601800 中国交建 — 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: ¥93.7万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -6.35%）
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 |
2015-03-04 |
2015-05-06 |
14.144242 |
19.930049999999998 |
¥40.4万 |
+40.86% |
跌破离场 |
| 2 |
2015-10-22 |
2015-11-30 |
14.719114409999998 |
14.085899999999999 |
¥-5.8万 |
-4.33% |
跌破离场 |
| 3 |
2016-03-22 |
2016-04-21 |
12.41612372 |
11.788200000000002 |
¥-6.7万 |
-5.09% |
跌破离场 |
| 4 |
2016-08-16 |
2016-09-06 |
11.725226512999999 |
11.538450000000001 |
¥-2.1万 |
-1.62% |
跌破离场 |
| 5 |
2016-10-18 |
2016-12-06 |
12.065668615 |
14.2 |
¥21.8万 |
+17.65% |
跌破离场 |
| 6 |
2017-02-07 |
2017-03-06 |
16.301168884 |
17.36262 |
¥9.5万 |
+6.48% |
跌破离场 |
| 7 |
2017-03-22 |
2017-04-25 |
18.544081556 |
17.082900000000002 |
¥-12.3万 |
-7.91% |
跌破离场 |
| 8 |
2017-07-11 |
2017-08-03 |
16.601558973999996 |
15.6843 |
¥-8.0万 |
-5.55% |
跌破离场 |
| 9 |
2018-01-19 |
2018-02-09 |
14.468789335 |
13.116869999999999 |
¥-12.8万 |
-9.37% |
跌破离场 |
| 10 |
2018-10-08 |
2018-10-19 |
12.506240746999998 |
11.64834 |
¥-8.3万 |
-6.89% |
跌破离场 |
| 11 |
2019-02-26 |
2019-04-24 |
12.235889665999998 |
13.3866 |
¥10.8万 |
+9.37% |
跌破离场 |
| 12 |
2019-09-04 |
2019-09-26 |
10.543692158999997 |
10.1898 |
¥-4.3万 |
-3.39% |
跌破离场 |
| 13 |
2020-03-04 |
2020-03-20 |
9.862807954999997 |
8.521469999999999 |
¥-16.3万 |
-13.63% |
跌破离场 |
| 14 |
2020-11-12 |
2020-12-09 |
7.842352 |
7.632359999999999 |
¥-2.8万 |
-2.71% |
跌破离场 |
| 15 |
2021-01-15 |
2021-01-29 |
7.559817264999999 |
7.03296 |
¥-7.1万 |
-7.00% |
跌破离场 |
| 16 |
2021-08-03 |
2021-09-28 |
6.668659997999999 |
8.24 |
¥22.5万 |
+23.53% |
跌破离场 |
| 17 |
2021-12-03 |
2022-02-25 |
7.459687235 |
9.98001 |
¥40.0万 |
+33.75% |
跌破离场 |
| 18 |
2022-04-29 |
2022-05-19 |
10.613783179999999 |
9.780209999999999 |
¥-12.4万 |
-7.88% |
跌破离场 |
| 19 |
2022-09-02 |
2022-09-19 |
8.170610448 |
7.722270000000001 |
¥-8.0万 |
-5.52% |
跌破离场 |
| 20 |
2022-11-24 |
2022-12-20 |
8.591156574 |
8.30169 |
¥-4.7万 |
-3.40% |
跌破离场 |
| 21 |
2023-02-03 |
2023-03-30 |
8.941611679 |
10.41957 |
¥21.8万 |
+16.49% |
跌破离场 |
| 22 |
2023-06-19 |
2023-06-27 |
11.153345 |
10.13 |
¥-14.2万 |
-9.20% |
跌破离场 |
| 23 |
2023-08-01 |
2023-08-25 |
11.675161497999998 |
9.630360000000003 |
¥-24.7万 |
-17.54% |
跌破离场 |
| 24 |
2024-01-29 |
2024-03-14 |
8.511052549999999 |
8.12 |
¥-5.4万 |
-4.62% |
跌破离场 |
| 25 |
2024-04-02 |
2024-05-06 |
8.81144264 |
8.93 |
¥1.4万 |
+1.32% |
跌破离场 |
| 26 |
2024-08-20 |
2024-08-29 |
8.821455642999998 |
8.511479999999999 |
¥-4.0万 |
