002074 国轩高科 — 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: ¥1.52M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +52.18%）
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 34 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 |
2015-02-09 |
2015-03-13 |
20.026005999999995 |
23.676299999999998 |
¥17.7万 |
+18.19% |
跌破离场 |
| 2 |
2015-05-15 |
2015-06-26 |
32.30969 |
27.00297 |
¥-19.1万 |
-16.45% |
跌破离场 |
| 3 |
2015-10-20 |
2015-11-30 |
35.886602752 |
37.042919999999995 |
¥3.1万 |
+3.19% |
跌破离场 |
| 4 |
2016-02-23 |
2016-04-21 |
32.592324764999994 |
33.70626 |
¥3.4万 |
+3.39% |
跌破离场 |
| 5 |
2016-06-13 |
2016-07-01 |
37.708969297999985 |
39.72024 |
¥5.5万 |
+5.30% |
跌破离场 |
| 6 |
2017-03-06 |
2017-03-21 |
33.29323497499999 |
31.818150000000006 |
¥-4.9万 |
-4.46% |
跌破离场 |
| 7 |
2017-04-06 |
2017-04-20 |
35.0455105 |
32.847120000000004 |
¥-6.6万 |
-6.30% |
跌破离场 |
| 8 |
2017-06-14 |
2017-08-11 |
29.668527888999996 |
32.02794 |
¥7.8万 |
+7.92% |
跌破离场 |
| 9 |
2017-09-12 |
2017-09-27 |
34.364626296 |
31.6683 |
¥-8.4万 |
-7.87% |
跌破离场 |
| 10 |
2017-11-15 |
2017-11-28 |
31.059314999999998 |
23.92605 |
¥-22.2万 |
-22.99% |
跌破离场 |
| 11 |
2018-03-13 |
2018-03-26 |
21.798307530999995 |
19.70028 |
¥-7.3万 |
-9.65% |
跌破离场 |
| 12 |
2018-07-27 |
2018-08-03 |
14.218464259999998 |
13.036950000000003 |
¥-5.7万 |
-8.34% |
跌破离场 |
| 13 |
2018-09-17 |
2018-10-12 |
13.717814109999997 |
11.8881 |
¥-8.3万 |
-13.36% |
跌破离场 |
| 14 |
2019-01-17 |
2019-03-27 |
12.573770999999999 |
17.99199 |
¥23.5万 |
+43.05% |
跌破离场 |
| 15 |
2019-09-12 |
2019-09-27 |
13.968139184999997 |
12.81717 |
¥-6.5万 |
-8.27% |
跌破离场 |
| 16 |
2019-12-16 |
2020-03-02 |
12.856695852 |
22.567410000000002 |
¥54.2万 |
+75.48% |
跌破离场 |
| 17 |
2020-04-21 |
2020-06-18 |
21.978541584999995 |
27.3726 |
¥30.0万 |
+24.51% |
跌破离场 |
| 18 |
2020-07-14 |
2020-07-17 |
32.359705 |
26.483490000000003 |
¥-27.8万 |
-18.18% |
跌破离场 |
| 19 |
2020-10-13 |
2021-03-05 |
25.633287680000002 |
33.966 |
¥41.2万 |
+32.47% |
跌破离场 |
| 20 |
2021-07-01 |
2021-07-29 |
43.26618596299999 |
52.15779 |
¥34.4万 |
+20.51% |
跌破离场 |
| 21 |
2021-08-09 |
2021-08-27 |
62.928873 |
49.95 |
¥-41.3万 |
-20.65% |
跌破离场 |
| 22 |
2021-11-15 |
2021-12-07 |
64.003115176 |
59.98995000000001 |
¥-10.2万 |
-6.30% |
跌破离场 |
| 23 |
2022-06-01 |
2022-07-04 |
36.587512962 |
43.266690000000004 |
¥27.5万 |
+18.22% |
跌破离场 |
| 24 |
2022-11-07 |
2022-11-18 |
35.59622566499999 |
32.22774 |
¥-16.8万 |
-9.49% |
跌破离场 |
| 25 |
2023-01-31 |
2023-02-15 |
32.221843654 |
31.83813 |
¥-2.0万 |
-1.22% |
跌破离场 |
| 26 |
2024-05-21 |
2024-06-07 |
20.987254288 |
19.69029 |
¥-9.9万 |
-6.21% |
跌破离场 |
| 27 |
2024-08-01 |
2024-08-13 |
19.505329844 |
18.47151 |
