601877 正泰电器 — 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: ¥31.7万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -68.30%）
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 41 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 |
2015-03-18 |
2015-04-21 |
34.775159419 |
40.509449999999994 |
¥16.4万 |
+16.45% |
跌破离场 |
| 2 |
2016-02-19 |
2016-03-01 |
20.776981224999993 |
17.09289 |
¥-20.5万 |
-17.76% |
跌破离场 |
| 3 |
2016-03-29 |
2016-04-21 |
20.326096 |
18.781200000000002 |
¥-7.3万 |
-7.63% |
跌破离场 |
| 4 |
2016-07-13 |
2016-08-26 |
20.786994228 |
20.879099999999998 |
¥3,648 |
+0.41% |
跌破离场 |
| 5 |
2016-09-13 |
2016-10-27 |
22.719503807 |
21.65832 |
¥-4.1万 |
-4.70% |
跌破离场 |
| 6 |
2016-12-12 |
2016-12-26 |
22.956885 |
20.49948 |
¥-9.1万 |
-10.73% |
跌破离场 |
| 7 |
2017-02-24 |
2017-04-25 |
20.616773177 |
19.06092 |
¥-5.7万 |
-7.57% |
跌破离场 |
| 8 |
2017-06-20 |
2017-07-18 |
19.525355849999997 |
18.781200000000002 |
¥-2.7万 |
-3.84% |
跌破离场 |
| 9 |
2017-09-07 |
2017-11-24 |
19.745641916 |
25.3 |
¥18.9万 |
+28.09% |
跌破离场 |
| 10 |
2017-12-25 |
2018-01-12 |
26.404288911 |
24.85 |
¥-5.0万 |
-5.91% |
跌破离场 |
| 11 |
2018-03-13 |
2018-05-21 |
26.264106868999995 |
28.371599999999997 |
¥6.4万 |
+7.99% |
跌破离场 |
| 12 |
2018-07-18 |
2018-08-03 |
23.276981000000003 |
22.02795 |
¥-4.7万 |
-5.39% |
跌破离场 |
| 13 |
2018-11-06 |
2018-11-21 |
23.901038161 |
21.978 |
¥-6.7万 |
-8.07% |
跌破离场 |
| 14 |
2019-01-16 |
2019-03-11 |
25.0325075 |
24.93504 |
¥-3,201 |
-0.42% |
跌破离场 |
| 15 |
2019-04-10 |
2019-04-24 |
29.037708699999996 |
27.2727 |
¥-4.6万 |
-6.11% |
跌破离场 |
| 16 |
2019-07-08 |
2019-08-07 |
24.591935367999994 |
23.15682 |
¥-4.2万 |
-5.86% |
跌破离场 |
| 17 |
2019-09-05 |
2019-09-26 |
23.63068708 |
22.177799999999998 |
¥-4.1万 |
-6.18% |
跌破离场 |
| 18 |
2019-10-29 |
2020-02-04 |
23.029906899999997 |
24.415560000000003 |
¥3.8万 |
+5.98% |
跌破离场 |
| 19 |
2020-02-21 |
2020-03-02 |
30.239069 |
26.973 |
¥-7.2万 |
-10.83% |
跌破离场 |
| 20 |
2020-04-15 |
2020-09-08 |
25.0325075 |
30.33963 |
¥12.6万 |
+21.16% |
跌破离场 |
| 21 |
2020-12-22 |
2021-02-18 |
36.84785103999999 |
36.20376 |
¥-1.3万 |
-1.78% |
跌破离场 |
| 22 |
2021-08-10 |
2021-10-13 |
51.07632830299998 |
48.39156 |
¥-3.7万 |
-5.28% |
跌破离场 |
| 23 |
2021-10-29 |
2021-11-11 |
60.52860313499999 |
53.946 |
¥-7.3万 |
-10.90% |
跌破离场 |
| 24 |
2022-06-07 |
2022-07-13 |
38.08946341199999 |
34.01595 |
¥-6.4万 |
-10.72% |
跌破离场 |
