000768 西飞国际 — 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: ¥45.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -54.74%）
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 44 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 |
2015-04-22 |
2015-07-06 |
30.13913903 |
37.962 |
¥25.7万 |
+25.92% |
跌破离场 |
| 2 |
2015-10-13 |
2015-11-30 |
24.63198738 |
25.39458 |
¥3.8万 |
+3.07% |
跌破离场 |
| 3 |
2016-06-24 |
2016-07-28 |
18.263717471999996 |
22.377599999999997 |
¥28.8万 |
+22.49% |
跌破离场 |
| 4 |
2017-01-10 |
2017-03-20 |
23.53055705 |
23.46651 |
¥-4,742 |
-0.30% |
跌破离场 |
| 5 |
2017-04-12 |
2017-04-20 |
26.043820803 |
23.966009999999997 |
¥-12.6万 |
-8.01% |
跌破离场 |
| 6 |
2017-08-17 |
2017-09-11 |
19.685563897999998 |
18.631349999999998 |
¥-7.8万 |
-5.38% |
跌破离场 |
| 7 |
2017-10-13 |
2017-10-31 |
19.855954999999998 |
18.1818 |
¥-11.6万 |
-8.46% |
跌破离场 |
| 8 |
2018-03-27 |
2018-05-15 |
16.92197507 |
17.042939999999998 |
¥8,457 |
+0.68% |
跌破离场 |
| 9 |
2018-07-10 |
2018-07-20 |
16.321194889999997 |
15.07 |
¥-9.7万 |
-7.69% |
跌破离场 |
| 10 |
2018-09-04 |
2018-10-10 |
15.870609754999997 |
15.0849 |
¥-5.8万 |
-4.98% |
跌破离场 |
| 11 |
2018-11-16 |
2018-12-11 |
15.610271676999998 |
14.34564 |
¥-9.0万 |
-8.13% |
跌破离场 |
| 12 |
2019-02-13 |
2019-04-26 |
14.488815340999997 |
16.2837 |
¥12.6万 |
+12.35% |
跌破离场 |
| 13 |
2019-09-03 |
2019-09-23 |
17.422625219999993 |
16.65333 |
¥-5.1万 |
-4.44% |
跌破离场 |
| 14 |
2019-12-17 |
2020-02-04 |
16.551493959000005 |
14.6 |
¥-12.9万 |
-11.82% |
跌破离场 |
| 15 |
2020-03-04 |
2020-03-17 |
19.224965759999996 |
17.192790000000002 |
¥-10.1万 |
-10.60% |
跌破离场 |
| 16 |
2020-05-07 |
2020-05-22 |
18.003379394 |
17.3826 |
¥-3.0万 |
-3.48% |
跌破离场 |
| 17 |
2020-07-02 |
2020-09-08 |
18.143561436000002 |
23.04693 |
¥22.3万 |
+26.99% |
跌破离场 |
| 18 |
2020-10-13 |
2020-12-14 |
25.402988610999998 |
29.560409999999997 |
¥17.2万 |
+16.33% |
跌破离场 |
| 19 |
2021-01-05 |
2021-01-18 |
38.0494114 |
34.35561 |
¥-11.7万 |
-9.73% |
跌破离场 |
| 20 |
2021-03-05 |
2021-03-10 |
34.705068397999995 |
26.973 |
¥-24.5万 |
-22.30% |
跌破离场 |
| 21 |
2021-04-30 |
2021-05-11 |
25.707710000000002 |
23.33 |
¥-8.0万 |
-9.28% |
跌破离场 |
| 22 |
2021-05-19 |
2021-06-15 |
26.494405937999996 |
25.84413 |
¥-1.9万 |
-2.48% |
跌破离场 |
| 23 |
2021-07-26 |
2021-08-30 |
28.136538429999995 |
30.319650000000003 |
¥5.9万 |
+7.73% |
跌破离场 |
| 24 |
2021-11-15 |
2021-12-21 |
35.0455105 |
34.7652 |
¥-6,832 |
-0.83% |
跌破离场 |
| 25 |
2022-02-25 |
2022-04-07 |
30.23926906 |
26.803169999999998 |
¥-9.2万 |
-11.39% |
跌破离场 |
| 26 |
2022-06-02 |
2022-08-03 |
26.63458798 |
