000333 美的集团 — 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: ¥36.1万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -63.92%）
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 47 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 |
2015-04-01 |
2015-04-16 |
33.03289689699999 |
31.997970000000002 |
¥-3.2万 |
-3.16% |
跌破离场 |
| 2 |
2015-04-20 |
2015-05-06 |
35.74642071 |
34.7652 |
¥-2.7万 |
-2.77% |
跌破离场 |
| 3 |
2015-05-27 |
2015-06-23 |
40.65279218 |
34.94502 |
¥-13.2万 |
-14.07% |
跌破离场 |
| 4 |
2015-11-05 |
2015-11-30 |
29.388163804999998 |
27.25272 |
¥-5.9万 |
-7.29% |
跌破离场 |
| 5 |
2015-12-22 |
2016-01-08 |
31.921453563999997 |
30.17979 |
¥-4.1万 |
-5.48% |
跌破离场 |
| 6 |
2016-03-03 |
2016-05-09 |
29.187903744999996 |
20.059919999999998 |
¥-22.1万 |
-31.29% |
跌破离场 |
| 7 |
2016-07-04 |
2016-08-31 |
24.041220202999998 |
27.03 |
¥6.0万 |
+12.40% |
跌破离场 |
| 8 |
2016-11-02 |
2016-12-16 |
27.718313000000002 |
27.9 |
¥3,414 |
+0.63% |
跌破离场 |
| 9 |
2017-02-14 |
2017-04-12 |
31.040309299999997 |
32.257709999999996 |
¥2.1万 |
+3.89% |
跌破离场 |
| 10 |
2017-05-08 |
2017-08-04 |
36.136927827 |
40.149809999999995 |
¥6.3万 |
+11.07% |
跌破离场 |
| 11 |
2017-08-28 |
2017-09-12 |
42.05461259999999 |
40.22973 |
¥-2.8万 |
-4.37% |
跌破离场 |
| 12 |
2017-09-21 |
2017-11-30 |
43.436407014 |
50.749199999999995 |
¥10.2万 |
+16.80% |
跌破离场 |
| 13 |
2017-12-25 |
2018-02-06 |
56.67359698 |
55.6443 |
¥-1.3万 |
-1.85% |
跌破离场 |
| 14 |
2018-03-13 |
2018-03-26 |
60.77892820999998 |
55.44449999999999 |
¥-6.1万 |
-8.80% |
跌破离场 |
| 15 |
2018-05-11 |
2018-05-24 |
54.87125643999999 |
51.73821 |
¥-3.7万 |
-5.74% |
跌破离场 |
| 16 |
2018-06-12 |
2018-06-25 |
56.40324589899999 |
53.646300000000004 |
¥-2.9万 |
-4.92% |
跌破离场 |
| 17 |
2019-01-16 |
2019-04-29 |
41.053312299999995 |
49.36 |
¥11.4万 |
+20.20% |
跌破离场 |
| 18 |
2019-06-21 |
2019-07-18 |
52.87866884299999 |
52.4475 |
¥-5,720 |
-0.85% |
跌破离场 |
| 19 |
2019-12-16 |
2020-02-03 |
58.17554743 |
49.59 |
¥-10.0万 |
-14.78% |
跌破离场 |
| 20 |
2020-03-06 |
2020-03-16 |
55.892582746 |
52.147800000000004 |
¥-3.8万 |
-6.73% |
跌破离场 |
| 21 |
2020-04-24 |
2020-06-18 |
52.107667611999986 |
57.79215 |
¥5.8万 |
+10.88% |
跌破离场 |
| 22 |
