603501 韦尔股份 — 海龟交易法则 回测明细
数据区间: 2017-05-04 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.66M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +66.34%）
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 30 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 |
2017-10-13 |
2017-10-31 |
35.145640529999994 |
26.52345 |
¥-24.1万 |
-24.56% |
跌破离场 |
| 2 |
2017-11-09 |
2017-11-28 |
34.77515941899999 |
31.36 |
¥-7.2万 |
-9.85% |
跌破离场 |
| 3 |
2018-03-12 |
2018-04-24 |
38.25968446299999 |
36.95301 |
¥-2.3万 |
-3.44% |
跌破离场 |
| 4 |
2018-11-15 |
2018-12-18 |
32.311960681 |
31.977989999999995 |
¥-7,009 |
-1.06% |
跌破离场 |
| 5 |
2019-02-14 |
2019-05-24 |
33.15305293299999 |
46.4535 |
¥25.9万 |
+40.08% |
跌破离场 |
| 6 |
2019-06-28 |
2020-02-28 |
55.071516499999994 |
174.825 |
¥1.95M |
+217.36% |
跌破离场 |
| 7 |
2020-04-20 |
2020-05-21 |
176.43912586299996 |
187.4124 |
¥17.7万 |
+6.19% |
跌破离场 |
| 8 |
2020-06-22 |
2020-07-27 |
198.05719933999998 |
204.32547 |
¥9.5万 |
+3.13% |
跌破离场 |
| 9 |
2020-11-10 |
2020-12-23 |
232.30166959999997 |
212.54723999999996 |
¥-25.8万 |
-8.53% |
跌破离场 |
| 10 |
2021-01-07 |
2021-03-08 |
266.315840791 |
267.732 |
¥1.4万 |
+0.50% |
跌破离场 |
| 11 |
2021-04-08 |
2021-05-10 |
290.37708699999996 |
261.54819 |
¥-28.3万 |
-9.96% |
跌破离场 |
| 12 |
2021-10-27 |
2021-11-18 |
256.506929 |
263.62611 |
¥7.1万 |
+2.74% |
跌破离场 |
| 13 |
2021-12-03 |
2021-12-21 |
293.98176808 |
288.93078 |
¥-4.7万 |
-1.75% |
跌破离场 |
| 14 |
2022-05-24 |
2022-07-12 |
164.21324919999998 |
154.87497 |
¥-14.8万 |
-5.71% |
跌破离场 |
| 15 |
2023-01-17 |
2023-02-20 |
91.10831429699998 |
87.70221000000001 |
¥-9.3万 |
-3.77% |
跌破离场 |
| 16 |
2023-03-24 |
2023-04-24 |
91.41871738999997 |
95.12478 |
¥9.5万 |
+4.02% |
跌破离场 |
| 17 |
2023-06-01 |
2023-06-09 |
99.57931483499999 |
93.6063 |
¥-14.9万 |
-6.03% |
跌破离场 |
| 18 |
2023-06-20 |
2023-08-15 |
102.96370984899998 |
99.9 |
¥-7.0万 |
-3.00% |
跌破离场 |
| 19 |
2023-10-11 |
2023-11-21 |
99.1287297 |
104.02587 |
¥11.1万 |
+4.91% |
跌破离场 |
| 20 |
2024-03-01 |
2024-04-09 |
96.12482879999999 |
94.905 |
¥-3.1万 |
-1.30% |
跌破离场 |
| 21 |
2024-04-30 |
2024-05-17 |
102.45304669599999 |
100.04985 |
¥-5.5万 |
-2.37% |
跌破离场 |
| 22 |
2024-06-19 |
2024-07-03 |
104.91624543399999 |
96.88302 |
¥-17.6万 |
-7.68% |
跌破离场 |
| 23 |
2024-07-15 |
2024-07-31 |
109.011563661 |
100.29960000000001 |
¥-17.0万 |
-8.02% |
跌破离场 |
| 24 |
2024-10-09 |
2024-11-25 |
