601898 中煤能源 — 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: ¥71.9万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -28.06%）
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 |
2015-03-16 |
2015-05-08 |
6.468399937999999 |
7.912079999999999 |
¥22.2万 |
+22.28% |
跌破离场 |
| 2 |
2015-06-10 |
2015-07-03 |
10.824056243000001 |
8.4915 |
¥-25.3万 |
-21.57% |
跌破离场 |
| 3 |
2015-08-13 |
2015-08-24 |
10.21326306 |
7.5924000000000005 |
¥-24.2万 |
-25.68% |
跌破离场 |
| 4 |
2015-10-19 |
2015-11-03 |
7.059167114999999 |
6.16383 |
¥-9.2万 |
-12.71% |
跌破离场 |
| 5 |
2016-03-03 |
2016-03-30 |
5.366969608 |
5.02 |
¥-4.1万 |
-6.49% |
跌破离场 |
| 6 |
2016-04-14 |
2016-05-09 |
5.5572166649999994 |
5.00499 |
¥-5.9万 |
-9.96% |
跌破离场 |
| 7 |
2016-06-23 |
2016-08-25 |
4.836280448999999 |
5.53446 |
¥7.6万 |
+14.40% |
跌破离场 |
| 8 |
2016-10-12 |
2016-12-01 |
5.817554742999999 |
6.25374 |
¥4.5万 |
+7.47% |
跌破离场 |
| 9 |
2017-02-17 |
2017-02-28 |
6.291887 |
6.04395 |
¥-2.6万 |
-3.97% |
跌破离场 |
| 10 |
2017-06-08 |
2017-09-18 |
5.457086635 |
6.27372 |
¥9.3万 |
+14.93% |
跌破离场 |
| 11 |
2018-01-26 |
2018-02-02 |
6.258126874999999 |
5.88411 |
¥-4.3万 |
-6.00% |
跌破离场 |
| 12 |
2018-05-09 |
2018-05-25 |
5.186735553999998 |
5.07492 |
¥-1.5万 |
-2.19% |
跌破离场 |
| 13 |
2018-09-26 |
2018-10-19 |
5.216774562999999 |
4.6953000000000005 |
¥-6.7万 |
-10.02% |
跌破离场 |
| 14 |
2019-02-27 |
2019-03-26 |
5.146683541999999 |
5.11488 |
¥-3,837 |
-0.65% |
跌破离场 |
| 15 |
2019-04-22 |
2019-04-29 |
5.511653 |
5.084910000000001 |
¥-4.6万 |
-7.77% |
跌破离场 |
| 16 |
2019-08-29 |
2019-09-23 |
4.766189428 |
4.86513 |
¥1.1万 |
+2.05% |
跌破离场 |
| 17 |
2019-12-31 |
2020-01-16 |
5.016514502999999 |
4.88511 |
¥-1.5万 |
-2.65% |
跌破离场 |
| 18 |
2020-06-19 |
2020-09-24 |
3.935110179 |
3.9860100000000003 |
¥6,864 |
+1.26% |
跌破离场 |
| 19 |
2020-11-17 |
2020-12-09 |
4.30559129 |
4.28571 |
¥-2,711 |
-0.49% |
跌破离场 |
| 20 |
2021-02-26 |
2021-05-21 |
4.786215433999999 |
6.993 |
¥24.4万 |
+46.06% |
跌破离场 |
| 21 |
2021-07-20 |
2021-08-03 |
8.190636453999998 |
6.87312 |
¥-12.6万 |
-16.11% |
跌破离场 |
| 22 |
2021-08-27 |
2021-09-28 |
7.40962222 |
8.73126 |
¥11.2万 |
+17.80% |
跌破离场 |
| 23 |
2021-12-20 |
2022-02-07 |
7.0691801179999985 |
6.0939 |
¥-10.7万 |
-13.82% |
跌破离场 |
