601881 中国银河 — 海龟交易法则 回测明细
数据区间: 2017-01-23 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.08M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +7.89%）
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 |
2017-08-03 |
2017-09-26 |
12.926786873 |
14.5854 |
¥12.6万 |
+12.80% |
跌破离场 |
| 2 |
2018-01-18 |
2018-02-07 |
11.194537354 |
10.889100000000001 |
¥-3.1万 |
-2.76% |
跌破离场 |
| 3 |
2018-04-11 |
2018-04-23 |
10.623796182999996 |
9.99 |
¥-6.4万 |
-5.99% |
跌破离场 |
| 4 |
2018-10-31 |
2018-12-17 |
7.359557204999998 |
7.2127799999999995 |
¥-2.0万 |
-2.02% |
跌破离场 |
| 5 |
2019-02-15 |
2019-04-26 |
9.021715702999998 |
12.24774 |
¥35.4万 |
+35.72% |
跌破离场 |
| 6 |
2019-06-13 |
2019-07-09 |
10.703900206999998 |
11.34864 |
¥8.1万 |
+5.99% |
跌破离场 |
| 7 |
2019-12-17 |
2020-01-22 |
11.134459335999997 |
11.12 |
¥-2,292 |
-0.16% |
跌破离场 |
| 8 |
2020-03-06 |
2020-03-17 |
11.825356543 |
10.2897 |
¥-18.5万 |
-13.01% |
跌破离场 |
| 9 |
2020-05-06 |
2020-05-25 |
9.762677924999998 |
9.600389999999999 |
¥-2.1万 |
-1.69% |
跌破离场 |
| 10 |
2020-06-23 |
2020-07-27 |
11.094407323999999 |
12.84714 |
¥19.4万 |
+15.76% |
跌破离场 |
| 11 |
2020-10-13 |
2020-10-26 |
13.267228975 |
12.56742 |
¥-7.5万 |
-5.30% |
跌破离场 |
| 12 |
2020-12-03 |
2020-12-10 |
13.377372007999998 |
12.297690000000001 |
¥-10.8万 |
-8.10% |
跌破离场 |
| 13 |
2021-05-17 |
2021-06-15 |
10.313393090000002 |
10.479509999999998 |
¥1.9万 |
+1.58% |
跌破离场 |
| 14 |
2021-09-02 |
2021-09-23 |
10.723926213 |
10.83 |
¥1.2万 |
+0.96% |
跌破离场 |
| 15 |
2021-11-12 |
2021-11-30 |
11.244602368999999 |
10.4 |
¥-9.5万 |
-7.54% |
跌破离场 |
| 16 |
2022-04-07 |
2022-04-26 |
10.21326306 |
9.54045 |
¥-7.8万 |
-6.62% |
跌破离场 |
| 17 |
2022-06-09 |
2022-07-08 |
9.211962759999997 |
9.40059 |
¥2.2万 |
+2.02% |
跌破离场 |
| 18 |
2022-08-15 |
2022-09-30 |
9.001689696999998 |
8.84 |
¥-2.0万 |
-1.83% |
跌破离场 |
| 19 |
2022-11-28 |
2022-12-20 |
9.752664922 |
9.45054 |
¥-3.4万 |
-3.13% |
跌破离场 |
| 20 |
2023-01-20 |
2023-02-09 |
10.013002999999998 |
9.57042 |
¥-4.8万 |
-4.45% |
跌破离场 |
| 21 |
2023-03-24 |
2023-04-24 |
10.513653149999998 |
9.920069999999999 |
¥-5.7万 |
-5.67% |
跌破离场 |
| 22 |
2023-05-04 |
2023-05-24 |
10.673861197999999 |
11.608379999999999 |
¥8.4万 |
+8.72% |
跌破离场 |
| 23 |
2023-07-26 |
2023-08-14 |
12.846682849 |
12.43755 |
¥-3.4万 |
-3.21% |
跌破离场 |
| 24 |
2023-10-24 |
2023-11-29 |
11.945512578999999 |
12.37761 |
¥3.7万 |
+3.59% |
跌破离场 |
| 25 |
2024-03-04 |
2024-04-11 |
12.446162729 |
11.128860000000001 |
¥-11.1万 |
-10.61% |
跌破离场 |
| 26 |
2024-04-30 |
2024-05-27 |
12.506240746999998 |
11.6883 |
¥-6.1万 |
-6.57% |
跌破离场 |
| 27 |
2024-08-02 |
