000725 京东方A — 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: ¥1.37M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +36.60%）
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 33 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 |
2015-03-05 |
2015-05-07 |
3.2542259749999998 |
4.34565 |
¥33.3万 |
+33.50% |
跌破离场 |
| 2 |
2015-05-27 |
2015-07-06 |
4.876332461 |
4.45554 |
¥-11.5万 |
-8.66% |
跌破离场 |
| 3 |
2016-07-12 |
2016-09-12 |
2.393107717 |
2.36763 |
¥-1.3万 |
-1.09% |
跌破离场 |
| 4 |
2016-10-12 |
2017-03-10 |
2.473211741 |
3.1568400000000003 |
¥33.1万 |
+27.60% |
跌破离场 |
| 5 |
2017-03-27 |
2017-05-09 |
3.4044210199999996 |
3.60639 |
¥9.0万 |
+5.90% |
跌破离场 |
| 6 |
2017-09-06 |
2017-11-27 |
4.005201199999999 |
5.544449999999999 |
¥62.1万 |
+38.39% |
跌破离场 |
| 7 |
2018-01-10 |
2018-02-02 |
5.987775794 |
5.64435 |
¥-12.9万 |
-5.76% |
跌破离场 |
| 8 |
2018-03-13 |
2018-03-26 |
6.041811999999999 |
5.34465 |
¥-24.3万 |
-11.57% |
跌破离场 |
| 9 |
2018-07-25 |
2018-08-31 |
3.814954143 |
3.38661 |
¥-21.0万 |
-11.25% |
跌破离场 |
| 10 |
2019-02-15 |
2019-03-14 |
3.4644990379999996 |
3.8961 |
¥20.2万 |
+12.42% |
跌破离场 |
| 11 |
2019-04-25 |
2019-04-30 |
4.015214202999998 |
3.5564400000000003 |
¥-21.0万 |
-11.45% |
跌破离场 |
| 12 |
2019-07-18 |
2019-08-06 |
4.115344233 |
3.7162800000000002 |
¥-16.1万 |
-9.72% |
跌破离场 |
| 13 |
2019-11-27 |
2020-02-03 |
3.834980149 |
4.25 |
¥16.0万 |
+10.79% |
跌破离场 |
| 14 |
2020-02-25 |
2020-03-13 |
5.607281679999999 |
4.2957 |
¥-37.7万 |
-23.41% |
跌破离场 |
| 15 |
2020-06-09 |
2020-07-20 |
4.656046395000001 |
4.68531 |
¥7,494 |
+0.60% |
跌破离场 |
| 16 |
2020-08-25 |
2020-09-25 |
5.467099638 |
4.8951 |
¥-13.5万 |
-10.49% |
跌破离场 |
| 17 |
2020-11-10 |
2021-01-29 |
5.3169045929999985 |
6.3936 |
¥23.1万 |
+20.21% |
跌破离场 |
| 18 |
2021-04-08 |
2021-05-10 |
6.5084519499999995 |
6.593400000000001 |
¥1.7万 |
+1.27% |
跌破离场 |
| 19 |
2021-07-15 |
2021-07-26 |
6.541962 |
5.994 |
¥-11.7万 |
-8.40% |
跌破离场 |
| 20 |
2021-12-13 |
2021-12-27 |
5.116644533 |
4.95504 |
¥-4.0万 |
-3.19% |
跌破离场 |
| 21 |
2023-01-17 |
2023-04-20 |
3.865019157999999 |
4.26573 |
¥12.8万 |
+10.33% |
跌破离场 |
| 22 |
2023-07-04 |
2023-07-25 |
4.1553962449999995 |
4.225770000000001 |
¥2.3万 |
+1.66% |
跌破离场 |
| 23 |
2024-01-02 |
2024-03-25 |
3.8950581669999997 |
3.91608 |
¥7,066 |
+0.51% |
跌破离场 |
| 24 |
2024-04-02 |
2024-05-17 |
4.315604292999999 |
4.28571 |
¥-1.0万 |
-0.72% |
跌破离场 |
| 25 |
2024-07-12 |
2024-07-16 |
4.295578287 |
3.9760199999999997 |
¥-10.3万 |
-7.47% |
跌破离场 |
| 26 |
2024-10-09 |
2024-11-15 |
4.651395 |
4.38561 |
¥-7.3万 |
-5.74% |
