002353 杰瑞股份 — 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: ¥1.35M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +34.60%）
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 42 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 |
2015-03-17 |
2015-05-07 |
36.55747395299999 |
36.863099999999996 |
¥8,042 |
+0.81% |
跌破离场 |
| 2 |
2015-09-30 |
2015-10-09 |
39.931976 |
32.34 |
¥-17.1万 |
-19.04% |
跌破离场 |
| 3 |
2016-04-27 |
2016-06-27 |
18.634198582999996 |
18.6813 |
¥1,842 |
+0.22% |
跌破离场 |
| 4 |
2016-09-12 |
2016-10-31 |
18.033418402999995 |
18.05193 |
¥601 |
+0.07% |
跌破离场 |
| 5 |
2016-11-23 |
2017-01-17 |
19.044731705999997 |
19.170810000000003 |
¥5,294 |
+0.63% |
跌破离场 |
| 6 |
2017-02-22 |
2017-03-10 |
22.32899669 |
21.86811 |
¥-1.8万 |
-2.09% |
跌破离场 |
| 7 |
2017-09-07 |
2017-09-26 |
15.640310685999998 |
15.21 |
¥-2.3万 |
-2.78% |
跌破离场 |
| 8 |
2017-10-10 |
2017-10-19 |
15.970739784999997 |
15.294690000000001 |
¥-3.4万 |
-4.26% |
跌破离场 |
| 9 |
2017-11-08 |
2017-11-21 |
16.32119489 |
14.91507 |
¥-6.6万 |
-8.64% |
跌破离场 |
| 10 |
2018-01-11 |
2018-02-07 |
15.500128643999998 |
13.87611 |
¥-7.4万 |
-10.50% |
跌破离场 |
| 11 |
2018-04-10 |
2018-05-03 |
16.050843809 |
15.114870000000003 |
¥-3.7万 |
-5.86% |
跌破离场 |
| 12 |
2018-05-22 |
2018-06-04 |
20.176201045 |
17.73225 |
¥-7.1万 |
-12.14% |
跌破离场 |
| 13 |
2018-07-17 |
2018-10-19 |
17.22236516 |
18.25173 |
¥3.1万 |
+5.95% |
跌破离场 |
| 14 |
2019-01-22 |
2019-04-25 |
17.662937292 |
24.415560000000003 |
¥21.0万 |
+38.19% |
跌破离场 |
| 15 |
2019-06-27 |
2019-08-20 |
23.530557049999995 |
25.374599999999997 |
¥6.0万 |
+7.80% |
跌破离场 |
| 16 |
2019-10-11 |
2019-11-11 |
29.918852963999996 |
29.120849999999997 |
¥-2.2万 |
-2.70% |
跌破离场 |
| 17 |
2019-11-19 |
2020-02-04 |
31.901427557999995 |
36.02 |
¥10.3万 |
+12.88% |
跌破离场 |
| 18 |
2020-02-12 |
2020-02-26 |
40.572688156 |
36.863099999999996 |
¥-8.1万 |
-9.17% |
跌破离场 |
| 19 |
2020-04-24 |
2020-04-28 |
26.634587979999996 |
22.377599999999997 |
¥-13.0万 |
-16.01% |
跌破离场 |
| 20 |
2020-05-12 |
2020-05-26 |
27.435628219999998 |
25.2747 |
¥-5.4万 |
-7.90% |
跌破离场 |
| 21 |
2020-06-04 |
2020-07-17 |
29.598436867999997 |
29.26071 |
¥-7,415 |
-1.17% |
跌破离场 |
| 22 |
2020-11-18 |
2020-12-22 |
32.812610831 |
34.64532 |
¥3.5万 |
+5.55% |
跌破离场 |
| 23 |
2021-01-12 |
2021-02-25 |
38.910529657999994 |
45.1548 |
¥10.5万 |
+16.01% |
跌破离场 |
| 24 |
2021-05-19 |
2021-07-16 |
38.970607676 |
41.10885 |
¥4.1万 |
+5.46% |
跌破离场 |
| 25 |