-3.54% |
跌破离场 |
| 27 |
2024-10-09 |
2024-11-25 |
9.962988000000001 |
10.39959 |
¥4.6万 |
+4.35% |
跌破离场 |
| 28 |
2025-02-25 |
2025-03-31 |
9.752664922 |
9.270719999999999 |
¥-5.6万 |
-4.97% |
跌破离场 |
| 29 |
2025-06-26 |
2025-09-02 |
8.971650687999999 |
9.02097 |
¥5,552 |
+0.52% |
跌破离场 |
| 30 |
2026-01-14 |
2026-01-29 |
8.521065553 |
8.24175 |
¥-3.5万 |
-3.31% |
跌破离场 |
| 31 |
2026-03-16 |
2026-03-24 |
8.460987535 |
7.73226 |
¥-8.9万 |
-8.64% |
跌破离场 |
| 32 |
2026-10-09 |
2026-11-13 |
6.067879818 |
5.95 |
¥-1.9万 |
-1.97% |
强平 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-04 |
突破买入 |
买入 |
14.14 |
69900.0 |
¥98.9万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
19.930049999999998 |
69900.0 |
¥1.39M |
|
| 2015-10-22 |
突破买入 |
买入 |
14.714699999999997 |
91600.0 |
¥1.35M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
14.085899999999999 |
91600.0 |
¥1.29M |
|
| 2016-03-22 |
突破买入 |
买入 |
12.4124 |
105700.0 |
¥1.31M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
11.788200000000002 |
105700.0 |
¥1.25M |
|
| 2016-08-16 |
突破买入 |
买入 |
11.721709999999998 |
108200.0 |
¥1.27M |
首仓入场 |
| 2016-09-06 |
跌破离场 |
卖出 |
11.538450000000001 |
108200.0 |
¥1.25M |
|
| 2016-10-18 |
突破买入 |
买入 |
12.06205 |
102500.0 |
¥1.24M |
首仓入场 |
| 2016-12-06 |
跌破离场 |
卖出 |
14.2 |
102500.0 |
¥1.46M |
|
| 2017-02-07 |
突破买入 |
买入 |
16.29628 |
89900.0 |
¥1.47M |
首仓入场 |
| 2017-03-06 |
跌破离场 |
卖出 |
17.36262 |
89900.0 |
¥1.56M |
|
| 2017-03-22 |
突破买入 |
买入 |
18.53852 |
83700.0 |
¥1.55M |
首仓入场 |
| 2017-04-25 |
跌破离场 |
卖出 |
17.082900000000002 |
83700.0 |
¥1.43M |
|
| 2017-07-11 |
突破买入 |
买入 |
16.596579999999996 |
87200.0 |
¥1.45M |
首仓入场 |
| 2017-08-03 |
跌破离场 |
卖出 |
15.6843 |
87200.0 |
¥1.37M |
|
| 2018-01-19 |
突破买入 |
买入 |
14.46445 |
94100.0 |
¥1.36M |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
13.116869999999999 |
94100.0 |
¥1.23M |
|
| 2018-10-08 |
突破买入 |
买入 |
12.502489999999998 |
96700.0 |
¥1.21M |
首仓入场 |
| 2018-10-19 |
跌破离场 |
卖出 |
11.64834 |
96700.0 |
¥1.13M |
|
| 2019-02-26 |
突破买入 |
买入 |
12.232219999999998 |
94300.0 |
¥1.15M |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
13.3866 |
94300.0 |
¥1.26M |
|
| 2019-09-04 |
突破买入 |
买入 |
10.540529999999999 |
119500.0 |
¥1.26M |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
10.1898 |
119500.0 |
¥1.22M |
|
| 2020-03-04 |
突破买入 |
买入 |
9.859849999999998 |
121200.0 |
¥1.20M |
首仓入场 |
| 2020-03-20 |
跌破离场 |
卖出 |
8.521469999999999 |
121200.0 |
¥1.03M |
|
| 2020-11-12 |
突破买入 |
买入 |
7.84 |
132900.0 |
¥1.04M |
首仓入场 |
| 2020-12-09 |
跌破离场 |
卖出 |
