002028 思源电气 — 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: ¥1.70M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +70.03%）
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 |
2015-03-17 |
2015-05-06 |
15.339920596 |
18.511470000000003 |
¥20.6万 |
+20.64% |
跌破离场 |
| 2 |
2015-05-25 |
2015-06-23 |
21.417813416999998 |
21.36861 |
¥-3,126 |
-0.26% |
跌破离场 |
| 3 |
2015-10-14 |
2015-11-30 |
14.618984379999995 |
14.645340000000001 |
¥1,801 |
+0.15% |
跌破离场 |
| 4 |
2016-04-06 |
2016-04-21 |
13.627697082999997 |
13.13685 |
¥-4.3万 |
-3.63% |
跌破离场 |
| 5 |
2016-06-17 |
2016-07-28 |
10.864108255 |
10.83915 |
¥-2,979 |
-0.26% |
跌破离场 |
| 6 |
2016-09-07 |
2016-09-27 |
11.364758404999998 |
10.93905 |
¥-4.4万 |
-3.77% |
跌破离场 |
| 7 |
2016-10-21 |
2017-03-31 |
11.404810417 |
15.3846 |
¥38.7万 |
+34.86% |
跌破离场 |
| 8 |
2017-04-21 |
2017-06-23 |
16.911962066999997 |
16.14384 |
¥-6.8万 |
-4.57% |
跌破离场 |
| 9 |
2017-09-14 |
2017-11-15 |
15.269829575 |
17.36262 |
¥19.5万 |
+13.67% |
跌破离场 |
| 10 |
2018-02-28 |
2018-03-16 |
16.671649994999996 |
16.2 |
¥-4.6万 |
-2.86% |
跌破离场 |
| 11 |
2018-04-20 |
2018-05-29 |
17.0221051 |
18.33165 |
¥12.1万 |
+7.66% |
跌破离场 |
| 12 |
2018-09-07 |
2018-09-14 |
17.322495189999998 |
13.546440000000002 |
¥-37.2万 |
-21.82% |
跌破离场 |
| 13 |
2019-01-08 |
2019-01-24 |
10.81404324 |
10.4895 |
¥-4.0万 |
-3.03% |
跌破离场 |
| 14 |
2019-02-19 |
2019-03-29 |
11.443432000000001 |
12.10788 |
¥7.4万 |
+5.77% |
跌破离场 |
| 15 |
2019-07-08 |
2019-07-19 |
10.353445102 |
9.98001 |
¥-4.9万 |
-3.64% |
跌破离场 |
| 16 |
2019-09-11 |
2019-09-27 |
11.304680386999998 |
11.1 |
¥-2.4万 |
-1.84% |
跌破离场 |
| 17 |
2019-11-05 |
2020-02-04 |
12.796617834000001 |
12.607379999999997 |
¥-1.9万 |
-1.51% |
跌破离场 |
| 18 |
2020-02-26 |
2020-03-31 |
19.925875969999993 |
17.53245 |
¥-14.9万 |
-12.04% |
跌破离场 |
| 19 |
2020-04-17 |
2020-05-25 |
20.286344078 |
18.13185 |
¥-12.0万 |
-10.65% |
跌破离场 |
| 20 |
2020-06-30 |
2020-07-27 |
20.146162036 |
23.466510000000003 |
¥16.5万 |
+16.45% |
跌破离场 |
| 21 |
2020-07-31 |
2020-08-26 |
27.615862273999994 |
25.744229999999998 |
¥-7.9万 |
-6.81% |
跌破离场 |
| 22 |
2020-10-15 |
2020-10-22 |
25.913651763999994 |
21.978 |
¥-16.5万 |
-15.21% |
跌破离场 |
| 23 |
2020-11-27 |
2020-12-10 |
23.397017 |
21.76821 |
¥-6.5万 |
-6.99% |
跌破离场 |
| 24 |
2021-01-26 |
2021-06-03 |
22.499217741 |
27.22275 |
¥17.8万 |
+20.96% |
跌破离场 |
| 25 |
2021-06-29 |
2021-07-14 |
