002027 分众传媒 — 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: ¥1.68M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +67.80%）
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 32 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 |
2015-02-26 |
2015-04-10 |
8.791416633999999 |
11.788200000000002 |
¥33.7万 |
+34.05% |
跌破离场 |
| 2 |
2015-09-15 |
2015-12-14 |
23.997197 |
43.5 |
¥97.3万 |
+81.22% |
跌破离场 |
| 3 |
2016-04-06 |
2016-04-21 |
34.644990379999996 |
29.56 |
¥-33.4万 |
-14.70% |
跌破离场 |
| 4 |
2016-06-13 |
2016-07-01 |
31.340699389999997 |
16.55343 |
¥-91.7万 |
-47.20% |
跌破离场 |
| 5 |
2016-10-13 |
2016-11-28 |
15.770479724999998 |
17.49249 |
¥11.4万 |
+10.89% |
跌破离场 |
| 6 |
2017-04-21 |
2017-06-20 |
12.41612372 |
13.11 |
¥6.5万 |
+5.56% |
跌破离场 |
| 7 |
2017-09-04 |
2018-02-07 |
9.472300838 |
14.02596 |
¥59.1万 |
+48.03% |
跌破离场 |
| 8 |
2018-06-01 |
2018-06-20 |
12.366058704999999 |
11.868120000000001 |
¥-7.3万 |
-4.06% |
跌破离场 |
| 9 |
2019-02-12 |
2019-03-11 |
6.137970838999999 |
6.47 |
¥9.3万 |
+5.38% |
跌破离场 |
| 10 |
2019-06-24 |
2019-07-01 |
5.657346694999999 |
5.3846099999999995 |
¥-8.9万 |
-4.85% |
跌破离场 |
| 11 |
2019-08-29 |
2019-09-24 |
5.276852580999999 |
5.36463 |
¥2.9万 |
+1.63% |
跌破离场 |
| 12 |
2019-10-30 |
2019-11-15 |
5.867619757999999 |
5.78421 |
¥-2.6万 |
-1.45% |
跌破离场 |
| 13 |
2019-12-19 |
2020-01-22 |
6.228087865999999 |
6.23376 |
¥1,070 |
+0.06% |
跌破离场 |
| 14 |
2020-04-29 |
2020-05-25 |
4.615994383 |
4.71528 |
¥3.7万 |
+2.12% |
跌破离场 |
| 15 |
2020-07-02 |
2020-09-10 |
5.727437716 |
7.0429499999999985 |
¥40.7万 |
+22.93% |
跌破离场 |
| 16 |
2020-10-13 |
2021-02-25 |
8.400909516999997 |
11.07891 |
¥70.0万 |
+31.84% |
跌破离场 |
| 17 |
2021-04-29 |
2021-06-03 |
10.603770177 |
9.82017 |
¥-21.3万 |
-7.42% |
跌破离场 |
| 18 |
2021-10-14 |
2021-10-28 |
7.810142339999999 |
7.00299 |
¥-27.5万 |
-10.36% |
跌破离场 |
| 19 |
2022-01-05 |
2022-01-20 |
8.51105255 |
7.792199999999999 |
¥-20.5万 |
-8.47% |
跌破离场 |
| 20 |
2022-06-01 |
2022-07-12 |
6.408321919999999 |
6.263729999999999 |
¥-5.0万 |
-2.29% |
跌破离场 |
| 21 |
2022-11-15 |
2022-11-29 |
5.877632761 |
5.594399999999999 |
¥-10.5万 |
-4.85% |
跌破离场 |
| 22 |
2022-12-02 |
2023-02-07 |
6.318204892999999 |
6.73326 |
¥13.5万 |
+6.54% |
跌破离场 |
| 23 |
2023-05-05 |
2023-05-22 |
7.089206124 |
6.66333 |
¥-13.2万 |
-6.04% |
跌破离场 |
| 24 |
2023-06-16 |
2023-07-04 |
7.359557204999998 |
6.50349 |
¥-23.9万 |
-11.66% |
跌破离场 |
| 25 |
2023-07-26 |
2023-09-15 |
7.412223 |
7.34265 |
¥-1.8万 |
-0.97% |
跌破离场 |
| 26 |
2024-02-20 |
2024-05-06 |
6.20806186 |
