000963 华东医药 — 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: ¥28.2万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -71.80%）
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 39 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 |
2015-03-18 |
2015-05-07 |
64.369305 |
66.933 |
¥3.9万 |
+3.95% |
跌破离场 |
| 2 |
2015-05-26 |
2015-06-23 |
74.59687235 |
69.93 |
¥-6.5万 |
-6.28% |
跌破离场 |
| 3 |
2015-08-18 |
2015-08-25 |
86.966082 |
65.05 |
¥-24.1万 |
-25.22% |
跌破离场 |
| 4 |
2015-10-29 |
2016-01-05 |
76.61949895599997 |
75.23469 |
¥-1.3万 |
-1.84% |
跌破离场 |
| 5 |
2016-06-28 |
2016-08-12 |
67.96826436399999 |
67.22271 |
¥-8,040 |
-1.13% |
跌破离场 |
| 6 |
2016-09-30 |
2016-12-13 |
69.010697 |
70.30962 |
¥1.3万 |
+1.85% |
跌破离场 |
| 7 |
2017-01-10 |
2017-02-16 |
74.09622219999999 |
75.3246 |
¥1.2万 |
+1.63% |
跌破离场 |
| 8 |
2017-02-27 |
2017-05-25 |
79.26293174799999 |
44.755199999999995 |
¥-31.8万 |
-43.55% |
跌破离场 |
| 9 |
2017-09-26 |
2017-11-15 |
48.523012537999996 |
51.598349999999996 |
¥2.6万 |
+6.31% |
跌破离场 |
| 10 |
2017-12-25 |
2018-02-06 |
53.42938400799999 |
52.05789 |
¥-1.2万 |
-2.60% |
跌破离场 |
| 11 |
2018-02-23 |
2018-06-14 |
57.464624216999994 |
47.74221 |
¥-7.3万 |
-16.94% |
跌破离场 |
| 12 |
2018-07-17 |
2018-08-07 |
51.06631529999999 |
41.72823 |
¥-6.5万 |
-18.31% |
跌破离场 |
| 13 |
2019-02-11 |
2019-05-24 |
27.746031312999996 |
33.7662 |
¥6.3万 |
+21.66% |
跌破离场 |
| 14 |
2019-08-28 |
2019-09-25 |
31.109330000000003 |
26.753220000000002 |
¥-4.8万 |
-14.03% |
跌破离场 |
| 15 |
2019-11-08 |
2019-11-14 |
27.355524195999998 |
24.87 |
¥-2.8万 |
-9.11% |
跌破离场 |
| 16 |
2020-01-03 |
2020-01-20 |
24.772169421999997 |
20.62935 |
¥-4.7万 |
-16.75% |
跌破离场 |
| 17 |
2020-05-07 |
2020-07-27 |
21.027306299999996 |
26.32365 |
¥5.9万 |
+25.15% |
跌破离场 |
| 18 |
2020-10-21 |
2020-11-26 |
26.684652994999993 |
28.081889999999998 |
¥1.5万 |
+5.20% |
跌破离场 |
| 19 |
2021-02-19 |
2021-06-04 |
32.051622603 |
46.53 |
¥13.5万 |
+45.13% |
跌破离场 |
| 20 |
2021-10-12 |
2021-11-29 |
33.44343001999999 |
34.53543 |
¥1.4万 |
+3.23% |
跌破离场 |
| 21 |
2021-12-28 |
2022-01-17 |
38.660204582999995 |
40.47948 |
¥2.1万 |
+4.67% |
跌破离场 |
| 22 |
2022-04-19 |
2022-04-26 |
34.614951371 |
30.2697 |
¥-6.0万 |
-12.58% |
跌破离场 |
| 23 |
2022-05-23 |
2022-08-16 |
37.038098097 |