| 24 |
2022-02-22 |
2022-03-16 |
6.999089097 |
6.56343 |
¥-4.1万 |
-6.25% |
跌破离场 |
| 25 |
2022-04-14 |
2022-04-27 |
9.662547895 |
8.1 |
¥-10.2万 |
-16.20% |
跌破离场 |
| 26 |
2022-05-24 |
2022-06-21 |
9.752664922 |
9.69 |
¥-3,515 |
-0.67% |
跌破离场 |
| 27 |
2022-08-23 |
2022-10-18 |
9.652534892 |
9.82017 |
¥8,943 |
+1.71% |
跌破离场 |
| 28 |
2023-05-04 |
2023-05-29 |
8.901559667 |
8.57142 |
¥-2.0万 |
-3.74% |
跌破离场 |
| 29 |
2023-07-04 |
2023-07-27 |
8.691286603999998 |
8.43156 |
¥-1.5万 |
-3.02% |
跌破离场 |
| 30 |
2023-11-30 |
2024-03-12 |
9.282053780999998 |
11.91807 |
¥14.1万 |
+28.36% |
跌破离场 |
| 31 |
2024-05-30 |
2024-06-27 |
12.846682849 |
12.27771 |
¥-2.8万 |
-4.46% |
跌破离场 |
| 32 |
2024-08-12 |
2024-09-10 |
12.386084710999997 |
12.81717 |
¥2.1万 |
+3.45% |
跌破离场 |
| 33 |
2025-05-15 |
2025-06-04 |
10.683874201 |
10.349639999999999 |
¥-2.0万 |
-3.16% |
跌破离场 |
| 34 |
2025-06-24 |
2025-08-28 |
11.194537354 |
11.4885 |
¥1.6万 |
+2.60% |
跌破离场 |
| 35 |
2025-10-15 |
2025-11-24 |
12.275941677999999 |
13.94604 |
¥8.5万 |
+13.57% |
跌破离场 |
| 36 |
2026-01-09 |
2026-02-03 |
13.617684079999997 |
12.737250000000001 |
¥-4.6万 |
-6.49% |
跌破离场 |
| 37 |
2026-02-06 |
2026-04-21 |
14.078282217999998 |
16.05 |
¥9.1万 |
+13.97% |
跌破离场 |
| 38 |
2026-07-23 |
2026-09-16 |
14.218464259999998 |
14.25573 |
¥1,739 |
+0.23% |
跌破离场 |
| 39 |
2026-10-20 |
2026-10-28 |
15.189725550999999 |
14.345639999999998 |
¥-4.2万 |
-5.59% |
跌破离场 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-16 |
突破买入 |
买入 |
6.46646 |
154000.0 |
¥99.6万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
7.912079999999999 |
154000.0 |
¥1.22M |
|
| 2015-06-10 |
突破买入 |
买入 |
10.82081 |
108300.0 |
¥1.17M |
首仓入场 |
| 2015-07-03 |
跌破离场 |
卖出 |
8.4915 |
108300.0 |
¥91.9万 |
|
| 2015-08-13 |
突破买入 |
买入 |
10.210199999999999 |
92400.0 |
¥94.4万 |
首仓入场 |
| 2015-08-24 |
跌破离场 |
卖出 |
7.5924000000000005 |
92400.0 |
¥70.1万 |
|
| 2015-10-19 |
突破买入 |
买入 |
7.0570499999999985 |
102500.0 |
¥72.4万 |
首仓入场 |
| 2015-11-03 |
跌破离场 |
卖出 |
6.16383 |
102500.0 |
¥63.2万 |
|
| 2016-03-03 |
突破买入 |
买入 |
5.36536 |
118200.0 |
¥63.4万 |
首仓入场 |
| 2016-03-30 |
跌破离场 |
卖出 |
5.02 |
118200.0 |
¥59.3万 |
|
| 2016-04-14 |
突破买入 |
买入 |
5.555549999999999 |
106400.0 |
¥59.1万 |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
