002371 北方华创 — 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: ¥3.96M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +296.49%）
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 40 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 |
2015-02-16 |
2015-04-16 |
26.754744015999997 |
29.890079999999998 |
¥11.7万 |
+11.69% |
跌破离场 |
| 2 |
2015-04-30 |
2015-06-29 |
34.44473032 |
40.959 |
¥21.0万 |
+18.88% |
跌破离场 |
| 3 |
2016-01-20 |
2016-02-29 |
28.046421403 |
24.85512 |
¥-14.7万 |
-11.41% |
跌破离场 |
| 4 |
2016-05-31 |
2016-07-13 |
28.687253594999994 |
38.60136 |
¥40.4万 |
+34.52% |
跌破离场 |
| 5 |
2016-08-26 |
2016-09-13 |
40.422493110999994 |
35.14482 |
¥-20.3万 |
-13.08% |
跌破离场 |
| 6 |
2017-02-24 |
2017-03-31 |
28.737318609999992 |
28.761210000000002 |
¥731 |
+0.05% |
跌破离场 |
| 7 |
2017-06-09 |
2017-06-23 |
26.073859812 |
24.13584 |
¥-10.0万 |
-7.46% |
跌破离场 |
| 8 |
2017-09-01 |
2017-11-27 |
25.162676538999996 |
37.512449999999994 |
¥62.7万 |
+49.04% |
跌破离场 |
| 9 |
2018-03-07 |
2018-03-26 |
36.998046085 |
34.75 |
¥-11.5万 |
-6.10% |
跌破离场 |
| 10 |
2018-03-28 |
2018-06-01 |
40.65279217999999 |
43.256699999999995 |
¥11.2万 |
+6.37% |
跌破离场 |
| 11 |
2018-07-03 |
2018-07-31 |
49.834715931 |
50.37957 |
¥2.0万 |
+1.06% |
跌破离场 |
| 12 |
2018-11-19 |
2018-11-26 |
44.31755127799999 |
40.64931 |
¥-15.6万 |
-8.30% |
跌破离场 |
| 13 |
2019-01-25 |
2019-04-12 |
45.86956674299999 |
64.01592 |
¥69.6万 |
+39.52% |
跌破离场 |
| 14 |
2019-05-13 |
2019-06-04 |
68.08842039999999 |
64.95497999999999 |
¥-11.1万 |
-4.63% |
跌破离场 |
| 15 |
2019-09-25 |
2019-10-08 |
81.736143489 |
65.65428 |
¥-46.1万 |
-19.70% |
跌破离场 |
| 16 |
2019-11-06 |
2019-12-24 |
72.00350457299999 |
83.19672 |
¥28.9万 |
+15.51% |
跌破离场 |
| 17 |
2019-12-26 |
2020-03-05 |
93.1209279 |
133.866 |
¥94.0万 |
+43.71% |
跌破离场 |
| 18 |
2020-04-29 |
2020-05-29 |
141.16331629399997 |
147.852 |
¥14.6万 |
+4.71% |
跌破离场 |
| 19 |
2020-06-23 |
2020-08-25 |
166.806616977 |
199.8 |
¥63.6万 |
+19.74% |
跌破离场 |
| 20 |
2020-11-10 |
2020-11-27 |
199.25875969999996 |
168.05178 |
¥-59.4万 |
-15.69% |
跌破离场 |
| 21 |
2021-01-05 |
2021-01-29 |
189.74640685 |
203.80598999999998 |
¥23.9万 |
+7.38% |
跌破离场 |
| 22 |
2021-05-19 |
2021-08-18 |
175.72820264999996 |
330.15951 |
¥3.09M |
+87.82% |
跌破离场 |
| 23 |
2021-11-12 |
2021-11-29 |
446.619985812 |
365.634 |
¥-1.18M |