30.55941 |
¥10.6万 |
+14.70% |
跌破离场 |
| 27 |
2022-09-14 |
2022-09-27 |
31.550972452999996 |
28.28 |
¥-8.6万 |
-10.39% |
跌破离场 |
| 28 |
2023-01-31 |
2023-02-20 |
26.574509961999993 |
25.4745 |
¥-3.1万 |
-4.17% |
跌破离场 |
| 29 |
2023-03-07 |
2023-03-17 |
27.816122333999996 |
25.58439 |
¥-5.8万 |
-8.05% |
跌破离场 |
| 30 |
2023-06-30 |
2023-07-21 |
25.753443715999996 |
25.51446 |
¥-6,314 |
-0.96% |
跌破离场 |
| 31 |
2023-11-14 |
2023-12-01 |
22.82964684 |
21.8781 |
¥-2.7万 |
-4.20% |
跌破离场 |
| 32 |
2023-12-26 |
2024-01-09 |
22.369048701999997 |
20.15982 |
¥-6.2万 |
-9.90% |
跌破离场 |
| 33 |
2024-03-04 |
2024-03-28 |
21.367748401999997 |
20.89 |
¥-1.3万 |
-2.27% |
跌破离场 |
| 34 |
2024-04-30 |
2024-05-27 |
22.519243746999994 |
23.556420000000003 |
¥2.5万 |
+4.57% |
跌破离场 |
| 35 |
2024-06-11 |
2024-06-21 |
25.232767559999992 |
23.666310000000003 |
¥-3.6万 |
-6.24% |
跌破离场 |
| 36 |
2024-07-18 |
2024-08-19 |
24.742130412999998 |
24.03594 |
¥-1.5万 |
-2.88% |
跌破离场 |
| 37 |
2024-10-09 |
2024-11-18 |
29.338098789999997 |
27.45252 |
¥-3.3万 |
-6.46% |
跌破离场 |
| 38 |
2025-01-02 |
2025-01-06 |
27.235368159999993 |
25.174799999999998 |
¥-3.6万 |
-7.59% |
跌破离场 |
| 39 |
2025-05-08 |
2025-05-28 |
24.411701313999995 |
24.28569 |
¥-2,493 |
-0.55% |
跌破离场 |
| 40 |
2025-06-26 |
2025-08-04 |
26.344210893 |
27.7722 |
¥2.4万 |
+5.39% |
跌破离场 |
| 41 |
2025-12-26 |
2026-03-04 |
25.23276756 |
28.231740000000002 |
¥5.7万 |
+11.85% |
跌破离场 |
| 42 |
2026-05-13 |
2026-05-21 |
25.362936598999994 |
22.95702 |
¥-5.0万 |
-9.51% |
跌破离场 |
| 43 |
2026-08-04 |
2026-08-26 |
21.387774408 |
20.32965 |
¥-2.4万 |
-4.98% |
跌破离场 |
| 44 |
2026-09-02 |
2026-11-02 |
22.669438792 |
22.18779 |
¥-9,913 |
-2.15% |
跌破离场 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-22 |
突破买入 |
买入 |
30.1301 |
32900.0 |
¥99.2万 |
首仓入场 |
| 2015-07-06 |
跌破离场 |
卖出 |
37.962 |
32900.0 |
¥1.25M |
|
| 2015-10-13 |
突破买入 |
买入 |
24.6246 |
50100.0 |
¥1.23M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
25.39458 |
50100.0 |
¥1.27M |
|
| 2016-06-24 |
突破买入 |
买入 |
18.258239999999997 |
70100.0 |
¥1.28M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
22.377599999999997 |
70100.0 |
¥1.57M |
|
| 2017-01-10 |
突破买入 |
买入 |
23.5235 |
66700.0 |
¥1.57M |
首仓入场 |
| 2017-03-20 |
跌破离场 |
卖出 |
23.46651 |
66700.0 |
¥1.56M |
|
| 2017-04-12 |
突破买入 |
买入 |
26.03601 |
60400.0 |
¥1.57M |
首仓入场 |
| 2017-04-20 |
跌破离场 |
卖出 |
23.966009999999997 |
60400.0 |
¥1.45M |
|
| 2017-08-17 |
突破买入 |
买入 |
19.67966 |
73200.0 |
¥1.44M |
首仓入场 |
| 2017-09-11 |
跌破离场 |
卖出 |
18.631349999999998 |
73200.0 |
¥1.36M |
|
| 2017-10-13 |
突破买入 |
买入 |
19.85 |