| 25 |
2022-07-18 |
2022-08-02 |
39.931855964 |
35.27469 |
¥-6.2万 |
-11.69% |
跌破离场 |
| 26 |
2022-11-07 |
2022-11-28 |
29.237968759999998 |
27.3726 |
¥-3.0万 |
-6.41% |
跌破离场 |
| 27 |
2022-12-09 |
2022-12-20 |
30.259295065999993 |
27.20277 |
¥-4.4万 |
-10.13% |
跌破离场 |
| 28 |
2023-01-10 |
2023-02-28 |
32.141739630000004 |
29.660310000000003 |
¥-3.1万 |
-7.75% |
跌破离场 |
| 29 |
2023-06-29 |
2023-07-21 |
27.605849270999997 |
26.873099999999997 |
¥-9,853 |
-2.68% |
跌破离场 |
| 30 |
2023-08-01 |
2023-08-10 |
28.316772483999998 |
27.052919999999997 |
¥-1.6万 |
-4.49% |
跌破离场 |
| 31 |
2024-03-05 |
2024-03-25 |
20.887124258 |
20.55942 |
¥-5,442 |
-1.60% |
跌破离场 |
| 32 |
2024-05-21 |
2024-06-07 |
21.798307530999995 |
20.859119999999997 |
¥-1.5万 |
-4.34% |
跌破离场 |
| 33 |
2024-09-26 |
2024-11-18 |
19.485303837999997 |
22.52 |
¥5.0万 |
+15.54% |
跌破离场 |
| 34 |
2025-02-20 |
2025-03-06 |
24.962416478999998 |
23.056919999999998 |
¥-2.8万 |
-7.66% |
跌破离场 |
| 35 |
2025-05-09 |
2025-05-26 |
22.909750863999996 |
22.29768 |
¥-9,281 |
-2.70% |
跌破离场 |
| 36 |
2025-06-30 |
2025-07-17 |
22.759555819 |
22.62735 |
¥-2,029 |
-0.61% |
跌破离场 |
| 37 |
2025-08-18 |
2025-11-21 |
24.381662305 |
28.41156 |
¥5.5万 |
+16.49% |
跌破离场 |
| 38 |
2026-01-14 |
2026-02-02 |
30.499607138000002 |
29.6703 |
¥-1.1万 |
-2.75% |
跌破离场 |
| 39 |
2026-02-27 |
2026-04-03 |
32.54225975 |
31.71825 |
¥-9,586 |
-2.56% |
跌破离场 |
| 40 |
2026-05-14 |
2026-05-22 |
34.74512041 |
30.869100000000003 |
¥-4.1万 |
-11.18% |
跌破离场 |
| 41 |
2026-08-04 |
2026-08-20 |
25.913651763999994 |
25.09 |
¥-1.0万 |
-3.21% |
跌破离场 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
突破买入 |
买入 |
34.76472999999999 |
28700.0 |
¥99.8万 |
首仓入场 |
| 2015-04-21 |
跌破离场 |
卖出 |
40.509449999999994 |
28700.0 |
¥1.16M |
|
| 2016-02-19 |
突破买入 |
买入 |
20.770749999999992 |
55700.0 |
¥1.16M |
首仓入场 |
| 2016-03-01 |
跌破离场 |
卖出 |
17.09289 |
55700.0 |
¥95.2万 |
|
| 2016-03-29 |
突破买入 |
买入 |
20.32 |
47000.0 |
¥95.5万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
18.781200000000002 |
47000.0 |
¥88.2万 |
|
| 2016-07-13 |
突破买入 |
买入 |
20.78076 |
42500.0 |
¥88.3万 |
首仓入场 |
| 2016-08-26 |
跌破离场 |
卖出 |
20.879099999999998 |
42500.0 |
¥88.7万 |
|
| 2016-09-13 |
突破买入 |
买入 |
22.71269 |
38400.0 |
¥87.2万 |
首仓入场 |
| 2016-10-27 |
跌破离场 |
卖出 |
21.65832 |
38400.0 |
¥83.1万 |
|
| 2016-12-12 |
突破买入 |
买入 |
22.95 |
36800.0 |
¥84.5万 |
首仓入场 |
| 2016-12-26 |
跌破离场 |
卖出 |
20.49948 |
