002049 紫光国微 — 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: ¥73.0万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -27.01%）
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 38 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 |
2015-02-17 |
2015-05-08 |
34.74512041 |
35.35 |
¥1.7万 |
+1.71% |
跌破离场 |
| 2 |
2015-05-25 |
2015-06-17 |
51.116380314999994 |
50.819129999999994 |
¥-6,031 |
-0.61% |
跌破离场 |
| 3 |
2015-11-18 |
2015-12-01 |
65.0845195 |
59.94 |
¥-7.7万 |
-7.93% |
跌破离场 |
| 4 |
2016-06-01 |
2016-07-13 |
40.933156264 |
42.09 |
¥2.6万 |
+2.80% |
跌破离场 |
| 5 |
2017-08-18 |
2017-10-25 |
26.654613985999998 |
31.488480000000003 |
¥17.2万 |
+18.10% |
跌破离场 |
| 6 |
2017-11-08 |
2018-01-16 |
39.060724703 |
40.34961 |
¥3.6万 |
+3.27% |
跌破离场 |
| 7 |
2018-03-02 |
2018-05-15 |
44.0572132 |
51.11883 |
¥18.2万 |
+15.99% |
跌破离场 |
| 8 |
2018-07-26 |
2018-08-01 |
48.723272598 |
44.755199999999995 |
¥-10.9万 |
-8.17% |
跌破离场 |
| 9 |
2019-01-25 |
2019-04-24 |
32.20181764799999 |
43.13682 |
¥41.9万 |
+33.92% |
跌破离场 |
| 10 |
2019-07-26 |
2019-08-12 |
47.68192028599999 |
44.955 |
¥-9.5万 |
-5.75% |
跌破离场 |
| 11 |
2019-08-20 |
2019-09-26 |
50.81599022499999 |
54.10583999999999 |
¥10.0万 |
+6.44% |
跌破离场 |
| 12 |
2019-12-17 |
2020-02-04 |
51.475438000000004 |
46.1 |
¥-17.4万 |
-10.47% |
跌破离场 |
| 13 |
2020-02-19 |
2020-03-10 |
61.52990343499999 |
53.5 |
¥-19.5万 |
-13.08% |
跌破离场 |
| 14 |
2020-04-08 |
2020-04-27 |
61.259552353999986 |
55.24469999999999 |
¥-12.5万 |
-9.85% |
跌破离场 |
| 15 |
2020-05-07 |
2020-06-09 |
63.58256904999999 |
65.51 |
¥3.5万 |
+3.00% |
跌破离场 |
| 16 |
2020-07-08 |
2020-08-24 |
115.14953449999999 |
127.45242000000002 |
¥12.5万 |
+10.65% |
跌破离场 |
| 17 |
2020-10-14 |
2020-10-22 |
128.186464406 |
108.89099999999999 |
¥-19.7万 |
-15.08% |
跌破离场 |
| 18 |
2020-12-22 |
2021-01-18 |
120.75681617999997 |
127.62225000000001 |
¥6.3万 |
+5.65% |
跌破离场 |
| 19 |
2021-05-26 |
2021-09-14 |
135.606099629 |
202.18760999999998 |
¥58.5万 |
+49.05% |
跌破离场 |
| 20 |
2021-11-03 |
2021-11-25 |
221.057067231 |
202.797 |
¥-14.7万 |
-8.29% |
跌破离场 |
| 21 |
2021-12-01 |
2021-12-21 |
232.18151356399994 |
203.80598999999998 |
¥-19.9万 |
-12.25% |
跌破离场 |
| 22 |
2022-06-13 |
2022-06-23 |
202.44289465399999 |
181.01880000000003 |
¥-15.0万 |
-10.61% |
跌破离场 |
| 23 |
2022-07-05 |
2022-08-25 |
210.463310057 |
162.0 |
¥-29.6万 |
-23.05% |
跌破离场 |
| 24 |
2022-10-25 |
2022-11-11 |
162.22066160299997 |
153.39645000000002 |
¥-5.3万 |
-5.47% |
跌破离场 |
| 25 |
2023-04-04 |
2023-04-24 |
116.15083479999998 |
104.30559 |
¥-9.5万 |
-10.23% |
跌破离场 |
| 26 |
2023-07-06 |
2023-07-20 |
96.0288 |
90.7092 |
¥-4.7万 |
-5.57% |
跌破离场 |
| 27 |
2023-11-15 |
2023-11-23 |
80.35434907499999 |
75.3246 |
¥-5.0万 |
-6.29% |
跌破离场 |
| 28 |
2024-02-27 |
2024-03-25 |
59.97788796999999 |
66.81312 |
¥8.4万 |
+11.36% |
跌破离场 |
| 29 |
2024-09-26 |
2024-11-04 |
48.553051547 |
64.18 |
¥26.5万 |
+32.15% |
跌破离场 |
| 30 |
2024-11-12 |
2024-11-25 |
77.91336700000001 |
64.69524 |
¥-18.5万 |
-16.99% |
跌破离场 |
| 31 |
