000063 中兴通讯 — 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: ¥1.32M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +32.46%）
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 |
2015-03-24 |
2015-06-19 |
21.928476569999997 |
28.4715 |
¥29.7万 |
+29.80% |
跌破离场 |
| 2 |
2015-10-16 |
2015-11-30 |
17.923275369999995 |
17.62236 |
¥-2.2万 |
-1.71% |
跌破离场 |
| 3 |
2015-12-22 |
2016-01-05 |
19.495316840999994 |
16.51 |
¥-19.6万 |
-15.34% |
跌破离场 |
| 4 |
2016-06-28 |
2016-08-02 |
14.098308223999998 |
14.18 |
¥5,870 |
+0.55% |
跌破离场 |
| 5 |
2016-11-09 |
2016-12-06 |
16.271129875 |
16.273709999999998 |
¥-152 |
-0.01% |
跌破离场 |
| 6 |
2017-03-27 |
2017-04-17 |
17.823145339999996 |
16.77321 |
¥-6.4万 |
-5.92% |
跌破离场 |
| 7 |
2017-05-17 |
2017-07-19 |
18.914562667 |
21.84813 |
¥15.7万 |
+15.47% |
跌破离场 |
| 8 |
2017-08-31 |
2017-10-25 |
24.021194196999996 |
27.66231 |
¥17.7万 |
+15.12% |
跌破离场 |
| 9 |
2017-10-31 |
2017-11-28 |
31.480881431999997 |
33.966 |
¥10.6万 |
+7.86% |
跌破离场 |
| 10 |
2018-03-07 |
2018-03-26 |
33.119933 |
28.371599999999997 |
¥-20.8万 |
-14.36% |
跌破离场 |
| 11 |
2018-08-24 |
2018-09-11 |
17.22236516 |
17.132849999999998 |
¥-6,806 |
-0.55% |
跌破离场 |
| 12 |
2018-11-07 |
2018-11-30 |
18.974640685 |
19.34064 |
¥2.4万 |
+1.90% |
跌破离场 |
| 13 |
2019-02-14 |
2019-03-14 |
22.729516809999996 |
28.471500000000002 |
¥31.6万 |
+25.22% |
跌破离场 |
| 14 |
2019-04-11 |
2019-05-07 |
31.040309299999993 |
29.1708 |
¥-9.4万 |
-6.05% |
跌破离场 |
| 15 |
2019-06-06 |
2019-07-19 |
31.569468 |
31.23873 |
¥-1.6万 |
-1.08% |
跌破离场 |
| 16 |
2019-09-09 |
2019-09-27 |
33.543560049999996 |
32.51 |
¥-4.6万 |
-3.11% |
跌破离场 |
| 17 |
2019-12-17 |
2020-02-04 |
33.663716085999994 |
36.52 |
¥12.1万 |
+8.45% |
跌破离场 |
| 18 |
2020-02-18 |
2020-03-17 |
42.90571785499999 |
45.564389999999996 |
¥9.5万 |
+6.16% |
跌破离场 |
| 19 |
2020-06-19 |
2020-07-27 |
42.525223741 |
37.90206 |
¥-17.9万 |
-10.90% |
跌破离场 |
| 20 |
2020-11-10 |
2020-12-08 |
37.61128 |
33.71625 |
¥-15.0万 |
-10.38% |
跌破离场 |
| 21 |
2021-01-14 |
2021-01-29 |
36.44733091999999 |
32.767199999999995 |
¥-13.2万 |
-10.12% |
跌破离场 |
| 22 |
2021-05-28 |
2021-07-05 |
30.439529119999996 |
31.61835 |
¥4.5万 |
+3.84% |
跌破离场 |
| 23 |
2021-07-14 |
2021-08-13 |
35.73640770699999 |
36.3636 |
¥2.1万 |
+1.72% |
跌破离场 |
| 24 |
2022-01-11 |
2022-01-25 |
34.494795335 |
31.618350000000003 |
¥-10.4万 |
-8.37% |
跌破离场 |
| 25 |
2022-06-07 |
2022-07-13 |
24.682052395 |
23.93604 |
¥-3.5万 |
-3.05% |
跌破离场 |
| 26 |
2022-11-07 |
2022-12-21 |
23.029906899999997 |
25.524449999999998 |
¥11.9万 |
+10.80% |
跌破离场 |
| 27 |
2023-02-10 |
2023-03-31 |
27.836148339999998 |
32.08788 |
¥18.7万 |
+15.24% |
跌破离场 |
| 28 |
2023-06-16 |
2023-07-21 |
37.27841016899999 |
40.93902 |
¥13.7万 |
+9.79% |
跌破离场 |
| 29 |
2024-03-01 |
2024-03-25 |
29.888813955 |
27.85212 |
¥-10.6万 |
-6.84% |
跌破离场 |
| 30 |
2024-06-19 |
2024-06-26 |
28.356824495999998 |
26.4735 |
¥-9.6万 |
-6.67% |
跌破离场 |
| 31 |
2024-07-10 |
2024-07-25 |
28.83744864 |
26.71326 |
¥-10.0万 |
-7.39% |
