000001 深发展A — 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: ¥60.1万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -39.92%）
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 43 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 |
2015-04-09 |
2015-05-06 |
17.973340385 |
15.80418 |
¥-12.1万 |
-12.10% |
跌破离场 |
| 2 |
2015-11-06 |
2015-11-30 |
12.035629605999999 |
11.70828 |
¥-2.4万 |
-2.75% |
跌破离场 |
| 3 |
2016-03-07 |
2016-05-10 |
10.363458105 |
10.32966 |
¥-3,022 |
-0.36% |
跌破离场 |
| 4 |
2016-07-27 |
2016-09-13 |
9.131858735999998 |
9.170819999999999 |
¥3,375 |
+0.40% |
跌破离场 |
| 5 |
2016-10-25 |
2016-12-16 |
9.262027775 |
9.23076 |
¥-3,138 |
-0.37% |
跌破离场 |
| 6 |
2017-01-25 |
2017-03-20 |
9.282053780999998 |
9.28071 |
¥-378 |
-0.04% |
跌破离场 |
| 7 |
2017-05-26 |
2017-08-14 |
9.091806724 |
10.11987 |
¥9.6万 |
+11.27% |
跌破离场 |
| 8 |
2017-08-29 |
2017-09-20 |
11.314693389999999 |
11.128860000000001 |
¥-1.6万 |
-1.67% |
跌破离场 |
| 9 |
2017-10-19 |
2017-10-24 |
11.655135492 |
11.188799999999999 |
¥-3.7万 |
-4.03% |
跌破离场 |
| 10 |
2017-11-21 |
2017-12-04 |
14.088295221 |
13.03695 |
¥-6.6万 |
-7.49% |
跌破离场 |
| 11 |
2018-01-16 |
2018-02-08 |
14.188425250999998 |
12.81717 |
¥-8.0万 |
-9.69% |
跌破离场 |
| 12 |
2018-08-27 |
2018-09-11 |
10.033029005999998 |
9.8901 |
¥-1.1万 |
-1.45% |
跌破离场 |
| 13 |
2018-09-25 |
2018-10-12 |
10.533679156 |
9.960030000000001 |
¥-4.0万 |
-5.47% |
跌破离场 |
| 14 |
2019-02-14 |
2019-05-07 |
11.314693389999999 |
13.016969999999999 |
¥10.4万 |
+15.01% |
跌破离场 |
| 15 |
2019-06-21 |
2019-08-06 |
13.777892127999998 |
13.0869 |
¥-4.0万 |
-5.04% |
跌破离场 |
| 16 |
2019-08-13 |
2019-11-21 |
15.019504499999998 |
15.73425 |
¥3.6万 |
+4.73% |
跌破离场 |
| 17 |
2019-12-18 |
2020-01-17 |
16.451363929 |
16.363619999999997 |
¥-4,457 |
-0.56% |
跌破离场 |
| 18 |
2020-04-22 |
2020-05-25 |
13.387385011 |
12.957030000000001 |
¥-2.5万 |
-3.24% |
跌破离场 |
| 19 |
2020-08-18 |
2020-09-30 |
15.219764559999996 |
14.8 |
¥-2.1万 |
-2.79% |
跌破离场 |
| 20 |
2020-10-16 |
2020-11-16 |
16.581532967999998 |
17.06292 |
¥2.1万 |
+2.87% |
跌破离场 |
| 21 |
2020-11-20 |
2020-12-23 |
18.854484648999996 |
17.942040000000002 |
¥-3.7万 |
-4.87% |
跌破离场 |
| 22 |
2021-01-08 |
2021-02-23 |
19.925875969999996 |
22.35762 |
¥8.9万 |
+12.17% |
跌破离场 |
| 23 |
2021-05-26 |
2021-06-15 |
24.672039392 |
23.32665 |
¥-4.5万 |
-5.48% |
跌破离场 |
| 24 |
2021-12-10 |
2021-12-23 |
18.534068553 |
17.3826 |
¥-4.8万 |
-6.24% |
跌破离场 |
| 25 |
2022-04-06 |
2022-04-26 |
15.660336692 |
14.865120000000001 |
¥-3.7万 |
-5.11% |
跌破离场 |
