002241 歌尔声学 — 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: ¥1.08M
策略: 海龟交易法则
K线 & 交易信号(策略收益 +8.39%)
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 |
2015-04-29 |
30.830036236999995 |
32.2677 |
¥4.6万 |
+4.63% |
跌破离场 |
| 2 |
2015-05-27 |
2015-06-19 |
39.651491879999995 |
37.962 |
¥-4.4万 |
-4.29% |
跌破离场 |
| 3 |
2015-10-20 |
2016-01-05 |
26.53445795 |
30.1698 |
¥13.7万 |
+13.67% |
跌破离场 |
| 4 |
2016-02-17 |
2016-02-26 |
29.958904976000003 |
26.873099999999997 |
¥-11.7万 |
-10.33% |
跌破离场 |
| 5 |
2016-04-18 |
2016-05-12 |
27.806109330999995 |
26.99298 |
¥-3.0万 |
-2.95% |
跌破离场 |
| 6 |
2016-06-07 |
2016-07-12 |
29.338098789999997 |
27.412560000000003 |
¥-6.5万 |
-6.59% |
跌破离场 |
| 7 |
2016-09-07 |
2016-09-13 |
31.591024464999997 |
28.7712 |
¥-8.2万 |
-8.95% |
跌破离场 |
| 8 |
2016-10-21 |
2016-11-07 |
31.711180500999998 |
30.20976 |
¥-4.0万 |
-4.76% |
跌破离场 |
| 9 |
2017-02-03 |
2017-04-18 |
27.756044315999997 |
31.838129999999996 |
¥11.8万 |
+14.67% |
跌破离场 |
| 10 |
2017-04-27 |
2017-05-02 |
34.975419478999996 |
17.29269 |
¥-46.2万 |
-50.57% |
跌破离场 |
| 11 |
2017-06-08 |
2017-07-04 |
19.074770714999996 |
18.31167 |
¥-1.9万 |
-4.03% |
跌破离场 |
| 12 |
2017-08-15 |
2017-09-14 |
20.746942215999997 |
20.699279999999998 |
¥-1,137 |
-0.26% |
跌破离场 |
| 13 |
2017-10-26 |
2017-12-01 |
21.698177501 |
18.87111 |
¥-5.7万 |
-13.06% |
跌破离场 |
| 14 |
2018-03-13 |
2018-03-23 |
15.970739784999997 |
13.73625 |
¥-5.3万 |
-14.02% |
跌破离场 |
| 15 |
2018-07-26 |
2018-08-02 |
10.30309 |
9.360629999999999 |
¥-3.0万 |
-9.17% |
跌破离场 |
| 16 |
2019-02-12 |
2019-05-07 |
7.309492189999999 |
9.48051 |
¥8.9万 |
+29.66% |
跌破离场 |
| 17 |
2019-06-28 |
2019-11-25 |
8.61118258 |
18.74124 |
¥45.4万 |
+117.57% |
跌破离场 |
| 18 |
2019-12-11 |
2019-12-31 |
21.277631375 |
19.85013 |
¥-5.6万 |
-6.74% |
跌破离场 |
| 19 |
2020-01-21 |
2020-03-02 |
23.170088942 |
22.62735 |
¥-1.9万 |
-2.37% |
跌破离场 |
| 20 |
2020-05-07 |
2020-09-09 |
20.877111255000003 |
37.73223 |
¥61.8万 |
+80.68% |
跌破离场 |
| 21 |
2020-10-13 |
2020-11-16 |
43.766836113000004 |
41.49846 |
¥-7.2万 |
-5.21% |
跌破离场 |
| 22 |
2021-01-12 |
2021-01-29 |
41.15344232999999 |
34.965 |
¥-19.6万 |
-15.06% |
跌破离场 |
| 23 |
2021-04-15 |
2021-05-12 |
30.439529119999996 |
33.62634 |
¥11.6万 |
+10.44% |
跌破离场 |
| 24 |
2021-05-20 |
2021-07-12 |
39.050711699999994 |
39.979980000000005 |
¥2.9万 |
+2.35% |
跌破离场 |
| 25 |
