000408 藏格矿业 — 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: ¥6.48M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +548.04%）
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 30 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 |
2015-03-23 |
2015-06-26 |
14.298568283999998 |
23.666310000000003 |
¥65.3万 |
+65.47% |
跌破离场 |
| 2 |
2015-10-13 |
2016-01-05 |
13.717814109999997 |
16.49349 |
¥32.8万 |
+20.20% |
跌破离场 |
| 3 |
2016-04-06 |
2016-04-21 |
15.169699544999999 |
14.645340000000001 |
¥-6.9万 |
-3.49% |
跌破离场 |
| 4 |
2016-06-08 |
2016-07-28 |
14.959426481999996 |
15.69429 |
¥9.3万 |
+4.88% |
跌破离场 |
| 5 |
2016-10-27 |
2016-11-24 |
16.231077863 |
15.954030000000001 |
¥-3.4万 |
-1.74% |
跌破离场 |
| 6 |
2017-01-11 |
2017-03-31 |
15.92067477 |
16.14384 |
¥2.7万 |
+1.37% |
跌破离场 |
| 7 |
2017-09-07 |
2017-09-26 |
18.403899513999995 |
18.1818 |
¥-2.4万 |
-1.24% |
跌破离场 |
| 8 |
2019-02-26 |
2019-03-27 |
12.005590597 |
11.97801 |
¥-5,113 |
-0.26% |
跌破离场 |
| 9 |
2019-06-25 |
2019-08-26 |
8.420935523 |
8.58 |
¥3.5万 |
+1.86% |
跌破离场 |
| 10 |
2020-01-15 |
2020-02-03 |
8.000389397 |
6.33 |
¥-40.9万 |
-20.90% |
跌破离场 |
| 11 |
2020-07-14 |
2020-08-28 |
6.798829036999999 |
7.792200000000001 |
¥23.2万 |
+14.58% |
跌破离场 |
| 12 |
2020-10-28 |
2020-12-08 |
7.740051319 |
7.7922 |
¥1.2万 |
+0.64% |
跌破离场 |
| 13 |
2021-01-28 |
2021-02-09 |
9.572430867999998 |
8.04195 |
¥-29.4万 |
-16.01% |
跌破离场 |
| 14 |
2021-03-30 |
2021-08-18 |
9.582443870999999 |
25.11 |
¥2.47M |
+161.96% |
跌破离场 |
| 15 |
2021-09-13 |
2021-09-27 |
33.423404014 |
28.76121 |
¥-55.8万 |
-13.97% |
跌破离场 |
| 16 |
2021-12-13 |
2022-01-14 |
30.950192272999995 |
31.54842 |
¥6.5万 |
+1.90% |
跌破离场 |
| 17 |
2022-02-18 |
2022-03-16 |
37.0481111 |
33.21675 |
¥-35.7万 |
-10.37% |
跌破离场 |
| 18 |
2022-05-19 |
2022-07-29 |
29.037708699999996 |
33.22674 |
¥44.8万 |
+14.39% |
跌破离场 |
| 19 |
2022-11-08 |
2022-12-07 |
31.350712392999995 |
28.69128 |
¥-30.4万 |
-8.51% |
跌破离场 |
| 20 |
2023-07-21 |
2023-07-25 |
23.650713086 |
24.96501 |
¥18.1万 |
+5.53% |
跌破离场 |
| 21 |
2023-11-13 |
2023-12-06 |
23.310270983999995 |
23.53 |
¥3.2万 |
+0.91% |
跌破离场 |
| 22 |
2023-12-27 |
2024-01-23 |
24.982442484999996 |
25.18479 |
¥2.7万 |
+0.78% |
跌破离场 |
| 23 |
2024-02-23 |
2024-04-17 |
26.985043084999997 |
28.90107 |
¥25.0万 |
+7.07% |
跌破离场 |
| 24 |
2024-09-02 |
2024-11-19 |
24.031207199999997 |
28.491479999999996 |
¥70.0万 |