2024-12-23 |
2025-01-03 |
68.82938262199998 |
60.74919 |
¥-10.6万 |
-11.77% |
跌破离场 |
| 32 |
2025-02-13 |
2025-03-03 |
65.35487058099999 |
61.60833 |
¥-4.6万 |
-5.76% |
跌破离场 |
| 33 |
2025-04-14 |
2025-04-25 |
72.17164500000001 |
65.6343 |
¥-6.9万 |
-9.09% |
跌破离场 |
| 34 |
2025-07-01 |
2025-09-03 |
65.68529967999999 |
77.80212 |
¥12.6万 |
+18.41% |
跌破离场 |
| 35 |
2025-09-29 |
2025-10-20 |
87.63380225599998 |
80.7192 |
¥-6.3万 |
-7.92% |
跌破离场 |
| 36 |
2025-12-26 |
2026-02-03 |
79.883737934 |
81.01889999999999 |
¥1.0万 |
+1.39% |
跌破离场 |
| 37 |
2026-04-29 |
2026-06-03 |
73.845897125 |
76.14377999999999 |
¥2.3万 |
+3.08% |
跌破离场 |
| 38 |
2026-08-18 |
2026-08-20 |
68.02040000000001 |
63.1368 |
¥-5.6万 |
-7.21% |
跌破离场 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-17 |
突破买入 |
买入 |
34.7347 |
28700.0 |
¥99.7万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
35.35 |
28700.0 |
¥1.01M |
|
| 2015-05-25 |
突破买入 |
买入 |
51.101049999999994 |
19300.0 |
¥98.7万 |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
50.819129999999994 |
19300.0 |
¥98.1万 |
|
| 2015-11-18 |
突破买入 |
买入 |
65.065 |
15000.0 |
¥97.6万 |
首仓入场 |
| 2015-12-01 |
跌破离场 |
卖出 |
59.94 |
15000.0 |
¥89.9万 |
|
| 2016-06-01 |
突破买入 |
买入 |
40.92088 |
22600.0 |
¥92.5万 |
首仓入场 |
| 2016-07-13 |
跌破离场 |
卖出 |
42.09 |
22600.0 |
¥95.1万 |
|
| 2017-08-18 |
突破买入 |
买入 |
26.64662 |
35600.0 |
¥94.9万 |
首仓入场 |
| 2017-10-25 |
跌破离场 |
卖出 |
31.488480000000003 |
35600.0 |
¥1.12M |
|
| 2017-11-08 |
突破买入 |
买入 |
39.049009999999996 |
28500.0 |
¥1.11M |
首仓入场 |
| 2018-01-16 |
跌破离场 |
卖出 |
40.34961 |
28500.0 |
¥1.15M |
|
| 2018-03-02 |
突破买入 |
买入 |
44.044 |
25800.0 |
¥1.14M |
首仓入场 |
| 2018-05-15 |
跌破离场 |
卖出 |
51.11883 |
25800.0 |
¥1.32M |
|
| 2018-07-26 |
突破买入 |
买入 |
48.708659999999995 |
27500.0 |
¥1.34M |
首仓入场 |
| 2018-08-01 |
跌破离场 |
卖出 |
44.755199999999995 |
27500.0 |
¥1.23M |
|
| 2019-01-25 |
突破买入 |
买入 |
32.192159999999994 |
38400.0 |
¥1.24M |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
43.13682 |
38400.0 |
¥1.66M |
|
| 2019-07-26 |
突破买入 |
买入 |
47.66761999999999 |
34500.0 |
¥1.65M |
首仓入场 |
| 2019-08-12 |
跌破离场 |
卖出 |
44.955 |
34500.0 |
¥1.55M |
|
| 2019-08-20 |
突破买入 |
买入 |
50.800749999999994 |
30500.0 |
¥1.55M |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
54.10583999999999 |
30500.0 |
¥1.65M |
|
| 2019-12-17 |
突破买入 |
买入 |
51.46 |
32200.0 |
¥1.66M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
46.1 |
32200.0 |
¥1.48M |
|
| 2020-02-19 |
突破买入 |
买入 |
61.511449999999996 |
24200.0 |
¥1.49M |
首仓入场 |
| 2020-03-10 |
跌破离场 |
卖出 |
53.5 |
24200.0 |
¥1.29M |
|
| 2020-04-08 |
突破买入 |
买入 |
61.241179999999986 |
20700.0 |
¥1.27M |
首仓入场 |
| 2020-04-27 |
跌破离场 |
卖出 |
55.24469999999999 |
20700.0 |
¥1.14M |
|
| 2020-05-07 |
突破买入 |
买入 |
63.56349999999999 |
18300.0 |
¥1.16M |
首仓入场 |
| 2020-06-09 |
跌破离场 |
卖出 |
65.51 |
18300.0 |
¥1.20M |
|
| 2020-07-08 |
突破买入 |
买入 |
115.11499999999998 |
10200.0 |
¥1.17M |
首仓入场 |
| 2020-08-24 |
跌破离场 |
卖出 |
127.45242000000002 |
10200.0 |
¥1.30M |
|
| 2020-10-14 |
突破买入 |
买入 |
128.14802 |