2021-09-10 |
2021-10-14 |
44.943479 |
45.34461 |
¥6,937 |
+0.86% |
跌破离场 |
| 26 |
2022-01-20 |
2022-01-26 |
45.308838574999996 |
42.966989999999996 |
¥-4.2万 |
-5.20% |
跌破离场 |
| 27 |
2022-02-10 |
2022-03-16 |
47.061114100000005 |
42.84711 |
¥-6.9万 |
-8.98% |
跌破离场 |
| 28 |
2022-05-31 |
2022-06-21 |
40.52262314099998 |
39.32064 |
¥-2.1万 |
-3.00% |
跌破离场 |
| 29 |
2023-01-19 |
2023-02-22 |
32.62236377399999 |
30.55941 |
¥-4.3万 |
-6.35% |
跌破离场 |
| 30 |
2023-04-19 |
2023-04-26 |
29.077760711999996 |
26.723250000000004 |
¥-5.2万 |
-8.12% |
跌破离场 |
| 31 |
2023-07-05 |
2023-08-14 |
25.717713000000003 |
26.783189999999998 |
¥2.4万 |
+4.11% |
跌破离场 |
| 32 |
2023-08-24 |
2023-10-10 |
28.737318609999996 |
30.619349999999997 |
¥4.0万 |
+6.52% |
跌破离场 |
| 33 |
2024-01-08 |
2024-01-23 |
29.137838729999995 |
26.4735 |
¥-6.0万 |
-9.17% |
跌破离场 |
| 34 |
2024-03-08 |
2024-03-22 |
31.020283293999995 |
29.3706 |
¥-3.2万 |
-5.35% |
跌破离场 |
| 35 |
2024-04-08 |
2024-04-29 |
32.55227275299999 |
31.02894 |
¥-2.6万 |
-4.71% |
跌破离场 |
| 36 |
2024-05-30 |
2024-07-03 |
35.0455105 |
34.12584 |
¥-1.4万 |
-2.65% |
跌破离场 |
| 37 |
2024-10-09 |
2024-11-29 |
34.54486035 |
35.34462 |
¥1.1万 |
+2.28% |
跌破离场 |
| 38 |
2024-12-31 |
2025-02-18 |
37.288423172 |
35.993970000000004 |
¥-1.9万 |
-3.50% |
跌破离场 |
| 39 |
2025-06-06 |
2025-07-08 |
35.670697999999994 |
33.966 |
¥-2.5万 |
-4.81% |
跌破离场 |
| 40 |
2025-07-16 |
2025-10-20 |
37.128215124 |
50.36958 |
¥17.5万 |
+35.62% |
跌破离场 |
| 41 |
2025-12-02 |
2026-03-16 |
60.598694156 |
105.12477 |
¥47.2万 |
+73.42% |
跌破离场 |
| 42 |
2026-04-13 |
2026-07-14 |
116.15083479999998 |
137.95191 |
¥20.9万 |
+18.73% |
跌破离场 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-17 |
突破买入 |
买入 |
36.54650999999999 |
27300.0 |
¥99.8万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
36.863099999999996 |
27300.0 |
¥1.01M |
|
| 2015-09-30 |
突破买入 |
买入 |
39.92 |
22500.0 |
¥89.8万 |
首仓入场 |
| 2015-10-09 |
跌破离场 |
卖出 |
32.34 |
22500.0 |
¥72.7万 |
|
| 2016-04-27 |
突破买入 |
买入 |
18.62861 |
44400.0 |
¥82.7万 |
首仓入场 |
| 2016-06-27 |
跌破离场 |
卖出 |
18.6813 |
44400.0 |
¥82.9万 |
|
| 2016-09-12 |
突破买入 |
买入 |
18.02801 |
45900.0 |
¥82.8万 |
首仓入场 |
| 2016-10-31 |
跌破离场 |
卖出 |
18.05193 |
45900.0 |
¥82.8万 |
|
| 2016-11-23 |
突破买入 |
买入 |
19.039019999999997 |
44000.0 |
¥83.8万 |
首仓入场 |
| 2017-01-17 |
跌破离场 |
卖出 |
19.170810000000003 |
44000.0 |
¥84.3万 |
|
| 2017-02-22 |
突破买入 |
买入 |
22.3223 |
37800.0 |
¥84.4万 |
首仓入场 |
| 2017-03-10 |
跌破离场 |
卖出 |
21.86811 |