7.632359999999999 |
132900.0 |
¥1.01M |
|
| 2021-01-15 |
突破买入 |
买入 |
7.557549999999999 |
134800.0 |
¥1.02M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
7.03296 |
134800.0 |
¥94.8万 |
|
| 2021-08-03 |
突破买入 |
买入 |
6.666659999999999 |
143300.0 |
¥95.6万 |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
8.24 |
143300.0 |
¥1.18M |
|
| 2021-12-03 |
突破买入 |
买入 |
7.457450000000001 |
158800.0 |
¥1.18M |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
9.98001 |
158800.0 |
¥1.58M |
|
| 2022-04-29 |
突破买入 |
买入 |
10.610599999999998 |
147900.0 |
¥1.57M |
首仓入场 |
| 2022-05-19 |
跌破离场 |
卖出 |
9.780209999999999 |
147900.0 |
¥1.45M |
|
| 2022-09-02 |
突破买入 |
买入 |
8.168159999999999 |
178200.0 |
¥1.46M |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
7.722270000000001 |
178200.0 |
¥1.38M |
|
| 2022-11-24 |
突破买入 |
买入 |
8.588579999999999 |
160400.0 |
¥1.38M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
8.30169 |
160400.0 |
¥1.33M |
|
| 2023-02-03 |
突破买入 |
买入 |
8.93893 |
148100.0 |
¥1.32M |
首仓入场 |
| 2023-03-30 |
跌破离场 |
卖出 |
10.41957 |
148100.0 |
¥1.54M |
|
| 2023-06-19 |
突破买入 |
买入 |
11.15 |
138800.0 |
¥1.55M |
首仓入场 |
| 2023-06-27 |
跌破离场 |
卖出 |
10.13 |
138800.0 |
¥1.41M |
|
| 2023-08-01 |
突破买入 |
买入 |
11.67166 |
120400.0 |
¥1.41M |
首仓入场 |
| 2023-08-25 |
跌破离场 |
卖出 |
9.630360000000003 |
120400.0 |
¥1.16M |
|
| 2024-01-29 |
突破买入 |
买入 |
8.5085 |
136300.0 |
¥1.16M |
首仓入场 |
| 2024-03-14 |
跌破离场 |
卖出 |
8.12 |
136300.0 |
¥1.11M |
|
| 2024-04-02 |
突破买入 |
买入 |
8.8088 |
125100.0 |
¥1.10M |
首仓入场 |
| 2024-05-06 |
跌破离场 |
卖出 |
8.93 |
125100.0 |
¥1.12M |
|
| 2024-08-20 |
突破买入 |
买入 |
8.81881 |
127000.0 |
¥1.12M |
首仓入场 |
| 2024-08-29 |
跌破离场 |
卖出 |
8.511479999999999 |
127000.0 |
¥1.08M |
|
| 2024-10-09 |
突破买入 |
买入 |
9.96 |
105000.0 |
¥1.05M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
10.39959 |
105000.0 |
¥1.09M |
|
| 2025-02-25 |
突破买入 |
买入 |
9.74974 |
115500.0 |
¥1.13M |
首仓入场 |
| 2025-03-31 |
跌破离场 |
卖出 |
9.270719999999999 |
115500.0 |
¥1.07M |
|
| 2025-06-26 |
突破买入 |
买入 |
8.96896 |
119100.0 |
¥1.07M |
首仓入场 |
| 2025-09-02 |
跌破离场 |
卖出 |
9.02097 |
119100.0 |
¥1.07M |
|
| 2026-01-14 |
突破买入 |
买入 |
8.51851 |
125900.0 |
¥1.07M |
首仓入场 |
| 2026-01-29 |
跌破离场 |
卖出 |
8.24175 |
125900.0 |
¥1.04M |
|
| 2026-03-16 |
突破买入 |
买入 |
8.45845 |
122400.0 |
¥1.04M |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
7.73226 |
122400.0 |
¥94.6万 |
|
| 2026-10-09 |
突破买入 |
买入 |
6.066059999999999 |
157300.0 |
¥95.4万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
5.95 |
157300 |
¥93.6万 |
回测结束强平 |