002001 新和成 — 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: ¥23.9万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -76.07%）
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 50 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 |
2015-03-17 |
2015-04-21 |
16.22106486 |
17.22 |
¥6.1万 |
+6.13% |
跌破离场 |
| 2 |
2015-04-28 |
2015-06-23 |
20.586173999999996 |
22.64733 |
¥10.4万 |
+9.98% |
跌破离场 |
| 3 |
2015-11-09 |
2015-11-30 |
15.720414709999996 |
15.524460000000001 |
¥-1.5万 |
-1.28% |
跌破离场 |
| 4 |
2015-12-25 |
2016-01-05 |
18.764367621999995 |
15.04494 |
¥-22.8万 |
-19.85% |
跌破离场 |
| 5 |
2016-02-18 |
2016-05-09 |
17.232378163 |
18.601380000000002 |
¥7.3万 |
+7.91% |
跌破离场 |
| 6 |
2016-06-06 |
2016-06-15 |
21.007280293999997 |
18.8811 |
¥-10.0万 |
-10.15% |
跌破离场 |
| 7 |
2016-07-05 |
2016-07-20 |
22.779581824999998 |
21.73824 |
¥-4.1万 |
-4.60% |
跌破离场 |
| 8 |
2016-08-08 |
2016-08-23 |
23.53055705 |
22.21776 |
¥-4.7万 |
-5.61% |
跌破离场 |
| 9 |
2016-10-19 |
2016-10-31 |
23.600648070999995 |
21.978 |
¥-5.5万 |
-6.90% |
跌破离场 |
| 10 |
2017-03-01 |
2017-03-16 |
19.895836960999997 |
19.360619999999997 |
¥-2.0万 |
-2.72% |
跌破离场 |
| 11 |
2017-06-08 |
2017-07-18 |
18.684263597999998 |
18.36162 |
¥-1.3万 |
-1.76% |
跌破离场 |
| 12 |
2017-08-01 |
2017-10-17 |
20.506630144 |
24.55 |
¥14.1万 |
+19.68% |
跌破离场 |
| 13 |
2017-11-14 |
2017-12-19 |
27.786083325 |
34.7652 |
¥21.5万 |
+25.08% |
跌破离场 |
| 14 |
2017-12-26 |
2018-01-30 |
41.213520348 |
38.841120000000004 |
¥-6.2万 |
-5.78% |
跌破离场 |
| 15 |
2018-05-07 |
2018-05-31 |
36.096875815 |
19.680300000000003 |
¥-46.0万 |
-45.50% |
跌破离场 |
| 16 |
2018-11-26 |
2018-12-17 |
16.321194889999997 |
15.694289999999999 |
¥-2.1万 |
-3.87% |
跌破离场 |
| 17 |
2019-02-12 |
2019-03-26 |
16.010791796999996 |
18.031950000000002 |
¥6.7万 |
+12.59% |
跌破离场 |
| 18 |
2019-04-09 |
2019-04-23 |
21.107410323999996 |
20.36961 |
¥-2.1万 |
-3.52% |
跌破离场 |
| 19 |
2019-07-08 |
2019-08-07 |
21.077371315 |
19.83015 |
¥-3.4万 |
-5.95% |
跌破离场 |
| 20 |
2019-08-28 |
2019-09-17 |
22.709490804 |
22.21776 |
¥-1.2万 |
-2.19% |
跌破离场 |
| 21 |
2020-01-02 |
2020-02-04 |
23.380362004999995 |
21.488490000000002 |
¥-4.3万 |
-8.12% |
跌破离场 |
| 22 |
2020-02-13 |
2020-03-02 |
25.292845578 |
24.64 |
¥-1.3万 |
-2.61% |
跌破离场 |
| 23 |
2020-03-06 |
2020-03-17 |
27.535758249999997 |
24.64533 |
¥-5.0万 |
-10.52% |
跌破离场 |
| 24 |
2020-06-10 |
