002236 大华股份 — 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: ¥82.6万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -17.41%）
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 41 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 |
2015-04-21 |
30.84004924 |
34.625339999999994 |
¥12.2万 |
+12.24% |
跌破离场 |
| 2 |
2015-05-12 |
2015-06-17 |
41.95448256999999 |
38.49147 |
¥-9.2万 |
-8.28% |
跌破离场 |
| 3 |
2015-07-22 |
2015-08-24 |
39.701556894999996 |
35.21475 |
¥-11.3万 |
-11.33% |
跌破离场 |
| 4 |
2015-12-01 |
2015-12-30 |
38.249671459999995 |
37.562400000000004 |
¥-1.6万 |
-1.83% |
跌破离场 |
| 5 |
2016-03-25 |
2016-04-19 |
35.0455105 |
34.4655 |
¥-1.5万 |
-1.68% |
跌破离场 |
| 6 |
2016-07-05 |
2016-07-28 |
14.178412247999999 |
14.00598 |
¥-1.1万 |
-1.25% |
跌破离场 |
| 7 |
2016-08-04 |
2016-09-01 |
15.520154649999997 |
15.12486 |
¥-2.2万 |
-2.58% |
跌破离场 |
| 8 |
2017-02-06 |
2017-04-12 |
13.847983149 |
15.784200000000002 |
¥11.8万 |
+13.95% |
跌破离场 |
| 9 |
2017-04-27 |
2017-05-15 |
18.52405555 |
16.91 |
¥-8.5万 |
-8.74% |
跌破离场 |
| 10 |
2017-06-07 |
2017-08-04 |
20.566708161999994 |
22.827150000000003 |
¥9.6万 |
+10.96% |
跌破离场 |
| 11 |
2017-08-16 |
2017-09-19 |
25.883612755 |
24.0759 |
¥-6.8万 |
-7.01% |
跌破离场 |
| 12 |
2017-10-19 |
2017-11-24 |
26.664626989 |
25.52445 |
¥-3.9万 |
-4.30% |
跌破离场 |
| 13 |
2018-01-22 |
2018-03-19 |
24.982442484999996 |
27.13284 |
¥7.4万 |
+8.58% |
跌破离场 |
| 14 |
2018-11-14 |
2018-12-20 |
13.797918133999998 |
12.31767 |
¥-10.2万 |
-10.75% |
跌破离场 |
| 15 |
2019-02-11 |
2019-03-26 |
13.567619064999999 |
16.61337 |
¥18.9万 |
+22.41% |
跌破离场 |
| 16 |
2019-06-20 |
2019-08-07 |
13.817944139999998 |
14.94504 |
¥8.4万 |
+8.12% |
跌破离场 |
| 17 |
2019-08-21 |
2019-10-11 |
17.372560204999996 |
15.8841 |
¥-9.6万 |
-8.60% |
跌破离场 |
| 18 |
2019-11-11 |
2019-12-02 |
17.412612217 |
17.022959999999998 |
¥-2.3万 |
-2.27% |
跌破离场 |
| 19 |
2019-12-18 |
2020-02-03 |
19.074770715 |
18.11 |
¥-5.0万 |
-5.09% |
跌破离场 |
| 20 |
2020-02-24 |
2020-03-02 |
21.928476569999997 |
19.62036 |
¥-9.9万 |
-10.55% |
跌破离场 |
| 21 |
2020-05-07 |
2020-05-22 |
17.442651226 |
16.263720000000003 |
¥-5.8万 |
-6.79% |
跌破离场 |
| 22 |
2020-06-19 |
2020-09-08 |
18.924575669999996 |
21.84813 |
¥12.1万 |
+15.41% |
跌破离场 |
| 23 |
2020-10-29 |
2020-11-18 |
22.168788642 |
21.3786 |
¥-3.2万 |
-3.59% |
跌破离场 |
| 24 |
2021-01-07 |
2021-02-04 |
22.559295758999998 |
23.09 |
¥2.0万 |
+2.32% |
跌破离场 |
| 25 |
2021-03-29 |