2024-08-21 |
11.204550356999999 |
10.3896 |
¥-6.4万 |
-7.30% |
跌破离场 |
| 28 |
2024-09-09 |
2024-11-25 |
11.274641377999998 |
15.05493 |
¥26.8万 |
+33.49% |
跌破离场 |
| 29 |
2025-02-18 |
2025-04-01 |
14.719114409999996 |
16.57341 |
¥13.6万 |
+12.56% |
跌破离场 |
| 30 |
2025-05-15 |
2025-08-04 |
16.631597982999995 |
16.903080000000003 |
¥1.9万 |
+1.60% |
跌破离场 |
| 31 |
2025-08-26 |
2025-09-04 |
18.934588672999997 |
17.29269 |
¥-10.7万 |
-8.70% |
跌破离场 |
| 32 |
2025-10-17 |
2025-11-06 |
18.203639453999997 |
17.28 |
¥-5.8万 |
-5.10% |
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 |
|---|
| 2017-08-03 |
突破买入 |
买入 |
12.922909999999998 |
76200.0 |
¥98.5万 |
首仓入场 |
| 2017-09-26 |
跌破离场 |
卖出 |
14.5854 |
76200.0 |
¥1.11M |
|
| 2018-01-18 |
突破买入 |
买入 |
11.19118 |
99600.0 |
¥1.11M |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
10.889100000000001 |
99600.0 |
¥1.08M |
|
| 2018-04-11 |
突破买入 |
买入 |
10.620609999999996 |
101000.0 |
¥1.07M |
首仓入场 |
| 2018-04-23 |
跌破离场 |
卖出 |
9.99 |
101000.0 |
¥1.01M |
|
| 2018-10-31 |
突破买入 |
买入 |
7.3573499999999985 |
136600.0 |
¥1.01M |
首仓入场 |
| 2018-12-17 |
跌破离场 |
卖出 |
7.2127799999999995 |
136600.0 |
¥98.5万 |
|
| 2019-02-15 |
突破买入 |
买入 |
9.019009999999998 |
109800.0 |
¥99.1万 |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
12.24774 |
109800.0 |
¥1.34M |
|
| 2019-06-13 |
突破买入 |
买入 |
10.700689999999998 |
126700.0 |
¥1.36M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
11.34864 |
126700.0 |
¥1.44M |
|
| 2019-12-17 |
突破买入 |
买入 |
11.131119999999997 |
128800.0 |
¥1.43M |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
11.12 |
128800.0 |
¥1.43M |
|
| 2020-03-06 |
突破买入 |
买入 |
11.82181 |
120000.0 |
¥1.42M |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
10.2897 |
120000.0 |
¥1.23M |
|
| 2020-05-06 |
突破买入 |
买入 |
9.759749999999999 |
126300.0 |
¥1.23M |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
9.600389999999999 |
126300.0 |
¥1.21M |
|
| 2020-06-23 |
突破买入 |
买入 |
11.09108 |
111000.0 |
¥1.23M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
12.84714 |
111000.0 |
¥1.43M |
|
| 2020-10-13 |
突破买入 |
买入 |
13.26325 |
106500.0 |
¥1.41M |
首仓入场 |
| 2020-10-26 |
跌破离场 |
卖出 |
12.56742 |
106500.0 |
¥1.34M |
|
| 2020-12-03 |
突破买入 |
买入 |
13.373359999999998 |
99800.0 |
¥1.34M |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
12.297690000000001 |
99800.0 |
¥1.23M |
|
| 2021-05-17 |
突破买入 |
买入 |
10.3103 |
118500.0 |
¥1.22M |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
10.479509999999998 |
118500.0 |
¥1.24M |
|
| 2021-09-02 |
突破买入 |
买入 |
10.72071 |
117100.0 |
¥1.26M |
首仓入场 |
