002230 科大讯飞 — 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: ¥1.48M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +47.88%）
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 |
2015-02-17 |
2015-05-06 |
41.543949446999996 |
43.88 |
¥5.6万 |
+5.59% |
跌破离场 |
| 2 |
2015-10-13 |
2015-11-30 |
31.891414554999997 |
34.965 |
¥10.0万 |
+9.60% |
跌破离场 |
| 3 |
2016-02-16 |
2016-03-01 |
29.498306838 |
25.45452 |
¥-15.8万 |
-13.73% |
跌破离场 |
| 4 |
2016-06-07 |
2016-07-29 |
33.04290989999999 |
29.63034 |
¥-10.3万 |
-10.35% |
跌破离场 |
| 5 |
2016-08-26 |
2016-09-05 |
31.469438 |
29.79018 |
¥-4.8万 |
-5.36% |
跌破离场 |
| 6 |
2016-10-21 |
2016-11-10 |
30.519633144 |
29.51 |
¥-2.8万 |
-3.34% |
跌破离场 |
| 7 |
2017-02-07 |
2017-04-11 |
29.838748939999995 |
32.957010000000004 |
¥8.5万 |
+10.42% |
跌破离场 |
| 8 |
2017-06-08 |
2017-09-11 |
31.360725395999996 |
54.50544 |
¥66.4万 |
+73.75% |
跌破离场 |
| 9 |
2017-11-08 |
2017-12-11 |
60.22821304499999 |
60.38955 |
¥3,709 |
+0.24% |
跌破离场 |
| 10 |
2018-03-13 |
2018-03-26 |
60.26826505699999 |
53.646300000000004 |
¥-17.2万 |
-11.01% |
跌破离场 |
| 11 |
2018-11-16 |
2018-12-21 |
25.232767559999992 |
23.46651 |
¥-9.7万 |
-7.03% |
跌破离场 |
| 12 |
2019-02-14 |
2019-04-26 |
30.950192272999992 |
32.98 |
¥8.5万 |
+6.53% |
跌破离场 |
| 13 |
2019-06-24 |
2019-08-07 |
32.14173963 |
30.55941 |
¥-6.8万 |
-4.95% |
跌破离场 |
| 14 |
2019-08-28 |
2019-09-27 |
33.76384611599999 |
32.51745 |
¥-4.9万 |
-3.72% |
跌破离场 |
| 15 |
2019-12-27 |
2020-02-03 |
35.446030619999995 |
31.67 |
¥-13.5万 |
-10.68% |
跌破离场 |
| 16 |
2020-02-07 |
2020-03-13 |
38.93055566400001 |
36.0 |
¥-8.4万 |
-7.56% |
跌破离场 |
| 17 |
2020-06-29 |
2020-07-17 |
36.617551971 |
37.4625 |
¥2.4万 |
+2.28% |
跌破离场 |
| 18 |
2020-10-29 |
2020-11-25 |
37.65890428299999 |
38.871089999999995 |
¥3.4万 |
+3.19% |
跌破离场 |
| 19 |
2021-01-06 |
2021-02-04 |
42.605327765 |
45.78416999999999 |
¥8.2万 |
+7.43% |
跌破离场 |
| 20 |
2021-05-12 |
2021-06-15 |
53.0689159 |
58.15179 |
¥11.3万 |
+9.55% |
跌破离场 |
| 21 |
2021-11-05 |
2021-11-19 |
58.34576848099999 |
56.6433 |
¥-3.8万 |
-2.95% |
跌破离场 |
| 22 |
2022-02-21 |
2022-03-08 |
51.166445329999995 |
46.80315000000001 |
¥-10.8万 |
-8.56% |
跌破离场 |
| 23 |
2022-06-07 |
2022-07-13 |
38.880490649 |
40.49946 |
¥4.8万 |
+4.13% |
跌破离场 |
| 24 |
2023-01-20 |
2023-04-27 |
38.660204582999995 |
55.89405 |
¥53.4万 |
+44.53% |
跌破离场 |
| 25 |
2023-06-13 |
2023-07-04 |
67.317419169 |
66.01392 |
¥-3.3万 |
-1.97% |
跌破离场 |
| 26 |
2023-10-12 |
2023-10-25 |
55.051490494 |
46.73 |
¥-25.5万 |
-15.14% |
跌破离场 |
| 27 |
2024-02-20 |
2024-03-26 |
46.01976178799999 |
48.951 |
¥9.0万 |
+6.34% |
跌破离场 |
| 28 |
2024-06-27 |
2024-07-09 |
44.447720317 |
38.651309999999995 |
