600150 中国船舶 — 海龟交易回测明细
数据区间: 1998-05-20 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终资: ¥3,525,311
策略: 20日突破入场 · 10日突破离场 · ATR仓位管理 · 2N止损 · 0.5N加仓(最多4次) · 55日趋势过滤
K线 & 交易信号（策略收益 +252.53% | 股价变动 -）
红色三角=入场/加仓 · 绿色三角=离场/止损 · 橙色=20日高点(入场线) · 绿色=10日低点(离场线) · 标记为实际成交价，与信号线有微小偏差属正常
回合交易明细（共 27 个回合）
每回合 = 一次入场(+加仓) → 离场/止损。盈亏 = 卖出回收 − 买入成本（含手续费 0.03%）。
| # | 入场日期 | 离场日期 | 入场价 | 加仓次数 | 离场价 | 离场方式 | 盈亏¥ | 盈亏% | 持仓金额 | 最大仓位 |
|---|
| 1 | 2001-05-23 | 2001-06-19 | 11.63 | 2 | 11.34 | 止损 | -45,126 | -4.51% | 1,065,130 | 100.0% |
| 2 | 2002-06-25 | 2002-09-09 | 10.00 | 1 | 9.34 | 止损 | -40,230 | -7.62% | 549,666 | 56.3% |
| 3 | 2005-02-25 | 2005-03-28 | 8.77 | 1 | 8.41 | 止损 | -34,760 | -5.49% | 635,816 | 69.3% |
| 4 | 2006-04-04 | 2007-02-28 | 11.09 | 4 | 65.13 | 离场 | +3,874,318 | +440.72% | 5,644,360 | 100.0% |
| 5 | 2007-04-02 | 2007-04-24 | 84.00 | 2 | 94.81 | 止损 | +75,379 | +2.08% | 3,884,976 | 77.6% |
| 6 | 2007-05-29 | 2007-06-05 | 104.16 | 2 | 96.91 | 止损 | -325,865 | -9.22% | 3,840,593 | 74.8% |
| 7 | 2007-06-11 | 2007-08-20 | 125.17 | 4 | 177.88 | 止损 | +797,854 | +17.72% | 5,793,418 | 100.0% |
| 8 | 2007-09-04 | 2007-09-12 | 207.21 | 2 | 210.78 | 止损 | -163,558 | -3.74% | 4,635,200 | 83.4% |
| 9 | 2007-09-25 | 2007-10-17 | 250.36 | 2 | 262.74 | 止损 | -29,796 | -0.86% | 3,853,627 | 69.8% |
| 10 | 2009-02-13 | 2009-02-18 | 60.38 | 0 | 53.64 | 止损 | -156,569 | -11.22% | 1,342,803 | 26.6% |
| 11 | 2009-03-24 | 2009-03-26 | 58.86 | 0 | 54.79 | 止损 | -90,781 | -6.98% | 1,260,584 | 25.7% |
| 12 | 2009-08-03 | 2009-08-11 | 93.09 | 2 | 87.30 | 止损 | -382,923 | -8.88% | 4,486,500 | 89.1% |
| 13 | 2010-11-02 | 2010-11-15 | 73.07 | 0 | 63.62 | 止损 | -191,853 | -12.99% | 1,447,936 | 32.5% |
| 14 | 2013-12-30 | 2014-01-10 | 24.08 | 0 | 21.97 | 止损 | -101,382 | -8.84% | 1,151,444 | 26.8% |
| 15 | 2014-02-10 | 2014-02-25 | 24.27 | 0 | 21.50 | 止损 | -119,670 | -11.49% | 1,029,600 | 24.7% |
| 16 | 2014-09-09 | 2014-09-17 | 29.03 | 2 | 29.98 | 止损 | +10,116 | +0.25% | 4,354,464 | 99.6% |
| 17 | 2014-12-08 | 2014-12-10 | 42.33 | 1 | 38.14 | 止损 | -221,619 | -10.64% | 1,931,016 | 49.2% |