68800.0 |
¥1.37M |
首仓入场 |
| 2017-10-31 |
跌破离场 |
卖出 |
18.1818 |
68800.0 |
¥1.25M |
|
| 2018-03-27 |
突破买入 |
买入 |
16.9169 |
73000.0 |
¥1.24M |
首仓入场 |
| 2018-05-15 |
跌破离场 |
卖出 |
17.042939999999998 |
73000.0 |
¥1.24M |
|
| 2018-07-10 |
突破买入 |
买入 |
16.3163 |
77200.0 |
¥1.26M |
首仓入场 |
| 2018-07-20 |
跌破离场 |
卖出 |
15.07 |
77200.0 |
¥1.16M |
|
| 2018-09-04 |
突破买入 |
买入 |
15.865849999999998 |
73600.0 |
¥1.17M |
首仓入场 |
| 2018-10-10 |
跌破离场 |
卖出 |
15.0849 |
73600.0 |
¥1.11M |
|
| 2018-11-16 |
突破买入 |
买入 |
15.605589999999998 |
70800.0 |
¥1.11M |
首仓入场 |
| 2018-12-11 |
跌破离场 |
卖出 |
14.34564 |
70800.0 |
¥1.02M |
|
| 2019-02-13 |
突破买入 |
买入 |
14.484469999999998 |
70200.0 |
¥1.02M |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
16.2837 |
70200.0 |
¥1.14M |
|
| 2019-09-03 |
突破买入 |
买入 |
17.417399999999997 |
65700.0 |
¥1.14M |
首仓入场 |
| 2019-09-23 |
跌破离场 |
卖出 |
16.65333 |
65700.0 |
¥1.09M |
|
| 2019-12-17 |
突破买入 |
买入 |
16.54653 |
66100.0 |
¥1.09M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
14.6 |
66100.0 |
¥96.5万 |
|
| 2020-03-04 |
突破买入 |
买入 |
19.219199999999997 |
49600.0 |
¥95.4万 |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
17.192790000000002 |
49600.0 |
¥85.3万 |
|
| 2020-05-07 |
突破买入 |
买入 |
17.99798 |
48000.0 |
¥86.4万 |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
17.3826 |
48000.0 |
¥83.4万 |
|
| 2020-07-02 |
突破买入 |
买入 |
18.13812 |
45500.0 |
¥82.6万 |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
23.04693 |
45500.0 |
¥1.05M |
|
| 2020-10-13 |
突破买入 |
买入 |
25.39537 |
41400.0 |
¥1.05M |
首仓入场 |
| 2020-12-14 |
跌破离场 |
卖出 |
29.560409999999997 |
41400.0 |
¥1.22M |
|
| 2021-01-05 |
突破买入 |
买入 |
38.038 |
31700.0 |
¥1.21M |
首仓入场 |
| 2021-01-18 |
跌破离场 |
卖出 |
34.35561 |
31700.0 |
¥1.09M |
|
| 2021-03-05 |
突破买入 |
买入 |
34.69465999999999 |
31600.0 |
¥1.10M |
首仓入场 |
| 2021-03-10 |
跌破离场 |
卖出 |
26.973 |
31600.0 |
¥85.2万 |
|
| 2021-04-30 |
突破买入 |
买入 |
25.7 |
33700.0 |
¥86.6万 |
首仓入场 |
| 2021-05-11 |
跌破离场 |
卖出 |
23.33 |
33700.0 |
¥78.6万 |
|
| 2021-05-19 |
突破买入 |
买入 |
26.486459999999997 |
29600.0 |
¥78.4万 |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
25.84413 |
29600.0 |
¥76.5万 |
|
| 2021-07-26 |
突破买入 |
买入 |
28.1281 |
27200.0 |
¥76.5万 |
首仓入场 |
| 2021-08-30 |
跌破离场 |
卖出 |
30.319650000000003 |
27200.0 |
¥82.4万 |
|
| 2021-11-15 |
突破买入 |
买入 |
35.035 |
23500.0 |
¥82.4万 |
首仓入场 |
| 2021-12-21 |
跌破离场 |
卖出 |
34.7652 |
23500.0 |
¥81.7万 |
|
| 2022-02-25 |
突破买入 |
买入 |
30.230199999999996 |
26600.0 |
¥80.4万 |
首仓入场 |
| 2022-04-07 |
跌破离场 |
卖出 |
26.803169999999998 |
26600.0 |
¥71.3万 |
|
| 2022-06-02 |
突破买入 |
买入 |
26.6266 |