2020-07-02 |
2020-07-17 |
61.890371543 |
60.739200000000004 |
¥-1.1万 |
-1.89% |
跌破离场 |
| 23 |
2020-07-24 |
2020-08-28 |
69.25994175099999 |
67.3326 |
¥-1.6万 |
-2.81% |
跌破离场 |
| 24 |
2020-10-14 |
2020-11-27 |
75.19765252999998 |
87.37254 |
¥9.1万 |
+16.16% |
跌破离场 |
| 25 |
2020-12-24 |
2021-01-20 |
92.11962759999997 |
95.904 |
¥2.7万 |
+4.08% |
跌破离场 |
| 26 |
2021-02-18 |
2021-02-23 |
107.259288136 |
88.96095 |
¥-11.7万 |
-17.08% |
跌破离场 |
| 27 |
2021-08-17 |
2021-08-27 |
75.077496494 |
67.86207 |
¥-5.5万 |
-9.64% |
跌破离场 |
| 28 |
2021-10-25 |
2021-10-28 |
74.08620919699999 |
66.4335 |
¥-5.3万 |
-10.36% |
跌破离场 |
| 29 |
2022-01-06 |
2022-01-14 |
75.90857574299999 |
72.02789999999999 |
¥-2.3万 |
-5.14% |
跌破离场 |
| 30 |
2022-06-28 |
2022-07-15 |
59.61788 |
55.7442 |
¥-2.9万 |
-6.53% |
跌破离场 |
| 31 |
2022-09-02 |
2022-09-22 |
55.126533 |
52.687259999999995 |
¥-1.8万 |
-4.45% |
跌破离场 |
| 32 |
2022-12-06 |
2023-02-03 |
49.75461190699999 |
53.646300000000004 |
¥3.1万 |
+7.79% |
跌破离场 |
| 33 |
2023-04-12 |
2023-05-25 |
55.912608752000004 |
53.346599999999995 |
¥-2.0万 |
-4.62% |
跌破离场 |
| 34 |
2023-06-16 |
2023-07-11 |
58.47593751999998 |
56.743199999999995 |
¥-1.2万 |
-2.99% |
跌破离场 |
| 35 |
2023-12-28 |
2024-03-19 |
53.509488032 |
62.17 |
¥6.3万 |
+16.15% |
跌破离场 |
| 36 |
2024-04-08 |
2024-05-23 |
66.806756016 |
65.33460000000001 |
¥-1.0万 |
-2.23% |
跌破离场 |
| 37 |
2024-08-27 |
2024-09-09 |
66.08581979999998 |
61.288650000000004 |
¥-3.2万 |
-7.29% |
跌破离场 |
| 38 |
2024-09-24 |
2024-11-01 |
67.68790028 |
71.36856 |
¥2.2万 |
+5.41% |
跌破离场 |
| 39 |
2025-01-09 |
2025-01-23 |
77.80103331 |
73.3266 |
¥-2.5万 |
-5.78% |
跌破离场 |
| 40 |
2025-03-20 |
2025-04-07 |
76.49934292 |
68.15178 |
¥-4.4万 |
-10.94% |
跌破离场 |
| 41 |
2025-05-12 |
2025-06-04 |
76.19895283 |
75.70422 |
¥-2,484 |
-0.68% |
跌破离场 |
| 42 |
2025-09-03 |
2025-09-19 |
76.649537965 |
73.33659 |
¥-1.6万 |
-4.35% |
跌破离场 |
| 43 |
2025-11-03 |
2025-12-26 |
76.48932991699999 |
78.55 |
¥9,167 |
+2.66% |
跌破离场 |
| 44 |
2026-02-06 |
2026-03-03 |
80.534583129 |
77.38253999999999 |
¥-1.4万 |
-3.94% |
跌破离场 |
| 45 |
2026-04-17 |
2026-06-17 |
78.281657454 |
78.89103 |
¥2,577 |
+0.75% |
跌破离场 |
| 46 |
2026-07-16 |
