002050 三花智控 — 海龟交易法则 回测明细
数据区间: 2015-01-27 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.03M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +2.64%）
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 40 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 |
2015-03-26 |
2015-04-22 |
19.104809724 |
11.6883 |
¥-38.4万 |
-38.84% |
跌破离场 |
| 2 |
2015-05-25 |
2015-06-23 |
14.068269214999999 |
13.85613 |
¥-9,344 |
-1.54% |
跌破离场 |
| 3 |
2015-10-13 |
2016-01-06 |
7.730038316 |
9.25074 |
¥11.9万 |
+19.64% |
跌破离场 |
| 4 |
2016-05-17 |
2016-07-12 |
8.192457 |
9.23076 |
¥9.1万 |
+12.64% |
跌破离场 |
| 5 |
2016-08-17 |
2016-09-14 |
9.642521889000001 |
9.31 |
¥-2.8万 |
-3.48% |
跌破离场 |
| 6 |
2016-09-30 |
2016-11-22 |
10.443562129 |
10.339649999999999 |
¥-8,015 |
-1.02% |
跌破离场 |
| 7 |
2016-12-20 |
2017-01-09 |
10.934199276 |
10.339649999999999 |
¥-4.2万 |
-5.47% |
跌破离场 |
| 8 |
2017-04-24 |
2017-07-14 |
11.605070476999998 |
15.43 |
¥23.6万 |
+32.92% |
跌破离场 |
| 9 |
2017-09-05 |
2017-09-25 |
17.12223513 |
16.69329 |
¥-2.5万 |
-2.53% |
跌破离场 |
| 10 |
2017-10-26 |
2017-11-24 |
18.473990535 |
16.62336 |
¥-9.5万 |
-10.04% |
跌破离场 |
| 11 |
2017-12-14 |
2018-02-07 |
18.845652 |
18.71127 |
¥-6,314 |
-0.74% |
跌破离场 |
| 12 |
2018-03-13 |
2018-03-21 |
20.907150264 |
19.34064 |
¥-6.3万 |
-7.52% |
跌破离场 |
| 13 |
2018-11-19 |
2018-12-20 |
13.016903899999999 |
12.64734 |
¥-2.2万 |
-2.87% |
跌破离场 |
| 14 |
2019-03-12 |
2019-03-27 |
16.371259905000002 |
15.33 |
¥-4.8万 |
-6.39% |
跌破离场 |
| 15 |
2019-06-21 |
2019-08-05 |
10.864108254999998 |
10.53945 |
¥-2.2万 |
-3.02% |
跌破离场 |
| 16 |
2019-09-03 |
2019-11-12 |
11.995577594 |
13.93605 |
¥11.1万 |
+16.14% |
跌破离场 |
| 17 |
2019-12-18 |
2020-03-02 |
16.411311916999995 |
20.43954 |
¥19.5万 |
+24.51% |
跌破离场 |
| 18 |
2020-03-04 |
2020-03-17 |
22.989854887999996 |
18.82116 |
¥-18.0万 |
-18.16% |
跌破离场 |
| 19 |
2020-05-06 |
2020-05-26 |
21.678151494999994 |
22.09788 |
¥1.5万 |
+1.91% |
跌破离场 |
| 20 |
2020-07-08 |
2020-07-27 |
24.221454256999998 |
22.237740000000002 |
¥-6.8万 |
-8.22% |
跌破离场 |
| 21 |
2020-11-06 |
2020-11-26 |
26.60798 |
22.986990000000002 |
¥-10.3万 |
-13.63% |
跌破离场 |
| 22 |
2020-12-28 |
2021-01-20 |
25.082572515 |
24.55 |
¥-1.4万 |
-2.15% |
跌破离场 |
| 23 |
2021-04-20 |
2021-05-07 |
22.429126719999996 |
21.0789 |
¥-3.9万 |
-6.05% |
跌破离场 |
| 24 |
2021-06-25 |