30.990244284999996 |
25.924049999999998 |
¥-16.9万 |
-16.37% |
跌破离场 |
| 26 |
2021-08-06 |
2021-10-13 |
30.479581132 |
36.5634 |
¥17.1万 |
+19.92% |
跌破离场 |
| 27 |
2021-11-16 |
2022-01-05 |
44.67801938599999 |
47.54241000000001 |
¥6.5万 |
+6.38% |
跌破离场 |
| 28 |
2022-05-24 |
2022-06-30 |
34.08426221199999 |
34.0 |
¥-3,004 |
-0.28% |
跌破离场 |
| 29 |
2022-07-11 |
2022-08-25 |
38.550061549999995 |
43.956 |
¥15.2万 |
+13.99% |
跌破离场 |
| 30 |
2023-01-17 |
2023-03-10 |
43.65669308 |
44.0559 |
¥1.1万 |
+0.88% |
跌破离场 |
| 31 |
2023-04-19 |
2023-05-08 |
46.94095806399999 |
44.24571000000001 |
¥-7.2万 |
-5.77% |
跌破离场 |
| 32 |
2023-07-13 |
2023-08-17 |
52.03757659099999 |
48.23172 |
¥-8.7万 |
-7.34% |
跌破离场 |
| 33 |
2023-12-27 |
2024-06-20 |
50.655782177 |
69.27066 |
¥40.2万 |
+36.71% |
跌破离场 |
| 34 |
2024-08-14 |
2024-08-28 |
68.40883649599998 |
62.58735 |
¥-12.8万 |
-8.54% |
跌破离场 |
| 35 |
2024-09-19 |
2024-12-06 |
69.330032772 |
74.4255 |
¥10.0万 |
+7.32% |
跌破离场 |
| 36 |
2025-01-21 |
2025-02-20 |
76.70961598299999 |
74.23569 |
¥-4.8万 |
-3.25% |
跌破离场 |
| 37 |
2025-03-26 |
2025-04-08 |
76.559420938 |
71.68824000000001 |
¥-9.1万 |
-6.39% |
跌破离场 |
| 38 |
2025-05-23 |
2025-05-29 |
76.61949895599999 |
72.4275 |
¥-7.3万 |
-5.50% |
跌破离场 |
| 39 |
2025-07-15 |
2025-11-24 |
76.97996706399998 |
135.05481 |
¥95.2万 |
+75.39% |
跌破离场 |
| 40 |
2026-01-20 |
2026-04-29 |
202.510735 |
194.805 |
¥-8.4万 |
-3.83% |
跌破离场 |
| 41 |
2026-06-02 |
2026-06-08 |
214.468511257 |
170.0 |
¥-43.6万 |
-20.76% |
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 |
|---|
| 2015-03-17 |
突破买入 |
买入 |
15.33532 |
65100.0 |
¥99.9万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
18.511470000000003 |
65100.0 |
¥1.20M |
|
| 2015-05-25 |
突破买入 |
买入 |
21.411389999999997 |
56200.0 |
¥1.20M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
21.36861 |
56200.0 |
¥1.20M |
|
| 2015-10-14 |
突破买入 |
买入 |
14.614599999999996 |
82000.0 |
¥1.20M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
14.645340000000001 |
82000.0 |
¥1.20M |
|
| 2016-04-06 |
突破买入 |
买入 |
13.62361 |
87200.0 |
¥1.19M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
13.13685 |
87200.0 |
¥1.15M |
|
| 2016-06-17 |
突破买入 |
买入 |
10.86085 |
105600.0 |
¥1.15M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
10.83915 |
105600.0 |
¥1.14M |
|
| 2016-09-07 |
突破买入 |
买入 |
11.36135 |
101500.0 |
¥1.15M |
首仓入场 |
| 2016-09-27 |
跌破离场 |
卖出 |
