002352 顺丰控股 — 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 +8.36%）
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 |
2015-03-24 |
2015-05-08 |
28.537058549999998 |
31.87809 |
¥11.6万 |
+11.67% |
跌破离场 |
| 2 |
2015-05-13 |
2015-06-17 |
37.0481111 |
51.27867 |
¥42.5万 |
+38.37% |
跌破离场 |
| 3 |
2015-10-09 |
2016-01-05 |
22.929776869999998 |
26.2 |
¥21.8万 |
+14.23% |
跌破离场 |
| 4 |
2016-03-22 |
2016-06-01 |
24.892325457999995 |
16.68 |
¥-57.8万 |
-33.01% |
跌破离场 |
| 5 |
2016-06-21 |
2016-07-26 |
38.0494114 |
42.24771 |
¥12.5万 |
+11.00% |
跌破离场 |
| 6 |
2016-09-21 |
2016-10-31 |
44.35760328999999 |
48.07 |
¥10.8万 |
+8.34% |
跌破离场 |
| 7 |
2017-03-02 |
2017-03-16 |
67.14719811799999 |
59.52 |
¥-15.4万 |
-11.39% |
跌破离场 |
| 8 |
2017-08-18 |
2017-11-15 |
51.346679384 |
55.244699999999995 |
¥9.5万 |
+7.56% |
跌破离场 |
| 9 |
2018-01-05 |
2018-02-06 |
53.165945 |
47.652300000000004 |
¥-14.0万 |
-10.40% |
跌破离场 |
| 10 |
2018-09-25 |
2018-10-12 |
43.005847885 |
39.5604 |
¥-9.5万 |
-8.04% |
跌破离场 |
| 11 |
2019-02-15 |
2019-03-11 |
34.74512041 |
35.05 |
¥9,361 |
+0.85% |
跌破离场 |
| 12 |
2019-04-02 |
2019-04-15 |
37.398566204999995 |
35.364599999999996 |
¥-6.2万 |
-5.47% |
跌破离场 |
| 13 |
2019-06-25 |
2019-09-26 |
32.66241578599999 |
37.98198 |
¥17.3万 |
+16.25% |
跌破离场 |
| 14 |
2019-10-23 |
2019-10-31 |
43.363005 |
39.170790000000004 |
¥-12.0万 |
-9.69% |
跌破离场 |
| 15 |
2020-02-07 |
2020-03-13 |
44.738097404 |
42.1 |
¥-6.5万 |
-5.92% |
跌破离场 |
| 16 |
2020-06-09 |
2020-08-12 |
51.657082476999996 |
65.934 |
¥29.1万 |
+27.60% |
跌破离场 |
| 17 |
2020-08-27 |
2020-11-02 |
80.10402399999998 |
83.54 |
¥5.7万 |
+4.26% |
跌破离场 |
| 18 |
2020-12-23 |
2021-03-05 |
86.592449944 |
95.93397 |
¥15.0万 |
+10.75% |
跌破离场 |
| 19 |
2021-05-19 |
2021-06-17 |
69.04966868799998 |
67.83210000000001 |
¥-2.8万 |
-1.79% |
跌破离场 |
| 20 |
2021-09-10 |
2021-10-19 |
63.712738089000005 |
64.46547 |
¥1.7万 |
+1.15% |
跌破离场 |
| 21 |
2021-12-23 |
2022-01-14 |
66.58646994999998 |
64.935 |
¥-3.8万 |
-2.51% |
跌破离场 |
| 22 |
2022-06-02 |
2022-06-24 |
52.06761559999999 |
49.6503 |
¥-7.0万 |
-4.67% |
跌破离场 |
| 23 |
2022-06-28 |
2022-07-12 |
54.0702162 |
52.95698999999999 |
¥-3.0万 |
-2.09% |
跌破离场 |
| 24 |
2022-09-14 |
2022-09-23 |
50.916120254999996 |
45.94401 |
¥-13.6万 |
-9.79% |
跌破离场 |
| 25 |
2022-11-14 |
2023-02-16 |
52.638356771 |
55.95399 |
¥7.9万 |
+6.27% |
跌破离场 |
| 26 |
2023-04-10 |
2023-05-09 |
57.80506631899999 |
50.55 |
¥-16.8万 |
-12.58% |
跌破离场 |
| 27 |
2023-07-26 |
2023-08-14 |
48.212609445 |
46.733219999999996 |
¥-3.6万 |
-3.10% |
跌破离场 |
| 28 |
2023-12-01 |
2023-12-06 |
42.192654 |
40.43951999999999 |
¥-4.7万 |
-4.18% |
跌破离场 |
| 29 |
2024-05-10 |
2024-06-14 |
37.70896929799999 |
36.31365 |
¥-4.1万 |
-3.73% |
跌破离场 |
| 30 |
2024-08-30 |
2024-11-18 |
35.666316685999995 |
42.87707999999999 |
¥21.2万 |
+20.18% |
跌破离场 |
| 31 |
2025-02-20 |
