000708 中信特钢 — 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: ¥85.5万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -14.46%）
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 36 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 |
2015-03-12 |
2015-05-08 |
10.894147263999999 |
13.116870000000002 |
¥20.3万 |
+20.37% |
跌破离场 |
| 2 |
2015-11-25 |
2016-01-13 |
11.605070477 |
9.99 |
¥-16.6万 |
-13.94% |
跌破离场 |
| 3 |
2016-02-19 |
2016-05-10 |
10.363458105 |
10.84914 |
¥4.7万 |
+4.66% |
跌破离场 |
| 4 |
2016-07-04 |
2016-09-13 |
11.565018465 |
11.948039999999999 |
¥3.5万 |
+3.28% |
跌破离场 |
| 5 |
2016-10-26 |
2016-11-10 |
12.526266752999998 |
12.16 |
¥-3.3万 |
-2.95% |
跌破离场 |
| 6 |
2016-11-15 |
2016-12-26 |
12.686474801 |
12.717270000000001 |
¥2,309 |
+0.21% |
跌破离场 |
| 7 |
2017-02-23 |
2017-03-06 |
14.518854349999998 |
13.4 |
¥-8.4万 |
-7.73% |
跌破离场 |
| 8 |
2017-07-10 |
2017-10-18 |
11.915473569999998 |
13.26672 |
¥11.3万 |
+11.31% |
跌破离场 |
| 9 |
2018-06-12 |
2018-06-20 |
10.383484110999996 |
9.290700000000001 |
¥-11.7万 |
-10.55% |
跌破离场 |
| 10 |
2018-08-21 |
2018-09-06 |
10.013002999999998 |
9.44055 |
¥-5.7万 |
-5.75% |
跌破离场 |
| 11 |
2018-09-27 |
2018-10-12 |
10.183224050999998 |
9.48051 |
¥-6.5万 |
-6.93% |
跌破离场 |
| 12 |
2019-02-26 |
2019-04-24 |
10.683874201 |
13.84614 |
¥25.8万 |
+29.56% |
跌破离场 |
| 13 |
2019-06-25 |
2019-07-09 |
13.384014 |
12.397590000000001 |
¥-8.3万 |
-7.40% |
跌破离场 |
| 14 |
2019-08-21 |
2019-09-30 |
14.198438254 |
16.17381 |
¥14.6万 |
+13.88% |
跌破离场 |
| 15 |
2019-10-29 |
2019-12-23 |
19.575420864999998 |
23.306669999999997 |
¥22.6万 |
+19.03% |
跌破离场 |
| 16 |
2020-02-25 |
2020-03-16 |
24.832247439999996 |
25.973999999999997 |
¥6.3万 |
+4.57% |
跌破离场 |
| 17 |
2020-04-21 |
2020-05-06 |
27.876200351999998 |
15.85413 |
¥-63.4万 |
-43.14% |
跌破离场 |
| 18 |
2020-06-18 |
2020-08-13 |
17.602859273999997 |
18.36162 |
¥3.6万 |
+4.28% |
跌破离场 |
| 19 |
2020-11-11 |
2020-12-09 |
18.283743477999998 |
20.70927 |
¥11.7万 |
+13.23% |
跌破离场 |
| 20 |
2021-01-05 |
2021-03-01 |
23.230166959999995 |
28.141830000000002 |
¥21.2万 |
+21.11% |
跌破离场 |
| 21 |
2021-08-10 |
2021-08-30 |
25.513131643999998 |
23.416560000000004 |
¥-10.0万 |
-8.25% |
跌破离场 |
| 22 |
2022-01-06 |
2022-02-07 |
21.778281524999997 |
22.237740000000002 |
¥2.3万 |
+2.08% |
跌破离场 |
| 23 |
2022-02-10 |
2022-03-04 |
24.431727319999993 |
22.15782 |
¥-10.5万 |
-9.33% |
跌破离场 |
| 24 |
2022-06-01 |
2022-07-11 |
19.465277831999998 |
19.40058 |
¥-3,752 |
-0.36% |
跌破离场 |
| 25 |
2022-11-25 |
2022-12-16 |
17.692976301 |
17.4825 |
¥-1.3万 |
-1.22% |
跌破离场 |
| 26 |
2023-02-02 |
2023-03-09 |
18.914562667 |
19.79019 |
¥4.7万 |
+4.60% |
跌破离场 |
| 27 |
2023-07-27 |
2023-08-10 |
16.421324919999996 |
15.9 |
¥-3.4万 |
-3.20% |
跌破离场 |
| 28 |
2024-01-04 |
2024-01-19 |
14.368659304999998 |
13.23675 |
¥-8.1万 |
-7.91% |
跌破离场 |
| 29 |
2024-02-20 |
