000425 徐工科技 — 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: ¥32.7万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -67.27%）
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 37 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 |
2015-02-27 |
2015-04-16 |
13.767879124999999 |
14.035950000000001 |
¥1.9万 |
+1.92% |
跌破离场 |
| 2 |
2015-06-04 |
2015-06-23 |
16.321194889999997 |
14.83515 |
¥-9.1万 |
-9.13% |
跌破离场 |
| 3 |
2015-09-22 |
2015-09-24 |
14.018204199999998 |
4.70529 |
¥-59.8万 |
-66.44% |
跌破离场 |
| 4 |
2015-11-20 |
2016-01-05 |
4.786215434 |
3.72627 |
¥-7.3万 |
-22.17% |
跌破离场 |
| 5 |
2016-03-22 |
2016-04-25 |
3.641092 |
3.48651 |
¥-1.1万 |
-4.27% |
跌破离场 |
| 6 |
2016-09-08 |
2017-01-16 |
3.3443430019999996 |
3.31668 |
¥-2,098 |
-0.86% |
跌破离场 |
| 7 |
2017-02-14 |
2017-04-20 |
3.8349801489999997 |
3.92607 |
¥5,664 |
+2.34% |
跌破离场 |
| 8 |
2017-06-27 |
2017-08-14 |
3.70481111 |
3.77622 |
¥4,723 |
+1.90% |
跌破离场 |
| 9 |
2017-10-27 |
2017-11-06 |
3.8249671459999997 |
3.62637 |
¥-1.3万 |
-5.22% |
跌破离场 |
| 10 |
2017-12-15 |
2018-02-02 |
4.025227205999999 |
4.3956 |
¥2.2万 |
+9.17% |
跌破离场 |
| 11 |
2018-05-04 |
2018-05-29 |
4.145383241999999 |
4.1958 |
¥3,117 |
+1.19% |
跌破离场 |
| 12 |
2018-08-14 |
2018-08-31 |
4.421326 |
4.07592 |
¥-2.1万 |
-7.84% |
跌破离场 |
| 13 |
2019-02-12 |
2019-04-26 |
3.444473032 |
4.6953000000000005 |
¥8.8万 |
+36.27% |
跌破离场 |
| 14 |
2019-07-02 |
2019-08-05 |
4.686085403999999 |
4.62537 |
¥-4,384 |
-1.33% |
跌破离场 |
| 15 |
2019-09-10 |
2019-09-30 |
4.7214160000000005 |
4.45554 |
¥-1.9万 |
-5.66% |
跌破离场 |
| 16 |
2019-12-09 |
2020-01-22 |
4.686085403999998 |
5.31468 |
¥4.2万 |
+13.38% |
跌破离场 |
| 17 |
2020-04-08 |
2020-05-28 |
5.537190658999999 |
5.83416 |
¥1.9万 |
+5.33% |
跌破离场 |
| 18 |
2020-07-03 |
2020-09-01 |
6.2681398779999995 |
6.163829999999999 |
¥-6,242 |
-1.69% |
跌破离场 |
| 19 |
2020-12-01 |
2020-12-16 |
5.397008616999999 |
5.30469 |
¥-6,283 |
-1.74% |
跌破离场 |
| 20 |
2021-02-09 |
2021-03-08 |
6.408321919999999 |
6.6833100000000005 |
¥1.5万 |
+4.26% |
跌破离场 |
| 21 |
2021-04-22 |
2021-04-28 |
8.142442 |
6.993 |
¥-5.2万 |
-14.14% |
跌破离场 |
| 22 |
2021-08-10 |
2021-08-26 |
6.648633991999998 |
6.213779999999999 |
¥-2.1万 |
-6.57% |
跌破离场 |
| 23 |
2021-09-03 |
2021-09-28 |
7.319505192999999 |
6.533459999999999 |
¥-3.2万 |
-10.77% |
跌破离场 |
| 24 |
2022-04-11 |
2022-04-22 |
5.537190658999999 |
5.08491 |
¥-2.2万 |
-8.20% |
跌破离场 |
| 25 |
2022-05-30 |
2022-08-19 |
5.551665 |
5.37462 |
¥-7,879 |
-3.22% |
跌破离场 |
| 26 |
2022-11-07 |
2022-12-21 |
4.816254442999999 |
5.1748199999999995 |
¥1.8万 |
+7.41% |
跌破离场 |
| 27 |
2023-01-11 |
2023-03-16 |
5.517164652999999 |
6.87312 |
¥6.3万 |
+24.54% |
跌破离场 |
| 28 |
2023-06-15 |
2023-08-08 |
6.658646995000001 |
6.763229999999999 |
¥4,902 |
+1.54% |
跌破离场 |
| 29 |
2024-01-03 |
2024-01-23 |
5.607281679999998 |
5.30469 |
¥-1.8万 |
-5.42% |
跌破离场 |
| 30 |