6.553439999999999 |
¥9.9万 |
+5.53% |
跌破离场 |
| 27 |
2024-10-09 |
2024-11-19 |
7.3422019999999995 |
7.1128800000000005 |
¥-5.9万 |
-3.15% |
跌破离场 |
| 28 |
2025-05-27 |
2025-06-16 |
7.559817264999999 |
7.10289 |
¥-11.2万 |
-6.07% |
跌破离场 |
| 29 |
2025-08-06 |
2025-09-15 |
7.990376393999999 |
8.15184 |
¥3.4万 |
+1.99% |
跌破离场 |
| 30 |
2026-01-09 |
2026-02-27 |
7.579843270999999 |
7.13286 |
¥-10.4万 |
-5.93% |
跌破离场 |
| 31 |
2026-07-29 |
2026-08-18 |
5.356956604999999 |
4.94505 |
¥-12.8万 |
-7.72% |
跌破离场 |
| 32 |
2026-10-13 |
2026-11-13 |
5.016514502999999 |
5.49 |
¥14.2万 |
+9.41% |
强平 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-26 |
突破买入 |
买入 |
8.78878 |
112700.0 |
¥99.1万 |
首仓入场 |
| 2015-04-10 |
跌破离场 |
卖出 |
11.788200000000002 |
112700.0 |
¥1.33M |
|
| 2015-09-15 |
突破买入 |
买入 |
23.99 |
49900.0 |
¥1.20M |
首仓入场 |
| 2015-12-14 |
跌破离场 |
卖出 |
43.5 |
49900.0 |
¥2.17M |
|
| 2016-04-06 |
突破买入 |
买入 |
34.6346 |
65500.0 |
¥2.27M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
29.56 |
65500.0 |
¥1.94M |
|
| 2016-06-13 |
突破买入 |
买入 |
31.3313 |
62000.0 |
¥1.94M |
首仓入场 |
| 2016-07-01 |
跌破离场 |
卖出 |
16.55343 |
62000.0 |
¥1.03M |
|
| 2016-10-13 |
突破买入 |
买入 |
15.765749999999999 |
66200.0 |
¥1.04M |
首仓入场 |
| 2016-11-28 |
跌破离场 |
卖出 |
17.49249 |
66200.0 |
¥1.16M |
|
| 2017-04-21 |
突破买入 |
买入 |
12.412399999999998 |
93700.0 |
¥1.16M |
首仓入场 |
| 2017-06-20 |
跌破离场 |
卖出 |
13.11 |
93700.0 |
¥1.23M |
|
| 2017-09-04 |
突破买入 |
买入 |
9.46946 |
129800.0 |
¥1.23M |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
14.02596 |
129800.0 |
¥1.82M |
|
| 2018-06-01 |
突破买入 |
买入 |
12.362349999999998 |
145800.0 |
¥1.80M |
首仓入场 |
| 2018-06-20 |
跌破离场 |
卖出 |
11.868120000000001 |
145800.0 |
¥1.73M |
|
| 2019-02-12 |
突破买入 |
买入 |
6.13613 |
282100.0 |
¥1.73M |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
6.47 |
282100.0 |
¥1.82M |
|
| 2019-06-24 |
突破买入 |
买入 |
5.65565 |
323600.0 |
¥1.83M |
首仓入场 |
| 2019-07-01 |
跌破离场 |
卖出 |
5.3846099999999995 |
323600.0 |
¥1.74M |
|
| 2019-08-29 |
突破买入 |
买入 |
5.275269999999999 |
332700.0 |
¥1.76M |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
5.36463 |
332700.0 |
¥1.78M |
|
| 2019-10-30 |
突破买入 |
买入 |
5.86586 |
302500.0 |
¥1.77M |
首仓入场 |
| 2019-11-15 |
跌破离场 |
卖出 |
5.78421 |
302500.0 |
¥1.75M |
|
| 2019-12-19 |
突破买入 |
买入 |
6.226219999999999 |
281400.0 |
¥1.75M |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
6.23376 |
281400.0 |
¥1.75M |
|
| 2020-04-29 |
突破买入 |
买入 |
4.61461 |
380300.0 |
¥1.76M |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
4.71528 |
380300.0 |
