601919 中国远洋 — 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: ¥2.55M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +155.33%）
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 |
2015-03-19 |
2015-06-23 |
7.232169000000002 |
12.37761 |
¥70.4万 |
+71.10% |
跌破离场 |
| 2 |
2016-10-25 |
2016-12-13 |
5.4470736319999995 |
5.37462 |
¥-2.3万 |
-1.36% |
跌破离场 |
| 3 |
2017-02-08 |
2017-03-08 |
5.657346695 |
6.03396 |
¥11.1万 |
+6.63% |
跌破离场 |
| 4 |
2017-07-28 |
2017-09-20 |
6.1579968449999996 |
7.3726199999999995 |
¥34.6万 |
+19.69% |
跌破离场 |
| 5 |
2018-05-22 |
2018-06-05 |
6.318204893 |
5.994 |
¥-10.9万 |
-5.16% |
跌破离场 |
| 6 |
2019-01-07 |
2019-01-24 |
4.295578286999999 |
4.43 |
¥6.3万 |
+3.10% |
跌破离场 |
| 7 |
2019-02-27 |
2019-04-26 |
5.096618526999999 |
5.61438 |
¥21.0万 |
+10.13% |
跌破离场 |
| 8 |
2019-06-24 |
2019-07-09 |
5.046553512 |
4.82517 |
¥-10.1万 |
-4.42% |
跌破离场 |
| 9 |
2019-09-27 |
2019-10-08 |
5.0966185269999995 |
4.75524 |
¥-14.8万 |
-6.73% |
跌破离场 |
| 10 |
2019-12-27 |
2020-01-09 |
5.3269175959999995 |
5.03496 |
¥-11.3万 |
-5.51% |
跌破离场 |
| 11 |
2020-08-12 |
2020-12-14 |
5.186735553999999 |
8.90109 |
¥1.38M |
+71.56% |
跌破离场 |
| 12 |
2021-01-08 |
2021-01-29 |
14.128347233 |
12.81717 |
¥-30.4万 |
-9.31% |
跌破离场 |
| 13 |
2021-04-02 |
2021-07-15 |
14.018204199999998 |
22.327650000000002 |
¥1.77M |
+59.23% |
跌破离场 |
| 14 |
2021-09-14 |
2021-09-28 |
23.13003693 |
18.59139 |
¥-94.0万 |
-19.65% |
跌破离场 |
| 15 |
2021-12-01 |
2022-01-11 |
17.042131106 |
17.972009999999997 |
¥20.4万 |
+5.42% |
跌破离场 |
| 16 |
2022-03-01 |
2022-03-16 |
17.542781255999998 |
15.3846 |
¥-49.9万 |
-12.33% |
跌破离场 |
| 17 |
2022-06-08 |
2022-06-22 |
15.950713778999997 |
13.896090000000001 |
¥-45.8万 |
-12.91% |
跌破离场 |
| 18 |
2022-08-26 |
2022-09-06 |
14.074221 |
13.196789999999998 |
¥-19.4万 |
-6.26% |
跌破离场 |
| 19 |
2022-11-08 |
2022-12-15 |
12.045642609 |
10.97901 |
¥-25.8万 |
-8.88% |
跌破离场 |
| 20 |
2023-03-03 |
2023-04-04 |
11.184524350999999 |
10.71927 |
¥-11.1万 |
-4.19% |
跌破离场 |
| 21 |
2023-04-19 |
2023-05-25 |
11.605070476999998 |
10.84914 |
¥-16.6万 |
-6.54% |
跌破离场 |
| 22 |
2023-09-26 |
2023-10-11 |
10.10303 |
9.53046 |
¥-13.5万 |
-5.70% |
跌破离场 |
| 23 |
2023-11-24 |
2023-12-29 |
9.842781948999997 |
9.57042 |
¥-6.2万 |
-2.80% |
跌破离场 |
| 24 |
2024-02-21 |
2024-03-20 |
10.293367083999998 |
10.22976 |
¥-1.4万 |
-0.65% |
跌破离场 |
| 25 |
2024-04-16 |
2024-07-09 |
10.844082248999998 |
14.275709999999998 |
¥68.3万 |
+31.61% |
跌破离场 |
| 26 |
2024-09-23 |
2024-11-25 |
13.006890896999998 |
14.105879999999999 |
¥23.9万 |
+8.42% |
跌破离场 |
| 27 |
2024-12-18 |
2025-01-10 |
14.939400476 |
14.24574 |
¥-14.3万 |
-4.67% |
跌破离场 |
| 28 |
2025-03-25 |
2025-04-07 |
14.618984379999997 |
12.96702 |
¥-33.2万 |
-11.33% |
跌破离场 |
| 29 |
2025-05-08 |
2025-06-06 |