10.93905 |
101500.0 |
¥1.11M |
|
| 2016-10-21 |
突破买入 |
买入 |
11.40139 |
97400.0 |
¥1.11M |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
15.3846 |
97400.0 |
¥1.50M |
|
| 2017-04-21 |
突破买入 |
买入 |
16.906889999999997 |
88400.0 |
¥1.50M |
首仓入场 |
| 2017-06-23 |
跌破离场 |
卖出 |
16.14384 |
88400.0 |
¥1.43M |
|
| 2017-09-14 |
突破买入 |
买入 |
15.265249999999998 |
93400.0 |
¥1.43M |
首仓入场 |
| 2017-11-15 |
跌破离场 |
卖出 |
17.36262 |
93400.0 |
¥1.62M |
|
| 2018-02-28 |
突破买入 |
买入 |
16.666649999999997 |
96900.0 |
¥1.62M |
首仓入场 |
| 2018-03-16 |
跌破离场 |
卖出 |
16.2 |
96900.0 |
¥1.57M |
|
| 2018-04-20 |
突破买入 |
买入 |
17.017 |
92500.0 |
¥1.57M |
首仓入场 |
| 2018-05-29 |
跌破离场 |
卖出 |
18.33165 |
92500.0 |
¥1.70M |
|
| 2018-09-07 |
突破买入 |
买入 |
17.3173 |
98300.0 |
¥1.70M |
首仓入场 |
| 2018-09-14 |
跌破离场 |
卖出 |
13.546440000000002 |
98300.0 |
¥1.33M |
|
| 2019-01-08 |
突破买入 |
买入 |
10.8108 |
121500.0 |
¥1.31M |
首仓入场 |
| 2019-01-24 |
跌破离场 |
卖出 |
10.4895 |
121500.0 |
¥1.27M |
|
| 2019-02-19 |
突破买入 |
买入 |
11.44 |
112600.0 |
¥1.29M |
首仓入场 |
| 2019-03-29 |
跌破离场 |
卖出 |
12.10788 |
112600.0 |
¥1.36M |
|
| 2019-07-08 |
突破买入 |
买入 |
10.35034 |
131200.0 |
¥1.36M |
首仓入场 |
| 2019-07-19 |
跌破离场 |
卖出 |
9.98001 |
131200.0 |
¥1.31M |
|
| 2019-09-11 |
突破买入 |
买入 |
11.301289999999998 |
116400.0 |
¥1.32M |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
11.1 |
116400.0 |
¥1.29M |
|
| 2019-11-05 |
突破买入 |
买入 |
12.79278 |
100400.0 |
¥1.28M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
12.607379999999997 |
100400.0 |
¥1.27M |
|
| 2020-02-26 |
突破买入 |
买入 |
19.919899999999995 |
62000.0 |
¥1.24M |
首仓入场 |
| 2020-03-31 |
跌破离场 |
卖出 |
17.53245 |
62000.0 |
¥1.09M |
|
| 2020-04-17 |
突破买入 |
买入 |
20.28026 |
55400.0 |
¥1.12M |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
18.13185 |
55400.0 |
¥1.00M |
|
| 2020-06-30 |
突破买入 |
买入 |
20.14012 |
49800.0 |
¥1.00M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
23.466510000000003 |
49800.0 |
¥1.17M |
|
| 2020-07-31 |
突破买入 |
买入 |
27.607579999999995 |
41900.0 |
¥1.16M |
首仓入场 |
| 2020-08-26 |
跌破离场 |
卖出 |
25.744229999999998 |
41900.0 |
¥1.08M |
|
| 2020-10-15 |
突破买入 |
买入 |
25.905879999999993 |
41800.0 |
¥1.08M |
首仓入场 |
| 2020-10-22 |
跌破离场 |
卖出 |
21.978 |
41800.0 |
¥91.8万 |
|
| 2020-11-27 |
突破买入 |
买入 |
23.39 |
39500.0 |
¥92.4万 |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
21.76821 |
39500.0 |
¥86.0万 |
|
| 2021-01-26 |
突破买入 |
买入 |