¥1.79M |
|
| 2020-07-02 |
突破买入 |
买入 |
5.725719999999999 |
309900.0 |
¥1.77M |
首仓入场 |
| 2020-09-10 |
跌破离场 |
卖出 |
7.0429499999999985 |
309900.0 |
¥2.18M |
|
| 2020-10-13 |
突破买入 |
买入 |
8.39839 |
261600.0 |
¥2.20M |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
11.07891 |
261600.0 |
¥2.90M |
|
| 2021-04-29 |
突破买入 |
买入 |
10.600589999999999 |
270500.0 |
¥2.87M |
首仓入场 |
| 2021-06-03 |
跌破离场 |
卖出 |
9.82017 |
270500.0 |
¥2.66M |
|
| 2021-10-14 |
突破买入 |
买入 |
7.8077999999999985 |
340300.0 |
¥2.66M |
首仓入场 |
| 2021-10-28 |
跌破离场 |
卖出 |
7.00299 |
340300.0 |
¥2.38M |
|
| 2022-01-05 |
突破买入 |
买入 |
8.5085 |
283600.0 |
¥2.41M |
首仓入场 |
| 2022-01-20 |
跌破离场 |
卖出 |
7.792199999999999 |
283600.0 |
¥2.21M |
|
| 2022-06-01 |
突破买入 |
买入 |
6.406399999999999 |
343700.0 |
¥2.20M |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
6.263729999999999 |
343700.0 |
¥2.15M |
|
| 2022-11-15 |
突破买入 |
买入 |
5.875869999999999 |
367400.0 |
¥2.16M |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
5.594399999999999 |
367400.0 |
¥2.05M |
|
| 2022-12-02 |
突破买入 |
买入 |
6.316309999999999 |
325800.0 |
¥2.06M |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
6.73326 |
325800.0 |
¥2.19M |
|
| 2023-05-05 |
突破买入 |
买入 |
7.08708 |
308800.0 |
¥2.19M |
首仓入场 |
| 2023-05-22 |
跌破离场 |
卖出 |
6.66333 |
308800.0 |
¥2.06M |
|
| 2023-06-16 |
突破买入 |
买入 |
7.3573499999999985 |
278800.0 |
¥2.05M |
首仓入场 |
| 2023-07-04 |
跌破离场 |
卖出 |
6.50349 |
278800.0 |
¥1.81M |
|
| 2023-07-26 |
突破买入 |
买入 |
7.41 |
244100.0 |
¥1.81M |
首仓入场 |
| 2023-09-15 |
跌破离场 |
卖出 |
7.34265 |
244100.0 |
¥1.79M |
|
| 2024-02-20 |
突破买入 |
买入 |
6.2062 |
288700.0 |
¥1.79M |
首仓入场 |
| 2024-05-06 |
跌破离场 |
卖出 |
6.553439999999999 |
288700.0 |
¥1.89M |
|
| 2024-10-09 |
突破买入 |
买入 |
7.34 |
254700.0 |
¥1.87M |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
7.1128800000000005 |
254700.0 |
¥1.81M |
|
| 2025-05-27 |
突破买入 |
买入 |
7.557549999999999 |
243200.0 |
¥1.84M |
首仓入场 |
| 2025-06-16 |
跌破离场 |
卖出 |
7.10289 |
243200.0 |
¥1.73M |
|
| 2025-08-06 |
突破买入 |
买入 |
7.987979999999999 |
215700.0 |
¥1.72M |
首仓入场 |
| 2025-09-15 |
跌破离场 |
卖出 |
8.15184 |
215700.0 |
¥1.76M |
|
| 2026-01-09 |
突破买入 |
买入 |
7.57757 |
231200.0 |
¥1.75M |
首仓入场 |
| 2026-02-27 |
跌破离场 |
卖出 |
7.13286 |
231200.0 |
¥1.65M |
|
| 2026-07-29 |
突破买入 |
买入 |
5.355349999999999 |
310000.0 |
¥1.66M |
首仓入场 |
| 2026-08-18 |
跌破离场 |
卖出 |
4.94505 |
310000.0 |
¥1.53M |
|
| 2026-10-13 |
突破买入 |
买入 |
5.015009999999999 |
300100.0 |
¥1.51M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
5.49 |
300100 |
¥1.65M |
回测结束强平 |