601998 中信银行 — 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: ¥1.12M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +11.76%）
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 38 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 |
7.492247 |
7.512479999999999 |
¥2,386 |
+0.24% |
跌破离场 |
| 2 |
2015-07-08 |
2015-07-28 |
8.290766483999999 |
7.992 |
¥-3.3万 |
-3.63% |
跌破离场 |
| 3 |
2015-10-22 |
2015-11-30 |
6.448373932 |
7.08291 |
¥9.3万 |
+9.81% |
跌破离场 |
| 4 |
2016-03-07 |
2016-04-21 |
5.877632760999998 |
5.85414 |
¥-4,492 |
-0.43% |
跌破离场 |
| 5 |
2016-07-14 |
2016-09-12 |
5.967749788 |
6.07392 |
¥1.8万 |
+1.75% |
跌破离场 |
| 6 |
2016-10-25 |
2016-11-03 |
6.157996844999999 |
5.95 |
¥-3.7万 |
-3.41% |
跌破离场 |
| 7 |
2016-11-14 |
2016-12-21 |
6.308191889999999 |
6.45354 |
¥2.3万 |
+2.27% |
跌破离场 |
| 8 |
2017-05-26 |
2017-08-04 |
6.178022851 |
6.553439999999999 |
¥6.4万 |
+6.04% |
跌破离场 |
| 9 |
2017-11-23 |
2017-12-18 |
6.468399937999999 |
6.113879999999999 |
¥-6.2万 |
-5.51% |
跌破离场 |
| 10 |
2018-01-08 |
2018-02-12 |
6.448373932 |
6.82317 |
¥6.1万 |
+5.78% |
跌破离场 |
| 11 |
2018-08-01 |
2018-08-16 |
6.278152880999997 |
5.6943 |
¥-10.5万 |
-9.33% |
跌破离场 |
| 12 |
2019-01-21 |
2019-03-27 |
5.5472036619999985 |
6.12 |
¥10.5万 |
+10.29% |
跌破离场 |
| 13 |
2019-06-12 |
2019-07-09 |
5.971791 |
5.91408 |
¥-1.1万 |
-1.00% |
跌破离场 |
| 14 |
2019-10-14 |
2019-11-21 |
6.0178148029999985 |
5.98401 |
¥-6,593 |
-0.59% |
跌破离场 |
| 15 |
2019-12-18 |
2020-01-16 |
6.208061859999999 |
6.023970000000001 |
¥-3.3万 |
-2.99% |
跌破离场 |
| 16 |
2020-06-30 |
2020-07-20 |
5.211563 |
5.244749999999999 |
¥6,468 |
+0.61% |
跌破离场 |
| 17 |
2021-01-15 |
2021-03-03 |
5.176722551 |
5.11 |
¥-1.4万 |
-1.32% |
跌破离场 |
| 18 |
2021-03-17 |
2021-04-27 |
5.467099638 |
5.24475 |
¥-4.4万 |
-4.10% |
跌破离场 |
| 19 |
2021-09-13 |
2021-09-22 |
4.796228437 |
4.515479999999999 |
¥-6.0万 |
-5.88% |
跌破离场 |
| 20 |
2021-12-10 |
2022-02-25 |
4.575942371 |
4.61538 |
¥7,984 |
+0.83% |
跌破离场 |
| 21 |
2022-03-31 |
2022-04-26 |
5.086605524 |
4.90509 |
¥-3.5万 |
-3.60% |
跌破离场 |
| 22 |
2022-06-10 |
2022-07-08 |
4.716124412999999 |
4.68531 |
¥-6,351 |
-0.68% |
跌破离场 |
| 23 |
2022-08-30 |
2022-10-26 |
4.435760328999999 |
4.465529999999999 |
¥5,967 |
+0.64% |
跌破离场 |
