002179 中航光电 — 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: ¥25.7万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -74.29%）
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 43 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 |
2015-03-18 |
2015-06-17 |
30.389464105 |
41.358599999999996 |
¥35.9万 |
+36.05% |
跌破离场 |
| 2 |
2015-07-21 |
2015-08-24 |
45.35890359 |
37.91205 |
¥-20.7万 |
-16.44% |
跌破离场 |
| 3 |
2015-10-14 |
2016-01-05 |
39.180880738999996 |
33.74622 |
¥-16.0万 |
-13.90% |
跌破离场 |
| 4 |
2016-02-18 |
2016-02-26 |
35.34590059 |
31.12884 |
¥-11.8万 |
-11.96% |
跌破离场 |
| 5 |
2016-03-23 |
2016-07-25 |
34.845250439999994 |
41.1588 |
¥15.4万 |
+18.08% |
跌破离场 |
| 6 |
2016-10-11 |
2016-10-27 |
41.462435000000006 |
39.4605 |
¥-5.0万 |
-4.86% |
跌破离场 |
| 7 |
2017-01-06 |
2017-02-16 |
39.050711699999994 |
38.721239999999995 |
¥-8,527 |
-0.87% |
跌破离场 |
| 8 |
2017-03-14 |
2017-03-31 |
41.052312 |
37.562400000000004 |
¥-8.2万 |
-8.53% |
跌破离场 |
| 9 |
2017-06-14 |
2017-08-04 |
30.129126026999998 |
32.86 |
¥7.9万 |
+9.03% |
跌破离场 |
| 10 |
2017-09-28 |
2017-11-02 |
37.148241129999995 |
36.08388 |
¥-2.8万 |
-2.89% |
跌破离场 |
| 11 |
2017-11-21 |
2017-12-06 |
39.801686925 |
35.0 |
¥-11.2万 |
-12.09% |
跌破离场 |
| 12 |
2018-01-03 |
2018-01-11 |
41.343689387 |
38.03193 |
¥-6.6万 |
-8.04% |
跌破离场 |
| 13 |
2018-03-07 |
2018-04-18 |
39.19089374199999 |
40.06989 |
¥1.7万 |
+2.21% |
跌破离场 |
| 14 |
2018-07-10 |
2018-08-03 |
41.854352539999994 |
40.089870000000005 |
¥-3.3万 |
-4.24% |
跌破离场 |
| 15 |
2018-09-05 |
2018-10-12 |
43.556563049999994 |
40.7592 |
¥-4.7万 |
-6.45% |
跌破离场 |
| 16 |
2019-02-19 |
2019-03-27 |
39.52132284099999 |
39.62034 |
¥1,534 |
+0.22% |
跌破离场 |
| 17 |
2019-04-29 |
2019-05-20 |
42.41508070799999 |
32.837129999999995 |
¥-15.6万 |
-22.60% |
跌破离场 |
| 18 |
2019-06-27 |
2019-07-23 |
34.02418419399999 |
34.055910000000004 |
¥342 |
+0.06% |
跌破离场 |
| 19 |
2019-07-29 |
2019-09-12 |
37.418592210999996 |
41.948010000000004 |
¥6.5万 |
+12.07% |
跌破离场 |
| 20 |
2020-01-07 |
2020-01-20 |
40.692844191999995 |
38.721239999999995 |
¥-3.0万 |
-4.87% |
跌破离场 |
| 21 |
2020-02-24 |
2020-03-10 |
39.751621910000004 |
37.262699999999995 |
¥-3.6万 |
-6.29% |
跌破离场 |
| 22 |
2020-05-06 |
2020-05-21 |
35.706368697999984 |
35.08488 |
¥-9,480 |
-1.77% |
跌破离场 |
| 23 |
2020-06-29 |
2020-08-21 |
37.24837116 |
43.22 |
¥8.5万 |
+16.00% |
跌破离场 |
| 24 |
2020-10-15 |
2021-01-27 |
50.13510602099999 |
68.64 |
¥22.6万 |
+36.87% |
跌破离场 |
| 25 |
2021-04-13 |
2021-04-27 |
74.89726243999999 |