14.759166421999996 |
15.97401 |
¥21.2万 |
+8.20% |
跌破离场 |
| 30 |
2025-11-10 |
2025-11-25 |
15.480102638 |
14.855129999999999 |
¥-11.5万 |
-4.07% |
跌破离场 |
| 31 |
2025-12-19 |
2026-01-06 |
15.349933598999998 |
14.90508 |
¥-7.9万 |
-2.93% |
跌破离场 |
| 32 |
2026-02-25 |
2026-03-26 |
14.859296451999999 |
15.2847 |
¥7.4万 |
+2.83% |
跌破离场 |
| 33 |
2026-06-08 |
2026-06-18 |
14.919374470000001 |
14.035950000000001 |
¥-15.9万 |
-5.95% |
跌破离场 |
| 34 |
2026-07-16 |
2026-09-07 |
14.669049394999998 |
16.09389 |
¥24.5万 |
+9.68% |
跌破离场 |
| 35 |
2026-10-14 |
2026-10-23 |
17.152274138999996 |
15.71427 |
¥-23.4万 |
-8.41% |
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 |
|---|
| 2015-03-19 |
突破买入 |
买入 |
7.23 |
136900.0 |
¥99.0万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
12.37761 |
136900.0 |
¥1.69M |
|
| 2016-10-25 |
突破买入 |
买入 |
5.44544 |
310400.0 |
¥1.69M |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
5.37462 |
310400.0 |
¥1.67M |
|
| 2017-02-08 |
突破买入 |
买入 |
5.65565 |
296000.0 |
¥1.67M |
首仓入场 |
| 2017-03-08 |
跌破离场 |
卖出 |
6.03396 |
296000.0 |
¥1.79M |
|
| 2017-07-28 |
突破买入 |
买入 |
6.156149999999999 |
285700.0 |
¥1.76M |
首仓入场 |
| 2017-09-20 |
跌破离场 |
卖出 |
7.3726199999999995 |
285700.0 |
¥2.11M |
|
| 2018-05-22 |
突破买入 |
买入 |
6.31631 |
333500.0 |
¥2.11M |
首仓入场 |
| 2018-06-05 |
跌破离场 |
卖出 |
5.994 |
333500.0 |
¥2.00M |
|
| 2019-01-07 |
突破买入 |
买入 |
4.294289999999999 |
471500.0 |
¥2.03M |
首仓入场 |
| 2019-01-24 |
跌破离场 |
卖出 |
4.43 |
471500.0 |
¥2.09M |
|
| 2019-02-27 |
突破买入 |
买入 |
5.095089999999999 |
407300.0 |
¥2.08M |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
5.61438 |
407300.0 |
¥2.29M |
|
| 2019-06-24 |
突破买入 |
买入 |
5.045039999999999 |
455300.0 |
¥2.30M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
4.82517 |
455300.0 |
¥2.20M |
|
| 2019-09-27 |
突破买入 |
买入 |
5.095089999999999 |
430900.0 |
¥2.20M |
首仓入场 |
| 2019-10-08 |
跌破离场 |
卖出 |
4.75524 |
430900.0 |
¥2.05M |
|
| 2019-12-27 |
突破买入 |
买入 |
5.32532 |
383900.0 |
¥2.05M |
首仓入场 |
| 2020-01-09 |
跌破离场 |
卖出 |
5.03496 |
383900.0 |
¥1.93M |
|
| 2020-08-12 |
突破买入 |
买入 |
5.185179999999999 |
372600.0 |
¥1.93M |
首仓入场 |
| 2020-12-14 |
跌破离场 |
卖出 |
8.90109 |
372600.0 |
¥3.32M |
|
| 2021-01-08 |
突破买入 |
买入 |
14.124109999999998 |
231400.0 |
¥3.27M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
12.81717 |
231400.0 |
¥2.97M |
|
| 2021-04-02 |
突破买入 |
买入 |
14.014 |
213700.0 |
¥3.00M |
首仓入场 |
| 2021-07-15 |
跌破离场 |
卖出 |
22.327650000000002 |
213700.0 |
¥4.77M |
|
| 2021-09-14 |
突破买入 |
买入 |
23.123099999999997 |
206900.0 |
¥4.79M |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
18.59139 |
206900.0 |
¥3.85M |
|
| 2021-12-01 |
突破买入 |
买入 |
17.03702 |
221100.0 |
¥3.77M |
首仓入场 |
| 2022-01-11 |
跌破离场 |
卖出 |
17.972009999999997 |
221100.0 |
¥3.97M |
|
| 2022-03-01 |
突破买入 |
