601857 中国石油 — 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: ¥1.38M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +37.63%）
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 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 |
2015-03-19 |
2015-05-07 |
11.615083479999997 |
12.587399999999999 |
¥8.3万 |
+8.34% |
跌破离场 |
| 2 |
2015-07-08 |
2015-08-03 |
12.41612372 |
10.86912 |
¥-12.3万 |
-12.49% |
跌破离场 |
| 3 |
2015-10-19 |
2015-11-03 |
8.971650688 |
8.521469999999999 |
¥-4.8万 |
-5.05% |
跌破离场 |
| 4 |
2015-11-10 |
2015-11-30 |
9.191936753999999 |
8.44155 |
¥-7.4万 |
-8.19% |
跌破离场 |
| 5 |
2016-03-07 |
2016-03-30 |
7.760077325 |
7.50249 |
¥-2.8万 |
-3.35% |
跌破离场 |
| 6 |
2016-07-13 |
2016-07-28 |
7.379583210999999 |
7.2127799999999995 |
¥-1.8万 |
-2.29% |
跌破离场 |
| 7 |
2016-08-16 |
2016-09-13 |
7.4596872350000005 |
7.2927 |
¥-1.8万 |
-2.27% |
跌破离场 |
| 8 |
2016-10-25 |
2016-11-03 |
7.419635222999999 |
7.25274 |
¥-1.8万 |
-2.28% |
跌破离场 |
| 9 |
2016-11-23 |
2017-02-17 |
7.619895283 |
8.2917 |
¥6.6万 |
+8.78% |
跌破离场 |
| 10 |
2017-05-26 |
2017-06-13 |
7.800129336999999 |
7.602390000000001 |
¥-2.1万 |
-2.56% |
跌破离场 |
| 11 |
2017-07-05 |
2017-08-14 |
7.830168345999998 |
7.932060000000001 |
¥1.0万 |
+1.27% |
跌破离场 |
| 12 |
2017-10-19 |
2017-11-16 |
8.210662459999998 |
8.131860000000001 |
¥-7,954 |
-0.99% |
跌破离场 |
| 13 |
2018-01-03 |
2018-02-07 |
8.240701469 |
8.941049999999999 |
¥6.8万 |
+8.47% |
跌破离场 |
| 14 |
2018-05-08 |
2018-05-31 |
7.810142339999998 |
7.92207 |
¥1.2万 |
+1.40% |
跌破离场 |
| 15 |
2018-08-08 |
2018-10-19 |
7.910272369999999 |
8.131860000000001 |
¥2.4万 |
+2.77% |
跌破离场 |
| 16 |
2019-02-14 |
2019-03-27 |
7.519765252999998 |
7.56243 |
¥4,848 |
+0.54% |
跌破离场 |
| 17 |
2019-09-06 |
2019-09-26 |
6.248113871999999 |
6.1438500000000005 |
¥-1.5万 |
-1.70% |
跌破离场 |
| 18 |
2019-12-17 |
2020-01-17 |
5.777502730999999 |
5.83416 |
¥8,494 |
+0.95% |
跌破离场 |
| 19 |
2020-11-11 |
2020-12-09 |
4.20546126 |
4.20579 |
¥-200 |
-0.02% |
跌破离场 |
| 20 |
2021-01-11 |
2021-01-25 |
4.295578287 |
4.17582 |
¥-2.5万 |
-2.82% |
跌破离场 |
| 21 |
2021-05-07 |
2021-07-09 |
4.3856953139999995 |
5.0149799999999995 |
¥12.6万 |
+14.31% |
跌破离场 |
| 22 |
2021-08-31 |
2021-10-29 |
4.846293451999999 |
5.50449 |
¥13.5万 |
+13.55% |
跌破离场 |
| 23 |
2021-12-10 |
2022-02-07 |
5.061518 |
5.184810000000001 |
¥2.7万 |
+2.41% |
跌破离场 |
| 24 |
2022-06-01 |
2022-06-23 |
5.607281679999999 |
5.2847100000000005 |
