000338 潍柴动力 — 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: ¥2.33M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +133.39%）
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 34 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 |
2015-03-18 |
2015-04-30 |
28.717292603999997 |
32.10786 |
¥11.7万 |
+11.77% |
跌破离场 |
| 2 |
2015-11-10 |
2015-11-30 |
10.073081018 |
9.44055 |
¥-6.9万 |
-6.31% |
跌破离场 |
| 3 |
2016-07-06 |
2016-09-05 |
8.0104024 |
8.61 |
¥7.8万 |
+7.45% |
跌破离场 |
| 4 |
2016-10-26 |
2016-12-21 |
9.81274294 |
9.95 |
¥1.5万 |
+1.37% |
跌破离场 |
| 5 |
2017-01-20 |
2017-02-27 |
10.733939216000001 |
11.188799999999999 |
¥4.8万 |
+4.21% |
跌破离场 |
| 6 |
2017-06-06 |
2017-07-24 |
11.423426 |
6.87312 |
¥-46.9万 |
-39.85% |
跌破离场 |
| 7 |
2017-09-01 |
2017-11-28 |
7.209362159999999 |
8.06193 |
¥8.5万 |
+11.79% |
跌破离场 |
| 8 |
2018-01-17 |
2018-02-01 |
9.011702699999999 |
8.77122 |
¥-2.2万 |
-2.70% |
跌破离场 |
| 9 |
2018-05-29 |
2018-06-27 |
8.741351619 |
8.6913 |
¥-4,697 |
-0.60% |
跌破离场 |
| 10 |
2018-09-20 |
2018-10-17 |
8.260727474999998 |
7.862130000000001 |
¥-3.8万 |
-4.85% |
跌破离场 |
| 11 |
2018-12-18 |
2019-01-04 |
7.7901163339999995 |
7.422569999999999 |
¥-3.5万 |
-4.75% |
跌破离场 |
| 12 |
2019-01-15 |
2019-04-26 |
8.0104024 |
12.26772 |
¥37.3万 |
+53.10% |
跌破离场 |
| 13 |
2019-06-12 |
2019-07-09 |
12.376071707999996 |
11.89809 |
¥-4.2万 |
-3.89% |
跌破离场 |
| 14 |
2019-09-10 |
2019-09-27 |
12.255915671999999 |
11.23875 |
¥-8.6万 |
-8.33% |
跌破离场 |
| 15 |
2019-11-05 |
2020-01-15 |
12.966838884999998 |
14.51547 |
¥11.2万 |
+11.91% |
跌破离场 |
| 16 |
2020-05-07 |
2020-05-22 |
14.358646302 |
13.65633 |
¥-5.2万 |
-4.92% |
跌破离场 |
| 17 |
2020-07-14 |
2020-08-13 |
15.970739784999997 |
15.864120000000002 |
¥-7,017 |
-0.70% |
跌破离场 |
| 18 |
2020-09-21 |
2020-12-09 |
16.621584979999998 |
16.5834 |
¥-2,603 |
-0.26% |
跌破离场 |
| 19 |
2021-01-12 |
2021-03-01 |
17.162287142 |
22.52745 |
¥31.1万 |
+31.22% |
跌破离场 |
| 20 |
2021-08-04 |
2021-09-13 |
19.144861736 |
18.981 |
¥-1.2万 |
-0.89% |
跌破离场 |
| 21 |
2021-12-03 |
2022-01-05 |
17.665298 |
17.67231 |
¥126 |
+0.01% |
跌破离场 |
| 22 |
2022-06-01 |
2022-07-18 |
12.095707624 |
11.81 |
¥-3.1万 |
-2.39% |
跌破离场 |
| 23 |
2022-11-07 |
2022-12-21 |
10.043042008999997 |
10.49949 |
¥5.7万 |
+4.51% |
跌破离场 |
| 24 |
2023-01-17 |
2023-03-07 |
10.994277293999998 |
12.127860000000002 |
¥13.6万 |
+10.28% |
跌破离场 |
| 25 |
2023-06-19 |
2023-08-14 |
12.336019695999997 |
12.15783 |
¥-2.1万 |
-1.47% |
跌破离场 |
| 26 |
2023-09-27 |
2023-12-04 |
12.743822 |
13.8861 |
¥12.8万 |
+8.93% |
跌破离场 |
| 27 |
2024-01-17 |
2024-05-21 |
14.939400476 |
16.4835 |
¥16.1万 |
+10.30% |
跌破离场 |
| 28 |
2025-01-09 |
2025-02-06 |