¥-19.9万 |
-13.07% |
跌破离场 |
| 29 |
2024-09-26 |
2025-01-02 |
36.427304914 |
47.97198 |
¥42.3万 |
+31.65% |
跌破离场 |
| 30 |
2025-02-06 |
2025-03-03 |
53.45942301699999 |
52.0479 |
¥-4.6万 |
-2.67% |
跌破离场 |
| 31 |
2025-06-06 |
2025-06-20 |
48.61312956499999 |
46.8531 |
¥-6.2万 |
-3.65% |
跌破离场 |
| 32 |
2025-07-28 |
2025-09-05 |
50.195054 |
49.140809999999995 |
¥-3.5万 |
-2.13% |
跌破离场 |
| 33 |
2025-09-26 |
2025-10-20 |
55.872556739999986 |
52.117830000000005 |
¥-10.8万 |
-6.75% |
跌破离场 |
| 34 |
2026-11-06 |
2026-11-13 |
37.999346385 |
37.12 |
¥-3.4万 |
-2.34% |
强平 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-17 |
突破买入 |
买入 |
41.53149 |
23900.0 |
¥99.3万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
43.88 |
23900.0 |
¥1.05M |
|
| 2015-10-13 |
突破买入 |
买入 |
31.881849999999996 |
32800.0 |
¥1.05M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
34.965 |
32800.0 |
¥1.15M |
|
| 2016-02-16 |
突破买入 |
买入 |
29.489459999999998 |
39100.0 |
¥1.15M |
首仓入场 |
| 2016-03-01 |
跌破离场 |
卖出 |
25.45452 |
39100.0 |
¥99.5万 |
|
| 2016-06-07 |
突破买入 |
买入 |
33.032999999999994 |
30100.0 |
¥99.5万 |
首仓入场 |
| 2016-07-29 |
跌破离场 |
卖出 |
29.63034 |
30100.0 |
¥89.2万 |
|
| 2016-08-26 |
突破买入 |
买入 |
31.46 |
28400.0 |
¥89.4万 |
首仓入场 |
| 2016-09-05 |
跌破离场 |
卖出 |
29.79018 |
28400.0 |
¥84.6万 |
|
| 2016-10-21 |
突破买入 |
买入 |
30.510479999999998 |
27700.0 |
¥84.5万 |
首仓入场 |
| 2016-11-10 |
跌破离场 |
卖出 |
29.51 |
27700.0 |
¥81.7万 |
|
| 2017-02-07 |
突破买入 |
买入 |
29.8298 |
27200.0 |
¥81.2万 |
首仓入场 |
| 2017-04-11 |
跌破离场 |
卖出 |
32.957010000000004 |
27200.0 |
¥89.6万 |
|
| 2017-06-08 |
突破买入 |
买入 |
31.351319999999998 |
28700.0 |
¥90.0万 |
首仓入场 |
| 2017-09-11 |
跌破离场 |
卖出 |
54.50544 |
28700.0 |
¥1.56M |
|
| 2017-11-08 |
突破买入 |
买入 |
60.21014999999999 |
25900.0 |
¥1.56M |
首仓入场 |
| 2017-12-11 |
跌破离场 |
卖出 |
60.38955 |
25900.0 |
¥1.56M |
|
| 2018-03-13 |
突破买入 |
买入 |
60.25018999999998 |
25900.0 |
¥1.56M |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
53.646300000000004 |
25900.0 |
¥1.39M |
|
| 2018-11-16 |
突破买入 |
买入 |
25.225199999999994 |
54900.0 |
¥1.39M |
首仓入场 |
| 2018-12-21 |
跌破离场 |
卖出 |
23.46651 |
54900.0 |
¥1.29M |
|
| 2019-02-14 |
突破买入 |
买入 |
30.94090999999999 |
41900.0 |
¥1.30M |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
32.98 |
41900.0 |
¥1.38M |
|
| 2019-06-24 |
突破买入 |
买入 |
32.1321 |
42500.0 |
¥1.37M |
首仓入场 |
| 2019-08-07 |
跌破离场 |
卖出 |
30.55941 |
42500.0 |
¥1.30M |
|
| 2019-08-28 |
突破买入 |
买入 |
33.753719999999994 |
38700.0 |
¥1.31M |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
32.51745 |
38700.0 |
¥1.26M |
|
| 2019-12-27 |
突破买入 |
买入 |
35.435399999999994 |
35600.0 |
¥1.26M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
31.67 |