2021-07-16 |
22.909750863999996 |
22.49748 |
¥-1.1万 |
-1.83% |
跌破离场 |
| 25 |
2021-12-29 |
2022-01-17 |
24.521844346999995 |
23.975999999999996 |
¥-1.3万 |
-2.26% |
跌破离场 |
| 26 |
2022-06-02 |
2022-08-25 |
17.733028313 |
27.972 |
¥33.4万 |
+57.69% |
跌破离场 |
| 27 |
2023-01-31 |
2023-02-27 |
26.033807799999998 |
25.45452 |
¥-2.0万 |
-2.25% |
跌破离场 |
| 28 |
2023-06-14 |
2023-07-10 |
27.295446178 |
27.972 |
¥2.2万 |
+2.45% |
跌破离场 |
| 29 |
2023-08-09 |
2023-09-15 |
28.917552663999995 |
27.92205 |
¥-3.2万 |
-3.47% |
跌破离场 |
| 30 |
2023-10-10 |
2023-10-20 |
30.059035006 |
26.79318 |
¥-9.6万 |
-10.89% |
跌破离场 |
| 31 |
2023-11-16 |
2024-01-04 |
28.587123564999995 |
26.823150000000002 |
¥-4.9万 |
-6.20% |
跌破离场 |
| 32 |
2024-06-06 |
2024-06-20 |
24.391675307999996 |
22.287689999999998 |
¥-6.4万 |
-8.65% |
跌破离场 |
| 33 |
2024-09-06 |
2024-11-26 |
17.92327537 |
22.52745 |
¥17.4万 |
+25.65% |
跌破离场 |
| 34 |
2025-01-16 |
2025-03-03 |
29.037708699999996 |
30.4695 |
¥4.1万 |
+4.90% |
跌破离场 |
| 35 |
2025-07-17 |
2025-08-01 |
27.335498189999996 |
26.43354 |
¥-2.9万 |
-3.33% |
跌破离场 |
| 36 |
2025-08-19 |
2025-09-05 |
28.967617678999996 |
29.6703 |
¥2.1万 |
+2.40% |
跌破离场 |
| 37 |
2025-09-10 |
2025-10-15 |
33.603638067999995 |
40.34961 |
¥17.4万 |
+20.04% |
跌破离场 |
| 38 |
2025-10-29 |
2025-11-12 |
51.96748557 |
44.2557 |
¥-15.5万 |
-14.87% |
跌破离场 |
| 39 |
2025-12-26 |
2026-01-27 |
47.151231127 |
51.93801 |
¥9.0万 |
+10.12% |
跌破离场 |
| 40 |
2026-05-06 |
2026-05-29 |
46.98101007599999 |
48.42153 |
¥3.0万 |
+3.04% |
跌破离场 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-26 |
突破买入 |
买入 |
19.099079999999997 |
51700.0 |
¥98.8万 |
首仓入场 |
| 2015-04-22 |
跌破离场 |
卖出 |
11.6883 |
51700.0 |
¥60.4万 |
|
| 2015-05-25 |
突破买入 |
买入 |
14.06405 |
43200.0 |
¥60.8万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
13.85613 |
43200.0 |
¥59.8万 |
|
| 2015-10-13 |
突破买入 |
买入 |
7.727719999999999 |
78200.0 |
¥60.4万 |
首仓入场 |
| 2016-01-06 |
跌破离场 |
卖出 |
9.25074 |
78200.0 |
¥72.3万 |
|
| 2016-05-17 |
突破买入 |
买入 |
8.19 |
88200.0 |
¥72.3万 |
首仓入场 |
| 2016-07-12 |
跌破离场 |
卖出 |
9.23076 |
88200.0 |
¥81.4万 |
|
| 2016-08-17 |
突破买入 |
买入 |
9.63963 |
84100.0 |
¥81.1万 |
首仓入场 |
| 2016-09-14 |
跌破离场 |
卖出 |
9.31 |
84100.0 |
¥78.3万 |
|
| 2016-09-30 |
突破买入 |
买入 |
10.44043 |
74900.0 |
¥78.2万 |
首仓入场 |
| 2016-11-22 |
跌破离场 |
卖出 |
10.339649999999999 |
74900.0 |