2020-07-27 |
27.43562821999999 |
28.6713 |
¥1.9万 |
+4.47% |
跌破离场 |
| 25 |
2020-08-25 |
2020-09-10 |
32.74251981 |
31.088879999999996 |
¥-2.2万 |
-5.08% |
跌破离场 |
| 26 |
2020-11-12 |
2020-12-22 |
31.010270290999998 |
31.94802 |
¥1.3万 |
+2.99% |
跌破离场 |
| 27 |
2021-01-08 |
2021-02-08 |
39.050711699999994 |
36.27369 |
¥-3.1万 |
-7.14% |
跌破离场 |
| 28 |
2021-02-19 |
2021-03-10 |
42.715470798 |
40.159800000000004 |
¥-2.4万 |
-6.01% |
跌破离场 |
| 29 |
2021-05-17 |
2021-05-20 |
40.402467105 |
32.61735 |
¥-7.3万 |
-19.29% |
跌破离场 |
| 30 |
2021-08-17 |
2021-09-27 |
28.827435636999994 |
28.13184 |
¥-7,463 |
-2.44% |
跌破离场 |
| 31 |
2021-11-05 |
2021-12-07 |
28.036408400000003 |
28.471499999999995 |
¥4,521 |
+1.52% |
跌破离场 |
| 32 |
2021-12-24 |
2022-01-14 |
30.028995996999996 |
29.090880000000002 |
¥-9,563 |
-3.15% |
跌破离场 |
| 33 |
2022-01-18 |
2022-03-28 |
32.702467797999994 |
30.978990000000003 |
¥-1.6万 |
-5.30% |
跌破离场 |
| 34 |
2022-08-23 |
2022-09-19 |
22.939789873 |
21.6783 |
¥-1.5万 |
-5.53% |
跌破离场 |
| 35 |
2022-12-13 |
2022-12-20 |
20.536669153000002 |
18.99099 |
¥-2.0万 |
-7.55% |
跌破离场 |
| 36 |
2023-01-30 |
2023-02-28 |
19.665537892 |
18.92106 |
¥-9,302 |
-3.81% |
跌破离场 |
| 37 |
2023-07-20 |
2023-08-08 |
16.211051857 |
16.153830000000003 |
¥-894 |
-0.38% |
跌破离场 |
| 38 |
2023-09-26 |
2023-10-20 |
16.611571976999997 |
15.75423 |
¥-1.2万 |
-5.19% |
跌破离场 |
| 39 |
2023-11-27 |
2024-01-09 |
16.92197507 |
16.77321 |
¥-1,999 |
-0.91% |
跌破离场 |
| 40 |
2024-02-20 |
2024-03-22 |
17.282443177999998 |
17.132849999999998 |
¥-1,950 |
-0.90% |
跌破离场 |
| 41 |
2024-04-22 |
2024-05-27 |
17.682963298 |
19.440540000000002 |
¥2.2万 |
+9.91% |
跌破离场 |
| 42 |
2024-06-26 |
2024-08-21 |
19.655524889 |
19.560419999999997 |
¥-1,202 |
-0.51% |
跌破离场 |
| 43 |
2024-10-09 |
2024-11-18 |
22.739529812999997 |
22.4775 |
¥-2,741 |
-1.18% |
跌破离场 |
| 44 |
2024-12-25 |
2025-01-07 |
22.228866659999998 |
21.46851 |
¥-8,051 |
-3.45% |
跌破离场 |
| 45 |
2025-03-28 |
2025-04-08 |
22.52925675 |
19.68 |
¥-2.9万 |
-12.67% |
跌破离场 |
| 46 |
2025-05-15 |
2025-05-28 |
22.679451794999995 |
22.03794 |
¥-5,639 |
-2.86% |
跌破离场 |
| 47 |
2025-07-04 |
2025-09-23 |
22.096626999999998 |
23.56641 |
¥1.3万 |
+6.62% |
跌破离场 |
| 48 |
2025-12-31 |
2026-04-21 |
25.162676538999996 |
34.455510000000004 |
¥7.5万 |
+36.89% |
跌破离场 |
| 49 |
2026-07-24 |
2026-08-14 |
31.611050470999995 |