| 24 |
2022-11-30 |
2022-12-21 |
5.1115330000000005 |
4.91508 |
¥-3.6万 |
-3.87% |
跌破离场 |
| 25 |
2023-03-03 |
2023-05-25 |
5.096618526999999 |
6.48351 |
¥24.5万 |
+27.17% |
跌破离场 |
| 26 |
2023-10-19 |
2023-10-25 |
5.867619758 |
5.584409999999999 |
¥-5.5万 |
-4.86% |
跌破离场 |
| 27 |
2024-01-05 |
2024-03-13 |
5.437060628999999 |
6.22377 |
¥15.7万 |
+14.44% |
跌破离场 |
| 28 |
2024-04-19 |
2024-06-06 |
7.50975225 |
6.913079999999999 |
¥-9.4万 |
-7.97% |
跌破离场 |
| 29 |
2024-08-20 |
2024-09-02 |
6.628607986 |
6.133859999999999 |
¥-8.6万 |
-7.49% |
跌破离场 |
| 30 |
2024-10-09 |
2024-10-31 |
6.999089097 |
6.5734200000000005 |
¥-6.3万 |
-6.11% |
跌破离场 |
| 31 |
2024-12-04 |
2024-12-20 |
6.979063090999999 |
6.763229999999999 |
¥-3.1万 |
-3.12% |
跌破离场 |
| 32 |
2025-03-03 |
2025-03-31 |
6.898959066999999 |
7.14285 |
¥3.4万 |
+3.50% |
跌破离场 |
| 33 |
2025-05-14 |
2025-07-25 |
7.619895282999999 |
8.221770000000001 |
¥7.9万 |
+7.87% |
跌破离场 |
| 34 |
2025-10-23 |
2025-11-25 |
7.940311378999999 |
7.77222 |
¥-2.3万 |
-2.15% |
跌破离场 |
| 35 |
2026-01-21 |
2026-01-29 |
7.860207354999998 |
7.25274 |
¥-8.2万 |
-7.76% |
跌破离场 |
| 36 |
2026-03-18 |
2026-05-19 |
7.830168345999999 |
7.92207 |
¥1.1万 |
+1.14% |
跌破离场 |
| 37 |
2026-07-31 |
2026-10-23 |
7.830168345999999 |
8.941049999999999 |
¥13.8万 |
+14.15% |
跌破离场 |
| 38 |
2026-11-02 |
2026-11-13 |
9.412222819999998 |
9.31 |
¥-1.2万 |
-1.12% |
强平 |
逐笔成交记录（共 76 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 |
7.49 |
132700.0 |
¥99.4万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
7.512479999999999 |
132700.0 |
¥99.7万 |
|
| 2015-07-08 |
突破买入 |
买入 |
8.288279999999999 |
109700.0 |
¥90.9万 |
首仓入场 |
| 2015-07-28 |
跌破离场 |
卖出 |
7.992 |
109700.0 |
¥87.6万 |
|
| 2015-10-22 |
突破买入 |
买入 |
6.44644 |
146600.0 |
¥94.5万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
7.08291 |
146600.0 |
¥1.04M |
|
| 2016-03-07 |
突破买入 |
买入 |
5.875869999999999 |
177900.0 |
¥1.05M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
5.85414 |
177900.0 |
¥1.04M |
|
| 2016-07-14 |
突破买入 |
买入 |
5.965959999999999 |
176800.0 |
¥1.06M |
首仓入场 |
| 2016-09-12 |
跌破离场 |
卖出 |
6.07392 |
176800.0 |
¥1.07M |
|
| 2016-10-25 |
突破买入 |
买入 |
6.156149999999999 |
174100.0 |
¥1.07M |
首仓入场 |
| 2016-11-03 |
跌破离场 |
卖出 |
5.95 |