¥-8.0万 |
-5.33% |
跌破离场 |
| 28 |
2024-10-09 |
2024-11-25 |
25.197557 |
22.87 |
¥-13.1万 |
-9.26% |
跌破离场 |
| 29 |
2025-02-28 |
2025-03-24 |
23.610661074 |
22.4775 |
¥-6.3万 |
-4.83% |
跌破离场 |
| 30 |
2025-05-13 |
2025-07-10 |
23.921064166999997 |
29.760210000000004 |
¥29.8万 |
+24.37% |
跌破离场 |
| 31 |
2025-08-20 |
2025-10-14 |
32.051622603 |
44.20575 |
¥57.3万 |
+37.88% |
跌破离场 |
| 32 |
2026-03-12 |
2026-04-03 |
38.770347615999995 |
34.695269999999994 |
¥-22.0万 |
-10.54% |
跌破离场 |
| 33 |
2026-04-15 |
2026-04-30 |
39.661895 |
37.4625 |
¥-10.4万 |
-5.57% |
跌破离场 |
| 34 |
2026-10-09 |
2026-10-22 |
30.399477108 |
25.764210000000002 |
¥-26.4万 |
-15.27% |
跌破离场 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-09 |
突破买入 |
买入 |
20.019999999999996 |
48700.0 |
¥97.5万 |
首仓入场 |
| 2015-03-13 |
跌破离场 |
卖出 |
23.676299999999998 |
48700.0 |
¥1.15M |
|
| 2015-05-15 |
突破买入 |
买入 |
32.3 |
35900.0 |
¥1.16M |
首仓入场 |
| 2015-06-26 |
跌破离场 |
卖出 |
27.00297 |
35900.0 |
¥96.9万 |
|
| 2015-10-20 |
突破买入 |
买入 |
35.87584 |
27000.0 |
¥96.9万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
37.042919999999995 |
27000.0 |
¥100.0万 |
|
| 2016-02-23 |
突破买入 |
买入 |
32.58254999999999 |
30800.0 |
¥1.00M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
33.70626 |
30800.0 |
¥1.04M |
|
| 2016-06-13 |
突破买入 |
买入 |
37.69765999999999 |
27400.0 |
¥1.03M |
首仓入场 |
| 2016-07-01 |
跌破离场 |
卖出 |
39.72024 |
27400.0 |
¥1.09M |
|
| 2017-03-06 |
突破买入 |
买入 |
33.283249999999995 |
33000.0 |
¥1.10M |
首仓入场 |
| 2017-03-21 |
跌破离场 |
卖出 |
31.818150000000006 |
33000.0 |
¥1.05M |
|
| 2017-04-06 |
突破买入 |
买入 |
35.035 |
30100.0 |
¥1.05M |
首仓入场 |
| 2017-04-20 |
跌破离场 |
卖出 |
32.847120000000004 |
30100.0 |
¥98.8万 |
|
| 2017-06-14 |
突破买入 |
买入 |
29.659629999999996 |
33200.0 |
¥98.5万 |
首仓入场 |
| 2017-08-11 |
跌破离场 |
卖出 |
32.02794 |
33200.0 |
¥1.06M |
|
| 2017-09-12 |
突破买入 |
买入 |
34.354319999999994 |
31000.0 |
¥1.07M |
首仓入场 |
| 2017-09-27 |
跌破离场 |
卖出 |
31.6683 |
31000.0 |
¥98.1万 |
|
| 2017-11-15 |
突破买入 |
买入 |
31.05 |
31100.0 |
¥96.6万 |
首仓入场 |
| 2017-11-28 |
跌破离场 |
卖出 |
23.92605 |
31100.0 |
¥74.4万 |
|
| 2018-03-13 |
突破买入 |
买入 |
21.791769999999996 |
34800.0 |
¥75.9万 |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
19.70028 |
34800.0 |
¥68.5万 |
|
| 2018-07-27 |
突破买入 |
买入 |
14.214199999999996 |
48000.0 |
¥68.2万 |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
13.036950000000003 |
48000.0 |
¥62.6万 |
|
| 2018-09-17 |
突破买入 |
买入 |
13.713699999999998 |
45400.0 |
¥62.3万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
11.8881 |
45400.0 |
¥54.0万 |
|
| 2019-01-17 |
突破买入 |
买入 |
12.57 |
43400.0 |
¥54.6万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
17.99199 |
43400.0 |
¥78.1万 |
|
