002384 东山精密 — 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: ¥1.76M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +76.31%）
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 |
2015-03-05 |
2015-06-23 |
13.577632068 |
23.876099999999997 |
¥75.6万 |
+75.80% |
跌破离场 |
| 2 |
2016-02-24 |
2016-03-01 |
21.0273063 |
15.22476 |
¥-48.0万 |
-27.62% |
跌破离场 |
| 3 |
2016-04-08 |
2016-04-21 |
19.965927982000004 |
18.31167 |
¥-10.6万 |
-8.31% |
跌破离场 |
| 4 |
2016-09-19 |
2016-10-28 |
20.026005999999995 |
19.75023 |
¥-1.6万 |
-1.41% |
跌破离场 |
| 5 |
2017-01-03 |
2017-01-12 |
19.625485879999996 |
17.7822 |
¥-10.8万 |
-9.42% |
跌破离场 |
| 6 |
2017-03-07 |
2017-04-18 |
20.776981224999997 |
20.699279999999998 |
¥-4,212 |
-0.40% |
跌破离场 |
| 7 |
2017-05-11 |
2017-07-13 |
23.981142184999996 |
23.50647 |
¥-2.1万 |
-2.01% |
跌破离场 |
| 8 |
2017-08-16 |
2017-09-22 |
26.234067859999996 |
26.003970000000002 |
¥-9,183 |
-0.91% |
跌破离场 |
| 9 |
2017-10-16 |
2017-11-24 |
29.648501882999994 |
29.04093 |
¥-2.1万 |
-2.08% |
跌破离场 |
| 10 |
2018-11-20 |
2018-11-26 |
12.696487803999998 |
11.2887 |
¥-10.8万 |
-11.11% |
跌破离场 |
| 11 |
2019-02-11 |
2019-04-29 |
11.0143033 |
17.82216 |
¥54.5万 |
+61.76% |
跌破离场 |
| 12 |
2019-07-02 |
2019-07-12 |
15.850583748999997 |
14.075910000000002 |
¥-16.0万 |
-11.22% |
跌破离场 |
| 13 |
2019-08-02 |
2019-09-26 |
16.130947832999997 |
19.86012 |
¥27.7万 |
+23.08% |
跌破离场 |
| 14 |
2019-11-05 |
2019-11-25 |
21.177501344999996 |
18.581400000000002 |
¥-18.9万 |
-12.29% |
跌破离场 |
| 15 |
2019-12-17 |
2020-02-04 |
22.82964684 |
24.88 |
¥12.0万 |
+8.95% |
跌破离场 |
| 16 |
2020-02-21 |
2020-03-16 |
32.10168761799999 |
27.12285 |
¥-22.8万 |
-15.53% |
跌破离场 |
| 17 |
2020-05-06 |
2020-05-22 |
26.083872814999996 |
24.485490000000002 |
¥-7.5万 |
-6.16% |
跌破离场 |
| 18 |
2020-07-10 |
2020-07-17 |
31.94147957 |
28.071900000000003 |
¥-14.0万 |
-12.14% |
跌破离场 |
| 19 |
2020-11-10 |
2020-11-26 |
29.428826000000004 |
25.20477 |
¥-14.8万 |
-14.38% |
跌破离场 |
| 20 |
2020-12-08 |
2020-12-15 |
29.418202813999994 |
26.33364 |
¥-9.2万 |
-10.51% |
跌破离场 |
| 21 |
2021-04-20 |
2021-04-28 |
19.32509579 |
17.24274 |
¥-8.5万 |
-10.80% |
跌破离场 |
| 22 |
2021-06-02 |
2021-07-29 |
18.584133568 |
19.78 |
¥4.5万 |
+6.40% |
跌破离场 |
| 23 |
2021-09-24 |
2021-10-15 |
21.788294527999998 |
19.7802 |
¥-6.9万 |
-9.24% |
跌破离场 |
| 24 |
2021-11-08 |
2021-11-26 |
24.541870352999997 |
24.7752 |
¥6,167 |
+0.92% |
跌破离场 |
| 25 |
2021-12-16 |
2022-01-07 |
27.275420171999993 |