27000.0 |
¥71.9万 |
首仓入场 |
| 2022-08-03 |
跌破离场 |
卖出 |
30.55941 |
27000.0 |
¥82.5万 |
|
| 2022-09-14 |
突破买入 |
买入 |
31.541509999999995 |
26200.0 |
¥82.7万 |
首仓入场 |
| 2022-09-27 |
跌破离场 |
卖出 |
28.28 |
26200.0 |
¥74.1万 |
|
| 2023-01-31 |
突破买入 |
买入 |
26.566539999999996 |
28100.0 |
¥74.7万 |
首仓入场 |
| 2023-02-20 |
跌破离场 |
卖出 |
25.4745 |
28100.0 |
¥71.6万 |
|
| 2023-03-07 |
突破买入 |
买入 |
27.807779999999994 |
25700.0 |
¥71.5万 |
首仓入场 |
| 2023-03-17 |
跌破离场 |
卖出 |
25.58439 |
25700.0 |
¥65.7万 |
|
| 2023-06-30 |
突破买入 |
买入 |
25.745719999999995 |
25600.0 |
¥65.9万 |
首仓入场 |
| 2023-07-21 |
跌破离场 |
卖出 |
25.51446 |
25600.0 |
¥65.3万 |
|
| 2023-11-14 |
突破买入 |
买入 |
22.822799999999997 |
28500.0 |
¥65.1万 |
首仓入场 |
| 2023-12-01 |
跌破离场 |
卖出 |
21.8781 |
28500.0 |
¥62.3万 |
|
| 2023-12-26 |
突破买入 |
买入 |
22.362339999999996 |
27800.0 |
¥62.2万 |
首仓入场 |
| 2024-01-09 |
跌破离场 |
卖出 |
20.15982 |
27800.0 |
¥56.0万 |
|
| 2024-03-04 |
突破买入 |
买入 |
21.36134 |
26400.0 |
¥56.4万 |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
20.89 |
26400.0 |
¥55.1万 |
|
| 2024-04-30 |
突破买入 |
买入 |
22.512489999999996 |
24500.0 |
¥55.2万 |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
23.556420000000003 |
24500.0 |
¥57.7万 |
|
| 2024-06-11 |
突破买入 |
买入 |
25.225199999999997 |
22600.0 |
¥57.0万 |
首仓入场 |
| 2024-06-21 |
跌破离场 |
卖出 |
23.666310000000003 |
22600.0 |
¥53.5万 |
|
| 2024-07-18 |
突破买入 |
买入 |
24.734709999999996 |
21700.0 |
¥53.7万 |
首仓入场 |
| 2024-08-19 |
跌破离场 |
卖出 |
24.03594 |
21700.0 |
¥52.1万 |
|
| 2024-10-09 |
突破买入 |
买入 |
29.329299999999996 |
17400.0 |
¥51.0万 |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
27.45252 |
17400.0 |
¥47.8万 |
|
| 2025-01-02 |
突破买入 |
买入 |
27.227199999999996 |
17400.0 |
¥47.4万 |
首仓入场 |
| 2025-01-06 |
跌破离场 |
卖出 |
25.174799999999998 |
17400.0 |
¥43.8万 |
|
| 2025-05-08 |
突破买入 |
买入 |
24.404379999999996 |
18700.0 |
¥45.6万 |
首仓入场 |
| 2025-05-28 |
跌破离场 |
卖出 |
24.28569 |
18700.0 |
¥45.4万 |
|
| 2025-06-26 |
突破买入 |
买入 |
26.336309999999997 |
17200.0 |
¥45.3万 |
首仓入场 |
| 2025-08-04 |
跌破离场 |
卖出 |
27.7722 |
17200.0 |
¥47.8万 |
|
| 2025-12-26 |
突破买入 |
买入 |
25.225199999999997 |
18900.0 |
¥47.7万 |
首仓入场 |
| 2026-03-04 |
跌破离场 |
卖出 |
28.231740000000002 |
18900.0 |
¥53.3万 |
|
| 2026-05-13 |
突破买入 |
买入 |
25.355329999999995 |
20900.0 |
¥53.0万 |
首仓入场 |
| 2026-05-21 |
跌破离场 |
卖出 |
22.95702 |
20900.0 |
¥48.0万 |
|
| 2026-08-04 |
突破买入 |
买入 |
21.381359999999997 |
22700.0 |
¥48.6万 |
首仓入场 |
| 2026-08-26 |
跌破离场 |
卖出 |
20.32965 |
22700.0 |
¥46.1万 |
|
| 2026-09-02 |
突破买入 |
买入 |
22.66264 |
20300.0 |
¥46.0万 |
首仓入场 |
| 2026-11-02 |
跌破离场 |
卖出 |
22.18779 |
20300.0 |
¥45.0万 |
|