601888 中国国旅 — 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: ¥65.0万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -35.00%）
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 39 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 |
2015-11-09 |
2015-11-25 |
57.27437716 |
52.7472 |
¥-7.8万 |
-7.93% |
跌破离场 |
| 2 |
2015-12-21 |
2016-01-05 |
58.195573436 |
55.0449 |
¥-5.0万 |
-5.44% |
跌破离场 |
| 3 |
2016-04-14 |
2016-04-29 |
48.032375390999995 |
43.71624 |
¥-7.8万 |
-9.01% |
跌破离场 |
| 4 |
2016-06-08 |
2016-09-29 |
44.74811040699999 |
45.3546 |
¥1.0万 |
+1.32% |
跌破离场 |
| 5 |
2017-01-16 |
2017-04-13 |
43.856953139999995 |
50.48 |
¥12.0万 |
+15.07% |
跌破离场 |
| 6 |
2017-05-26 |
2017-06-19 |
55.69232268599999 |
27.65232 |
¥-46.6万 |
-50.36% |
跌破离场 |
| 7 |
2017-08-22 |
2017-11-27 |
29.798696928 |
41.04891000000001 |
¥17.2万 |
+37.71% |
跌破离场 |
| 8 |
2018-01-04 |
2018-02-08 |
45.408968605 |
47.01294 |
¥2.2万 |
+3.50% |
跌破离场 |
| 9 |
2018-03-09 |
2018-03-27 |
57.524702235 |
55.25469000000001 |
¥-2.6万 |
-3.97% |
跌破离场 |
| 10 |
2018-05-11 |
2018-06-28 |
61.48985142299999 |
62.237700000000004 |
¥7,365 |
+1.19% |
跌破离场 |
| 11 |
2018-07-17 |
2018-08-03 |
71.79323151 |
68.53139999999999 |
¥-2.9万 |
-4.57% |
跌破离场 |
| 12 |
2018-09-25 |
2018-10-12 |
66.68659998 |
60.15 |
¥-5.8万 |
-9.83% |
跌破离场 |
| 13 |
2018-12-05 |
2019-01-04 |
58.025352384999984 |
55.99395 |
¥-1.9万 |
-3.53% |
跌破离场 |
| 14 |
2019-02-15 |
2019-03-11 |
61.780228509999986 |
59.9 |
¥-1.6万 |
-3.07% |
跌破离场 |
| 15 |
2019-03-29 |
2019-05-09 |
67.96826436399998 |
72.58734 |
¥3.4万 |
+6.76% |
跌破离场 |
| 16 |
2019-06-17 |
2019-09-12 |
80.02391997599999 |
91.0089 |
¥7.5万 |
+13.69% |
跌破离场 |
| 17 |
2019-10-09 |
2019-10-25 |
96.82904 |
88.54137000000001 |
¥-5.2万 |
-8.59% |
跌破离场 |
| 18 |
2019-12-16 |
2020-01-21 |
90.62769015299999 |
85.59432000000001 |
¥-3.1万 |
-5.58% |
跌破离场 |
| 19 |
2020-04-20 |
2020-05-25 |
82.28685865400001 |
86.69322 |
¥2.8万 |
+5.32% |
跌破离场 |
| 20 |
2020-05-27 |
2020-08-20 |
95.40389258399999 |
191.0 |
¥55.4万 |
+100.14% |
跌破离场 |
| 21 |
2020-12-08 |
2021-02-25 |
209.90258188899998 |
321.678 |
¥59.2万 |
+53.21% |
跌破离场 |
| 22 |
2021-04-06 |
2021-04-13 |
335.08049400000004 |
292.52718 |
¥-21.7万 |
-12.73% |
跌破离场 |
| 23 |
2021-05-18 |
2021-06-16 |
319.72519879299995 |