14.689075400999998 |
13.96602 |
¥-8.5万 |
-4.95% |
跌破离场 |
| 29 |
2025-02-24 |
2025-03-27 |
15.694707000000001 |
15.784200000000002 |
¥8,832 |
+0.54% |
跌破离场 |
| 30 |
2025-06-26 |
2025-08-01 |
15.800518733999999 |
15.194790000000001 |
¥-6.4万 |
-3.86% |
跌破离场 |
| 31 |
2025-11-05 |
2025-11-24 |
15.650323689 |
16.73325 |
¥10.8万 |
+6.89% |
跌破离场 |
| 32 |
2026-01-13 |
2026-03-13 |
18.854484648999996 |
25.01496 |
¥55.3万 |
+32.63% |
跌破离场 |
| 33 |
2026-04-13 |
2026-06-09 |
26.334197889999995 |
30.459509999999998 |
¥34.2万 |
+15.63% |
跌破离场 |
| 34 |
2026-08-06 |
2026-08-25 |
29.83874894 |
26.813160000000003 |
¥-25.9万 |
-10.17% |
跌破离场 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
突破买入 |
买入 |
28.708679999999998 |
34700.0 |
¥99.6万 |
首仓入场 |
| 2015-04-30 |
跌破离场 |
卖出 |
32.10786 |
34700.0 |
¥1.11M |
|
| 2015-11-10 |
突破买入 |
买入 |
10.07006 |
109300.0 |
¥1.10M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
9.44055 |
109300.0 |
¥1.03M |
|
| 2016-07-06 |
突破买入 |
买入 |
8.008 |
130000.0 |
¥1.04M |
首仓入场 |
| 2016-09-05 |
跌破离场 |
卖出 |
8.61 |
130000.0 |
¥1.12M |
|
| 2016-10-26 |
突破买入 |
买入 |
9.8098 |
113400.0 |
¥1.11M |
首仓入场 |
| 2016-12-21 |
跌破离场 |
卖出 |
9.95 |
113400.0 |
¥1.13M |
|
| 2017-01-20 |
突破买入 |
买入 |
10.73072 |
105700.0 |
¥1.13M |
首仓入场 |
| 2017-02-27 |
跌破离场 |
卖出 |
11.188799999999999 |
105700.0 |
¥1.18M |
|
| 2017-06-06 |
突破买入 |
买入 |
11.42 |
103100.0 |
¥1.18M |
首仓入场 |
| 2017-07-24 |
跌破离场 |
卖出 |
6.87312 |
103100.0 |
¥70.8万 |
|
| 2017-09-01 |
突破买入 |
买入 |
7.207199999999999 |
99500.0 |
¥71.7万 |
首仓入场 |
| 2017-11-28 |
跌破离场 |
卖出 |
8.06193 |
99500.0 |
¥80.2万 |
|
| 2018-01-17 |
突破买入 |
买入 |
9.008999999999999 |
89000.0 |
¥80.2万 |
首仓入场 |
| 2018-02-01 |
跌破离场 |
卖出 |
8.77122 |
89000.0 |
¥78.0万 |
|
| 2018-05-29 |
突破买入 |
买入 |
8.73873 |
89200.0 |
¥78.0万 |
首仓入场 |
| 2018-06-27 |
跌破离场 |
卖出 |
8.6913 |
89200.0 |
¥77.5万 |
|
| 2018-09-20 |
突破买入 |
买入 |
8.258249999999999 |
93900.0 |
¥77.6万 |
首仓入场 |
| 2018-10-17 |
跌破离场 |
卖出 |
7.862130000000001 |
93900.0 |
¥73.8万 |
|
| 2018-12-18 |
突破买入 |
买入 |
7.787779999999999 |
93700.0 |
¥73.0万 |
首仓入场 |
| 2019-01-04 |
跌破离场 |
卖出 |
7.422569999999999 |
93700.0 |
¥69.5万 |
|
| 2019-01-15 |
突破买入 |
买入 |
8.008 |
87700.0 |
¥70.3万 |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
12.26772 |
87700.0 |
¥1.08M |
|
| 2019-06-12 |
突破买入 |
买入 |
12.372359999999997 |
86200.0 |
¥1.07M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
11.89809 |
86200.0 |
¥1.03M |
|
| 2019-09-10 |
突破买入 |
买入 |
12.252239999999999 |
84200.0 |
¥1.03M |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
11.23875 |
84200.0 |
¥94.6万 |
|
| 2019-11-05 |
突破买入 |
买入 |
12.962949999999998 |
72800.0 |
¥94.4万 |
首仓入场 |
| 2020-01-15 |
跌破离场 |
卖出 |
14.51547 |