36800.0 |
¥75.4万 |
|
| 2017-02-24 |
突破买入 |
买入 |
20.61059 |
36300.0 |
¥74.8万 |
首仓入场 |
| 2017-04-25 |
跌破离场 |
卖出 |
19.06092 |
36300.0 |
¥69.2万 |
|
| 2017-06-20 |
突破买入 |
买入 |
19.519499999999997 |
35800.0 |
¥69.9万 |
首仓入场 |
| 2017-07-18 |
跌破离场 |
卖出 |
18.781200000000002 |
35800.0 |
¥67.2万 |
|
| 2017-09-07 |
突破买入 |
买入 |
19.73972 |
34000.0 |
¥67.1万 |
首仓入场 |
| 2017-11-24 |
跌破离场 |
卖出 |
25.3 |
34000.0 |
¥86.0万 |
|
| 2017-12-25 |
突破买入 |
买入 |
26.396369999999997 |
31800.0 |
¥84.0万 |
首仓入场 |
| 2018-01-12 |
跌破离场 |
卖出 |
24.85 |
31800.0 |
¥79.0万 |
|
| 2018-03-13 |
突破买入 |
买入 |
26.25623 |
30700.0 |
¥80.6万 |
首仓入场 |
| 2018-05-21 |
跌破离场 |
卖出 |
28.371599999999997 |
30700.0 |
¥87.1万 |
|
| 2018-07-18 |
突破买入 |
买入 |
23.27 |
37400.0 |
¥87.1万 |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
22.02795 |
37400.0 |
¥82.4万 |
|
| 2018-11-06 |
突破买入 |
买入 |
23.89387 |
34700.0 |
¥82.9万 |
首仓入场 |
| 2018-11-21 |
跌破离场 |
卖出 |
21.978 |
34700.0 |
¥76.2万 |
|
| 2019-01-16 |
突破买入 |
买入 |
25.025 |
30500.0 |
¥76.3万 |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
24.93504 |
30500.0 |
¥76.0万 |
|
| 2019-04-10 |
突破买入 |
买入 |
29.028999999999996 |
25900.0 |
¥75.2万 |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
27.2727 |
25900.0 |
¥70.6万 |
|
| 2019-07-08 |
突破买入 |
买入 |
24.584559999999996 |
29000.0 |
¥71.3万 |
首仓入场 |
| 2019-08-07 |
跌破离场 |
卖出 |
23.15682 |
29000.0 |
¥67.1万 |
|
| 2019-09-05 |
突破买入 |
买入 |
23.6236 |
28400.0 |
¥67.1万 |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
22.177799999999998 |
28400.0 |
¥63.0万 |
|
| 2019-10-29 |
突破买入 |
买入 |
23.022999999999996 |
27300.0 |
¥62.9万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
24.415560000000003 |
27300.0 |
¥66.6万 |
|
| 2020-02-21 |
突破买入 |
买入 |
30.23 |
22000.0 |
¥66.5万 |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
26.973 |
22000.0 |
¥59.3万 |
|
| 2020-04-15 |
突破买入 |
买入 |
25.025 |
23800.0 |
¥59.6万 |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
30.33963 |
23800.0 |
¥72.2万 |
|
| 2020-12-22 |
突破买入 |
买入 |
36.83679999999999 |
19400.0 |
¥71.5万 |
首仓入场 |
| 2021-02-18 |
跌破离场 |
卖出 |
36.20376 |
19400.0 |
¥70.2万 |
|
| 2021-08-10 |
突破买入 |
买入 |
51.06100999999998 |
13600.0 |
¥69.5万 |
首仓入场 |
| 2021-10-13 |
跌破离场 |
卖出 |
48.39156 |
13600.0 |
¥65.8万 |
|
| 2021-10-29 |
突破买入 |
买入 |
60.51045 |
11000.0 |
¥66.6万 |
首仓入场 |
| 2021-11-11 |
跌破离场 |
卖出 |
53.946 |
11000.0 |
¥59.3万 |
|
| 2022-06-07 |
突破买入 |
买入 |
