |
32100.0 |
¥2.23M |
|
| 2024-09-12 |
突破买入 |
买入 |
36.156119999999994 |
62400.0 |
¥2.26M |
首仓入场 |
| 2024-11-27 |
跌破离场 |
卖出 |
49.05089999999999 |
62400.0 |
¥3.06M |
|
| 2025-01-15 |
突破买入 |
买入 |
57.107049999999994 |
52600.0 |
¥3.00M |
首仓入场 |
| 2025-02-28 |
跌破离场 |
卖出 |
66.94299000000001 |
52600.0 |
¥3.52M |
|
| 2025-07-17 |
突破买入 |
买入 |
48.19814999999999 |
73700.0 |
¥3.55M |
首仓入场 |
| 2025-07-31 |
跌破离场 |
卖出 |
46.51344 |
73700.0 |
¥3.43M |
|
| 2025-08-20 |
突破买入 |
买入 |
54.27421999999999 |
62800.0 |
¥3.41M |
首仓入场 |
| 2025-10-13 |
跌破离场 |
卖出 |
67.932 |
62800.0 |
¥4.26M |
|
| 2025-12-09 |
突破买入 |
买入 |
67.067 |
62500.0 |
¥4.19M |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
70.88904 |
62500.0 |
¥4.43M |
|
| 2026-05-08 |
突破买入 |
买入 |
64.2642 |
70200.0 |
¥4.51M |
首仓入场 |
| 2026-06-01 |
跌破离场 |
卖出 |
62.33760000000001 |
70200.0 |
¥4.37M |
|
| 2026-11-11 |
突破买入 |
买入 |
48.448399999999985 |
90700.0 |
¥4.40M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
50.28 |
90700 |
¥4.56M |
回测结束强平 |