300.1995 |
¥-9.0万 |
-6.14% |
跌破离场 |
| 24 |
2021-10-11 |
2021-11-02 |
270.6514710899999 |
229.77 |
¥-20.9万 |
-15.13% |
跌破离场 |
| 25 |
2022-02-11 |
2022-02-25 |
221.48762635999995 |
206.37342000000004 |
¥-8.0万 |
-6.85% |
跌破离场 |
| 26 |
2022-04-15 |
2022-05-09 |
178.53184349 |
159.3405 |
¥-11.7万 |
-10.78% |
跌破离场 |
| 27 |
2022-06-07 |
2022-07-13 |
182.05642054599997 |
203.84595000000002 |
¥11.7万 |
+11.93% |
跌破离场 |
| 28 |
2022-09-28 |
2022-10-13 |
200.26006 |
178.88094 |
¥-11.6万 |
-10.70% |
跌破离场 |
| 29 |
2022-12-02 |
2023-01-31 |
204.10505315199998 |
217.9818 |
¥6.6万 |
+6.77% |
跌破离场 |
| 30 |
2023-07-28 |
2023-08-15 |
120.17606200599998 |
118.16172 |
¥-1.8万 |
-1.71% |
跌破离场 |
| 31 |
2024-01-26 |
2024-03-08 |
86.29205985399999 |
81.6183 |
¥-5.6万 |
-5.44% |
跌破离场 |
| 32 |
2024-05-21 |
2024-05-31 |
77.60077324999999 |
71.58834 |
¥-7.6万 |
-7.78% |
跌破离场 |
| 33 |
2024-07-18 |
2024-08-13 |
70.39141108999998 |
63.94599 |
¥-8.3万 |
-9.18% |
跌破离场 |
| 34 |
2024-10-09 |
2024-11-25 |
80.104024 |
67.5324 |
¥-12.2万 |
-15.72% |
跌破离场 |
| 35 |
2025-04-11 |
2025-04-25 |
69.980877967 |
62.68 |
¥-7.3万 |
-10.46% |
跌破离场 |
| 36 |
2025-07-21 |
2025-10-13 |
62.75148980099999 |
66.8331 |
¥4.1万 |
+6.47% |
跌破离场 |
| 37 |
2025-11-03 |
2025-11-25 |
76.0988228 |
79.1208 |
¥2.6万 |
+3.94% |
跌破离场 |
| 38 |
2026-07-30 |
2026-08-17 |
57.064104097 |
53.71623 |
¥-4.1万 |
-5.90% |
跌破离场 |
| 39 |
2026-11-03 |
2026-11-13 |
52.86865583999999 |
51.8 |
¥-1.4万 |
-2.05% |
强平 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-11-09 |
突破买入 |
买入 |
57.2572 |
17100.0 |
¥97.9万 |
首仓入场 |
| 2015-11-25 |
跌破离场 |
卖出 |
52.7472 |
17100.0 |
¥90.2万 |
|
| 2015-12-21 |
突破买入 |
买入 |
58.17811999999999 |
15700.0 |
¥91.4万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
55.0449 |
15700.0 |
¥86.4万 |
|
| 2016-04-14 |
突破买入 |
买入 |
48.01796999999999 |
18100.0 |
¥86.9万 |
首仓入场 |
| 2016-04-29 |
跌破离场 |
卖出 |
43.71624 |
18100.0 |
¥79.1万 |
|
| 2016-06-08 |
突破买入 |
买入 |
44.73468999999999 |
17600.0 |
¥78.8万 |
首仓入场 |
| 2016-09-29 |
跌破离场 |
卖出 |
45.3546 |
17600.0 |
¥79.8万 |
|
| 2017-01-16 |
突破买入 |
买入 |
43.843799999999995 |
18200.0 |
¥79.8万 |
首仓入场 |
| 2017-04-13 |
跌破离场 |
卖出 |
50.48 |
18200.0 |
¥91.8万 |
|
| 2017-05-26 |
突破买入 |
买入 |
55.67561999999999 |
16600.0 |
¥92.4万 |
首仓入场 |
| 2017-06-19 |
跌破离场 |
卖出 |
27.65232 |