174100.0 |
¥1.04M |
|
| 2016-11-14 |
突破买入 |
买入 |
6.306299999999999 |
163600.0 |
¥1.03M |
首仓入场 |
| 2016-12-21 |
跌破离场 |
卖出 |
6.45354 |
163600.0 |
¥1.06M |
|
| 2017-05-26 |
突破买入 |
买入 |
6.176169999999999 |
170800.0 |
¥1.06M |
首仓入场 |
| 2017-08-04 |
跌破离场 |
卖出 |
6.553439999999999 |
170800.0 |
¥1.12M |
|
| 2017-11-23 |
突破买入 |
买入 |
6.46646 |
172700.0 |
¥1.12M |
首仓入场 |
| 2017-12-18 |
跌破离场 |
卖出 |
6.113879999999999 |
172700.0 |
¥1.06M |
|
| 2018-01-08 |
突破买入 |
买入 |
6.446439999999999 |
164800.0 |
¥1.06M |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
6.82317 |
164800.0 |
¥1.12M |
|
| 2018-08-01 |
突破买入 |
买入 |
6.276269999999998 |
179000.0 |
¥1.12M |
首仓入场 |
| 2018-08-16 |
跌破离场 |
卖出 |
5.6943 |
179000.0 |
¥1.02M |
|
| 2019-01-21 |
突破买入 |
买入 |
5.545539999999999 |
183500.0 |
¥1.02M |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
6.12 |
183500.0 |
¥1.12M |
|
| 2019-06-12 |
突破买入 |
买入 |
5.97 |
187700.0 |
¥1.12M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
5.91408 |
187700.0 |
¥1.11M |
|
| 2019-10-14 |
突破买入 |
买入 |
6.016009999999998 |
185200.0 |
¥1.11M |
首仓入场 |
| 2019-11-21 |
跌破离场 |
卖出 |
5.98401 |
185200.0 |
¥1.11M |
|
| 2019-12-18 |
突破买入 |
买入 |
6.206199999999999 |
177600.0 |
¥1.10M |
首仓入场 |
| 2020-01-16 |
跌破离场 |
卖出 |
6.023970000000001 |
177600.0 |
¥1.07M |
|
| 2020-06-30 |
突破买入 |
买入 |
5.21 |
204600.0 |
¥1.07M |
首仓入场 |
| 2020-07-20 |
跌破离场 |
卖出 |
5.244749999999999 |
204600.0 |
¥1.07M |
|
| 2021-01-15 |
突破买入 |
买入 |
5.1751700000000005 |
209000.0 |
¥1.08M |
首仓入场 |
| 2021-03-03 |
跌破离场 |
卖出 |
5.11 |
209000.0 |
¥1.07M |
|
| 2021-03-17 |
突破买入 |
买入 |
5.465459999999999 |
194900.0 |
¥1.07M |
首仓入场 |
| 2021-04-27 |
跌破离场 |
卖出 |
5.24475 |
194900.0 |
¥1.02M |
|
| 2021-09-13 |
突破买入 |
买入 |
4.79479 |
213100.0 |
¥1.02M |
首仓入场 |
| 2021-09-22 |
跌破离场 |
卖出 |
4.515479999999999 |
213100.0 |
¥96.2万 |
|
| 2021-12-10 |
突破买入 |
买入 |
4.57457 |
209800.0 |
¥96.0万 |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
4.61538 |
209800.0 |
¥96.8万 |
|
| 2022-03-31 |
突破买入 |
买入 |
5.08508 |
189600.0 |
¥96.4万 |
首仓入场 |
| 2022-04-26 |
跌破离场 |
卖出 |
4.90509 |
189600.0 |
¥93.0万 |
|
| 2022-06-10 |
突破买入 |
买入 |
4.714709999999999 |
197100.0 |
¥93.0万 |
首仓入场 |
| 2022-07-08 |
跌破离场 |
卖出 |
4.68531 |
197100.0 |
¥92.3万 |
|
| 2022-08-30 |