跌破离场 |
| 32 |
2024-09-26 |
2024-11-25 |
25.473079631999994 |
30.77919 |
¥26.0万 |
+20.79% |
跌破离场 |
| 33 |
2024-12-18 |
2025-01-07 |
32.532246747 |
35.0649 |
¥11.5万 |
+7.75% |
跌破离场 |
| 34 |
2025-01-22 |
2025-02-14 |
42.375028696 |
39.38058 |
¥-11.4万 |
-7.09% |
跌破离场 |
| 35 |
2025-07-30 |
2025-09-05 |
35.005458488 |
41.26869 |
¥26.9万 |
+17.86% |
跌破离场 |
| 36 |
2025-10-13 |
2025-10-30 |
51.106367311999996 |
45.564389999999996 |
¥-18.9万 |
-10.87% |
跌破离场 |
| 37 |
2026-01-13 |
2026-02-03 |
42.452732 |
37.442519999999995 |
¥-18.8万 |
-11.83% |
跌破离场 |
| 38 |
2026-04-23 |
2026-05-22 |
37.24837116 |
35.074889999999996 |
¥-8.2万 |
-5.86% |
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 |
|---|
| 2015-03-24 |
突破买入 |
买入 |
21.921899999999997 |
45500.0 |
¥99.8万 |
首仓入场 |
| 2015-06-19 |
跌破离场 |
卖出 |
28.4715 |
45500.0 |
¥1.30M |
|
| 2015-10-16 |
突破买入 |
买入 |
17.917899999999996 |
72200.0 |
¥1.29M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
17.62236 |
72200.0 |
¥1.27M |
|
| 2015-12-22 |
突破买入 |
买入 |
19.489469999999997 |
65400.0 |
¥1.27M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
16.51 |
65400.0 |
¥1.08M |
|
| 2016-06-28 |
突破买入 |
买入 |
14.09408 |
75800.0 |
¥1.07M |
首仓入场 |
| 2016-08-02 |
跌破离场 |
卖出 |
14.18 |
75800.0 |
¥1.07M |
|
| 2016-11-09 |
突破买入 |
买入 |
16.26625 |
66200.0 |
¥1.08M |
首仓入场 |
| 2016-12-06 |
跌破离场 |
卖出 |
16.273709999999998 |
66200.0 |
¥1.08M |
|
| 2017-03-27 |
突破买入 |
买入 |
17.8178 |
60400.0 |
¥1.08M |
首仓入场 |
| 2017-04-17 |
跌破离场 |
卖出 |
16.77321 |
60400.0 |
¥1.01M |
|
| 2017-05-17 |
突破买入 |
买入 |
18.90889 |
53700.0 |
¥1.02M |
首仓入场 |
| 2017-07-19 |
跌破离场 |
卖出 |
21.84813 |
53700.0 |
¥1.17M |
|
| 2017-08-31 |
突破买入 |
买入 |
24.013989999999996 |
48800.0 |
¥1.17M |
首仓入场 |
| 2017-10-25 |
跌破离场 |
卖出 |
27.66231 |
48800.0 |
¥1.35M |
|
| 2017-10-31 |
突破买入 |
买入 |
31.471439999999998 |
42900.0 |
¥1.35M |
首仓入场 |
| 2017-11-28 |
跌破离场 |
卖出 |
33.966 |
42900.0 |
¥1.46M |
|
| 2018-03-07 |
突破买入 |
买入 |
33.11 |
43700.0 |
¥1.45M |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
28.371599999999997 |
43700.0 |
¥1.24M |
|
| 2018-08-24 |
突破买入 |
买入 |
17.2172 |
71900.0 |
¥1.24M |
首仓入场 |
| 2018-09-11 |
跌破离场 |
卖出 |
17.132849999999998 |
71900.0 |
¥1.23M |
|
| 2018-11-07 |
突破买入 |
买入 |
18.968949999999996 |
65300.0 |
¥1.24M |
首仓入场 |
| 2018-11-30 |
跌破离场 |
卖出 |
19.34064 |
65300.0 |
¥1.26M |
|
| 2019-02-14 |
突破买入 |
买入 |
22.722699999999996 |
55200.0 |
¥1.25M |
首仓入场 |
| 2019-03-14 |
跌破离场 |
卖出 |
28.471500000000002 |
55200.0 |
¥1.57M |
|
| 2019-04-11 |
突破买入 |
买入 |
31.030999999999995 |
50200.0 |
¥1.56M |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
29.1708 |
50200.0 |
¥1.46M |
|
| 2019-06-06 |
突破买入 |
买入 |
31.56 |
46300.0 |
¥1.46M |
首仓入场 |
| 2019-07-19 |
跌破离场 |
卖出 |
31.23873 |
46300.0 |
¥1.45M |
|
| 2019-09-09 |
突破买入 |
买入 |
33.5335 |
43900.0 |
¥1.47M |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
32.51 |
43900.0 |
¥1.43M |
|
| 2019-12-17 |
突破买入 |
买入 |
33.65362 |
42500.0 |
¥1.43M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