+18.52% |
跌破离场 |
| 25 |
2025-01-20 |
2025-04-08 |
32.171778639 |
32.4675 |
¥3.9万 |
+0.89% |
跌破离场 |
| 26 |
2025-06-25 |
2025-07-10 |
42.09466461199999 |
41.31 |
¥-8.5万 |
-1.89% |
跌破离场 |
| 27 |
2025-07-22 |
2025-11-05 |
44.758123409999996 |
53.916030000000006 |
¥91.0万 |
+20.42% |
跌破离场 |
| 28 |
2025-12-05 |
2026-02-02 |
67.08712009999999 |
81.59 |
¥1.16M |
+21.58% |
跌破离场 |
| 29 |
2026-04-09 |
2026-05-18 |
84.10922519999998 |
81.57834 |
¥-19.6万 |
-3.04% |
跌破离场 |
| 30 |
2026-07-24 |
2026-08-17 |
77.90116333999998 |
79.92 |
¥15.8万 |
+2.56% |
跌破离场 |
逐笔成交记录（共 60 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-23 |
突破买入 |
买入 |
14.294279999999997 |
69800.0 |
¥99.8万 |
首仓入场 |
| 2015-06-26 |
跌破离场 |
卖出 |
23.666310000000003 |
69800.0 |
¥1.65M |
|
| 2015-10-13 |
突破买入 |
买入 |
13.713699999999998 |
118500.0 |
¥1.63M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
16.49349 |
118500.0 |
¥1.95M |
|
| 2016-04-06 |
突破买入 |
买入 |
15.165149999999999 |
130400.0 |
¥1.98M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
14.645340000000001 |
130400.0 |
¥1.91M |
|
| 2016-06-08 |
突破买入 |
买入 |
14.954939999999997 |
127600.0 |
¥1.91M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
15.69429 |
127600.0 |
¥2.00M |
|
| 2016-10-27 |
突破买入 |
买入 |
16.22621 |
122000.0 |
¥1.98M |
首仓入场 |
| 2016-11-24 |
跌破离场 |
卖出 |
15.954030000000001 |
122000.0 |
¥1.95M |
|
| 2017-01-11 |
突破买入 |
买入 |
15.915899999999999 |
123200.0 |
¥1.96M |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
16.14384 |
123200.0 |
¥1.99M |
|
| 2017-09-07 |
突破买入 |
买入 |
18.398379999999996 |
107600.0 |
¥1.98M |
首仓入场 |
| 2017-09-26 |
跌破离场 |
卖出 |
18.1818 |
107600.0 |
¥1.96M |
|
| 2019-02-26 |
突破买入 |
买入 |
12.00199 |
164000.0 |
¥1.97M |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
11.97801 |
164000.0 |
¥1.96M |
|
| 2019-06-25 |
突破买入 |
买入 |
8.41841 |
225000.0 |
¥1.89M |
首仓入场 |
| 2019-08-26 |
跌破离场 |
卖出 |
8.58 |
225000.0 |
¥1.93M |
|
| 2020-01-15 |
突破买入 |
买入 |
7.99799 |
244700.0 |
¥1.96M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
6.33 |
244700.0 |
¥1.55M |
|
| 2020-07-14 |
突破买入 |
买入 |
6.79679 |
234400.0 |
¥1.59M |
首仓入场 |
| 2020-08-28 |
跌破离场 |
卖出 |
7.792200000000001 |
234400.0 |
¥1.83M |
|
| 2020-10-28 |
突破买入 |
买入 |
7.73773 |
235800.0 |
¥1.83M |
首仓入场 |
| 2020-12-08 |
跌破离场 |
卖出 |
7.7922 |
235800.0 |
¥1.84M |
|
| 2021-01-28 |
突破买入 |
买入 |
9.56956 |
191700.0 |
¥1.84M |
首仓入场 |