115.72027567099998 |
99.45045 |
¥-26.7万 |
-14.09% |
跌破离场 |
| 25 |
2025-02-06 |
2025-03-14 |
110.062928976 |
136.65 |
¥40.1万 |
+24.12% |
跌破离场 |
| 26 |
2025-08-19 |
2025-09-05 |
128.66708855 |
128.77110000000002 |
¥1,053 |
+0.05% |
跌破离场 |
| 27 |
2025-12-15 |
2026-01-27 |
125.613122635 |
124.3755 |
¥-2.1万 |
-1.01% |
跌破离场 |
| 28 |
2026-05-26 |
2026-06-01 |
108.98268499999999 |
94.78511999999999 |
¥-26.7万 |
-13.05% |
跌破离场 |
| 29 |
2026-07-10 |
2026-07-24 |
106.077753782 |
95.2047 |
¥-18.2万 |
-10.28% |
跌破离场 |
| 30 |
2026-10-27 |
2026-11-13 |
84.36956327799999 |
86.87 |
¥4.7万 |
+2.93% |
强平 |
逐笔成交记录（共 60 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-10-13 |
突破买入 |
买入 |
35.135099999999994 |
27900.0 |
¥98.1万 |
首仓入场 |
| 2017-10-31 |
跌破离场 |
卖出 |
26.52345 |
27900.0 |
¥74.0万 |
|
| 2017-11-09 |
突破买入 |
买入 |
34.76472999999999 |
21000.0 |
¥73.0万 |
首仓入场 |
| 2017-11-28 |
跌破离场 |
卖出 |
31.36 |
21000.0 |
¥65.8万 |
|
| 2018-03-12 |
突破买入 |
买入 |
38.24820999999999 |
17800.0 |
¥68.1万 |
首仓入场 |
| 2018-04-24 |
跌破离场 |
卖出 |
36.95301 |
17800.0 |
¥65.8万 |
|
| 2018-11-15 |
突破买入 |
买入 |
32.30227 |
20400.0 |
¥65.9万 |
首仓入场 |
| 2018-12-18 |
跌破离场 |
卖出 |
31.977989999999995 |
20400.0 |
¥65.2万 |
|
| 2019-02-14 |
突破买入 |
买入 |
33.14310999999999 |
19500.0 |
¥64.6万 |
首仓入场 |
| 2019-05-24 |
跌破离场 |
卖出 |
46.4535 |
19500.0 |
¥90.6万 |
|
| 2019-06-28 |
突破买入 |
买入 |
55.05499999999999 |
16300.0 |
¥89.8万 |
首仓入场 |
| 2020-02-28 |
跌破离场 |
卖出 |
174.825 |
16300.0 |
¥2.85M |
|
| 2020-04-20 |
突破买入 |
买入 |
176.38620999999998 |
16200.0 |
¥2.86M |
首仓入场 |
| 2020-05-21 |
跌破离场 |
卖出 |
187.4124 |
16200.0 |
¥3.04M |
|
| 2020-06-22 |
突破买入 |
买入 |
197.99779999999998 |
15300.0 |
¥3.03M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
204.32547 |
15300.0 |
¥3.13M |
|
| 2020-11-10 |
突破买入 |
买入 |
232.23199999999997 |
13000.0 |
¥3.02M |
首仓入场 |
| 2020-12-23 |
跌破离场 |
卖出 |
212.54723999999996 |
13000.0 |
¥2.76M |
|
| 2021-01-07 |
突破买入 |
买入 |
266.23597 |
10800.0 |
¥2.88M |
首仓入场 |
| 2021-03-08 |
跌破离场 |
卖出 |
267.732 |
10800.0 |
¥2.89M |
|
| 2021-04-08 |
突破买入 |
买入 |
290.28999999999996 |
9800.0 |
¥2.85M |
首仓入场 |
| 2021-05-10 |
跌破离场 |
卖出 |
261.54819 |
9800.0 |
¥2.56M |
|
| 2021-10-27 |
突破买入 |
买入 |
256.43 |
10100.0 |
¥2.59M |
首仓入场 |
| 2021-11-18 |
跌破离场 |
卖出 |
263.62611 |
10100.0 |
¥2.66M |
|
| 2021-12-03 |
突破买入 |
买入 |
293.8936 |
9100.0 |
¥2.68M |
首仓入场 |
| 2021-12-21 |
跌破离场 |
卖出 |
288.93078 |
9100.0 |
¥2.63M |
|
