601988 中国银行 — 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: ¥76.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -23.65%）
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 40 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 |
4.335630298999999 |
4.57542 |
¥5.5万 |
+5.50% |
跌破离场 |
| 2 |
2015-06-10 |
2015-06-23 |
5.156696544999999 |
4.54545 |
¥-12.2万 |
-11.88% |
跌破离场 |
| 3 |
2015-07-09 |
2015-07-28 |
5.597268677 |
4.4955 |
¥-18.3万 |
-19.71% |
跌破离场 |
| 4 |
2015-10-22 |
2015-11-03 |
3.9551361849999997 |
3.8461500000000006 |
¥-2.0万 |
-2.78% |
跌破离场 |
| 5 |
2015-11-10 |
2015-11-30 |
4.145383242 |
3.9560400000000002 |
¥-3.3万 |
-4.60% |
跌破离场 |
| 6 |
2015-12-04 |
2016-01-05 |
4.255526274999999 |
3.7962000000000002 |
¥-7.4万 |
-10.82% |
跌破离场 |
| 7 |
2016-03-07 |
2016-05-10 |
3.384395013999999 |
3.27 |
¥-2.1万 |
-3.41% |
跌破离场 |
| 8 |
2016-07-27 |
2016-09-13 |
3.354356005 |
3.38 |
¥4,394 |
+0.73% |
跌破离场 |
| 9 |
2016-10-25 |
2016-12-19 |
3.4344600290000002 |
3.4465500000000002 |
¥1,946 |
+0.32% |
跌破离场 |
| 10 |
2017-01-17 |
2017-03-23 |
3.494538047 |
3.6063899999999998 |
¥1.9万 |
+3.17% |
跌破离场 |
| 11 |
2017-04-05 |
2017-04-20 |
3.6747721009999994 |
3.5264699999999998 |
¥-2.5万 |
-4.06% |
跌破离场 |
| 12 |
2017-05-15 |
2017-09-15 |
3.6747721009999994 |
4.095899999999999 |
¥6.9万 |
+11.43% |
跌破离场 |
| 13 |
2018-01-12 |
2018-02-09 |
4.095318226999999 |
4.2957 |
¥3.3万 |
+4.86% |
跌破离场 |
| 14 |
2018-07-13 |
2018-07-20 |
3.6210859999999996 |
3.4465500000000002 |
¥-3.2万 |
-4.85% |
跌破离场 |
| 15 |
2018-09-25 |
2018-10-12 |
3.6547460949999993 |
3.48651 |
¥-3.1万 |
-4.63% |
跌破离场 |
| 16 |
2019-02-01 |
2019-03-26 |
3.6911069999999997 |
3.74625 |
¥9,356 |
+1.46% |
跌破离场 |
| 17 |
2019-04-09 |
2019-05-07 |
3.895058167 |
3.7862100000000005 |
¥-1.8万 |
-2.82% |
跌破离场 |
| 18 |
2019-10-25 |
2019-11-12 |
3.7511250000000005 |
3.64635 |
¥-1.8万 |
-2.82% |
跌破离场 |
| 19 |
2020-03-06 |
2020-03-19 |
3.654746095 |
3.47652 |
¥-3.0万 |
-4.91% |
跌破离场 |
| 20 |
2020-04-20 |
2020-04-24 |
3.574642070999999 |
3.4465500000000002 |
¥-2.1万 |
-3.61% |
跌破离场 |
| 21 |
2020-07-03 |
2020-07-16 |
3.584655073999999 |
3.4265700000000003 |
¥-2.5万 |
-4.44% |
跌破离场 |
| 22 |
2021-02-23 |
2021-04-23 |
3.2442129719999997 |
3.2867100000000007 |
¥6,841 |
+1.28% |
跌破离场 |
| 23 |
2021-05-31 |
2021-06-07 |
3.344343002 |
3.16683 |
¥-2.9万 |
-5.34% |
跌破离场 |
