601901 方正证券 — 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: ¥43.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -56.74%）
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 |
2015-03-23 |
2015-05-05 |
14.21846426 |
14.855129999999999 |
¥4.4万 |
+4.45% |
跌破离场 |
| 2 |
2015-10-20 |
2015-11-30 |
7.479713240999999 |
9.1908 |
¥23.7万 |
+22.84% |
跌破离场 |
| 3 |
2016-03-22 |
2016-05-09 |
8.250714472 |
7.17282 |
¥-16.7万 |
-13.09% |
跌破离场 |
| 4 |
2016-06-29 |
2016-07-21 |
7.699999307 |
7.49 |
¥-3.1万 |
-2.76% |
跌破离场 |
| 5 |
2016-08-16 |
2016-09-13 |
7.720025313 |
7.34265 |
¥-5.3万 |
-4.92% |
跌破离场 |
| 6 |
2016-10-25 |
2016-12-01 |
7.549804261999999 |
8.4915 |
¥12.7万 |
+12.44% |
跌破离场 |
| 7 |
2017-02-09 |
2017-03-23 |
8.050454411999997 |
8.121870000000001 |
¥9,836 |
+0.86% |
跌破离场 |
| 8 |
2017-05-18 |
2017-07-13 |
8.491026543999999 |
9.15084 |
¥8.9万 |
+7.74% |
跌破离场 |
| 9 |
2018-01-09 |
2018-02-02 |
7.259427174999998 |
6.853140000000001 |
¥-7.0万 |
-5.63% |
跌破离场 |
| 10 |
2018-06-29 |
2018-08-09 |
6.478412940999998 |
6.02397 |
¥-8.2万 |
-7.04% |
跌破离场 |
| 11 |
2019-01-09 |
2019-01-28 |
7.20936216 |
6.15384 |
¥-15.8万 |
-14.67% |
跌破离场 |
| 12 |
2019-04-09 |
2019-04-26 |
8.11053243 |
7.392600000000001 |
¥-8.2万 |
-8.88% |
跌破离场 |
| 13 |
2019-12-18 |
2020-02-03 |
7.099219126999999 |
7.24 |
¥1.7万 |
+1.95% |
跌破离场 |
| 14 |
2020-04-21 |
2020-05-22 |
7.249414171999999 |
6.993 |
¥-3.1万 |
-3.57% |
跌破离场 |
| 15 |
2020-07-07 |
2020-09-08 |
9.011702699999999 |
8.53146 |
¥-4.6万 |
-5.36% |
跌破离场 |
| 16 |
2020-10-23 |
2020-12-10 |
8.932679 |
8.641350000000001 |
¥-2.6万 |
-3.29% |
跌破离场 |
| 17 |
2021-01-05 |
2021-01-25 |
11.0143033 |
8.71128 |
¥-16.0万 |
-20.93% |
跌破离场 |
| 18 |
2021-03-25 |
2021-04-07 |
9.001689697 |
8.48151 |
¥-3.5万 |
-5.81% |
跌破离场 |
| 19 |
2021-05-31 |
2021-06-16 |
10.303380086999997 |
9.33066 |
¥-5.5万 |
-9.47% |
跌破离场 |
| 20 |
2022-06-16 |
2022-07-12 |
7.082123999999999 |
6.5734200000000005 |
¥-3.8万 |
-7.21% |
跌破离场 |
| 21 |
2022-08-15 |
2022-09-19 |
6.798829037 |
6.65334 |
¥-1.1万 |
-2.17% |
跌破离场 |
| 22 |
2022-11-07 |
2022-11-22 |
6.999089096999999 |
6.70329 |
¥-2.0万 |
-4.25% |
跌破离场 |
| 23 |
2023-01-17 |
2023-02-17 |
6.708712009999999 |
6.7332600000000005 |
¥1,534 |
+0.34% |
跌破离场 |
| 24 |
2023-04-04 |
2023-04-24 |
7.149284141999998 |
6.84315 |
¥-2.0万 |
-4.31% |
跌破离场 |
| 25 |
2023-07-26 |
2023-08-22 |
6.90897207 |
7.38261 |
¥3.0万 |
+6.82% |
跌破离场 |
| 26 |
2023-10-31 |
2023-11-28 |
7.619895282999999 |
8.681310000000002 |
¥6.5万 |
+13.90% |
跌破离场 |
| 27 |
2024-03-04 |
2024-03-15 |
8.040441409 |
7.3226700000000005 |
¥-4.6万 |
-8.95% |
跌破离场 |
| 28 |
2024-04-30 |
2024-05-17 |
9.061767714999998 |
8.58141 |
¥-2.6万 |
-5.33% |
跌破离场 |
| 29 |
2024-09-26 |
2024-11-25 |
7.379583211 |
8.32167 |
¥5.9万 |
+12.73% |
跌破离场 |