16600.0 |
¥45.9万 |
|
| 2017-08-22 |
突破买入 |
买入 |
29.789759999999998 |
15300.0 |
¥45.6万 |
首仓入场 |
| 2017-11-27 |
跌破离场 |
卖出 |
41.04891000000001 |
15300.0 |
¥62.8万 |
|
| 2018-01-04 |
突破买入 |
买入 |
45.39534999999999 |
13700.0 |
¥62.2万 |
首仓入场 |
| 2018-02-08 |
跌破离场 |
卖出 |
47.01294 |
13700.0 |
¥64.4万 |
|
| 2018-03-09 |
突破买入 |
买入 |
57.50744999999999 |
11300.0 |
¥65.0万 |
首仓入场 |
| 2018-03-27 |
跌破离场 |
卖出 |
55.25469000000001 |
11300.0 |
¥62.4万 |
|
| 2018-05-11 |
突破买入 |
买入 |
61.47140999999999 |
10100.0 |
¥62.1万 |
首仓入场 |
| 2018-06-28 |
跌破离场 |
卖出 |
62.237700000000004 |
10100.0 |
¥62.8万 |
|
| 2018-07-17 |
突破买入 |
买入 |
71.7717 |
8700.0 |
¥62.5万 |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
68.53139999999999 |
8700.0 |
¥59.6万 |
|
| 2018-09-25 |
突破买入 |
买入 |
66.66659999999999 |
8900.0 |
¥59.4万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
60.15 |
8900.0 |
¥53.5万 |
|
| 2018-12-05 |
突破买入 |
买入 |
58.00794999999999 |
9200.0 |
¥53.4万 |
首仓入场 |
| 2019-01-04 |
跌破离场 |
卖出 |
55.99395 |
9200.0 |
¥51.5万 |
|
| 2019-02-15 |
突破买入 |
买入 |
61.7617 |
8500.0 |
¥52.5万 |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
59.9 |
8500.0 |
¥50.9万 |
|
| 2019-03-29 |
突破买入 |
买入 |
67.94787999999998 |
7500.0 |
¥51.0万 |
首仓入场 |
| 2019-05-09 |
跌破离场 |
卖出 |
72.58734 |
7500.0 |
¥54.4万 |
|
| 2019-06-17 |
突破买入 |
买入 |
79.99991999999999 |
6800.0 |
¥54.4万 |
首仓入场 |
| 2019-09-12 |
跌破离场 |
卖出 |
91.0089 |
6800.0 |
¥61.9万 |
|
| 2019-10-09 |
突破买入 |
买入 |
96.8 |
6300.0 |
¥61.0万 |
首仓入场 |
| 2019-10-25 |
跌破离场 |
卖出 |
88.54137000000001 |
6300.0 |
¥55.8万 |
|
| 2019-12-16 |
突破买入 |
买入 |
90.60051 |
6200.0 |
¥56.2万 |
首仓入场 |
| 2020-01-21 |
跌破离场 |
卖出 |
85.59432000000001 |
6200.0 |
¥53.1万 |
|
| 2020-04-20 |
突破买入 |
买入 |
82.26218 |
6500.0 |
¥53.5万 |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
86.69322 |
6500.0 |
¥56.3万 |
|
| 2020-05-27 |
突破买入 |
买入 |
95.37527999999999 |
5800.0 |
¥55.3万 |
首仓入场 |
| 2020-08-20 |
跌破离场 |
卖出 |
191.0 |
5800.0 |
¥1.11M |
|
| 2020-12-08 |
突破买入 |
买入 |
209.83962999999997 |
5300.0 |
¥1.11M |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
321.678 |
5300.0 |
¥1.70M |
|
| 2021-04-06 |
突破买入 |
买入 |
334.98 |
5100.0 |
¥1.71M |
首仓入场 |
| 2021-04-13 |
跌破离场 |
卖出 |
292.52718 |
5100.0 |
¥1.49M |
|
| 2021-05-18 |
突破买入 |
买入 |
319.62931 |
4600.0 |
