601939 建设银行 — 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: ¥1.43M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +43.05%）
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 |
2015-05-06 |
6.117944832999999 |
6.54345 |
¥6.9万 |
+6.92% |
跌破离场 |
| 2 |
2015-07-08 |
2015-07-28 |
7.0091021 |
5.85414 |
¥-16.5万 |
-16.50% |
跌破离场 |
| 3 |
2015-11-06 |
2016-01-05 |
5.607281679999999 |
5.51448 |
¥-1.5万 |
-1.68% |
跌破离场 |
| 4 |
2016-05-30 |
2016-07-01 |
4.786215434 |
4.74525 |
¥-7,855 |
-0.89% |
跌破离场 |
| 5 |
2016-07-14 |
2016-09-13 |
5.046553511999999 |
5.16483 |
¥2.0万 |
+2.31% |
跌破离场 |
| 6 |
2016-10-25 |
2016-12-16 |
5.286865584 |
5.40459 |
¥2.0万 |
+2.20% |
跌破离场 |
| 7 |
2017-01-17 |
2017-03-23 |
5.587255673999999 |
5.79 |
¥3.3万 |
+3.60% |
跌破离场 |
| 8 |
2017-04-06 |
2017-04-20 |
6.0178148029999985 |
5.74425 |
¥-4.4万 |
-4.57% |
跌破离场 |
| 9 |
2017-05-15 |
2017-09-19 |
6.178022851 |
6.74325 |
¥8.3万 |
+9.12% |
跌破离场 |
| 10 |
2017-10-20 |
2017-11-13 |
7.272181000000001 |
6.80319 |
¥-6.4万 |
-6.48% |
跌破离场 |
| 11 |
2017-11-23 |
2018-02-08 |
7.379583210999999 |
8.70129 |
¥16.6万 |
+17.87% |
跌破离场 |
| 12 |
2018-09-25 |
2018-11-12 |
7.10923213 |
6.6833100000000005 |
¥-6.5万 |
-6.02% |
跌破离场 |
| 13 |
2019-01-22 |
2019-03-27 |
6.678673000999998 |
6.8331599999999995 |
¥2.3万 |
+2.28% |
跌破离场 |
| 14 |
2019-04-17 |
2019-05-07 |
7.710012309999999 |
7.16283 |
¥-7.5万 |
-7.12% |
跌破离场 |
| 15 |
2019-06-11 |
2019-07-11 |
7.279453180999999 |
7.02297 |
¥-3.5万 |
-3.55% |
跌破离场 |
| 16 |
2019-10-14 |
2020-01-09 |
7.229388166 |
7.182810000000001 |
¥-6,365 |
-0.67% |
跌破离场 |
| 17 |
2020-07-03 |
2020-07-27 |
6.498438947 |
6.133859999999999 |
¥-5.3万 |
-5.64% |
跌破离场 |
| 18 |
2020-10-20 |
2020-12-11 |
6.511953 |
6.5734200000000005 |
¥8,050 |
+0.91% |
跌破离场 |
| 19 |
2021-01-14 |
2021-04-23 |
6.5985689769999984 |
7.1128800000000005 |
¥6.9万 |
+7.76% |
跌破离场 |
| 20 |
2021-09-08 |
2021-09-23 |
6.077892820999999 |
5.97402 |
¥-1.7万 |
-1.74% |
跌破离场 |
| 21 |
2021-12-08 |
2022-02-24 |
5.897658766999999 |
6.12387 |
¥3.6万 |
+3.80% |
跌破离场 |
| 22 |
2022-03-30 |
2022-04-19 |
6.241872 |
6.0939 |
¥-2.4万 |
-2.40% |
跌破离场 |
| 23 |
2022-09-13 |
2022-10-27 |
5.5472036619999985 |
5.4445500000000004 |
¥-1.8万 |
-1.88% |
跌破离场 |
| 24 |
2022-11-28 |
2022-12-21 |
5.527177655999999 |
5.48451 |
¥-7,471 |
-0.80% |
跌破离场 |
| 25 |
2023-03-03 |
2023-05-25 |
5.687385703999999 |
6.26373 |
¥9.4万 |
+10.10% |
跌破离场 |
| 26 |
2023-10-13 |
2023-10-31 |
6.498438947 |
6.22377 |
¥-4.3万 |
-4.26% |
跌破离场 |
| 27 |
2023-12-13 |
2024-03-13 |
6.458386934999999 |
6.86313 |
¥6.1万 |
+6.24% |
跌破离场 |
| 28 |
2024-04-16 |
2024-09-02 |
7.129258135999999 |
7.442550000000001 |
¥4.5万 |
+4.36% |
跌破离场 |
| 29 |
2024-12-05 |
2025-01-23 |
8.190636453999998 |