42.60735 |
¥6.2万 |
+15.00% |
跌破离场 |
| 24 |
2022-10-19 |
2022-11-01 |
45.549150647 |
41.04891000000001 |
¥-4.7万 |
-9.91% |
跌破离场 |
| 25 |
2022-12-28 |
2023-02-01 |
46.510398935 |
47.352599999999995 |
¥7,618 |
+1.78% |
跌破离场 |
| 26 |
2023-02-14 |
2023-03-02 |
50.695834188999996 |
47.152800000000006 |
¥-3.1万 |
-7.02% |
跌破离场 |
| 27 |
2023-04-11 |
2023-04-17 |
48.092453409 |
44.97498 |
¥-2.7万 |
-6.51% |
跌破离场 |
| 28 |
2023-07-06 |
2023-07-21 |
44.883461000000004 |
43.086870000000005 |
¥-1.5万 |
-4.03% |
跌破离场 |
| 29 |
2023-09-18 |
2023-10-20 |
40.65279217999999 |
40.70925 |
¥394 |
+0.11% |
跌破离场 |
| 30 |
2024-04-24 |
2024-05-24 |
32.802597827999996 |
31.578390000000002 |
¥-1.4万 |
-3.76% |
跌破离场 |
| 31 |
2024-08-19 |
2024-09-03 |
30.259295065999996 |
28.811159999999997 |
¥-1.7万 |
-4.81% |
跌破离场 |
| 32 |
2024-10-09 |
2024-12-17 |
35.826524733999996 |
35.8641 |
¥247 |
+0.07% |
跌破离场 |
| 33 |
2025-02-24 |
2025-03-24 |
35.446030619999995 |
33.71625 |
¥-1.7万 |
-4.91% |
跌破离场 |
| 34 |
2025-03-28 |
2025-06-18 |
36.657603983 |
41.8581 |
¥4.5万 |
+14.15% |
跌破离场 |
| 35 |
2025-07-17 |
2025-08-11 |
42.09466461199999 |
42.3576 |
¥2,152 |
+0.59% |
跌破离场 |
| 36 |
2025-11-11 |
2025-12-16 |
42.344989686999995 |
40.009949999999996 |
¥-2.0万 |
-5.54% |
跌破离场 |
| 37 |
2026-04-03 |
2026-04-22 |
36.347200889999996 |
33.96 |
¥-2.3万 |
-6.60% |
跌破离场 |
| 38 |
2026-07-07 |
2026-08-06 |
30.309089999999998 |
27.972 |
¥-2.5万 |
-7.74% |
跌破离场 |
| 39 |
2026-10-08 |
2026-11-13 |
27.698307 |
25.91 |
¥-1.9万 |
-6.48% |
强平 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
突破买入 |
买入 |
64.35 |
15500.0 |
¥99.8万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
66.933 |
15500.0 |
¥1.04M |
|
| 2015-05-26 |
突破买入 |
买入 |
74.57449999999999 |
13800.0 |
¥1.03M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
69.93 |
13800.0 |
¥96.5万 |
|
| 2015-08-18 |
突破买入 |
买入 |
86.94 |
11000.0 |
¥95.7万 |
首仓入场 |
| 2015-08-25 |
跌破离场 |
卖出 |
65.05 |
11000.0 |
¥71.5万 |
|
| 2015-10-29 |
突破买入 |
买入 |
76.59651999999998 |
9500.0 |
¥72.8万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
75.23469 |
9500.0 |
¥71.5万 |
|
| 2016-06-28 |
突破买入 |
买入 |
67.94787999999998 |
10500.0 |
¥71.4万 |
首仓入场 |
| 2016-08-12 |
跌破离场 |
卖出 |
67.22271 |
10500.0 |
¥70.6万 |
|
| 2016-09-30 |
突破买入 |
买入 |
