002311 海大集团 — 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: ¥1.36M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +36.41%）
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 39 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 |
2015-03-05 |
2015-06-19 |
15.239790566 |
23.33664 |
¥52.8万 |
+53.08% |
跌破离场 |
| 2 |
2015-10-13 |
2015-11-30 |
13.477502037999999 |
13.07691 |
¥-4.5万 |
-3.00% |
跌破离场 |
| 3 |
2015-12-18 |
2016-01-05 |
14.308581286999999 |
13.0869 |
¥-12.7万 |
-8.57% |
跌破离场 |
| 4 |
2016-01-07 |
2016-01-22 |
15.029517503 |
12.257729999999999 |
¥-24.3万 |
-18.47% |
跌破离场 |
| 5 |
2016-02-29 |
2016-05-26 |
13.497528044 |
16.06392 |
¥20.9万 |
+18.98% |
跌破离场 |
| 6 |
2016-08-23 |
2016-10-26 |
15.780492727999999 |
15.67431 |
¥-9,226 |
-0.70% |
跌破离场 |
| 7 |
2017-02-09 |
2017-08-07 |
15.179712547999996 |
17.52246 |
¥20.1万 |
+15.40% |
跌破离场 |
| 8 |
2017-10-24 |
2018-01-09 |
19.925875969999996 |
22.347630000000002 |
¥18.3万 |
+12.12% |
跌破离场 |
| 9 |
2018-03-28 |
2018-05-25 |
24.551883355999998 |
24.25572 |
¥-2.1万 |
-1.24% |
跌破离场 |
| 10 |
2018-09-25 |
2018-12-20 |
21.187514348 |
22.29768 |
¥8.7万 |
+5.21% |
跌破离场 |
| 11 |
2019-01-21 |
2019-06-10 |
23.650713085999996 |
29.870099999999997 |
¥46.1万 |
+26.26% |
跌破离场 |
| 12 |
2019-08-28 |
2019-09-24 |
31.741219509999997 |
33.11685 |
¥9.5万 |
+4.30% |
跌破离场 |
| 13 |
2019-10-30 |
2019-11-18 |
33.243169959999996 |
32.61735 |
¥-4.4万 |
-1.91% |
跌破离场 |
| 14 |
2019-12-19 |
2020-02-03 |
33.133026926999996 |
30.65 |
¥-17.0万 |
-7.52% |
跌破离场 |
| 15 |
2020-03-04 |
2020-03-17 |
36.55747395299999 |
33.7662 |
¥-16.1万 |
-7.66% |
跌破离场 |
| 16 |
2020-04-01 |
2020-06-03 |
40.05201199999999 |
45.2547 |
¥25.0万 |
+12.96% |
跌破离场 |
| 17 |
2020-07-10 |
2020-09-08 |
52.127693618 |
64.56537 |
¥51.7万 |
+23.82% |
跌破离场 |
| 18 |
2020-12-16 |
2021-01-20 |
61.68009847999999 |
63.38655 |
¥7.4万 |
+2.74% |
跌破离场 |
| 19 |
2021-02-05 |
2021-03-09 |
76.018718776 |
70.72919999999999 |
¥-19.4万 |
-6.99% |
跌破离场 |
| 20 |
2021-05-18 |
2021-06-09 |
86.31208586000001 |
77.0229 |
¥-27.9万 |
-10.79% |
跌破离场 |
| 21 |
2021-12-24 |
2022-02-10 |
70.89206123999999 |
68.92101 |
¥-6.5万 |
-2.81% |
跌破离场 |
| 22 |
2022-04-15 |
2022-06-17 |
61.229513344999994 |
57.4425 |
¥-13.8万 |
-6.21% |
跌破离场 |
| 23 |
2022-07-12 |
2022-08-10 |
