603993 洛阳钼业 — 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: ¥37.0万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -63.04%）
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 37 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 |
2015-04-03 |
2015-06-23 |
14.098308223999998 |
15.07491 |
¥6.7万 |
+6.90% |
跌破离场 |
| 2 |
2015-10-28 |
2015-11-16 |
13.624085999999998 |
4.57542 |
¥-70.4万 |
-66.43% |
跌破离场 |
| 3 |
2016-05-30 |
2016-07-26 |
3.7048111099999996 |
4.21 |
¥4.8万 |
+13.60% |
跌破离场 |
| 4 |
2016-11-15 |
2016-12-01 |
4.355656304999999 |
4.07592 |
¥-2.6万 |
-6.45% |
跌破离场 |
| 5 |
2017-02-14 |
2017-03-21 |
4.3957083169999995 |
4.6453500000000005 |
¥2.1万 |
+5.65% |
跌破离场 |
| 6 |
2017-06-19 |
2017-08-14 |
4.976462490999999 |
6.24375 |
¥10.2万 |
+25.43% |
跌破离场 |
| 7 |
2017-09-12 |
2017-09-26 |
8.51105255 |
7.392600000000001 |
¥-6.6万 |
-13.17% |
跌破离场 |
| 8 |
2018-01-09 |
2018-02-07 |
7.329518196 |
7.41258 |
¥4,866 |
+1.10% |
跌破离场 |
| 9 |
2018-02-27 |
2018-04-18 |
8.481013541 |
7.722270000000001 |
¥-3.9万 |
-8.97% |
跌破离场 |
| 10 |
2019-02-12 |
2019-03-26 |
4.025227205999999 |
4.61538 |
¥5.9万 |
+14.63% |
跌破离场 |
| 11 |
2019-06-25 |
2019-07-09 |
4.1553962449999995 |
3.88611 |
¥-3.0万 |
-6.51% |
跌破离场 |
| 12 |
2019-11-28 |
2020-01-22 |
3.6046810799999998 |
4.18581 |
¥6.9万 |
+16.09% |
跌破离场 |
| 13 |
2020-02-17 |
2020-03-02 |
5.316904592999999 |
4.11588 |
¥-11.2万 |
-22.61% |
跌破离场 |
| 14 |
2020-07-14 |
2020-08-27 |
4.726137415999999 |
4.16583 |
¥-4.7万 |
-11.88% |
跌破离场 |
| 15 |
2020-11-04 |
2020-12-11 |
4.171251 |
4.45554 |
¥2.3万 |
+6.78% |
跌破离场 |
| 16 |
2020-12-18 |
2021-01-20 |
5.086605523999999 |
5.9 |
¥5.8万 |
+15.96% |
跌破离场 |
| 17 |
2021-02-19 |
2021-03-05 |
7.159297145 |
6.06393 |
¥-6.5万 |
-15.33% |
跌破离场 |
| 18 |
2021-05-11 |
2021-05-25 |
6.328217896 |
5.62437 |
¥-3.9万 |
-11.15% |
跌破离场 |
| 19 |
2021-07-08 |
2021-08-04 |
6.107931829999998 |
6.23376 |
¥6,471 |
+2.03% |
跌破离场 |
| 20 |
2021-09-14 |
2021-09-27 |
8.210662459999998 |
6.76323 |
¥-5.6万 |
-17.65% |
跌破离场 |
| 21 |
2022-03-01 |
2022-03-09 |
6.007801799999999 |
5.3946000000000005 |
¥-2.8万 |
-10.23% |
跌破离场 |
| 22 |
2022-06-07 |
2022-07-07 |
5.026527505999999 |
5.2347600000000005 |
¥1.0万 |
+4.11% |
跌破离场 |
| 23 |
2022-11-17 |
2022-11-29 |
4.786215434 |
4.54 |
¥-1.3万 |
-5.17% |
跌破离场 |
| 24 |
2022-12-12 |
2022-12-20 |
4.9814940000000005 |
4.6353599999999995 |
¥-1.7万 |
-6.98% |
跌破离场 |
| 25 |
2023-02-01 |
2023-03-17 |
5.687385703999999 |
5.41458 |
¥-1.1万 |
-4.83% |
跌破离场 |
| 26 |
2023-04-13 |
2023-04-27 |
6.178022850999999 |
6.013979999999999 |
¥-5,788 |
-2.68% |
跌破离场 |
| 27 |
2023-06-19 |
2023-06-27 |
5.657346695 |
5.24475 |
¥-1.5万 |
-7.32% |
跌破离场 |
| 28 |
2023-09-07 |
2023-09-28 |
6.2681398779999995 |
6.00399 |
¥-8,244 |
-4.24% |
跌破离场 |
| 29 |
2024-01-29 |
2024-05-23 |
5.497138646999999 |
7.991999999999999 |
¥8.4万 |
+45.34% |
跌破离场 |
| 30 |
2024-07-02 |