| 24 |
2021-09-02 |
2021-11-09 |
3.0539659149999996 |
3.03 |
¥-4,174 |
-0.81% |
跌破离场 |
| 25 |
2021-11-25 |
2022-02-25 |
3.0739919209999997 |
3.11688 |
¥6,935 |
+1.36% |
跌破离场 |
| 26 |
2022-03-31 |
2022-05-09 |
3.224186966 |
3.18681 |
¥-6,145 |
-1.19% |
跌破离场 |
| 27 |
2022-06-13 |
2022-07-15 |
3.2141739629999995 |
3.02697 |
¥-3.0万 |
-5.85% |
跌破离场 |
| 28 |
2022-09-07 |
2022-10-28 |
3.0709210000000002 |
3.03696 |
¥-5,457 |
-1.14% |
跌破离场 |
| 29 |
2022-11-24 |
2022-12-22 |
3.110933 |
3.13686 |
¥3,828 |
+0.80% |
跌破离场 |
| 30 |
2023-03-06 |
2023-05-25 |
3.314303993 |
3.85614 |
¥7.8万 |
+16.31% |
跌破离场 |
| 31 |
2023-10-13 |
2024-03-14 |
3.8750321609999996 |
4.34565 |
¥6.7万 |
+12.11% |
跌破离场 |
| 32 |
2024-04-16 |
2024-05-07 |
4.585955374 |
4.47552 |
¥-1.5万 |
-2.44% |
跌破离场 |
| 33 |
2024-06-28 |
2024-10-28 |
4.615994383 |
4.90509 |
¥3.8万 |
+6.23% |
跌破离场 |
| 34 |
2024-12-05 |
2025-05-06 |
5.096618526999999 |
5.544449999999999 |
¥5.6万 |
+8.75% |
跌破离场 |
| 35 |
2025-06-24 |
2025-07-23 |
5.657346694999999 |
5.56 |
¥-1.2万 |
-1.75% |
跌破离场 |
| 36 |
2025-10-24 |
2025-12-05 |
5.477112640999999 |
5.87412 |
¥5.0万 |
+7.22% |
跌破离场 |
| 37 |
2026-03-18 |
2026-05-07 |
5.50715165 |
5.70429 |
¥2.6万 |
+3.55% |
跌破离场 |
| 38 |
2026-06-09 |
2026-06-22 |
6.107931829999998 |
5.774220000000001 |
¥-4.2万 |
-5.49% |
跌破离场 |
| 39 |
2026-07-31 |
2026-08-06 |
6.027827805999999 |
5.74425 |
¥-3.4万 |
-4.73% |
跌破离场 |
| 40 |
2026-09-01 |
2026-11-13 |
6.518464952999999 |
7.18 |
¥7.0万 |
+10.12% |
强平 |
逐笔成交记录（共 80 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 |
4.33433 |
230100.0 |
¥99.8万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
4.57542 |
230100.0 |
¥1.05M |
|
| 2015-06-10 |
突破买入 |
买入 |
5.15515 |
198700.0 |
¥1.02M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
4.54545 |
198700.0 |
¥90.3万 |
|
| 2015-07-09 |
突破买入 |
买入 |
5.59559 |
166300.0 |
¥93.1万 |
首仓入场 |
| 2015-07-28 |
跌破离场 |
卖出 |
4.4955 |
166300.0 |
¥74.7万 |
|
| 2015-10-22 |
突破买入 |
买入 |
3.95395 |
185400.0 |
¥73.3万 |
首仓入场 |
| 2015-11-03 |
跌破离场 |
卖出 |
3.8461500000000006 |
185400.0 |
¥71.3万 |
|
| 2015-11-10 |
突破买入 |
买入 |
4.144139999999999 |
173400.0 |
¥71.9万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
3.9560400000000002 |
173400.0 |
¥68.6万 |
|
| 2015-12-04 |
突破买入 |
买入 |
4.25425 |
159800.0 |
¥68.0万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
3.7962000000000002 |
