002202 金风科技 — 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: ¥1.84M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +84.20%）
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 33 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 |
2015-03-24 |
2015-05-08 |
16.154844999999998 |
19.49049 |
¥20.5万 |
+20.61% |
跌破离场 |
| 2 |
2015-06-04 |
2015-06-23 |
25.182702544999994 |
20.1798 |
¥-23.8万 |
-19.89% |
跌破离场 |
| 3 |
2015-12-02 |
2016-01-05 |
17.152274138999996 |
20.189790000000002 |
¥16.9万 |
+17.67% |
跌破离场 |
| 4 |
2016-07-07 |
2016-07-28 |
15.480102638000002 |
15.32466 |
¥-1.2万 |
-1.03% |
跌破离场 |
| 5 |
2016-08-16 |
2016-09-13 |
16.561506961999996 |
15.694289999999999 |
¥-5.9万 |
-5.26% |
跌破离场 |
| 6 |
2016-11-04 |
2016-12-13 |
16.721715009999997 |
16.65 |
¥-4,848 |
-0.46% |
跌破离场 |
| 7 |
2017-03-27 |
2017-03-31 |
17.392586211 |
16.11387 |
¥-7.8万 |
-7.38% |
跌破离场 |
| 8 |
2017-06-12 |
2017-07-13 |
15.319894589999999 |
15.10488 |
¥-1.4万 |
-1.43% |
跌破离场 |
| 9 |
2017-09-22 |
2018-01-16 |
13.567619064999999 |
17.35263 |
¥26.9万 |
+27.86% |
跌破离场 |
| 10 |
2018-03-13 |
2018-03-27 |
18.203639453999997 |
18.09189 |
¥-7,945 |
-0.64% |
跌破离场 |
| 11 |
2018-07-25 |
2018-08-03 |
14.478802337999998 |
13.06692 |
¥-12.0万 |
-9.78% |
跌破离场 |
| 12 |
2018-11-13 |
2018-12-20 |
10.91417327 |
10.25973 |
¥-6.7万 |
-6.02% |
跌破离场 |
| 13 |
2019-01-22 |
2019-04-12 |
11.233369 |
12.99699 |
¥16.2万 |
+15.67% |
跌破离场 |
| 14 |
2019-06-24 |
2019-08-01 |
11.815343539999999 |
11.90808 |
¥9,014 |
+0.75% |
跌破离场 |
| 15 |
2019-08-28 |
2019-09-24 |
12.896747863999998 |
13.016969999999999 |
¥1.1万 |
+0.90% |
跌破离场 |
| 16 |
2020-01-07 |
2020-01-22 |
12.856695852 |
12.03795 |
¥-7.8万 |
-6.40% |
跌破离场 |
| 17 |
2020-06-15 |
2020-08-24 |
10.283354080999997 |
11.318670000000001 |
¥11.4万 |
+10.03% |
跌破离场 |
| 18 |
2020-10-16 |
2020-11-18 |
12.41612372 |
11.37861 |
¥-10.5万 |
-8.38% |
跌破离场 |
| 19 |
2020-12-22 |
2021-02-08 |
13.564068 |
13.586399999999998 |
¥1,534 |
+0.13% |
跌破离场 |
| 20 |
2021-07-27 |
2021-08-17 |
13.637710085999995 |
13.1868 |
¥-3.8万 |
-3.34% |
跌破离场 |
| 21 |
2022-05-20 |
2022-08-23 |
12.275941677999999 |
14.01597 |
¥15.8万 |
+14.14% |
跌破离场 |
| 22 |
2022-12-07 |
2022-12-13 |
11.865408555 |
11.098889999999999 |
¥-8.3万 |
-6.49% |
跌破离场 |
| 23 |
2023-01-31 |
2023-02-17 |
11.61508348 |
11.33865 |
¥-2.9万 |
-2.41% |
跌破离场 |
| 24 |
2023-07-14 |
2023-08-22 |
10.894147263999999 |
10.32966 |
¥-6.0万 |
-5.21% |
跌破离场 |
| 25 |
2024-05-13 |
2024-06-04 |
7.960337384999999 |
7.65234 |
¥-4.3万 |
-3.90% |
跌破离场 |
| 26 |
2024-07-23 |
2024-08-19 |
7.069180117999998 |
7.502489999999999 |
¥6.4万 |
+6.10% |
跌破离场 |
| 27 |
2024-08-28 |
2024-11-18 |