2024-07-24 |
8.671260598 |
7.54245 |
¥-3.5万 |
-13.04% |
跌破离场 |
| 31 |
2024-09-26 |
2024-10-30 |
7.800129336999999 |
7.67232 |
¥-3,929 |
-1.67% |
跌破离场 |
| 32 |
2025-02-11 |
2025-02-18 |
7.479713240999998 |
7.03296 |
¥-1.4万 |
-6.00% |
跌破离场 |
| 33 |
2025-03-11 |
2025-04-07 |
7.659947294999999 |
6.51 |
¥-3.2万 |
-15.04% |
跌破离场 |
| 34 |
2025-05-15 |
2025-11-24 |
7.419635222999999 |
15.294690000000001 |
¥19.6万 |
+106.08% |
跌破离场 |
| 35 |
2025-12-02 |
2026-02-03 |
17.212352157 |
22.75722 |
¥12.2万 |
+32.17% |
跌破离场 |
| 36 |
2026-05-14 |
2026-06-09 |
20.746942215999997 |
16.983 |
¥-9.0万 |
-18.17% |
跌破离场 |
| 37 |
2026-06-16 |
2026-08-14 |
20.42652612 |
18.19179 |
¥-4.4万 |
-10.97% |
跌破离场 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-03 |
突破买入 |
买入 |
14.094079999999998 |
69400.0 |
¥97.8万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
15.07491 |
69400.0 |
¥1.05M |
|
| 2015-10-28 |
突破买入 |
买入 |
13.62 |
77800.0 |
¥1.06M |
首仓入场 |
| 2015-11-16 |
跌破离场 |
卖出 |
4.57542 |
77800.0 |
¥35.6万 |
|
| 2016-05-30 |
突破买入 |
买入 |
3.7036999999999995 |
94300.0 |
¥34.9万 |
首仓入场 |
| 2016-07-26 |
跌破离场 |
卖出 |
4.21 |
94300.0 |
¥39.7万 |
|
| 2016-11-15 |
突破买入 |
买入 |
4.354349999999999 |
92800.0 |
¥40.4万 |
首仓入场 |
| 2016-12-01 |
跌破离场 |
卖出 |
4.07592 |
92800.0 |
¥37.8万 |
|
| 2017-02-14 |
突破买入 |
买入 |
4.39439 |
86300.0 |
¥37.9万 |
首仓入场 |
| 2017-03-21 |
跌破离场 |
卖出 |
4.6453500000000005 |
86300.0 |
¥40.1万 |
|
| 2017-06-19 |
突破买入 |
买入 |
4.974969999999999 |
80300.0 |
¥40.0万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
6.24375 |
80300.0 |
¥50.1万 |
|
| 2017-09-12 |
突破买入 |
买入 |
8.5085 |
59200.0 |
¥50.4万 |
首仓入场 |
| 2017-09-26 |
跌破离场 |
卖出 |
7.392600000000001 |
59200.0 |
¥43.8万 |
|
| 2018-01-09 |
突破买入 |
买入 |
7.327319999999999 |
60200.0 |
¥44.1万 |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
7.41258 |
60200.0 |
¥44.6万 |
|
| 2018-02-27 |
突破买入 |
买入 |
8.47847 |
51600.0 |
¥43.8万 |
首仓入场 |
| 2018-04-18 |
跌破离场 |
卖出 |
7.722270000000001 |
51600.0 |
¥39.8万 |
|
| 2019-02-12 |
突破买入 |
买入 |
4.024019999999999 |
99900.0 |
¥40.2万 |
首仓入场 |
| 2019-03-26 |
跌破离场 |
卖出 |
4.61538 |
99900.0 |
¥46.1万 |
|
| 2019-06-25 |
突破买入 |
买入 |
4.15415 |
111600.0 |
¥46.4万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
3.88611 |
111600.0 |
¥43.4万 |
|
| 2019-11-28 |
突破买入 |
买入 |
3.6035999999999997 |
119600.0 |
¥43.1万 |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
4.18581 |
119600.0 |
¥50.0万 |
|
| 2020-02-17 |
突破买入 |
买入 |
5.315309999999999 |
92800.0 |
¥49.3万 |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
4.11588 |
92800.0 |
¥38.2万 |
|
| 2020-07-14 |
突破买入 |
买入 |
4.72472 |
83000.0 |
¥39.2万 |
首仓入场 |
| 2020-08-27 |
跌破离场 |
卖出 |
4.16583 |
83000.0 |
¥34.6万 |
|
| 2020-11-04 |
突破买入 |
买入 |
4.17 |
82500.0 |
¥34.4万 |
首仓入场 |
| 2020-12-11 |
跌破离场 |
卖出 |
4.45554 |
82500.0 |
¥36.7万 |
|
| 2020-12-18 |
突破买入 |
买入 |
5.08508 |
72000.0 |
¥36.6万 |
首仓入场 |
| 2021-01-20 |
跌破离场 |