¥-6.7万 |
-5.78% |
跌破离场 |
| 25 |
2022-08-26 |
2022-09-21 |
5.487125643999999 |
5.13486 |
¥-7.1万 |
-6.45% |
跌破离场 |
| 26 |
2022-12-06 |
2022-12-20 |
5.286865583999999 |
5.004989999999999 |
¥-5.5万 |
-5.36% |
跌破离场 |
| 27 |
2023-02-22 |
2023-05-25 |
5.256826575 |
7.192799999999999 |
¥35.7万 |
+36.79% |
跌破离场 |
| 28 |
2023-07-14 |
2023-08-03 |
8.230688466 |
7.542449999999999 |
¥-11.1万 |
-8.39% |
跌破离场 |
| 29 |
2023-09-07 |
2023-09-22 |
8.070480417999999 |
8.01198 |
¥-9,172 |
-0.75% |
跌破离场 |
| 30 |
2024-01-05 |
2024-05-07 |
7.399609216999999 |
9.950040000000001 |
¥41.4万 |
+34.43% |
跌破离场 |
| 31 |
2024-07-03 |
2024-07-18 |
10.663848194999998 |
10.109879999999999 |
¥-8.5万 |
-5.22% |
跌破离场 |
| 32 |
2024-08-28 |
2024-09-05 |
9.262027775 |
8.20179 |
¥-17.5万 |
-11.47% |
跌破离场 |
| 33 |
2024-10-09 |
2024-10-31 |
9.111832729999998 |
8.121870000000001 |
¥-14.5万 |
-10.89% |
跌破离场 |
| 34 |
2024-12-05 |
2025-01-21 |
8.330818496000001 |
8.521469999999999 |
¥2.7万 |
+2.26% |
跌破离场 |
| 35 |
2025-03-27 |
2025-04-08 |
8.120545432999998 |
7.402590000000001 |
¥-11.0万 |
-8.87% |
跌破离场 |
| 36 |
2025-05-15 |
2025-07-01 |
8.300779486999998 |
8.551440000000001 |
¥3.4万 |
+2.99% |
跌破离场 |
| 37 |
2025-09-03 |
2025-09-17 |
9.091806724 |
8.47152 |
¥-8.0万 |
-6.85% |
跌破离场 |
| 38 |
2025-10-23 |
2026-04-20 |
8.931598676 |
11.468520000000002 |
¥31.0万 |
+28.37% |
跌破离场 |
| 39 |
2026-07-21 |
2026-09-17 |
10.864108254999998 |
10.6893 |
¥-2.3万 |
-1.64% |
跌破离场 |
| 40 |
2026-10-13 |
2026-11-11 |
11.805330536999998 |
11.788200000000002 |
¥-2,385 |
-0.18% |
跌破离场 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
突破买入 |
买入 |
11.611599999999997 |
85500.0 |
¥99.3万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
12.587399999999999 |
85500.0 |
¥1.08M |
|
| 2015-07-08 |
突破买入 |
买入 |
12.4124 |
79500.0 |
¥98.7万 |
首仓入场 |
| 2015-08-03 |
跌破离场 |
卖出 |
10.86912 |
79500.0 |
¥86.4万 |
|
| 2015-10-19 |
突破买入 |
买入 |
8.96896 |
106800.0 |
¥95.8万 |
首仓入场 |
| 2015-11-03 |
跌破离场 |
卖出 |
8.521469999999999 |
106800.0 |
¥91.0万 |
|
| 2015-11-10 |
突破买入 |
买入 |
9.189179999999999 |
98200.0 |
¥90.3万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
8.44155 |
98200.0 |
¥82.9万 |
|
| 2016-03-07 |
突破买入 |
买入 |
7.75775 |
106700.0 |
¥82.8万 |
首仓入场 |
| 2016-03-30 |
跌破离场 |
卖出 |
7.50249 |
106700.0 |
¥80.0万 |
|
| 2016-07-13 |
突破买入 |
买入 |
7.377369999999999 |
109400.0 |
¥80.7万 |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
7.2127799999999995 |
