002142 宁波银行 — 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: ¥66.7万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -33.29%）
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 44 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 |
2015-03-11 |
2015-05-06 |
15.660336691999996 |
18.33165 |
¥16.8万 |
+17.02% |
跌破离场 |
| 2 |
2015-06-04 |
2015-06-23 |
21.027306299999996 |
19.23075 |
¥-9.9万 |
-8.57% |
跌破离场 |
| 3 |
2015-10-13 |
2015-11-30 |
12.265928674999996 |
14.265719999999998 |
¥17.1万 |
+16.27% |
跌破离场 |
| 4 |
2016-03-22 |
2016-09-13 |
13.767879124999997 |
15.993990000000004 |
¥19.8万 |
+16.13% |
跌破离场 |
| 5 |
2017-01-19 |
2017-03-10 |
17.773080325 |
17.93205 |
¥1.2万 |
+0.86% |
跌破离场 |
| 6 |
2017-05-15 |
2017-07-12 |
17.843171346 |
15.0849 |
¥-22.4万 |
-15.48% |
跌破离场 |
| 7 |
2017-10-17 |
2017-12-08 |
16.651623988999997 |
17.172810000000002 |
¥3.8万 |
+3.10% |
跌破离场 |
| 8 |
2018-01-03 |
2018-02-12 |
18.484003537999996 |
18.79119 |
¥2.1万 |
+1.63% |
跌破离场 |
| 9 |
2018-08-01 |
2018-08-16 |
17.492716241 |
16.2837 |
¥-8.9万 |
-6.94% |
跌破离场 |
| 10 |
2018-09-25 |
2018-10-19 |
17.362547201999995 |
16.25373 |
¥-7.6万 |
-6.41% |
跌破离场 |
| 11 |
2018-11-05 |
2018-11-28 |
18.105430000000002 |
16.76322 |
¥-8.2万 |
-7.44% |
跌破离场 |
| 12 |
2019-01-21 |
2019-04-23 |
16.821845040000003 |
22.6773 |
¥35.9万 |
+34.77% |
跌破离场 |
| 13 |
2019-05-29 |
2019-07-09 |
23.320283986999996 |
23.25672 |
¥-4,169 |
-0.30% |
跌破离场 |
| 14 |
2019-09-27 |
2019-11-25 |
25.33289759 |
27.51 |
¥11.8万 |
+8.56% |
跌破离场 |
| 15 |
2020-01-03 |
2020-01-22 |
29.067747708999995 |
27.63234 |
¥-7.5万 |
-4.97% |
跌破离场 |
| 16 |
2020-03-06 |
2020-03-17 |
27.726005307 |
24.69528 |
¥-15.6万 |
-10.96% |
跌破离场 |
| 17 |
2020-04-28 |
2020-06-19 |
24.982442484999993 |
25.52445 |
¥2.7万 |
+2.14% |
跌破离场 |
| 18 |
2020-07-08 |
2020-09-14 |
31.24056935999999 |
32.39757 |
¥4.7万 |
+3.67% |
跌破离场 |
| 19 |
2020-10-16 |
2020-11-17 |
34.865276445999996 |
32.967 |
¥-7.3万 |
-5.47% |
跌破离场 |
| 20 |
2020-11-24 |
2020-12-10 |
37.051111999999996 |
35.1648 |
¥-6.5万 |
-5.12% |
跌破离场 |
| 21 |
2021-01-07 |
2021-03-01 |
37.038098097 |
40.46949 |
¥11.2万 |
+9.23% |
跌破离场 |
| 22 |
2021-04-22 |
2021-06-15 |
40.95318226999999 |
40.259699999999995 |
¥-2.3万 |
-1.72% |
跌破离场 |
| 23 |
2021-10-12 |
2021-11-08 |
37.42860521400001 |
37.24272 |
¥-6,799 |
-0.53% |
跌破离场 |
| 24 |
2022-01-21 |
2022-02-25 |
40.492584132 |
38.2617 |
¥-7.1万 |
-5.54% |
跌破离场 |
| 25 |
2022-04-07 |
2022-04-26 |
38.980620679 |
35.01495 |
¥-12.4万 |
-10.20% |
跌破离场 |
| 26 |
2022-07-01 |
2022-07-14 |
35.856563743 |
32.5674 |
¥-10.1万 |
