601788 光大证券 — 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: ¥1.34M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +33.81%）
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 32 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 |
2015-05-18 |
26.053833805999993 |
30.469500000000004 |
¥16.9万 |
+16.91% |
跌破离场 |
| 2 |
2015-10-20 |
2015-11-30 |
18.964627681999996 |
22.177799999999998 |
¥19.6万 |
+16.91% |
跌破离场 |
| 3 |
2016-03-22 |
2016-04-28 |
19.415212817 |
17.81217 |
¥-11.2万 |
-8.28% |
跌破离场 |
| 4 |
2016-07-05 |
2016-07-28 |
17.652924288999994 |
17.06292 |
¥-4.2万 |
-3.37% |
跌破离场 |
| 5 |
2016-08-16 |
2016-09-02 |
18.393886510999998 |
16.74 |
¥-10.8万 |
-9.02% |
跌破离场 |
| 6 |
2016-10-25 |
2016-12-06 |
16.841871045999998 |
16.992990000000002 |
¥9,477 |
+0.87% |
跌破离场 |
| 7 |
2017-05-26 |
2017-07-04 |
15.129647532999998 |
14.845139999999997 |
¥-2.1万 |
-1.91% |
跌破离场 |
| 8 |
2018-01-22 |
2018-02-07 |
14.41872432 |
14.14584 |
¥-2.1万 |
-1.92% |
跌破离场 |
| 9 |
2018-05-04 |
2018-05-24 |
12.953885000000001 |
12.43755 |
¥-4.3万 |
-4.01% |
跌破离场 |
| 10 |
2018-07-25 |
2018-08-07 |
11.194537354 |
10.30968 |
¥-8.1万 |
-7.93% |
跌破离场 |
| 11 |
2018-08-28 |
2018-08-31 |
11.104420327 |
10.40958 |
¥-5.9万 |
-6.29% |
跌破离场 |
| 12 |
2018-11-19 |
2018-12-17 |
10.603770177 |
9.48051 |
¥-9.4万 |
-10.62% |
跌破离场 |
| 13 |
2019-02-14 |
2019-03-26 |
10.273341077999998 |
12.84714 |
¥19.7万 |
+25.02% |
跌破离场 |
| 14 |
2019-12-16 |
2020-01-22 |
12.025616602999998 |
12.617370000000001 |
¥4.8万 |
+4.89% |
跌破离场 |
| 15 |
2020-07-02 |
2020-07-27 |
17.172300144999994 |
23.316659999999995 |
¥36.5万 |
+35.74% |
跌破离场 |
| 16 |
2021-03-09 |
2021-04-01 |
17.32249519 |
16.183799999999998 |
¥-9.2万 |
-6.60% |
跌破离场 |
| 17 |
2021-06-08 |
2021-07-05 |
17.382573207999997 |
15.81417 |
¥-11.8万 |
-9.05% |
跌破离场 |
| 18 |
2021-12-10 |
2021-12-24 |
15.219764559999998 |
14.865120000000003 |
¥-2.8万 |
-2.36% |
跌破离场 |
| 19 |
2022-06-07 |
2022-07-04 |
11.735239515999998 |
15.30468 |
¥35.3万 |
+30.38% |
跌破离场 |
| 20 |
2022-08-15 |
2022-09-15 |
15.490115641 |
15.04494 |
¥-4.3万 |
-2.90% |
跌破离场 |
| 21 |
2022-11-07 |
2022-12-20 |
14.488815340999999 |
15.00498 |
¥5.1万 |
+3.53% |
跌破离场 |
| 22 |
2023-01-17 |
2023-02-07 |
16.221064859999995 |
15.72426 |
¥-4.7万 |
-3.09% |
跌破离场 |
| 23 |
2023-05-10 |
2023-05-25 |
17.255175 |
15.67 |
¥-13.5万 |
-9.21% |
跌破离场 |
| 24 |
2023-07-26 |
2023-08-22 |
17.652924288999998 |
17.07291 |
¥-4.4万 |
-3.31% |
跌破离场 |
| 25 |
2023-11-07 |
2023-11-23 |
16.911962066999997 |
16.5834 |
¥-2.5万 |
-1.97% |
跌破离场 |
| 26 |
2024-01-25 |