¥1.47M |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
300.1995 |
4600.0 |
¥1.38M |
|
| 2021-10-11 |
突破买入 |
买入 |
270.5703 |
5100.0 |
¥1.38M |
首仓入场 |
| 2021-11-02 |
跌破离场 |
卖出 |
229.77 |
5100.0 |
¥1.17M |
|
| 2022-02-11 |
突破买入 |
买入 |
221.42119999999997 |
5300.0 |
¥1.17M |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
206.37342000000004 |
5300.0 |
¥1.09M |
|
| 2022-04-15 |
突破买入 |
买入 |
178.4783 |
6100.0 |
¥1.09M |
首仓入场 |
| 2022-05-09 |
跌破离场 |
卖出 |
159.3405 |
6100.0 |
¥97.2万 |
|
| 2022-06-07 |
突破买入 |
买入 |
182.00181999999998 |
5400.0 |
¥98.3万 |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
203.84595000000002 |
5400.0 |
¥1.10M |
|
| 2022-09-28 |
突破买入 |
买入 |
200.2 |
5400.0 |
¥1.08M |
首仓入场 |
| 2022-10-13 |
跌破离场 |
卖出 |
178.88094 |
5400.0 |
¥96.6万 |
|
| 2022-12-02 |
突破买入 |
买入 |
204.04384 |
4800.0 |
¥98.0万 |
首仓入场 |
| 2023-01-31 |
跌破离场 |
卖出 |
217.9818 |
4800.0 |
¥1.05M |
|
| 2023-07-28 |
突破买入 |
买入 |
120.14001999999998 |
8700.0 |
¥1.05M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
118.16172 |
8700.0 |
¥1.03M |
|
| 2024-01-26 |
突破买入 |
买入 |
86.26617999999999 |
12000.0 |
¥1.04M |
首仓入场 |
| 2024-03-08 |
跌破离场 |
卖出 |
81.6183 |
12000.0 |
¥97.9万 |
|
| 2024-05-21 |
突破买入 |
买入 |
77.57749999999999 |
12600.0 |
¥97.8万 |
首仓入场 |
| 2024-05-31 |
跌破离场 |
卖出 |
71.58834 |
12600.0 |
¥90.2万 |
|
| 2024-07-18 |
突破买入 |
买入 |
70.37029999999999 |
12900.0 |
¥90.8万 |
首仓入场 |
| 2024-08-13 |
跌破离场 |
卖出 |
63.94599 |
12900.0 |
¥82.5万 |
|
| 2024-10-09 |
突破买入 |
买入 |
80.07999999999998 |
9700.0 |
¥77.7万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
67.5324 |
9700.0 |
¥65.5万 |
|
| 2025-04-11 |
突破买入 |
买入 |
69.95988999999999 |
10000.0 |
¥70.0万 |
首仓入场 |
| 2025-04-25 |
跌破离场 |
卖出 |
62.68 |
10000.0 |
¥62.7万 |
|
| 2025-07-21 |
突破买入 |
买入 |
62.73266999999999 |
10100.0 |
¥63.4万 |
首仓入场 |
| 2025-10-13 |
跌破离场 |
卖出 |
66.8331 |
10100.0 |
¥67.5万 |
|
| 2025-11-03 |
突破买入 |
买入 |
76.076 |
8800.0 |
¥67.0万 |
首仓入场 |
| 2025-11-25 |
跌破离场 |
卖出 |
79.1208 |
8800.0 |
¥69.6万 |
|
| 2026-07-30 |
突破买入 |
买入 |
57.046989999999994 |
12200.0 |
¥69.6万 |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
53.71623 |
12200.0 |
¥65.5万 |
|
| 2026-11-03 |
突破买入 |
买入 |
52.85279999999999 |
12500.0 |
¥66.1万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
51.8 |
12500 |
¥64.7万 |
回测结束强平 |