601995 中金公司 — 海龟交易法则 回测明细
数据区间: 2020-11-02 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥86.6万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -13.39%）
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 20 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 |
2021-05-25 |
2021-07-02 |
53.759813107 |
56.8431 |
¥5.6万 |
+5.70% |
跌破离场 |
| 2 |
2021-12-10 |
2021-12-27 |
51.617030464999985 |
49.62033 |
¥-4.0万 |
-3.90% |
跌破离场 |
| 3 |
2022-06-01 |
2022-07-12 |
38.19960644499999 |
42.6573 |
¥11.6万 |
+11.64% |
跌破离场 |
| 4 |
2022-11-04 |
2022-12-20 |
36.06683680599999 |
37.562400000000004 |
¥4.6万 |
+4.12% |
跌破离场 |
| 5 |
2023-01-17 |
2023-02-20 |
39.951881969999995 |
39.43 |
¥-1.6万 |
-1.34% |
跌破离场 |
| 6 |
2023-02-22 |
2023-03-09 |
42.695444792 |
41.00895 |
¥-4.6万 |
-3.98% |
跌破离场 |
| 7 |
2023-04-18 |
2023-04-25 |
42.134716624 |
39.81015 |
¥-6.2万 |
-5.55% |
跌破离场 |
| 8 |
2023-05-08 |
2023-05-24 |
41.053312299999995 |
41.52843 |
¥1.1万 |
+1.13% |
跌破离场 |
| 9 |
2023-07-26 |
2023-09-01 |
37.72899530399999 |
38.98098000000001 |
¥3.5万 |
+3.29% |
跌破离场 |
| 10 |
2023-11-07 |
2023-12-15 |
38.65019158 |
39.03093 |
¥1.0万 |
+0.95% |
跌破离场 |
| 11 |
2024-04-30 |
2024-05-24 |
34.194405245 |
32.18778 |
¥-6.5万 |
-5.90% |
跌破离场 |
| 12 |
2024-08-01 |
2024-08-23 |
30.039008999999997 |
27.322650000000003 |
¥-9.4万 |
-9.07% |
跌破离场 |
| 13 |
2024-09-26 |
2024-11-25 |
30.820023233999997 |
34.84512 |
¥12.3万 |
+13.03% |
跌破离场 |
| 14 |
2025-02-14 |
2025-04-08 |
32.902727858 |
31.968 |
¥-3.1万 |
-2.87% |
跌破离场 |
| 15 |
2025-05-15 |
2025-05-23 |
34.644990379999996 |
33.1668 |
¥-4.4万 |
-4.30% |
跌破离场 |
| 16 |
2025-06-25 |
2025-08-04 |
35.195705544999996 |
35.63433 |
¥1.2万 |
+1.22% |
跌破离场 |
| 17 |
2025-08-19 |
2025-09-19 |
38.399866505 |
36.14382 |
¥-5.9万 |
-5.90% |
跌破离场 |
| 18 |
2025-10-13 |
2025-11-03 |
37.01807209099999 |
36.7632 |
¥-6,674 |
-0.72% |
跌破离场 |
| 19 |
2026-06-23 |
2026-07-14 |
35.476069629 |
34.965 |
¥-1.4万 |
-1.47% |
跌破离场 |
| 20 |
2026-07-16 |
2026-07-29 |
37.40857920799999 |
34.63533 |
¥-6.7万 |
-7.44% |
跌破离场 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-05-25 |
突破买入 |
买入 |
53.743689999999994 |
18300.0 |
¥98.4万 |
首仓入场 |
| 2021-07-02 |
跌破离场 |
卖出 |
56.8431 |
18300.0 |
¥1.04M |
|
| 2021-12-10 |
突破买入 |
买入 |
51.60154999999999 |
20100.0 |
¥1.04M |
首仓入场 |
| 2021-12-27 |
跌破离场 |
卖出 |
49.62033 |
20100.0 |
¥99.7万 |
|
| 2022-06-01 |
突破买入 |
买入 |
38.18814999999999 |