-18.16% |
跌破离场 |
| 24 |
2022-03-17 |
2022-03-29 |
320.61635606 |
282.717 |
¥-64.2万 |
-11.85% |
跌破离场 |
| 25 |
2022-06-06 |
2022-06-15 |
286.17162574 |
247.8519 |
¥-63.7万 |
-13.42% |
跌破离场 |
| 26 |
2022-07-11 |
2022-08-01 |
303.29386086999995 |
249.72003 |
¥-73.0万 |
-17.69% |
跌破离场 |
| 27 |
2022-08-09 |
2022-08-24 |
323.349905879 |
299.48022 |
¥-25.2万 |
-7.41% |
跌破离场 |
| 28 |
2023-01-18 |
2023-02-20 |
242.89542677400001 |
236.24352 |
¥-8.8万 |
-2.77% |
跌破离场 |
| 29 |
2023-04-06 |
2023-05-09 |
283.698413999 |
301.0 |
¥18.8万 |
+6.07% |
跌破离场 |
| 30 |
2023-06-06 |
2023-06-26 |
313.90764405 |
293.706 |
¥-20.9万 |
-6.46% |
跌破离场 |
| 31 |
2023-12-29 |
2024-01-31 |
245.93937968599997 |
226.79298 |
¥-24.0万 |
-7.81% |
跌破离场 |
| 32 |
2024-02-22 |
2024-04-11 |
261.33937829999996 |
288.88 |
¥29.7万 |
+10.51% |
跌破离场 |
| 33 |
2024-04-30 |
2024-06-26 |
323.7404129959999 |
315.30438 |
¥-8.2万 |
-2.64% |
跌破离场 |
| 34 |
2024-07-17 |
2024-08-06 |
347.791646202 |
327.9717 |
¥-17.3万 |
-5.73% |
跌破离场 |
| 35 |
2024-10-09 |
2024-11-26 |
400.52012 |
417.52206 |
¥12.0万 |
+4.21% |
跌破离场 |
| 36 |
2025-02-07 |
2025-03-21 |
410.33286294 |
429.07050000000004 |
¥13.4万 |
+4.54% |
跌破离场 |
| 37 |
2025-06-24 |
2025-07-04 |
437.55821809699995 |
326.66301 |
¥-78.8万 |
-25.37% |
跌破离场 |
| 38 |
2025-08-22 |
2025-11-24 |
361.26914824 |
389.85 |
¥18.2万 |
+7.88% |
跌破离场 |
| 39 |
2025-12-02 |
2026-01-30 |
443.15548677399994 |
471.94757999999996 |
¥16.0万 |
+6.47% |
跌破离场 |
| 40 |
2026-04-28 |
2026-07-14 |
512.2051554619999 |
762.237 |
¥1.27M |
+48.77% |
跌破离场 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-16 |
突破买入 |
买入 |
26.746719999999996 |
37300.0 |
¥99.8万 |
首仓入场 |
| 2015-04-16 |
跌破离场 |
卖出 |
29.890079999999998 |
37300.0 |
¥1.11M |
|
| 2015-04-30 |
突破买入 |
买入 |
34.4344 |
32300.0 |
¥1.11M |
首仓入场 |
| 2015-06-29 |
跌破离场 |
卖出 |
40.959 |
32300.0 |
¥1.32M |
|
| 2016-01-20 |
突破买入 |
买入 |
28.03801 |
46000.0 |
¥1.29M |
首仓入场 |
| 2016-02-29 |
跌破离场 |
卖出 |
24.85512 |
46000.0 |
¥1.14M |
|
| 2016-05-31 |
突破买入 |
买入 |
28.678649999999994 |
40800.0 |
¥1.17M |
首仓入场 |
| 2016-07-13 |
跌破离场 |
卖出 |
38.60136 |
40800.0 |
¥1.57M |
|
| 2016-08-26 |
突破买入 |
买入 |
40.41036999999999 |
38400.0 |
¥1.55M |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
35.14482 |
38400.0 |
¥1.35M |
|
| 2017-02-24 |
突破买入 |
买入 |
28.728699999999996 |
47900.0 |
