000776 广发证券 — 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: ¥88.8万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -11.24%）
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 41 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 |
2015-03-03 |
2015-04-21 |
24.107230000000005 |
27.6 |
¥14.3万 |
+14.45% |
跌破离场 |
| 2 |
2015-06-09 |
2015-06-23 |
29.808709930999996 |
24.94503 |
¥-18.7万 |
-16.34% |
跌破离场 |
| 3 |
2015-10-13 |
2015-11-30 |
14.91937447 |
17.51247 |
¥16.4万 |
+17.35% |
跌破离场 |
| 4 |
2016-03-22 |
2016-05-10 |
16.801819033999998 |
15.10488 |
¥-11.2万 |
-10.13% |
跌破离场 |
| 5 |
2016-07-05 |
2016-07-28 |
17.112222127 |
16.353630000000003 |
¥-4.5万 |
-4.46% |
跌破离场 |
| 6 |
2016-08-16 |
2016-09-13 |
18.12353543 |
16.59339 |
¥-8.1万 |
-8.47% |
跌破离场 |
| 7 |
2016-10-24 |
2016-12-06 |
17.12223513 |
18.15 |
¥5.3万 |
+5.97% |
跌破离场 |
| 8 |
2017-02-14 |
2017-02-28 |
17.843171345999995 |
17.51247 |
¥-1.8万 |
-1.88% |
跌破离场 |
| 9 |
2017-08-29 |
2017-10-18 |
18.804419634 |
18.66132 |
¥-7,227 |
-0.79% |
跌破离场 |
| 10 |
2018-01-09 |
2018-02-07 |
17.793106330999997 |
18.22176 |
¥2.2万 |
+2.38% |
跌破离场 |
| 11 |
2018-07-25 |
2018-09-11 |
13.607671077 |
13.20678 |
¥-2.8万 |
-2.98% |
跌破离场 |
| 12 |
2018-09-27 |
2018-10-12 |
13.767879124999999 |
12.97701 |
¥-5.2万 |
-5.77% |
跌破离场 |
| 13 |
2018-11-20 |
2018-12-11 |
14.218464259999998 |
13.096890000000002 |
¥-6.7万 |
-7.92% |
跌破离场 |
| 14 |
2019-02-15 |
2019-03-27 |
13.938100175999999 |
15.624360000000001 |
¥9.4万 |
+12.06% |
跌破离场 |
| 15 |
2019-06-21 |
2019-07-09 |
13.607671077 |
13.526459999999998 |
¥-5,500 |
-0.63% |
跌破离场 |
| 16 |
2019-09-03 |
2019-09-24 |
13.637710085999997 |
14.185799999999999 |
¥3.5万 |
+3.99% |
跌破离场 |
| 17 |
2019-12-10 |
2020-02-03 |
13.948113178999996 |
13.33 |
¥-4.0万 |
-4.46% |
跌破离场 |
| 18 |
2020-02-21 |
2020-03-19 |
15.810531736999998 |
13.53645 |
¥-12.5万 |
-14.41% |
跌破离场 |
| 19 |
2020-06-22 |
2020-07-20 |
13.928087173 |
15.594389999999999 |
¥8.8万 |
+11.93% |
跌破离场 |
| 20 |
2020-11-11 |
2020-12-10 |
17.863197352 |
16.10388 |
¥-8.2万 |
-9.88% |
跌破离场 |
| 21 |
2021-01-13 |
2021-01-29 |
16.92197507 |
16.2837 |
¥-2.8万 |
-3.80% |
跌破离场 |
| 22 |
2021-05-17 |
2021-06-15 |
15.189725550999997 |
15.294690000000001 |
¥4,698 |
+0.66% |
跌破离场 |
| 23 |
2021-07-27 |
2021-09-28 |
15.570219664999996 |
21.85812 |
¥29.0万 |
+40.34% |
跌破离场 |
| 24 |
2021-11-23 |
2021-12-21 |
23.230166959999995 |
23.92605 |
¥3.0万 |
+2.96% |
跌破离场 |
| 25 |
2022-05-24 |
2022-07-12 |