2021-08-13 |
2021-09-16 |
43.45643302 |
45.57438 |
¥6.1万 |
+4.84% |
跌破离场 |
| 26 |
2021-11-02 |
2021-12-21 |
45.829514731 |
50.4495 |
¥13.2万 |
+10.05% |
跌破离场 |
| 27 |
2022-05-12 |
2022-06-23 |
35.896615755 |
32.35761 |
¥-14.3万 |
-9.89% |
跌破离场 |
| 28 |
2022-08-15 |
2022-08-29 |
35.496095635 |
33.11685 |
¥-8.7万 |
-6.73% |
跌破离场 |
| 29 |
2023-01-31 |
2023-02-28 |
20.126136029999998 |
20.65 |
¥3.1万 |
+2.57% |
跌破离场 |
| 30 |
2023-03-24 |
2023-04-19 |
22.178801644999997 |
19.830150000000003 |
¥-13.3万 |
-10.62% |
跌破离场 |
| 31 |
2023-06-05 |
2023-06-27 |
19.325095790000002 |
17.43255 |
¥-11.0万 |
-9.82% |
跌破离场 |
| 32 |
2023-10-12 |
2023-11-23 |
18.383873507999997 |
18.2817 |
¥-5,932 |
-0.59% |
跌破离场 |
| 33 |
2024-03-07 |
2024-03-26 |
17.923275369999995 |
16.8831 |
¥-5.8万 |
-5.83% |
跌破离场 |
| 34 |
2024-05-15 |
2024-05-29 |
17.12223513 |
16.23375 |
¥-4.9万 |
-5.22% |
跌破离场 |
| 35 |
2024-06-18 |
2024-08-06 |
18.584133567999995 |
20.26971 |
¥8.1万 |
+9.04% |
跌破离场 |
| 36 |
2024-10-09 |
2025-01-03 |
23.687104 |
25.164810000000003 |
¥5.9万 |
+6.21% |
跌破离场 |
| 37 |
2025-06-18 |
2025-07-08 |
22.879711855 |
22.15782 |
¥-3.3万 |
-3.18% |
跌破离场 |
| 38 |
2025-08-15 |
2025-10-15 |
25.443040622999998 |
32.07789 |
¥25.9万 |
+26.04% |
跌破离场 |
| 39 |
2026-01-16 |
2026-01-27 |
30.840049239999995 |
28.2717 |
¥-10.5万 |
-8.36% |
跌破离场 |
| 40 |
2026-04-21 |
2026-06-09 |
24.712091403999995 |
23.2767 |
¥-6.7万 |
-5.84% |
跌破离场 |
| 41 |
2026-11-06 |
2026-11-13 |
24.431727319999993 |
24.2 |
¥-1.0万 |
-0.98% |
强平 |
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 |
30.820789999999995 |
32100.0 |
¥99.0万 |
首仓入场 |
| 2015-04-29 |
跌破离场 |
卖出 |
32.2677 |
32100.0 |
¥1.04M |
|
| 2015-05-27 |
突破买入 |
买入 |
39.639599999999994 |
26100.0 |
¥1.03M |
首仓入场 |
| 2015-06-19 |
跌破离场 |
卖出 |
37.962 |
26100.0 |
¥99.1万 |
|
| 2015-10-20 |
突破买入 |
买入 |
26.5265 |
37700.0 |
¥1.00M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
30.1698 |
37700.0 |
¥1.14M |
|
| 2016-02-17 |
突破买入 |
买入 |
29.94992 |
37700.0 |
¥1.13M |
首仓入场 |
| 2016-02-26 |
跌破离场 |
卖出 |
26.873099999999997 |
37700.0 |
¥1.01M |
|
| 2016-04-18 |
突破买入 |
买入 |
27.797769999999996 |
36600.0 |
¥1.02M |
首仓入场 |
| 2016-05-12 |
跌破离场 |
卖出 |
26.99298 |
36600.0 |
¥98.8万 |
|
| 2016-06-07 |
突破买入 |
买入 |
29.329299999999996 |
33500.0 |
¥98.3万 |
首仓入场 |
| 2016-07-12 |
跌破离场 |
卖出 |
27.412560000000003 |
33500.0 |
¥91.8万 |
|
| 2016-09-07 |