¥77.4万 |
|
| 2016-12-20 |
突破买入 |
买入 |
10.930919999999999 |
70800.0 |
¥77.4万 |
首仓入场 |
| 2017-01-09 |
跌破离场 |
卖出 |
10.339649999999999 |
70800.0 |
¥73.2万 |
|
| 2017-04-24 |
突破买入 |
买入 |
11.601589999999998 |
61900.0 |
¥71.8万 |
首仓入场 |
| 2017-07-14 |
跌破离场 |
卖出 |
15.43 |
61900.0 |
¥95.5万 |
|
| 2017-09-05 |
突破买入 |
买入 |
17.1171 |
56600.0 |
¥96.9万 |
首仓入场 |
| 2017-09-25 |
跌破离场 |
卖出 |
16.69329 |
56600.0 |
¥94.5万 |
|
| 2017-10-26 |
突破买入 |
买入 |
18.468449999999997 |
51200.0 |
¥94.6万 |
首仓入场 |
| 2017-11-24 |
跌破离场 |
卖出 |
16.62336 |
51200.0 |
¥85.1万 |
|
| 2017-12-14 |
突破买入 |
买入 |
18.84 |
45100.0 |
¥85.0万 |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
18.71127 |
45100.0 |
¥84.4万 |
|
| 2018-03-13 |
突破买入 |
买入 |
20.900879999999997 |
40200.0 |
¥84.0万 |
首仓入场 |
| 2018-03-21 |
跌破离场 |
卖出 |
19.34064 |
40200.0 |
¥77.7万 |
|
| 2018-11-19 |
突破买入 |
买入 |
13.012999999999998 |
60000.0 |
¥78.1万 |
首仓入场 |
| 2018-12-20 |
跌破离场 |
卖出 |
12.64734 |
60000.0 |
¥75.9万 |
|
| 2019-03-12 |
突破买入 |
买入 |
16.36635 |
46300.0 |
¥75.8万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
15.33 |
46300.0 |
¥71.0万 |
|
| 2019-06-21 |
突破买入 |
买入 |
10.86085 |
65600.0 |
¥71.3万 |
首仓入场 |
| 2019-08-05 |
跌破离场 |
卖出 |
10.53945 |
65600.0 |
¥69.1万 |
|
| 2019-09-03 |
突破买入 |
买入 |
11.99198 |
57300.0 |
¥68.7万 |
首仓入场 |
| 2019-11-12 |
跌破离场 |
卖出 |
13.93605 |
57300.0 |
¥79.8万 |
|
| 2019-12-18 |
突破买入 |
买入 |
16.40639 |
48600.0 |
¥79.8万 |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
20.43954 |
48600.0 |
¥99.3万 |
|
| 2020-03-04 |
突破买入 |
买入 |
22.98296 |
43100.0 |
¥99.1万 |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
18.82116 |
43100.0 |
¥81.1万 |
|
| 2020-05-06 |
突破买入 |
买入 |
21.671649999999996 |
37100.0 |
¥80.4万 |
首仓入场 |
| 2020-05-26 |
跌破离场 |
卖出 |
22.09788 |
37100.0 |
¥82.0万 |
|
| 2020-07-08 |
突破买入 |
买入 |
24.21419 |
34200.0 |
¥82.8万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
22.237740000000002 |
34200.0 |
¥76.0万 |
|
| 2020-11-06 |
突破买入 |
买入 |
26.6 |
28500.0 |
¥75.8万 |
首仓入场 |
| 2020-11-26 |
跌破离场 |
卖出 |
22.986990000000002 |
28500.0 |
¥65.5万 |
|
| 2020-12-28 |
突破买入 |
买入 |
25.075049999999997 |
26400.0 |
¥66.2万 |
首仓入场 |
| 2021-01-20 |
跌破离场 |
卖出 |
24.55 |
26400.0 |
¥64.8万 |
|
| 2021-04-20 |
突破买入 |
买入 |
22.422399999999996 |
28500.0 |
¥63.9万 |
首仓入场 |
| 2021-05-07 |
跌破离场 |
卖出 |
21.0789 |
28500.0 |
¥60.1万 |
|
| 2021-06-25 |
