601727 上海电气 — 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: ¥1.64M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +63.63%）
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 33 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 |
2015-03-25 |
2015-06-23 |
11.313393000000001 |
16.933049999999998 |
¥49.3万 |
+49.63% |
跌破离场 |
| 2 |
2016-03-03 |
2016-04-19 |
8.971650688 |
8.81118 |
¥-2.7万 |
-1.82% |
跌破离场 |
| 3 |
2016-07-06 |
2016-07-28 |
8.040441409 |
7.6923 |
¥-6.4万 |
-4.36% |
跌破离场 |
| 4 |
2016-08-17 |
2017-05-10 |
8.561117565 |
7.7922 |
¥-12.5万 |
-9.01% |
跌破离场 |
| 5 |
2017-07-03 |
2017-08-04 |
7.549804261999999 |
7.582409999999999 |
¥5,102 |
+0.40% |
跌破离场 |
| 6 |
2017-09-01 |
2017-09-20 |
8.11053243 |
7.782209999999999 |
¥-5.1万 |
-4.08% |
跌破离场 |
| 7 |
2017-10-30 |
2017-11-16 |
8.651234592 |
7.722270000000001 |
¥-13.2万 |
-10.76% |
跌破离场 |
| 8 |
2018-05-11 |
2018-05-31 |
5.927697775999999 |
6.02 |
¥1.7万 |
+1.53% |
跌破离场 |
| 9 |
2018-09-20 |
2018-10-19 |
5.256826575 |
4.93506 |
¥-6.9万 |
-6.15% |
跌破离场 |
| 10 |
2019-01-08 |
2019-01-23 |
5.156696545 |
4.98501 |
¥-3.5万 |
-3.36% |
跌破离场 |
| 11 |
2019-02-19 |
2019-04-26 |
5.236800569 |
6.15384 |
¥17.7万 |
+17.48% |
跌破离场 |
| 12 |
2019-06-24 |
2019-07-09 |
5.561668 |
5.25474 |
¥-6.6万 |
-5.55% |
跌破离场 |
| 13 |
2019-12-17 |
2020-01-23 |
4.9564364849999984 |
4.92507 |
¥-7,275 |
-0.66% |
跌破离场 |
| 14 |
2020-03-06 |
2020-03-24 |
4.846293452 |
4.68531 |
¥-3.7万 |
-3.35% |
跌破离场 |
| 15 |
2020-04-21 |
2020-05-13 |
4.916384473 |
4.62537 |
¥-6.4万 |
-5.95% |
跌破离场 |
| 16 |
2020-06-09 |
2020-08-26 |
4.946423481999999 |
5.65434 |
¥14.0万 |
+14.28% |
跌破离场 |
| 17 |
2020-11-25 |
2021-01-21 |
5.417034622999999 |
5.24475 |
¥-3.7万 |
-3.21% |
跌破离场 |
| 18 |
2021-08-03 |
2021-09-15 |
4.261278000000001 |
4.56543 |
¥7.8万 |
+7.11% |
跌破离场 |
| 19 |
2022-06-02 |
2022-08-03 |
4.1553962449999995 |
4.33566 |
¥5.1万 |
+4.31% |
跌破离场 |
| 20 |
2022-11-28 |
2022-12-15 |
4.20126 |
4.12587 |
¥-2.2万 |
-1.82% |
跌破离场 |
| 21 |
2023-01-31 |
2023-05-24 |
4.085305223999999 |
4.435560000000001 |
¥10.4万 |
+8.54% |
跌破离场 |
| 22 |
2023-07-18 |
2023-08-14 |
4.756176425 |
4.5954 |
¥-4.5万 |
-3.41% |
跌破离场 |
| 23 |
2023-09-12 |
2023-10-20 |
4.926397475999999 |
4.4955 |
¥-11.1万 |
-8.77% |
跌破离场 |
| 24 |
2024-04-03 |
2024-05-06 |
4.375682310999999 |
4.32567 |
¥-1.4万 |
-1.17% |
跌破离场 |
| 25 |
2024-08-01 |
2024-08-13 |
3.875032160999999 |
3.70629 |
¥-5.1万 |
-4.38% |
跌破离场 |
| 26 |
2024-09-19 |
2024-12-18 |
3.824967145999999 |
8.40159 |
¥1.32M |
+119.59% |
跌破离场 |
| 27 |