36.52 |
42500.0 |
¥1.55M |
|
| 2020-02-18 |
突破买入 |
买入 |
42.892849999999996 |
35800.0 |
¥1.54M |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
45.564389999999996 |
35800.0 |
¥1.63M |
|
| 2020-06-19 |
突破买入 |
买入 |
42.51246999999999 |
38700.0 |
¥1.65M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
37.90206 |
38700.0 |
¥1.47M |
|
| 2020-11-10 |
突破买入 |
买入 |
37.6 |
38400.0 |
¥1.44M |
首仓入场 |
| 2020-12-08 |
跌破离场 |
卖出 |
33.71625 |
38400.0 |
¥1.29M |
|
| 2021-01-14 |
突破买入 |
买入 |
36.43639999999999 |
35700.0 |
¥1.30M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
32.767199999999995 |
35700.0 |
¥1.17M |
|
| 2021-05-28 |
突破买入 |
买入 |
30.430399999999995 |
38700.0 |
¥1.18M |
首仓入场 |
| 2021-07-05 |
跌破离场 |
卖出 |
31.61835 |
38700.0 |
¥1.22M |
|
| 2021-07-14 |
突破买入 |
买入 |
35.72568999999999 |
34400.0 |
¥1.23M |
首仓入场 |
| 2021-08-13 |
跌破离场 |
卖出 |
36.3636 |
34400.0 |
¥1.25M |
|
| 2022-01-11 |
突破买入 |
买入 |
34.48445 |
36100.0 |
¥1.25M |
首仓入场 |
| 2022-01-25 |
跌破离场 |
卖出 |
31.618350000000003 |
36100.0 |
¥1.14M |
|
| 2022-06-07 |
突破买入 |
买入 |
24.67465 |
46300.0 |
¥1.14M |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
23.93604 |
46300.0 |
¥1.11M |
|
| 2022-11-07 |
突破买入 |
买入 |
23.023 |
47800.0 |
¥1.10M |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
25.524449999999998 |
47800.0 |
¥1.22M |
|
| 2023-02-10 |
突破买入 |
买入 |
27.827799999999993 |
44100.0 |
¥1.23M |
首仓入场 |
| 2023-03-31 |
跌破离场 |
卖出 |
32.08788 |
44100.0 |
¥1.41M |
|
| 2023-06-16 |
突破买入 |
买入 |
37.26722999999999 |
37500.0 |
¥1.40M |
首仓入场 |
| 2023-07-21 |
跌破离场 |
卖出 |
40.93902 |
37500.0 |
¥1.53M |
|
| 2024-03-01 |
突破买入 |
买入 |
29.879849999999998 |
51900.0 |
¥1.55M |
首仓入场 |
| 2024-03-25 |
跌破离场 |
卖出 |
27.85212 |
51900.0 |
¥1.45M |
|
| 2024-06-19 |
突破买入 |
买入 |
28.348319999999998 |
51000.0 |
¥1.45M |
首仓入场 |
| 2024-06-26 |
跌破离场 |
卖出 |
26.4735 |
51000.0 |
¥1.35M |
|
| 2024-07-10 |
突破买入 |
买入 |
28.828799999999998 |
46700.0 |
¥1.35M |
首仓入场 |
| 2024-07-25 |
跌破离场 |
卖出 |
26.71326 |
46700.0 |
¥1.25M |
|
| 2024-09-26 |
突破买入 |
买入 |
25.465439999999997 |
49000.0 |
¥1.25M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
30.77919 |
49000.0 |
¥1.51M |
|
| 2024-12-18 |
突破买入 |
买入 |
32.52249 |
45500.0 |
¥1.48M |
首仓入场 |
| 2025-01-07 |
跌破离场 |
卖出 |
35.0649 |
45500.0 |
¥1.59M |
|
| 2025-01-22 |
突破买入 |
买入 |
42.36232 |
37800.0 |
¥1.60M |
首仓入场 |
| 2025-02-14 |
跌破离场 |
卖出 |
39.38058 |
37800.0 |
¥1.49M |
|
| 2025-07-30 |
突破买入 |
买入 |
34.99496 |
43000.0 |
¥1.51M |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
41.26869 |
43000.0 |
¥1.77M |
|
| 2025-10-13 |
突破买入 |
买入 |
51.09103999999999 |
34100.0 |
¥1.74M |
首仓入场 |
| 2025-10-30 |
跌破离场 |
卖出 |
45.564389999999996 |
34100.0 |
¥1.55M |
|
| 2026-01-13 |
突破买入 |
买入 |
42.44 |
37400.0 |
¥1.59M |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
37.442519999999995 |
37400.0 |
¥1.40M |
|
| 2026-04-23 |
突破买入 |
买入 |
37.2372 |
37500.0 |
¥1.40M |
首仓入场 |
| 2026-05-22 |
跌破离场 |
卖出 |
35.074889999999996 |
37500.0 |
¥1.31M |
|