000002 万科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: ¥57.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -42.66%）
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 |
13.083924 |
13.81617 |
¥5.5万 |
+5.56% |
跌破离场 |
| 2 |
2015-05-27 |
2015-06-23 |
15.670349694999999 |
13.5864 |
¥-13.9万 |
-13.32% |
跌破离场 |
| 3 |
2015-11-05 |
2016-07-13 |
14.068269214999999 |
17.982 |
¥25.3万 |
+27.78% |
跌破离场 |
| 4 |
2016-08-08 |
2016-08-31 |
20.766968221999992 |
22.65732 |
¥10.5万 |
+9.07% |
跌破离场 |
| 5 |
2016-09-23 |
2016-10-28 |
26.354223896 |
24.555419999999998 |
¥-8.5万 |
-6.85% |
跌破离场 |
| 6 |
2017-03-15 |
2017-03-31 |
21.387774408 |
20.51 |
¥-4.9万 |
-4.13% |
跌破离场 |
| 7 |
2017-06-01 |
2017-07-25 |
21.127436330000002 |
23.576400000000003 |
¥13.0万 |
+11.56% |
跌破离场 |
| 8 |
2017-09-08 |
2017-12-11 |
25.933677769999996 |
29.790180000000003 |
¥18.7万 |
+14.84% |
跌破离场 |
| 9 |
2018-01-03 |
2018-01-31 |
32.54225975 |
36.573389999999996 |
¥17.9万 |
+12.35% |
跌破离场 |
| 10 |
2018-03-30 |
2018-04-17 |
33.74382011 |
30.12984 |
¥-17.3万 |
-10.74% |
跌破离场 |
| 11 |
2018-09-25 |
2018-10-09 |
24.83224744 |
22.02795 |
¥-15.9万 |
-11.32% |
跌破离场 |
| 12 |
2018-11-20 |
2018-12-24 |
25.813521734 |
23.89608 |
¥-9.6万 |
-7.46% |
跌破离场 |
| 13 |
2019-01-30 |
2019-04-23 |
26.734718009999998 |
29.370599999999996 |
¥11.8万 |
+9.83% |
跌破离场 |
| 14 |
2019-06-12 |
2019-08-01 |
28.276720471999994 |
28.471500000000002 |
¥8,697 |
+0.66% |
跌破离场 |
| 15 |
2019-09-16 |
2019-09-24 |
27.778331 |
26.213759999999997 |
¥-7.5万 |
-5.66% |
跌破离场 |
| 16 |
2019-11-26 |
2020-01-16 |
28.687253594999994 |
30.589380000000002 |
¥8.3万 |
+6.60% |
跌破离场 |
| 17 |
2020-03-05 |
2020-03-18 |
31.821323533999998 |
27.3726 |
¥-18.5万 |
-14.01% |
跌破离场 |
| 18 |
2020-07-02 |
2020-07-17 |
28.0364084 |
27.23274 |
¥-3.3万 |
-2.90% |
跌破离场 |
| 19 |
2020-09-21 |
2020-10-21 |
29.328085786999996 |
27.49248 |
¥-7.0万 |
-6.29% |
跌破离场 |
| 20 |
2020-11-06 |
2020-12-07 |
29.378150801999997 |
30.01995 |
¥2.3万 |
+2.15% |
跌破离场 |
| 21 |
2021-01-12 |
2021-01-29 |
29.808940000000003 |
28.52145 |
¥-4.7万 |
-4.35% |
跌破离场 |
| 22 |
2021-02-26 |
2021-04-01 |
32.612350771 |
29.97 |
¥-8.2万 |
-8.13% |
跌破离场 |
| 23 |
2021-10-12 |
2021-10-21 |
22.028606599999996 |