¥1.38M |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
28.761210000000002 |
47900.0 |
¥1.38M |
|
| 2017-06-09 |
突破买入 |
买入 |
26.066039999999997 |
51600.0 |
¥1.35M |
首仓入场 |
| 2017-06-23 |
跌破离场 |
卖出 |
24.13584 |
51600.0 |
¥1.25M |
|
| 2017-09-01 |
突破买入 |
买入 |
25.155129999999996 |
50800.0 |
¥1.28M |
首仓入场 |
| 2017-11-27 |
跌破离场 |
卖出 |
37.512449999999994 |
50800.0 |
¥1.91M |
|
| 2018-03-07 |
突破买入 |
买入 |
36.98695 |
51000.0 |
¥1.89M |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
34.75 |
51000.0 |
¥1.77M |
|
| 2018-03-28 |
突破买入 |
买入 |
40.6406 |
43100.0 |
¥1.75M |
首仓入场 |
| 2018-06-01 |
跌破离场 |
卖出 |
43.256699999999995 |
43100.0 |
¥1.86M |
|
| 2018-07-03 |
突破买入 |
买入 |
49.81977 |
38100.0 |
¥1.90M |
首仓入场 |
| 2018-07-31 |
跌破离场 |
卖出 |
50.37957 |
38100.0 |
¥1.92M |
|
| 2018-11-19 |
突破买入 |
买入 |
44.30425999999999 |
42400.0 |
¥1.88M |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
40.64931 |
42400.0 |
¥1.72M |
|
| 2019-01-25 |
突破买入 |
买入 |
45.85581 |
38400.0 |
¥1.76M |
首仓入场 |
| 2019-04-12 |
跌破离场 |
卖出 |
64.01592 |
38400.0 |
¥2.46M |
|
| 2019-05-13 |
突破买入 |
买入 |
68.068 |
35300.0 |
¥2.40M |
首仓入场 |
| 2019-06-04 |
跌破离场 |
卖出 |
64.95497999999999 |
35300.0 |
¥2.29M |
|
| 2019-09-25 |
突破买入 |
买入 |
81.71163 |
28600.0 |
¥2.34M |
首仓入场 |
| 2019-10-08 |
跌破离场 |
卖出 |
65.65428 |
28600.0 |
¥1.88M |
|
| 2019-11-06 |
突破买入 |
买入 |
71.98190999999998 |
25900.0 |
¥1.86M |
首仓入场 |
| 2019-12-24 |
跌破离场 |
卖出 |
83.19672 |
25900.0 |
¥2.15M |
|
| 2019-12-26 |
突破买入 |
买入 |
93.09299999999999 |
23100.0 |
¥2.15M |
首仓入场 |
| 2020-03-05 |
跌破离场 |
卖出 |
133.866 |
23100.0 |
¥3.09M |
|
| 2020-04-29 |
突破买入 |
买入 |
141.12097999999997 |
21900.0 |
¥3.09M |
首仓入场 |
| 2020-05-29 |
跌破离场 |
卖出 |
147.852 |
21900.0 |
¥3.24M |
|
| 2020-06-23 |
突破买入 |
买入 |
166.75659 |
19300.0 |
¥3.22M |
首仓入场 |
| 2020-08-25 |
跌破离场 |
卖出 |
199.8 |
19300.0 |
¥3.85M |
|
| 2020-11-10 |
突破买入 |
买入 |
199.19899999999998 |
19000.0 |
¥3.79M |
首仓入场 |
| 2020-11-27 |
跌破离场 |
卖出 |
168.05178 |
19000.0 |
¥3.19M |
|
| 2021-01-05 |
突破买入 |
买入 |
189.68949999999998 |
17100.0 |
¥3.24M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
203.80598999999998 |
17100.0 |
¥3.48M |
|
| 2021-05-19 |
突破买入 |
买入 |
175.67549999999997 |
20000.0 |
¥3.51M |
首仓入场 |
| 2021-08-18 |
跌破离场 |
卖出 |
330.15951 |
20000.0 |
¥6.60M |
|
| 2021-11-12 |
突破买入 |
买入 |
446.48603999999995 |
