601899 紫金矿业 — 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: ¥1.99M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +99.25%）
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 35 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 |
2015-03-26 |
2015-06-23 |
4.511353 |
5.574419999999999 |
¥23.4万 |
+23.53% |
跌破离场 |
| 2 |
2015-08-13 |
2015-08-25 |
4.6059813799999985 |
3.45654 |
¥-30.0万 |
-24.98% |
跌破离场 |
| 3 |
2016-06-17 |
2016-07-26 |
3.3543560049999996 |
3.49 |
¥3.6万 |
+4.01% |
跌破离场 |
| 4 |
2016-11-03 |
2016-12-26 |
3.4410320000000003 |
3.32667 |
¥-3.2万 |
-3.35% |
跌破离场 |
| 5 |
2017-01-18 |
2017-03-06 |
3.4945380470000003 |
3.45654 |
¥-1.0万 |
-1.12% |
跌破离场 |
| 6 |
2017-04-10 |
2017-04-25 |
3.50455105 |
3.3666300000000002 |
¥-3.6万 |
-3.96% |
跌破离场 |
| 7 |
2017-06-16 |
2017-08-17 |
3.344343001999999 |
3.76623 |
¥11.1万 |
+12.58% |
跌破离场 |
| 8 |
2017-09-05 |
2017-09-19 |
4.245513271999999 |
3.9560399999999993 |
¥-6.7万 |
-6.85% |
跌破离场 |
| 9 |
2017-11-30 |
2018-01-18 |
3.9351101789999996 |
4.41558 |
¥11.3万 |
+12.18% |
跌破离场 |
| 10 |
2018-01-30 |
2018-02-12 |
4.986475494 |
4.33566 |
¥-13.5万 |
-13.08% |
跌破离场 |
| 11 |
2018-09-20 |
2018-10-17 |
3.5446030619999997 |
3.32667 |
¥-5.6万 |
-6.18% |
跌破离场 |
| 12 |
2019-02-14 |
2019-03-15 |
3.190957 |
3.4465500000000002 |
¥6.8万 |
+7.98% |
跌破离场 |
| 13 |
2019-06-13 |
2019-07-11 |
3.3944080169999995 |
3.5964 |
¥5.4万 |
+5.92% |
跌破离场 |
| 14 |
2019-11-05 |
2020-01-22 |
3.4745120409999997 |
4.32567 |
¥23.9万 |
+24.46% |
跌破离场 |
| 15 |
2020-04-15 |
2020-04-28 |
4.2655392779999985 |
3.83616 |
¥-12.2万 |
-10.09% |
跌破离场 |
| 16 |
2020-06-29 |
2020-09-23 |
4.375682311 |
6.5734200000000005 |
¥54.7万 |
+50.18% |
跌破离场 |
| 17 |
2020-10-29 |
2020-12-11 |
6.959037084999999 |
8.80119 |
¥42.1万 |
+26.43% |
跌破离场 |
| 18 |
2021-01-07 |
2021-01-29 |
10.443562129 |
9.8901 |
¥-10.9万 |
-5.33% |
跌破离场 |
| 19 |
2021-02-23 |
2021-03-05 |
14.118334229999999 |
10.769219999999999 |
¥-44.6万 |
-23.74% |
跌破离场 |
| 20 |
2021-05-11 |
2021-06-17 |
11.90357 |
9.77022 |
¥-26.0万 |
-17.95% |
跌破离场 |
| 21 |
2022-03-04 |
2022-03-15 |
11.825356542999998 |
10.059929999999998 |
¥-18.5万 |
-14.95% |
跌破离场 |
| 22 |
2022-08-15 |
2022-09-01 |
9.211962759999995 |
8.74125 |
¥-5.5万 |
-5.14% |
跌破离场 |
| 23 |
2022-11-08 |
2022-12-20 |
8.931598675999998 |
9.99 |
¥11.7万 |
+11.82% |
跌破离场 |
| 24 |
2023-01-10 |
2023-02-13 |
11.454875432 |
11.02 |
¥-4.3万 |
-3.83% |
跌破离场 |
| 25 |
2023-04-07 |
2023-04-27 |
12.976851887999999 |
12.47751 |
¥-4.1万 |
-3.88% |
跌破离场 |
| 26 |
2023-06-12 |
2023-08-14 |
11.605070476999998 |
12.37761 |
¥6.8万 |
+6.62% |
跌破离场 |
| 27 |
2023-09-05 |
2023-09-27 |
13.117033929999998 |
12.637350000000001 |
¥-4.0万 |
-3.69% |
跌破离场 |
| 28 |
2023-12-05 |
2023-12-11 |