2024-02-07 |
2024-03-21 |
6.017814802999999 |
5.96403 |
¥-2,823 |
-0.92% |
跌破离场 |
| 31 |
2024-04-02 |
2024-05-30 |
6.558516964999999 |
7.372619999999999 |
¥3.7万 |
+12.38% |
跌破离场 |
| 32 |
2024-11-08 |
2024-11-18 |
8.460987535 |
7.712279999999999 |
¥-3.0万 |
-8.88% |
跌破离场 |
| 33 |
2025-02-18 |
2025-03-26 |
8.170610448 |
8.73126 |
¥2.1万 |
+6.83% |
跌破离场 |
| 34 |
2025-04-24 |
2025-05-16 |
9.072721 |
8.40159 |
¥-2.5万 |
-7.43% |
跌破离场 |
| 35 |
2025-07-08 |
2025-10-29 |
8.230688466 |
10.21977 |
¥7.4万 |
+24.13% |
跌破离场 |
| 36 |
2025-12-08 |
2026-01-15 |
11.094407323999999 |
11.01 |
¥-3,017 |
-0.79% |
跌破离场 |
| 37 |
2026-05-12 |
2026-05-19 |
10.964238284999999 |
9.45054 |
¥-5.2万 |
-13.83% |
跌破离场 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-27 |
突破买入 |
买入 |
13.763749999999998 |
72600.0 |
¥100.0万 |
首仓入场 |
| 2015-04-16 |
跌破离场 |
卖出 |
14.035950000000001 |
72600.0 |
¥1.02M |
|
| 2015-06-04 |
突破买入 |
买入 |
16.3163 |
60800.0 |
¥99.2万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
14.83515 |
60800.0 |
¥90.2万 |
|
| 2015-09-22 |
突破买入 |
买入 |
14.014 |
64200.0 |
¥90.0万 |
首仓入场 |
| 2015-09-24 |
跌破离场 |
卖出 |
4.70529 |
64200.0 |
¥30.2万 |
|
| 2015-11-20 |
突破买入 |
买入 |
4.78478 |
68600.0 |
¥32.8万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
3.72627 |
68600.0 |
¥25.6万 |
|
| 2016-03-22 |
突破买入 |
买入 |
3.64 |
70300.0 |
¥25.6万 |
首仓入场 |
| 2016-04-25 |
跌破离场 |
卖出 |
3.48651 |
70300.0 |
¥24.5万 |
|
| 2016-09-08 |
突破买入 |
买入 |
3.3433399999999995 |
73200.0 |
¥24.5万 |
首仓入场 |
| 2017-01-16 |
跌破离场 |
卖出 |
3.31668 |
73200.0 |
¥24.3万 |
|
| 2017-02-14 |
突破买入 |
买入 |
3.83383 |
63000.0 |
¥24.2万 |
首仓入场 |
| 2017-04-20 |
跌破离场 |
卖出 |
3.92607 |
63000.0 |
¥24.7万 |
|
| 2017-06-27 |
突破买入 |
买入 |
3.7037 |
67200.0 |
¥24.9万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
3.77622 |
67200.0 |
¥25.4万 |
|
| 2017-10-27 |
突破买入 |
买入 |
3.8238199999999996 |
66500.0 |
¥25.4万 |
首仓入场 |
| 2017-11-06 |
跌破离场 |
卖出 |
3.62637 |
66500.0 |
¥24.1万 |
|
| 2017-12-15 |
突破买入 |
买入 |
4.024019999999999 |
59300.0 |
¥23.9万 |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
4.3956 |
59300.0 |
¥26.1万 |
|
| 2018-05-04 |
突破买入 |
买入 |
4.144139999999999 |
63400.0 |
¥26.3万 |
首仓入场 |
| 2018-05-29 |
跌破离场 |
卖出 |
4.1958 |
63400.0 |
¥26.6万 |
|
| 2018-08-14 |
突破买入 |
买入 |
4.42 |
60000.0 |
¥26.5万 |
首仓入场 |
| 2018-08-31 |
跌破离场 |
卖出 |
4.07592 |
60000.0 |
¥24.4万 |
|
| 2019-02-12 |
突破买入 |
买入 |
3.4434399999999994 |
70800.0 |
¥24.4万 |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
4.6953000000000005 |
70800.0 |
¥33.2万 |
|
| 2019-07-02 |
突破买入 |
买入 |
4.684679999999999 |
70600.0 |
¥33.1万 |
首仓入场 |
| 2019-08-05 |
跌破离场 |
卖出 |
4.62537 |
70600.0 |
¥32.6万 |
|
| 2019-09-10 |
突破买入 |
买入 |
4.72 |
69700.0 |
¥32.9万 |
首仓入场 |
| 2019-09-30 |
跌破离场 |
卖出 |
4.45554 |
69700.0 |
¥31.0万 |
|
| 2019-12-09 |
突破买入 |
买入 |
4.684679999999999 |
66300.0 |
¥31.1万 |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