跌破离场 |
| 27 |
2025-02-07 |
2025-02-28 |
4.535890359 |
4.36563 |
¥-4.6万 |
-3.78% |
跌破离场 |
| 28 |
2025-07-23 |
2025-08-15 |
4.115344233 |
3.88611 |
¥-6.5万 |
-5.60% |
跌破离场 |
| 29 |
2025-10-10 |
2025-10-20 |
4.265539277999999 |
4.02597 |
¥-6.2万 |
-5.64% |
跌破离场 |
| 30 |
2025-12-08 |
2025-12-23 |
4.265539277999999 |
4.0459499999999995 |
¥-5.4万 |
-5.18% |
跌破离场 |
| 31 |
2026-01-07 |
2026-02-02 |
4.455786334999999 |
4.31568 |
¥-3.1万 |
-3.17% |
跌破离场 |
| 32 |
2026-04-21 |
2026-07-14 |
4.195448257 |
6.8931000000000004 |
¥61.4万 |
+64.25% |
跌破离场 |
| 33 |
2026-08-19 |
2026-09-11 |
6.20806186 |
5.36463 |
¥-20.4万 |
-13.61% |
跌破离场 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-05 |
突破买入 |
买入 |
3.2532499999999995 |
305700.0 |
¥99.5万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
4.34565 |
305700.0 |
¥1.33M |
|
| 2015-05-27 |
突破买入 |
买入 |
4.87487 |
272800.0 |
¥1.33M |
首仓入场 |
| 2015-07-06 |
跌破离场 |
卖出 |
4.45554 |
272800.0 |
¥1.22M |
|
| 2016-07-12 |
突破买入 |
买入 |
2.39239 |
507900.0 |
¥1.22M |
首仓入场 |
| 2016-09-12 |
跌破离场 |
卖出 |
2.36763 |
507900.0 |
¥1.20M |
|
| 2016-10-12 |
突破买入 |
买入 |
2.47247 |
484200.0 |
¥1.20M |
首仓入场 |
| 2017-03-10 |
跌破离场 |
卖出 |
3.1568400000000003 |
484200.0 |
¥1.53M |
|
| 2017-03-27 |
突破买入 |
买入 |
3.4033999999999995 |
450000.0 |
¥1.53M |
首仓入场 |
| 2017-05-09 |
跌破离场 |
卖出 |
3.60639 |
450000.0 |
¥1.62M |
|
| 2017-09-06 |
突破买入 |
买入 |
4.004 |
404000.0 |
¥1.62M |
首仓入场 |
| 2017-11-27 |
跌破离场 |
卖出 |
5.544449999999999 |
404000.0 |
¥2.24M |
|
| 2018-01-10 |
突破买入 |
买入 |
5.9859800000000005 |
372600.0 |
¥2.23M |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
5.64435 |
372600.0 |
¥2.10M |
|
| 2018-03-13 |
突破买入 |
买入 |
6.04 |
348400.0 |
¥2.10M |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
5.34465 |
348400.0 |
¥1.86M |
|
| 2018-07-25 |
突破买入 |
买入 |
3.8138099999999997 |
489100.0 |
¥1.87M |
首仓入场 |
| 2018-08-31 |
跌破离场 |
卖出 |
3.38661 |
489100.0 |
¥1.66M |
|
| 2019-02-15 |
突破买入 |
买入 |
3.4634599999999995 |
470000.0 |
¥1.63M |
首仓入场 |
| 2019-03-14 |
跌破离场 |
卖出 |
3.8961 |
470000.0 |
¥1.83M |
|
| 2019-04-25 |
突破买入 |
买入 |
4.014009999999999 |
456100.0 |
¥1.83M |
首仓入场 |
| 2019-04-30 |
跌破离场 |
卖出 |
3.5564400000000003 |
456100.0 |
¥1.62M |
|
| 2019-07-18 |
突破买入 |
买入 |
4.11411 |
401900.0 |
¥1.65M |
首仓入场 |
| 2019-08-06 |
跌破离场 |
卖出 |
3.7162800000000002 |
401900.0 |
¥1.49M |
|
| 2019-11-27 |
突破买入 |
买入 |
3.83383 |
386400.0 |
¥1.48M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
4.25 |
386400.0 |
¥1.64M |
|
| 2020-02-25 |
突破买入 |
买入 |
5.605599999999999 |
287100.0 |
¥1.61M |
首仓入场 |
| 2020-03-13 |
跌破离场 |