2026-08-18 |
82.25681964499998 |
82.71719999999999 |
¥1,786 |
+0.53% |
跌破离场 |
| 47 |
2026-10-30 |
2026-11-13 |
87.61377624999999 |
90.55 |
¥1.1万 |
+3.32% |
强平 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-01 |
突破买入 |
买入 |
33.02299 |
30200.0 |
¥99.8万 |
首仓入场 |
| 2015-04-16 |
跌破离场 |
卖出 |
31.997970000000002 |
30200.0 |
¥96.6万 |
|
| 2015-04-20 |
突破买入 |
买入 |
35.7357 |
26900.0 |
¥96.2万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
34.7652 |
26900.0 |
¥93.5万 |
|
| 2015-05-27 |
突破买入 |
买入 |
40.6406 |
23100.0 |
¥93.9万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
34.94502 |
23100.0 |
¥80.7万 |
|
| 2015-11-05 |
突破买入 |
买入 |
29.37935 |
27400.0 |
¥80.5万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
27.25272 |
27400.0 |
¥74.7万 |
|
| 2015-12-22 |
突破买入 |
买入 |
31.91188 |
23400.0 |
¥74.7万 |
首仓入场 |
| 2016-01-08 |
跌破离场 |
卖出 |
30.17979 |
23400.0 |
¥70.6万 |
|
| 2016-03-03 |
突破买入 |
买入 |
29.179149999999996 |
24200.0 |
¥70.6万 |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
20.059919999999998 |
24200.0 |
¥48.5万 |
|
| 2016-07-04 |
突破买入 |
买入 |
24.03401 |
20200.0 |
¥48.6万 |
首仓入场 |
| 2016-08-31 |
跌破离场 |
卖出 |
27.03 |
20200.0 |
¥54.6万 |
|
| 2016-11-02 |
突破买入 |
买入 |
27.71 |
19700.0 |
¥54.6万 |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
27.9 |
19700.0 |
¥54.9万 |
|
| 2017-02-14 |
突破买入 |
买入 |
31.030999999999995 |
17800.0 |
¥55.3万 |
首仓入场 |
| 2017-04-12 |
跌破离场 |
卖出 |
32.257709999999996 |
17800.0 |
¥57.4万 |
|
| 2017-05-08 |
突破买入 |
买入 |
36.12609 |
15800.0 |
¥57.1万 |
首仓入场 |
| 2017-08-04 |
跌破离场 |
卖出 |
40.149809999999995 |
15800.0 |
¥63.4万 |
|
| 2017-08-28 |
突破买入 |
买入 |
42.041999999999994 |
15100.0 |
¥63.5万 |
首仓入场 |
| 2017-09-12 |
跌破离场 |
卖出 |
40.22973 |
15100.0 |
¥60.7万 |
|
| 2017-09-21 |
突破买入 |
买入 |
43.423379999999995 |
14000.0 |
¥60.8万 |
首仓入场 |
| 2017-11-30 |
跌破离场 |
卖出 |
50.749199999999995 |
14000.0 |
¥71.0万 |
|
| 2017-12-25 |
突破买入 |
买入 |
56.6566 |
12500.0 |
¥70.8万 |
首仓入场 |
| 2018-02-06 |
跌破离场 |
卖出 |
55.6443 |
12500.0 |
¥69.5万 |
|
| 2018-03-13 |
突破买入 |
买入 |
60.760699999999986 |
11400.0 |
¥69.3万 |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
55.44449999999999 |
11400.0 |
¥63.2万 |
|
| 2018-05-11 |
突破买入 |
买入 |