5.31468 |
66300.0 |
¥35.2万 |
|
| 2020-04-08 |
突破买入 |
买入 |
5.53553 |
63600.0 |
¥35.2万 |
首仓入场 |
| 2020-05-28 |
跌破离场 |
卖出 |
5.83416 |
63600.0 |
¥37.1万 |
|
| 2020-07-03 |
突破买入 |
买入 |
6.266259999999999 |
58800.0 |
¥36.9万 |
首仓入场 |
| 2020-09-01 |
跌破离场 |
卖出 |
6.163829999999999 |
58800.0 |
¥36.2万 |
|
| 2020-12-01 |
突破买入 |
买入 |
5.395389999999999 |
66900.0 |
¥36.1万 |
首仓入场 |
| 2020-12-16 |
跌破离场 |
卖出 |
5.30469 |
66900.0 |
¥35.5万 |
|
| 2021-02-09 |
突破买入 |
买入 |
6.406399999999999 |
55500.0 |
¥35.6万 |
首仓入场 |
| 2021-03-08 |
跌破离场 |
卖出 |
6.6833100000000005 |
55500.0 |
¥37.1万 |
|
| 2021-04-22 |
突破买入 |
买入 |
8.14 |
45300.0 |
¥36.9万 |
首仓入场 |
| 2021-04-28 |
跌破离场 |
卖出 |
6.993 |
45300.0 |
¥31.7万 |
|
| 2021-08-10 |
突破买入 |
买入 |
6.646639999999999 |
48300.0 |
¥32.1万 |
首仓入场 |
| 2021-08-26 |
跌破离场 |
卖出 |
6.213779999999999 |
48300.0 |
¥30.0万 |
|
| 2021-09-03 |
突破买入 |
买入 |
7.317309999999999 |
40600.0 |
¥29.7万 |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
6.533459999999999 |
40600.0 |
¥26.5万 |
|
| 2022-04-11 |
突破买入 |
买入 |
5.53553 |
48200.0 |
¥26.7万 |
首仓入场 |
| 2022-04-22 |
跌破离场 |
卖出 |
5.08491 |
48200.0 |
¥24.5万 |
|
| 2022-05-30 |
突破买入 |
买入 |
5.55 |
44100.0 |
¥24.5万 |
首仓入场 |
| 2022-08-19 |
跌破离场 |
卖出 |
5.37462 |
44100.0 |
¥23.7万 |
|
| 2022-11-07 |
突破买入 |
买入 |
4.814809999999999 |
49400.0 |
¥23.8万 |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
5.1748199999999995 |
49400.0 |
¥25.6万 |
|
| 2023-01-11 |
突破买入 |
买入 |
5.515509999999999 |
46500.0 |
¥25.7万 |
首仓入场 |
| 2023-03-16 |
跌破离场 |
卖出 |
6.87312 |
46500.0 |
¥32.0万 |
|
| 2023-06-15 |
突破买入 |
买入 |
6.65665 |
47800.0 |
¥31.8万 |
首仓入场 |
| 2023-08-08 |
跌破离场 |
卖出 |
6.763229999999999 |
47800.0 |
¥32.3万 |
|
| 2024-01-03 |
突破买入 |
买入 |
5.605599999999999 |
57700.0 |
¥32.4万 |
首仓入场 |
| 2024-01-23 |
跌破离场 |
卖出 |
5.30469 |
57700.0 |
¥30.6万 |
|
| 2024-02-07 |
突破买入 |
买入 |
6.01601 |
50800.0 |
¥30.6万 |
首仓入场 |
| 2024-03-21 |
跌破离场 |
卖出 |
5.96403 |
50800.0 |
¥30.3万 |
|
| 2024-04-02 |
突破买入 |
买入 |
6.556549999999999 |
46100.0 |
¥30.2万 |
首仓入场 |
| 2024-05-30 |
跌破离场 |
卖出 |
7.372619999999999 |
46100.0 |
¥34.0万 |
|
| 2024-11-08 |
突破买入 |
买入 |
8.45845 |
40400.0 |
¥34.2万 |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
7.712279999999999 |
40400.0 |
¥31.1万 |
|
| 2025-02-18 |
突破买入 |
买入 |
8.168159999999999 |
38100.0 |
¥31.1万 |
首仓入场 |
| 2025-03-26 |
跌破离场 |
卖出 |
8.73126 |
38100.0 |
¥33.3万 |
|
| 2025-04-24 |
突破买入 |
买入 |
9.07 |
36400.0 |
¥33.0万 |
首仓入场 |
| 2025-05-16 |
跌破离场 |
卖出 |
8.40159 |
36400.0 |
¥30.6万 |
|
| 2025-07-08 |
突破买入 |
买入 |
8.22822 |
37300.0 |
¥30.7万 |
首仓入场 |
| 2025-10-29 |
跌破离场 |
卖出 |
10.21977 |
37300.0 |
¥38.1万 |
|
| 2025-12-08 |
突破买入 |
买入 |
11.091079999999998 |
34400.0 |
¥38.2万 |
首仓入场 |
| 2026-01-15 |
跌破离场 |
卖出 |
11.01 |
34400.0 |
¥37.9万 |
|
| 2026-05-12 |
突破买入 |
买入 |
10.960949999999999 |
34400.0 |
¥37.7万 |
首仓入场 |
| 2026-05-19 |
跌破离场 |
卖出 |
9.45054 |
34400.0 |
¥32.5万 |
|