26200.0 |
¥1.00M |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
42.6573 |
26200.0 |
¥1.12M |
|
| 2022-11-04 |
突破买入 |
买入 |
36.05602 |
31100.0 |
¥1.12M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
37.562400000000004 |
31100.0 |
¥1.17M |
|
| 2023-01-17 |
突破买入 |
买入 |
39.939899999999994 |
29200.0 |
¥1.17M |
首仓入场 |
| 2023-02-20 |
跌破离场 |
卖出 |
39.43 |
29200.0 |
¥1.15M |
|
| 2023-02-22 |
突破买入 |
买入 |
42.682640000000006 |
26800.0 |
¥1.14M |
首仓入场 |
| 2023-03-09 |
跌破离场 |
卖出 |
41.00895 |
26800.0 |
¥1.10M |
|
| 2023-04-18 |
突破买入 |
买入 |
42.122080000000004 |
26400.0 |
¥1.11M |
首仓入场 |
| 2023-04-25 |
跌破离场 |
卖出 |
39.81015 |
26400.0 |
¥1.05M |
|
| 2023-05-08 |
突破买入 |
买入 |
41.041 |
24600.0 |
¥1.01M |
首仓入场 |
| 2023-05-24 |
跌破离场 |
卖出 |
41.52843 |
24600.0 |
¥1.02M |
|
| 2023-07-26 |
突破买入 |
买入 |
37.717679999999994 |
28000.0 |
¥1.06M |
首仓入场 |
| 2023-09-01 |
跌破离场 |
卖出 |
38.98098000000001 |
28000.0 |
¥1.09M |
|
| 2023-11-07 |
突破买入 |
买入 |
38.6386 |
28100.0 |
¥1.09M |
首仓入场 |
| 2023-12-15 |
跌破离场 |
卖出 |
39.03093 |
28100.0 |
¥1.10M |
|
| 2024-04-30 |
突破买入 |
买入 |
34.184149999999995 |
32100.0 |
¥1.10M |
首仓入场 |
| 2024-05-24 |
跌破离场 |
卖出 |
32.18778 |
32100.0 |
¥1.03M |
|
| 2024-08-01 |
突破买入 |
买入 |
30.029999999999998 |
34500.0 |
¥1.04M |
首仓入场 |
| 2024-08-23 |
跌破离场 |
卖出 |
27.322650000000003 |
34500.0 |
¥94.2万 |
|
| 2024-09-26 |
突破买入 |
买入 |
30.810779999999998 |
30600.0 |
¥94.3万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
34.84512 |
30600.0 |
¥1.07M |
|
| 2025-02-14 |
突破买入 |
买入 |
32.89286 |
32400.0 |
¥1.07M |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
31.968 |
32400.0 |
¥1.04M |
|
| 2025-05-15 |
突破买入 |
买入 |
34.6346 |
29900.0 |
¥1.04M |
首仓入场 |
| 2025-05-23 |
跌破离场 |
卖出 |
33.1668 |
29900.0 |
¥99.1万 |
|
| 2025-06-25 |
突破买入 |
买入 |
35.18514999999999 |
28400.0 |
¥100.0万 |
首仓入场 |
| 2025-08-04 |
跌破离场 |
卖出 |
35.63433 |
28400.0 |
¥1.01M |
|
| 2025-08-19 |
突破买入 |
买入 |
38.388349999999996 |
26100.0 |
¥1.00M |
首仓入场 |
| 2025-09-19 |
跌破离场 |
卖出 |
36.14382 |
26100.0 |
¥94.3万 |
|
| 2025-10-13 |
突破买入 |
买入 |
37.006969999999995 |
25100.0 |
¥92.9万 |
首仓入场 |
| 2025-11-03 |
跌破离场 |
卖出 |
36.7632 |
25100.0 |
¥92.2万 |
|
| 2026-06-23 |
突破买入 |
买入 |
35.46543 |
26600.0 |
¥94.4万 |
首仓入场 |
| 2026-07-14 |
跌破离场 |
卖出 |
34.965 |
26600.0 |
¥93.0万 |
|
| 2026-07-16 |
突破买入 |
买入 |
37.39735999999999 |
24200.0 |
¥90.5万 |
首仓入场 |
| 2026-07-29 |
跌破离场 |
卖出 |
34.63533 |
24200.0 |
¥83.8万 |
|