72800.0 |
¥1.06M |
|
| 2020-05-07 |
突破买入 |
买入 |
14.35434 |
73900.0 |
¥1.06M |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
13.65633 |
73900.0 |
¥1.01M |
|
| 2020-07-14 |
突破买入 |
买入 |
15.965949999999998 |
63000.0 |
¥1.01M |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
15.864120000000002 |
63000.0 |
¥99.9万 |
|
| 2020-09-21 |
突破买入 |
买入 |
16.6166 |
60300.0 |
¥1.00M |
首仓入场 |
| 2020-12-09 |
跌破离场 |
卖出 |
16.5834 |
60300.0 |
¥100.0万 |
|
| 2021-01-12 |
突破买入 |
买入 |
17.15714 |
58000.0 |
¥99.5万 |
首仓入场 |
| 2021-03-01 |
跌破离场 |
卖出 |
22.52745 |
58000.0 |
¥1.31M |
|
| 2021-08-04 |
突破买入 |
买入 |
19.13912 |
68400.0 |
¥1.31M |
首仓入场 |
| 2021-09-13 |
跌破离场 |
卖出 |
18.981 |
68400.0 |
¥1.30M |
|
| 2021-12-03 |
突破买入 |
买入 |
17.66 |
73400.0 |
¥1.30M |
首仓入场 |
| 2022-01-05 |
跌破离场 |
卖出 |
17.67231 |
73400.0 |
¥1.30M |
|
| 2022-06-01 |
突破买入 |
买入 |
12.092079999999997 |
107000.0 |
¥1.29M |
首仓入场 |
| 2022-07-18 |
跌破离场 |
卖出 |
11.81 |
107000.0 |
¥1.26M |
|
| 2022-11-07 |
突破买入 |
买入 |
10.040029999999998 |
125700.0 |
¥1.26M |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
10.49949 |
125700.0 |
¥1.32M |
|
| 2023-01-17 |
突破买入 |
买入 |
10.990979999999999 |
120500.0 |
¥1.32M |
首仓入场 |
| 2023-03-07 |
跌破离场 |
卖出 |
12.127860000000002 |
120500.0 |
¥1.46M |
|
| 2023-06-19 |
突破买入 |
买入 |
12.33232 |
118100.0 |
¥1.46M |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
12.15783 |
118100.0 |
¥1.44M |
|
| 2023-09-27 |
突破买入 |
买入 |
12.74 |
112800.0 |
¥1.44M |
首仓入场 |
| 2023-12-04 |
跌破离场 |
卖出 |
13.8861 |
112800.0 |
¥1.57M |
|
| 2024-01-17 |
突破买入 |
买入 |
14.934919999999998 |
104500.0 |
¥1.56M |
首仓入场 |
| 2024-05-21 |
跌破离场 |
卖出 |
16.4835 |
104500.0 |
¥1.72M |
|
| 2025-01-09 |
突破买入 |
买入 |
14.684669999999999 |
117200.0 |
¥1.72M |
首仓入场 |
| 2025-02-06 |
跌破离场 |
卖出 |
13.96602 |
117200.0 |
¥1.64M |
|
| 2025-02-24 |
突破买入 |
买入 |
15.69 |
104200.0 |
¥1.64M |
首仓入场 |
| 2025-03-27 |
跌破离场 |
卖出 |
15.784200000000002 |
104200.0 |
¥1.64M |
|
| 2025-06-26 |
突破买入 |
买入 |
15.795779999999999 |
104400.0 |
¥1.65M |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
15.194790000000001 |
104400.0 |
¥1.59M |
|
| 2025-11-05 |
突破买入 |
买入 |
15.645629999999999 |
100500.0 |
¥1.57M |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
16.73325 |
100500.0 |
¥1.68M |
|
| 2026-01-13 |
突破买入 |
买入 |
18.848829999999996 |
89800.0 |
¥1.69M |
首仓入场 |
| 2026-03-13 |
跌破离场 |
卖出 |
25.01496 |
89800.0 |
¥2.25M |
|
| 2026-04-13 |
突破买入 |
买入 |
26.326299999999996 |
83100.0 |
¥2.19M |
首仓入场 |
| 2026-06-09 |
跌破离场 |
卖出 |
30.459509999999998 |
83100.0 |
¥2.53M |
|
| 2026-08-06 |
突破买入 |
买入 |
29.8298 |
85500.0 |
¥2.55M |
首仓入场 |
| 2026-08-25 |
跌破离场 |
卖出 |
26.813160000000003 |
85500.0 |
¥2.29M |
|