73.17675 |
¥-1.9万 |
-2.33% |
跌破离场 |
| 26 |
2021-06-01 |
2021-06-16 |
77.10012309999999 |
72.927 |
¥-4.4万 |
-5.44% |
跌破离场 |
| 27 |
2021-07-09 |
2021-09-06 |
84.60987535 |
85.94397000000001 |
¥1.2万 |
+1.55% |
跌破离场 |
| 28 |
2021-11-01 |
2021-12-10 |
92.22977063299999 |
94.72518 |
¥2.1万 |
+2.67% |
跌破离场 |
| 29 |
2022-06-07 |
2022-06-14 |
88.17450441799998 |
60.939 |
¥-24.8万 |
-30.91% |
跌破离场 |
| 30 |
2022-09-15 |
2022-09-28 |
66.78673001000001 |
62.667269999999995 |
¥-3.5万 |
-6.20% |
跌破离场 |
| 31 |
2023-07-03 |
2023-07-31 |
45.398955602 |
42.727230000000006 |
¥-3.1万 |
-5.91% |
跌破离场 |
| 32 |
2024-03-06 |
2024-03-28 |
35.660695 |
33.736230000000006 |
¥-2.7万 |
-5.42% |
跌破离场 |
| 33 |
2024-05-08 |
2024-05-27 |
35.365926595999994 |
35.234730000000006 |
¥-1,871 |
-0.40% |
跌破离场 |
| 34 |
2024-06-12 |
2024-07-09 |
38.41989251099999 |
35.4645 |
¥-3.6万 |
-7.72% |
跌破离场 |
| 35 |
2024-07-22 |
2024-08-06 |
39.000646685 |
37.18 |
¥-2.0万 |
-4.70% |
跌破离场 |
| 36 |
2024-10-09 |
2024-11-15 |
47.0141 |
42.03792 |
¥-4.3万 |
-10.61% |
跌破离场 |
| 37 |
2025-03-10 |
2025-04-08 |
42.0546126 |
39.66 |
¥-2.1万 |
-5.72% |
跌破离场 |
| 38 |
2025-08-15 |
2025-09-04 |
40.362415092999996 |
39.61035 |
¥-6,494 |
-1.89% |
跌破离场 |
| 39 |
2025-12-30 |
2026-01-22 |
35.73640770699999 |
36.42 |
¥6,323 |
+1.88% |
跌破离场 |
| 40 |
2026-03-12 |
2026-03-23 |
37.12821512399999 |
32.78718 |
¥-4.0万 |
-11.72% |
跌破离场 |
| 41 |
2026-05-13 |
2026-06-01 |
40.873078246 |
36.71325 |
¥-3.1万 |
-10.20% |
跌破离场 |
| 42 |
2026-06-23 |
2026-07-10 |
42.795574822 |
40.559400000000004 |
¥-1.4万 |
-5.25% |
跌破离场 |
| 43 |
2026-11-05 |
2026-11-13 |
34.604938368 |
33.78 |
¥-6,263 |
-2.41% |
强平 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
突破买入 |
买入 |
30.380349999999996 |
32800.0 |
¥99.7万 |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
41.358599999999996 |
32800.0 |
¥1.36M |
|
| 2015-07-21 |
突破买入 |
买入 |
45.345299999999995 |
27800.0 |
¥1.26M |
首仓入场 |
| 2015-08-24 |
跌破离场 |
卖出 |
37.91205 |
27800.0 |
¥1.05M |
|
| 2015-10-14 |
突破买入 |
买入 |
39.169129999999996 |
29300.0 |
¥1.15M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
33.74622 |
29300.0 |
¥98.8万 |
|
| 2016-02-18 |
突破买入 |
买入 |
35.3353 |
28000.0 |
¥99.0万 |
首仓入场 |
| 2016-02-26 |
跌破离场 |
卖出 |
31.12884 |
28000.0 |
¥87.1万 |
|
| 2016-03-23 |
突破买入 |
买入 |
34.834799999999994 |
24500.0 |
¥85.4万 |
首仓入场 |
| 2016-07-25 |
跌破离场 |
卖出 |
41.1588 |
24500.0 |
¥1.01M |
|
| 2016-10-11 |
突破买入 |
买入 |
41.45 |
24800.0 |
¥1.03M |
首仓入场 |
| 2016-10-27 |
跌破离场 |
卖出 |
39.4605 |
24800.0 |
¥97.8万 |
|