| 18 | 2015-03-27 | 2015-03-30 | 48.05 | 0 | 43.96 | 止损 | -114,525 | -8.57% | 1,239,324 | 33.0% |
| 19 | 2015-04-20 | 2015-05-07 | 54.27 | 3 | 53.63 | 止损 | -228,754 | -6.12% | 3,775,542 | 99.9% |
| 20 | 2015-05-26 | 2015-05-29 | 67.07 | 1 | 59.43 | 止损 | -182,536 | -12.61% | 1,418,154 | 40.7% |
| 21 | 2019-03-04 | 2019-05-07 | 15.88 | 4 | 20.73 | 离场 | +830,804 | +24.98% | 6,310,876 | 100.0% |
| 22 | 2019-06-27 | 2019-07-08 | 23.32 | 2 | 24.98 | 止损 | -93,573 | -2.97% | 3,293,036 | 76.6% |
| 23 | 2021-09-01 | 2021-09-06 | 24.37 | 1 | 24.93 | 止损 | -92,213 | -3.83% | 2,505,600 | 60.1% |
| 24 | 2021-09-10 | 2021-09-15 | 28.70 | 0 | 25.08 | 止损 | -114,747 | -12.65% | 839,612 | 21.5% |
| 25 | 2023-05-09 | 2023-05-12 | 29.03 | 0 | 26.42 | 止损 | -99,901 | -9.03% | 1,058,418 | 27.8% |
| 26 | 2024-03-01 | 2024-03-14 | 35.56 | 1 | 33.99 | 止损 | -150,915 | -5.85% | 2,679,105 | 69.5% |
| 27 | 2025-08-07 | 2025-08-08 | 40.04 | 0 | 38.46 | 止损 | -81,865 | -4.00% | 1,972,460 | 55.8% |
逐笔成交记录（共 87 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额¥ | 备注 |
|---|
| 2001-05-23 | 入场 | 买入 | 11.63 | 36,000 | 418,806 | 首仓入场 |
| 2001-05-25 | 加仓 | 买入 | 11.89 | 36,300 | 431,805 | 第1次加仓 |
| 2001-05-28 | 加仓 | 买入 | 12.51 | 11,900 | 148,943 | 第2次加仓 |
| 2001-06-19 | 止损 | 卖出 | 11.34 | 84,200 | 954,428 | 2N止损触发 |
| 2002-06-25 | 入场 | 买入 | 10.00 | 26,000 | 260,078 | 首仓入场 |
| 2002-06-27 | 加仓 | 买入 | 10.21 | 26,200 | 267,587 | 第1次加仓 |
| 2002-09-09 | 止损 | 卖出 | 9.34 | 52,200 | 487,436 | 2N止损触发 |
| 2005-02-25 | 入场 | 买入 | 8.77 | 35,400 | 310,507 | 首仓入场 |
| 2005-03-22 | 加仓 | 买入 | 9.02 | 35,800 | 322,977 | 第1次加仓 |
| 2005-03-28 | 止损 | 卖出 | 8.41 | 71,200 | 598,725 | 2N止损触发 |
| 2006-04-04 | 入场 | 买入 | 11.09 | 25,600 | 284,017 | 首仓入场 |
| 2006-04-13 | 加仓 | 买入 | 12.31 | 26,500 | 326,374 | 第1次加仓 |
| 2006-04-20 | 加仓 | 买入 | 12.85 | 20,900 | 268,705 | 第2次加仓 |
| 2007-02-28 | 离场 | 卖出 | 65.13 | 73,000 | 4,753,414 | 跌破10日低点离场 |
| 2007-04-02 | 入场 | 买入 | 84.00 | 12,700 | 1,067,170 | 首仓入场 |
| 2007-04-04 | 加仓 | 买入 | 92.00 | 12,900 | 1,187,156 | 第1次加仓 |
| 2007-04-10 | 加仓 | 买入 | 101.90 | 13,500 | 1,376,063 | 第2次加仓 |
| 2007-04-24 | 止损 | 卖出 | 94.81 | 39,100 | 3,705,767 | 2N止损触发 |
