000657 中钨高新 — 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: ¥2.15M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +114.98%）
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 |
2015-03-17 |
2015-06-29 |
17.512742247 |
22.4775 |
¥28.2万 |
+28.31% |
跌破离场 |
| 2 |
2016-04-06 |
2016-05-10 |
18.373860505 |
14.23575 |
¥-28.6万 |
-22.54% |
跌破离场 |
| 3 |
2016-07-06 |
2016-08-25 |
16.22106486 |
17.15283 |
¥5.6万 |
+5.71% |
跌破离场 |
| 4 |
2016-11-14 |
2016-12-01 |
16.641610986 |
16.183799999999998 |
¥-2.8万 |
-2.78% |
跌破离场 |
| 5 |
2017-03-01 |
2017-03-22 |
15.610271676999997 |
14.79519 |
¥-5.3万 |
-5.25% |
跌破离场 |
| 6 |
2017-07-05 |
2017-08-14 |
12.716513809999999 |
13.73625 |
¥7.6万 |
+7.99% |
跌破离场 |
| 7 |
2017-09-11 |
2017-09-29 |
14.889335460999998 |
14.56542 |
¥-2.3万 |
-2.20% |
跌破离场 |
| 8 |
2018-04-17 |
2018-05-03 |
12.613783 |
11.118870000000001 |
¥-12.1万 |
-11.88% |
跌破离场 |
| 9 |
2018-08-17 |
2018-09-04 |
7.219375162999999 |
6.61338 |
¥-7.2万 |
-8.42% |
跌破离场 |
| 10 |
2018-11-19 |
2018-12-19 |
6.398308917 |
5.594399999999999 |
¥-10.3万 |
-12.59% |
跌破离场 |
| 11 |
2019-02-27 |
2019-04-29 |
6.458386934999998 |
6.5934 |
¥1.5万 |
+2.06% |
跌破离场 |
| 12 |
2019-05-31 |
2019-06-26 |
7.149284141999998 |
7.14285 |
¥-851 |
-0.12% |
跌破离场 |
| 13 |
2019-08-08 |
2019-09-27 |
6.772031 |
6.94305 |
¥1.8万 |
+2.49% |
跌破离场 |
| 14 |
2019-12-25 |
2020-02-04 |
6.812043 |
5.6 |
¥-13.5万 |
-17.82% |
跌破离场 |
| 15 |
2020-04-24 |
2020-06-24 |
5.827567746 |
5.9840100000000005 |
¥1.6万 |
+2.65% |
跌破离场 |
| 16 |
2020-07-09 |
2020-08-13 |
6.90897207 |
6.913079999999999 |
¥186 |
+0.03% |
跌破离场 |
| 17 |
2020-11-19 |
2020-12-10 |
7.059167114999999 |
6.75324 |
¥-2.8万 |
-4.36% |
跌破离场 |
| 18 |
2020-12-28 |
2021-01-15 |
7.419635222999999 |
6.633359999999999 |
¥-6.5万 |
-10.62% |
跌破离场 |
| 19 |
2021-02-19 |
2021-03-25 |
7.289466183999999 |
7.62237 |
¥2.5万 |
+4.54% |
跌破离场 |
| 20 |
2021-05-07 |
2021-05-21 |
8.91157267 |
8.221770000000001 |
¥-4.4万 |
-7.77% |
跌破离场 |
| 21 |
2021-06-23 |
2021-08-18 |
8.901559666999999 |
12.74724 |
¥22.9万 |
+43.16% |
跌破离场 |
| 22 |
2021-11-24 |
2021-12-13 |
17.112222127 |
16.97301 |
¥-6,378 |
-0.84% |
跌破离场 |
| 23 |
2022-05-31 |
2022-07-14 |
13.427437023 |
14.4855 |
¥5.9万 |
+7.85% |
跌破离场 |
| 24 |
2022-07-28 |
2022-08-22 |
17.652924288999994 |
14.83515 |
¥-12.8万 |
-15.99% |
跌破离场 |
| 25 |
2022-10-18 |
2022-11-28 |
14.328607293 |
15.01497 |
¥3.2万 |
+4.76% |
跌破离场 |
| 26 |
2023-02-02 |
2023-02-16 |
17.292456180999995 |
16.13385 |
¥-4.8万 |
-6.73% |
跌破离场 |
| 27 |
2024-03-11 |
2024-04-24 |
8.961637684999998 |
10.31967 |
¥10.0万 |
+15.12% |
跌破离场 |
| 28 |
2024-10-09 |
2024-12-17 |
9.822755942999999 |
