002304 洋河股份 — 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: ¥68.1万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -31.91%）
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 37 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 |
2015-03-25 |
2015-05-07 |
81.80623451 |
89.79012 |
¥9.5万 |
+9.73% |
跌破离场 |
| 2 |
2015-06-11 |
2015-06-19 |
105.116505494 |
68.53139999999999 |
¥-37.7万 |
-34.82% |
跌破离场 |
| 3 |
2015-10-13 |
2015-11-30 |
60.458512113999994 |
62.52741000000001 |
¥2.4万 |
+3.39% |
跌破离场 |
| 4 |
2015-12-22 |
2016-01-05 |
70.141086015 |
63.39654000000001 |
¥-7.0万 |
-9.64% |
跌破离场 |
| 5 |
2016-03-03 |
2016-04-11 |
62.601294755999994 |
64.04 |
¥1.5万 |
+2.27% |
跌破离场 |
| 6 |
2016-05-04 |
2016-07-25 |
71.272555354 |
70.84908 |
¥-4,225 |
-0.62% |
跌破离场 |
| 7 |
2016-10-26 |
2016-11-08 |
69.610396856 |
67.66 |
¥-1.9万 |
-2.83% |
跌破离场 |
| 8 |
2016-11-30 |
2016-12-26 |
71.152399318 |
67.55 |
¥-3.3万 |
-5.09% |
跌破离场 |
| 9 |
2017-02-23 |
2017-04-10 |
84.10922519999998 |
85.33458 |
¥8,878 |
+1.43% |
跌破离场 |
| 10 |
2017-06-09 |
2017-09-11 |
87.51364621999998 |
85.80411 |
¥-1.2万 |
-1.98% |
跌破离场 |
| 11 |
2017-09-21 |
2017-11-30 |
95.373853575 |
104.40549000000001 |
¥5.9万 |
+9.44% |
跌破离场 |
| 12 |
2017-12-22 |
2018-01-31 |
119.25486572999998 |
126.5 |
¥4.1万 |
+6.04% |
跌破离场 |
| 13 |
2018-05-04 |
2018-06-28 |
121.65798644999997 |
127.87200000000001 |
¥3.6万 |
+5.08% |
跌破离场 |
| 14 |
2018-09-25 |
2018-10-12 |
124.76201737999997 |
111.75 |
¥-7.8万 |
-10.46% |
跌破离场 |
| 15 |
2018-12-04 |
2018-12-21 |
103.63458104999997 |
94.29561 |
¥-6.2万 |
-9.04% |
跌破离场 |
| 16 |
2019-01-21 |
2019-01-31 |
100.210134024 |
95.89401 |
¥-2.7万 |
-4.34% |
跌破离场 |
| 17 |
2019-02-12 |
2019-04-29 |
103.94498414299999 |
116.7831 |
¥7.3万 |
+12.32% |
跌破离场 |
| 18 |
2019-06-21 |
2019-07-19 |
118.65408554999998 |
124.80507 |
¥3.4万 |
+5.15% |
跌破离场 |
| 19 |
2019-09-02 |
2019-09-12 |
110.59361813499997 |
104.6952 |
¥-3.7万 |
-5.36% |
跌破离场 |
| 20 |
2019-12-19 |
2020-02-03 |
108.06032837599999 |
96.44 |
¥-7.1万 |
-10.78% |
跌破离场 |
| 21 |
2020-04-30 |
2020-08-13 |
99.12872970000001 |
127.85202000000001 |
¥16.9万 |
+28.94% |
跌破离场 |
| 22 |
2020-08-31 |
2020-09-18 |
140.68269214999998 |
131.04882 |
¥-5.1万 |
-6.88% |
跌破离场 |
| 23 |
2020-10-14 |
2021-01-14 |
149.69439484999998 |
215.4843 |
¥30.9万 |
+43.91% |
跌破离场 |
| 24 |
2021-05-06 |
2021-06-16 |
192.45772 |
200.799 |
¥4.3万 |
+4.30% |
跌破离场 |
| 25 |
2021-10-14 |
2021-11-04 |
188.464742466 |
175.824 |
¥-7.1万 |
-6.74% |
跌破离场 |
| 26 |
2021-12-09 |
2021-12-28 |
186.21181679099996 |
171.828 |
¥-7.7万 |
-7.75% |
跌破离场 |
| 27 |
2022-02-10 |
2022-02-25 |
169.70037484399998 |
162.91 |
¥-3.6万 |
-4.03% |
跌破离场 |
| 28 |
2022-05-05 |
2022-07-19 |
158.2054474 |
169.42041 |
¥6.1万 |
+7.06% |
跌破离场 |
| 29 |
2022-12-12 |
2023-02-07 |
161.20934829999996 |
172.47735 |
¥6.5万 |
+6.96% |
跌破离场 |
| 30 |
2023-07-26 |
2023-08-15 |
138.18945440299996 |