2021-04-16 |
24.211441253999997 |
24.02595 |
¥-7,168 |
-0.80% |
跌破离场 |
| 26 |
2021-07-22 |
2021-08-19 |
22.999867890999997 |
20.279700000000002 |
¥-10.6万 |
-11.85% |
跌破离场 |
| 27 |
2021-09-13 |
2021-10-22 |
24.712091403999995 |
22.42755 |
¥-7.3万 |
-9.27% |
跌破离场 |
| 28 |
2021-11-22 |
2021-12-21 |
25.873599751999997 |
24.06591 |
¥-5.0万 |
-7.01% |
跌破离场 |
| 29 |
2022-06-07 |
2022-07-12 |
16.521454949999995 |
15.47451 |
¥-4.2万 |
-6.36% |
跌破离场 |
| 30 |
2022-08-12 |
2022-08-22 |
15.359946601999999 |
14.61537 |
¥-3.0万 |
-4.88% |
跌破离场 |
| 31 |
2022-11-16 |
2022-11-29 |
12.616383779999998 |
11.568419999999998 |
¥-4.9万 |
-8.33% |
跌破离场 |
| 32 |
2023-01-31 |
2023-04-27 |
12.856695851999998 |
21.38859 |
¥36.0万 |
+66.31% |
跌破离场 |
| 33 |
2023-06-20 |
2023-07-28 |
22.639399782999998 |
19.94004 |
¥-10.5万 |
-11.95% |
跌破离场 |
| 34 |
2023-09-27 |
2023-10-23 |
22.699477801 |
21.15882 |
¥-5.4万 |
-6.82% |
跌破离场 |
| 35 |
2024-02-20 |
2024-03-28 |
17.90537 |
18.08 |
¥6,921 |
+0.95% |
跌破离场 |
| 36 |
2024-09-23 |
2024-11-25 |
13.998178194000001 |
16.39359 |
¥12.8万 |
+17.08% |
跌破离场 |
| 37 |
2025-02-12 |
2025-03-03 |
16.811832036999995 |
16.51347 |
¥-1.6万 |
-1.80% |
跌破离场 |
| 38 |
2025-03-10 |
2025-03-24 |
19.255004769 |
17.80218 |
¥-6.5万 |
-7.57% |
跌破离场 |
| 39 |
2025-06-26 |
2025-09-05 |
15.790505730999996 |
17.99199 |
¥11.1万 |
+13.91% |
跌破离场 |
| 40 |
2025-09-19 |
2025-10-20 |
19.835949 |
18.8811 |
¥-4.4万 |
-4.84% |
跌破离场 |
| 41 |
2026-04-15 |
2026-05-18 |
18.283743478 |
17.43255 |
¥-4.1万 |
-4.68% |
跌破离场 |
逐笔成交记录（共 82 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 |
30.830799999999996 |
32400.0 |
¥99.9万 |
首仓入场 |
| 2015-04-21 |
跌破离场 |
卖出 |
34.625339999999994 |
32400.0 |
¥1.12M |
|
| 2015-05-12 |
突破买入 |
买入 |
41.94189999999999 |
26600.0 |
¥1.12M |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
38.49147 |
26600.0 |
¥1.02M |
|
| 2015-07-22 |
突破买入 |
买入 |
39.68964999999999 |
25200.0 |
¥1.00M |
首仓入场 |
| 2015-08-24 |
跌破离场 |
卖出 |
35.21475 |
25200.0 |
¥88.7万 |
|
| 2015-12-01 |
突破买入 |
买入 |
38.2382 |
23500.0 |
¥89.9万 |
首仓入场 |
| 2015-12-30 |
跌破离场 |
卖出 |
37.562400000000004 |
23500.0 |
¥88.2万 |
|
| 2016-03-25 |
突破买入 |
买入 |
35.035 |
25500.0 |
¥89.4万 |
首仓入场 |
| 2016-04-19 |
跌破离场 |
卖出 |
34.4655 |
25500.0 |
¥87.9万 |
|
| 2016-07-05 |
突破买入 |
买入 |
14.17416 |
62200.0 |
¥88.2万 |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
14.00598 |
62200.0 |
¥87.1万 |
|
| 2016-08-04 |
突破买入 |