35600.0 |
¥1.13M |
|
| 2020-02-07 |
突破买入 |
买入 |
38.91888000000001 |
28700.0 |
¥1.12M |
首仓入场 |
| 2020-03-13 |
跌破离场 |
卖出 |
36.0 |
28700.0 |
¥1.03M |
|
| 2020-06-29 |
突破买入 |
买入 |
36.60657 |
28600.0 |
¥1.05M |
首仓入场 |
| 2020-07-17 |
跌破离场 |
卖出 |
37.4625 |
28600.0 |
¥1.07M |
|
| 2020-10-29 |
突破买入 |
买入 |
37.64760999999999 |
28100.0 |
¥1.06M |
首仓入场 |
| 2020-11-25 |
跌破离场 |
卖出 |
38.871089999999995 |
28100.0 |
¥1.09M |
|
| 2021-01-06 |
突破买入 |
买入 |
42.592549999999996 |
25900.0 |
¥1.10M |
首仓入场 |
| 2021-02-04 |
跌破离场 |
卖出 |
45.78416999999999 |
25900.0 |
¥1.19M |
|
| 2021-05-12 |
突破买入 |
买入 |
53.053 |
22300.0 |
¥1.18M |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
58.15179 |
22300.0 |
¥1.30M |
|
| 2021-11-05 |
突破买入 |
买入 |
58.328269999999996 |
22300.0 |
¥1.30M |
首仓入场 |
| 2021-11-19 |
跌破离场 |
卖出 |
56.6433 |
22300.0 |
¥1.26M |
|
| 2022-02-21 |
突破买入 |
买入 |
51.1511 |
24700.0 |
¥1.26M |
首仓入场 |
| 2022-03-08 |
跌破离场 |
卖出 |
46.80315000000001 |
24700.0 |
¥1.16M |
|
| 2022-06-07 |
突破买入 |
买入 |
38.868829999999996 |
29700.0 |
¥1.15M |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
40.49946 |
29700.0 |
¥1.20M |
|
| 2023-01-20 |
突破买入 |
买入 |
38.64861 |
31000.0 |
¥1.20M |
首仓入场 |
| 2023-04-27 |
跌破离场 |
卖出 |
55.89405 |
31000.0 |
¥1.73M |
|
| 2023-06-13 |
突破买入 |
买入 |
67.29723 |
25200.0 |
¥1.70M |
首仓入场 |
| 2023-07-04 |
跌破离场 |
卖出 |
66.01392 |
25200.0 |
¥1.66M |
|
| 2023-10-12 |
突破买入 |
买入 |
55.03497999999999 |
30600.0 |
¥1.68M |
首仓入场 |
| 2023-10-25 |
跌破离场 |
卖出 |
46.73 |
30600.0 |
¥1.43M |
|
| 2024-02-20 |
突破买入 |
买入 |
46.005959999999995 |
31000.0 |
¥1.43M |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
48.951 |
31000.0 |
¥1.52M |
|
| 2024-06-27 |
突破买入 |
买入 |
44.43438999999999 |
34200.0 |
¥1.52M |
首仓入场 |
| 2024-07-09 |
跌破离场 |
卖出 |
38.651309999999995 |
34200.0 |
¥1.32M |
|
| 2024-09-26 |
突破买入 |
买入 |
36.41638 |
36700.0 |
¥1.34M |
首仓入场 |
| 2025-01-02 |
跌破离场 |
卖出 |
47.97198 |
36700.0 |
¥1.76M |
|
| 2025-02-06 |
突破买入 |
买入 |
53.443389999999994 |
32300.0 |
¥1.73M |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
52.0479 |
32300.0 |
¥1.68M |
|
| 2025-06-06 |
突破买入 |
买入 |
48.59854999999999 |
35200.0 |
¥1.71M |
首仓入场 |
| 2025-06-20 |
跌破离场 |
卖出 |
46.8531 |
35200.0 |
¥1.65M |
|
| 2025-07-28 |
突破买入 |
买入 |
50.18 |
32800.0 |
¥1.65M |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
49.140809999999995 |
32800.0 |
¥1.61M |
|
| 2025-09-26 |
突破买入 |
买入 |
55.85579999999999 |
28700.0 |
¥1.60M |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
52.117830000000005 |
28700.0 |
¥1.50M |
|
| 2026-11-06 |
突破买入 |
买入 |
37.98795 |
38500.0 |
¥1.46M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
37.12 |
38500 |
¥1.43M |
回测结束强平 |