2024-03-26 |
16.010791796999996 |
16.31367 |
¥2.4万 |
+1.86% |
跌破离场 |
| 27 |
2024-08-01 |
2024-08-22 |
15.099608523999999 |
14.56542 |
¥-4.6万 |
-3.57% |
跌破离场 |
| 28 |
2024-09-26 |
2024-12-20 |
15.510141646999998 |
18.90108 |
¥27.0万 |
+21.83% |
跌破离场 |
| 29 |
2025-05-15 |
2025-05-26 |
16.771780024999998 |
16.07 |
¥-6.3万 |
-4.21% |
跌破离场 |
| 30 |
2025-06-05 |
2025-06-20 |
17.723015309999997 |
17.16282 |
¥-4.6万 |
-3.19% |
跌破离场 |
| 31 |
2025-07-28 |
2025-09-17 |
18.854484648999996 |
18.8 |
¥-4,479 |
-0.32% |
跌破离场 |
| 32 |
2026-06-23 |
2026-07-27 |
15.099608523999997 |
14.345640000000001 |
¥-7.1万 |
-5.02% |
跌破离场 |
逐笔成交记录（共 64 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 |
26.046019999999995 |
38300.0 |
¥99.8万 |
首仓入场 |
| 2015-05-18 |
跌破离场 |
卖出 |
30.469500000000004 |
38300.0 |
¥1.17M |
|
| 2015-10-20 |
突破买入 |
买入 |
18.95894 |
61000.0 |
¥1.16M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
22.177799999999998 |
61000.0 |
¥1.35M |
|
| 2016-03-22 |
突破买入 |
买入 |
19.40939 |
69500.0 |
¥1.35M |
首仓入场 |
| 2016-04-28 |
跌破离场 |
卖出 |
17.81217 |
69500.0 |
¥1.24M |
|
| 2016-07-05 |
突破买入 |
买入 |
17.647629999999996 |
70400.0 |
¥1.24M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
17.06292 |
70400.0 |
¥1.20M |
|
| 2016-08-16 |
突破买入 |
买入 |
18.38837 |
65400.0 |
¥1.20M |
首仓入场 |
| 2016-09-02 |
跌破离场 |
卖出 |
16.74 |
65400.0 |
¥1.09M |
|
| 2016-10-25 |
突破买入 |
买入 |
16.83682 |
64900.0 |
¥1.09M |
首仓入场 |
| 2016-12-06 |
跌破离场 |
卖出 |
16.992990000000002 |
64900.0 |
¥1.10M |
|
| 2017-05-26 |
突破买入 |
买入 |
15.12511 |
72800.0 |
¥1.10M |
首仓入场 |
| 2017-07-04 |
跌破离场 |
卖出 |
14.845139999999997 |
72800.0 |
¥1.08M |
|
| 2018-01-22 |
突破买入 |
买入 |
14.4144 |
75000.0 |
¥1.08M |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
14.14584 |
75000.0 |
¥1.06M |
|
| 2018-05-04 |
突破买入 |
买入 |
12.95 |
82200.0 |
¥1.06M |
首仓入场 |
| 2018-05-24 |
跌破离场 |
卖出 |
12.43755 |
82200.0 |
¥1.02M |
|
| 2018-07-25 |
突破买入 |
买入 |
11.19118 |
91700.0 |
¥1.03M |
首仓入场 |
| 2018-08-07 |
跌破离场 |
卖出 |
10.30968 |
91700.0 |
¥94.5万 |
|
| 2018-08-28 |
突破买入 |
买入 |
11.10109 |
85000.0 |
¥94.4万 |
首仓入场 |
| 2018-08-31 |
跌破离场 |
卖出 |
10.40958 |
85000.0 |
¥88.5万 |
|
| 2018-11-19 |
突破买入 |
买入 |
10.600589999999999 |
83400.0 |
¥88.4万 |
首仓入场 |
| 2018-12-17 |
跌破离场 |
卖出 |
9.48051 |
83400.0 |
¥79.0万 |
|
| 2019-02-14 |
突破买入 |
买入 |
10.270259999999999 |
76600.0 |
¥78.7万 |
首仓入场 |
| 2019-03-26 |
跌破离场 |
卖出 |
12.84714 |
76600.0 |
¥98.4万 |
|
| 2019-12-16 |
突破买入 |
买入 |
12.022009999999998 |
81700.0 |
¥98.2万 |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