8.221770000000001 |
¥3,801 |
+0.35% |
跌破离场 |
| 30 |
2025-02-19 |
2025-05-26 |
8.791416633999999 |
9.080909999999998 |
¥3.5万 |
+3.26% |
跌破离场 |
| 31 |
2025-06-23 |
2025-07-22 |
9.312092790000001 |
9.53046 |
¥2.6万 |
+2.31% |
跌破离场 |
| 32 |
2025-10-20 |
2025-12-05 |
9.141871739 |
9.360629999999999 |
¥2.7万 |
+2.36% |
跌破离场 |
| 33 |
2026-03-10 |
2026-05-12 |
9.021715703 |
9.57042 |
¥7.1万 |
+6.05% |
跌破离场 |
| 34 |
2026-05-22 |
2026-06-22 |
10.063068015 |
9.87012 |
¥-2.4万 |
-1.95% |
跌破离场 |
| 35 |
2026-07-21 |
2026-11-13 |
10.393497114 |
12.11 |
¥20.1万 |
+16.48% |
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 |
|---|
| 2015-03-19 |
突破买入 |
买入 |
6.11611 |
163100.0 |
¥99.8万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
6.54345 |
163100.0 |
¥1.07M |
|
| 2015-07-08 |
突破买入 |
买入 |
7.007 |
142600.0 |
¥99.9万 |
首仓入场 |
| 2015-07-28 |
跌破离场 |
卖出 |
5.85414 |
142600.0 |
¥83.5万 |
|
| 2015-11-06 |
突破买入 |
买入 |
5.605599999999999 |
159400.0 |
¥89.4万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
5.51448 |
159400.0 |
¥87.9万 |
|
| 2016-05-30 |
突破买入 |
买入 |
4.78478 |
185300.0 |
¥88.7万 |
首仓入场 |
| 2016-07-01 |
跌破离场 |
卖出 |
4.74525 |
185300.0 |
¥87.9万 |
|
| 2016-07-14 |
突破买入 |
买入 |
5.045039999999999 |
173500.0 |
¥87.6万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
5.16483 |
173500.0 |
¥89.6万 |
|
| 2016-10-25 |
突破买入 |
买入 |
5.285279999999999 |
170100.0 |
¥89.9万 |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
5.40459 |
170100.0 |
¥91.9万 |
|
| 2017-01-17 |
突破买入 |
买入 |
5.585579999999999 |
163600.0 |
¥91.4万 |
首仓入场 |
| 2017-03-23 |
跌破离场 |
卖出 |
5.79 |
163600.0 |
¥94.7万 |
|
| 2017-04-06 |
突破买入 |
买入 |
6.016009999999999 |
158200.0 |
¥95.2万 |
首仓入场 |
| 2017-04-20 |
跌破离场 |
卖出 |
5.74425 |
158200.0 |
¥90.8万 |
|
| 2017-05-15 |
突破买入 |
买入 |
6.176169999999999 |
147300.0 |
¥91.0万 |
首仓入场 |
| 2017-09-19 |
跌破离场 |
卖出 |
6.74325 |
147300.0 |
¥99.3万 |
|
| 2017-10-20 |
突破买入 |
买入 |
7.27 |
135800.0 |
¥98.8万 |
首仓入场 |
| 2017-11-13 |
跌破离场 |
卖出 |
6.80319 |
135800.0 |
¥92.4万 |
|
| 2017-11-23 |
突破买入 |
买入 |
7.377369999999999 |
125700.0 |
¥92.8万 |
首仓入场 |
| 2018-02-08 |
跌破离场 |
卖出 |
8.70129 |
125700.0 |
¥1.09M |
|
| 2018-09-25 |
突破买入 |
买入 |
7.1071 |
151400.0 |
¥1.08M |
首仓入场 |
| 2018-11-12 |
跌破离场 |
卖出 |
6.6833100000000005 |
151400.0 |
¥1.01M |
|
| 2019-01-22 |
突破买入 |
买入 |
6.676669999999999 |
154000.0 |
¥1.03M |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
6.8331599999999995 |
154000.0 |
¥1.05M |
|
| 2019-04-17 |
突破买入 |
买入 |
7.707699999999999 |
135900.0 |
¥1.05M |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
7.16283 |
135900.0 |
¥97.3万 |
|
| 2019-06-11 |
突破买入 |
买入 |
7.277269999999999 |
134000.0 |
¥97.5万 |
首仓入场 |
| 2019-07-11 |
跌破离场 |
卖出 |
7.02297 |
134000.0 |
¥94.1万 |
|