20.1798 |
¥-7.9万 |
-8.42% |
跌破离场 |
| 24 |
2022-01-06 |
2022-01-28 |
21.147462335999997 |
20.5794 |
¥-2.3万 |
-2.72% |
跌破离场 |
| 25 |
2022-04-07 |
2022-04-21 |
20.927176269999997 |
19.23075 |
¥-6.8万 |
-8.13% |
跌破离场 |
| 26 |
2022-06-30 |
2022-07-15 |
19.425225819999994 |
18.31167 |
¥-4.4万 |
-5.76% |
跌破离场 |
| 27 |
2022-09-07 |
2022-09-30 |
17.682963298 |
17.52246 |
¥-6,780 |
-0.94% |
跌破离场 |
| 28 |
2022-11-28 |
2022-12-27 |
16.911962066999997 |
18.42156 |
¥6.3万 |
+8.89% |
跌破离场 |
| 29 |
2023-07-26 |
2023-08-15 |
14.819244439999999 |
14.515469999999999 |
¥-1.6万 |
-2.08% |
跌破离场 |
| 30 |
2024-05-20 |
2024-06-04 |
9.011702699999999 |
8.07192 |
¥-8.1万 |
-10.46% |
跌破离场 |
| 31 |
2024-09-26 |
2024-11-18 |
7.229388166 |
8.78121 |
¥14.6万 |
+21.43% |
跌破离场 |
| 32 |
2025-02-13 |
2025-03-25 |
7.8001293369999996 |
7.16283 |
¥-6.7万 |
-8.20% |
跌破离场 |
| 33 |
2025-07-11 |
2025-08-01 |
6.758777024999999 |
6.43356 |
¥-3.7万 |
-4.84% |
跌破离场 |
| 34 |
2025-08-26 |
2025-10-14 |
6.989076094 |
6.563430000000001 |
¥-4.4万 |
-6.12% |
跌破离场 |
| 35 |
2026-01-30 |
2026-03-03 |
5.066579517999999 |
4.74525 |
¥-4.3万 |
-6.37% |
跌破离场 |
| 36 |
2026-05-12 |
2026-05-19 |
4.075292220999999 |
3.6763199999999996 |
¥-6.3万 |
-9.82% |
跌破离场 |
| 37 |
2026-07-17 |
2026-08-17 |
3.2041609599999994 |
3.10689 |
¥-1.8万 |
-3.06% |
跌破离场 |
| 38 |
2026-09-22 |
2026-10-16 |
3.5746420709999995 |
3.6163799999999995 |
¥6,293 |
+1.14% |
跌破离场 |
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 |
13.08 |
75800.0 |
¥99.2万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
13.81617 |
75800.0 |
¥1.05M |
|
| 2015-05-27 |
突破买入 |
买入 |
15.66565 |
66600.0 |
¥1.04M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
13.5864 |
66600.0 |
¥90.5万 |
|
| 2015-11-05 |
突破买入 |
买入 |
14.06405 |
64800.0 |
¥91.2万 |
首仓入场 |
| 2016-07-13 |
跌破离场 |
卖出 |
17.982 |
64800.0 |
¥1.16M |
|
| 2016-08-08 |
突破买入 |
买入 |
20.760739999999995 |
55600.0 |
¥1.15M |
首仓入场 |
| 2016-08-31 |
跌破离场 |
卖出 |
22.65732 |
55600.0 |
¥1.26M |
|
| 2016-09-23 |
突破买入 |
买入 |
26.346320000000002 |
47000.0 |
¥1.24M |
首仓入场 |
| 2016-10-28 |
跌破离场 |
卖出 |
24.555419999999998 |
47000.0 |
¥1.15M |
|
| 2017-03-15 |
突破买入 |
买入 |
21.381359999999997 |
54900.0 |
¥1.17M |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