159800.0 |
¥60.6万 |
|
| 2016-03-07 |
突破买入 |
买入 |
3.3833799999999994 |
182500.0 |
¥61.8万 |
首仓入场 |
| 2016-05-10 |
跌破离场 |
卖出 |
3.27 |
182500.0 |
¥59.7万 |
|
| 2016-07-27 |
突破买入 |
买入 |
3.3533500000000003 |
178400.0 |
¥59.8万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
3.38 |
178400.0 |
¥60.3万 |
|
| 2016-10-25 |
突破买入 |
买入 |
3.4334300000000004 |
176000.0 |
¥60.4万 |
首仓入场 |
| 2016-12-19 |
跌破离场 |
卖出 |
3.4465500000000002 |
176000.0 |
¥60.6万 |
|
| 2017-01-17 |
突破买入 |
买入 |
3.4934899999999995 |
173100.0 |
¥60.5万 |
首仓入场 |
| 2017-03-23 |
跌破离场 |
卖出 |
3.6063899999999998 |
173100.0 |
¥62.4万 |
|
| 2017-04-05 |
突破买入 |
买入 |
3.6736699999999995 |
168900.0 |
¥62.1万 |
首仓入场 |
| 2017-04-20 |
跌破离场 |
卖出 |
3.5264699999999998 |
168900.0 |
¥59.5万 |
|
| 2017-05-15 |
突破买入 |
买入 |
3.6736699999999995 |
163400.0 |
¥60.0万 |
首仓入场 |
| 2017-09-15 |
跌破离场 |
卖出 |
4.095899999999999 |
163400.0 |
¥66.9万 |
|
| 2018-01-12 |
突破买入 |
买入 |
4.09409 |
163300.0 |
¥66.9万 |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
4.2957 |
163300.0 |
¥70.1万 |
|
| 2018-07-13 |
突破买入 |
买入 |
3.62 |
184800.0 |
¥66.9万 |
首仓入场 |
| 2018-07-20 |
跌破离场 |
卖出 |
3.4465500000000002 |
184800.0 |
¥63.7万 |
|
| 2018-09-25 |
突破买入 |
买入 |
3.6536499999999994 |
181600.0 |
¥66.4万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
3.48651 |
181600.0 |
¥63.3万 |
|
| 2019-02-01 |
突破买入 |
买入 |
3.69 |
173200.0 |
¥63.9万 |
首仓入场 |
| 2019-03-26 |
跌破离场 |
卖出 |
3.74625 |
173200.0 |
¥64.9万 |
|
| 2019-04-09 |
突破买入 |
买入 |
3.8938900000000003 |
165900.0 |
¥64.6万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
3.7862100000000005 |
165900.0 |
¥62.8万 |
|
| 2019-10-25 |
突破买入 |
买入 |
3.75 |
167600.0 |
¥62.9万 |
首仓入场 |
| 2019-11-12 |
跌破离场 |
卖出 |
3.64635 |
167600.0 |
¥61.1万 |
|
| 2020-03-06 |
突破买入 |
买入 |
3.65365 |
166900.0 |
¥61.0万 |
首仓入场 |
| 2020-03-19 |
跌破离场 |
卖出 |
3.47652 |
166900.0 |
¥58.0万 |
|
| 2020-04-20 |
突破买入 |
买入 |
3.5735699999999992 |
162300.0 |
¥58.0万 |
首仓入场 |
| 2020-04-24 |
跌破离场 |
卖出 |
3.4465500000000002 |
162300.0 |
¥55.9万 |
|
| 2020-07-03 |
突破买入 |
买入 |
3.5835799999999995 |
156500.0 |
¥56.1万 |
首仓入场 |
| 2020-07-16 |
跌破离场 |
卖出 |
3.4265700000000003 |
156500.0 |
¥53.6万 |
|
| 2021-02-23 |
突破买入 |
买入 |
3.2432399999999997 |
164800.0 |
¥53.5万 |
首仓入场 |
| 2021-04-23 |
跌破离场 |
卖出 |
3.2867100000000007 |
164800.0 |
¥54.1万 |
|
| 2021-05-31 |
突破买入 |
买入 |
3.34334 |
162400.0 |
¥54.3万 |