28.171799999999998 |
¥-3.0万 |
-10.91% |
跌破离场 |
| 50 |
2026-11-06 |
2026-11-13 |
26.544470952999998 |
25.28 |
¥-1.2万 |
-4.79% |
强平 |
逐笔成交记录（共 100 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-17 |
突破买入 |
买入 |
16.216199999999997 |
61500.0 |
¥99.8万 |
首仓入场 |
| 2015-04-21 |
跌破离场 |
卖出 |
17.22 |
61500.0 |
¥1.06M |
|
| 2015-04-28 |
突破买入 |
买入 |
20.58 |
50600.0 |
¥1.04M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
22.64733 |
50600.0 |
¥1.15M |
|
| 2015-11-09 |
突破买入 |
买入 |
15.715699999999996 |
73200.0 |
¥1.15M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
15.524460000000001 |
73200.0 |
¥1.14M |
|
| 2015-12-25 |
突破买入 |
买入 |
18.758739999999992 |
61300.0 |
¥1.15M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
15.04494 |
61300.0 |
¥92.2万 |
|
| 2016-02-18 |
突破买入 |
买入 |
17.22721 |
53400.0 |
¥92.0万 |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
18.601380000000002 |
53400.0 |
¥99.3万 |
|
| 2016-06-06 |
突破买入 |
买入 |
21.00098 |
46900.0 |
¥98.5万 |
首仓入场 |
| 2016-06-15 |
跌破离场 |
卖出 |
18.8811 |
46900.0 |
¥88.5万 |
|
| 2016-07-05 |
突破买入 |
买入 |
22.77275 |
39100.0 |
¥89.1万 |
首仓入场 |
| 2016-07-20 |
跌破离场 |
卖出 |
21.73824 |
39100.0 |
¥85.0万 |
|
| 2016-08-08 |
突破买入 |
买入 |
23.5235 |
35800.0 |
¥84.2万 |
首仓入场 |
| 2016-08-23 |
跌破离场 |
卖出 |
22.21776 |
35800.0 |
¥79.5万 |
|
| 2016-10-19 |
突破买入 |
买入 |
23.593569999999996 |
34000.0 |
¥80.2万 |
首仓入场 |
| 2016-10-31 |
跌破离场 |
卖出 |
21.978 |
34000.0 |
¥74.7万 |
|
| 2017-03-01 |
突破买入 |
买入 |
19.88987 |
37600.0 |
¥74.8万 |
首仓入场 |
| 2017-03-16 |
跌破离场 |
卖出 |
19.360619999999997 |
37600.0 |
¥72.8万 |
|
| 2017-06-08 |
突破买入 |
买入 |
18.678659999999997 |
39000.0 |
¥72.9万 |
首仓入场 |
| 2017-07-18 |
跌破离场 |
卖出 |
18.36162 |
39000.0 |
¥71.6万 |
|
| 2017-08-01 |
突破买入 |
买入 |
20.50048 |
34900.0 |
¥71.6万 |
首仓入场 |
| 2017-10-17 |
跌破离场 |
卖出 |
24.55 |
34900.0 |
¥85.7万 |
|
| 2017-11-14 |
突破买入 |
买入 |
27.777749999999997 |
30900.0 |
¥85.9万 |
首仓入场 |
| 2017-12-19 |
跌破离场 |
卖出 |
34.7652 |
30900.0 |
¥1.07M |
|
| 2017-12-26 |
突破买入 |
买入 |
41.201159999999994 |
26000.0 |
¥1.07M |
首仓入场 |
| 2018-01-30 |
跌破离场 |
卖出 |
38.841120000000004 |
26000.0 |
¥1.01M |
|
| 2018-05-07 |
突破买入 |
买入 |
36.08604999999999 |
28000.0 |
¥1.01M |
首仓入场 |
| 2018-05-31 |
跌破离场 |
卖出 |
19.680300000000003 |
28000.0 |
¥55.1万 |
|
| 2018-11-26 |
突破买入 |
买入 |
16.3163 |
33600.0 |
¥54.8万 |
首仓入场 |
| 2018-12-17 |
跌破离场 |
卖出 |
15.694289999999999 |
33600.0 |