12.617370000000001 |
81700.0 |
¥1.03M |
|
| 2020-07-02 |
突破买入 |
买入 |
17.167149999999996 |
59400.0 |
¥1.02M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
23.316659999999995 |
59400.0 |
¥1.38M |
|
| 2021-03-09 |
突破买入 |
买入 |
17.3173 |
80200.0 |
¥1.39M |
首仓入场 |
| 2021-04-01 |
跌破离场 |
卖出 |
16.183799999999998 |
80200.0 |
¥1.30M |
|
| 2021-06-08 |
突破买入 |
买入 |
17.377359999999996 |
74900.0 |
¥1.30M |
首仓入场 |
| 2021-07-05 |
跌破离场 |
卖出 |
15.81417 |
74900.0 |
¥1.18M |
|
| 2021-12-10 |
突破买入 |
买入 |
15.215199999999998 |
77400.0 |
¥1.18M |
首仓入场 |
| 2021-12-24 |
跌破离场 |
卖出 |
14.865120000000003 |
77400.0 |
¥1.15M |
|
| 2022-06-07 |
突破买入 |
买入 |
11.731719999999997 |
99100.0 |
¥1.16M |
首仓入场 |
| 2022-07-04 |
跌破离场 |
卖出 |
15.30468 |
99100.0 |
¥1.52M |
|
| 2022-08-15 |
突破买入 |
买入 |
15.48547 |
95100.0 |
¥1.47M |
首仓入场 |
| 2022-09-15 |
跌破离场 |
卖出 |
15.04494 |
95100.0 |
¥1.43M |
|
| 2022-11-07 |
突破买入 |
买入 |
14.484469999999998 |
100000.0 |
¥1.45M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
15.00498 |
100000.0 |
¥1.50M |
|
| 2023-01-17 |
突破买入 |
买入 |
16.216199999999997 |
93700.0 |
¥1.52M |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
15.72426 |
93700.0 |
¥1.47M |
|
| 2023-05-10 |
突破买入 |
买入 |
17.25 |
84800.0 |
¥1.46M |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
15.67 |
84800.0 |
¥1.33M |
|
| 2023-07-26 |
突破买入 |
买入 |
17.647629999999996 |
76000.0 |
¥1.34M |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
17.07291 |
76000.0 |
¥1.30M |
|
| 2023-11-07 |
突破买入 |
买入 |
16.906889999999997 |
76300.0 |
¥1.29M |
首仓入场 |
| 2023-11-23 |
跌破离场 |
卖出 |
16.5834 |
76300.0 |
¥1.26M |
|
| 2024-01-25 |
突破买入 |
买入 |
16.005989999999997 |
79400.0 |
¥1.27M |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
16.31367 |
79400.0 |
¥1.29M |
|
| 2024-08-01 |
突破买入 |
买入 |
15.09508 |
85200.0 |
¥1.29M |
首仓入场 |
| 2024-08-22 |
跌破离场 |
卖出 |
14.56542 |
85200.0 |
¥1.24M |
|
| 2024-09-26 |
突破买入 |
买入 |
15.505489999999998 |
79900.0 |
¥1.24M |
首仓入场 |
| 2024-12-20 |
跌破离场 |
卖出 |
18.90108 |
79900.0 |
¥1.51M |
|
| 2025-05-15 |
突破买入 |
买入 |
16.76675 |
89800.0 |
¥1.51M |
首仓入场 |
| 2025-05-26 |
跌破离场 |
卖出 |
16.07 |
89800.0 |
¥1.44M |
|
| 2025-06-05 |
突破买入 |
买入 |
17.717699999999997 |
81300.0 |
¥1.44M |
首仓入场 |
| 2025-06-20 |
跌破离场 |
卖出 |
17.16282 |
81300.0 |
¥1.39M |
|
| 2025-07-28 |
突破买入 |
买入 |
18.848829999999996 |
74500.0 |
¥1.40M |
首仓入场 |
| 2025-09-17 |
跌破离场 |
卖出 |
18.8 |
74500.0 |
¥1.40M |
|
| 2026-06-23 |
突破买入 |
买入 |
15.095079999999996 |
93300.0 |
¥1.41M |
首仓入场 |
| 2026-07-27 |
跌破离场 |
卖出 |
14.345640000000001 |
93300.0 |
¥1.34M |
|