20.51 |
54900.0 |
¥1.13M |
|
| 2017-06-01 |
突破买入 |
买入 |
21.1211 |
53400.0 |
¥1.13M |
首仓入场 |
| 2017-07-25 |
跌破离场 |
卖出 |
23.576400000000003 |
53400.0 |
¥1.26M |
|
| 2017-09-08 |
突破买入 |
买入 |
25.925899999999995 |
48700.0 |
¥1.26M |
首仓入场 |
| 2017-12-11 |
跌破离场 |
卖出 |
29.790180000000003 |
48700.0 |
¥1.45M |
|
| 2018-01-03 |
突破买入 |
买入 |
32.5325 |
44600.0 |
¥1.45M |
首仓入场 |
| 2018-01-31 |
跌破离场 |
卖出 |
36.573389999999996 |
44600.0 |
¥1.63M |
|
| 2018-03-30 |
突破买入 |
买入 |
33.7337 |
47700.0 |
¥1.61M |
首仓入场 |
| 2018-04-17 |
跌破离场 |
卖出 |
30.12984 |
47700.0 |
¥1.44M |
|
| 2018-09-25 |
突破买入 |
买入 |
24.8248 |
56500.0 |
¥1.40M |
首仓入场 |
| 2018-10-09 |
跌破离场 |
卖出 |
22.02795 |
56500.0 |
¥1.24M |
|
| 2018-11-20 |
突破买入 |
买入 |
25.80578 |
50100.0 |
¥1.29M |
首仓入场 |
| 2018-12-24 |
跌破离场 |
卖出 |
23.89608 |
50100.0 |
¥1.20M |
|
| 2019-01-30 |
突破买入 |
买入 |
26.726699999999997 |
44800.0 |
¥1.20M |
首仓入场 |
| 2019-04-23 |
跌破离场 |
卖出 |
29.370599999999996 |
44800.0 |
¥1.32M |
|
| 2019-06-12 |
突破买入 |
买入 |
28.268239999999995 |
46700.0 |
¥1.32M |
首仓入场 |
| 2019-08-01 |
跌破离场 |
卖出 |
28.471500000000002 |
46700.0 |
¥1.33M |
|
| 2019-09-16 |
突破买入 |
买入 |
27.77 |
47900.0 |
¥1.33M |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
26.213759999999997 |
47900.0 |
¥1.26M |
|
| 2019-11-26 |
突破买入 |
买入 |
28.67864999999999 |
43800.0 |
¥1.26M |
首仓入场 |
| 2020-01-16 |
跌破离场 |
卖出 |
30.589380000000002 |
43800.0 |
¥1.34M |
|
| 2020-03-05 |
突破买入 |
买入 |
31.81178 |
41500.0 |
¥1.32M |
首仓入场 |
| 2020-03-18 |
跌破离场 |
卖出 |
27.3726 |
41500.0 |
¥1.14M |
|
| 2020-07-02 |
突破买入 |
买入 |
28.028000000000002 |
41100.0 |
¥1.15M |
首仓入场 |
| 2020-07-17 |
跌破离场 |
卖出 |
27.23274 |
41100.0 |
¥1.12M |
|
| 2020-09-21 |
突破买入 |
买入 |
29.319289999999995 |
38200.0 |
¥1.12M |
首仓入场 |
| 2020-10-21 |
跌破离场 |
卖出 |
27.49248 |
38200.0 |
¥1.05M |
|
| 2020-11-06 |
突破买入 |
买入 |
29.369339999999998 |
35900.0 |
¥1.05M |
首仓入场 |
| 2020-12-07 |
跌破离场 |
卖出 |
30.01995 |
35900.0 |
¥1.08M |
|
| 2021-01-12 |
突破买入 |
买入 |
29.8 |
36000.0 |
¥1.07M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
28.52145 |
36000.0 |
¥1.03M |
|
| 2021-02-26 |
突破买入 |
买入 |
32.60257 |
31100.0 |
¥1.01M |
首仓入场 |
| 2021-04-01 |
跌破离场 |
卖出 |
29.97 |
31100.0 |
¥93.2万 |
|