| 2022-05-24 |
突破买入 |
买入 |
164.164 |
15800.0 |
¥2.59M |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
154.87497 |
15800.0 |
¥2.45M |
|
| 2023-01-17 |
突破买入 |
买入 |
91.08098999999999 |
27100.0 |
¥2.47M |
首仓入场 |
| 2023-02-20 |
跌破离场 |
卖出 |
87.70221000000001 |
27100.0 |
¥2.38M |
|
| 2023-03-24 |
突破买入 |
买入 |
91.39129999999997 |
25900.0 |
¥2.37M |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
95.12478 |
25900.0 |
¥2.46M |
|
| 2023-06-01 |
突破买入 |
买入 |
99.54945 |
24800.0 |
¥2.47M |
首仓入场 |
| 2023-06-09 |
跌破离场 |
卖出 |
93.6063 |
24800.0 |
¥2.32M |
|
| 2023-06-20 |
突破买入 |
买入 |
102.93282999999998 |
22600.0 |
¥2.33M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
99.9 |
22600.0 |
¥2.26M |
|
| 2023-10-11 |
突破买入 |
买入 |
99.09899999999999 |
22900.0 |
¥2.27M |
首仓入场 |
| 2023-11-21 |
跌破离场 |
卖出 |
104.02587 |
22900.0 |
¥2.38M |
|
| 2024-03-01 |
突破买入 |
买入 |
96.09599999999999 |
24700.0 |
¥2.37M |
首仓入场 |
| 2024-04-09 |
跌破离场 |
卖出 |
94.905 |
24700.0 |
¥2.34M |
|
| 2024-04-30 |
突破买入 |
买入 |
102.42231999999998 |
22800.0 |
¥2.34M |
首仓入场 |
| 2024-05-17 |
跌破离场 |
卖出 |
100.04985 |
22800.0 |
¥2.28M |
|
| 2024-06-19 |
突破买入 |
买入 |
104.88477999999999 |
21800.0 |
¥2.29M |
首仓入场 |
| 2024-07-03 |
跌破离场 |
卖出 |
96.88302 |
21800.0 |
¥2.11M |
|
| 2024-07-15 |
突破买入 |
买入 |
108.97886999999999 |
19400.0 |
¥2.11M |
首仓入场 |
| 2024-07-31 |
跌破离场 |
卖出 |
100.29960000000001 |
19400.0 |
¥1.95M |
|
| 2024-10-09 |
突破买入 |
买入 |
115.68556999999998 |
16400.0 |
¥1.90M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
99.45045 |
16400.0 |
¥1.63M |
|
| 2025-02-06 |
突破买入 |
买入 |
110.02991999999999 |
15100.0 |
¥1.66M |
首仓入场 |
| 2025-03-14 |
跌破离场 |
卖出 |
136.65 |
15100.0 |
¥2.06M |
|
| 2025-08-19 |
突破买入 |
买入 |
128.62849999999997 |
16100.0 |
¥2.07M |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
128.77110000000002 |
16100.0 |
¥2.07M |
|
| 2025-12-15 |
突破买入 |
买入 |
125.57544999999999 |
16400.0 |
¥2.06M |
首仓入场 |
| 2026-01-27 |
跌破离场 |
卖出 |
124.3755 |
16400.0 |
¥2.04M |
|
| 2026-05-26 |
突破买入 |
买入 |
108.95 |
18800.0 |
¥2.05M |
首仓入场 |
| 2026-06-01 |
跌破离场 |
卖出 |
94.78511999999999 |
18800.0 |
¥1.78M |
|
| 2026-07-10 |
突破买入 |
买入 |
106.04593999999999 |
16700.0 |
¥1.77M |
首仓入场 |
| 2026-07-24 |
跌破离场 |
卖出 |
95.2047 |
16700.0 |
¥1.59M |
|
| 2026-10-27 |
突破买入 |
买入 |
84.34425999999999 |
19000.0 |
¥1.60M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
86.87 |
19000 |
¥1.65M |
回测结束强平 |