-9.20% |
跌破离场 |
| 27 |
2022-09-14 |
2022-10-14 |
31.591024464999997 |
30.039930000000002 |
¥-4.8万 |
-4.94% |
跌破离场 |
| 28 |
2022-11-28 |
2022-12-20 |
29.80894 |
31.14882 |
¥4.1万 |
+4.46% |
跌破离场 |
| 29 |
2023-01-05 |
2023-02-06 |
33.563586056 |
31.51845 |
¥-6.1万 |
-6.12% |
跌破离场 |
| 30 |
2023-04-17 |
2023-04-25 |
28.456954526 |
25.914060000000003 |
¥-8.3万 |
-8.96% |
跌破离场 |
| 31 |
2023-07-26 |
2023-08-15 |
26.654613985999998 |
27.3726 |
¥2.3万 |
+2.66% |
跌破离场 |
| 32 |
2023-09-05 |
2023-09-28 |
28.807409631 |
27.12285 |
¥-5.1万 |
-5.88% |
跌破离场 |
| 33 |
2024-01-29 |
2024-03-15 |
21.658125488999996 |
21.29868 |
¥-1.4万 |
-1.69% |
跌破离场 |
| 34 |
2024-04-18 |
2024-06-04 |
22.058645609 |
24.2757 |
¥8.0万 |
+10.02% |
跌破离场 |
| 35 |
2024-10-09 |
2024-11-19 |
27.168148 |
24.91506 |
¥-7.1万 |
-8.32% |
跌破离场 |
| 36 |
2025-02-05 |
2025-02-20 |
26.424314916999997 |
24.715259999999997 |
¥-5.3万 |
-6.50% |
跌破离场 |
| 37 |
2025-03-20 |
2025-04-07 |
26.694665997999998 |
24.3756 |
¥-6.6万 |
-8.71% |
跌破离场 |
| 38 |
2025-05-12 |
2025-07-17 |
25.302858580999995 |
26.753220000000002 |
¥4.0万 |
+5.70% |
跌破离场 |
| 39 |
2025-07-29 |
2025-09-17 |
29.338098789999997 |
27.29268 |
¥-5.1万 |
-7.00% |
跌破离场 |
| 40 |
2025-10-24 |
2025-12-11 |
27.886213354999995 |
27.86211 |
¥-792 |
-0.12% |
跌破离场 |
| 41 |
2026-01-08 |
2026-03-19 |
29.148742 |
30.24972 |
¥2.6万 |
+3.75% |
跌破离场 |
| 42 |
2026-04-21 |
2026-05-19 |
32.44212972 |
31.04892 |
¥-3.1万 |
-4.32% |
跌破离场 |
| 43 |
2026-06-11 |
2026-07-01 |
32.762545816 |
29.820149999999998 |
¥-6.1万 |
-9.01% |
跌破离场 |
| 44 |
2026-07-16 |
2026-10-23 |
31.540959450000003 |
34.0659 |
¥4.8万 |
+7.97% |
跌破离场 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-11 |
突破买入 |
买入 |
15.655639999999998 |
63000.0 |
¥98.7万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
18.33165 |
63000.0 |
¥1.15M |
|
| 2015-06-04 |
突破买入 |
买入 |
21.020999999999997 |
54900.0 |
¥1.15M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
19.23075 |
54900.0 |
¥1.06M |
|
| 2015-10-13 |
突破买入 |
买入 |
12.262249999999996 |
85700.0 |
¥1.05M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
14.265719999999998 |
85700.0 |
¥1.22M |
|
| 2016-03-22 |
突破买入 |
买入 |
13.763749999999998 |
89300.0 |
¥1.23M |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
15.993990000000004 |
89300.0 |
¥1.43M |
|
| 2017-01-19 |
突破买入 |
买入 |
17.76775 |
80800.0 |
¥1.44M |
首仓入场 |
| 2017-03-10 |
跌破离场 |
卖出 |
17.93205 |
80800.0 |
¥1.45M |
|
| 2017-05-15 |
突破买入 |
买入 |
17.837819999999997 |
81100.0 |
¥1.45M |
首仓入场 |
| 2017-07-12 |
跌破离场 |
卖出 |
15.0849 |
81100.0 |
¥1.22M |
|