2024-03-21 |
14.418724319999999 |
14.80518 |
¥2.5万 |
+2.65% |
跌破离场 |
| 30 |
2024-04-18 |
2024-05-24 |
16.421324919999996 |
14.97 |
¥-8.6万 |
-8.87% |
跌破离场 |
| 31 |
2024-10-09 |
2024-11-25 |
13.527567052999999 |
11.72826 |
¥-11.4万 |
-13.33% |
跌破离场 |
| 32 |
2025-02-10 |
2025-04-08 |
11.685174500999999 |
11.59 |
¥-6,511 |
-0.84% |
跌破离场 |
| 33 |
2025-06-12 |
2025-08-19 |
11.643491999999998 |
12.4875 |
¥5.5万 |
+7.22% |
跌破离场 |
| 34 |
2025-09-30 |
2026-02-03 |
13.447463028999996 |
14.95503 |
¥9.2万 |
+11.18% |
跌破离场 |
| 35 |
2026-02-27 |
2026-03-17 |
17.322495189999998 |
16.69329 |
¥-3.3万 |
-3.66% |
跌破离场 |
| 36 |
2026-07-24 |
2026-08-10 |
14.358646301999999 |
13.8861 |
¥-2.9万 |
-3.32% |
跌破离场 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-12 |
突破买入 |
买入 |
10.89088 |
91600.0 |
¥99.8万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
13.116870000000002 |
91600.0 |
¥1.20M |
|
| 2015-11-25 |
突破买入 |
买入 |
11.601589999999998 |
102700.0 |
¥1.19M |
首仓入场 |
| 2016-01-13 |
跌破离场 |
卖出 |
9.99 |
102700.0 |
¥1.03M |
|
| 2016-02-19 |
突破买入 |
买入 |
10.360349999999999 |
98200.0 |
¥1.02M |
首仓入场 |
| 2016-05-10 |
跌破离场 |
卖出 |
10.84914 |
98200.0 |
¥1.07M |
|
| 2016-07-04 |
突破买入 |
买入 |
11.561549999999999 |
92300.0 |
¥1.07M |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
11.948039999999999 |
92300.0 |
¥1.10M |
|
| 2016-10-26 |
突破买入 |
买入 |
12.522509999999999 |
89100.0 |
¥1.12M |
首仓入场 |
| 2016-11-10 |
跌破离场 |
卖出 |
12.16 |
89100.0 |
¥1.08M |
|
| 2016-11-15 |
突破买入 |
买入 |
12.682669999999998 |
85600.0 |
¥1.09M |
首仓入场 |
| 2016-12-26 |
跌破离场 |
卖出 |
12.717270000000001 |
85600.0 |
¥1.09M |
|
| 2017-02-23 |
突破买入 |
买入 |
14.514499999999996 |
74500.0 |
¥1.08M |
首仓入场 |
| 2017-03-06 |
跌破离场 |
卖出 |
13.4 |
74500.0 |
¥99.8万 |
|
| 2017-07-10 |
突破买入 |
买入 |
11.9119 |
83900.0 |
¥100.0万 |
首仓入场 |
| 2017-10-18 |
跌破离场 |
卖出 |
13.26672 |
83900.0 |
¥1.11M |
|
| 2018-06-12 |
突破买入 |
买入 |
10.380369999999997 |
107200.0 |
¥1.11M |
首仓入场 |
| 2018-06-20 |
跌破离场 |
卖出 |
9.290700000000001 |
107200.0 |
¥99.6万 |
|
| 2018-08-21 |
突破买入 |
买入 |
10.009999999999998 |
99800.0 |
¥99.9万 |
首仓入场 |
| 2018-09-06 |
跌破离场 |
卖出 |
9.44055 |
99800.0 |
¥94.2万 |
|
| 2018-09-27 |
突破买入 |
买入 |
10.180169999999999 |
92400.0 |
¥94.1万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
9.48051 |
92400.0 |
¥87.6万 |
|
| 2019-02-26 |
突破买入 |
买入 |
10.68067 |
81700.0 |
¥87.3万 |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
13.84614 |
81700.0 |
¥1.13M |
|
| 2019-06-25 |
突破买入 |
买入 |
13.38 |
83800.0 |
¥1.12M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
12.397590000000001 |
83800.0 |
¥1.04M |
|
| 2019-08-21 |
突破买入 |
买入 |
14.194179999999998 |
74000.0 |
¥1.05M |
首仓入场 |
| 2019-09-30 |
跌破离场 |
卖出 |
16.17381 |
74000.0 |
¥1.20M |
|
| 2019-10-29 |
突破买入 |
买入 |
19.56955 |
60600.0 |
¥1.19M |
首仓入场 |
| 2019-12-23 |
跌破离场 |
卖出 |
23.306669999999997 |
60600.0 |
¥1.41M |