2025-04-08 |
41.35370238999999 |
40.4595 |
¥-2.8万 |
-2.19% |
跌破离场 |
| 32 |
2025-05-22 |
2025-07-04 |
46.430294911 |
47.4525 |
¥2.7万 |
+2.17% |
跌破离场 |
| 33 |
2025-08-27 |
2025-09-01 |
48.99362367899999 |
44.52543 |
¥-11.5万 |
-9.15% |
跌破离场 |
| 34 |
2025-12-30 |
2026-01-28 |
38.671598 |
37.83213 |
¥-2.5万 |
-2.20% |
跌破离场 |
| 35 |
2026-07-21 |
2026-08-10 |
33.87398914899999 |
33.21 |
¥-2.2万 |
-1.99% |
跌破离场 |
| 36 |
2026-10-20 |
2026-10-23 |
31.751232512999994 |
30.30966 |
¥-5.0万 |
-4.57% |
跌破离场 |
| 37 |
2026-10-27 |
2026-11-13 |
32.321973684 |
33.25 |
¥3.0万 |
+2.84% |
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 |
|---|
| 2015-03-24 |
突破买入 |
买入 |
28.528499999999998 |
34900.0 |
¥99.6万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
31.87809 |
34900.0 |
¥1.11M |
|
| 2015-05-13 |
突破买入 |
买入 |
37.037 |
29900.0 |
¥1.11M |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
51.27867 |
29900.0 |
¥1.53M |
|
| 2015-10-09 |
突破买入 |
买入 |
22.922899999999995 |
66700.0 |
¥1.53M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
26.2 |
66700.0 |
¥1.75M |
|
| 2016-03-22 |
突破买入 |
买入 |
24.884859999999996 |
70400.0 |
¥1.75M |
首仓入场 |
| 2016-06-01 |
跌破离场 |
卖出 |
16.68 |
70400.0 |
¥1.17M |
|
| 2016-06-21 |
突破买入 |
买入 |
38.038 |
29800.0 |
¥1.13M |
首仓入场 |
| 2016-07-26 |
跌破离场 |
卖出 |
42.24771 |
29800.0 |
¥1.26M |
|
| 2016-09-21 |
突破买入 |
买入 |
44.34429999999999 |
29300.0 |
¥1.30M |
首仓入场 |
| 2016-10-31 |
跌破离场 |
卖出 |
48.07 |
29300.0 |
¥1.41M |
|
| 2017-03-02 |
突破买入 |
买入 |
67.12706 |
20100.0 |
¥1.35M |
首仓入场 |
| 2017-03-16 |
跌破离场 |
卖出 |
59.52 |
20100.0 |
¥1.20M |
|
| 2017-08-18 |
突破买入 |
买入 |
51.33127999999999 |
24400.0 |
¥1.25M |
首仓入场 |
| 2017-11-15 |
跌破离场 |
卖出 |
55.244699999999995 |
24400.0 |
¥1.35M |
|
| 2018-01-05 |
突破买入 |
买入 |
53.15 |
25400.0 |
¥1.35M |
首仓入场 |
| 2018-02-06 |
跌破离场 |
卖出 |
47.652300000000004 |
25400.0 |
¥1.21M |
|
| 2018-09-25 |
突破买入 |
买入 |
42.99295 |
27600.0 |
¥1.19M |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
39.5604 |
27600.0 |
¥1.09M |
|
| 2019-02-15 |
突破买入 |
买入 |
34.7347 |
31800.0 |
¥1.10M |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
35.05 |
31800.0 |
¥1.11M |
|
| 2019-04-02 |
突破买入 |
买入 |
37.38735 |
30100.0 |
¥1.13M |
首仓入场 |
| 2019-04-15 |
跌破离场 |
卖出 |
35.364599999999996 |
30100.0 |
¥1.06M |
|
| 2019-06-25 |
突破买入 |
买入 |
32.65261999999999 |
32500.0 |
¥1.06M |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
37.98198 |
32500.0 |
¥1.23M |
|
| 2019-10-23 |
突破买入 |
买入 |
43.35 |
28500.0 |
¥1.24M |
首仓入场 |
| 2019-10-31 |
跌破离场 |
卖出 |
39.170790000000004 |
28500.0 |
¥1.12M |
|
| 2020-02-07 |
突破买入 |
买入 |
44.72468 |
24500.0 |
¥1.10M |
首仓入场 |
| 2020-03-13 |
跌破离场 |
卖出 |
42.1 |
24500.0 |
¥1.03M |
|
| 2020-06-09 |
突破买入 |
买入 |
51.64159 |
20400.0 |
¥1.05M |
首仓入场 |
| 2020-08-12 |
跌破离场 |
卖出 |
65.934 |
20400.0 |
¥1.34M |
|
| 2020-08-27 |
突破买入 |
买入 |