¥52.7万 |
|
| 2019-02-12 |
突破买入 |
买入 |
16.005989999999997 |
33000.0 |
¥52.8万 |
首仓入场 |
| 2019-03-26 |
跌破离场 |
卖出 |
18.031950000000002 |
33000.0 |
¥59.5万 |
|
| 2019-04-09 |
突破买入 |
买入 |
21.101079999999996 |
28000.0 |
¥59.1万 |
首仓入场 |
| 2019-04-23 |
跌破离场 |
卖出 |
20.36961 |
28000.0 |
¥57.0万 |
|
| 2019-07-08 |
突破买入 |
买入 |
21.07105 |
26900.0 |
¥56.7万 |
首仓入场 |
| 2019-08-07 |
跌破离场 |
卖出 |
19.83015 |
26900.0 |
¥53.3万 |
|
| 2019-08-28 |
突破买入 |
买入 |
22.70268 |
23800.0 |
¥54.0万 |
首仓入场 |
| 2019-09-17 |
跌破离场 |
卖出 |
22.21776 |
23800.0 |
¥52.9万 |
|
| 2020-01-02 |
突破买入 |
买入 |
23.373349999999995 |
22700.0 |
¥53.1万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
21.488490000000002 |
22700.0 |
¥48.8万 |
|
| 2020-02-13 |
突破买入 |
买入 |
25.285259999999997 |
19200.0 |
¥48.6万 |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
24.64 |
19200.0 |
¥47.3万 |
|
| 2020-03-06 |
突破买入 |
买入 |
27.527499999999996 |
17100.0 |
¥47.1万 |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
24.64533 |
17100.0 |
¥42.1万 |
|
| 2020-06-10 |
突破买入 |
买入 |
27.427399999999995 |
15400.0 |
¥42.3万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
28.6713 |
15400.0 |
¥44.1万 |
|
| 2020-08-25 |
突破买入 |
买入 |
32.7327 |
13400.0 |
¥43.9万 |
首仓入场 |
| 2020-09-10 |
跌破离场 |
卖出 |
31.088879999999996 |
13400.0 |
¥41.6万 |
|
| 2020-11-12 |
突破买入 |
买入 |
31.000969999999995 |
13600.0 |
¥42.2万 |
首仓入场 |
| 2020-12-22 |
跌破离场 |
卖出 |
31.94802 |
13600.0 |
¥43.4万 |
|
| 2021-01-08 |
突破买入 |
买入 |
39.038999999999994 |
11000.0 |
¥43.0万 |
首仓入场 |
| 2021-02-08 |
跌破离场 |
卖出 |
36.27369 |
11000.0 |
¥39.9万 |
|
| 2021-02-19 |
突破买入 |
买入 |
42.702659999999995 |
9400.0 |
¥40.2万 |
首仓入场 |
| 2021-03-10 |
跌破离场 |
卖出 |
40.159800000000004 |
9400.0 |
¥37.7万 |
|
| 2021-05-17 |
突破买入 |
买入 |
40.39035 |
9400.0 |
¥38.0万 |
首仓入场 |
| 2021-05-20 |
跌破离场 |
卖出 |
32.61735 |
9400.0 |
¥30.7万 |
|
| 2021-08-17 |
突破买入 |
买入 |
28.818789999999993 |
10600.0 |
¥30.6万 |
首仓入场 |
| 2021-09-27 |
跌破离场 |
卖出 |
28.13184 |
10600.0 |
¥29.8万 |
|
| 2021-11-05 |
突破买入 |
买入 |
28.028 |
10600.0 |
¥29.7万 |
首仓入场 |
| 2021-12-07 |
跌破离场 |
卖出 |
28.471499999999995 |
10600.0 |
¥30.2万 |
|
| 2021-12-24 |
突破买入 |
买入 |
30.019989999999996 |
10100.0 |
¥30.3万 |
首仓入场 |
| 2022-01-14 |
跌破离场 |
卖出 |
29.090880000000002 |
10100.0 |
¥29.4万 |
|
| 2022-01-18 |
突破买入 |
买入 |
32.69266 |
9000.0 |
¥29.4万 |
首仓入场 |
| 2022-03-28 |
跌破离场 |
卖出 |
30.978990000000003 |
9000.0 |