卖出 |
4.2957 |
287100.0 |
¥1.23M |
|
| 2020-06-09 |
突破买入 |
买入 |
4.65465 |
269000.0 |
¥1.25M |
首仓入场 |
| 2020-07-20 |
跌破离场 |
卖出 |
4.68531 |
269000.0 |
¥1.26M |
|
| 2020-08-25 |
突破买入 |
买入 |
5.465459999999999 |
234900.0 |
¥1.28M |
首仓入场 |
| 2020-09-25 |
跌破离场 |
卖出 |
4.8951 |
234900.0 |
¥1.15M |
|
| 2020-11-10 |
突破买入 |
买入 |
5.315309999999999 |
214600.0 |
¥1.14M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
6.3936 |
214600.0 |
¥1.37M |
|
| 2021-04-08 |
突破买入 |
买入 |
6.5065 |
210100.0 |
¥1.37M |
首仓入场 |
| 2021-05-10 |
跌破离场 |
卖出 |
6.593400000000001 |
210100.0 |
¥1.38M |
|
| 2021-07-15 |
突破买入 |
买入 |
6.54 |
213400.0 |
¥1.40M |
首仓入场 |
| 2021-07-26 |
跌破离场 |
卖出 |
5.994 |
213400.0 |
¥1.28M |
|
| 2021-12-13 |
突破买入 |
买入 |
5.11511 |
247800.0 |
¥1.27M |
首仓入场 |
| 2021-12-27 |
跌破离场 |
卖出 |
4.95504 |
247800.0 |
¥1.23M |
|
| 2023-01-17 |
突破买入 |
买入 |
3.863859999999999 |
320000.0 |
¥1.24M |
首仓入场 |
| 2023-04-20 |
跌破离场 |
卖出 |
4.26573 |
320000.0 |
¥1.36M |
|
| 2023-07-04 |
突破买入 |
买入 |
4.15415 |
328300.0 |
¥1.36M |
首仓入场 |
| 2023-07-25 |
跌破离场 |
卖出 |
4.225770000000001 |
328300.0 |
¥1.39M |
|
| 2024-01-02 |
突破买入 |
买入 |
3.8938899999999994 |
356000.0 |
¥1.39M |
首仓入场 |
| 2024-03-25 |
跌破离场 |
卖出 |
3.91608 |
356000.0 |
¥1.39M |
|
| 2024-04-02 |
突破买入 |
买入 |
4.314309999999999 |
321500.0 |
¥1.39M |
首仓入场 |
| 2024-05-17 |
跌破离场 |
卖出 |
4.28571 |
321500.0 |
¥1.38M |
|
| 2024-07-12 |
突破买入 |
买入 |
4.294289999999999 |
321500.0 |
¥1.38M |
首仓入场 |
| 2024-07-16 |
跌破离场 |
卖出 |
3.9760199999999997 |
321500.0 |
¥1.28M |
|
| 2024-10-09 |
突破买入 |
买入 |
4.65 |
271800.0 |
¥1.26M |
首仓入场 |
| 2024-11-15 |
跌破离场 |
卖出 |
4.38561 |
271800.0 |
¥1.19M |
|
| 2025-02-07 |
突破买入 |
买入 |
4.53453 |
266600.0 |
¥1.21M |
首仓入场 |
| 2025-02-28 |
跌破离场 |
卖出 |
4.36563 |
266600.0 |
¥1.16M |
|
| 2025-07-23 |
突破买入 |
买入 |
4.11411 |
283400.0 |
¥1.17M |
首仓入场 |
| 2025-08-15 |
跌破离场 |
卖出 |
3.88611 |
283400.0 |
¥1.10M |
|
| 2025-10-10 |
突破买入 |
买入 |
4.264259999999999 |
256900.0 |
¥1.10M |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
4.02597 |
256900.0 |
¥1.03M |
|
| 2025-12-08 |
突破买入 |
买入 |
4.264259999999999 |
243700.0 |
¥1.04M |
首仓入场 |
| 2025-12-23 |
跌破离场 |
卖出 |
4.0459499999999995 |
243700.0 |
¥98.6万 |
|
| 2026-01-07 |
突破买入 |
买入 |
4.45445 |
218700.0 |
¥97.4万 |
首仓入场 |
| 2026-02-02 |
跌破离场 |
卖出 |
4.31568 |
218700.0 |
¥94.4万 |
|
| 2026-04-21 |
突破买入 |
买入 |
4.19419 |
227600.0 |
¥95.5万 |
首仓入场 |
| 2026-07-14 |
跌破离场 |
卖出 |
6.8931000000000004 |
227600.0 |
¥1.57M |
|
| 2026-08-19 |
突破买入 |
买入 |
6.2062 |
241900.0 |
¥1.50M |
首仓入场 |
| 2026-09-11 |
跌破离场 |
卖出 |
5.36463 |
241900.0 |
¥1.30M |
|