| 2017-01-06 |
突破买入 |
买入 |
39.038999999999994 |
25000.0 |
¥97.6万 |
首仓入场 |
| 2017-02-16 |
跌破离场 |
卖出 |
38.721239999999995 |
25000.0 |
¥96.8万 |
|
| 2017-03-14 |
突破买入 |
买入 |
41.04 |
23500.0 |
¥96.5万 |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
37.562400000000004 |
23500.0 |
¥88.2万 |
|
| 2017-06-14 |
突破买入 |
买入 |
30.120089999999998 |
29200.0 |
¥88.0万 |
首仓入场 |
| 2017-08-04 |
跌破离场 |
卖出 |
32.86 |
29200.0 |
¥95.9万 |
|
| 2017-09-28 |
突破买入 |
买入 |
37.1371 |
25900.0 |
¥96.2万 |
首仓入场 |
| 2017-11-02 |
跌破离场 |
卖出 |
36.08388 |
25900.0 |
¥93.4万 |
|
| 2017-11-21 |
突破买入 |
买入 |
39.78975 |
23300.0 |
¥92.7万 |
首仓入场 |
| 2017-12-06 |
跌破离场 |
卖出 |
35.0 |
23300.0 |
¥81.5万 |
|
| 2018-01-03 |
突破买入 |
买入 |
41.331289999999996 |
20000.0 |
¥82.7万 |
首仓入场 |
| 2018-01-11 |
跌破离场 |
卖出 |
38.03193 |
20000.0 |
¥76.0万 |
|
| 2018-03-07 |
突破买入 |
买入 |
39.17914 |
19200.0 |
¥75.2万 |
首仓入场 |
| 2018-04-18 |
跌破离场 |
卖出 |
40.06989 |
19200.0 |
¥76.9万 |
|
| 2018-07-10 |
突破买入 |
买入 |
41.84179999999999 |
18400.0 |
¥77.0万 |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
40.089870000000005 |
18400.0 |
¥73.7万 |
|
| 2018-09-05 |
突破买入 |
买入 |
43.543499999999995 |
16900.0 |
¥73.6万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
40.7592 |
16900.0 |
¥68.9万 |
|
| 2019-02-19 |
突破买入 |
买入 |
39.50946999999999 |
17600.0 |
¥69.6万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
39.62034 |
17600.0 |
¥69.7万 |
|
| 2019-04-29 |
突破买入 |
买入 |
42.402359999999994 |
16300.0 |
¥69.1万 |
首仓入场 |
| 2019-05-20 |
跌破离场 |
卖出 |
32.837129999999995 |
16300.0 |
¥53.5万 |
|
| 2019-06-27 |
突破买入 |
买入 |
34.01398 |
15900.0 |
¥54.1万 |
首仓入场 |
| 2019-07-23 |
跌破离场 |
卖出 |
34.055910000000004 |
15900.0 |
¥54.1万 |
|
| 2019-07-29 |
突破买入 |
买入 |
37.40736999999999 |
14500.0 |
¥54.3万 |
首仓入场 |
| 2019-09-12 |
跌破离场 |
卖出 |
41.948010000000004 |
14500.0 |
¥60.8万 |
|
| 2020-01-07 |
突破买入 |
买入 |
40.68064 |
14900.0 |
¥60.6万 |
首仓入场 |
| 2020-01-20 |
跌破离场 |
卖出 |
38.721239999999995 |
14900.0 |
¥57.7万 |
|
| 2020-02-24 |
突破买入 |
买入 |
39.7397 |
14500.0 |
¥57.6万 |
首仓入场 |
| 2020-03-10 |
跌破离场 |
卖出 |
37.262699999999995 |
14500.0 |
¥54.0万 |
|
| 2020-05-06 |
突破买入 |
买入 |
35.69565999999999 |
15000.0 |
¥53.6万 |
首仓入场 |
| 2020-05-21 |
跌破离场 |
卖出 |
35.08488 |
15000.0 |
¥52.6万 |
|
| 2020-06-29 |
突破买入 |
买入 |
37.2372 |
14200.0 |
¥52.9万 |
首仓入场 |
| 2020-08-21 |
跌破离场 |
卖出 |
43.22 |
14200.0 |
¥61.4万 |
|
| 2020-10-15 |
突破买入 |
买入 |
50.12006999999999 |
12200.0 |
¥61.2万 |
首仓入场 |
| 2021-01-27 |
跌破离场 |
卖出 |
68.64 |
12200.0 |
¥83.7万 |
|
| 2021-04-13 |
突破买入 |
买入 |
74.8748 |
11000.0 |