突破买入 |
买入 |
31.581549999999996 |
29100.0 |
¥91.9万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
28.7712 |
29100.0 |
¥83.7万 |
|
| 2016-10-21 |
突破买入 |
买入 |
31.701669999999996 |
26400.0 |
¥83.7万 |
首仓入场 |
| 2016-11-07 |
跌破离场 |
卖出 |
30.20976 |
26400.0 |
¥79.7万 |
|
| 2017-02-03 |
突破买入 |
买入 |
27.747719999999997 |
28900.0 |
¥80.2万 |
首仓入场 |
| 2017-04-18 |
跌破离场 |
卖出 |
31.838129999999996 |
28900.0 |
¥92.0万 |
|
| 2017-04-27 |
突破买入 |
买入 |
34.964929999999995 |
26100.0 |
¥91.3万 |
首仓入场 |
| 2017-05-02 |
跌破离场 |
卖出 |
17.29269 |
26100.0 |
¥45.1万 |
|
| 2017-06-08 |
突破买入 |
买入 |
19.069049999999997 |
24100.0 |
¥46.0万 |
首仓入场 |
| 2017-07-04 |
跌破离场 |
卖出 |
18.31167 |
24100.0 |
¥44.1万 |
|
| 2017-08-15 |
突破买入 |
买入 |
20.740719999999996 |
21100.0 |
¥43.8万 |
首仓入场 |
| 2017-09-14 |
跌破离场 |
卖出 |
20.699279999999998 |
21100.0 |
¥43.7万 |
|
| 2017-10-26 |
突破买入 |
买入 |
21.69167 |
20200.0 |
¥43.8万 |
首仓入场 |
| 2017-12-01 |
跌破离场 |
卖出 |
18.87111 |
20200.0 |
¥38.1万 |
|
| 2018-03-13 |
突破买入 |
买入 |
15.965949999999998 |
23800.0 |
¥38.0万 |
首仓入场 |
| 2018-03-23 |
跌破离场 |
卖出 |
13.73625 |
23800.0 |
¥32.7万 |
|
| 2018-07-26 |
突破买入 |
买入 |
10.3 |
31800.0 |
¥32.8万 |
首仓入场 |
| 2018-08-02 |
跌破离场 |
卖出 |
9.360629999999999 |
31800.0 |
¥29.8万 |
|
| 2019-02-12 |
突破买入 |
买入 |
7.307299999999999 |
40900.0 |
¥29.9万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
9.48051 |
40900.0 |
¥38.8万 |
|
| 2019-06-28 |
突破买入 |
买入 |
8.6086 |
44800.0 |
¥38.6万 |
首仓入场 |
| 2019-11-25 |
跌破离场 |
卖出 |
18.74124 |
44800.0 |
¥83.9万 |
|
| 2019-12-11 |
突破买入 |
买入 |
21.27125 |
39000.0 |
¥83.0万 |
首仓入场 |
| 2019-12-31 |
跌破离场 |
卖出 |
19.85013 |
39000.0 |
¥77.4万 |
|
| 2020-01-21 |
突破买入 |
买入 |
23.16314 |
33900.0 |
¥78.5万 |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
22.62735 |
33900.0 |
¥76.7万 |
|
| 2020-05-07 |
突破买入 |
买入 |
20.87085 |
36700.0 |
¥76.6万 |
首仓入场 |
| 2020-09-09 |
跌破离场 |
卖出 |
37.73223 |
36700.0 |
¥1.38M |
|
| 2020-10-13 |
突破买入 |
买入 |
43.75371 |
31600.0 |
¥1.38M |
首仓入场 |
| 2020-11-16 |
跌破离场 |
卖出 |
41.49846 |
31600.0 |
¥1.31M |
|
| 2021-01-12 |
突破买入 |
买入 |
41.141099999999994 |
31600.0 |
¥1.30M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
34.965 |
31600.0 |
¥1.10M |
|
| 2021-04-15 |
突破买入 |
买入 |
30.430399999999995 |
36400.0 |
¥1.11M |
首仓入场 |
| 2021-05-12 |
跌破离场 |
卖出 |
33.62634 |
36400.0 |
¥1.22M |
|
| 2021-05-20 |
突破买入 |
买入 |
39.038999999999994 |
31200.0 |
¥1.22M |