12.135759635999998 |
11.57841 |
¥-4.8万 |
-4.62% |
跌破离场 |
| 29 |
2024-02-19 |
2024-06-06 |
12.526266752999998 |
17.33265 |
¥39.0万 |
+38.33% |
跌破离场 |
| 30 |
2024-07-02 |
2024-07-22 |
18.085423999999996 |
17.73225 |
¥-2.8万 |
-1.98% |
跌破离场 |
| 31 |
2025-01-14 |
2025-02-25 |
16.311181886999996 |
16.04394 |
¥-2.3万 |
-1.67% |
跌破离场 |
| 32 |
2025-03-17 |
2025-04-07 |
17.512742247 |
15.4 |
¥-16.4万 |
-12.09% |
跌破离场 |
| 33 |
2025-06-13 |
2025-11-24 |
19.285043778 |
28.41156 |
¥55.8万 |
+47.28% |
跌破离场 |
| 34 |
2025-12-09 |
2026-03-09 |
31.220543353999993 |
35.89407 |
¥25.8万 |
+14.93% |
跌破离场 |
| 35 |
2026-07-24 |
2026-09-18 |
31.781271521999994 |
31.4685 |
¥-2.0万 |
-1.01% |
跌破离场 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-26 |
突破买入 |
买入 |
4.51 |
220500.0 |
¥99.5万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
5.574419999999999 |
220500.0 |
¥1.23M |
|
| 2015-08-13 |
突破买入 |
买入 |
4.604599999999999 |
261100.0 |
¥1.20M |
首仓入场 |
| 2015-08-25 |
跌破离场 |
卖出 |
3.45654 |
261100.0 |
¥90.2万 |
|
| 2016-06-17 |
突破买入 |
买入 |
3.35335 |
267400.0 |
¥89.7万 |
首仓入场 |
| 2016-07-26 |
跌破离场 |
卖出 |
3.49 |
267400.0 |
¥93.3万 |
|
| 2016-11-03 |
突破买入 |
买入 |
3.44 |
281700.0 |
¥96.9万 |
首仓入场 |
| 2016-12-26 |
跌破离场 |
卖出 |
3.32667 |
281700.0 |
¥93.7万 |
|
| 2017-01-18 |
突破买入 |
买入 |
3.49349 |
267600.0 |
¥93.5万 |
首仓入场 |
| 2017-03-06 |
跌破离场 |
卖出 |
3.45654 |
267600.0 |
¥92.5万 |
|
| 2017-04-10 |
突破买入 |
买入 |
3.5035 |
259400.0 |
¥90.9万 |
首仓入场 |
| 2017-04-25 |
跌破离场 |
卖出 |
3.3666300000000002 |
259400.0 |
¥87.3万 |
|
| 2017-06-16 |
突破买入 |
买入 |
3.3433399999999995 |
264900.0 |
¥88.6万 |
首仓入场 |
| 2017-08-17 |
跌破离场 |
卖出 |
3.76623 |
264900.0 |
¥99.7万 |
|
| 2017-09-05 |
突破买入 |
买入 |
4.24424 |
232200.0 |
¥98.6万 |
首仓入场 |
| 2017-09-19 |
跌破离场 |
卖出 |
3.9560399999999993 |
232200.0 |
¥91.8万 |
|
| 2017-11-30 |
突破买入 |
买入 |
3.9339299999999997 |
235800.0 |
¥92.8万 |
首仓入场 |
| 2018-01-18 |
跌破离场 |
卖出 |
4.41558 |
235800.0 |
¥1.04M |
|
| 2018-01-30 |
突破买入 |
买入 |
4.98498 |
207100.0 |
¥1.03M |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
4.33566 |
207100.0 |
¥89.8万 |
|
| 2018-09-20 |
突破买入 |
买入 |
3.5435399999999997 |
256200.0 |
¥90.8万 |
首仓入场 |
| 2018-10-17 |
跌破离场 |
卖出 |
3.32667 |
256200.0 |
¥85.2万 |
|
| 2019-02-14 |
突破买入 |
买入 |
3.19 |
266700.0 |
¥85.1万 |
首仓入场 |
| 2019-03-15 |
跌破离场 |
卖出 |
3.4465500000000002 |
266700.0 |
¥91.9万 |
|
| 2019-06-13 |
突破买入 |
买入 |
3.3933899999999997 |
269300.0 |
¥91.4万 |
首仓入场 |
| 2019-07-11 |
跌破离场 |
卖出 |
3.5964 |
269300.0 |
¥96.8万 |
|
| 2019-11-05 |
突破买入 |
买入 |
3.47347 |
281000.0 |
¥97.6万 |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
4.32567 |
281000.0 |
¥1.22M |
|
| 2020-04-15 |
突破买入 |
买入 |
4.264259999999999 |
283400.0 |
¥1.21M |
首仓入场 |
| 2020-04-28 |
跌破离场 |
卖出 |
3.83616 |
283400.0 |