22.492469999999997 |
37700.0 |
¥84.8万 |
首仓入场 |
| 2021-06-03 |
跌破离场 |
卖出 |
27.22275 |
37700.0 |
¥1.03M |
|
| 2021-06-29 |
突破买入 |
买入 |
30.980949999999996 |
33400.0 |
¥1.04M |
首仓入场 |
| 2021-07-14 |
跌破离场 |
卖出 |
25.924049999999998 |
33400.0 |
¥86.6万 |
|
| 2021-08-06 |
突破买入 |
买入 |
30.470439999999996 |
28200.0 |
¥86.0万 |
首仓入场 |
| 2021-10-13 |
跌破离场 |
卖出 |
36.5634 |
28200.0 |
¥1.03M |
|
| 2021-11-16 |
突破买入 |
买入 |
44.66461999999999 |
22700.0 |
¥1.01M |
首仓入场 |
| 2022-01-05 |
跌破离场 |
卖出 |
47.54241000000001 |
22700.0 |
¥1.08M |
|
| 2022-05-24 |
突破买入 |
买入 |
34.07404 |
31800.0 |
¥1.08M |
首仓入场 |
| 2022-06-30 |
跌破离场 |
卖出 |
34.0 |
31800.0 |
¥1.08M |
|
| 2022-07-11 |
突破买入 |
买入 |
38.5385 |
28200.0 |
¥1.09M |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
43.956 |
28200.0 |
¥1.24M |
|
| 2023-01-17 |
突破买入 |
买入 |
43.6436 |
28700.0 |
¥1.25M |
首仓入场 |
| 2023-03-10 |
跌破离场 |
卖出 |
44.0559 |
28700.0 |
¥1.26M |
|
| 2023-04-19 |
突破买入 |
买入 |
46.92688 |
26600.0 |
¥1.25M |
首仓入场 |
| 2023-05-08 |
跌破离场 |
卖出 |
44.24571000000001 |
26600.0 |
¥1.18M |
|
| 2023-07-13 |
突破买入 |
买入 |
52.021969999999996 |
22900.0 |
¥1.19M |
首仓入场 |
| 2023-08-17 |
跌破离场 |
卖出 |
48.23172 |
22900.0 |
¥1.10M |
|
| 2023-12-27 |
突破买入 |
买入 |
50.640589999999996 |
21600.0 |
¥1.09M |
首仓入场 |
| 2024-06-20 |
跌破离场 |
卖出 |
69.27066 |
21600.0 |
¥1.50M |
|
| 2024-08-14 |
突破买入 |
买入 |
68.38831999999998 |
21900.0 |
¥1.50M |
首仓入场 |
| 2024-08-28 |
跌破离场 |
卖出 |
62.58735 |
21900.0 |
¥1.37M |
|
| 2024-09-19 |
突破买入 |
买入 |
69.30923999999999 |
19800.0 |
¥1.37M |
首仓入场 |
| 2024-12-06 |
跌破离场 |
卖出 |
74.4255 |
19800.0 |
¥1.47M |
|
| 2025-01-21 |
突破买入 |
买入 |
76.68660999999999 |
19200.0 |
¥1.47M |
首仓入场 |
| 2025-02-20 |
跌破离场 |
卖出 |
74.23569 |
19200.0 |
¥1.42M |
|
| 2025-03-26 |
突破买入 |
买入 |
76.53645999999999 |
18700.0 |
¥1.43M |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
71.68824000000001 |
18700.0 |
¥1.34M |
|
| 2025-05-23 |
突破买入 |
买入 |
76.59651999999998 |
17300.0 |
¥1.33M |
首仓入场 |
| 2025-05-29 |
跌破离场 |
卖出 |
72.4275 |
17300.0 |
¥1.25M |
|
| 2025-07-15 |
突破买入 |
买入 |
76.95687999999998 |
16400.0 |
¥1.26M |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
135.05481 |
16400.0 |
¥2.21M |
|
| 2026-01-20 |
突破买入 |
买入 |
202.45 |
10800.0 |
¥2.19M |
首仓入场 |
| 2026-04-29 |
跌破离场 |
卖出 |
194.805 |
10800.0 |
¥2.10M |
|
| 2026-06-02 |
突破买入 |
买入 |
214.40419 |
9800.0 |
¥2.10M |
首仓入场 |
| 2026-06-08 |
跌破离场 |
卖出 |
170.0 |
9800.0 |
¥1.67M |
|