601698 中国卫通 — 海龟交易法则 回测明细
数据区间: 2019-06-28 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.00M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +0.10%）
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 25 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 |
2019-09-04 |
2019-09-26 |
13.857996151999998 |
13.22676 |
¥-4.4万 |
-4.58% |
跌破离场 |
| 2 |
2019-12-19 |
2020-02-28 |
12.095707623999997 |
16.8831 |
¥37.6万 |
+39.54% |
跌破离场 |
| 3 |
2020-04-22 |
2020-04-29 |
18.894536660999997 |
15.544440000000002 |
¥-23.3万 |
-17.76% |
跌破离场 |
| 4 |
2020-07-13 |
2020-09-09 |
23.029906899999993 |
20.649330000000003 |
¥-10.9万 |
-10.36% |
跌破离场 |
| 5 |
2020-12-03 |
2020-12-11 |
20.015992996999994 |
18.2817 |
¥-8.5万 |
-8.69% |
跌破离场 |
| 6 |
2021-04-08 |
2021-04-27 |
16.741741016 |
17.36262 |
¥3.3万 |
+3.68% |
跌破离场 |
| 7 |
2021-06-22 |
2021-07-02 |
16.671649994999996 |
15.47451 |
¥-6.7万 |
-7.21% |
跌破离场 |
| 8 |
2021-09-01 |
2021-09-17 |
15.520154649999997 |
15.93405 |
¥2.2万 |
+2.64% |
跌破离场 |
| 9 |
2021-11-15 |
2021-12-08 |
14.929387472999998 |
14.25 |
¥-4.0万 |
-4.58% |
跌破离场 |
| 10 |
2022-06-07 |
2022-07-12 |
11.323396 |
10.89909 |
¥-3.2万 |
-3.78% |
跌破离场 |
| 11 |
2022-09-06 |
2022-09-19 |
12.636409785999996 |
10.90908 |
¥-11.1万 |
-13.70% |
跌破离场 |
| 12 |
2022-11-23 |
2022-12-19 |
12.145772639 |
11.6883 |
¥-2.7万 |
-3.80% |
跌破离场 |
| 13 |
2023-01-17 |
2023-04-12 |
12.153645 |
19.989990000000002 |
¥43.8万 |
+64.43% |
跌破离场 |
| 14 |
2023-06-26 |
2023-07-20 |
19.214952757 |
18.6813 |
¥-3.1万 |
-2.81% |
跌破离场 |
| 15 |
2023-09-12 |
2023-09-20 |
19.0247057 |
16.83315 |
¥-12.2万 |
-11.55% |
跌破离场 |
| 16 |
2024-02-28 |
2024-03-26 |
17.0221051 |
15.7842 |
¥-7.1万 |
-7.30% |
跌破离场 |
| 17 |
2024-05-08 |
2024-05-27 |
16.331207893 |
14.69 |
¥-9.0万 |
-10.08% |
跌破离场 |
| 18 |
2024-07-22 |
2024-08-19 |
15.029517503 |
15.24474 |
¥1.1万 |
+1.40% |
跌破离场 |
| 19 |
2024-10-09 |
2024-11-26 |
17.745321999999998 |
20.62935 |
¥12.8万 |
+16.22% |
跌破离场 |
| 20 |
2025-02-11 |
2025-03-03 |
21.407800413999997 |
19.67031 |
¥-7.6万 |
-8.14% |
跌破离场 |
| 21 |
2025-07-01 |
2025-07-15 |
20.446132 |
19.75023 |
¥-3.0万 |
-3.43% |
跌破离场 |
| 22 |
2025-08-25 |
2025-09-24 |
21.908450563999995 |
20.44953 |
¥-5.6万 |
-6.69% |
跌破离场 |
| 23 |
2025-10-30 |
2025-11-19 |
22.339009692999998 |
20.879099999999998 |
¥-5.1万 |
-6.56% |
跌破离场 |
| 24 |
2025-12-17 |
2026-01-21 |
23.931077169999995 |
35.97399 |
¥36.0万 |
+50.28% |
跌破离场 |
| 25 |
2026-04-22 |
2026-05-20 |
37.0481111 |
33.84612 |
¥-9.2万 |
-8.67% |
跌破离场 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-09-04 |
突破买入 |
买入 |
13.853839999999998 |
69300.0 |
¥96.0万 |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
13.22676 |
69300.0 |
¥91.6万 |
|
| 2019-12-19 |
突破买入 |
买入 |
12.09208 |
78600.0 |
¥95.1万 |
首仓入场 |
| 2020-02-28 |
跌破离场 |
卖出 |
16.8831 |
78600.0 |
¥1.33M |
|
| 2020-04-22 |
突破买入 |
买入 |
18.888869999999997 |
69500.0 |
¥1.31M |
首仓入场 |
| 2020-04-29 |
跌破离场 |
卖出 |
15.544440000000002 |
69500.0 |
¥1.08M |
|
| 2020-07-13 |