14600.0 |
¥6.52M |
首仓入场 |
| 2021-11-29 |
跌破离场 |
卖出 |
365.634 |
14600.0 |
¥5.34M |
|
| 2022-03-17 |
突破买入 |
买入 |
320.52019999999993 |
16900.0 |
¥5.42M |
首仓入场 |
| 2022-03-29 |
跌破离场 |
卖出 |
282.717 |
16900.0 |
¥4.78M |
|
| 2022-06-06 |
突破买入 |
买入 |
286.0858 |
16600.0 |
¥4.75M |
首仓入场 |
| 2022-06-15 |
跌破离场 |
卖出 |
247.8519 |
16600.0 |
¥4.11M |
|
| 2022-07-11 |
突破买入 |
买入 |
303.20289999999994 |
13600.0 |
¥4.12M |
首仓入场 |
| 2022-08-01 |
跌破离场 |
卖出 |
249.72003 |
13600.0 |
¥3.40M |
|
| 2022-08-09 |
突破买入 |
买入 |
323.25293 |
10500.0 |
¥3.40M |
首仓入场 |
| 2022-08-24 |
跌破离场 |
卖出 |
299.48022 |
10500.0 |
¥3.14M |
|
| 2023-01-18 |
突破买入 |
买入 |
242.82258 |
13100.0 |
¥3.18M |
首仓入场 |
| 2023-02-20 |
跌破离场 |
卖出 |
236.24352 |
13100.0 |
¥3.09M |
|
| 2023-04-06 |
突破买入 |
买入 |
283.61332999999996 |
10900.0 |
¥3.09M |
首仓入场 |
| 2023-05-09 |
跌破离场 |
卖出 |
301.0 |
10900.0 |
¥3.28M |
|
| 2023-06-06 |
突破买入 |
买入 |
313.8135 |
10300.0 |
¥3.23M |
首仓入场 |
| 2023-06-26 |
跌破离场 |
卖出 |
293.706 |
10300.0 |
¥3.02M |
|
| 2023-12-29 |
突破买入 |
买入 |
245.86561999999995 |
12500.0 |
¥3.07M |
首仓入场 |
| 2024-01-31 |
跌破离场 |
卖出 |
226.79298 |
12500.0 |
¥2.83M |
|
| 2024-02-22 |
突破买入 |
买入 |
261.26099999999997 |
10800.0 |
¥2.82M |
首仓入场 |
| 2024-04-11 |
跌破离场 |
卖出 |
288.88 |
10800.0 |
¥3.12M |
|
| 2024-04-30 |
突破买入 |
买入 |
323.64331999999996 |
9600.0 |
¥3.11M |
首仓入场 |
| 2024-06-26 |
跌破离场 |
卖出 |
315.30438 |
9600.0 |
¥3.03M |
|
| 2024-07-17 |
突破买入 |
买入 |
347.68733999999995 |
8700.0 |
¥3.03M |
首仓入场 |
| 2024-08-06 |
跌破离场 |
卖出 |
327.9717 |
8700.0 |
¥2.85M |
|
| 2024-10-09 |
突破买入 |
买入 |
400.4 |
7100.0 |
¥2.84M |
首仓入场 |
| 2024-11-26 |
跌破离场 |
卖出 |
417.52206 |
7100.0 |
¥2.96M |
|
| 2025-02-07 |
突破买入 |
买入 |
410.2097999999999 |
7200.0 |
¥2.95M |
首仓入场 |
| 2025-03-21 |
跌破离场 |
卖出 |
429.07050000000004 |
7200.0 |
¥3.09M |
|
| 2025-06-24 |
突破买入 |
买入 |
437.42699 |
7100.0 |
¥3.11M |
首仓入场 |
| 2025-07-04 |
跌破离场 |
卖出 |
326.66301 |
7100.0 |
¥2.32M |
|
| 2025-08-22 |
突破买入 |
买入 |
361.1608 |
6400.0 |
¥2.31M |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
389.85 |
6400.0 |
¥2.49M |
|
| 2025-12-02 |
突破买入 |
买入 |
443.02257999999995 |
5600.0 |
¥2.48M |
首仓入场 |
| 2026-01-30 |
跌破离场 |
卖出 |
471.94757999999996 |
5600.0 |
¥2.64M |
|
| 2026-04-28 |
突破买入 |
买入 |
512.0515399999999 |
5100.0 |
¥2.61M |
首仓入场 |
| 2026-07-14 |
跌破离场 |
卖出 |
762.237 |
5100.0 |
¥3.89M |
|