000938 紫光股份 — 海龟交易法则 回测明细
数据区间: 2015-05-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.26M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +26.47%）
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 |
2015-09-25 |
2015-11-30 |
68.89947364300001 |
100.3995 |
¥44.7万 |
+45.68% |
跌破离场 |
| 2 |
2016-07-21 |
2016-09-05 |
62.851619831 |
62.597339999999996 |
¥-6,253 |
-0.43% |
跌破离场 |
| 3 |
2017-06-19 |
2017-07-13 |
54.290502266 |
57.022920000000006 |
¥7.1万 |
+5.00% |
跌破离场 |
| 4 |
2017-08-18 |
2017-09-18 |
57.644858271 |
57.1428 |
¥-1.3万 |
-0.90% |
跌破离场 |
| 5 |
2017-10-10 |
2017-12-05 |
63.71273808899999 |
64.90503 |
¥2.8万 |
+1.84% |
跌破离场 |
| 6 |
2017-12-29 |
2018-01-16 |
73.49544202 |
65.52441 |
¥-16.1万 |
-10.87% |
跌破离场 |
| 7 |
2018-03-06 |
2018-03-26 |
68.48894052 |
60.0 |
¥-16.8万 |
-12.42% |
跌破离场 |
| 8 |
2018-04-03 |
2018-05-29 |
79.923789946 |
68.39153999999999 |
¥-17.1万 |
-14.45% |
跌破离场 |
| 9 |
2018-11-19 |
2018-11-26 |
38.109489417999995 |
34.81515 |
¥-8.8万 |
-8.67% |
跌破离场 |
| 10 |
2019-02-14 |
2019-03-27 |
35.150542 |
41.77818 |
¥17.6万 |
+18.82% |
跌破离场 |
| 11 |
2019-07-24 |
2019-08-27 |
30.629776177 |
31.808160000000004 |
¥4.2万 |
+3.82% |
跌破离场 |
| 12 |
2019-12-18 |
2020-02-04 |
31.641089479999998 |
28.74 |
¥-10.6万 |
-9.20% |
跌破离场 |
| 13 |
2020-02-10 |
2020-03-17 |
36.74772101 |
40.4595 |
¥10.5万 |
+10.07% |
跌破离场 |
| 14 |
2020-04-29 |
2020-05-22 |
40.30233707499999 |
40.39956 |
¥2,408 |
+0.21% |
跌破离场 |
| 15 |
2020-07-03 |
2020-07-17 |
45.11353 |
43.666290000000004 |
¥-3.7万 |
-3.24% |
跌破离场 |
| 16 |
2021-01-12 |
2021-01-28 |
23.110010923999997 |
21.888090000000002 |
¥-5.9万 |
-5.32% |
跌破离场 |
| 17 |
2021-05-28 |
2021-06-25 |
19.095727 |
21.03 |
¥10.7万 |
+10.10% |
跌破离场 |
| 18 |
2021-07-09 |
2021-08-16 |
23.340309992999995 |
25.464509999999994 |
¥10.5万 |
+9.07% |
跌破离场 |
| 19 |
2021-10-15 |
2021-11-17 |
26.844861043 |
25.974 |
¥-4.2万 |
-3.27% |
跌破离场 |
| 20 |
2022-01-19 |
2022-01-27 |
24.581922365 |
22.39758 |
¥-10.9万 |
-8.91% |
跌破离场 |
| 21 |
2022-06-30 |
2022-07-28 |
18.814432637 |
19.13 |
¥1.7万 |
+1.65% |
跌破离场 |
| 22 |
2022-11-14 |
2022-12-20 |
17.562807261999996 |
19.40058 |
¥11.8万 |
+10.43% |
跌破离场 |
| 23 |
2023-01-06 |
2023-04-27 |
24.011181194000002 |
28.44153 |
¥22.5万 |
+18.42% |
跌破离场 |
| 24 |
2023-06-01 |
2023-06-29 |
32.532246746999995 |
30.8691 |
¥-7.6万 |
-5.14% |
跌破离场 |
| 25 |
2024-02-27 |
2024-03-26 |
18.564107561999997 |
22.09788 |
¥26.5万 |
+19.00% |
跌破离场 |
| 26 |
2024-05-17 |
2024-06-25 |
21.82834654 |
21.96801 |
¥9,994 |
+0.61% |
跌破离场 |
| 27 |
2024-07-18 |
2024-08-06 |
24.631987379999995 |
21.1788 |
¥-23.5万 |
-14.04% |
跌破离场 |
| 28 |
2024-10-09 |
2024-11-25 |