| 2007-05-29 | 入场 | 买入 | 104.16 | 10,800 | 1,125,309 | 首仓入场 |
| 2007-05-30 | 加仓 | 买入 | 102.60 | 11,000 | 1,128,966 | 第1次加仓 |
| 2007-05-31 | 加仓 | 买入 | 113.10 | 11,300 | 1,278,447 | 第2次加仓 |
| 2007-06-05 | 止损 | 卖出 | 96.91 | 33,100 | 3,206,858 | 2N止损触发 |
| 2007-06-11 | 入场 | 买入 | 125.17 | 6,600 | 826,337 | 首仓入场 |
| 2007-06-18 | 加仓 | 买入 | 138.14 | 6,700 | 925,802 | 第1次加仓 |
| 2007-07-31 | 加仓 | 买入 | 151.36 | 7,000 | 1,059,846 | 第2次加仓 |
| 2007-08-03 | 加仓 | 买入 | 173.67 | 7,600 | 1,320,315 | 第3次加仓 |
| 2007-08-07 | 加仓 | 买入 | 194.19 | 1,900 | 369,079 | 第4次加仓 |
| 2007-08-20 | 止损 | 卖出 | 177.88 | 29,800 | 5,299,234 | 2N止损触发 |
| 2007-09-04 | 入场 | 买入 | 207.21 | 6,500 | 1,347,250 | 首仓入场 |
| 2007-09-05 | 加仓 | 买入 | 218.25 | 6,600 | 1,440,869 | 第1次加仓 |
| 2007-09-07 | 加仓 | 买入 | 230.33 | 6,900 | 1,589,754 | 第2次加仓 |
| 2007-09-12 | 止损 | 卖出 | 210.78 | 20,000 | 4,214,316 | 2N止损触发 |
| 2007-09-25 | 入场 | 买入 | 250.36 | 4,300 | 1,076,871 | 首仓入场 |
| 2007-09-27 | 加仓 | 买入 | 259.31 | 4,300 | 1,115,363 | 第1次加仓 |
| 2007-09-28 | 加仓 | 买入 | 284.00 | 4,500 | 1,278,383 | 第2次加仓 |
| 2007-10-17 | 止损 | 卖出 | 262.74 | 13,100 | 3,440,822 | 2N止损触发 |
| 2009-02-13 | 入场 | 买入 | 60.38 | 23,100 | 1,395,196 | 首仓入场 |
| 2009-02-18 | 止损 | 卖出 | 53.64 | 23,100 | 1,238,627 | 2N止损触发 |
| 2009-03-24 | 入场 | 买入 | 58.86 | 22,100 | 1,301,170 | 首仓入场 |
| 2009-03-26 | 止损 | 卖出 | 54.79 | 22,100 | 1,210,389 | 2N止损触发 |
| 2009-08-03 | 入场 | 买入 | 93.09 | 14,800 | 1,378,190 | 首仓入场 |
| 2009-08-04 | 加仓 | 买入 | 95.09 | 14,900 | 1,417,341 | 第1次加仓 |
| 2009-08-06 | 加仓 | 买入 | 98.98 | 15,300 | 1,514,831 | 第2次加仓 |
| 2009-08-11 | 止损 | 卖出 | 87.30 | 45,000 | 3,927,439 | 2N止损触发 |
| 2010-11-02 | 入场 | 买入 | 73.07 | 20,200 | 1,476,517 | 首仓入场 |
| 2010-11-15 | 止损 | 卖出 | 63.62 | 20,200 | 1,284,664 | 2N止损触发 |
| 2013-12-30 | 入场 | 买入 | 24.08 | 47,600 | 1,146,745 | 首仓入场 |
| 2014-01-10 | 止损 | 卖出 | 21.97 | 47,600 | 1,045,364 | 2N止损触发 |
| 2014-02-10 | 入场 | 买入 | 24.27 | 42,900 | 1,041,678 | 首仓入场 |
| 2014-02-25 | 止损 | 卖出 | 21.50 | 42,900 | 922,008 | 2N止损触发 |
| 2014-09-09 | 入场 | 买入 | 29.03 | 52,000 | 1,509,961 | 首仓入场 |
| 2014-09-10 | 加仓 | 买入 | 29.53 | 52,400 | 1,547,810 | 第1次加仓 |