首仓入场 |
| 2021-07-12 |
跌破离场 |
卖出 |
39.979980000000005 |
31200.0 |
¥1.25M |
|
| 2021-08-13 |
突破买入 |
买入 |
43.4434 |
28900.0 |
¥1.26M |
首仓入场 |
| 2021-09-16 |
跌破离场 |
卖出 |
45.57438 |
28900.0 |
¥1.32M |
|
| 2021-11-02 |
突破买入 |
买入 |
45.81577 |
28600.0 |
¥1.31M |
首仓入场 |
| 2021-12-21 |
跌破离场 |
卖出 |
50.4495 |
28600.0 |
¥1.44M |
|
| 2022-05-12 |
突破买入 |
买入 |
35.88585 |
40200.0 |
¥1.44M |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
32.35761 |
40200.0 |
¥1.30M |
|
| 2022-08-15 |
突破买入 |
买入 |
35.48545 |
36500.0 |
¥1.30M |
首仓入场 |
| 2022-08-29 |
跌破离场 |
卖出 |
33.11685 |
36500.0 |
¥1.21M |
|
| 2023-01-31 |
突破买入 |
买入 |
20.1201 |
60500.0 |
¥1.22M |
首仓入场 |
| 2023-02-28 |
跌破离场 |
卖出 |
20.65 |
60500.0 |
¥1.25M |
|
| 2023-03-24 |
突破买入 |
买入 |
22.172149999999995 |
56500.0 |
¥1.25M |
首仓入场 |
| 2023-04-19 |
跌破离场 |
卖出 |
19.830150000000003 |
56500.0 |
¥1.12M |
|
| 2023-06-05 |
突破买入 |
买入 |
19.3193 |
57900.0 |
¥1.12M |
首仓入场 |
| 2023-06-27 |
跌破离场 |
卖出 |
17.43255 |
57900.0 |
¥1.01M |
|
| 2023-10-12 |
突破买入 |
买入 |
18.378359999999997 |
55100.0 |
¥1.01M |
首仓入场 |
| 2023-11-23 |
跌破离场 |
卖出 |
18.2817 |
55100.0 |
¥1.01M |
|
| 2024-03-07 |
突破买入 |
买入 |
17.917899999999996 |
55400.0 |
¥99.3万 |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
16.8831 |
55400.0 |
¥93.5万 |
|
| 2024-05-15 |
突破买入 |
买入 |
17.1171 |
55000.0 |
¥94.2万 |
首仓入场 |
| 2024-05-29 |
跌破离场 |
卖出 |
16.23375 |
55000.0 |
¥89.3万 |
|
| 2024-06-18 |
突破买入 |
买入 |
18.578559999999996 |
48200.0 |
¥89.6万 |
首仓入场 |
| 2024-08-06 |
跌破离场 |
卖出 |
20.26971 |
48200.0 |
¥97.7万 |
|
| 2024-10-09 |
突破买入 |
买入 |
23.68 |
40000.0 |
¥94.7万 |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
25.164810000000003 |
40000.0 |
¥1.01M |
|
| 2025-06-18 |
突破买入 |
买入 |
22.87285 |
45100.0 |
¥1.03M |
首仓入场 |
| 2025-07-08 |
跌破离场 |
卖出 |
22.15782 |
45100.0 |
¥99.9万 |
|
| 2025-08-15 |
突破买入 |
买入 |
25.435409999999997 |
39100.0 |
¥99.5万 |
首仓入场 |
| 2025-10-15 |
跌破离场 |
卖出 |
32.07789 |
39100.0 |
¥1.25M |
|
| 2026-01-16 |
突破买入 |
买入 |
30.830799999999993 |
40900.0 |
¥1.26M |
首仓入场 |
| 2026-01-27 |
跌破离场 |
卖出 |
28.2717 |
40900.0 |
¥1.16M |
|
| 2026-04-21 |
突破买入 |
买入 |
24.704679999999996 |
46500.0 |
¥1.15M |
首仓入场 |
| 2026-06-09 |
跌破离场 |
卖出 |
23.2767 |
46500.0 |
¥1.08M |
|
| 2026-11-06 |
突破买入 |
买入 |
24.424399999999995 |
43800.0 |
¥1.07M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
24.2 |
43800 |
¥1.06M |
回测结束强平 |