25.614360000000005 |
¥-4.2万 |
-6.12% |
跌破离场 |
| 26 |
2022-06-01 |
2022-07-14 |
18.784393628 |
20.49948 |
¥5.9万 |
+9.10% |
跌破离场 |
| 27 |
2022-08-02 |
2022-09-01 |
28.316772483999994 |
25.7742 |
¥-6.2万 |
-9.01% |
跌破离场 |
| 28 |
2022-11-08 |
2022-11-28 |
28.066447409 |
25.474499999999995 |
¥-6.0万 |
-9.26% |
跌破离场 |
| 29 |
2023-01-18 |
2023-03-03 |
25.973729782000003 |
28.441530000000004 |
¥5.5万 |
+9.47% |
跌破离场 |
| 30 |
2023-03-30 |
2023-04-14 |
30.709880201 |
26.933040000000002 |
¥-7.8万 |
-12.32% |
跌破离场 |
| 31 |
2023-06-20 |
2023-07-17 |
28.43692852 |
24.14583 |
¥-8.4万 |
-15.12% |
跌破离场 |
| 32 |
2023-10-13 |
2023-10-23 |
19.114822727 |
16.5834 |
¥-6.3万 |
-13.27% |
跌破离场 |
| 33 |
2023-11-07 |
2023-11-23 |
19.765667921999995 |
18.4815 |
¥-2.7万 |
-6.53% |
跌破离场 |
| 34 |
2024-03-14 |
2024-03-27 |
15.630297682999998 |
14.69529 |
¥-2.3万 |
-6.01% |
跌破离场 |
| 35 |
2024-04-30 |
2024-07-26 |
15.339920595999999 |
23.32665 |
¥18.9万 |
+52.02% |
跌破离场 |
| 36 |
2024-10-09 |
2024-11-19 |
24.181402244999997 |
27.072899999999997 |
¥6.3万 |
+11.92% |
跌破离场 |
| 37 |
2024-12-27 |
2025-03-04 |
31.731206507 |
29.05092 |
¥-5.2万 |
-8.47% |
跌破离场 |
| 38 |
2025-03-19 |
2025-04-07 |
36.757734013000004 |
26.69 |
¥-15.2万 |
-27.41% |
跌破离场 |
| 39 |
2025-06-06 |
2025-09-29 |
30.990244284999996 |
68.59 |
¥49.6万 |
+121.26% |
跌破离场 |
| 40 |
2025-12-11 |
2026-01-21 |
80.13406300899999 |
73.0269 |
¥-8.0万 |
-8.90% |
跌破离场 |
| 41 |
2026-02-27 |
2026-06-02 |
84.15929021499998 |
199.8 |
¥1.11M |
+137.34% |
跌破离场 |
| 42 |
2026-06-05 |
2026-07-03 |
232.38177362399998 |
210.789 |
¥-17.5万 |
-9.32% |
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 |
|---|
| 2015-03-05 |
突破买入 |
买入 |
13.573559999999999 |
73500.0 |
¥99.8万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
23.876099999999997 |
73500.0 |
¥1.75M |
|
| 2016-02-24 |
突破买入 |
买入 |
21.020999999999997 |
82600.0 |
¥1.74M |
首仓入场 |
| 2016-03-01 |
跌破离场 |
卖出 |
15.22476 |
82600.0 |
¥1.26M |
|
| 2016-04-08 |
突破买入 |
买入 |
19.95994 |
63700.0 |
¥1.27M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
18.31167 |
63700.0 |
¥1.17M |
|
| 2016-09-19 |
突破买入 |
买入 |
20.019999999999996 |
58300.0 |
¥1.17M |
首仓入场 |
| 2016-10-28 |
跌破离场 |
卖出 |
19.75023 |
58300.0 |
¥1.15M |
|
| 2017-01-03 |
突破买入 |
买入 |
19.6196 |
58600.0 |
¥1.15M |
首仓入场 |
| 2017-01-12 |
跌破离场 |
卖出 |
17.7822 |
58600.0 |
¥1.04M |
|
| 2017-03-07 |
突破买入 |
买入 |
20.770749999999996 |
50200.0 |
¥1.04M |
首仓入场 |
| 2017-04-18 |
跌破离场 |
卖出 |