68.99 |
10300.0 |
¥71.1万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
70.30962 |
10300.0 |
¥72.4万 |
|
| 2017-01-10 |
突破买入 |
买入 |
74.074 |
9700.0 |
¥71.9万 |
首仓入场 |
| 2017-02-16 |
跌破离场 |
卖出 |
75.3246 |
9700.0 |
¥73.0万 |
|
| 2017-02-27 |
突破买入 |
买入 |
79.23915999999998 |
9200.0 |
¥72.9万 |
首仓入场 |
| 2017-05-25 |
跌破离场 |
卖出 |
44.755199999999995 |
9200.0 |
¥41.2万 |
|
| 2017-09-26 |
突破买入 |
买入 |
48.50845999999999 |
8600.0 |
¥41.7万 |
首仓入场 |
| 2017-11-15 |
跌破离场 |
卖出 |
51.598349999999996 |
8600.0 |
¥44.4万 |
|
| 2017-12-25 |
突破买入 |
买入 |
53.41335999999999 |
8300.0 |
¥44.3万 |
首仓入场 |
| 2018-02-06 |
跌破离场 |
卖出 |
52.05789 |
8300.0 |
¥43.2万 |
|
| 2018-02-23 |
突破买入 |
买入 |
57.44738999999999 |
7500.0 |
¥43.1万 |
首仓入场 |
| 2018-06-14 |
跌破离场 |
卖出 |
47.74221 |
7500.0 |
¥35.8万 |
|
| 2018-07-17 |
突破买入 |
买入 |
51.050999999999995 |
7000.0 |
¥35.7万 |
首仓入场 |
| 2018-08-07 |
跌破离场 |
卖出 |
41.72823 |
7000.0 |
¥29.2万 |
|
| 2019-02-11 |
突破买入 |
买入 |
27.737709999999996 |
10400.0 |
¥28.9万 |
首仓入场 |
| 2019-05-24 |
跌破离场 |
卖出 |
33.7662 |
10400.0 |
¥35.1万 |
|
| 2019-08-28 |
突破买入 |
买入 |
31.1 |
11100.0 |
¥34.5万 |
首仓入场 |
| 2019-09-25 |
跌破离场 |
卖出 |
26.753220000000002 |
11100.0 |
¥29.7万 |
|
| 2019-11-08 |
突破买入 |
买入 |
27.347319999999996 |
11300.0 |
¥30.9万 |
首仓入场 |
| 2019-11-14 |
跌破离场 |
卖出 |
24.87 |
11300.0 |
¥28.1万 |
|
| 2020-01-03 |
突破买入 |
买入 |
24.764739999999996 |
11300.0 |
¥28.0万 |
首仓入场 |
| 2020-01-20 |
跌破离场 |
卖出 |
20.62935 |
11300.0 |
¥23.3万 |
|
| 2020-05-07 |
突破买入 |
买入 |
21.020999999999997 |
11100.0 |
¥23.3万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
26.32365 |
11100.0 |
¥29.2万 |
|
| 2020-10-21 |
突破买入 |
买入 |
26.676649999999995 |
10900.0 |
¥29.1万 |
首仓入场 |
| 2020-11-26 |
跌破离场 |
卖出 |
28.081889999999998 |
10900.0 |
¥30.6万 |
|
| 2021-02-19 |
突破买入 |
买入 |
32.04201 |
9300.0 |
¥29.8万 |
首仓入场 |
| 2021-06-04 |
跌破离场 |
卖出 |
46.53 |
9300.0 |
¥43.3万 |
|
| 2021-10-12 |
突破买入 |
买入 |
33.43339999999999 |
13200.0 |
¥44.1万 |
首仓入场 |
| 2021-11-29 |
跌破离场 |
卖出 |
34.53543 |
13200.0 |
¥45.6万 |
|
| 2021-12-28 |
突破买入 |
买入 |
38.64861 |
11700.0 |
¥45.2万 |
首仓入场 |
| 2022-01-17 |
跌破离场 |
卖出 |
40.47948 |
11700.0 |
¥47.3万 |
|
| 2022-04-19 |
突破买入 |
买入 |
34.604569999999995 |
13700.0 |
¥47.4万 |
首仓入场 |
| 2022-04-26 |
跌破离场 |
卖出 |
30.2697 |
13700.0 |
¥41.5万 |
|
| 2022-05-23 |