买入 |
15.515499999999998 |
55500.0 |
¥86.1万 |
首仓入场 |
| 2016-09-01 |
跌破离场 |
卖出 |
15.12486 |
55500.0 |
¥83.9万 |
|
| 2017-02-06 |
突破买入 |
买入 |
13.843829999999999 |
61000.0 |
¥84.5万 |
首仓入场 |
| 2017-04-12 |
跌破离场 |
卖出 |
15.784200000000002 |
61000.0 |
¥96.3万 |
|
| 2017-04-27 |
突破买入 |
买入 |
18.5185 |
52200.0 |
¥96.7万 |
首仓入场 |
| 2017-05-15 |
跌破离场 |
卖出 |
16.91 |
52200.0 |
¥88.2万 |
|
| 2017-06-07 |
突破买入 |
买入 |
20.560539999999996 |
42800.0 |
¥88.0万 |
首仓入场 |
| 2017-08-04 |
跌破离场 |
卖出 |
22.827150000000003 |
42800.0 |
¥97.7万 |
|
| 2017-08-16 |
突破买入 |
买入 |
25.87585 |
37500.0 |
¥97.1万 |
首仓入场 |
| 2017-09-19 |
跌破离场 |
卖出 |
24.0759 |
37500.0 |
¥90.3万 |
|
| 2017-10-19 |
突破买入 |
买入 |
26.656629999999996 |
33900.0 |
¥90.4万 |
首仓入场 |
| 2017-11-24 |
跌破离场 |
卖出 |
25.52445 |
33900.0 |
¥86.5万 |
|
| 2018-01-22 |
突破买入 |
买入 |
24.974949999999996 |
34600.0 |
¥86.4万 |
首仓入场 |
| 2018-03-19 |
跌破离场 |
卖出 |
27.13284 |
34600.0 |
¥93.9万 |
|
| 2018-11-14 |
突破买入 |
买入 |
13.793779999999998 |
68700.0 |
¥94.8万 |
首仓入场 |
| 2018-12-20 |
跌破离场 |
卖出 |
12.31767 |
68700.0 |
¥84.6万 |
|
| 2019-02-11 |
突破买入 |
买入 |
13.56355 |
62000.0 |
¥84.1万 |
首仓入场 |
| 2019-03-26 |
跌破离场 |
卖出 |
16.61337 |
62000.0 |
¥1.03M |
|
| 2019-06-20 |
突破买入 |
买入 |
13.813799999999999 |
74800.0 |
¥1.03M |
首仓入场 |
| 2019-08-07 |
跌破离场 |
卖出 |
14.94504 |
74800.0 |
¥1.12M |
|
| 2019-08-21 |
突破买入 |
买入 |
17.36735 |
64100.0 |
¥1.11M |
首仓入场 |
| 2019-10-11 |
跌破离场 |
卖出 |
15.8841 |
64100.0 |
¥1.02M |
|
| 2019-11-11 |
突破买入 |
买入 |
17.40739 |
58100.0 |
¥1.01M |
首仓入场 |
| 2019-12-02 |
跌破离场 |
卖出 |
17.022959999999998 |
58100.0 |
¥98.9万 |
|
| 2019-12-18 |
突破买入 |
买入 |
19.069049999999997 |
52000.0 |
¥99.2万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
18.11 |
52000.0 |
¥94.1万 |
|
| 2020-02-24 |
突破买入 |
买入 |
21.921899999999997 |
42800.0 |
¥93.9万 |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
19.62036 |
42800.0 |
¥83.9万 |
|
| 2020-05-07 |
突破买入 |
买入 |
17.43742 |
48800.0 |
¥85.1万 |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
16.263720000000003 |
48800.0 |
¥79.3万 |
|
| 2020-06-19 |
突破买入 |
买入 |
18.918899999999997 |
41600.0 |
¥78.7万 |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
21.84813 |
41600.0 |
¥90.9万 |
|
| 2020-10-29 |
突破买入 |
买入 |
22.162139999999997 |
40700.0 |
¥90.2万 |
首仓入场 |
| 2020-11-18 |
跌破离场 |
卖出 |
21.3786 |
40700.0 |
¥87.0万 |
|
| 2021-01-07 |
突破买入 |
买入 |
22.552529999999997 |
38900.0 |
¥87.8万 |
首仓入场 |
| 2021-02-04 |
跌破离场 |
卖出 |