8.230688466 |
10.41 |
¥29.6万 |
+26.44% |
跌破离场 |
| 28 |
2025-03-21 |
2025-04-01 |
9.532378856 |
8.881110000000001 |
¥-9.7万 |
-6.86% |
跌破离场 |
| 29 |
2025-08-13 |
2025-11-19 |
10.333419095999998 |
14.67531 |
¥55.4万 |
+41.98% |
跌破离场 |
| 30 |
2025-12-12 |
2026-02-06 |
16.841871046 |
24.76 |
¥87.3万 |
+46.97% |
跌破离场 |
| 31 |
2026-03-12 |
2026-03-24 |
29.978930981999998 |
28.05192 |
¥-17.6万 |
-6.46% |
跌破离场 |
| 32 |
2026-05-08 |
2026-05-28 |
28.126525426999994 |
23.576400000000003 |
¥-41.1万 |
-16.20% |
跌破离场 |
| 33 |
2026-07-02 |
2026-07-10 |
24.141350232999994 |
20.44953 |
¥-32.4万 |
-15.32% |
跌破离场 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-24 |
突破买入 |
买入 |
16.15 |
61600.0 |
¥99.5万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
19.49049 |
61600.0 |
¥1.20M |
|
| 2015-06-04 |
突破买入 |
买入 |
25.17514999999999 |
47600.0 |
¥1.20M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
20.1798 |
47600.0 |
¥96.0万 |
|
| 2015-12-02 |
突破买入 |
买入 |
17.147129999999997 |
55900.0 |
¥95.9万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
20.189790000000002 |
55900.0 |
¥1.13M |
|
| 2016-07-07 |
突破买入 |
买入 |
15.47546 |
73200.0 |
¥1.13M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
15.32466 |
73200.0 |
¥1.12M |
|
| 2016-08-16 |
突破买入 |
买入 |
16.55654 |
67600.0 |
¥1.12M |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
15.694289999999999 |
67600.0 |
¥1.06M |
|
| 2016-11-04 |
突破买入 |
买入 |
16.716699999999996 |
63200.0 |
¥1.06M |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
16.65 |
63200.0 |
¥1.05M |
|
| 2017-03-27 |
突破买入 |
买入 |
17.38737 |
60600.0 |
¥1.05M |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
16.11387 |
60600.0 |
¥97.6万 |
|
| 2017-06-12 |
突破买入 |
买入 |
15.315299999999999 |
63500.0 |
¥97.3万 |
首仓入场 |
| 2017-07-13 |
跌破离场 |
卖出 |
15.10488 |
63500.0 |
¥95.9万 |
|
| 2017-09-22 |
突破买入 |
买入 |
13.56355 |
71200.0 |
¥96.6万 |
首仓入场 |
| 2018-01-16 |
跌破离场 |
卖出 |
17.35263 |
71200.0 |
¥1.24M |
|
| 2018-03-13 |
突破买入 |
买入 |
18.198179999999997 |
67800.0 |
¥1.23M |
首仓入场 |
| 2018-03-27 |
跌破离场 |
卖出 |
18.09189 |
67800.0 |
¥1.23M |
|
| 2018-07-25 |
突破买入 |
买入 |
14.474459999999999 |
84900.0 |
¥1.23M |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
13.06692 |
84900.0 |
¥1.11M |
|
| 2018-11-13 |
突破买入 |
买入 |
10.9109 |
101600.0 |
¥1.11M |
首仓入场 |
| 2018-12-20 |
跌破离场 |
卖出 |
10.25973 |
101600.0 |
¥1.04M |
|
| 2019-01-22 |
突破买入 |
买入 |
11.23 |
92100.0 |
¥1.03M |
首仓入场 |
| 2019-04-12 |
跌破离场 |
卖出 |
12.99699 |
92100.0 |
¥1.20M |
|
| 2019-06-24 |
突破买入 |
买入 |
11.8118 |
101100.0 |
¥1.19M |
首仓入场 |
| 2019-08-01 |
跌破离场 |
卖出 |
11.90808 |
101100.0 |
¥1.20M |
|
| 2019-08-28 |
突破买入 |
买入 |
12.892879999999998 |