54.8548 |
11600.0 |
¥63.7万 |
首仓入场 |
| 2018-05-24 |
跌破离场 |
卖出 |
51.73821 |
11600.0 |
¥60.0万 |
|
| 2018-06-12 |
突破买入 |
买入 |
56.38632999999999 |
10600.0 |
¥59.8万 |
首仓入场 |
| 2018-06-25 |
跌破离场 |
卖出 |
53.646300000000004 |
10600.0 |
¥56.8万 |
|
| 2019-01-16 |
突破买入 |
买入 |
41.041 |
13800.0 |
¥56.7万 |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
49.36 |
13800.0 |
¥68.1万 |
|
| 2019-06-21 |
突破买入 |
买入 |
52.862809999999996 |
12800.0 |
¥67.7万 |
首仓入场 |
| 2019-07-18 |
跌破离场 |
卖出 |
52.4475 |
12800.0 |
¥67.1万 |
|
| 2019-12-16 |
突破买入 |
买入 |
58.1581 |
11600.0 |
¥67.5万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
49.59 |
11600.0 |
¥57.5万 |
|
| 2020-03-06 |
突破买入 |
买入 |
55.87582 |
10200.0 |
¥57.0万 |
首仓入场 |
| 2020-03-16 |
跌破离场 |
卖出 |
52.147800000000004 |
10200.0 |
¥53.2万 |
|
| 2020-04-24 |
突破买入 |
买入 |
52.09203999999999 |
10300.0 |
¥53.7万 |
首仓入场 |
| 2020-06-18 |
跌破离场 |
卖出 |
57.79215 |
10300.0 |
¥59.5万 |
|
| 2020-07-02 |
突破买入 |
买入 |
61.871809999999996 |
9500.0 |
¥58.8万 |
首仓入场 |
| 2020-07-17 |
跌破离场 |
卖出 |
60.739200000000004 |
9500.0 |
¥57.7万 |
|
| 2020-07-24 |
突破买入 |
买入 |
69.23916999999999 |
8300.0 |
¥57.5万 |
首仓入场 |
| 2020-08-28 |
跌破离场 |
卖出 |
67.3326 |
8300.0 |
¥55.9万 |
|
| 2020-10-14 |
突破买入 |
买入 |
75.17509999999999 |
7500.0 |
¥56.4万 |
首仓入场 |
| 2020-11-27 |
跌破离场 |
卖出 |
87.37254 |
7500.0 |
¥65.5万 |
|
| 2020-12-24 |
突破买入 |
买入 |
92.09199999999997 |
7100.0 |
¥65.4万 |
首仓入场 |
| 2021-01-20 |
跌破离场 |
卖出 |
95.904 |
7100.0 |
¥68.1万 |
|
| 2021-02-18 |
突破买入 |
买入 |
107.22712 |
6400.0 |
¥68.6万 |
首仓入场 |
| 2021-02-23 |
跌破离场 |
卖出 |
88.96095 |
6400.0 |
¥56.9万 |
|
| 2021-08-17 |
突破买入 |
买入 |
75.05498 |
7600.0 |
¥57.1万 |
首仓入场 |
| 2021-08-27 |
跌破离场 |
卖出 |
67.86207 |
7600.0 |
¥51.6万 |
|
| 2021-10-25 |
突破买入 |
买入 |
74.06398999999999 |
6900.0 |
¥51.1万 |
首仓入场 |
| 2021-10-28 |
跌破离场 |
卖出 |
66.4335 |
6900.0 |
¥45.8万 |
|
| 2022-01-06 |
突破买入 |
买入 |
75.88580999999999 |
6000.0 |
¥45.5万 |
首仓入场 |
| 2022-01-14 |
跌破离场 |
卖出 |
72.02789999999999 |
6000.0 |
¥43.2万 |
|
| 2022-06-28 |
突破买入 |
买入 |
59.6 |
7400.0 |
¥44.1万 |
首仓入场 |
| 2022-07-15 |
跌破离场 |
卖出 |
55.7442 |
7400.0 |
¥41.2万 |
|
| 2022-09-02 |
突破买入 |
买入 |
55.11 |
7400.0 |
¥40.8万 |
首仓入场 |
| 2022-09-22 |
跌破离场 |
卖出 |