109400.0 |
¥78.9万 |
|
| 2016-08-16 |
突破买入 |
买入 |
7.45745 |
105800.0 |
¥78.9万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
7.2927 |
105800.0 |
¥77.1万 |
|
| 2016-10-25 |
突破买入 |
买入 |
7.417409999999999 |
103700.0 |
¥76.9万 |
首仓入场 |
| 2016-11-03 |
跌破离场 |
卖出 |
7.25274 |
103700.0 |
¥75.2万 |
|
| 2016-11-23 |
突破买入 |
买入 |
7.61761 |
98100.0 |
¥74.8万 |
首仓入场 |
| 2017-02-17 |
跌破离场 |
卖出 |
8.2917 |
98100.0 |
¥81.3万 |
|
| 2017-05-26 |
突破买入 |
买入 |
7.797789999999999 |
104000.0 |
¥81.1万 |
首仓入场 |
| 2017-06-13 |
跌破离场 |
卖出 |
7.602390000000001 |
104000.0 |
¥79.0万 |
|
| 2017-07-05 |
突破买入 |
买入 |
7.827819999999999 |
101800.0 |
¥79.7万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
7.932060000000001 |
101800.0 |
¥80.7万 |
|
| 2017-10-19 |
突破买入 |
买入 |
8.208199999999998 |
97900.0 |
¥80.4万 |
首仓入场 |
| 2017-11-16 |
跌破离场 |
卖出 |
8.131860000000001 |
97900.0 |
¥79.6万 |
|
| 2018-01-03 |
突破买入 |
买入 |
8.23823 |
96900.0 |
¥79.9万 |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
8.941049999999999 |
96900.0 |
¥86.6万 |
|
| 2018-05-08 |
突破买入 |
买入 |
7.8077999999999985 |
110600.0 |
¥86.4万 |
首仓入场 |
| 2018-05-31 |
跌破离场 |
卖出 |
7.92207 |
110600.0 |
¥87.6万 |
|
| 2018-08-08 |
突破买入 |
买入 |
7.907899999999999 |
110700.0 |
¥87.6万 |
首仓入场 |
| 2018-10-19 |
跌破离场 |
卖出 |
8.131860000000001 |
110700.0 |
¥90.0万 |
|
| 2019-02-14 |
突破买入 |
买入 |
7.517509999999999 |
120000.0 |
¥90.2万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
7.56243 |
120000.0 |
¥90.7万 |
|
| 2019-09-06 |
突破买入 |
买入 |
6.246239999999999 |
145800.0 |
¥91.1万 |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
6.1438500000000005 |
145800.0 |
¥89.6万 |
|
| 2019-12-17 |
突破买入 |
买入 |
5.775769999999999 |
154700.0 |
¥89.4万 |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
5.83416 |
154700.0 |
¥90.2万 |
|
| 2020-11-11 |
突破买入 |
买入 |
4.2042 |
214600.0 |
¥90.2万 |
首仓入场 |
| 2020-12-09 |
跌破离场 |
卖出 |
4.20579 |
214600.0 |
¥90.2万 |
|
| 2021-01-11 |
突破买入 |
买入 |
4.294289999999999 |
210100.0 |
¥90.3万 |
首仓入场 |
| 2021-01-25 |
跌破离场 |
卖出 |
4.17582 |
210100.0 |
¥87.7万 |
|
| 2021-05-07 |
突破买入 |
买入 |
4.384379999999999 |
200000.0 |
¥87.7万 |
首仓入场 |
| 2021-07-09 |
跌破离场 |
卖出 |
5.0149799999999995 |
200000.0 |
¥1.00M |
|
| 2021-08-31 |
突破买入 |
买入 |
4.84484 |
205900.0 |
¥99.8万 |
首仓入场 |
| 2021-10-29 |
跌破离场 |
卖出 |
5.50449 |
205900.0 |
¥1.13M |
|
| 2021-12-10 |
突破买入 |
买入 |
5.06 |
223500.0 |
¥1.13M |
首仓入场 |
| 2022-02-07 |
跌破离场 |
卖出 |
5.184810000000001 |
223500.0 |