92500.0 |
¥1.19M |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
13.016969999999999 |
92500.0 |
¥1.20M |
|
| 2020-01-07 |
突破买入 |
买入 |
12.852839999999999 |
95000.0 |
¥1.22M |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
12.03795 |
95000.0 |
¥1.14M |
|
| 2020-06-15 |
突破买入 |
买入 |
10.280269999999998 |
110200.0 |
¥1.13M |
首仓入场 |
| 2020-08-24 |
跌破离场 |
卖出 |
11.318670000000001 |
110200.0 |
¥1.25M |
|
| 2020-10-16 |
突破买入 |
买入 |
12.4124 |
100800.0 |
¥1.25M |
首仓入场 |
| 2020-11-18 |
跌破离场 |
卖出 |
11.37861 |
100800.0 |
¥1.15M |
|
| 2020-12-22 |
突破买入 |
买入 |
13.56 |
84000.0 |
¥1.14M |
首仓入场 |
| 2021-02-08 |
跌破离场 |
卖出 |
13.586399999999998 |
84000.0 |
¥1.14M |
|
| 2021-07-27 |
突破买入 |
买入 |
13.633619999999995 |
84600.0 |
¥1.15M |
首仓入场 |
| 2021-08-17 |
跌破离场 |
卖出 |
13.1868 |
84600.0 |
¥1.12M |
|
| 2022-05-20 |
突破买入 |
买入 |
12.27226 |
90900.0 |
¥1.12M |
首仓入场 |
| 2022-08-23 |
跌破离场 |
卖出 |
14.01597 |
90900.0 |
¥1.27M |
|
| 2022-12-07 |
突破买入 |
买入 |
11.861849999999999 |
107300.0 |
¥1.27M |
首仓入场 |
| 2022-12-13 |
跌破离场 |
卖出 |
11.098889999999999 |
107300.0 |
¥1.19M |
|
| 2023-01-31 |
突破买入 |
买入 |
11.611599999999997 |
102500.0 |
¥1.19M |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
11.33865 |
102500.0 |
¥1.16M |
|
| 2023-07-14 |
突破买入 |
买入 |
10.89088 |
106300.0 |
¥1.16M |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
10.32966 |
106300.0 |
¥1.10M |
|
| 2024-05-13 |
突破买入 |
买入 |
7.957949999999999 |
137600.0 |
¥1.10M |
首仓入场 |
| 2024-06-04 |
跌破离场 |
卖出 |
7.65234 |
137600.0 |
¥1.05M |
|
| 2024-07-23 |
突破买入 |
买入 |
7.067059999999998 |
149500.0 |
¥1.06M |
首仓入场 |
| 2024-08-19 |
跌破离场 |
卖出 |
7.502489999999999 |
149500.0 |
¥1.12M |
|
| 2024-08-28 |
突破买入 |
买入 |
8.22822 |
136100.0 |
¥1.12M |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
10.41 |
136100.0 |
¥1.42M |
|
| 2025-03-21 |
突破买入 |
买入 |
9.529519999999998 |
148400.0 |
¥1.41M |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
8.881110000000001 |
148400.0 |
¥1.32M |
|
| 2025-08-13 |
突破买入 |
买入 |
10.330319999999999 |
127700.0 |
¥1.32M |
首仓入场 |
| 2025-11-19 |
跌破离场 |
卖出 |
14.67531 |
127700.0 |
¥1.87M |
|
| 2025-12-12 |
突破买入 |
买入 |
16.83682 |
110300.0 |
¥1.86M |
首仓入场 |
| 2026-02-06 |
跌破离场 |
卖出 |
24.76 |
110300.0 |
¥2.73M |
|
| 2026-03-12 |
突破买入 |
买入 |
29.969939999999998 |
90700.0 |
¥2.72M |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
28.05192 |
90700.0 |
¥2.54M |
|
| 2026-05-08 |
突破买入 |
买入 |
28.118089999999995 |
90200.0 |
¥2.54M |
首仓入场 |
| 2026-05-28 |
跌破离场 |
卖出 |
23.576400000000003 |
90200.0 |
¥2.13M |
|
| 2026-07-02 |
突破买入 |
买入 |
24.134109999999996 |
87500.0 |
¥2.11M |
首仓入场 |
| 2026-07-10 |
跌破离场 |
卖出 |
20.44953 |
87500.0 |
¥1.79M |
|