卖出 |
5.9 |
72000.0 |
¥42.5万 |
|
| 2021-02-19 |
突破买入 |
买入 |
7.15715 |
59000.0 |
¥42.2万 |
首仓入场 |
| 2021-03-05 |
跌破离场 |
卖出 |
6.06393 |
59000.0 |
¥35.8万 |
|
| 2021-05-11 |
突破买入 |
买入 |
6.32632 |
55500.0 |
¥35.1万 |
首仓入场 |
| 2021-05-25 |
跌破离场 |
卖出 |
5.62437 |
55500.0 |
¥31.2万 |
|
| 2021-07-08 |
突破买入 |
买入 |
6.106099999999999 |
52200.0 |
¥31.9万 |
首仓入场 |
| 2021-08-04 |
跌破离场 |
卖出 |
6.23376 |
52200.0 |
¥32.5万 |
|
| 2021-09-14 |
突破买入 |
买入 |
8.208199999999998 |
38900.0 |
¥31.9万 |
首仓入场 |
| 2021-09-27 |
跌破离场 |
卖出 |
6.76323 |
38900.0 |
¥26.3万 |
|
| 2022-03-01 |
突破买入 |
买入 |
6.0059999999999985 |
45500.0 |
¥27.3万 |
首仓入场 |
| 2022-03-09 |
跌破离场 |
卖出 |
5.3946000000000005 |
45500.0 |
¥24.5万 |
|
| 2022-06-07 |
突破买入 |
买入 |
5.025019999999999 |
48800.0 |
¥24.5万 |
首仓入场 |
| 2022-07-07 |
跌破离场 |
卖出 |
5.2347600000000005 |
48800.0 |
¥25.5万 |
|
| 2022-11-17 |
突破买入 |
买入 |
4.78478 |
53100.0 |
¥25.4万 |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
4.54 |
53100.0 |
¥24.1万 |
|
| 2022-12-12 |
突破买入 |
买入 |
4.98 |
48500.0 |
¥24.2万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
4.6353599999999995 |
48500.0 |
¥22.5万 |
|
| 2023-02-01 |
突破买入 |
买入 |
5.685679999999999 |
39900.0 |
¥22.7万 |
首仓入场 |
| 2023-03-17 |
跌破离场 |
卖出 |
5.41458 |
39900.0 |
¥21.6万 |
|
| 2023-04-13 |
突破买入 |
买入 |
6.176169999999999 |
34900.0 |
¥21.6万 |
首仓入场 |
| 2023-04-27 |
跌破离场 |
卖出 |
6.013979999999999 |
34900.0 |
¥21.0万 |
|
| 2023-06-19 |
突破买入 |
买入 |
5.65565 |
37000.0 |
¥20.9万 |
首仓入场 |
| 2023-06-27 |
跌破离场 |
卖出 |
5.24475 |
37000.0 |
¥19.4万 |
|
| 2023-09-07 |
突破买入 |
买入 |
6.266259999999999 |
31000.0 |
¥19.4万 |
首仓入场 |
| 2023-09-28 |
跌破离场 |
卖出 |
6.00399 |
31000.0 |
¥18.6万 |
|
| 2024-01-29 |
突破买入 |
买入 |
5.495489999999999 |
33800.0 |
¥18.6万 |
首仓入场 |
| 2024-05-23 |
跌破离场 |
卖出 |
7.991999999999999 |
33800.0 |
¥27.0万 |
|
| 2024-07-02 |
突破买入 |
买入 |
8.66866 |
31100.0 |
¥27.0万 |
首仓入场 |
| 2024-07-24 |
跌破离场 |
卖出 |
7.54245 |
31100.0 |
¥23.4万 |
|
| 2024-09-26 |
突破买入 |
买入 |
7.797789999999999 |
30200.0 |
¥23.6万 |
首仓入场 |
| 2024-10-30 |
跌破离场 |
卖出 |
7.67232 |
30200.0 |
¥23.2万 |
|
| 2025-02-11 |
突破买入 |
买入 |
7.4774699999999985 |
30800.0 |
¥23.0万 |
首仓入场 |
| 2025-02-18 |
跌破离场 |
卖出 |
7.03296 |
30800.0 |
¥21.7万 |
|
| 2025-03-11 |
突破买入 |
买入 |
7.657649999999999 |
27800.0 |
¥21.3万 |
首仓入场 |
| 2025-04-07 |
跌破离场 |
卖出 |
6.51 |
27800.0 |
¥18.1万 |
|
| 2025-05-15 |
突破买入 |
买入 |
7.417409999999999 |
24900.0 |
¥18.5万 |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
15.294690000000001 |
24900.0 |
¥38.1万 |
|
| 2025-12-02 |
突破买入 |
买入 |
17.20719 |
22000.0 |
¥37.9万 |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
22.75722 |
22000.0 |
¥50.1万 |
|
| 2026-05-14 |
突破买入 |
买入 |
20.740719999999996 |
23900.0 |
¥49.6万 |
首仓入场 |
| 2026-06-09 |
跌破离场 |
卖出 |
16.983 |
23900.0 |
¥40.6万 |
|
| 2026-06-16 |
突破买入 |
买入 |
20.420399999999997 |
19700.0 |
¥40.2万 |
首仓入场 |
| 2026-08-14 |
跌破离场 |
卖出 |
18.19179 |
19700.0 |
¥35.8万 |
|