| 2021-10-12 |
突破买入 |
买入 |
22.022 |
42700.0 |
¥94.1万 |
首仓入场 |
| 2021-10-21 |
跌破离场 |
卖出 |
20.1798 |
42700.0 |
¥86.1万 |
|
| 2022-01-06 |
突破买入 |
买入 |
21.141119999999997 |
40900.0 |
¥86.5万 |
首仓入场 |
| 2022-01-28 |
跌破离场 |
卖出 |
20.5794 |
40900.0 |
¥84.1万 |
|
| 2022-04-07 |
突破买入 |
买入 |
20.920899999999996 |
39700.0 |
¥83.1万 |
首仓入场 |
| 2022-04-21 |
跌破离场 |
卖出 |
19.23075 |
39700.0 |
¥76.3万 |
|
| 2022-06-30 |
突破买入 |
买入 |
19.419399999999996 |
39500.0 |
¥76.7万 |
首仓入场 |
| 2022-07-15 |
跌破离场 |
卖出 |
18.31167 |
39500.0 |
¥72.3万 |
|
| 2022-09-07 |
突破买入 |
买入 |
17.67766 |
40900.0 |
¥72.3万 |
首仓入场 |
| 2022-09-30 |
跌破离场 |
卖出 |
17.52246 |
40900.0 |
¥71.6万 |
|
| 2022-11-28 |
突破买入 |
买入 |
16.906889999999997 |
41800.0 |
¥70.7万 |
首仓入场 |
| 2022-12-27 |
跌破离场 |
卖出 |
18.42156 |
41800.0 |
¥77.0万 |
|
| 2023-07-26 |
突破买入 |
买入 |
14.8148 |
52700.0 |
¥78.1万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
14.515469999999999 |
52700.0 |
¥76.5万 |
|
| 2024-05-20 |
突破买入 |
买入 |
9.008999999999999 |
85700.0 |
¥77.2万 |
首仓入场 |
| 2024-06-04 |
跌破离场 |
卖出 |
8.07192 |
85700.0 |
¥69.2万 |
|
| 2024-09-26 |
突破买入 |
买入 |
7.227219999999999 |
94500.0 |
¥68.3万 |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
8.78121 |
94500.0 |
¥83.0万 |
|
| 2025-02-13 |
突破买入 |
买入 |
7.797789999999999 |
105100.0 |
¥82.0万 |
首仓入场 |
| 2025-03-25 |
跌破离场 |
卖出 |
7.16283 |
105100.0 |
¥75.3万 |
|
| 2025-07-11 |
突破买入 |
买入 |
6.756749999999999 |
113800.0 |
¥76.9万 |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
6.43356 |
113800.0 |
¥73.2万 |
|
| 2025-08-26 |
突破买入 |
买入 |
6.98698 |
102300.0 |
¥71.5万 |
首仓入场 |
| 2025-10-14 |
跌破离场 |
卖出 |
6.563430000000001 |
102300.0 |
¥67.1万 |
|
| 2026-01-30 |
突破买入 |
买入 |
5.065059999999999 |
134300.0 |
¥68.0万 |
首仓入场 |
| 2026-03-03 |
跌破离场 |
卖出 |
4.74525 |
134300.0 |
¥63.7万 |
|
| 2026-05-12 |
突破买入 |
买入 |
4.07407 |
157900.0 |
¥64.3万 |
首仓入场 |
| 2026-05-19 |
跌破离场 |
卖出 |
3.6763199999999996 |
157900.0 |
¥58.0万 |
|
| 2026-07-17 |
突破买入 |
买入 |
3.2031999999999994 |
180400.0 |
¥57.8万 |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
3.10689 |
180400.0 |
¥56.0万 |
|
| 2026-09-22 |
突破买入 |
买入 |
3.5735699999999997 |
154800.0 |
¥55.3万 |
首仓入场 |
| 2026-10-16 |
跌破离场 |
卖出 |
3.6163799999999995 |
154800.0 |
¥56.0万 |
|