9.80019 |
¥-1,905 |
-0.26% |
跌破离场 |
| 29 |
2025-05-12 |
2025-06-23 |
10.293367083999998 |
11.47851 |
¥8.7万 |
+11.48% |
跌破离场 |
| 30 |
2025-07-17 |
2025-09-24 |
13.046942909 |
17.24274 |
¥27.3万 |
+32.12% |
跌破离场 |
| 31 |
2025-10-31 |
2025-11-24 |
26.043820802999996 |
20.98 |
¥-21.9万 |
-19.47% |
跌破离场 |
| 32 |
2025-12-10 |
2026-03-16 |
24.611961373999996 |
54.55539 |
¥1.09M |
+121.60% |
跌破离场 |
| 33 |
2026-04-21 |
2026-05-20 |
58.07541739999999 |
53.95599 |
¥-14.0万 |
-7.12% |
跌破离场 |
| 34 |
2026-05-29 |
2026-07-07 |
69.059681691 |
80.04987 |
¥29.4万 |
+15.88% |
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 |
|---|
| 2015-03-17 |
突破买入 |
买入 |
17.507489999999997 |
56900.0 |
¥99.6万 |
首仓入场 |
| 2015-06-29 |
跌破离场 |
卖出 |
22.4775 |
56900.0 |
¥1.28M |
|
| 2016-04-06 |
突破买入 |
买入 |
18.36835 |
69000.0 |
¥1.27M |
首仓入场 |
| 2016-05-10 |
跌破离场 |
卖出 |
14.23575 |
69000.0 |
¥98.2万 |
|
| 2016-07-06 |
突破买入 |
买入 |
16.216199999999997 |
60400.0 |
¥98.0万 |
首仓入场 |
| 2016-08-25 |
跌破离场 |
卖出 |
17.15283 |
60400.0 |
¥1.04M |
|
| 2016-11-14 |
突破买入 |
买入 |
16.63662 |
61000.0 |
¥1.02M |
首仓入场 |
| 2016-12-01 |
跌破离场 |
卖出 |
16.183799999999998 |
61000.0 |
¥98.7万 |
|
| 2017-03-01 |
突破买入 |
买入 |
15.605589999999998 |
64800.0 |
¥1.01M |
首仓入场 |
| 2017-03-22 |
跌破离场 |
卖出 |
14.79519 |
64800.0 |
¥95.8万 |
|
| 2017-07-05 |
突破买入 |
买入 |
12.712699999999998 |
74900.0 |
¥95.2万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
13.73625 |
74900.0 |
¥1.03M |
|
| 2017-09-11 |
突破买入 |
买入 |
14.884869999999998 |
69500.0 |
¥1.03M |
首仓入场 |
| 2017-09-29 |
跌破离场 |
卖出 |
14.56542 |
69500.0 |
¥1.01M |
|
| 2018-04-17 |
突破买入 |
买入 |
12.61 |
80900.0 |
¥1.02M |
首仓入场 |
| 2018-05-03 |
跌破离场 |
卖出 |
11.118870000000001 |
80900.0 |
¥89.9万 |
|
| 2018-08-17 |
突破买入 |
买入 |
7.217209999999999 |
118800.0 |
¥85.8万 |
首仓入场 |
| 2018-09-04 |
跌破离场 |
卖出 |
6.61338 |
118800.0 |
¥78.5万 |
|
| 2018-11-19 |
突破买入 |
买入 |
6.396389999999999 |
127300.0 |
¥81.5万 |
首仓入场 |
| 2018-12-19 |
跌破离场 |
卖出 |
5.594399999999999 |
127300.0 |
¥71.2万 |
|
| 2019-02-27 |
突破买入 |
买入 |
6.456449999999999 |
112500.0 |
¥72.7万 |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
6.5934 |
112500.0 |
¥74.2万 |
|
| 2019-05-31 |
突破买入 |
买入 |
7.1471399999999985 |
99200.0 |
¥70.9万 |
首仓入场 |
| 2019-06-26 |
跌破离场 |
卖出 |
7.14285 |
99200.0 |
¥70.8万 |
|
| 2019-08-08 |
突破买入 |
买入 |
6.77 |
108300.0 |
¥73.3万 |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
6.94305 |
108300.0 |
¥75.2万 |
|
| 2019-12-25 |
突破买入 |
买入 |
6.81 |
111300.0 |
¥75.8万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
5.6 |
111300.0 |
¥62.3万 |
|
| 2020-04-24 |
突破买入 |
买入 |
5.825819999999999 |
105600.0 |
¥61.5万 |
首仓入场 |
| 2020-06-24 |