2025-02-14 |
2025-03-03 |
8.61118258 |
8.16183 |
¥-12.4万 |
-5.25% |
跌破离场 |
| 28 |
2025-05-27 |
2025-06-16 |
7.8001293369999996 |
7.25274 |
¥-15.7万 |
-7.05% |
跌破离场 |
| 29 |
2025-07-30 |
2025-09-04 |
8.112433 |
8.181809999999999 |
¥1.7万 |
+0.82% |
跌破离场 |
| 30 |
2025-09-26 |
2025-11-13 |
9.772690927999998 |
9.13086 |
¥-14.3万 |
-6.60% |
跌破离场 |
| 31 |
2026-01-08 |
2026-01-30 |
9.041741708999998 |
8.73126 |
¥-7.0万 |
-3.46% |
跌破离场 |
| 32 |
2026-03-06 |
2026-03-23 |
9.382183810999997 |
8.16183 |
¥-25.2万 |
-13.03% |
跌破离场 |
| 33 |
2026-05-12 |
2026-05-28 |
8.692607 |
8.35164 |
¥-6.5万 |
-3.95% |
跌破离场 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-25 |
突破买入 |
买入 |
11.31 |
87800.0 |
¥99.3万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
16.933049999999998 |
87800.0 |
¥1.49M |
|
| 2016-03-03 |
突破买入 |
买入 |
8.96896 |
164600.0 |
¥1.48M |
首仓入场 |
| 2016-04-19 |
跌破离场 |
卖出 |
8.81118 |
164600.0 |
¥1.45M |
|
| 2016-07-06 |
突破买入 |
买入 |
8.03803 |
181300.0 |
¥1.46M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
7.6923 |
181300.0 |
¥1.39M |
|
| 2016-08-17 |
突破买入 |
买入 |
8.55855 |
161600.0 |
¥1.38M |
首仓入场 |
| 2017-05-10 |
跌破离场 |
卖出 |
7.7922 |
161600.0 |
¥1.26M |
|
| 2017-07-03 |
突破买入 |
买入 |
7.54754 |
168200.0 |
¥1.27M |
首仓入场 |
| 2017-08-04 |
跌破离场 |
卖出 |
7.582409999999999 |
168200.0 |
¥1.27M |
|
| 2017-09-01 |
突破买入 |
买入 |
8.108099999999999 |
154400.0 |
¥1.25M |
首仓入场 |
| 2017-09-20 |
跌破离场 |
卖出 |
7.782209999999999 |
154400.0 |
¥1.20M |
|
| 2017-10-30 |
突破买入 |
买入 |
8.64864 |
141300.0 |
¥1.22M |
首仓入场 |
| 2017-11-16 |
跌破离场 |
卖出 |
7.722270000000001 |
141300.0 |
¥1.09M |
|
| 2018-05-11 |
突破买入 |
买入 |
5.92592 |
185500.0 |
¥1.10M |
首仓入场 |
| 2018-05-31 |
跌破离场 |
卖出 |
6.02 |
185500.0 |
¥1.12M |
|
| 2018-09-20 |
突破买入 |
买入 |
5.255249999999999 |
212000.0 |
¥1.11M |
首仓入场 |
| 2018-10-19 |
跌破离场 |
卖出 |
4.93506 |
212000.0 |
¥1.05M |
|
| 2019-01-08 |
突破买入 |
买入 |
5.15515 |
202500.0 |
¥1.04M |
首仓入场 |
| 2019-01-23 |
跌破离场 |
卖出 |
4.98501 |
202500.0 |
¥1.01M |
|
| 2019-02-19 |
突破买入 |
买入 |
5.23523 |
193100.0 |
¥1.01M |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
6.15384 |
193100.0 |
¥1.19M |
|
| 2019-06-24 |
突破买入 |
买入 |
5.56 |
212900.0 |
¥1.18M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
5.25474 |
212900.0 |
¥1.12M |
|
| 2019-12-17 |
突破买入 |
买入 |
4.954949999999999 |
221500.0 |
¥1.10M |
首仓入场 |
| 2020-01-23 |
跌破离场 |
卖出 |
4.92507 |
221500.0 |
¥1.09M |
|
| 2020-03-06 |
突破买入 |
买入 |
4.84484 |
228600.0 |
¥1.11M |
首仓入场 |
| 2020-03-24 |
跌破离场 |
卖出 |
4.68531 |
228600.0 |
¥1.07M |
|