| 26 |
2022-09-14 |
2022-09-27 |
12.766578824999996 |
11.988 |
¥-4.1万 |
-6.13% |
跌破离场 |
| 27 |
2022-11-15 |
2022-12-21 |
11.875421558 |
12.83715 |
¥5.2万 |
+8.07% |
跌破离场 |
| 28 |
2023-01-04 |
2023-02-07 |
13.727827112999996 |
14.04594 |
¥1.6万 |
+2.29% |
跌破离场 |
| 29 |
2023-04-19 |
2023-04-25 |
13.036929906 |
12.12786 |
¥-5.0万 |
-7.00% |
跌破离场 |
| 30 |
2023-07-26 |
2023-08-15 |
11.665148495 |
11.67831 |
¥547 |
+0.08% |
跌破离场 |
| 31 |
2024-01-26 |
2024-03-15 |
9.482313841 |
10.53945 |
¥7.4万 |
+11.12% |
跌破离场 |
| 32 |
2024-04-19 |
2024-06-04 |
10.723926213 |
10.93905 |
¥1.4万 |
+1.98% |
跌破离场 |
| 33 |
2024-08-21 |
2024-09-04 |
10.313393089999998 |
10.039950000000001 |
¥-2.0万 |
-2.68% |
跌破离场 |
| 34 |
2024-10-09 |
2024-10-31 |
12.633789 |
11.318670000000001 |
¥-7.5万 |
-10.44% |
跌破离场 |
| 35 |
2025-02-18 |
2025-03-24 |
11.775291527999999 |
11.39859 |
¥-2.1万 |
-3.23% |
跌破离场 |
| 36 |
2025-05-14 |
2025-07-23 |
11.304680386999998 |
12.45 |
¥6.4万 |
+10.10% |
跌破离场 |
| 37 |
2025-11-21 |
2025-12-05 |
11.815343539999999 |
11.47851 |
¥-2.0万 |
-2.88% |
跌破离场 |
| 38 |
2026-01-07 |
2026-01-15 |
11.675161498 |
11.318670000000001 |
¥-2.1万 |
-3.08% |
跌破离场 |
| 39 |
2026-04-01 |
2026-05-15 |
11.104420327 |
11.03895 |
¥-4,093 |
-0.62% |
跌破离场 |
| 40 |
2026-06-11 |
2026-06-22 |
11.334719395999999 |
10.50948 |
¥-4.8万 |
-7.31% |
跌破离场 |
| 41 |
2026-07-21 |
2026-08-19 |
11.004290297 |
11.07 |
¥3,450 |
+0.57% |
跌破离场 |
| 42 |
2026-08-27 |
2026-09-28 |
11.71521351 |
11.27 |
¥-2.3万 |
-3.83% |
跌破离场 |
| 43 |
2026-11-10 |
2026-11-13 |
11.845382548999998 |
12.07 |
¥1.1万 |
+1.87% |
强平 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-09 |
突破买入 |
买入 |
17.96795 |
55600.0 |
¥99.9万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
15.80418 |
55600.0 |
¥87.8万 |
|
| 2015-11-06 |
突破买入 |
买入 |
12.032019999999997 |
72500.0 |
¥87.3万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
11.70828 |
72500.0 |
¥84.9万 |
|
| 2016-03-07 |
突破买入 |
买入 |
10.360349999999999 |
81900.0 |
¥84.9万 |
首仓入场 |
| 2016-05-10 |
跌破离场 |
卖出 |
10.32966 |
81900.0 |
¥84.6万 |
|
| 2016-07-27 |
突破买入 |
买入 |
9.129119999999999 |
93200.0 |
¥85.1万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
9.170819999999999 |
93200.0 |
¥85.4万 |
|
| 2016-10-25 |
突破买入 |
买入 |
9.25925 |
92200.0 |
¥85.4万 |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
9.23076 |
92200.0 |
¥85.1万 |
|
| 2017-01-25 |
突破买入 |
买入 |
9.279269999999999 |
91600.0 |
¥85.0万 |
首仓入场 |
| 2017-03-20 |
跌破离场 |
卖出 |
9.28071 |
91600.0 |
¥85.0万 |
|
| 2017-05-26 |
突破买入 |
买入 |
9.08908 |