| 30 |
2025-05-15 |
2025-06-20 |
7.810142339999999 |
7.54245 |
¥-1.8万 |
-3.46% |
跌破离场 |
| 31 |
2025-06-26 |
2025-09-04 |
8.090506423999999 |
8.27172 |
¥1.1万 |
+2.21% |
跌破离场 |
| 32 |
2025-10-30 |
2025-11-24 |
8.390896514 |
7.82217 |
¥-3.5万 |
-6.81% |
跌破离场 |
| 33 |
2026-01-07 |
2026-02-03 |
8.080493421 |
7.812180000000001 |
¥-1.6万 |
-3.35% |
跌破离场 |
| 34 |
2026-06-26 |
2026-07-20 |
7.40962222 |
6.97 |
¥-2.7万 |
-5.96% |
跌破离场 |
| 35 |
2026-11-04 |
2026-11-13 |
6.858907054999999 |
6.75 |
¥-7,077 |
-1.62% |
强平 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-23 |
突破买入 |
买入 |
14.214199999999998 |
70300.0 |
¥100.0万 |
首仓入场 |
| 2015-05-05 |
跌破离场 |
卖出 |
14.855129999999999 |
70300.0 |
¥1.04M |
|
| 2015-10-20 |
突破买入 |
买入 |
7.4774699999999985 |
138600.0 |
¥1.04M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
9.1908 |
138600.0 |
¥1.27M |
|
| 2016-03-22 |
突破买入 |
买入 |
8.24824 |
154900.0 |
¥1.28M |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
7.17282 |
154900.0 |
¥1.11M |
|
| 2016-06-29 |
突破买入 |
买入 |
7.69769 |
143800.0 |
¥1.11M |
首仓入场 |
| 2016-07-21 |
跌破离场 |
卖出 |
7.49 |
143800.0 |
¥1.08M |
|
| 2016-08-16 |
突破买入 |
买入 |
7.71771 |
139300.0 |
¥1.08M |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
7.34265 |
139300.0 |
¥1.02M |
|
| 2016-10-25 |
突破买入 |
买入 |
7.547539999999999 |
135600.0 |
¥1.02M |
首仓入场 |
| 2016-12-01 |
跌破离场 |
卖出 |
8.4915 |
135600.0 |
¥1.15M |
|
| 2017-02-09 |
突破买入 |
买入 |
8.048039999999999 |
142600.0 |
¥1.15M |
首仓入场 |
| 2017-03-23 |
跌破离场 |
卖出 |
8.121870000000001 |
142600.0 |
¥1.16M |
|
| 2017-05-18 |
突破买入 |
买入 |
8.48848 |
135300.0 |
¥1.15M |
首仓入场 |
| 2017-07-13 |
跌破离场 |
卖出 |
9.15084 |
135300.0 |
¥1.24M |
|
| 2018-01-09 |
突破买入 |
买入 |
7.257249999999999 |
172500.0 |
¥1.25M |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
6.853140000000001 |
172500.0 |
¥1.18M |
|
| 2018-06-29 |
突破买入 |
买入 |
6.476469999999998 |
179900.0 |
¥1.17M |
首仓入场 |
| 2018-08-09 |
跌破离场 |
卖出 |
6.02397 |
179900.0 |
¥1.08M |
|
| 2019-01-09 |
突破买入 |
买入 |
7.207199999999999 |
149300.0 |
¥1.08M |
首仓入场 |
| 2019-01-28 |
跌破离场 |
卖出 |
6.15384 |
149300.0 |
¥91.8万 |
|
| 2019-04-09 |
突破买入 |
买入 |
8.108099999999999 |
113600.0 |
¥92.1万 |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
7.392600000000001 |
113600.0 |
¥84.0万 |
|
| 2019-12-18 |
突破买入 |
买入 |
7.097089999999999 |
121000.0 |
¥85.9万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
7.24 |
121000.0 |
¥87.6万 |
|
| 2020-04-21 |
突破买入 |
买入 |
7.24724 |
119000.0 |
¥86.3万 |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
6.993 |
119000.0 |
¥83.2万 |
|
| 2020-07-07 |
突破买入 |
买入 |
9.008999999999999 |
94300.0 |
¥85.0万 |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
8.53146 |
94300.0 |
¥80.4万 |
|
| 2020-10-23 |
突破买入 |
买入 |
8.93 |
89600.0 |