| 2017-10-17 |
突破买入 |
买入 |
16.64663 |
73300.0 |
¥1.22M |
首仓入场 |
| 2017-12-08 |
跌破离场 |
卖出 |
17.172810000000002 |
73300.0 |
¥1.26M |
|
| 2018-01-03 |
突破买入 |
买入 |
18.47846 |
68100.0 |
¥1.26M |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
18.79119 |
68100.0 |
¥1.28M |
|
| 2018-08-01 |
突破买入 |
买入 |
17.48747 |
73400.0 |
¥1.28M |
首仓入场 |
| 2018-08-16 |
跌破离场 |
卖出 |
16.2837 |
73400.0 |
¥1.19M |
|
| 2018-09-25 |
突破买入 |
买入 |
17.357339999999997 |
68300.0 |
¥1.19M |
首仓入场 |
| 2018-10-19 |
跌破离场 |
卖出 |
16.25373 |
68300.0 |
¥1.11M |
|
| 2018-11-05 |
突破买入 |
买入 |
18.1 |
61100.0 |
¥1.11M |
首仓入场 |
| 2018-11-28 |
跌破离场 |
卖出 |
16.76322 |
61100.0 |
¥1.02M |
|
| 2019-01-21 |
突破买入 |
买入 |
16.8168 |
61300.0 |
¥1.03M |
首仓入场 |
| 2019-04-23 |
跌破离场 |
卖出 |
22.6773 |
61300.0 |
¥1.39M |
|
| 2019-05-29 |
突破买入 |
买入 |
23.313289999999995 |
59100.0 |
¥1.38M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
23.25672 |
59100.0 |
¥1.37M |
|
| 2019-09-27 |
突破买入 |
买入 |
25.325300000000002 |
54300.0 |
¥1.38M |
首仓入场 |
| 2019-11-25 |
跌破离场 |
卖出 |
27.51 |
54300.0 |
¥1.49M |
|
| 2020-01-03 |
突破买入 |
买入 |
29.059029999999996 |
51700.0 |
¥1.50M |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
27.63234 |
51700.0 |
¥1.43M |
|
| 2020-03-06 |
突破买入 |
买入 |
27.71769 |
51300.0 |
¥1.42M |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
24.69528 |
51300.0 |
¥1.27M |
|
| 2020-04-28 |
突破买入 |
买入 |
24.974949999999993 |
51200.0 |
¥1.28M |
首仓入场 |
| 2020-06-19 |
跌破离场 |
卖出 |
25.52445 |
51200.0 |
¥1.31M |
|
| 2020-07-08 |
突破买入 |
买入 |
31.231199999999994 |
41200.0 |
¥1.29M |
首仓入场 |
| 2020-09-14 |
跌破离场 |
卖出 |
32.39757 |
41200.0 |
¥1.33M |
|
| 2020-10-16 |
突破买入 |
买入 |
34.85482 |
38500.0 |
¥1.34M |
首仓入场 |
| 2020-11-17 |
跌破离场 |
卖出 |
32.967 |
38500.0 |
¥1.27M |
|
| 2020-11-24 |
突破买入 |
买入 |
37.04 |
34400.0 |
¥1.27M |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
35.1648 |
34400.0 |
¥1.21M |
|
| 2021-01-07 |
突破买入 |
买入 |
37.02699 |
32700.0 |
¥1.21M |
首仓入场 |
| 2021-03-01 |
跌破离场 |
卖出 |
40.46949 |
32700.0 |
¥1.32M |
|
| 2021-04-22 |
突破买入 |
买入 |
40.94089999999999 |
32200.0 |
¥1.32M |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
40.259699999999995 |
32200.0 |
¥1.30M |
|
| 2021-10-12 |
突破买入 |
买入 |
37.41738 |
34500.0 |
¥1.29M |
首仓入场 |
| 2021-11-08 |
跌破离场 |
卖出 |
37.24272 |
34500.0 |
¥1.28M |
|
| 2022-01-21 |
突破买入 |
买入 |
40.480439999999994 |
31800.0 |
¥1.29M |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
38.2617 |
31800.0 |
¥1.22M |
|
| 2022-04-07 |
突破买入 |
买入 |
38.96892999999999 |
31300.0 |
¥1.22M |
首仓入场 |
| 2022-04-26 |
跌破离场 |
卖出 |
35.01495 |