| 2021-09-23 |
跌破离场 |
卖出 |
10.83 |
117100.0 |
¥1.27M |
|
| 2021-11-12 |
突破买入 |
买入 |
11.24123 |
112100.0 |
¥1.26M |
首仓入场 |
| 2021-11-30 |
跌破离场 |
卖出 |
10.4 |
112100.0 |
¥1.17M |
|
| 2022-04-07 |
突破买入 |
买入 |
10.210199999999999 |
115200.0 |
¥1.18M |
首仓入场 |
| 2022-04-26 |
跌破离场 |
卖出 |
9.54045 |
115200.0 |
¥1.10M |
|
| 2022-06-09 |
突破买入 |
买入 |
9.209199999999997 |
120100.0 |
¥1.11M |
首仓入场 |
| 2022-07-08 |
跌破离场 |
卖出 |
9.40059 |
120100.0 |
¥1.13M |
|
| 2022-08-15 |
突破买入 |
买入 |
8.99899 |
124700.0 |
¥1.12M |
首仓入场 |
| 2022-09-30 |
跌破离场 |
卖出 |
8.84 |
124700.0 |
¥1.10M |
|
| 2022-11-28 |
突破买入 |
买入 |
9.74974 |
110000.0 |
¥1.07M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
9.45054 |
110000.0 |
¥1.04M |
|
| 2023-01-20 |
突破买入 |
买入 |
10.009999999999998 |
107100.0 |
¥1.07M |
首仓入场 |
| 2023-02-09 |
跌破离场 |
卖出 |
9.57042 |
107100.0 |
¥1.02M |
|
| 2023-03-24 |
突破买入 |
买入 |
10.510499999999999 |
96200.0 |
¥1.01M |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
9.920069999999999 |
96200.0 |
¥95.4万 |
|
| 2023-05-04 |
突破买入 |
买入 |
10.67066 |
89700.0 |
¥95.7万 |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
11.608379999999999 |
89700.0 |
¥1.04M |
|
| 2023-07-26 |
突破买入 |
买入 |
12.84283 |
81800.0 |
¥1.05M |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
12.43755 |
81800.0 |
¥1.02M |
|
| 2023-10-24 |
突破买入 |
买入 |
11.94193 |
85400.0 |
¥1.02M |
首仓入场 |
| 2023-11-29 |
跌破离场 |
卖出 |
12.37761 |
85400.0 |
¥1.06M |
|
| 2024-03-04 |
突破买入 |
买入 |
12.442429999999998 |
83800.0 |
¥1.04M |
首仓入场 |
| 2024-04-11 |
跌破离场 |
卖出 |
11.128860000000001 |
83800.0 |
¥93.2万 |
|
| 2024-04-30 |
突破买入 |
买入 |
12.502489999999998 |
74300.0 |
¥92.9万 |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
11.6883 |
74300.0 |
¥86.8万 |
|
| 2024-08-02 |
突破买入 |
买入 |
11.201189999999999 |
78800.0 |
¥88.3万 |
首仓入场 |
| 2024-08-21 |
跌破离场 |
卖出 |
10.3896 |
78800.0 |
¥81.8万 |
|
| 2024-09-09 |
突破买入 |
买入 |
11.271259999999998 |
71100.0 |
¥80.2万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
15.05493 |
71100.0 |
¥1.07M |
|
| 2025-02-18 |
突破买入 |
买入 |
14.714699999999997 |
73300.0 |
¥1.08M |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
16.57341 |
73300.0 |
¥1.21M |
|
| 2025-05-15 |
突破买入 |
买入 |
16.626609999999996 |
72300.0 |
¥1.20M |
首仓入场 |
| 2025-08-04 |
跌破离场 |
卖出 |
16.903080000000003 |
72300.0 |
¥1.22M |
|
| 2025-08-26 |
突破买入 |
买入 |
18.92891 |
65200.0 |
¥1.23M |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
17.29269 |
65200.0 |
¥1.13M |
|
| 2025-10-17 |
突破买入 |
买入 |
18.198179999999997 |
62200.0 |
¥1.13M |
首仓入场 |
| 2025-11-06 |
跌破离场 |
卖出 |
17.28 |
62200.0 |
¥1.07M |
|