| 2020-04-21 |
突破买入 |
买入 |
4.91491 |
219200.0 |
¥1.08M |
首仓入场 |
| 2020-05-13 |
跌破离场 |
卖出 |
4.62537 |
219200.0 |
¥1.01M |
|
| 2020-06-09 |
突破买入 |
买入 |
4.94494 |
198500.0 |
¥98.2万 |
首仓入场 |
| 2020-08-26 |
跌破离场 |
卖出 |
5.65434 |
198500.0 |
¥1.12M |
|
| 2020-11-25 |
突破买入 |
买入 |
5.41541 |
213400.0 |
¥1.16M |
首仓入场 |
| 2021-01-21 |
跌破离场 |
卖出 |
5.24475 |
213400.0 |
¥1.12M |
|
| 2021-08-03 |
突破买入 |
买入 |
4.26 |
257600.0 |
¥1.10M |
首仓入场 |
| 2021-09-15 |
跌破离场 |
卖出 |
4.56543 |
257600.0 |
¥1.18M |
|
| 2022-06-02 |
突破买入 |
买入 |
4.15415 |
286800.0 |
¥1.19M |
首仓入场 |
| 2022-08-03 |
跌破离场 |
卖出 |
4.33566 |
286800.0 |
¥1.24M |
|
| 2022-11-28 |
突破买入 |
买入 |
4.2 |
292800.0 |
¥1.23M |
首仓入场 |
| 2022-12-15 |
跌破离场 |
卖出 |
4.12587 |
292800.0 |
¥1.21M |
|
| 2023-01-31 |
突破买入 |
买入 |
4.084079999999999 |
297300.0 |
¥1.21M |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
4.435560000000001 |
297300.0 |
¥1.32M |
|
| 2023-07-18 |
突破买入 |
买入 |
4.75475 |
279600.0 |
¥1.33M |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
4.5954 |
279600.0 |
¥1.28M |
|
| 2023-09-12 |
突破买入 |
买入 |
4.924919999999999 |
256000.0 |
¥1.26M |
首仓入场 |
| 2023-10-20 |
跌破离场 |
卖出 |
4.4955 |
256000.0 |
¥1.15M |
|
| 2024-04-03 |
突破买入 |
买入 |
4.37437 |
267700.0 |
¥1.17M |
首仓入场 |
| 2024-05-06 |
跌破离场 |
卖出 |
4.32567 |
267700.0 |
¥1.16M |
|
| 2024-08-01 |
突破买入 |
买入 |
3.8738699999999993 |
298700.0 |
¥1.16M |
首仓入场 |
| 2024-08-13 |
跌破离场 |
卖出 |
3.70629 |
298700.0 |
¥1.11M |
|
| 2024-09-19 |
突破买入 |
买入 |
3.823819999999999 |
288700.0 |
¥1.10M |
首仓入场 |
| 2024-12-18 |
跌破离场 |
卖出 |
8.40159 |
288700.0 |
¥2.42M |
|
| 2025-02-14 |
突破买入 |
买入 |
8.6086 |
275500.0 |
¥2.37M |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
8.16183 |
275500.0 |
¥2.25M |
|
| 2025-05-27 |
突破买入 |
买入 |
7.797789999999998 |
286100.0 |
¥2.23M |
首仓入场 |
| 2025-06-16 |
跌破离场 |
卖出 |
7.25274 |
286100.0 |
¥2.07M |
|
| 2025-07-30 |
突破买入 |
买入 |
8.11 |
258200.0 |
¥2.09M |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
8.181809999999999 |
258200.0 |
¥2.11M |
|
| 2025-09-26 |
突破买入 |
买入 |
9.769759999999998 |
221100.0 |
¥2.16M |
首仓入场 |
| 2025-11-13 |
跌破离场 |
卖出 |
9.13086 |
221100.0 |
¥2.02M |
|
| 2026-01-08 |
突破买入 |
买入 |
9.039029999999999 |
222300.0 |
¥2.01M |
首仓入场 |
| 2026-01-30 |
跌破离场 |
卖出 |
8.73126 |
222300.0 |
¥1.94M |
|
| 2026-03-06 |
突破买入 |
买入 |
9.379369999999998 |
205800.0 |
¥1.93M |
首仓入场 |
| 2026-03-23 |
跌破离场 |
卖出 |
8.16183 |
205800.0 |
¥1.68M |
|
| 2026-05-12 |
突破买入 |
买入 |
8.69 |
190500.0 |
¥1.66M |
首仓入场 |
| 2026-05-28 |
跌破离场 |
卖出 |
8.35164 |
190500.0 |
¥1.59M |
|