26.033807799999995 |
24.695279999999997 |
¥-7.3万 |
-5.17% |
跌破离场 |
| 29 |
2024-12-20 |
2025-01-06 |
27.215342154 |
24.625349999999997 |
¥-12.9万 |
-9.54% |
跌破离场 |
| 30 |
2025-02-25 |
2025-03-14 |
32.14173963 |
28.48149 |
¥-13.8万 |
-11.41% |
跌破离场 |
| 31 |
2025-08-21 |
2025-09-10 |
27.796096327999997 |
26.43354 |
¥-5.5万 |
-4.93% |
跌破离场 |
| 32 |
2026-01-20 |
2026-02-02 |
27.826135336999993 |
24.92505 |
¥-11.0万 |
-10.45% |
跌破离场 |
| 33 |
2026-03-13 |
2026-05-22 |
26.184002845 |
29.59038 |
¥12.1万 |
+12.98% |
跌破离场 |
| 34 |
2026-07-02 |
2026-07-31 |
29.217942753999996 |
34.8651 |
¥20.0万 |
+19.29% |
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 |
|---|
| 2015-09-25 |
突破买入 |
买入 |
68.87881 |
14200.0 |
¥97.8万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
100.3995 |
14200.0 |
¥1.43M |
|
| 2016-07-21 |
突破买入 |
买入 |
62.83277 |
22900.0 |
¥1.44M |
首仓入场 |
| 2016-09-05 |
跌破离场 |
卖出 |
62.597339999999996 |
22900.0 |
¥1.43M |
|
| 2017-06-19 |
突破买入 |
买入 |
54.27421999999999 |
26300.0 |
¥1.43M |
首仓入场 |
| 2017-07-13 |
跌破离场 |
卖出 |
57.022920000000006 |
26300.0 |
¥1.50M |
|
| 2017-08-18 |
突破买入 |
买入 |
57.62756999999999 |
25900.0 |
¥1.49M |
首仓入场 |
| 2017-09-18 |
跌破离场 |
卖出 |
57.1428 |
25900.0 |
¥1.48M |
|
| 2017-10-10 |
突破买入 |
买入 |
63.69363 |
23500.0 |
¥1.50M |
首仓入场 |
| 2017-12-05 |
跌破离场 |
卖出 |
64.90503 |
23500.0 |
¥1.52M |
|
| 2017-12-29 |
突破买入 |
买入 |
73.4734 |
20200.0 |
¥1.48M |
首仓入场 |
| 2018-01-16 |
跌破离场 |
卖出 |
65.52441 |
20200.0 |
¥1.32M |
|
| 2018-03-06 |
突破买入 |
买入 |
68.4684 |
19700.0 |
¥1.35M |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
60.0 |
19700.0 |
¥1.18M |
|
| 2018-04-03 |
突破买入 |
买入 |
79.89981999999999 |
14800.0 |
¥1.18M |
首仓入场 |
| 2018-05-29 |
跌破离场 |
卖出 |
68.39153999999999 |
14800.0 |
¥1.01M |
|
| 2018-11-19 |
突破买入 |
买入 |
38.09806 |
26600.0 |
¥1.01M |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
34.81515 |
26600.0 |
¥92.6万 |
|
| 2019-02-14 |
突破买入 |
买入 |
35.14 |
26600.0 |
¥93.5万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
41.77818 |
26600.0 |
¥1.11M |
|
| 2019-07-24 |
突破买入 |
买入 |
30.620589999999996 |
36300.0 |
¥1.11M |
首仓入场 |
| 2019-08-27 |
跌破离场 |
卖出 |
31.808160000000004 |
36300.0 |
¥1.15M |
|
| 2019-12-18 |
突破买入 |
买入 |
31.6316 |
36400.0 |
¥1.15M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
28.74 |
36400.0 |
¥1.05M |
|
| 2020-02-10 |
突破买入 |
买入 |
36.7367 |
28500.0 |
¥1.05M |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
40.4595 |
28500.0 |
¥1.15M |
|
| 2020-04-29 |
突破买入 |
买入 |
40.29024999999999 |
28300.0 |
¥1.14M |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
40.39956 |
28300.0 |
¥1.14M |
|
| 2020-07-03 |
突破买入 |
买入 |
45.1 |