| 2019-10-14 |
突破买入 |
买入 |
7.227219999999999 |
130600.0 |
¥94.4万 |
首仓入场 |
| 2020-01-09 |
跌破离场 |
卖出 |
7.182810000000001 |
130600.0 |
¥93.8万 |
|
| 2020-07-03 |
突破买入 |
买入 |
6.49649 |
144300.0 |
¥93.8万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
6.133859999999999 |
144300.0 |
¥88.5万 |
|
| 2020-10-20 |
突破买入 |
买入 |
6.51 |
135300.0 |
¥88.1万 |
首仓入场 |
| 2020-12-11 |
跌破离场 |
卖出 |
6.5734200000000005 |
135300.0 |
¥88.9万 |
|
| 2021-01-14 |
突破买入 |
买入 |
6.596589999999999 |
135300.0 |
¥89.3万 |
首仓入场 |
| 2021-04-23 |
跌破离场 |
卖出 |
7.1128800000000005 |
135300.0 |
¥96.2万 |
|
| 2021-09-08 |
突破买入 |
买入 |
6.07607 |
158100.0 |
¥96.1万 |
首仓入场 |
| 2021-09-23 |
跌破离场 |
卖出 |
5.97402 |
158100.0 |
¥94.4万 |
|
| 2021-12-08 |
突破买入 |
买入 |
5.895889999999999 |
160100.0 |
¥94.4万 |
首仓入场 |
| 2022-02-24 |
跌破离场 |
卖出 |
6.12387 |
160100.0 |
¥98.0万 |
|
| 2022-03-30 |
突破买入 |
买入 |
6.24 |
157100.0 |
¥98.1万 |
首仓入场 |
| 2022-04-19 |
跌破离场 |
卖出 |
6.0939 |
157100.0 |
¥95.7万 |
|
| 2022-09-13 |
突破买入 |
买入 |
5.545539999999999 |
172400.0 |
¥95.6万 |
首仓入场 |
| 2022-10-27 |
跌破离场 |
卖出 |
5.4445500000000004 |
172400.0 |
¥93.8万 |
|
| 2022-11-28 |
突破买入 |
买入 |
5.525519999999999 |
168600.0 |
¥93.2万 |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
5.48451 |
168600.0 |
¥92.4万 |
|
| 2023-03-03 |
突破买入 |
买入 |
5.685679999999999 |
164000.0 |
¥93.3万 |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
6.26373 |
164000.0 |
¥1.03M |
|
| 2023-10-13 |
突破买入 |
买入 |
6.49649 |
157200.0 |
¥1.02M |
首仓入场 |
| 2023-10-31 |
跌破离场 |
卖出 |
6.22377 |
157200.0 |
¥97.8万 |
|
| 2023-12-13 |
突破买入 |
买入 |
6.456449999999999 |
151700.0 |
¥98.0万 |
首仓入场 |
| 2024-03-13 |
跌破离场 |
卖出 |
6.86313 |
151700.0 |
¥1.04M |
|
| 2024-04-16 |
突破买入 |
买入 |
7.12712 |
145800.0 |
¥1.04M |
首仓入场 |
| 2024-09-02 |
跌破离场 |
卖出 |
7.442550000000001 |
145800.0 |
¥1.08M |
|
| 2024-12-05 |
突破买入 |
买入 |
8.18818 |
132600.0 |
¥1.09M |
首仓入场 |
| 2025-01-23 |
跌破离场 |
卖出 |
8.221770000000001 |
132600.0 |
¥1.09M |
|
| 2025-02-19 |
突破买入 |
买入 |
8.78878 |
123700.0 |
¥1.09M |
首仓入场 |
| 2025-05-26 |
跌破离场 |
卖出 |
9.080909999999998 |
123700.0 |
¥1.12M |
|
| 2025-06-23 |
突破买入 |
买入 |
9.3093 |
120900.0 |
¥1.13M |
首仓入场 |
| 2025-07-22 |
跌破离场 |
卖出 |
9.53046 |
120900.0 |
¥1.15M |
|
| 2025-10-20 |
突破买入 |
买入 |
9.13913 |
124900.0 |
¥1.14M |
首仓入场 |
| 2025-12-05 |
跌破离场 |
卖出 |
9.360629999999999 |
124900.0 |
¥1.17M |
|
| 2026-03-10 |
突破买入 |
买入 |
9.019009999999998 |
130000.0 |
¥1.17M |
首仓入场 |
| 2026-05-12 |
跌破离场 |
卖出 |
9.57042 |
130000.0 |
¥1.24M |
|
| 2026-05-22 |
突破买入 |
买入 |
10.06005 |
124300.0 |
¥1.25M |
首仓入场 |
| 2026-06-22 |
跌破离场 |
卖出 |
9.87012 |
124300.0 |
¥1.23M |
|
| 2026-07-21 |
突破买入 |
买入 |
10.39038 |
117300.0 |
¥1.22M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
12.11 |
117300 |
¥1.42M |
回测结束强平 |