| 2019-09-12 |
突破买入 |
买入 |
13.963949999999997 |
56100.0 |
¥78.4万 |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
12.81717 |
56100.0 |
¥71.9万 |
|
| 2019-12-16 |
突破买入 |
买入 |
12.852839999999999 |
55900.0 |
¥71.9万 |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
22.567410000000002 |
55900.0 |
¥1.26M |
|
| 2020-04-21 |
突破买入 |
买入 |
21.971949999999996 |
55700.0 |
¥1.22M |
首仓入场 |
| 2020-06-18 |
跌破离场 |
卖出 |
27.3726 |
55700.0 |
¥1.52M |
|
| 2020-07-14 |
突破买入 |
买入 |
32.35 |
47200.0 |
¥1.53M |
首仓入场 |
| 2020-07-17 |
跌破离场 |
卖出 |
26.483490000000003 |
47200.0 |
¥1.25M |
|
| 2020-10-13 |
突破买入 |
买入 |
25.6256 |
49500.0 |
¥1.27M |
首仓入场 |
| 2021-03-05 |
跌破离场 |
卖出 |
33.966 |
49500.0 |
¥1.68M |
|
| 2021-07-01 |
突破买入 |
买入 |
43.253209999999996 |
38800.0 |
¥1.68M |
首仓入场 |
| 2021-07-29 |
跌破离场 |
卖出 |
52.15779 |
38800.0 |
¥2.02M |
|
| 2021-08-09 |
突破买入 |
买入 |
62.91 |
31800.0 |
¥2.00M |
首仓入场 |
| 2021-08-27 |
跌破离场 |
卖出 |
49.95 |
31800.0 |
¥1.59M |
|
| 2021-11-15 |
突破买入 |
买入 |
63.98392 |
25300.0 |
¥1.62M |
首仓入场 |
| 2021-12-07 |
跌破离场 |
卖出 |
59.98995000000001 |
25300.0 |
¥1.52M |
|
| 2022-06-01 |
突破买入 |
买入 |
36.576539999999994 |
41200.0 |
¥1.51M |
首仓入场 |
| 2022-07-04 |
跌破离场 |
卖出 |
43.266690000000004 |
41200.0 |
¥1.78M |
|
| 2022-11-07 |
突破买入 |
买入 |
35.58554999999999 |
49800.0 |
¥1.77M |
首仓入场 |
| 2022-11-18 |
跌破离场 |
卖出 |
32.22774 |
49800.0 |
¥1.60M |
|
| 2023-01-31 |
突破买入 |
买入 |
32.21218 |
50600.0 |
¥1.63M |
首仓入场 |
| 2023-02-15 |
跌破离场 |
卖出 |
31.83813 |
50600.0 |
¥1.61M |
|
| 2024-05-21 |
突破买入 |
买入 |
20.98096 |
76200.0 |
¥1.60M |
首仓入场 |
| 2024-06-07 |
跌破离场 |
卖出 |
19.69029 |
76200.0 |
¥1.50M |
|
| 2024-08-01 |
突破买入 |
买入 |
19.49948 |
77200.0 |
¥1.51M |
首仓入场 |
| 2024-08-13 |
跌破离场 |
卖出 |
18.47151 |
77200.0 |
¥1.43M |
|
| 2024-10-09 |
突破买入 |
买入 |
25.19 |
56100.0 |
¥1.41M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
22.87 |
56100.0 |
¥1.28M |
|
| 2025-02-28 |
突破买入 |
买入 |
23.603579999999997 |
55000.0 |
¥1.30M |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
22.4775 |
55000.0 |
¥1.24M |
|
| 2025-05-13 |
突破买入 |
买入 |
23.91389 |
51100.0 |
¥1.22M |
首仓入场 |
| 2025-07-10 |
跌破离场 |
卖出 |
29.760210000000004 |
51100.0 |
¥1.52M |
|
| 2025-08-20 |
突破买入 |
买入 |
32.04201 |
47200.0 |
¥1.51M |
首仓入场 |
| 2025-10-14 |
跌破离场 |
卖出 |
44.20575 |
47200.0 |
¥2.09M |
|
| 2026-03-12 |
突破买入 |
买入 |
38.75872 |
53900.0 |
¥2.09M |
首仓入场 |
| 2026-04-03 |
跌破离场 |
卖出 |
34.695269999999994 |
53900.0 |
¥1.87M |
|
| 2026-04-15 |
突破买入 |
买入 |
39.65 |
47100.0 |
¥1.87M |
首仓入场 |
| 2026-04-30 |
跌破离场 |
卖出 |
37.4625 |
47100.0 |
¥1.76M |
|
| 2026-10-09 |
突破买入 |
买入 |
30.390359999999998 |
56800.0 |
¥1.73M |
首仓入场 |
| 2026-10-22 |
跌破离场 |
卖出 |
25.764210000000002 |
56800.0 |
¥1.46M |
|