¥1.09M |
|
| 2020-06-29 |
突破买入 |
买入 |
4.37437 |
249200.0 |
¥1.09M |
首仓入场 |
| 2020-09-23 |
跌破离场 |
卖出 |
6.5734200000000005 |
249200.0 |
¥1.64M |
|
| 2020-10-29 |
突破买入 |
买入 |
6.956949999999999 |
228600.0 |
¥1.59M |
首仓入场 |
| 2020-12-11 |
跌破离场 |
卖出 |
8.80119 |
228600.0 |
¥2.01M |
|
| 2021-01-07 |
突破买入 |
买入 |
10.44043 |
195800.0 |
¥2.04M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
9.8901 |
195800.0 |
¥1.94M |
|
| 2021-02-23 |
突破买入 |
买入 |
14.114099999999999 |
133100.0 |
¥1.88M |
首仓入场 |
| 2021-03-05 |
跌破离场 |
卖出 |
10.769219999999999 |
133100.0 |
¥1.43M |
|
| 2021-05-11 |
突破买入 |
买入 |
11.9 |
121600.0 |
¥1.45M |
首仓入场 |
| 2021-06-17 |
跌破离场 |
卖出 |
9.77022 |
121600.0 |
¥1.19M |
|
| 2022-03-04 |
突破买入 |
买入 |
11.82181 |
104700.0 |
¥1.24M |
首仓入场 |
| 2022-03-15 |
跌破离场 |
卖出 |
10.059929999999998 |
104700.0 |
¥1.05M |
|
| 2022-08-15 |
突破买入 |
买入 |
9.209199999999997 |
115200.0 |
¥1.06M |
首仓入场 |
| 2022-09-01 |
跌破离场 |
卖出 |
8.74125 |
115200.0 |
¥1.01M |
|
| 2022-11-08 |
突破买入 |
买入 |
8.92892 |
110500.0 |
¥98.7万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
9.99 |
110500.0 |
¥1.10M |
|
| 2023-01-10 |
突破买入 |
买入 |
11.451439999999998 |
98000.0 |
¥1.12M |
首仓入场 |
| 2023-02-13 |
跌破离场 |
卖出 |
11.02 |
98000.0 |
¥1.08M |
|
| 2023-04-07 |
突破买入 |
买入 |
12.972959999999999 |
82100.0 |
¥1.07M |
首仓入场 |
| 2023-04-27 |
跌破离场 |
卖出 |
12.47751 |
82100.0 |
¥1.02M |
|
| 2023-06-12 |
突破买入 |
买入 |
11.601589999999998 |
88500.0 |
¥1.03M |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
12.37761 |
88500.0 |
¥1.10M |
|
| 2023-09-05 |
突破买入 |
买入 |
13.113099999999998 |
83700.0 |
¥1.10M |
首仓入场 |
| 2023-09-27 |
跌破离场 |
卖出 |
12.637350000000001 |
83700.0 |
¥1.06M |
|
| 2023-12-05 |
突破买入 |
买入 |
12.132119999999999 |
85800.0 |
¥1.04M |
首仓入场 |
| 2023-12-11 |
跌破离场 |
卖出 |
11.57841 |
85800.0 |
¥99.3万 |
|
| 2024-02-19 |
突破买入 |
买入 |
12.522509999999999 |
81300.0 |
¥1.02M |
首仓入场 |
| 2024-06-06 |
跌破离场 |
卖出 |
17.33265 |
81300.0 |
¥1.41M |
|
| 2024-07-02 |
突破买入 |
买入 |
18.08 |
77900.0 |
¥1.41M |
首仓入场 |
| 2024-07-22 |
跌破离场 |
卖出 |
17.73225 |
77900.0 |
¥1.38M |
|
| 2025-01-14 |
突破买入 |
买入 |
16.306289999999997 |
84000.0 |
¥1.37M |
首仓入场 |
| 2025-02-25 |
跌破离场 |
卖出 |
16.04394 |
84000.0 |
¥1.35M |
|
| 2025-03-17 |
突破买入 |
买入 |
17.507489999999997 |
77500.0 |
¥1.36M |
首仓入场 |
| 2025-04-07 |
跌破离场 |
卖出 |
15.4 |
77500.0 |
¥1.19M |
|
| 2025-06-13 |
突破买入 |
买入 |
19.27926 |
61200.0 |
¥1.18M |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
28.41156 |
61200.0 |
¥1.74M |
|
| 2025-12-09 |
突破买入 |
买入 |
31.211179999999995 |
55400.0 |
¥1.73M |
首仓入场 |
| 2026-03-09 |
跌破离场 |
卖出 |
35.89407 |
55400.0 |
¥1.99M |
|
| 2026-07-24 |
突破买入 |
买入 |
31.771739999999994 |
60600.0 |
¥1.93M |
首仓入场 |
| 2026-09-18 |
跌破离场 |
卖出 |
31.4685 |
60600.0 |
¥1.91M |
|