23.09 |
38900.0 |
¥89.8万 |
|
| 2021-03-29 |
突破买入 |
买入 |
24.204179999999997 |
37200.0 |
¥90.1万 |
首仓入场 |
| 2021-04-16 |
跌破离场 |
卖出 |
24.02595 |
37200.0 |
¥89.3万 |
|
| 2021-07-22 |
突破买入 |
买入 |
22.992969999999996 |
38700.0 |
¥89.0万 |
首仓入场 |
| 2021-08-19 |
跌破离场 |
卖出 |
20.279700000000002 |
38700.0 |
¥78.5万 |
|
| 2021-09-13 |
突破买入 |
买入 |
24.704679999999996 |
31800.0 |
¥78.6万 |
首仓入场 |
| 2021-10-22 |
跌破离场 |
卖出 |
22.42755 |
31800.0 |
¥71.3万 |
|
| 2021-11-22 |
突破买入 |
买入 |
25.86584 |
27700.0 |
¥71.7万 |
首仓入场 |
| 2021-12-21 |
跌破离场 |
卖出 |
24.06591 |
27700.0 |
¥66.6万 |
|
| 2022-06-07 |
突破买入 |
买入 |
16.516499999999997 |
40300.0 |
¥66.6万 |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
15.47451 |
40300.0 |
¥62.3万 |
|
| 2022-08-12 |
突破买入 |
买入 |
15.355339999999998 |
40500.0 |
¥62.2万 |
首仓入场 |
| 2022-08-22 |
跌破离场 |
卖出 |
14.61537 |
40500.0 |
¥59.2万 |
|
| 2022-11-16 |
突破买入 |
买入 |
12.612599999999999 |
46900.0 |
¥59.2万 |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
11.568419999999998 |
46900.0 |
¥54.2万 |
|
| 2023-01-31 |
突破买入 |
买入 |
12.85284 |
42200.0 |
¥54.3万 |
首仓入场 |
| 2023-04-27 |
跌破离场 |
卖出 |
21.38859 |
42200.0 |
¥90.2万 |
|
| 2023-06-20 |
突破买入 |
买入 |
22.632609999999996 |
38900.0 |
¥88.1万 |
首仓入场 |
| 2023-07-28 |
跌破离场 |
卖出 |
19.94004 |
38900.0 |
¥77.5万 |
|
| 2023-09-27 |
突破买入 |
买入 |
22.69267 |
35100.0 |
¥79.7万 |
首仓入场 |
| 2023-10-23 |
跌破离场 |
卖出 |
21.15882 |
35100.0 |
¥74.2万 |
|
| 2024-02-20 |
突破买入 |
买入 |
17.9 |
40900.0 |
¥73.2万 |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
18.08 |
40900.0 |
¥73.9万 |
|
| 2024-09-23 |
突破买入 |
买入 |
13.993979999999999 |
53600.0 |
¥75.0万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
16.39359 |
53600.0 |
¥87.8万 |
|
| 2025-02-12 |
突破买入 |
买入 |
16.806789999999996 |
52200.0 |
¥87.8万 |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
16.51347 |
52200.0 |
¥86.2万 |
|
| 2025-03-10 |
突破买入 |
买入 |
19.249229999999997 |
44400.0 |
¥85.5万 |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
17.80218 |
44400.0 |
¥79.0万 |
|
| 2025-06-26 |
突破买入 |
买入 |
15.785769999999998 |
50400.0 |
¥79.6万 |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
17.99199 |
50400.0 |
¥90.7万 |
|
| 2025-09-19 |
突破买入 |
买入 |
19.83 |
45700.0 |
¥90.7万 |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
18.8811 |
45700.0 |
¥86.3万 |
|
| 2026-04-15 |
突破买入 |
买入 |
18.27826 |
47300.0 |
¥86.5万 |
首仓入场 |
| 2026-05-18 |
跌破离场 |
卖出 |
17.43255 |
47300.0 |
¥82.4万 |
|