37800.0 |
¥82.6万 |
|
| 2017-09-07 |
突破买入 |
买入 |
15.635619999999998 |
52800.0 |
¥82.6万 |
首仓入场 |
| 2017-09-26 |
跌破离场 |
卖出 |
15.21 |
52800.0 |
¥80.3万 |
|
| 2017-10-10 |
突破买入 |
买入 |
15.96595 |
49800.0 |
¥79.5万 |
首仓入场 |
| 2017-10-19 |
跌破离场 |
卖出 |
15.294690000000001 |
49800.0 |
¥76.1万 |
|
| 2017-11-08 |
突破买入 |
买入 |
16.3163 |
46600.0 |
¥76.1万 |
首仓入场 |
| 2017-11-21 |
跌破离场 |
卖出 |
14.91507 |
46600.0 |
¥69.5万 |
|
| 2018-01-11 |
突破买入 |
买入 |
15.49548 |
45200.0 |
¥70.1万 |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
13.87611 |
45200.0 |
¥62.7万 |
|
| 2018-04-10 |
突破买入 |
买入 |
16.04603 |
39200.0 |
¥62.9万 |
首仓入场 |
| 2018-05-03 |
跌破离场 |
卖出 |
15.114870000000003 |
39200.0 |
¥59.2万 |
|
| 2018-05-22 |
突破买入 |
买入 |
20.170149999999996 |
29100.0 |
¥58.7万 |
首仓入场 |
| 2018-06-04 |
跌破离场 |
卖出 |
17.73225 |
29100.0 |
¥51.6万 |
|
| 2018-07-17 |
突破买入 |
买入 |
17.2172 |
29800.0 |
¥51.3万 |
首仓入场 |
| 2018-10-19 |
跌破离场 |
卖出 |
18.25173 |
29800.0 |
¥54.4万 |
|
| 2019-01-22 |
突破买入 |
买入 |
17.657639999999997 |
31100.0 |
¥54.9万 |
首仓入场 |
| 2019-04-25 |
跌破离场 |
卖出 |
24.415560000000003 |
31100.0 |
¥75.9万 |
|
| 2019-06-27 |
突破买入 |
买入 |
23.5235 |
32400.0 |
¥76.2万 |
首仓入场 |
| 2019-08-20 |
跌破离场 |
卖出 |
25.374599999999997 |
32400.0 |
¥82.2万 |
|
| 2019-10-11 |
突破买入 |
买入 |
29.909879999999998 |
27000.0 |
¥80.8万 |
首仓入场 |
| 2019-11-11 |
跌破离场 |
卖出 |
29.120849999999997 |
27000.0 |
¥78.6万 |
|
| 2019-11-19 |
突破买入 |
买入 |
31.891859999999994 |
25000.0 |
¥79.8万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
36.02 |
25000.0 |
¥90.0万 |
|
| 2020-02-12 |
突破买入 |
买入 |
40.56052 |
21900.0 |
¥88.9万 |
首仓入场 |
| 2020-02-26 |
跌破离场 |
卖出 |
36.863099999999996 |
21900.0 |
¥80.7万 |
|
| 2020-04-24 |
突破买入 |
买入 |
26.6266 |
30600.0 |
¥81.5万 |
首仓入场 |
| 2020-04-28 |
跌破离场 |
卖出 |
22.377599999999997 |
30600.0 |
¥68.5万 |
|
| 2020-05-12 |
突破买入 |
买入 |
27.427399999999995 |
25100.0 |
¥68.9万 |
首仓入场 |
| 2020-05-26 |
跌破离场 |
卖出 |
25.2747 |
25100.0 |
¥63.4万 |
|
| 2020-06-04 |
突破买入 |
买入 |
29.589559999999995 |
21400.0 |
¥63.3万 |
首仓入场 |
| 2020-07-17 |
跌破离场 |
卖出 |
29.26071 |
21400.0 |
¥62.6万 |
|
| 2020-11-18 |
突破买入 |
买入 |
32.80277 |
19100.0 |
¥62.7万 |
首仓入场 |
| 2020-12-22 |
跌破离场 |
卖出 |
34.64532 |
19100.0 |
¥66.2万 |
|
| 2021-01-12 |
突破买入 |
买入 |
38.89885999999999 |
16800.0 |
¥65.4万 |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
45.1548 |
16800.0 |
¥75.8万 |
|
| 2021-05-19 |
突破买入 |
买入 |
38.95892 |
19300.0 |
¥75.2万 |
首仓入场 |
| 2021-07-16 |
跌破离场 |
卖出 |
41.10885 |
19300.0 |