| 2014-09-15 | 加仓 | 买入 | 31.93 | 31,000 | 990,186 | 第2次加仓 |
| 2014-09-17 | 止损 | 卖出 | 29.98 | 135,400 | 4,058,073 | 2N止损触发 |
| 2014-12-08 | 入场 | 买入 | 42.33 | 24,300 | 1,028,983 | 首仓入场 |
| 2014-12-09 | 加仓 | 买入 | 42.98 | 24,500 | 1,053,398 | 第1次加仓 |
| 2014-12-10 | 止损 | 卖出 | 38.14 | 48,800 | 1,860,762 | 2N止损触发 |
| 2015-03-27 | 入场 | 买入 | 48.05 | 27,800 | 1,336,135 | 首仓入场 |
| 2015-03-30 | 止损 | 卖出 | 43.96 | 27,800 | 1,221,610 | 2N止损触发 |
| 2015-04-20 | 入场 | 买入 | 54.27 | 16,700 | 906,651 | 首仓入场 |
| 2015-04-21 | 加仓 | 买入 | 55.80 | 16,800 | 937,650 | 第1次加仓 |
| 2015-04-28 | 加仓 | 买入 | 57.56 | 17,300 | 996,043 | 第2次加仓 |
| 2015-05-05 | 加仓 | 买入 | 61.25 | 14,600 | 894,518 | 第3次加仓 |
| 2015-05-07 | 止损 | 卖出 | 53.63 | 65,400 | 3,506,109 | 2N止损触发 |
| 2015-05-26 | 入场 | 买入 | 67.07 | 10,600 | 711,123 | 首仓入场 |
| 2015-05-27 | 加仓 | 买入 | 68.85 | 10,700 | 736,903 | 第1次加仓 |
| 2015-05-29 | 止损 | 卖出 | 59.43 | 21,300 | 1,265,490 | 2N止损触发 |
| 2019-03-04 | 入场 | 买入 | 15.88 | 78,300 | 1,243,453 | 首仓入场 |
| 2019-03-06 | 加仓 | 买入 | 16.75 | 79,800 | 1,336,790 | 第1次加仓 |
| 2019-03-14 | 加仓 | 买入 | 17.55 | 42,500 | 745,994 | 第3次加仓 |
| 2019-05-07 | 离场 | 卖出 | 20.73 | 200,600 | 4,157,040 | 跌破10日低点离场 |
| 2019-06-27 | 入场 | 买入 | 23.32 | 40,000 | 933,212 | 首仓入场 |
| 2019-07-02 | 加仓 | 买入 | 26.40 | 40,300 | 1,064,239 | 第1次加仓 |
| 2019-07-04 | 加仓 | 买入 | 27.35 | 42,300 | 1,157,139 | 第2次加仓 |
| 2019-07-08 | 止损 | 卖出 | 24.98 | 122,600 | 3,061,016 | 2N止损触发 |
| 2021-09-01 | 入场 | 买入 | 24.37 | 45,900 | 1,119,118 | 首仓入场 |
| 2021-09-02 | 加仓 | 买入 | 27.40 | 46,900 | 1,285,446 | 第1次加仓 |
| 2021-09-06 | 止损 | 卖出 | 24.93 | 92,800 | 2,312,351 | 2N止损触发 |
| 2021-09-10 | 入场 | 买入 | 28.70 | 31,600 | 907,192 | 首仓入场 |
| 2021-09-15 | 止损 | 卖出 | 25.08 | 31,600 | 792,445 | 2N止损触发 |
| 2023-05-09 | 入场 | 买入 | 29.03 | 38,100 | 1,106,337 | 首仓入场 |
| 2023-05-12 | 止损 | 卖出 | 26.42 | 38,100 | 1,006,435 | 2N止损触发 |
| 2024-03-01 | 入场 | 买入 | 35.56 | 35,500 | 1,262,600 | 首仓入场 |
| 2024-03-05 | 加仓 | 买入 | 36.60 | 36,000 | 1,317,871 | 第1次加仓 |
| 2024-03-14 | 止损 | 卖出 | 33.99 | 71,500 | 2,429,556 | 2N止损触发 |
| 2025-08-07 | 入场 | 买入 | 40.04 | 51,100 | 2,046,658 | 首仓入场 |
| 2025-08-08 | 止损 | 卖出 | 38.46 | 51,100 | 1,964,793 | 2N止损触发 |