|
| 2020-02-25 |
突破买入 |
买入 |
24.8248 |
55600.0 |
¥1.38M |
首仓入场 |
| 2020-03-16 |
跌破离场 |
卖出 |
25.973999999999997 |
55600.0 |
¥1.44M |
|
| 2020-04-21 |
突破买入 |
买入 |
27.867839999999998 |
52700.0 |
¥1.47M |
首仓入场 |
| 2020-05-06 |
跌破离场 |
卖出 |
15.85413 |
52700.0 |
¥83.5万 |
|
| 2020-06-18 |
突破买入 |
买入 |
17.597579999999997 |
48200.0 |
¥84.8万 |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
18.36162 |
48200.0 |
¥88.5万 |
|
| 2020-11-11 |
突破买入 |
买入 |
18.27826 |
48300.0 |
¥88.3万 |
首仓入场 |
| 2020-12-09 |
跌破离场 |
卖出 |
20.70927 |
48300.0 |
¥100.0万 |
|
| 2021-01-05 |
突破买入 |
买入 |
23.223199999999995 |
43200.0 |
¥1.00M |
首仓入场 |
| 2021-03-01 |
跌破离场 |
卖出 |
28.141830000000002 |
43200.0 |
¥1.22M |
|
| 2021-08-10 |
突破买入 |
买入 |
25.50548 |
47400.0 |
¥1.21M |
首仓入场 |
| 2021-08-30 |
跌破离场 |
卖出 |
23.416560000000004 |
47400.0 |
¥1.11M |
|
| 2022-01-06 |
突破买入 |
买入 |
21.771749999999997 |
51200.0 |
¥1.12M |
首仓入场 |
| 2022-02-07 |
跌破离场 |
卖出 |
22.237740000000002 |
51200.0 |
¥1.14M |
|
| 2022-02-10 |
突破买入 |
买入 |
24.424399999999995 |
45900.0 |
¥1.12M |
首仓入场 |
| 2022-03-04 |
跌破离场 |
卖出 |
22.15782 |
45900.0 |
¥1.02M |
|
| 2022-06-01 |
突破买入 |
买入 |
19.45944 |
53200.0 |
¥1.04M |
首仓入场 |
| 2022-07-11 |
跌破离场 |
卖出 |
19.40058 |
53200.0 |
¥1.03M |
|
| 2022-11-25 |
突破买入 |
买入 |
17.68767 |
58200.0 |
¥1.03M |
首仓入场 |
| 2022-12-16 |
跌破离场 |
卖出 |
17.4825 |
58200.0 |
¥1.02M |
|
| 2023-02-02 |
突破买入 |
买入 |
18.90889 |
54000.0 |
¥1.02M |
首仓入场 |
| 2023-03-09 |
跌破离场 |
卖出 |
19.79019 |
54000.0 |
¥1.07M |
|
| 2023-07-27 |
突破买入 |
买入 |
16.416399999999996 |
64900.0 |
¥1.07M |
首仓入场 |
| 2023-08-10 |
跌破离场 |
卖出 |
15.9 |
64900.0 |
¥1.03M |
|
| 2024-01-04 |
突破买入 |
买入 |
14.364349999999998 |
71700.0 |
¥1.03M |
首仓入场 |
| 2024-01-19 |
跌破离场 |
卖出 |
13.23675 |
71700.0 |
¥94.9万 |
|
| 2024-02-20 |
突破买入 |
买入 |
14.414399999999999 |
65800.0 |
¥94.9万 |
首仓入场 |
| 2024-03-21 |
跌破离场 |
卖出 |
14.80518 |
65800.0 |
¥97.4万 |
|
| 2024-04-18 |
突破买入 |
买入 |
16.416399999999996 |
59300.0 |
¥97.4万 |
首仓入场 |
| 2024-05-24 |
跌破离场 |
卖出 |
14.97 |
59300.0 |
¥88.7万 |
|
| 2024-10-09 |
突破买入 |
买入 |
13.523509999999998 |
63500.0 |
¥85.9万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
11.72826 |
63500.0 |
¥74.5万 |
|
| 2025-02-10 |
突破买入 |
买入 |
11.681669999999999 |
66000.0 |
¥77.1万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
11.59 |
66000.0 |
¥76.5万 |
|
| 2025-06-12 |
突破买入 |
买入 |
11.64 |
66000.0 |
¥76.8万 |
首仓入场 |
| 2025-08-19 |
跌破离场 |
卖出 |
12.4875 |
66000.0 |
¥82.4万 |
|
| 2025-09-30 |
突破买入 |
买入 |
13.443429999999998 |
61300.0 |
¥82.4万 |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
14.95503 |
61300.0 |
¥91.6万 |
|
| 2026-02-27 |
突破买入 |
买入 |
17.3173 |
52800.0 |
¥91.5万 |
首仓入场 |
| 2026-03-17 |
跌破离场 |
卖出 |
16.69329 |
52800.0 |
¥88.1万 |
|
| 2026-07-24 |
突破买入 |
买入 |
14.354339999999999 |
61500.0 |
¥88.3万 |
首仓入场 |
| 2026-08-10 |
跌破离场 |
卖出 |
13.8861 |
61500.0 |
¥85.4万 |
|