10200.0 |
¥1.31M |
首仓入场 |
| 2020-10-22 |
跌破离场 |
卖出 |
108.89099999999999 |
10200.0 |
¥1.11M |
|
| 2020-12-22 |
突破买入 |
买入 |
120.72059999999998 |
9300.0 |
¥1.12M |
首仓入场 |
| 2021-01-18 |
跌破离场 |
卖出 |
127.62225000000001 |
9300.0 |
¥1.19M |
|
| 2021-05-26 |
突破买入 |
买入 |
135.56543 |
8800.0 |
¥1.19M |
首仓入场 |
| 2021-09-14 |
跌破离场 |
卖出 |
202.18760999999998 |
8800.0 |
¥1.78M |
|
| 2021-11-03 |
突破买入 |
买入 |
220.99077 |
8000.0 |
¥1.77M |
首仓入场 |
| 2021-11-25 |
跌破离场 |
卖出 |
202.797 |
8000.0 |
¥1.62M |
|
| 2021-12-01 |
突破买入 |
买入 |
232.11187999999996 |
7000.0 |
¥1.63M |
首仓入场 |
| 2021-12-21 |
跌破离场 |
卖出 |
203.80598999999998 |
7000.0 |
¥1.43M |
|
| 2022-06-13 |
突破买入 |
买入 |
202.38217999999998 |
7000.0 |
¥1.42M |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
181.01880000000003 |
7000.0 |
¥1.27M |
|
| 2022-07-05 |
突破买入 |
买入 |
210.40019 |
6100.0 |
¥1.28M |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
162.0 |
6100.0 |
¥98.8万 |
|
| 2022-10-25 |
突破买入 |
买入 |
162.17200999999997 |
6000.0 |
¥97.3万 |
首仓入场 |
| 2022-11-11 |
跌破离场 |
卖出 |
153.39645000000002 |
6000.0 |
¥92.0万 |
|
| 2023-04-04 |
突破买入 |
买入 |
116.11599999999999 |
8000.0 |
¥92.9万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
104.30559 |
8000.0 |
¥83.4万 |
|
| 2023-07-06 |
突破买入 |
买入 |
96.0 |
8700.0 |
¥83.5万 |
首仓入场 |
| 2023-07-20 |
跌破离场 |
卖出 |
90.7092 |
8700.0 |
¥78.9万 |
|
| 2023-11-15 |
突破买入 |
买入 |
80.33024999999999 |
9900.0 |
¥79.6万 |
首仓入场 |
| 2023-11-23 |
跌破离场 |
卖出 |
75.3246 |
9900.0 |
¥74.5万 |
|
| 2024-02-27 |
突破买入 |
买入 |
59.95989999999999 |
12300.0 |
¥73.8万 |
首仓入场 |
| 2024-03-25 |
跌破离场 |
卖出 |
66.81312 |
12300.0 |
¥82.2万 |
|
| 2024-09-26 |
突破买入 |
买入 |
48.538489999999996 |
17000.0 |
¥82.5万 |
首仓入场 |
| 2024-11-04 |
跌破离场 |
卖出 |
64.18 |
17000.0 |
¥1.09M |
|
| 2024-11-12 |
突破买入 |
买入 |
77.89 |
14000.0 |
¥1.09M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
64.69524 |
14000.0 |
¥90.5万 |
|
| 2024-12-23 |
突破买入 |
买入 |
68.80873999999999 |
13100.0 |
¥90.2万 |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
60.74919 |
13100.0 |
¥79.6万 |
|
| 2025-02-13 |
突破买入 |
买入 |
65.33527 |
12200.0 |
¥79.7万 |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
61.60833 |
12200.0 |
¥75.1万 |
|
| 2025-04-14 |
突破买入 |
买入 |
72.15 |
10500.0 |
¥75.8万 |
首仓入场 |
| 2025-04-25 |
跌破离场 |
卖出 |
65.6343 |
10500.0 |
¥68.9万 |
|
| 2025-07-01 |
突破买入 |
买入 |
65.66559999999998 |
10400.0 |
¥68.3万 |
首仓入场 |
| 2025-09-03 |
跌破离场 |
卖出 |
77.80212 |
10400.0 |
¥80.9万 |
|
| 2025-09-29 |
突破买入 |
买入 |
87.60751999999998 |
9100.0 |
¥79.7万 |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
80.7192 |
9100.0 |
¥73.4万 |
|
| 2025-12-26 |
突破买入 |
买入 |
79.85977999999999 |
9400.0 |
¥75.1万 |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
81.01889999999999 |
9400.0 |
¥76.1万 |
|
| 2026-04-29 |
突破买入 |
买入 |
73.82374999999999 |
10200.0 |
¥75.3万 |
首仓入场 |
| 2026-06-03 |
跌破离场 |
卖出 |
76.14377999999999 |
10200.0 |
¥77.6万 |
|
| 2026-08-18 |
突破买入 |
买入 |
68.0 |
11400.0 |
¥77.5万 |
首仓入场 |
| 2026-08-20 |
跌破离场 |
卖出 |
63.1368 |
11400.0 |
¥72.0万 |
|