17.052144109 |
17.3826 |
¥2.0万 |
+1.91% |
跌破离场 |
| 26 |
2022-09-07 |
2022-09-20 |
16.671649994999996 |
15.43455 |
¥-7.9万 |
-7.45% |
跌破离场 |
| 27 |
2022-11-16 |
2022-12-20 |
15.930687772999999 |
15.40458 |
¥-3.3万 |
-3.33% |
跌破离场 |
| 28 |
2023-01-17 |
2023-02-17 |
17.422625219999997 |
16.13385 |
¥-6.9万 |
-7.42% |
跌破离场 |
| 29 |
2023-04-18 |
2023-04-20 |
16.581532967999998 |
15.82416 |
¥-4.0万 |
-4.60% |
跌破离场 |
| 30 |
2023-07-26 |
2023-08-15 |
15.199738554 |
15.88 |
¥3.7万 |
+4.44% |
跌破离场 |
| 31 |
2023-11-07 |
2023-11-27 |
15.089595520999998 |
14.53545 |
¥-3.2万 |
-3.70% |
跌破离场 |
| 32 |
2024-08-01 |
2024-08-12 |
12.51625375 |
12.01797 |
¥-3.4万 |
-4.01% |
跌破离场 |
| 33 |
2024-09-26 |
2024-11-25 |
13.31729399 |
16.12386 |
¥17.1万 |
+21.04% |
跌破离场 |
| 34 |
2025-03-28 |
2025-04-08 |
16.12093483 |
14.605379999999998 |
¥-9.3万 |
-9.43% |
跌破离场 |
| 35 |
2025-05-15 |
2025-06-20 |
17.022105099999997 |
16.2837 |
¥-3.8万 |
-4.37% |
跌破离场 |
| 36 |
2025-06-26 |
2025-09-05 |
17.422625219999997 |
20.389590000000002 |
¥14.6万 |
+16.99% |
跌破离场 |
| 37 |
2025-09-30 |
2025-11-21 |
22.979841884999995 |
21.84813 |
¥-5.0万 |
-4.95% |
跌破离场 |
| 38 |
2026-01-06 |
2026-02-03 |
22.759555819 |
21.778200000000002 |
¥-4.1万 |
-4.34% |
跌破离场 |
| 39 |
2026-04-23 |
2026-05-18 |
20.336409092999997 |
19.6803 |
¥-3.0万 |
-3.26% |
跌破离场 |
| 40 |
2026-06-16 |
2026-07-09 |
20.837059242999995 |
22.04793 |
¥5.1万 |
+5.78% |
跌破离场 |
| 41 |
2026-09-01 |
2026-09-14 |
21.798307530999995 |
20.71926 |
¥-4.6万 |
-4.98% |
跌破离场 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-03 |
突破买入 |
买入 |
24.1 |
41000.0 |
¥98.8万 |
首仓入场 |
| 2015-04-21 |
跌破离场 |
卖出 |
27.6 |
41000.0 |
¥1.13M |
|
| 2015-06-09 |
突破买入 |
买入 |
29.799769999999995 |
38300.0 |
¥1.14M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
24.94503 |
38300.0 |
¥95.5万 |
|
| 2015-10-13 |
突破买入 |
买入 |
14.9149 |
63300.0 |
¥94.4万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
17.51247 |
63300.0 |
¥1.11M |
|
| 2016-03-22 |
突破买入 |
买入 |
16.79678 |
65800.0 |
¥1.11M |
首仓入场 |
| 2016-05-10 |
跌破离场 |
卖出 |
15.10488 |
65800.0 |
¥99.4万 |
|
| 2016-07-05 |
突破买入 |
买入 |
17.10709 |
58700.0 |
¥1.00M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
16.353630000000003 |
58700.0 |
¥96.0万 |
|
| 2016-08-16 |
突破买入 |
买入 |
18.1181 |
52800.0 |
¥95.7万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
16.59339 |
52800.0 |
¥87.6万 |
|
| 2016-10-24 |
突破买入 |
买入 |
17.1171 |
51400.0 |
¥88.0万 |
首仓入场 |
| 2016-12-06 |