¥82.4万 |
首仓入场 |
| 2021-04-27 |
跌破离场 |
卖出 |
73.17675 |
11000.0 |
¥80.5万 |
|
| 2021-06-01 |
突破买入 |
买入 |
77.077 |
10600.0 |
¥81.7万 |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
72.927 |
10600.0 |
¥77.3万 |
|
| 2021-07-09 |
突破买入 |
买入 |
84.58449999999999 |
9200.0 |
¥77.8万 |
首仓入场 |
| 2021-09-06 |
跌破离场 |
卖出 |
85.94397000000001 |
9200.0 |
¥79.0万 |
|
| 2021-11-01 |
突破买入 |
买入 |
92.20210999999999 |
8500.0 |
¥78.4万 |
首仓入场 |
| 2021-12-10 |
跌破离场 |
卖出 |
94.72518 |
8500.0 |
¥80.5万 |
|
| 2022-06-07 |
突破买入 |
买入 |
88.14805999999999 |
9100.0 |
¥80.2万 |
首仓入场 |
| 2022-06-14 |
跌破离场 |
卖出 |
60.939 |
9100.0 |
¥55.4万 |
|
| 2022-09-15 |
突破买入 |
买入 |
66.7667 |
8400.0 |
¥56.1万 |
首仓入场 |
| 2022-09-28 |
跌破离场 |
卖出 |
62.667269999999995 |
8400.0 |
¥52.6万 |
|
| 2023-07-03 |
突破买入 |
买入 |
45.38534 |
11600.0 |
¥52.7万 |
首仓入场 |
| 2023-07-31 |
跌破离场 |
卖出 |
42.727230000000006 |
11600.0 |
¥49.5万 |
|
| 2024-03-06 |
突破买入 |
买入 |
35.65 |
13900.0 |
¥49.6万 |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
33.736230000000006 |
13900.0 |
¥46.9万 |
|
| 2024-05-08 |
突破买入 |
买入 |
35.35532 |
13200.0 |
¥46.7万 |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
35.234730000000006 |
13200.0 |
¥46.5万 |
|
| 2024-06-12 |
突破买入 |
买入 |
38.40836999999999 |
12100.0 |
¥46.5万 |
首仓入场 |
| 2024-07-09 |
跌破离场 |
卖出 |
35.4645 |
12100.0 |
¥42.9万 |
|
| 2024-07-22 |
突破买入 |
买入 |
38.988949999999996 |
11100.0 |
¥43.3万 |
首仓入场 |
| 2024-08-06 |
跌破离场 |
卖出 |
37.18 |
11100.0 |
¥41.3万 |
|
| 2024-10-09 |
突破买入 |
买入 |
47.0 |
8600.0 |
¥40.4万 |
首仓入场 |
| 2024-11-15 |
跌破离场 |
卖出 |
42.03792 |
8600.0 |
¥36.1万 |
|
| 2025-03-10 |
突破买入 |
买入 |
42.041999999999994 |
8800.0 |
¥37.0万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
39.66 |
8800.0 |
¥34.9万 |
|
| 2025-08-15 |
突破买入 |
买入 |
40.35031 |
8500.0 |
¥34.3万 |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
39.61035 |
8500.0 |
¥33.7万 |
|
| 2025-12-30 |
突破买入 |
买入 |
35.72568999999999 |
9400.0 |
¥33.6万 |
首仓入场 |
| 2026-01-22 |
跌破离场 |
卖出 |
36.42 |
9400.0 |
¥34.2万 |
|
| 2026-03-12 |
突破买入 |
买入 |
37.117079999999994 |
9300.0 |
¥34.5万 |
首仓入场 |
| 2026-03-23 |
跌破离场 |
卖出 |
32.78718 |
9300.0 |
¥30.5万 |
|
| 2026-05-13 |
突破买入 |
买入 |
40.86082 |
7500.0 |
¥30.7万 |
首仓入场 |
| 2026-06-01 |
跌破离场 |
卖出 |
36.71325 |
7500.0 |
¥27.5万 |
|
| 2026-06-23 |
突破买入 |
买入 |
42.78274 |
6400.0 |
¥27.4万 |
首仓入场 |
| 2026-07-10 |
跌破离场 |
卖出 |
40.559400000000004 |
6400.0 |
¥26.0万 |
|
| 2026-11-05 |
突破买入 |
买入 |
34.59456 |
7500.0 |
¥26.0万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
33.78 |
7500 |
¥25.3万 |
回测结束强平 |