突破买入 |
买入 |
23.022999999999996 |
45600.0 |
¥1.05M |
首仓入场 |
| 2020-09-09 |
跌破离场 |
卖出 |
20.649330000000003 |
45600.0 |
¥94.1万 |
|
| 2020-12-03 |
突破买入 |
买入 |
20.009989999999995 |
49100.0 |
¥98.3万 |
首仓入场 |
| 2020-12-11 |
跌破离场 |
卖出 |
18.2817 |
49100.0 |
¥89.7万 |
|
| 2021-04-08 |
突破买入 |
买入 |
16.73672 |
54000.0 |
¥90.4万 |
首仓入场 |
| 2021-04-27 |
跌破离场 |
卖出 |
17.36262 |
54000.0 |
¥93.7万 |
|
| 2021-06-22 |
突破买入 |
买入 |
16.666649999999997 |
56100.0 |
¥93.5万 |
首仓入场 |
| 2021-07-02 |
跌破离场 |
卖出 |
15.47451 |
56100.0 |
¥86.8万 |
|
| 2021-09-01 |
突破买入 |
买入 |
15.515499999999998 |
54900.0 |
¥85.2万 |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
15.93405 |
54900.0 |
¥87.5万 |
|
| 2021-11-15 |
突破买入 |
买入 |
14.924909999999999 |
59200.0 |
¥88.4万 |
首仓入场 |
| 2021-12-08 |
跌破离场 |
卖出 |
14.25 |
59200.0 |
¥84.3万 |
|
| 2022-06-07 |
突破买入 |
买入 |
11.32 |
74900.0 |
¥84.8万 |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
10.89909 |
74900.0 |
¥81.6万 |
|
| 2022-09-06 |
突破买入 |
买入 |
12.632619999999998 |
64000.0 |
¥80.9万 |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
10.90908 |
64000.0 |
¥69.8万 |
|
| 2022-11-23 |
突破买入 |
买入 |
12.142130000000002 |
57900.0 |
¥70.3万 |
首仓入场 |
| 2022-12-19 |
跌破离场 |
卖出 |
11.6883 |
57900.0 |
¥67.7万 |
|
| 2023-01-17 |
突破买入 |
买入 |
12.15 |
55900.0 |
¥67.9万 |
首仓入场 |
| 2023-04-12 |
跌破离场 |
卖出 |
19.989990000000002 |
55900.0 |
¥1.12M |
|
| 2023-06-26 |
突破买入 |
买入 |
19.20919 |
57100.0 |
¥1.10M |
首仓入场 |
| 2023-07-20 |
跌破离场 |
卖出 |
18.6813 |
57100.0 |
¥1.07M |
|
| 2023-09-12 |
突破买入 |
买入 |
19.019 |
55700.0 |
¥1.06M |
首仓入场 |
| 2023-09-20 |
跌破离场 |
卖出 |
16.83315 |
55700.0 |
¥93.7万 |
|
| 2024-02-28 |
突破买入 |
买入 |
17.017 |
56800.0 |
¥96.7万 |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
15.7842 |
56800.0 |
¥89.6万 |
|
| 2024-05-08 |
突破买入 |
买入 |
16.326309999999996 |
54800.0 |
¥89.5万 |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
14.69 |
54800.0 |
¥80.5万 |
|
| 2024-07-22 |
突破买入 |
买入 |
15.025009999999998 |
53500.0 |
¥80.4万 |
首仓入场 |
| 2024-08-19 |
跌破离场 |
卖出 |
15.24474 |
53500.0 |
¥81.5万 |
|
| 2024-10-09 |
突破买入 |
买入 |
17.74 |
44500.0 |
¥79.0万 |
首仓入场 |
| 2024-11-26 |
跌破离场 |
卖出 |
20.62935 |
44500.0 |
¥91.8万 |
|
| 2025-02-11 |
突破买入 |
买入 |
21.401379999999996 |
43800.0 |
¥93.8万 |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
19.67031 |
43800.0 |
¥86.1万 |
|
| 2025-07-01 |
突破买入 |
买入 |
20.44 |
42300.0 |
¥86.5万 |
首仓入场 |
| 2025-07-15 |
跌破离场 |
卖出 |
19.75023 |
42300.0 |
¥83.5万 |
|
| 2025-08-25 |
突破买入 |
买入 |
21.901879999999995 |
38100.0 |
¥83.5万 |
首仓入场 |
| 2025-09-24 |
跌破离场 |
卖出 |
20.44953 |
38100.0 |
¥77.9万 |
|
| 2025-10-30 |
突破买入 |
买入 |
22.332309999999996 |
35000.0 |
¥78.2万 |
首仓入场 |
| 2025-11-19 |
跌破离场 |
卖出 |
20.879099999999998 |
35000.0 |
¥73.1万 |
|
| 2025-12-17 |
突破买入 |
买入 |
23.923899999999996 |
29900.0 |
¥71.6万 |
首仓入场 |
| 2026-01-21 |
跌破离场 |
卖出 |
35.97399 |
29900.0 |
¥1.08M |
|
| 2026-04-22 |
突破买入 |
买入 |
37.037 |
28500.0 |
¥1.06M |
首仓入场 |
| 2026-05-20 |
跌破离场 |
卖出 |
33.84612 |
28500.0 |
¥96.4万 |
|