52.687259999999995 |
7400.0 |
¥39.0万 |
|
| 2022-12-06 |
突破买入 |
买入 |
49.73968999999999 |
7900.0 |
¥39.3万 |
首仓入场 |
| 2023-02-03 |
跌破离场 |
卖出 |
53.646300000000004 |
7900.0 |
¥42.4万 |
|
| 2023-04-12 |
突破买入 |
买入 |
55.89584 |
7600.0 |
¥42.5万 |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
53.346599999999995 |
7600.0 |
¥40.5万 |
|
| 2023-06-16 |
突破买入 |
买入 |
58.45839999999998 |
6900.0 |
¥40.3万 |
首仓入场 |
| 2023-07-11 |
跌破离场 |
卖出 |
56.743199999999995 |
6900.0 |
¥39.1万 |
|
| 2023-12-28 |
突破买入 |
买入 |
53.49343999999999 |
7300.0 |
¥39.1万 |
首仓入场 |
| 2024-03-19 |
跌破离场 |
卖出 |
62.17 |
7300.0 |
¥45.4万 |
|
| 2024-04-08 |
突破买入 |
买入 |
66.78671999999999 |
6800.0 |
¥45.4万 |
首仓入场 |
| 2024-05-23 |
跌破离场 |
卖出 |
65.33460000000001 |
6800.0 |
¥44.4万 |
|
| 2024-08-27 |
突破买入 |
买入 |
66.06599999999999 |
6700.0 |
¥44.3万 |
首仓入场 |
| 2024-09-09 |
跌破离场 |
卖出 |
61.288650000000004 |
6700.0 |
¥41.1万 |
|
| 2024-09-24 |
突破买入 |
买入 |
67.6676 |
6100.0 |
¥41.3万 |
首仓入场 |
| 2024-11-01 |
跌破离场 |
卖出 |
71.36856 |
6100.0 |
¥43.5万 |
|
| 2025-01-09 |
突破买入 |
买入 |
77.7777 |
5600.0 |
¥43.6万 |
首仓入场 |
| 2025-01-23 |
跌破离场 |
卖出 |
73.3266 |
5600.0 |
¥41.1万 |
|
| 2025-03-20 |
突破买入 |
买入 |
76.4764 |
5300.0 |
¥40.5万 |
首仓入场 |
| 2025-04-07 |
跌破离场 |
卖出 |
68.15178 |
5300.0 |
¥36.1万 |
|
| 2025-05-12 |
突破买入 |
买入 |
76.17609999999999 |
4800.0 |
¥36.6万 |
首仓入场 |
| 2025-06-04 |
跌破离场 |
卖出 |
75.70422 |
4800.0 |
¥36.3万 |
|
| 2025-09-03 |
突破买入 |
买入 |
76.62655 |
4700.0 |
¥36.0万 |
首仓入场 |
| 2025-09-19 |
跌破离场 |
卖出 |
73.33659 |
4700.0 |
¥34.5万 |
|
| 2025-11-03 |
突破买入 |
买入 |
76.46638999999999 |
4500.0 |
¥34.4万 |
首仓入场 |
| 2025-12-26 |
跌破离场 |
卖出 |
78.55 |
4500.0 |
¥35.3万 |
|
| 2026-02-06 |
突破买入 |
买入 |
80.51043 |
4400.0 |
¥35.4万 |
首仓入场 |
| 2026-03-03 |
跌破离场 |
卖出 |
77.38253999999999 |
4400.0 |
¥34.0万 |
|
| 2026-04-17 |
突破买入 |
买入 |
78.25818 |
4400.0 |
¥34.4万 |
首仓入场 |
| 2026-06-17 |
跌破离场 |
卖出 |
78.89103 |
4400.0 |
¥34.7万 |
|
| 2026-07-16 |
突破买入 |
买入 |
82.23214999999999 |
4100.0 |
¥33.7万 |
首仓入场 |
| 2026-08-18 |
跌破离场 |
卖出 |
82.71719999999999 |
4100.0 |
¥33.9万 |
|
| 2026-10-30 |
突破买入 |
买入 |
87.58749999999999 |
3900.0 |
¥34.2万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
90.55 |
3900 |
¥35.3万 |
回测结束强平 |