25500.0 |
¥1.15M |
首仓入场 |
| 2020-07-17 |
跌破离场 |
卖出 |
43.666290000000004 |
25500.0 |
¥1.11M |
|
| 2021-01-12 |
突破买入 |
买入 |
23.103079999999995 |
47700.0 |
¥1.10M |
首仓入场 |
| 2021-01-28 |
跌破离场 |
卖出 |
21.888090000000002 |
47700.0 |
¥1.04M |
|
| 2021-05-28 |
突破买入 |
买入 |
19.09 |
55300.0 |
¥1.06M |
首仓入场 |
| 2021-06-25 |
跌破离场 |
卖出 |
21.03 |
55300.0 |
¥1.16M |
|
| 2021-07-09 |
突破买入 |
买入 |
23.333309999999994 |
49800.0 |
¥1.16M |
首仓入场 |
| 2021-08-16 |
跌破离场 |
卖出 |
25.464509999999994 |
49800.0 |
¥1.27M |
|
| 2021-10-15 |
突破买入 |
买入 |
26.836809999999996 |
47300.0 |
¥1.27M |
首仓入场 |
| 2021-11-17 |
跌破离场 |
卖出 |
25.974 |
47300.0 |
¥1.23M |
|
| 2022-01-19 |
突破买入 |
买入 |
24.57455 |
49700.0 |
¥1.22M |
首仓入场 |
| 2022-01-27 |
跌破离场 |
卖出 |
22.39758 |
49700.0 |
¥1.11M |
|
| 2022-06-30 |
突破买入 |
买入 |
18.80879 |
55600.0 |
¥1.05M |
首仓入场 |
| 2022-07-28 |
跌破离场 |
卖出 |
19.13 |
55600.0 |
¥1.06M |
|
| 2022-11-14 |
突破买入 |
买入 |
17.557539999999996 |
64500.0 |
¥1.13M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
19.40058 |
64500.0 |
¥1.25M |
|
| 2023-01-06 |
突破买入 |
买入 |
24.00398 |
50900.0 |
¥1.22M |
首仓入场 |
| 2023-04-27 |
跌破离场 |
卖出 |
28.44153 |
50900.0 |
¥1.45M |
|
| 2023-06-01 |
突破买入 |
买入 |
32.52249 |
45300.0 |
¥1.47M |
首仓入场 |
| 2023-06-29 |
跌破离场 |
卖出 |
30.8691 |
45300.0 |
¥1.40M |
|
| 2024-02-27 |
突破买入 |
买入 |
18.558539999999997 |
75100.0 |
¥1.39M |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
22.09788 |
75100.0 |
¥1.66M |
|
| 2024-05-17 |
突破买入 |
买入 |
21.8218 |
75100.0 |
¥1.64M |
首仓入场 |
| 2024-06-25 |
跌破离场 |
卖出 |
21.96801 |
75100.0 |
¥1.65M |
|
| 2024-07-18 |
突破买入 |
买入 |
24.624599999999997 |
68000.0 |
¥1.67M |
首仓入场 |
| 2024-08-06 |
跌破离场 |
卖出 |
21.1788 |
68000.0 |
¥1.44M |
|
| 2024-10-09 |
突破买入 |
买入 |
26.025999999999996 |
54300.0 |
¥1.41M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
24.695279999999997 |
54300.0 |
¥1.34M |
|
| 2024-12-20 |
突破买入 |
买入 |
27.207179999999997 |
49600.0 |
¥1.35M |
首仓入场 |
| 2025-01-06 |
跌破离场 |
卖出 |
24.625349999999997 |
49600.0 |
¥1.22M |
|
| 2025-02-25 |
突破买入 |
买入 |
32.1321 |
37600.0 |
¥1.21M |
首仓入场 |
| 2025-03-14 |
跌破离场 |
卖出 |
28.48149 |
37600.0 |
¥1.07M |
|
| 2025-08-21 |
突破买入 |
买入 |
27.78776 |
39800.0 |
¥1.11M |
首仓入场 |
| 2025-09-10 |
跌破离场 |
卖出 |
26.43354 |
39800.0 |
¥1.05M |
|
| 2026-01-20 |
突破买入 |
买入 |
27.81778999999999 |
37700.0 |
¥1.05M |
首仓入场 |
| 2026-02-02 |
跌破离场 |
卖出 |
24.92505 |
37700.0 |
¥93.9万 |
|
| 2026-03-13 |
突破买入 |
买入 |
26.176149999999996 |
35500.0 |
¥93.0万 |
首仓入场 |
| 2026-05-22 |
跌破离场 |
卖出 |
29.59038 |
35500.0 |
¥1.05M |
|
| 2026-07-02 |
突破买入 |
买入 |
29.209179999999996 |
35400.0 |
¥1.03M |
首仓入场 |
| 2026-07-31 |
跌破离场 |
卖出 |
34.8651 |
35400.0 |
¥1.23M |
|