首仓入场 |
| 2021-06-07 |
跌破离场 |
卖出 |
3.16683 |
162400.0 |
¥51.4万 |
|
| 2021-09-02 |
突破买入 |
买入 |
3.0530499999999994 |
167800.0 |
¥51.2万 |
首仓入场 |
| 2021-11-09 |
跌破离场 |
卖出 |
3.03 |
167800.0 |
¥50.8万 |
|
| 2021-11-25 |
突破买入 |
买入 |
3.0730699999999995 |
165300.0 |
¥50.8万 |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
3.11688 |
165300.0 |
¥51.5万 |
|
| 2022-03-31 |
突破买入 |
买入 |
3.22322 |
160300.0 |
¥51.7万 |
首仓入场 |
| 2022-05-09 |
跌破离场 |
卖出 |
3.18681 |
160300.0 |
¥51.1万 |
|
| 2022-06-13 |
突破买入 |
买入 |
3.2132099999999997 |
157900.0 |
¥50.8万 |
首仓入场 |
| 2022-07-15 |
跌破离场 |
卖出 |
3.02697 |
157900.0 |
¥47.8万 |
|
| 2022-09-07 |
突破买入 |
买入 |
3.07 |
156500.0 |
¥48.1万 |
首仓入场 |
| 2022-10-28 |
跌破离场 |
卖出 |
3.03696 |
156500.0 |
¥47.5万 |
|
| 2022-11-24 |
突破买入 |
买入 |
3.11 |
153200.0 |
¥47.7万 |
首仓入场 |
| 2022-12-22 |
跌破离场 |
卖出 |
3.13686 |
153200.0 |
¥48.0万 |
|
| 2023-03-06 |
突破买入 |
买入 |
3.3133099999999995 |
144700.0 |
¥48.0万 |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
3.85614 |
144700.0 |
¥55.8万 |
|
| 2023-10-13 |
突破买入 |
买入 |
3.8738699999999993 |
143100.0 |
¥55.5万 |
首仓入场 |
| 2024-03-14 |
跌破离场 |
卖出 |
4.34565 |
143100.0 |
¥62.2万 |
|
| 2024-04-16 |
突破买入 |
买入 |
4.58458 |
135900.0 |
¥62.3万 |
首仓入场 |
| 2024-05-07 |
跌破离场 |
卖出 |
4.47552 |
135900.0 |
¥60.8万 |
|
| 2024-06-28 |
突破买入 |
买入 |
4.61461 |
132000.0 |
¥60.9万 |
首仓入场 |
| 2024-10-28 |
跌破离场 |
卖出 |
4.90509 |
132000.0 |
¥64.7万 |
|
| 2024-12-05 |
突破买入 |
买入 |
5.095089999999999 |
126500.0 |
¥64.5万 |
首仓入场 |
| 2025-05-06 |
跌破离场 |
卖出 |
5.544449999999999 |
126500.0 |
¥70.1万 |
|
| 2025-06-24 |
突破买入 |
买入 |
5.65565 |
124100.0 |
¥70.2万 |
首仓入场 |
| 2025-07-23 |
跌破离场 |
卖出 |
5.56 |
124100.0 |
¥69.0万 |
|
| 2025-10-24 |
突破买入 |
买入 |
5.475469999999999 |
125700.0 |
¥68.8万 |
首仓入场 |
| 2025-12-05 |
跌破离场 |
卖出 |
5.87412 |
125700.0 |
¥73.8万 |
|
| 2026-03-18 |
突破买入 |
买入 |
5.5055 |
134500.0 |
¥74.1万 |
首仓入场 |
| 2026-05-07 |
跌破离场 |
卖出 |
5.70429 |
134500.0 |
¥76.7万 |
|
| 2026-06-09 |
突破买入 |
买入 |
6.106099999999999 |
124800.0 |
¥76.2万 |
首仓入场 |
| 2026-06-22 |
跌破离场 |
卖出 |
5.774220000000001 |
124800.0 |
¥72.0万 |
|
| 2026-07-31 |
突破买入 |
买入 |
6.026019999999999 |
118000.0 |
¥71.1万 |
首仓入场 |
| 2026-08-06 |
跌破离场 |
卖出 |
5.74425 |
118000.0 |
¥67.8万 |
|
| 2026-09-01 |
突破买入 |
买入 |
6.516509999999999 |
106100.0 |
¥69.2万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
7.18 |
106100 |
¥76.2万 |
回测结束强平 |