¥1.16M |
|
| 2022-06-01 |
突破买入 |
买入 |
5.605599999999999 |
205400.0 |
¥1.15M |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
5.2847100000000005 |
205400.0 |
¥1.09M |
|
| 2022-08-26 |
突破买入 |
买入 |
5.48548 |
199700.0 |
¥1.10M |
首仓入场 |
| 2022-09-21 |
跌破离场 |
卖出 |
5.13486 |
199700.0 |
¥1.03M |
|
| 2022-12-06 |
突破买入 |
买入 |
5.285279999999999 |
192800.0 |
¥1.02M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
5.004989999999999 |
192800.0 |
¥96.5万 |
|
| 2023-02-22 |
突破买入 |
买入 |
5.255249999999999 |
184700.0 |
¥97.1万 |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
7.192799999999999 |
184700.0 |
¥1.33M |
|
| 2023-07-14 |
突破买入 |
买入 |
8.22822 |
161100.0 |
¥1.33M |
首仓入场 |
| 2023-08-03 |
跌破离场 |
卖出 |
7.542449999999999 |
161100.0 |
¥1.21M |
|
| 2023-09-07 |
突破买入 |
买入 |
8.06806 |
150600.0 |
¥1.22M |
首仓入场 |
| 2023-09-22 |
跌破离场 |
卖出 |
8.01198 |
150600.0 |
¥1.21M |
|
| 2024-01-05 |
突破买入 |
买入 |
7.397389999999999 |
162500.0 |
¥1.20M |
首仓入场 |
| 2024-05-07 |
跌破离场 |
卖出 |
9.950040000000001 |
162500.0 |
¥1.62M |
|
| 2024-07-03 |
突破买入 |
买入 |
10.660649999999999 |
152000.0 |
¥1.62M |
首仓入场 |
| 2024-07-18 |
跌破离场 |
卖出 |
10.109879999999999 |
152000.0 |
¥1.54M |
|
| 2024-08-28 |
突破买入 |
买入 |
9.25925 |
164800.0 |
¥1.53M |
首仓入场 |
| 2024-09-05 |
跌破离场 |
卖出 |
8.20179 |
164800.0 |
¥1.35M |
|
| 2024-10-09 |
突破买入 |
买入 |
9.109099999999998 |
145700.0 |
¥1.33M |
首仓入场 |
| 2024-10-31 |
跌破离场 |
卖出 |
8.121870000000001 |
145700.0 |
¥1.18M |
|
| 2024-12-05 |
突破买入 |
买入 |
8.32832 |
144200.0 |
¥1.20M |
首仓入场 |
| 2025-01-21 |
跌破离场 |
卖出 |
8.521469999999999 |
144200.0 |
¥1.23M |
|
| 2025-03-27 |
突破买入 |
买入 |
8.118109999999998 |
153400.0 |
¥1.25M |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
7.402590000000001 |
153400.0 |
¥1.14M |
|
| 2025-05-15 |
突破买入 |
买入 |
8.298289999999998 |
136100.0 |
¥1.13M |
首仓入场 |
| 2025-07-01 |
跌破离场 |
卖出 |
8.551440000000001 |
136100.0 |
¥1.16M |
|
| 2025-09-03 |
突破买入 |
买入 |
9.08908 |
128600.0 |
¥1.17M |
首仓入场 |
| 2025-09-17 |
跌破离场 |
卖出 |
8.47152 |
128600.0 |
¥1.09M |
|
| 2025-10-23 |
突破买入 |
买入 |
8.92892 |
122200.0 |
¥1.09M |
首仓入场 |
| 2026-04-20 |
跌破离场 |
卖出 |
11.468520000000002 |
122200.0 |
¥1.40M |
|
| 2026-07-21 |
突破买入 |
买入 |
10.86085 |
126800.0 |
¥1.38M |
首仓入场 |
| 2026-09-17 |
跌破离场 |
卖出 |
10.6893 |
126800.0 |
¥1.35M |
|
| 2026-10-13 |
突破买入 |
买入 |
11.801789999999999 |
115400.0 |
¥1.36M |
首仓入场 |
| 2026-11-11 |
跌破离场 |
卖出 |
11.788200000000002 |
115400.0 |
¥1.36M |
|