¥80.0万 |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
8.641350000000001 |
89600.0 |
¥77.4万 |
|
| 2021-01-05 |
突破买入 |
买入 |
11.011 |
69200.0 |
¥76.2万 |
首仓入场 |
| 2021-01-25 |
跌破离场 |
卖出 |
8.71128 |
69200.0 |
¥60.3万 |
|
| 2021-03-25 |
突破买入 |
买入 |
8.99899 |
67400.0 |
¥60.7万 |
首仓入场 |
| 2021-04-07 |
跌破离场 |
卖出 |
8.48151 |
67400.0 |
¥57.1万 |
|
| 2021-05-31 |
突破买入 |
买入 |
10.300289999999999 |
56400.0 |
¥58.1万 |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
9.33066 |
56400.0 |
¥52.6万 |
|
| 2022-06-16 |
突破买入 |
买入 |
7.08 |
74300.0 |
¥52.6万 |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
6.5734200000000005 |
74300.0 |
¥48.8万 |
|
| 2022-08-15 |
突破买入 |
买入 |
6.79679 |
71200.0 |
¥48.4万 |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
6.65334 |
71200.0 |
¥47.4万 |
|
| 2022-11-07 |
突破买入 |
买入 |
6.996989999999999 |
65600.0 |
¥45.9万 |
首仓入场 |
| 2022-11-22 |
跌破离场 |
卖出 |
6.70329 |
65600.0 |
¥44.0万 |
|
| 2023-01-17 |
突破买入 |
买入 |
6.7067 |
68100.0 |
¥45.7万 |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
6.7332600000000005 |
68100.0 |
¥45.8万 |
|
| 2023-04-04 |
突破买入 |
买入 |
7.1471399999999985 |
64400.0 |
¥46.0万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
6.84315 |
64400.0 |
¥44.1万 |
|
| 2023-07-26 |
突破买入 |
买入 |
6.906899999999999 |
63600.0 |
¥43.9万 |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
7.38261 |
63600.0 |
¥46.9万 |
|
| 2023-10-31 |
突破买入 |
买入 |
7.617609999999999 |
61700.0 |
¥47.0万 |
首仓入场 |
| 2023-11-28 |
跌破离场 |
卖出 |
8.681310000000002 |
61700.0 |
¥53.5万 |
|
| 2024-03-04 |
突破买入 |
买入 |
8.03803 |
63900.0 |
¥51.4万 |
首仓入场 |
| 2024-03-15 |
跌破离场 |
卖出 |
7.3226700000000005 |
63900.0 |
¥46.8万 |
|
| 2024-04-30 |
突破买入 |
买入 |
9.05905 |
53500.0 |
¥48.5万 |
首仓入场 |
| 2024-05-17 |
跌破离场 |
卖出 |
8.58141 |
53500.0 |
¥45.9万 |
|
| 2024-09-26 |
突破买入 |
买入 |
7.377369999999999 |
62600.0 |
¥46.2万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
8.32167 |
62600.0 |
¥52.1万 |
|
| 2025-05-15 |
突破买入 |
买入 |
7.8077999999999985 |
66600.0 |
¥52.0万 |
首仓入场 |
| 2025-06-20 |
跌破离场 |
卖出 |
7.54245 |
66600.0 |
¥50.2万 |
|
| 2025-06-26 |
突破买入 |
买入 |
8.08808 |
62500.0 |
¥50.6万 |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
8.27172 |
62500.0 |
¥51.7万 |
|
| 2025-10-30 |
突破买入 |
买入 |
8.38838 |
61200.0 |
¥51.4万 |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
7.82217 |
61200.0 |
¥47.9万 |
|
| 2026-01-07 |
突破买入 |
买入 |
8.078069999999999 |
59500.0 |
¥48.1万 |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
7.812180000000001 |
59500.0 |
¥46.5万 |
|
| 2026-06-26 |
突破买入 |
买入 |
7.4074 |
61800.0 |
¥45.8万 |
首仓入场 |
| 2026-07-20 |
跌破离场 |
卖出 |
6.97 |
61800.0 |
¥43.1万 |
|
| 2026-11-04 |
突破买入 |
买入 |
6.856849999999999 |
63800.0 |
¥43.8万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
6.75 |
63800 |
¥43.1万 |
回测结束强平 |