80.07999999999998 |
16700.0 |
¥1.34M |
首仓入场 |
| 2020-11-02 |
跌破离场 |
卖出 |
83.54 |
16700.0 |
¥1.39M |
|
| 2020-12-23 |
突破买入 |
买入 |
86.56648 |
16100.0 |
¥1.39M |
首仓入场 |
| 2021-03-05 |
跌破离场 |
卖出 |
95.93397 |
16100.0 |
¥1.54M |
|
| 2021-05-19 |
突破买入 |
买入 |
69.02895999999998 |
22400.0 |
¥1.55M |
首仓入场 |
| 2021-06-17 |
跌破离场 |
卖出 |
67.83210000000001 |
22400.0 |
¥1.52M |
|
| 2021-09-10 |
突破买入 |
买入 |
63.693630000000006 |
23800.0 |
¥1.52M |
首仓入场 |
| 2021-10-19 |
跌破离场 |
卖出 |
64.46547 |
23800.0 |
¥1.53M |
|
| 2021-12-23 |
突破买入 |
买入 |
66.56649999999999 |
23000.0 |
¥1.53M |
首仓入场 |
| 2022-01-14 |
跌破离场 |
卖出 |
64.935 |
23000.0 |
¥1.49M |
|
| 2022-06-02 |
突破买入 |
买入 |
52.05199999999999 |
28600.0 |
¥1.49M |
首仓入场 |
| 2022-06-24 |
跌破离场 |
卖出 |
49.6503 |
28600.0 |
¥1.42M |
|
| 2022-06-28 |
突破买入 |
买入 |
54.053999999999995 |
26300.0 |
¥1.42M |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
52.95698999999999 |
26300.0 |
¥1.39M |
|
| 2022-09-14 |
突破买入 |
买入 |
50.90085 |
27200.0 |
¥1.38M |
首仓入场 |
| 2022-09-23 |
跌破离场 |
卖出 |
45.94401 |
27200.0 |
¥1.25M |
|
| 2022-11-14 |
突破买入 |
买入 |
52.622569999999996 |
24000.0 |
¥1.26M |
首仓入场 |
| 2023-02-16 |
跌破离场 |
卖出 |
55.95399 |
24000.0 |
¥1.34M |
|
| 2023-04-10 |
突破买入 |
买入 |
57.787729999999996 |
23100.0 |
¥1.34M |
首仓入场 |
| 2023-05-09 |
跌破离场 |
卖出 |
50.55 |
23100.0 |
¥1.17M |
|
| 2023-07-26 |
突破买入 |
买入 |
48.19814999999999 |
24400.0 |
¥1.18M |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
46.733219999999996 |
24400.0 |
¥1.14M |
|
| 2023-12-01 |
突破买入 |
买入 |
42.18 |
26900.0 |
¥1.13M |
首仓入场 |
| 2023-12-06 |
跌破离场 |
卖出 |
40.43951999999999 |
26900.0 |
¥1.09M |
|
| 2024-05-10 |
突破买入 |
买入 |
37.69765999999999 |
29000.0 |
¥1.09M |
首仓入场 |
| 2024-06-14 |
跌破离场 |
卖出 |
36.31365 |
29000.0 |
¥1.05M |
|
| 2024-08-30 |
突破买入 |
买入 |
35.65561999999999 |
29500.0 |
¥1.05M |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
42.87707999999999 |
29500.0 |
¥1.26M |
|
| 2025-02-20 |
突破买入 |
买入 |
41.3413 |
30600.0 |
¥1.27M |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
40.4595 |
30600.0 |
¥1.24M |
|
| 2025-05-22 |
突破买入 |
买入 |
46.41637 |
26500.0 |
¥1.23M |
首仓入场 |
| 2025-07-04 |
跌破离场 |
卖出 |
47.4525 |
26500.0 |
¥1.26M |
|
| 2025-08-27 |
突破买入 |
买入 |
48.97892999999999 |
25700.0 |
¥1.26M |
首仓入场 |
| 2025-09-01 |
跌破离场 |
卖出 |
44.52543 |
25700.0 |
¥1.14M |
|
| 2025-12-30 |
突破买入 |
买入 |
38.66 |
29700.0 |
¥1.15M |
首仓入场 |
| 2026-01-28 |
跌破离场 |
卖出 |
37.83213 |
29700.0 |
¥1.12M |
|
| 2026-07-21 |
突破买入 |
买入 |
33.86382999999999 |
33000.0 |
¥1.12M |
首仓入场 |
| 2026-08-10 |
跌破离场 |
卖出 |
33.21 |
33000.0 |
¥1.10M |
|
| 2026-10-20 |
突破买入 |
买入 |
31.741709999999998 |
34500.0 |
¥1.10M |
首仓入场 |
| 2026-10-23 |
跌破离场 |
卖出 |
30.30966 |
34500.0 |
¥1.05M |
|
| 2026-10-27 |
突破买入 |
买入 |
32.312279999999994 |
32400.0 |
¥1.05M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
33.25 |
32400 |
¥1.08M |
回测结束强平 |