突破买入 |
买入 |
4.434429999999999 |
209900.0 |
¥93.1万 |
首仓入场 |
| 2022-10-26 |
跌破离场 |
卖出 |
4.465529999999999 |
209900.0 |
¥93.7万 |
|
| 2022-11-30 |
突破买入 |
买入 |
5.11 |
181700.0 |
¥92.9万 |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
4.91508 |
181700.0 |
¥89.3万 |
|
| 2023-03-03 |
突破买入 |
买入 |
5.095089999999999 |
176800.0 |
¥90.1万 |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
6.48351 |
176800.0 |
¥1.15M |
|
| 2023-10-19 |
突破买入 |
买入 |
5.86586 |
193900.0 |
¥1.14M |
首仓入场 |
| 2023-10-25 |
跌破离场 |
卖出 |
5.584409999999999 |
193900.0 |
¥1.08M |
|
| 2024-01-05 |
突破买入 |
买入 |
5.435429999999999 |
200200.0 |
¥1.09M |
首仓入场 |
| 2024-03-13 |
跌破离场 |
卖出 |
6.22377 |
200200.0 |
¥1.25M |
|
| 2024-04-19 |
突破买入 |
买入 |
7.5075 |
156800.0 |
¥1.18M |
首仓入场 |
| 2024-06-06 |
跌破离场 |
卖出 |
6.913079999999999 |
156800.0 |
¥1.08M |
|
| 2024-08-20 |
突破买入 |
买入 |
6.626619999999999 |
174000.0 |
¥1.15M |
首仓入场 |
| 2024-09-02 |
跌破离场 |
卖出 |
6.133859999999999 |
174000.0 |
¥1.07M |
|
| 2024-10-09 |
突破买入 |
买入 |
6.996989999999999 |
147700.0 |
¥1.03M |
首仓入场 |
| 2024-10-31 |
跌破离场 |
卖出 |
6.5734200000000005 |
147700.0 |
¥97.1万 |
|
| 2024-12-04 |
突破买入 |
买入 |
6.976969999999999 |
143400.0 |
¥1.00M |
首仓入场 |
| 2024-12-20 |
跌破离场 |
卖出 |
6.763229999999999 |
143400.0 |
¥97.0万 |
|
| 2025-03-03 |
突破买入 |
买入 |
6.896889999999999 |
140500.0 |
¥96.9万 |
首仓入场 |
| 2025-03-31 |
跌破离场 |
卖出 |
7.14285 |
140500.0 |
¥1.00M |
|
| 2025-05-14 |
突破买入 |
买入 |
7.617609999999999 |
131500.0 |
¥1.00M |
首仓入场 |
| 2025-07-25 |
跌破离场 |
卖出 |
8.221770000000001 |
131500.0 |
¥1.08M |
|
| 2025-10-23 |
突破买入 |
买入 |
7.937929999999999 |
136500.0 |
¥1.08M |
首仓入场 |
| 2025-11-25 |
跌破离场 |
卖出 |
7.77222 |
136500.0 |
¥1.06M |
|
| 2026-01-21 |
突破买入 |
买入 |
7.857849999999999 |
134900.0 |
¥1.06M |
首仓入场 |
| 2026-01-29 |
跌破离场 |
卖出 |
7.25274 |
134900.0 |
¥97.8万 |
|
| 2026-03-18 |
突破买入 |
买入 |
7.827819999999999 |
124900.0 |
¥97.8万 |
首仓入场 |
| 2026-05-19 |
跌破离场 |
卖出 |
7.92207 |
124900.0 |
¥98.9万 |
|
| 2026-07-31 |
突破买入 |
买入 |
7.827819999999999 |
124600.0 |
¥97.6万 |
首仓入场 |
| 2026-10-23 |
跌破离场 |
卖出 |
8.941049999999999 |
124600.0 |
¥1.11M |
|
| 2026-11-02 |
突破买入 |
买入 |
9.409399999999998 |
119000.0 |
¥1.12M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
9.31 |
119000 |
¥1.11M |
回测结束强平 |