63.11195790899998 |
59.06088 |
¥-13.5万 |
-6.45% |
跌破离场 |
| 24 |
2023-01-03 |
2023-02-06 |
61.960462564 |
61.61832 |
¥-1.1万 |
-0.58% |
跌破离场 |
| 25 |
2023-07-31 |
2023-08-14 |
49.874767942999995 |
47.10285 |
¥-10.9万 |
-5.59% |
跌破离场 |
| 26 |
2023-09-13 |
2023-09-28 |
48.56306454999999 |
45.954 |
¥-9.9万 |
-5.40% |
跌破离场 |
| 27 |
2023-11-21 |
2023-11-30 |
46.189982838999995 |
43.39656 |
¥-10.6万 |
-6.08% |
跌破离场 |
| 28 |
2023-12-29 |
2024-01-23 |
44.417681308 |
39.96 |
¥-16.4万 |
-10.06% |
跌破离场 |
| 29 |
2024-02-26 |
2024-03-26 |
43.636667073999995 |
42.87 |
¥-2.6万 |
-1.79% |
跌破离场 |
| 30 |
2024-04-19 |
2024-06-03 |
47.0611141 |
50.71923 |
¥11.2万 |
+7.74% |
跌破离场 |
| 31 |
2024-12-16 |
2025-01-06 |
49.42418280799999 |
47.09286 |
¥-7.4万 |
-4.75% |
跌破离场 |
| 32 |
2025-01-20 |
2025-02-26 |
51.096354309 |
46.86308999999999 |
¥-12.4万 |
-8.31% |
跌破离场 |
| 33 |
2025-03-04 |
2025-03-24 |
52.628343767999986 |
48.85 |
¥-9.8万 |
-7.21% |
跌破离场 |
| 34 |
2025-04-23 |
2025-06-17 |
54.460723316999996 |
59.47046999999999 |
¥11.6万 |
+9.17% |
跌破离场 |
| 35 |
2025-08-20 |
2025-10-17 |
59.83770592799999 |
60.3396 |
¥1.1万 |
+0.81% |
跌破离场 |
| 36 |
2025-12-31 |
2026-01-21 |
56.37320689 |
52.297650000000004 |
¥-10.1万 |
-7.26% |
跌破离场 |
| 37 |
2026-02-06 |
2026-03-24 |
54.460723316999996 |
52.37757 |
¥-5.0万 |
-3.85% |
跌破离场 |
| 38 |
2026-07-07 |
2026-08-06 |
46.700645992 |
47.12283 |
¥1.1万 |
+0.87% |
跌破离场 |
| 39 |
2026-10-28 |
2026-11-13 |
45.108578515 |
48.88 |
¥10.5万 |
+8.33% |
强平 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-05 |
突破买入 |
买入 |
15.235219999999998 |
65300.0 |
¥99.5万 |
首仓入场 |
| 2015-06-19 |
跌破离场 |
卖出 |
23.33664 |
65300.0 |
¥1.52M |
|
| 2015-10-13 |
突破买入 |
买入 |
13.47346 |
111900.0 |
¥1.51M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
13.07691 |
111900.0 |
¥1.46M |
|
| 2015-12-18 |
突破买入 |
买入 |
14.304289999999998 |
103500.0 |
¥1.48M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
13.0869 |
103500.0 |
¥1.35M |
|
| 2016-01-07 |
突破买入 |
买入 |
15.02501 |
87600.0 |
¥1.32M |
首仓入场 |
| 2016-01-22 |
跌破离场 |
卖出 |
12.257729999999999 |
87600.0 |
¥1.07M |
|
| 2016-02-29 |
突破买入 |
买入 |
13.493479999999998 |
81500.0 |
¥1.10M |
首仓入场 |
| 2016-05-26 |
跌破离场 |
卖出 |
16.06392 |
81500.0 |
¥1.31M |
|
| 2016-08-23 |
突破买入 |
买入 |
15.775759999999998 |