突破买入 |
买入 |
37.02699 |
11200.0 |
¥41.5万 |
首仓入场 |
| 2022-08-16 |
跌破离场 |
卖出 |
42.60735 |
11200.0 |
¥47.7万 |
|
| 2022-10-19 |
突破买入 |
买入 |
45.535489999999996 |
10400.0 |
¥47.4万 |
首仓入场 |
| 2022-11-01 |
跌破离场 |
卖出 |
41.04891000000001 |
10400.0 |
¥42.7万 |
|
| 2022-12-28 |
突破买入 |
买入 |
46.496449999999996 |
9200.0 |
¥42.8万 |
首仓入场 |
| 2023-02-01 |
跌破离场 |
卖出 |
47.352599999999995 |
9200.0 |
¥43.6万 |
|
| 2023-02-14 |
突破买入 |
买入 |
50.680629999999994 |
8700.0 |
¥44.1万 |
首仓入场 |
| 2023-03-02 |
跌破离场 |
卖出 |
47.152800000000006 |
8700.0 |
¥41.0万 |
|
| 2023-04-11 |
突破买入 |
买入 |
48.07803 |
8500.0 |
¥40.9万 |
首仓入场 |
| 2023-04-17 |
跌破离场 |
卖出 |
44.97498 |
8500.0 |
¥38.2万 |
|
| 2023-07-06 |
突破买入 |
买入 |
44.87 |
8500.0 |
¥38.2万 |
首仓入场 |
| 2023-07-21 |
跌破离场 |
卖出 |
43.086870000000005 |
8500.0 |
¥36.6万 |
|
| 2023-09-18 |
突破买入 |
买入 |
40.6406 |
8900.0 |
¥36.2万 |
首仓入场 |
| 2023-10-20 |
跌破离场 |
卖出 |
40.70925 |
8900.0 |
¥36.2万 |
|
| 2024-04-24 |
突破买入 |
买入 |
32.792759999999994 |
11100.0 |
¥36.4万 |
首仓入场 |
| 2024-05-24 |
跌破离场 |
卖出 |
31.578390000000002 |
11100.0 |
¥35.0万 |
|
| 2024-08-19 |
突破买入 |
买入 |
30.250219999999995 |
11700.0 |
¥35.4万 |
首仓入场 |
| 2024-09-03 |
跌破离场 |
卖出 |
28.811159999999997 |
11700.0 |
¥33.7万 |
|
| 2024-10-09 |
突破买入 |
买入 |
35.81578 |
9200.0 |
¥33.0万 |
首仓入场 |
| 2024-12-17 |
跌破离场 |
卖出 |
35.8641 |
9200.0 |
¥33.0万 |
|
| 2025-02-24 |
突破买入 |
买入 |
35.435399999999994 |
9500.0 |
¥33.7万 |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
33.71625 |
9500.0 |
¥32.0万 |
|
| 2025-03-28 |
突破买入 |
买入 |
36.646609999999995 |
8600.0 |
¥31.5万 |
首仓入场 |
| 2025-06-18 |
跌破离场 |
卖出 |
41.8581 |
8600.0 |
¥36.0万 |
|
| 2025-07-17 |
突破买入 |
买入 |
42.08203999999999 |
8600.0 |
¥36.2万 |
首仓入场 |
| 2025-08-11 |
跌破离场 |
卖出 |
42.3576 |
8600.0 |
¥36.4万 |
|
| 2025-11-11 |
突破买入 |
买入 |
42.33228999999999 |
8600.0 |
¥36.4万 |
首仓入场 |
| 2025-12-16 |
跌破离场 |
卖出 |
40.009949999999996 |
8600.0 |
¥34.4万 |
|
| 2026-04-03 |
突破买入 |
买入 |
36.336299999999994 |
9400.0 |
¥34.2万 |
首仓入场 |
| 2026-04-22 |
跌破离场 |
卖出 |
33.96 |
9400.0 |
¥31.9万 |
|
| 2026-07-07 |
突破买入 |
买入 |
30.3 |
10600.0 |
¥32.1万 |
首仓入场 |
| 2026-08-06 |
跌破离场 |
卖出 |
27.972 |
10600.0 |
¥29.6万 |
|
| 2026-10-08 |
突破买入 |
买入 |
27.69 |
10800.0 |
¥29.9万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
25.91 |
10800 |
¥28.0万 |
回测结束强平 |