跌破离场 |
卖出 |
18.15 |
51400.0 |
¥93.3万 |
|
| 2017-02-14 |
突破买入 |
买入 |
17.837819999999997 |
52200.0 |
¥93.1万 |
首仓入场 |
| 2017-02-28 |
跌破离场 |
卖出 |
17.51247 |
52200.0 |
¥91.4万 |
|
| 2017-08-29 |
突破买入 |
买入 |
18.79878 |
48600.0 |
¥91.4万 |
首仓入场 |
| 2017-10-18 |
跌破离场 |
卖出 |
18.66132 |
48600.0 |
¥90.7万 |
|
| 2018-01-09 |
突破买入 |
买入 |
17.78777 |
51000.0 |
¥90.7万 |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
18.22176 |
51000.0 |
¥92.9万 |
|
| 2018-07-25 |
突破买入 |
买入 |
13.603589999999999 |
68100.0 |
¥92.7万 |
首仓入场 |
| 2018-09-11 |
跌破离场 |
卖出 |
13.20678 |
68100.0 |
¥89.9万 |
|
| 2018-09-27 |
突破买入 |
买入 |
13.763749999999998 |
65200.0 |
¥89.8万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
12.97701 |
65200.0 |
¥84.6万 |
|
| 2018-11-20 |
突破买入 |
买入 |
14.214199999999998 |
59400.0 |
¥84.5万 |
首仓入场 |
| 2018-12-11 |
跌破离场 |
卖出 |
13.096890000000002 |
59400.0 |
¥77.8万 |
|
| 2019-02-15 |
突破买入 |
买入 |
13.933919999999999 |
56000.0 |
¥78.1万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
15.624360000000001 |
56000.0 |
¥87.5万 |
|
| 2019-06-21 |
突破买入 |
买入 |
13.603589999999999 |
64500.0 |
¥87.8万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
13.526459999999998 |
64500.0 |
¥87.2万 |
|
| 2019-09-03 |
突破买入 |
买入 |
13.633619999999997 |
63800.0 |
¥87.0万 |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
14.185799999999999 |
63800.0 |
¥90.5万 |
|
| 2019-12-10 |
突破买入 |
买入 |
13.943929999999998 |
64800.0 |
¥90.4万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
13.33 |
64800.0 |
¥86.4万 |
|
| 2020-02-21 |
突破买入 |
买入 |
15.805789999999998 |
54700.0 |
¥86.5万 |
首仓入场 |
| 2020-03-19 |
跌破离场 |
卖出 |
13.53645 |
54700.0 |
¥74.0万 |
|
| 2020-06-22 |
突破买入 |
买入 |
13.92391 |
53200.0 |
¥74.1万 |
首仓入场 |
| 2020-07-20 |
跌破离场 |
卖出 |
15.594389999999999 |
53200.0 |
¥82.9万 |
|
| 2020-11-11 |
突破买入 |
买入 |
17.85784 |
46300.0 |
¥82.7万 |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
16.10388 |
46300.0 |
¥74.5万 |
|
| 2021-01-13 |
突破买入 |
买入 |
16.9169 |
43700.0 |
¥73.9万 |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
16.2837 |
43700.0 |
¥71.1万 |
|
| 2021-05-17 |
突破买入 |
买入 |
15.185169999999998 |
46800.0 |
¥71.1万 |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
15.294690000000001 |
46800.0 |
¥71.6万 |
|
| 2021-07-27 |
突破买入 |
买入 |
15.565549999999996 |
46100.0 |
¥71.8万 |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
21.85812 |
46100.0 |
¥1.01M |
|
| 2021-11-23 |
突破买入 |
买入 |
23.223199999999995 |
43400.0 |
¥1.01M |
首仓入场 |