¥79.3万 |
|
| 2021-09-10 |
突破买入 |
买入 |
44.93 |
17900.0 |
¥80.4万 |
首仓入场 |
| 2021-10-14 |
跌破离场 |
卖出 |
45.34461 |
17900.0 |
¥81.1万 |
|
| 2022-01-20 |
突破买入 |
买入 |
45.295249999999996 |
17900.0 |
¥81.1万 |
首仓入场 |
| 2022-01-26 |
跌破离场 |
卖出 |
42.966989999999996 |
17900.0 |
¥76.9万 |
|
| 2022-02-10 |
突破买入 |
买入 |
47.047 |
16300.0 |
¥76.7万 |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
42.84711 |
16300.0 |
¥69.8万 |
|
| 2022-05-31 |
突破买入 |
买入 |
40.51046999999999 |
17200.0 |
¥69.7万 |
首仓入场 |
| 2022-06-21 |
跌破离场 |
卖出 |
39.32064 |
17200.0 |
¥67.6万 |
|
| 2023-01-19 |
突破买入 |
买入 |
32.612579999999994 |
20800.0 |
¥67.9万 |
首仓入场 |
| 2023-02-22 |
跌破离场 |
卖出 |
30.55941 |
20800.0 |
¥63.5万 |
|
| 2023-04-19 |
突破买入 |
买入 |
29.069039999999998 |
21900.0 |
¥63.7万 |
首仓入场 |
| 2023-04-26 |
跌破离场 |
卖出 |
26.723250000000004 |
21900.0 |
¥58.5万 |
|
| 2023-07-05 |
突破买入 |
买入 |
25.71 |
22800.0 |
¥58.6万 |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
26.783189999999998 |
22800.0 |
¥61.0万 |
|
| 2023-08-24 |
突破买入 |
买入 |
28.728699999999996 |
21300.0 |
¥61.2万 |
首仓入场 |
| 2023-10-10 |
跌破离场 |
卖出 |
30.619349999999997 |
21300.0 |
¥65.2万 |
|
| 2024-01-08 |
突破买入 |
买入 |
29.129099999999998 |
22300.0 |
¥65.0万 |
首仓入场 |
| 2024-01-23 |
跌破离场 |
卖出 |
26.4735 |
22300.0 |
¥59.0万 |
|
| 2024-03-08 |
突破买入 |
买入 |
31.010979999999993 |
19100.0 |
¥59.2万 |
首仓入场 |
| 2024-03-22 |
跌破离场 |
卖出 |
29.3706 |
19100.0 |
¥56.1万 |
|
| 2024-04-08 |
突破买入 |
买入 |
32.54250999999999 |
17000.0 |
¥55.3万 |
首仓入场 |
| 2024-04-29 |
跌破离场 |
卖出 |
31.02894 |
17000.0 |
¥52.7万 |
|
| 2024-05-30 |
突破买入 |
买入 |
35.035 |
15200.0 |
¥53.3万 |
首仓入场 |
| 2024-07-03 |
跌破离场 |
卖出 |
34.12584 |
15200.0 |
¥51.9万 |
|
| 2024-10-09 |
突破买入 |
买入 |
34.534499999999994 |
14400.0 |
¥49.7万 |
首仓入场 |
| 2024-11-29 |
跌破离场 |
卖出 |
35.34462 |
14400.0 |
¥50.9万 |
|
| 2024-12-31 |
突破买入 |
买入 |
37.27724 |
14300.0 |
¥53.3万 |
首仓入场 |
| 2025-02-18 |
跌破离场 |
卖出 |
35.993970000000004 |
14300.0 |
¥51.5万 |
|
| 2025-06-06 |
突破买入 |
买入 |
35.66 |
14400.0 |
¥51.4万 |
首仓入场 |
| 2025-07-08 |
跌破离场 |
卖出 |
33.966 |
14400.0 |
¥48.9万 |
|
| 2025-07-16 |
突破买入 |
买入 |
37.117079999999994 |
13200.0 |
¥49.0万 |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
50.36958 |
13200.0 |
¥66.5万 |
|
| 2025-12-02 |
突破买入 |
买入 |
60.58052 |
10600.0 |
¥64.2万 |
首仓入场 |
| 2026-03-16 |
跌破离场 |
卖出 |
105.12477 |
10600.0 |
¥1.11M |
|
| 2026-04-13 |
突破买入 |
买入 |
116.11599999999999 |
9600.0 |
¥1.12M |
首仓入场 |
| 2026-07-14 |
跌破离场 |
卖出 |
137.95191 |
9600.0 |
¥1.32M |
|