83200.0 |
¥1.31M |
首仓入场 |
| 2016-10-26 |
跌破离场 |
卖出 |
15.67431 |
83200.0 |
¥1.30M |
|
| 2017-02-09 |
突破买入 |
买入 |
15.175159999999998 |
86000.0 |
¥1.31M |
首仓入场 |
| 2017-08-07 |
跌破离场 |
卖出 |
17.52246 |
86000.0 |
¥1.51M |
|
| 2017-10-24 |
突破买入 |
买入 |
19.919899999999995 |
75800.0 |
¥1.51M |
首仓入场 |
| 2018-01-09 |
跌破离场 |
卖出 |
22.347630000000002 |
75800.0 |
¥1.69M |
|
| 2018-03-28 |
突破买入 |
买入 |
24.54452 |
68400.0 |
¥1.68M |
首仓入场 |
| 2018-05-25 |
跌破离场 |
卖出 |
24.25572 |
68400.0 |
¥1.66M |
|
| 2018-09-25 |
突破买入 |
买入 |
21.18116 |
78700.0 |
¥1.67M |
首仓入场 |
| 2018-12-20 |
跌破离场 |
卖出 |
22.29768 |
78700.0 |
¥1.75M |
|
| 2019-01-21 |
突破买入 |
买入 |
23.64362 |
74300.0 |
¥1.76M |
首仓入场 |
| 2019-06-10 |
跌破离场 |
卖出 |
29.870099999999997 |
74300.0 |
¥2.22M |
|
| 2019-08-28 |
突破买入 |
买入 |
31.731699999999996 |
69800.0 |
¥2.22M |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
33.11685 |
69800.0 |
¥2.31M |
|
| 2019-10-30 |
突破买入 |
买入 |
33.2332 |
68800.0 |
¥2.29M |
首仓入场 |
| 2019-11-18 |
跌破离场 |
卖出 |
32.61735 |
68800.0 |
¥2.24M |
|
| 2019-12-19 |
突破买入 |
买入 |
33.12309 |
68300.0 |
¥2.26M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
30.65 |
68300.0 |
¥2.09M |
|
| 2020-03-04 |
突破买入 |
买入 |
36.54650999999999 |
57300.0 |
¥2.09M |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
33.7662 |
57300.0 |
¥1.93M |
|
| 2020-04-01 |
突破买入 |
买入 |
40.03999999999999 |
48200.0 |
¥1.93M |
首仓入场 |
| 2020-06-03 |
跌破离场 |
卖出 |
45.2547 |
48200.0 |
¥2.18M |
|
| 2020-07-10 |
突破买入 |
买入 |
52.11206 |
41600.0 |
¥2.17M |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
64.56537 |
41600.0 |
¥2.69M |
|
| 2020-12-16 |
突破买入 |
买入 |
61.66159999999999 |
43600.0 |
¥2.69M |
首仓入场 |
| 2021-01-20 |
跌破离场 |
卖出 |
63.38655 |
43600.0 |
¥2.76M |
|
| 2021-02-05 |
突破买入 |
买入 |
75.99592 |
36600.0 |
¥2.78M |
首仓入场 |
| 2021-03-09 |
跌破离场 |
卖出 |
70.72919999999999 |
36600.0 |
¥2.59M |
|
| 2021-05-18 |
突破买入 |
买入 |
86.2862 |
30000.0 |
¥2.59M |
首仓入场 |
| 2021-06-09 |
跌破离场 |
卖出 |
77.0229 |
30000.0 |
¥2.31M |
|
| 2021-12-24 |
突破买入 |
买入 |
70.87079999999999 |
32400.0 |
¥2.30M |
首仓入场 |
| 2022-02-10 |
跌破离场 |
卖出 |
68.92101 |
32400.0 |
¥2.23M |
|
| 2022-04-15 |
突破买入 |
买入 |
61.21114999999999 |
36300.0 |
¥2.22M |
首仓入场 |
| 2022-06-17 |
跌破离场 |
卖出 |
57.4425 |
36300.0 |
¥2.08M |
|
| 2022-07-12 |
突破买入 |