| 2021-02-09 |
跌破离场 |
卖出 |
8.04195 |
191700.0 |
¥1.54M |
|
| 2021-03-30 |
突破买入 |
买入 |
9.579569999999999 |
159200.0 |
¥1.53M |
首仓入场 |
| 2021-08-18 |
跌破离场 |
卖出 |
25.11 |
159200.0 |
¥4.00M |
|
| 2021-09-13 |
突破买入 |
买入 |
33.41338 |
119500.0 |
¥3.99M |
首仓入场 |
| 2021-09-27 |
跌破离场 |
卖出 |
28.76121 |
119500.0 |
¥3.44M |
|
| 2021-12-13 |
突破买入 |
买入 |
30.940909999999995 |
109800.0 |
¥3.40M |
首仓入场 |
| 2022-01-14 |
跌破离场 |
卖出 |
31.54842 |
109800.0 |
¥3.46M |
|
| 2022-02-18 |
突破买入 |
买入 |
37.037 |
92900.0 |
¥3.44M |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
33.21675 |
92900.0 |
¥3.08M |
|
| 2022-05-19 |
突破买入 |
买入 |
29.028999999999996 |
107100.0 |
¥3.11M |
首仓入场 |
| 2022-07-29 |
跌破离场 |
卖出 |
33.22674 |
107100.0 |
¥3.56M |
|
| 2022-11-08 |
突破买入 |
买入 |
31.341309999999996 |
114100.0 |
¥3.58M |
首仓入场 |
| 2022-12-07 |
跌破离场 |
卖出 |
28.69128 |
114100.0 |
¥3.27M |
|
| 2023-07-21 |
突破买入 |
买入 |
23.64362 |
138500.0 |
¥3.28M |
首仓入场 |
| 2023-07-25 |
跌破离场 |
卖出 |
24.96501 |
138500.0 |
¥3.46M |
|
| 2023-11-13 |
突破买入 |
买入 |
23.303279999999997 |
149400.0 |
¥3.48M |
首仓入场 |
| 2023-12-06 |
跌破离场 |
卖出 |
23.53 |
149400.0 |
¥3.51M |
|
| 2023-12-27 |
突破买入 |
买入 |
24.974949999999996 |
140800.0 |
¥3.52M |
首仓入场 |
| 2024-01-23 |
跌破离场 |
卖出 |
25.18479 |
140800.0 |
¥3.54M |
|
| 2024-02-23 |
突破买入 |
买入 |
26.976949999999995 |
131200.0 |
¥3.54M |
首仓入场 |
| 2024-04-17 |
跌破离场 |
卖出 |
28.90107 |
131200.0 |
¥3.79M |
|
| 2024-09-02 |
突破买入 |
买入 |
24.023999999999997 |
157300.0 |
¥3.78M |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
28.491479999999996 |
157300.0 |
¥4.48M |
|
| 2025-01-20 |
突破买入 |
买入 |
32.16213 |
138100.0 |
¥4.44M |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
32.4675 |
138100.0 |
¥4.48M |
|
| 2025-06-25 |
突破买入 |
买入 |
42.08203999999999 |
107000.0 |
¥4.50M |
首仓入场 |
| 2025-07-10 |
跌破离场 |
卖出 |
41.31 |
107000.0 |
¥4.42M |
|
| 2025-07-22 |
突破买入 |
买入 |
44.744699999999995 |
99500.0 |
¥4.45M |
首仓入场 |
| 2025-11-05 |
跌破离场 |
卖出 |
53.916030000000006 |
99500.0 |
¥5.36M |
|
| 2025-12-05 |
突破买入 |
买入 |
67.067 |
79800.0 |
¥5.35M |
首仓入场 |
| 2026-02-02 |
跌破离场 |
卖出 |
81.59 |
79800.0 |
¥6.51M |
|
| 2026-04-09 |
突破买入 |
买入 |
84.08399999999999 |
76800.0 |
¥6.46M |
首仓入场 |
| 2026-05-18 |
跌破离场 |
卖出 |
81.57834 |
76800.0 |
¥6.26M |
|
| 2026-07-24 |
突破买入 |
买入 |
77.8778 |
79300.0 |
¥6.18M |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
79.92 |
79300.0 |
¥6.34M |
|