突破买入 |
买入 |
22.902879999999996 |
26600.0 |
¥60.9万 |
首仓入场 |
| 2021-07-16 |
跌破离场 |
卖出 |
22.49748 |
26600.0 |
¥59.8万 |
|
| 2021-12-29 |
突破买入 |
买入 |
24.514489999999995 |
24300.0 |
¥59.6万 |
首仓入场 |
| 2022-01-17 |
跌破离场 |
卖出 |
23.975999999999996 |
24300.0 |
¥58.2万 |
|
| 2022-06-02 |
突破买入 |
买入 |
17.72771 |
32600.0 |
¥57.8万 |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
27.972 |
32600.0 |
¥91.2万 |
|
| 2023-01-31 |
突破买入 |
买入 |
26.025999999999996 |
34900.0 |
¥90.9万 |
首仓入场 |
| 2023-02-27 |
跌破离场 |
卖出 |
25.45452 |
34900.0 |
¥88.8万 |
|
| 2023-06-14 |
突破买入 |
买入 |
27.28726 |
32700.0 |
¥89.3万 |
首仓入场 |
| 2023-07-10 |
跌破离场 |
卖出 |
27.972 |
32700.0 |
¥91.4万 |
|
| 2023-08-09 |
突破买入 |
买入 |
28.908879999999996 |
31500.0 |
¥91.1万 |
首仓入场 |
| 2023-09-15 |
跌破离场 |
卖出 |
27.92205 |
31500.0 |
¥87.9万 |
|
| 2023-10-10 |
突破买入 |
买入 |
30.050019999999996 |
29400.0 |
¥88.4万 |
首仓入场 |
| 2023-10-20 |
跌破离场 |
卖出 |
26.79318 |
29400.0 |
¥78.7万 |
|
| 2023-11-16 |
突破买入 |
买入 |
28.578549999999996 |
27600.0 |
¥78.9万 |
首仓入场 |
| 2024-01-04 |
跌破离场 |
卖出 |
26.823150000000002 |
27600.0 |
¥74.0万 |
|
| 2024-06-06 |
突破买入 |
买入 |
24.384359999999997 |
30300.0 |
¥73.9万 |
首仓入场 |
| 2024-06-20 |
跌破离场 |
卖出 |
22.287689999999998 |
30300.0 |
¥67.5万 |
|
| 2024-09-06 |
突破买入 |
买入 |
17.917899999999996 |
37800.0 |
¥67.7万 |
首仓入场 |
| 2024-11-26 |
跌破离场 |
卖出 |
22.52745 |
37800.0 |
¥85.1万 |
|
| 2025-01-16 |
突破买入 |
买入 |
29.028999999999996 |
29100.0 |
¥84.5万 |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
30.4695 |
29100.0 |
¥88.6万 |
|
| 2025-07-17 |
突破买入 |
买入 |
27.327299999999997 |
32400.0 |
¥88.6万 |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
26.43354 |
32400.0 |
¥85.6万 |
|
| 2025-08-19 |
突破买入 |
买入 |
28.958929999999995 |
29800.0 |
¥86.3万 |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
29.6703 |
29800.0 |
¥88.4万 |
|
| 2025-09-10 |
突破买入 |
买入 |
33.59356 |
25900.0 |
¥87.0万 |
首仓入场 |
| 2025-10-15 |
跌破离场 |
卖出 |
40.34961 |
25900.0 |
¥1.04M |
|
| 2025-10-29 |
突破买入 |
买入 |
51.951899999999995 |
20100.0 |
¥1.04M |
首仓入场 |
| 2025-11-12 |
跌破离场 |
卖出 |
44.2557 |
20100.0 |
¥88.9万 |
|
| 2025-12-26 |
突破买入 |
买入 |
47.13709 |
18900.0 |
¥89.1万 |
首仓入场 |
| 2026-01-27 |
跌破离场 |
卖出 |
51.93801 |
18900.0 |
¥98.1万 |
|
| 2026-05-06 |
突破买入 |
买入 |
46.966919999999995 |
21100.0 |
¥99.1万 |
首仓入场 |
| 2026-05-29 |
跌破离场 |
卖出 |
48.42153 |
21100.0 |
¥1.02M |
|