5.00499 |
106400.0 |
¥53.2万 |
|
| 2016-06-23 |
突破买入 |
买入 |
4.83483 |
109100.0 |
¥52.8万 |
首仓入场 |
| 2016-08-25 |
跌破离场 |
卖出 |
5.53446 |
109100.0 |
¥60.4万 |
|
| 2016-10-12 |
突破买入 |
买入 |
5.815809999999999 |
104300.0 |
¥60.7万 |
首仓入场 |
| 2016-12-01 |
跌破离场 |
卖出 |
6.25374 |
104300.0 |
¥65.2万 |
|
| 2017-02-17 |
突破买入 |
买入 |
6.29 |
103200.0 |
¥64.9万 |
首仓入场 |
| 2017-02-28 |
跌破离场 |
卖出 |
6.04395 |
103200.0 |
¥62.4万 |
|
| 2017-06-08 |
突破买入 |
买入 |
5.45545 |
113900.0 |
¥62.2万 |
首仓入场 |
| 2017-09-18 |
跌破离场 |
卖出 |
6.27372 |
113900.0 |
¥71.4万 |
|
| 2018-01-26 |
突破买入 |
买入 |
6.25625 |
115100.0 |
¥72.0万 |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
5.88411 |
115100.0 |
¥67.7万 |
|
| 2018-05-09 |
突破买入 |
买入 |
5.185179999999999 |
130700.0 |
¥67.8万 |
首仓入场 |
| 2018-05-25 |
跌破离场 |
卖出 |
5.07492 |
130700.0 |
¥66.3万 |
|
| 2018-09-26 |
突破买入 |
买入 |
5.215209999999999 |
127400.0 |
¥66.5万 |
首仓入场 |
| 2018-10-19 |
跌破离场 |
卖出 |
4.6953000000000005 |
127400.0 |
¥59.8万 |
|
| 2019-02-27 |
突破买入 |
买入 |
5.145139999999999 |
115100.0 |
¥59.2万 |
首仓入场 |
| 2019-03-26 |
跌破离场 |
卖出 |
5.11488 |
115100.0 |
¥58.9万 |
|
| 2019-04-22 |
突破买入 |
买入 |
5.51 |
107700.0 |
¥59.4万 |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
5.084910000000001 |
107700.0 |
¥54.7万 |
|
| 2019-08-29 |
突破买入 |
买入 |
4.764759999999999 |
115000.0 |
¥54.8万 |
首仓入场 |
| 2019-09-23 |
跌破离场 |
卖出 |
4.86513 |
115000.0 |
¥55.9万 |
|
| 2019-12-31 |
突破买入 |
买入 |
5.015009999999998 |
111000.0 |
¥55.7万 |
首仓入场 |
| 2020-01-16 |
跌破离场 |
卖出 |
4.88511 |
111000.0 |
¥54.2万 |
|
| 2020-06-19 |
突破买入 |
买入 |
3.93393 |
138100.0 |
¥54.3万 |
首仓入场 |
| 2020-09-24 |
跌破离场 |
卖出 |
3.9860100000000003 |
138100.0 |
¥55.0万 |
|
| 2020-11-17 |
突破买入 |
买入 |
4.3043 |
128100.0 |
¥55.2万 |
首仓入场 |
| 2020-12-09 |
跌破离场 |
卖出 |
4.28571 |
128100.0 |
¥54.9万 |
|
| 2021-02-26 |
突破买入 |
买入 |
4.78478 |
110500.0 |
¥52.9万 |
首仓入场 |
| 2021-05-21 |
跌破离场 |
卖出 |
6.993 |
110500.0 |
¥77.2万 |
|
| 2021-07-20 |
突破买入 |
买入 |
8.18818 |
95600.0 |
¥78.3万 |
首仓入场 |
| 2021-08-03 |
跌破离场 |
卖出 |
6.87312 |
95600.0 |
¥65.7万 |
|
| 2021-08-27 |
突破买入 |
买入 |
7.4074 |
85200.0 |
¥63.1万 |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
8.73126 |
85200.0 |
¥74.4万 |
|
| 2021-12-20 |
突破买入 |
买入 |
7.067059999999999 |