| 2021-12-21 |
跌破离场 |
卖出 |
23.92605 |
43400.0 |
¥1.04M |
|
| 2022-05-24 |
突破买入 |
买入 |
17.04703 |
61100.0 |
¥1.04M |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
17.3826 |
61100.0 |
¥1.06M |
|
| 2022-09-07 |
突破买入 |
买入 |
16.666649999999997 |
63400.0 |
¥1.06M |
首仓入场 |
| 2022-09-20 |
跌破离场 |
卖出 |
15.43455 |
63400.0 |
¥97.8万 |
|
| 2022-11-16 |
突破买入 |
买入 |
15.925909999999998 |
61300.0 |
¥97.7万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
15.40458 |
61300.0 |
¥94.4万 |
|
| 2023-01-17 |
突破买入 |
买入 |
17.417399999999997 |
53700.0 |
¥93.6万 |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
16.13385 |
53700.0 |
¥86.6万 |
|
| 2023-04-18 |
突破买入 |
买入 |
16.576559999999997 |
52000.0 |
¥86.2万 |
首仓入场 |
| 2023-04-20 |
跌破离场 |
卖出 |
15.82416 |
52000.0 |
¥82.3万 |
|
| 2023-07-26 |
突破买入 |
买入 |
15.195179999999999 |
55300.0 |
¥84.1万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
15.88 |
55300.0 |
¥87.8万 |
|
| 2023-11-07 |
突破买入 |
买入 |
15.085069999999998 |
58100.0 |
¥87.7万 |
首仓入场 |
| 2023-11-27 |
跌破离场 |
卖出 |
14.53545 |
58100.0 |
¥84.4万 |
|
| 2024-08-01 |
突破买入 |
买入 |
12.5125 |
67500.0 |
¥84.5万 |
首仓入场 |
| 2024-08-12 |
跌破离场 |
卖出 |
12.01797 |
67500.0 |
¥81.1万 |
|
| 2024-09-26 |
突破买入 |
买入 |
13.3133 |
61100.0 |
¥81.4万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
16.12386 |
61100.0 |
¥98.5万 |
|
| 2025-03-28 |
突破买入 |
买入 |
16.1161 |
61000.0 |
¥98.3万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
14.605379999999998 |
61000.0 |
¥89.1万 |
|
| 2025-05-15 |
突破买入 |
买入 |
17.017 |
51500.0 |
¥87.7万 |
首仓入场 |
| 2025-06-20 |
跌破离场 |
卖出 |
16.2837 |
51500.0 |
¥83.8万 |
|
| 2025-06-26 |
突破买入 |
买入 |
17.417399999999997 |
49200.0 |
¥85.7万 |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
20.389590000000002 |
49200.0 |
¥1.00M |
|
| 2025-09-30 |
突破买入 |
买入 |
22.972949999999997 |
43500.0 |
¥100.0万 |
首仓入场 |
| 2025-11-21 |
跌破离场 |
卖出 |
21.84813 |
43500.0 |
¥95.0万 |
|
| 2026-01-06 |
突破买入 |
买入 |
22.75273 |
41500.0 |
¥94.5万 |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
21.778200000000002 |
41500.0 |
¥90.4万 |
|
| 2026-04-23 |
突破买入 |
买入 |
20.330309999999997 |
44600.0 |
¥90.7万 |
首仓入场 |
| 2026-05-18 |
跌破离场 |
卖出 |
19.6803 |
44600.0 |
¥87.7万 |
|
| 2026-06-16 |
突破买入 |
买入 |
20.830809999999996 |
42200.0 |
¥87.9万 |
首仓入场 |
| 2026-07-09 |
跌破离场 |
卖出 |
22.04793 |
42200.0 |
¥93.0万 |
|
| 2026-09-01 |
突破买入 |
买入 |
21.791769999999996 |
42600.0 |
¥92.9万 |
首仓入场 |
| 2026-09-14 |
跌破离场 |
卖出 |
20.71926 |
42600.0 |
¥88.2万 |
|