31300.0 |
¥1.10M |
|
| 2022-07-01 |
突破买入 |
买入 |
35.84581 |
30600.0 |
¥1.10M |
首仓入场 |
| 2022-07-14 |
跌破离场 |
卖出 |
32.5674 |
30600.0 |
¥99.6万 |
|
| 2022-09-14 |
突破买入 |
买入 |
31.581549999999996 |
31000.0 |
¥97.9万 |
首仓入场 |
| 2022-10-14 |
跌破离场 |
卖出 |
30.039930000000002 |
31000.0 |
¥93.1万 |
|
| 2022-11-28 |
突破买入 |
买入 |
29.8 |
31000.0 |
¥92.4万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
31.14882 |
31000.0 |
¥96.5万 |
|
| 2023-01-05 |
突破买入 |
买入 |
33.55352 |
29500.0 |
¥99.0万 |
首仓入场 |
| 2023-02-06 |
跌破离场 |
卖出 |
31.51845 |
29500.0 |
¥93.0万 |
|
| 2023-04-17 |
突破买入 |
买入 |
28.44842 |
32400.0 |
¥92.2万 |
首仓入场 |
| 2023-04-25 |
跌破离场 |
卖出 |
25.914060000000003 |
32400.0 |
¥83.9万 |
|
| 2023-07-26 |
突破买入 |
买入 |
26.64662 |
31800.0 |
¥84.8万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
27.3726 |
31800.0 |
¥87.0万 |
|
| 2023-09-05 |
突破买入 |
买入 |
28.798769999999998 |
30000.0 |
¥86.4万 |
首仓入场 |
| 2023-09-28 |
跌破离场 |
卖出 |
27.12285 |
30000.0 |
¥81.3万 |
|
| 2024-01-29 |
突破买入 |
买入 |
21.651629999999997 |
37900.0 |
¥82.1万 |
首仓入场 |
| 2024-03-15 |
跌破离场 |
卖出 |
21.29868 |
37900.0 |
¥80.7万 |
|
| 2024-04-18 |
突破买入 |
买入 |
22.05203 |
36300.0 |
¥80.1万 |
首仓入场 |
| 2024-06-04 |
跌破离场 |
卖出 |
24.2757 |
36300.0 |
¥88.1万 |
|
| 2024-10-09 |
突破买入 |
买入 |
27.16 |
31600.0 |
¥85.9万 |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
24.91506 |
31600.0 |
¥78.7万 |
|
| 2025-02-05 |
突破买入 |
买入 |
26.416389999999996 |
30800.0 |
¥81.4万 |
首仓入场 |
| 2025-02-20 |
跌破离场 |
卖出 |
24.715259999999997 |
30800.0 |
¥76.1万 |
|
| 2025-03-20 |
突破买入 |
买入 |
26.686659999999996 |
28500.0 |
¥76.1万 |
首仓入场 |
| 2025-04-07 |
跌破离场 |
卖出 |
24.3756 |
28500.0 |
¥69.4万 |
|
| 2025-05-12 |
突破买入 |
买入 |
25.29526999999999 |
27500.0 |
¥69.6万 |
首仓入场 |
| 2025-07-17 |
跌破离场 |
卖出 |
26.753220000000002 |
27500.0 |
¥73.5万 |
|
| 2025-07-29 |
突破买入 |
买入 |
29.329299999999996 |
25000.0 |
¥73.3万 |
首仓入场 |
| 2025-09-17 |
跌破离场 |
卖出 |
27.29268 |
25000.0 |
¥68.2万 |
|
| 2025-10-24 |
突破买入 |
买入 |
27.877849999999995 |
24400.0 |
¥68.0万 |
首仓入场 |
| 2025-12-11 |
跌破离场 |
卖出 |
27.86211 |
24400.0 |
¥68.0万 |
|
| 2026-01-08 |
突破买入 |
买入 |
29.14 |
23400.0 |
¥68.2万 |
首仓入场 |
| 2026-03-19 |
跌破离场 |
卖出 |
30.24972 |
23400.0 |
¥70.8万 |
|
| 2026-04-21 |
突破买入 |
买入 |
32.432399999999994 |
21800.0 |
¥70.7万 |
首仓入场 |
| 2026-05-19 |
跌破离场 |
卖出 |
31.04892 |
21800.0 |
¥67.7万 |
|
| 2026-06-11 |
突破买入 |
买入 |
32.75272 |
20700.0 |
¥67.8万 |
首仓入场 |
| 2026-07-01 |
跌破离场 |
卖出 |
29.820149999999998 |
20700.0 |
¥61.7万 |
|
| 2026-07-16 |
突破买入 |
买入 |
31.5315 |
19000.0 |
¥59.9万 |
首仓入场 |
| 2026-10-23 |
跌破离场 |
卖出 |
34.0659 |
19000.0 |
¥64.7万 |
|