20.699279999999998 |
50200.0 |
¥1.04M |
|
| 2017-05-11 |
突破买入 |
买入 |
23.973949999999995 |
43200.0 |
¥1.04M |
首仓入场 |
| 2017-07-13 |
跌破离场 |
卖出 |
23.50647 |
43200.0 |
¥1.02M |
|
| 2017-08-16 |
突破买入 |
买入 |
26.226199999999995 |
38600.0 |
¥1.01M |
首仓入场 |
| 2017-09-22 |
跌破离场 |
卖出 |
26.003970000000002 |
38600.0 |
¥1.00M |
|
| 2017-10-16 |
突破买入 |
买入 |
29.639609999999998 |
34100.0 |
¥1.01M |
首仓入场 |
| 2017-11-24 |
跌破离场 |
卖出 |
29.04093 |
34100.0 |
¥99.0万 |
|
| 2018-11-20 |
突破买入 |
买入 |
12.692679999999998 |
76300.0 |
¥96.9万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
11.2887 |
76300.0 |
¥86.1万 |
|
| 2019-02-11 |
突破买入 |
买入 |
11.011 |
80100.0 |
¥88.2万 |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
17.82216 |
80100.0 |
¥1.43M |
|
| 2019-07-02 |
突破买入 |
买入 |
15.845829999999998 |
90000.0 |
¥1.43M |
首仓入场 |
| 2019-07-12 |
跌破离场 |
卖出 |
14.075910000000002 |
90000.0 |
¥1.27M |
|
| 2019-08-02 |
突破买入 |
买入 |
16.126109999999997 |
74400.0 |
¥1.20M |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
19.86012 |
74400.0 |
¥1.48M |
|
| 2019-11-05 |
突破买入 |
买入 |
21.171149999999997 |
72800.0 |
¥1.54M |
首仓入场 |
| 2019-11-25 |
跌破离场 |
卖出 |
18.581400000000002 |
72800.0 |
¥1.35M |
|
| 2019-12-17 |
突破买入 |
买入 |
22.822799999999997 |
58900.0 |
¥1.34M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
24.88 |
58900.0 |
¥1.46M |
|
| 2020-02-21 |
突破买入 |
买入 |
32.09206 |
45800.0 |
¥1.47M |
首仓入场 |
| 2020-03-16 |
跌破离场 |
卖出 |
27.12285 |
45800.0 |
¥1.24M |
|
| 2020-05-06 |
突破买入 |
买入 |
26.07605 |
46800.0 |
¥1.22M |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
24.485490000000002 |
46800.0 |
¥1.15M |
|
| 2020-07-10 |
突破买入 |
买入 |
31.9319 |
36000.0 |
¥1.15M |
首仓入场 |
| 2020-07-17 |
跌破离场 |
卖出 |
28.071900000000003 |
36000.0 |
¥1.01M |
|
| 2020-11-10 |
突破买入 |
买入 |
29.42 |
35000.0 |
¥1.03M |
首仓入场 |
| 2020-11-26 |
跌破离场 |
卖出 |
25.20477 |
35000.0 |
¥88.2万 |
|
| 2020-12-08 |
突破买入 |
买入 |
29.409379999999995 |
29800.0 |
¥87.7万 |
首仓入场 |
| 2020-12-15 |
跌破离场 |
卖出 |
26.33364 |
29800.0 |
¥78.5万 |
|
| 2021-04-20 |
突破买入 |
买入 |
19.3193 |
40500.0 |
¥78.3万 |
首仓入场 |
| 2021-04-28 |
跌破离场 |
卖出 |
17.24274 |
40500.0 |
¥69.8万 |
|
| 2021-06-02 |
突破买入 |
买入 |
18.578559999999996 |
37800.0 |
¥70.2万 |
首仓入场 |
| 2021-07-29 |
跌破离场 |
卖出 |
19.78 |
37800.0 |
¥74.7万 |
|
| 2021-09-24 |
突破买入 |
买入 |
21.78176 |
34500.0 |
¥75.2万 |
首仓入场 |
| 2021-10-15 |
跌破离场 |
卖出 |
19.7802 |
34500.0 |
¥68.2万 |
|
| 2021-11-08 |
突破买入 |
买入 |
24.534509999999997 |
27300.0 |
¥67.0万 |