38.078039999999994 |
15700.0 |
¥59.8万 |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
34.01595 |
15700.0 |
¥53.4万 |
|
| 2022-07-18 |
突破买入 |
买入 |
39.91988 |
13300.0 |
¥53.1万 |
首仓入场 |
| 2022-08-02 |
跌破离场 |
卖出 |
35.27469 |
13300.0 |
¥46.9万 |
|
| 2022-11-07 |
突破买入 |
买入 |
29.229199999999995 |
16100.0 |
¥47.1万 |
首仓入场 |
| 2022-11-28 |
跌破离场 |
卖出 |
27.3726 |
16100.0 |
¥44.1万 |
|
| 2022-12-09 |
突破买入 |
买入 |
30.250219999999995 |
14500.0 |
¥43.9万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
27.20277 |
14500.0 |
¥39.4万 |
|
| 2023-01-10 |
突破买入 |
买入 |
32.1321 |
12400.0 |
¥39.9万 |
首仓入场 |
| 2023-02-28 |
跌破离场 |
卖出 |
29.660310000000003 |
12400.0 |
¥36.8万 |
|
| 2023-06-29 |
突破买入 |
买入 |
27.597569999999997 |
13300.0 |
¥36.7万 |
首仓入场 |
| 2023-07-21 |
跌破离场 |
卖出 |
26.873099999999997 |
13300.0 |
¥35.7万 |
|
| 2023-08-01 |
突破买入 |
买入 |
28.30828 |
12600.0 |
¥35.7万 |
首仓入场 |
| 2023-08-10 |
跌破离场 |
卖出 |
27.052919999999997 |
12600.0 |
¥34.1万 |
|
| 2024-03-05 |
突破买入 |
买入 |
20.88086 |
16300.0 |
¥34.0万 |
首仓入场 |
| 2024-03-25 |
跌破离场 |
卖出 |
20.55942 |
16300.0 |
¥33.5万 |
|
| 2024-05-21 |
突破买入 |
买入 |
21.791769999999996 |
15400.0 |
¥33.6万 |
首仓入场 |
| 2024-06-07 |
跌破离场 |
卖出 |
20.859119999999997 |
15400.0 |
¥32.1万 |
|
| 2024-09-26 |
突破买入 |
买入 |
19.47946 |
16600.0 |
¥32.3万 |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
22.52 |
16600.0 |
¥37.4万 |
|
| 2025-02-20 |
突破买入 |
买入 |
24.954929999999997 |
14800.0 |
¥36.9万 |
首仓入场 |
| 2025-03-06 |
跌破离场 |
卖出 |
23.056919999999998 |
14800.0 |
¥34.1万 |
|
| 2025-05-09 |
突破买入 |
买入 |
22.902879999999996 |
15000.0 |
¥34.4万 |
首仓入场 |
| 2025-05-26 |
跌破离场 |
卖出 |
22.29768 |
15000.0 |
¥33.4万 |
|
| 2025-06-30 |
突破买入 |
买入 |
22.75273 |
14600.0 |
¥33.2万 |
首仓入场 |
| 2025-07-17 |
跌破离场 |
卖出 |
22.62735 |
14600.0 |
¥33.0万 |
|
| 2025-08-18 |
突破买入 |
买入 |
24.37435 |
13600.0 |
¥33.2万 |
首仓入场 |
| 2025-11-21 |
跌破离场 |
卖出 |
28.41156 |
13600.0 |
¥38.6万 |
|
| 2026-01-14 |
突破买入 |
买入 |
30.49046 |
12700.0 |
¥38.7万 |
首仓入场 |
| 2026-02-02 |
跌破离场 |
卖出 |
29.6703 |
12700.0 |
¥37.7万 |
|
| 2026-02-27 |
突破买入 |
买入 |
32.5325 |
11500.0 |
¥37.4万 |
首仓入场 |
| 2026-04-03 |
跌破离场 |
卖出 |
31.71825 |
11500.0 |
¥36.5万 |
|
| 2026-05-14 |
突破买入 |
买入 |
34.7347 |
10600.0 |
¥36.8万 |
首仓入场 |
| 2026-05-22 |
跌破离场 |
卖出 |
30.869100000000003 |
10600.0 |
¥32.7万 |
|
| 2026-08-04 |
突破买入 |
买入 |
25.905879999999996 |
12600.0 |
¥32.7万 |
首仓入场 |
| 2026-08-20 |
跌破离场 |
卖出 |
25.09 |
12600.0 |
¥31.6万 |
|