93300.0 |
¥84.8万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
10.11987 |
93300.0 |
¥94.4万 |
|
| 2017-08-29 |
突破买入 |
买入 |
11.3113 |
83200.0 |
¥94.1万 |
首仓入场 |
| 2017-09-20 |
跌破离场 |
卖出 |
11.128860000000001 |
83200.0 |
¥92.6万 |
|
| 2017-10-19 |
突破买入 |
买入 |
11.651639999999999 |
79400.0 |
¥92.5万 |
首仓入场 |
| 2017-10-24 |
跌破离场 |
卖出 |
11.188799999999999 |
79400.0 |
¥88.8万 |
|
| 2017-11-21 |
突破买入 |
买入 |
14.084069999999999 |
62500.0 |
¥88.1万 |
首仓入场 |
| 2017-12-04 |
跌破离场 |
卖出 |
13.03695 |
62500.0 |
¥81.5万 |
|
| 2018-01-16 |
突破买入 |
买入 |
14.184169999999998 |
58100.0 |
¥82.4万 |
首仓入场 |
| 2018-02-08 |
跌破离场 |
卖出 |
12.81717 |
58100.0 |
¥74.4万 |
|
| 2018-08-27 |
突破买入 |
买入 |
10.030019999999999 |
74400.0 |
¥74.6万 |
首仓入场 |
| 2018-09-11 |
跌破离场 |
卖出 |
9.8901 |
74400.0 |
¥73.6万 |
|
| 2018-09-25 |
突破买入 |
买入 |
10.53052 |
68900.0 |
¥72.6万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
9.960030000000001 |
68900.0 |
¥68.6万 |
|
| 2019-02-14 |
突破买入 |
买入 |
11.3113 |
61100.0 |
¥69.1万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
13.016969999999999 |
61100.0 |
¥79.5万 |
|
| 2019-06-21 |
突破买入 |
买入 |
13.77376 |
57900.0 |
¥79.8万 |
首仓入场 |
| 2019-08-06 |
跌破离场 |
卖出 |
13.0869 |
57900.0 |
¥75.8万 |
|
| 2019-08-13 |
突破买入 |
买入 |
15.014999999999997 |
50200.0 |
¥75.4万 |
首仓入场 |
| 2019-11-21 |
跌破离场 |
卖出 |
15.73425 |
50200.0 |
¥79.0万 |
|
| 2019-12-18 |
突破买入 |
买入 |
16.44643 |
48100.0 |
¥79.1万 |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
16.363619999999997 |
48100.0 |
¥78.7万 |
|
| 2020-04-22 |
突破买入 |
买入 |
13.383369999999998 |
58700.0 |
¥78.6万 |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
12.957030000000001 |
58700.0 |
¥76.0万 |
|
| 2020-08-18 |
突破买入 |
买入 |
15.215199999999996 |
50300.0 |
¥76.6万 |
首仓入场 |
| 2020-09-30 |
跌破离场 |
卖出 |
14.8 |
50300.0 |
¥74.4万 |
|
| 2020-10-16 |
突破买入 |
买入 |
16.576559999999997 |
44900.0 |
¥74.5万 |
首仓入场 |
| 2020-11-16 |
跌破离场 |
卖出 |
17.06292 |
44900.0 |
¥76.6万 |
|
| 2020-11-20 |
突破买入 |
买入 |
18.848829999999996 |
40500.0 |
¥76.4万 |
首仓入场 |
| 2020-12-23 |
跌破离场 |
卖出 |
17.942040000000002 |
40500.0 |
¥72.6万 |
|
| 2021-01-08 |
突破买入 |
买入 |
19.919899999999995 |
36500.0 |
¥72.7万 |
首仓入场 |
| 2021-02-23 |
跌破离场 |
卖出 |
22.35762 |
36500.0 |
¥81.6万 |
|
| 2021-05-26 |
突破买入 |
买入 |
24.66464 |
33100.0 |
¥81.7万 |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
23.32665 |
33100.0 |
¥77.2万 |
|
| 2021-12-10 |
突破买入 |
买入 |
18.52851 |
41200.0 |
¥76.4万 |
首仓入场 |
| 2021-12-23 |
跌破离场 |
卖出 |
17.3826 |
41200.0 |
¥71.6万 |
|
| 2022-04-06 |
突破买入 |
买入 |
15.655639999999998 |