135.66420000000002 |
¥-1.8万 |
-1.86% |
跌破离场 |
| 31 |
2024-02-22 |
2024-03-28 |
101.33159035999999 |
98.76114 |
¥-2.5万 |
-2.57% |
跌破离场 |
| 32 |
2024-11-08 |
2024-11-25 |
94.36254027199998 |
84.4155 |
¥-10.2万 |
-10.57% |
跌破离场 |
| 33 |
2025-07-21 |
2025-09-19 |
69.290781 |
69.93 |
¥7,666 |
+0.89% |
跌破离场 |
| 34 |
2025-10-31 |
2025-11-18 |
69.42014979899999 |
68.39153999999999 |
¥-1.3万 |
-1.51% |
跌破离场 |
| 35 |
2026-01-07 |
2026-01-27 |
62.768825 |
55.92402 |
¥-9.2万 |
-10.93% |
跌破离场 |
| 36 |
2026-07-31 |
2026-08-18 |
41.854352539999994 |
39.7602 |
¥-3.8万 |
-5.03% |
跌破离场 |
| 37 |
2026-11-04 |
2026-11-13 |
38.37984049899999 |
35.88 |
¥-4.7万 |
-6.54% |
强平 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-25 |
突破买入 |
买入 |
81.7817 |
12000.0 |
¥98.2万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
89.79012 |
12000.0 |
¥1.08M |
|
| 2015-06-11 |
突破买入 |
买入 |
105.08497999999997 |
10300.0 |
¥1.08M |
首仓入场 |
| 2015-06-19 |
跌破离场 |
卖出 |
68.53139999999999 |
10300.0 |
¥70.6万 |
|
| 2015-10-13 |
突破买入 |
买入 |
60.44038 |
11800.0 |
¥71.3万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
62.52741000000001 |
11800.0 |
¥73.8万 |
|
| 2015-12-22 |
突破买入 |
买入 |
70.12004999999999 |
10400.0 |
¥72.9万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
63.39654000000001 |
10400.0 |
¥65.9万 |
|
| 2016-03-03 |
突破买入 |
买入 |
62.582519999999995 |
10700.0 |
¥67.0万 |
首仓入场 |
| 2016-04-11 |
跌破离场 |
卖出 |
64.04 |
10700.0 |
¥68.5万 |
|
| 2016-05-04 |
突破买入 |
买入 |
71.25118 |
9500.0 |
¥67.7万 |
首仓入场 |
| 2016-07-25 |
跌破离场 |
卖出 |
70.84908 |
9500.0 |
¥67.3万 |
|
| 2016-10-26 |
突破买入 |
买入 |
69.58952 |
9700.0 |
¥67.5万 |
首仓入场 |
| 2016-11-08 |
跌破离场 |
卖出 |
67.66 |
9700.0 |
¥65.6万 |
|
| 2016-11-30 |
突破买入 |
买入 |
71.13105999999999 |
9200.0 |
¥65.5万 |
首仓入场 |
| 2016-12-26 |
跌破离场 |
卖出 |
67.55 |
9200.0 |
¥62.1万 |
|
| 2017-02-23 |
突破买入 |
买入 |
84.08399999999997 |
7400.0 |
¥62.2万 |
首仓入场 |
| 2017-04-10 |
跌破离场 |
卖出 |
85.33458 |
7400.0 |
¥63.1万 |
|
| 2017-06-09 |
突破买入 |
买入 |
87.4874 |
7200.0 |
¥63.0万 |
首仓入场 |
| 2017-09-11 |
跌破离场 |
卖出 |
85.80411 |
7200.0 |
¥61.8万 |
|
| 2017-09-21 |
突破买入 |
买入 |
95.34525 |
6500.0 |
¥62.0万 |
首仓入场 |
| 2017-11-30 |
跌破离场 |
卖出 |
104.40549000000001 |
6500.0 |
¥67.8万 |
|
| 2017-12-22 |
突破买入 |
买入 |
119.21909999999998 |
5700.0 |
¥68.0万 |
首仓入场 |
| 2018-01-31 |
跌破离场 |
卖出 |
126.5 |
5700.0 |
¥72.1万 |
|
| 2018-05-04 |
突破买入 |
买入 |
121.62149999999998 |
5900.0 |
¥71.8万 |
首仓入场 |
| 2018-06-28 |
跌破离场 |
卖出 |
127.87200000000001 |
5900.0 |
¥75.4万 |
|
| 2018-09-25 |
突破买入 |
买入 |
124.72459999999998 |
6000.0 |
¥74.9万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
111.75 |
6000.0 |
¥67.0万 |
|
| 2018-12-04 |
突破买入 |
买入 |
103.60349999999998 |
6600.0 |
¥68.4万 |
首仓入场 |
| 2018-12-21 |
跌破离场 |
卖出 |
94.29561 |
6600.0 |
¥62.2万 |
|
| 2019-01-21 |
突破买入 |
买入 |
100.18007999999999 |
6200.0 |
¥62.1万 |
首仓入场 |
| 2019-01-31 |
跌破离场 |
卖出 |
95.89401 |
6200.0 |
¥59.4万 |
|
| 2019-02-12 |
突破买入 |
买入 |