首仓入场 |
| 2021-11-26 |
跌破离场 |
卖出 |
24.7752 |
27300.0 |
¥67.6万 |
|
| 2021-12-16 |
突破买入 |
买入 |
27.267239999999994 |
25200.0 |
¥68.7万 |
首仓入场 |
| 2022-01-07 |
跌破离场 |
卖出 |
25.614360000000005 |
25200.0 |
¥64.5万 |
|
| 2022-06-01 |
突破买入 |
买入 |
18.77876 |
34300.0 |
¥64.4万 |
首仓入场 |
| 2022-07-14 |
跌破离场 |
卖出 |
20.49948 |
34300.0 |
¥70.3万 |
|
| 2022-08-02 |
突破买入 |
买入 |
28.308279999999996 |
24400.0 |
¥69.1万 |
首仓入场 |
| 2022-09-01 |
跌破离场 |
卖出 |
25.7742 |
24400.0 |
¥62.9万 |
|
| 2022-11-08 |
突破买入 |
买入 |
28.05803 |
22900.0 |
¥64.3万 |
首仓入场 |
| 2022-11-28 |
跌破离场 |
卖出 |
25.474499999999995 |
22900.0 |
¥58.3万 |
|
| 2023-01-18 |
突破买入 |
买入 |
25.96594 |
22500.0 |
¥58.4万 |
首仓入场 |
| 2023-03-03 |
跌破离场 |
卖出 |
28.441530000000004 |
22500.0 |
¥64.0万 |
|
| 2023-03-30 |
突破买入 |
买入 |
30.700670000000002 |
20600.0 |
¥63.3万 |
首仓入场 |
| 2023-04-14 |
跌破离场 |
卖出 |
26.933040000000002 |
20600.0 |
¥55.5万 |
|
| 2023-06-20 |
突破买入 |
买入 |
28.428399999999996 |
19600.0 |
¥55.7万 |
首仓入场 |
| 2023-07-17 |
跌破离场 |
卖出 |
24.14583 |
19600.0 |
¥47.3万 |
|
| 2023-10-13 |
突破买入 |
买入 |
19.10909 |
24800.0 |
¥47.4万 |
首仓入场 |
| 2023-10-23 |
跌破离场 |
卖出 |
16.5834 |
24800.0 |
¥41.1万 |
|
| 2023-11-07 |
突破买入 |
买入 |
19.759739999999997 |
20800.0 |
¥41.1万 |
首仓入场 |
| 2023-11-23 |
跌破离场 |
卖出 |
18.4815 |
20800.0 |
¥38.4万 |
|
| 2024-03-14 |
突破买入 |
买入 |
15.625609999999998 |
24400.0 |
¥38.1万 |
首仓入场 |
| 2024-03-27 |
跌破离场 |
卖出 |
14.69529 |
24400.0 |
¥35.8万 |
|
| 2024-04-30 |
突破买入 |
买入 |
15.33532 |
23700.0 |
¥36.4万 |
首仓入场 |
| 2024-07-26 |
跌破离场 |
卖出 |
23.32665 |
23700.0 |
¥55.3万 |
|
| 2024-10-09 |
突破买入 |
买入 |
24.174149999999997 |
21800.0 |
¥52.7万 |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
27.072899999999997 |
21800.0 |
¥59.0万 |
|
| 2024-12-27 |
突破买入 |
买入 |
31.72169 |
19400.0 |
¥61.6万 |
首仓入场 |
| 2025-03-04 |
跌破离场 |
卖出 |
29.05092 |
19400.0 |
¥56.3万 |
|
| 2025-03-19 |
突破买入 |
买入 |
36.74671 |
15100.0 |
¥55.5万 |
首仓入场 |
| 2025-04-07 |
跌破离场 |
卖出 |
26.69 |
15100.0 |
¥40.3万 |
|
| 2025-06-06 |
突破买入 |
买入 |
30.98095 |
13200.0 |
¥40.9万 |
首仓入场 |
| 2025-09-29 |
跌破离场 |
卖出 |
68.59 |
13200.0 |
¥90.5万 |
|
| 2025-12-11 |
突破买入 |
买入 |
80.11003 |
11200.0 |
¥89.8万 |
首仓入场 |
| 2026-01-21 |
跌破离场 |
卖出 |
73.0269 |
11200.0 |
¥81.8万 |
|
| 2026-02-27 |
突破买入 |
买入 |
84.13404999999999 |
9600.0 |
¥80.8万 |
首仓入场 |
| 2026-06-02 |
跌破离场 |
卖出 |
199.8 |
9600.0 |
¥1.92M |
|
| 2026-06-05 |
突破买入 |
买入 |
232.31207999999998 |
8100.0 |
¥1.88M |
首仓入场 |
| 2026-07-03 |
跌破离场 |
卖出 |
210.789 |
8100.0 |
¥1.71M |
|