买入 |
17.537519999999997 |
230800.0 |
¥4.05M |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
15.3846 |
230800.0 |
¥3.55M |
|
| 2022-06-08 |
突破买入 |
买入 |
15.945929999999999 |
222600.0 |
¥3.55M |
首仓入场 |
| 2022-06-22 |
跌破离场 |
卖出 |
13.896090000000001 |
222600.0 |
¥3.09M |
|
| 2022-08-26 |
突破买入 |
买入 |
14.07 |
219600.0 |
¥3.09M |
首仓入场 |
| 2022-09-06 |
跌破离场 |
卖出 |
13.196789999999998 |
219600.0 |
¥2.90M |
|
| 2022-11-08 |
突破买入 |
买入 |
12.042029999999999 |
240800.0 |
¥2.90M |
首仓入场 |
| 2022-12-15 |
跌破离场 |
卖出 |
10.97901 |
240800.0 |
¥2.64M |
|
| 2023-03-03 |
突破买入 |
买入 |
11.181169999999998 |
236300.0 |
¥2.64M |
首仓入场 |
| 2023-04-04 |
跌破离场 |
卖出 |
10.71927 |
236300.0 |
¥2.53M |
|
| 2023-04-19 |
突破买入 |
买入 |
11.601589999999998 |
218100.0 |
¥2.53M |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
10.84914 |
218100.0 |
¥2.37M |
|
| 2023-09-26 |
突破买入 |
买入 |
10.1 |
234600.0 |
¥2.37M |
首仓入场 |
| 2023-10-11 |
跌破离场 |
卖出 |
9.53046 |
234600.0 |
¥2.24M |
|
| 2023-11-24 |
突破买入 |
买入 |
9.83983 |
226900.0 |
¥2.23M |
首仓入场 |
| 2023-12-29 |
跌破离场 |
卖出 |
9.57042 |
226900.0 |
¥2.17M |
|
| 2024-02-21 |
突破买入 |
买入 |
10.290279999999997 |
209900.0 |
¥2.16M |
首仓入场 |
| 2024-03-20 |
跌破离场 |
卖出 |
10.22976 |
209900.0 |
¥2.15M |
|
| 2024-04-16 |
突破买入 |
买入 |
10.840829999999999 |
199200.0 |
¥2.16M |
首仓入场 |
| 2024-07-09 |
跌破离场 |
卖出 |
14.275709999999998 |
199200.0 |
¥2.84M |
|
| 2024-09-23 |
突破买入 |
买入 |
13.002989999999999 |
218300.0 |
¥2.84M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
14.105879999999999 |
218300.0 |
¥3.08M |
|
| 2024-12-18 |
突破买入 |
买入 |
14.934919999999998 |
205600.0 |
¥3.07M |
首仓入场 |
| 2025-01-10 |
跌破离场 |
卖出 |
14.24574 |
205600.0 |
¥2.93M |
|
| 2025-03-25 |
突破买入 |
买入 |
14.614599999999996 |
200600.0 |
¥2.93M |
首仓入场 |
| 2025-04-07 |
跌破离场 |
卖出 |
12.96702 |
200600.0 |
¥2.60M |
|
| 2025-05-08 |
突破买入 |
买入 |
14.754739999999998 |
175600.0 |
¥2.59M |
首仓入场 |
| 2025-06-06 |
跌破离场 |
卖出 |
15.97401 |
175600.0 |
¥2.80M |
|
| 2025-11-10 |
突破买入 |
买入 |
15.475460000000002 |
182000.0 |
¥2.82M |
首仓入场 |
| 2025-11-25 |
跌破离场 |
卖出 |
14.855129999999999 |
182000.0 |
¥2.70M |
|
| 2025-12-19 |
突破买入 |
买入 |
15.345329999999999 |
175400.0 |
¥2.69M |
首仓入场 |
| 2026-01-06 |
跌破离场 |
卖出 |
14.90508 |
175400.0 |
¥2.61M |
|
| 2026-02-25 |
突破买入 |
买入 |
14.85484 |
176500.0 |
¥2.62M |
首仓入场 |
| 2026-03-26 |
跌破离场 |
卖出 |
15.2847 |
176500.0 |
¥2.70M |
|
| 2026-06-08 |
突破买入 |
买入 |
14.914900000000001 |
179400.0 |
¥2.68M |
首仓入场 |
| 2026-06-18 |
跌破离场 |
卖出 |
14.035950000000001 |
179400.0 |
¥2.52M |
|
| 2026-07-16 |
突破买入 |
买入 |
14.664649999999998 |
172800.0 |
¥2.53M |
首仓入场 |
| 2026-09-07 |
跌破离场 |
卖出 |
16.09389 |
172800.0 |
¥2.78M |
|
| 2026-10-14 |
突破买入 |
买入 |
17.147129999999997 |
162000.0 |
¥2.78M |
首仓入场 |
| 2026-10-23 |
跌破离场 |
卖出 |
15.71427 |
162000.0 |
¥2.54M |
|