109400.0 |
¥77.3万 |
首仓入场 |
| 2022-02-07 |
跌破离场 |
卖出 |
6.0939 |
109400.0 |
¥66.6万 |
|
| 2022-02-22 |
突破买入 |
买入 |
6.9969899999999985 |
94800.0 |
¥66.4万 |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
6.56343 |
94800.0 |
¥62.2万 |
|
| 2022-04-14 |
突破买入 |
买入 |
9.65965 |
65000.0 |
¥62.8万 |
首仓入场 |
| 2022-04-27 |
跌破离场 |
卖出 |
8.1 |
65000.0 |
¥52.6万 |
|
| 2022-05-24 |
突破买入 |
买入 |
9.74974 |
53600.0 |
¥52.3万 |
首仓入场 |
| 2022-06-21 |
跌破离场 |
卖出 |
9.69 |
53600.0 |
¥51.9万 |
|
| 2022-08-23 |
突破买入 |
买入 |
9.64964 |
54300.0 |
¥52.4万 |
首仓入场 |
| 2022-10-18 |
跌破离场 |
卖出 |
9.82017 |
54300.0 |
¥53.3万 |
|
| 2023-05-04 |
突破买入 |
买入 |
8.89889 |
59000.0 |
¥52.5万 |
首仓入场 |
| 2023-05-29 |
跌破离场 |
卖出 |
8.57142 |
59000.0 |
¥50.6万 |
|
| 2023-07-04 |
突破买入 |
买入 |
8.688679999999998 |
59000.0 |
¥51.3万 |
首仓入场 |
| 2023-07-27 |
跌破离场 |
卖出 |
8.43156 |
59000.0 |
¥49.7万 |
|
| 2023-11-30 |
突破买入 |
买入 |
9.279269999999999 |
53700.0 |
¥49.8万 |
首仓入场 |
| 2024-03-12 |
跌破离场 |
卖出 |
11.91807 |
53700.0 |
¥64.0万 |
|
| 2024-05-30 |
突破买入 |
买入 |
12.84283 |
49300.0 |
¥63.3万 |
首仓入场 |
| 2024-06-27 |
跌破离场 |
卖出 |
12.27771 |
49300.0 |
¥60.5万 |
|
| 2024-08-12 |
突破买入 |
买入 |
12.382369999999998 |
49000.0 |
¥60.7万 |
首仓入场 |
| 2024-09-10 |
跌破离场 |
卖出 |
12.81717 |
49000.0 |
¥62.8万 |
|
| 2025-05-15 |
突破买入 |
买入 |
10.68067 |
58900.0 |
¥62.9万 |
首仓入场 |
| 2025-06-04 |
跌破离场 |
卖出 |
10.349639999999999 |
58900.0 |
¥60.9万 |
|
| 2025-06-24 |
突破买入 |
买入 |
11.19118 |
54100.0 |
¥60.6万 |
首仓入场 |
| 2025-08-28 |
跌破离场 |
卖出 |
11.4885 |
54100.0 |
¥62.1万 |
|
| 2025-10-15 |
突破买入 |
买入 |
12.272259999999998 |
51100.0 |
¥62.7万 |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
13.94604 |
51100.0 |
¥71.2万 |
|
| 2026-01-09 |
突破买入 |
买入 |
13.613599999999996 |
51900.0 |
¥70.7万 |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
12.737250000000001 |
51900.0 |
¥66.1万 |
|
| 2026-02-06 |
突破买入 |
买入 |
14.074059999999998 |
46500.0 |
¥65.5万 |
首仓入场 |
| 2026-04-21 |
跌破离场 |
卖出 |
16.05 |
46500.0 |
¥74.6万 |
|
| 2026-07-23 |
突破买入 |
买入 |
14.214199999999996 |
52700.0 |
¥74.9万 |
首仓入场 |
| 2026-09-16 |
跌破离场 |
卖出 |
14.25573 |
52700.0 |
¥75.1万 |
|
| 2026-10-20 |
突破买入 |
买入 |
15.18517 |
49400.0 |
¥75.0万 |
首仓入场 |
| 2026-10-28 |
跌破离场 |
卖出 |
14.345639999999998 |
49400.0 |
¥70.8万 |
|