买入 |
63.09302999999999 |
33300.0 |
¥2.10M |
首仓入场 |
| 2022-08-10 |
跌破离场 |
卖出 |
59.06088 |
33300.0 |
¥1.97M |
|
| 2023-01-03 |
突破买入 |
买入 |
61.94188 |
31800.0 |
¥1.97M |
首仓入场 |
| 2023-02-06 |
跌破离场 |
卖出 |
61.61832 |
31800.0 |
¥1.96M |
|
| 2023-07-31 |
突破买入 |
买入 |
49.859809999999996 |
39200.0 |
¥1.96M |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
47.10285 |
39200.0 |
¥1.85M |
|
| 2023-09-13 |
突破买入 |
买入 |
48.5485 |
37900.0 |
¥1.84M |
首仓入场 |
| 2023-09-28 |
跌破离场 |
卖出 |
45.954 |
37900.0 |
¥1.74M |
|
| 2023-11-21 |
突破买入 |
买入 |
46.17613 |
37800.0 |
¥1.75M |
首仓入场 |
| 2023-11-30 |
跌破离场 |
卖出 |
43.39656 |
37800.0 |
¥1.64M |
|
| 2023-12-29 |
突破买入 |
买入 |
44.40436 |
36800.0 |
¥1.63M |
首仓入场 |
| 2024-01-23 |
跌破离场 |
卖出 |
39.96 |
36800.0 |
¥1.47M |
|
| 2024-02-26 |
突破买入 |
买入 |
43.62358 |
33700.0 |
¥1.47M |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
42.87 |
33700.0 |
¥1.44M |
|
| 2024-04-19 |
突破买入 |
买入 |
47.047 |
30700.0 |
¥1.44M |
首仓入场 |
| 2024-06-03 |
跌破离场 |
卖出 |
50.71923 |
30700.0 |
¥1.56M |
|
| 2024-12-16 |
突破买入 |
买入 |
49.40935999999999 |
31600.0 |
¥1.56M |
首仓入场 |
| 2025-01-06 |
跌破离场 |
卖出 |
47.09286 |
31600.0 |
¥1.49M |
|
| 2025-01-20 |
突破买入 |
买入 |
51.08103 |
29200.0 |
¥1.49M |
首仓入场 |
| 2025-02-26 |
跌破离场 |
卖出 |
46.86308999999999 |
29200.0 |
¥1.37M |
|
| 2025-03-04 |
突破买入 |
买入 |
52.61255999999999 |
25900.0 |
¥1.36M |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
48.85 |
25900.0 |
¥1.26M |
|
| 2025-04-23 |
突破买入 |
买入 |
54.44438999999999 |
23200.0 |
¥1.26M |
首仓入场 |
| 2025-06-17 |
跌破离场 |
卖出 |
59.47046999999999 |
23200.0 |
¥1.38M |
|
| 2025-08-20 |
突破买入 |
买入 |
59.81975999999999 |
23100.0 |
¥1.38M |
首仓入场 |
| 2025-10-17 |
跌破离场 |
卖出 |
60.3396 |
23100.0 |
¥1.39M |
|
| 2025-12-31 |
突破买入 |
买入 |
56.3563 |
24700.0 |
¥1.39M |
首仓入场 |
| 2026-01-21 |
跌破离场 |
卖出 |
52.297650000000004 |
24700.0 |
¥1.29M |
|
| 2026-02-06 |
突破买入 |
买入 |
54.44438999999999 |
23700.0 |
¥1.29M |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
52.37757 |
23700.0 |
¥1.24M |
|
| 2026-07-07 |
突破买入 |
买入 |
46.68664 |
26300.0 |
¥1.23M |
首仓入场 |
| 2026-08-06 |
跌破离场 |
卖出 |
47.12283 |
26300.0 |
¥1.24M |
|
| 2026-10-28 |
突破买入 |
买入 |
45.09504999999999 |
27900.0 |
¥1.26M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
48.88 |
27900 |
¥1.36M |
回测结束强平 |