¥27.9万 |
|
| 2022-08-23 |
突破买入 |
买入 |
22.932909999999996 |
12100.0 |
¥27.8万 |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
21.6783 |
12100.0 |
¥26.2万 |
|
| 2022-12-13 |
突破买入 |
买入 |
20.53051 |
12600.0 |
¥25.9万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
18.99099 |
12600.0 |
¥23.9万 |
|
| 2023-01-30 |
突破买入 |
买入 |
19.65964 |
12400.0 |
¥24.4万 |
首仓入场 |
| 2023-02-28 |
跌破离场 |
卖出 |
18.92106 |
12400.0 |
¥23.5万 |
|
| 2023-07-20 |
突破买入 |
买入 |
16.20619 |
14400.0 |
¥23.3万 |
首仓入场 |
| 2023-08-08 |
跌破离场 |
卖出 |
16.153830000000003 |
14400.0 |
¥23.3万 |
|
| 2023-09-26 |
突破买入 |
买入 |
16.606589999999997 |
14000.0 |
¥23.3万 |
首仓入场 |
| 2023-10-20 |
跌破离场 |
卖出 |
15.75423 |
14000.0 |
¥22.0万 |
|
| 2023-11-27 |
突破买入 |
买入 |
16.9169 |
13000.0 |
¥22.0万 |
首仓入场 |
| 2024-01-09 |
跌破离场 |
卖出 |
16.77321 |
13000.0 |
¥21.8万 |
|
| 2024-02-20 |
突破买入 |
买入 |
17.27726 |
12600.0 |
¥21.8万 |
首仓入场 |
| 2024-03-22 |
跌破离场 |
卖出 |
17.132849999999998 |
12600.0 |
¥21.6万 |
|
| 2024-04-22 |
突破买入 |
买入 |
17.67766 |
12300.0 |
¥21.8万 |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
19.440540000000002 |
12300.0 |
¥23.9万 |
|
| 2024-06-26 |
突破买入 |
买入 |
19.64963 |
11900.0 |
¥23.4万 |
首仓入场 |
| 2024-08-21 |
跌破离场 |
卖出 |
19.560419999999997 |
11900.0 |
¥23.3万 |
|
| 2024-10-09 |
突破买入 |
买入 |
22.732709999999997 |
10200.0 |
¥23.2万 |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
22.4775 |
10200.0 |
¥22.9万 |
|
| 2024-12-25 |
突破买入 |
买入 |
22.222199999999997 |
10500.0 |
¥23.3万 |
首仓入场 |
| 2025-01-07 |
跌破离场 |
卖出 |
21.46851 |
10500.0 |
¥22.5万 |
|
| 2025-03-28 |
突破买入 |
买入 |
22.522499999999997 |
10000.0 |
¥22.5万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
19.68 |
10000.0 |
¥19.7万 |
|
| 2025-05-15 |
突破买入 |
买入 |
22.672649999999997 |
8700.0 |
¥19.7万 |
首仓入场 |
| 2025-05-28 |
跌破离场 |
卖出 |
22.03794 |
8700.0 |
¥19.2万 |
|
| 2025-07-04 |
突破买入 |
买入 |
22.09 |
8700.0 |
¥19.2万 |
首仓入场 |
| 2025-09-23 |
跌破离场 |
卖出 |
23.56641 |
8700.0 |
¥20.5万 |
|
| 2025-12-31 |
突破买入 |
买入 |
25.155129999999996 |
8100.0 |
¥20.4万 |
首仓入场 |
| 2026-04-21 |
跌破离场 |
卖出 |
34.455510000000004 |
8100.0 |
¥27.9万 |
|
| 2026-07-24 |
突破买入 |
买入 |
31.60156999999999 |
8800.0 |
¥27.8万 |
首仓入场 |
| 2026-08-14 |
跌破离场 |
卖出 |
28.171799999999998 |
8800.0 |
¥24.8万 |
|
| 2026-11-06 |
突破买入 |
买入 |
26.53651 |
9300.0 |
¥24.7万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
25.28 |
9300 |
¥23.5万 |
回测结束强平 |