45900.0 |
¥71.9万 |
首仓入场 |
| 2022-04-26 |
跌破离场 |
卖出 |
14.865120000000001 |
45900.0 |
¥68.2万 |
|
| 2022-09-14 |
突破买入 |
买入 |
12.762749999999997 |
53000.0 |
¥67.7万 |
首仓入场 |
| 2022-09-27 |
跌破离场 |
卖出 |
11.988 |
53000.0 |
¥63.5万 |
|
| 2022-11-15 |
突破买入 |
买入 |
11.871859999999998 |
54000.0 |
¥64.1万 |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
12.83715 |
54000.0 |
¥69.3万 |
|
| 2023-01-04 |
突破买入 |
买入 |
13.723709999999999 |
50600.0 |
¥69.5万 |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
14.04594 |
50600.0 |
¥71.1万 |
|
| 2023-04-19 |
突破买入 |
买入 |
13.033019999999999 |
54800.0 |
¥71.4万 |
首仓入场 |
| 2023-04-25 |
跌破离场 |
卖出 |
12.12786 |
54800.0 |
¥66.4万 |
|
| 2023-07-26 |
突破买入 |
买入 |
11.66165 |
56600.0 |
¥66.0万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
11.67831 |
56600.0 |
¥66.1万 |
|
| 2024-01-26 |
突破买入 |
买入 |
9.47947 |
69900.0 |
¥66.3万 |
首仓入场 |
| 2024-03-15 |
跌破离场 |
卖出 |
10.53945 |
69900.0 |
¥73.6万 |
|
| 2024-04-19 |
突破买入 |
买入 |
10.72071 |
68200.0 |
¥73.1万 |
首仓入场 |
| 2024-06-04 |
跌破离场 |
卖出 |
10.93905 |
68200.0 |
¥74.6万 |
|
| 2024-08-21 |
突破买入 |
买入 |
10.3103 |
72700.0 |
¥75.0万 |
首仓入场 |
| 2024-09-04 |
跌破离场 |
卖出 |
10.039950000000001 |
72700.0 |
¥73.0万 |
|
| 2024-10-09 |
突破买入 |
买入 |
12.63 |
56800.0 |
¥71.8万 |
首仓入场 |
| 2024-10-31 |
跌破离场 |
卖出 |
11.318670000000001 |
56800.0 |
¥64.3万 |
|
| 2025-02-18 |
突破买入 |
买入 |
11.771759999999999 |
55700.0 |
¥65.6万 |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
11.39859 |
55700.0 |
¥63.5万 |
|
| 2025-05-14 |
突破买入 |
买入 |
11.301289999999998 |
56300.0 |
¥63.6万 |
首仓入场 |
| 2025-07-23 |
跌破离场 |
卖出 |
12.45 |
56300.0 |
¥70.1万 |
|
| 2025-11-21 |
突破买入 |
买入 |
11.8118 |
59000.0 |
¥69.7万 |
首仓入场 |
| 2025-12-05 |
跌破离场 |
卖出 |
11.47851 |
59000.0 |
¥67.7万 |
|
| 2026-01-07 |
突破买入 |
买入 |
11.67166 |
58200.0 |
¥67.9万 |
首仓入场 |
| 2026-01-15 |
跌破离场 |
卖出 |
11.318670000000001 |
58200.0 |
¥65.9万 |
|
| 2026-04-01 |
突破买入 |
买入 |
11.10109 |
59500.0 |
¥66.1万 |
首仓入场 |
| 2026-05-15 |
跌破离场 |
卖出 |
11.03895 |
59500.0 |
¥65.7万 |
|
| 2026-06-11 |
突破买入 |
买入 |
11.33132 |
57800.0 |
¥65.5万 |
首仓入场 |
| 2026-06-22 |
跌破离场 |
卖出 |
10.50948 |
57800.0 |
¥60.7万 |
|
| 2026-07-21 |
突破买入 |
买入 |
11.00099 |
55300.0 |
¥60.9万 |
首仓入场 |
| 2026-08-19 |
跌破离场 |
卖出 |
11.07 |
55300.0 |
¥61.2万 |
|
| 2026-08-27 |
突破买入 |
买入 |
11.711699999999999 |
52000.0 |
¥60.9万 |
首仓入场 |
| 2026-09-28 |
跌破离场 |
卖出 |
11.27 |
52000.0 |
¥58.6万 |
|
| 2026-11-10 |
突破买入 |
买入 |
11.841829999999998 |
49400.0 |
¥58.5万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
12.07 |
49400 |
¥59.6万 |
回测结束强平 |