跌破离场 |
卖出 |
5.9840100000000005 |
105600.0 |
¥63.2万 |
|
| 2020-07-09 |
突破买入 |
买入 |
6.906899999999999 |
91500.0 |
¥63.2万 |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
6.913079999999999 |
91500.0 |
¥63.2万 |
|
| 2020-11-19 |
突破买入 |
买入 |
7.057049999999999 |
90500.0 |
¥63.9万 |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
6.75324 |
90500.0 |
¥61.1万 |
|
| 2020-12-28 |
突破买入 |
买入 |
7.41741 |
82300.0 |
¥61.1万 |
首仓入场 |
| 2021-01-15 |
跌破离场 |
卖出 |
6.633359999999999 |
82300.0 |
¥54.6万 |
|
| 2021-02-19 |
突破买入 |
买入 |
7.28728 |
74600.0 |
¥54.4万 |
首仓入场 |
| 2021-03-25 |
跌破离场 |
卖出 |
7.62237 |
74600.0 |
¥56.8万 |
|
| 2021-05-07 |
突破买入 |
买入 |
8.9089 |
63300.0 |
¥56.4万 |
首仓入场 |
| 2021-05-21 |
跌破离场 |
卖出 |
8.221770000000001 |
63300.0 |
¥52.0万 |
|
| 2021-06-23 |
突破买入 |
买入 |
8.89889 |
59500.0 |
¥53.0万 |
首仓入场 |
| 2021-08-18 |
跌破离场 |
卖出 |
12.74724 |
59500.0 |
¥75.8万 |
|
| 2021-11-24 |
突破买入 |
买入 |
17.10709 |
44200.0 |
¥75.6万 |
首仓入场 |
| 2021-12-13 |
跌破离场 |
卖出 |
16.97301 |
44200.0 |
¥75.0万 |
|
| 2022-05-31 |
突破买入 |
买入 |
13.423409999999999 |
55900.0 |
¥75.1万 |
首仓入场 |
| 2022-07-14 |
跌破离场 |
卖出 |
14.4855 |
55900.0 |
¥80.9万 |
|
| 2022-07-28 |
突破买入 |
买入 |
17.647629999999996 |
45400.0 |
¥80.1万 |
首仓入场 |
| 2022-08-22 |
跌破离场 |
卖出 |
14.83515 |
45400.0 |
¥67.3万 |
|
| 2022-10-18 |
突破买入 |
买入 |
14.32431 |
47400.0 |
¥67.9万 |
首仓入场 |
| 2022-11-28 |
跌破离场 |
卖出 |
15.01497 |
47400.0 |
¥71.1万 |
|
| 2023-02-02 |
突破买入 |
买入 |
17.287269999999996 |
41300.0 |
¥71.4万 |
首仓入场 |
| 2023-02-16 |
跌破离场 |
卖出 |
16.13385 |
41300.0 |
¥66.6万 |
|
| 2024-03-11 |
突破买入 |
买入 |
8.958949999999998 |
73900.0 |
¥66.2万 |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
10.31967 |
73900.0 |
¥76.2万 |
|
| 2024-10-09 |
突破买入 |
买入 |
9.819809999999999 |
74700.0 |
¥73.4万 |
首仓入场 |
| 2024-12-17 |
跌破离场 |
卖出 |
9.80019 |
74700.0 |
¥73.2万 |
|
| 2025-05-12 |
突破买入 |
买入 |
10.290279999999997 |
73500.0 |
¥75.7万 |
首仓入场 |
| 2025-06-23 |
跌破离场 |
卖出 |
11.47851 |
73500.0 |
¥84.3万 |
|
| 2025-07-17 |
突破买入 |
买入 |
13.043029999999998 |
65100.0 |
¥84.9万 |
首仓入场 |
| 2025-09-24 |
跌破离场 |
卖出 |
17.24274 |
65100.0 |
¥1.12M |
|
| 2025-10-31 |
突破买入 |
买入 |
26.036009999999997 |
43100.0 |
¥1.12M |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
20.98 |
43100.0 |
¥90.4万 |
|
| 2025-12-10 |
突破买入 |
买入 |
24.604579999999995 |
36400.0 |
¥89.6万 |
首仓入场 |
| 2026-03-16 |
跌破离场 |
卖出 |
54.55539 |
36400.0 |
¥1.99M |
|
| 2026-04-21 |
突破买入 |
买入 |
58.05799999999999 |
33900.0 |
¥1.97M |
首仓入场 |
| 2026-05-20 |
跌破离场 |
卖出 |
53.95599 |
33900.0 |
¥1.83M |
|
| 2026-05-29 |
突破买入 |
买入 |
69.03896999999999 |
26800.0 |
¥1.85M |
首仓入场 |
| 2026-07-07 |
跌破离场 |
卖出 |
80.04987 |
26800.0 |
¥2.14M |
|