103.91380999999998 |
5700.0 |
¥59.2万 |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
116.7831 |
5700.0 |
¥66.5万 |
|
| 2019-06-21 |
突破买入 |
买入 |
118.61849999999997 |
5600.0 |
¥66.4万 |
首仓入场 |
| 2019-07-19 |
跌破离场 |
卖出 |
124.80507 |
5600.0 |
¥69.9万 |
|
| 2019-09-02 |
突破买入 |
买入 |
110.56044999999999 |
6200.0 |
¥68.6万 |
首仓入场 |
| 2019-09-12 |
跌破离场 |
卖出 |
104.6952 |
6200.0 |
¥64.9万 |
|
| 2019-12-19 |
突破买入 |
买入 |
108.02791999999998 |
6100.0 |
¥65.9万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
96.44 |
6100.0 |
¥58.8万 |
|
| 2020-04-30 |
突破买入 |
买入 |
99.09899999999999 |
5900.0 |
¥58.5万 |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
127.85202000000001 |
5900.0 |
¥75.4万 |
|
| 2020-08-31 |
突破买入 |
买入 |
140.64049999999997 |
5300.0 |
¥74.6万 |
首仓入场 |
| 2020-09-18 |
跌破离场 |
卖出 |
131.04882 |
5300.0 |
¥69.4万 |
|
| 2020-10-14 |
突破买入 |
买入 |
149.6495 |
4700.0 |
¥70.4万 |
首仓入场 |
| 2021-01-14 |
跌破离场 |
卖出 |
215.4843 |
4700.0 |
¥1.01M |
|
| 2021-05-06 |
突破买入 |
买入 |
192.4 |
5200.0 |
¥1.00M |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
200.799 |
5200.0 |
¥1.04M |
|
| 2021-10-14 |
突破买入 |
买入 |
188.40821999999997 |
5600.0 |
¥1.06M |
首仓入场 |
| 2021-11-04 |
跌破离场 |
卖出 |
175.824 |
5600.0 |
¥98.4万 |
|
| 2021-12-09 |
突破买入 |
买入 |
186.15596999999997 |
5300.0 |
¥98.7万 |
首仓入场 |
| 2021-12-28 |
跌破离场 |
卖出 |
171.828 |
5300.0 |
¥91.0万 |
|
| 2022-02-10 |
突破买入 |
买入 |
169.64947999999998 |
5300.0 |
¥89.9万 |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
162.91 |
5300.0 |
¥86.3万 |
|
| 2022-05-05 |
突破买入 |
买入 |
158.158 |
5500.0 |
¥87.0万 |
首仓入场 |
| 2022-07-19 |
跌破离场 |
卖出 |
169.42041 |
5500.0 |
¥93.2万 |
|
| 2022-12-12 |
突破买入 |
买入 |
161.16099999999997 |
5800.0 |
¥93.5万 |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
172.47735 |
5800.0 |
¥1.00M |
|
| 2023-07-26 |
突破买入 |
买入 |
138.14800999999997 |
7200.0 |
¥99.5万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
135.66420000000002 |
7200.0 |
¥97.6万 |
|
| 2024-02-22 |
突破买入 |
买入 |
101.3012 |
9700.0 |
¥98.3万 |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
98.76114 |
9700.0 |
¥95.8万 |
|
| 2024-11-08 |
突破买入 |
买入 |
94.33423999999998 |
10200.0 |
¥96.2万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
84.4155 |
10200.0 |
¥86.1万 |
|
| 2025-07-21 |
突破买入 |
买入 |
69.27 |
12400.0 |
¥85.9万 |
首仓入场 |
| 2025-09-19 |
跌破离场 |
卖出 |
69.93 |
12400.0 |
¥86.7万 |
|
| 2025-10-31 |
突破买入 |
买入 |
69.39932999999999 |
12200.0 |
¥84.7万 |
首仓入场 |
| 2025-11-18 |
跌破离场 |
卖出 |
68.39153999999999 |
12200.0 |
¥83.4万 |
|
| 2026-01-07 |
突破买入 |
买入 |
62.75 |
13400.0 |
¥84.1万 |
首仓入场 |
| 2026-01-27 |
跌破离场 |
卖出 |
55.92402 |
13400.0 |
¥74.9万 |
|
| 2026-07-31 |
突破买入 |
买入 |
41.84179999999999 |
17900.0 |
¥74.9万 |
首仓入场 |
| 2026-08-18 |
跌破离场 |
卖出 |
39.7602 |
17900.0 |
¥71.1万 |
|
| 2026-11-04 |
突破买入 |
买入 |
38.36832999999999 |
18800.0 |
¥72.2万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
35.88 |
18800 |
¥67.4万 |
回测结束强平 |