002415 海康威视 — 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: ¥65.0万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -34.96%）
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 |
2015-04-01 |
2015-06-23 |
30.639789179999998 |
38.961 |
¥26.9万 |
+27.12% |
跌破离场 |
| 2 |
2015-10-13 |
2015-11-30 |
35.64629068 |
33.2667 |
¥-8.4万 |
-6.70% |
跌破离场 |
| 3 |
2016-02-25 |
2016-04-21 |
29.008699999999997 |
29.48 |
¥1.9万 |
+1.59% |
跌破离场 |
| 4 |
2016-05-06 |
2016-05-19 |
32.139638999999995 |
20.5794 |
¥-43.1万 |
-35.99% |
跌破离场 |
| 5 |
2016-07-04 |
2016-08-31 |
22.308970684 |
24.8751 |
¥8.8万 |
+11.47% |
跌破离场 |
| 6 |
2016-11-29 |
2016-12-13 |
24.93237747 |
24.23574 |
¥-2.4万 |
-2.82% |
跌破离场 |
| 7 |
2017-01-19 |
2017-05-17 |
25.042520503000002 |
27.02295 |
¥6.6万 |
+7.88% |
跌破离场 |
| 8 |
2017-09-04 |
2017-09-27 |
33.012870891 |
31.25 |
¥-4.8万 |
-5.37% |
跌破离场 |
| 9 |
2017-10-12 |
2017-11-24 |
34.644990379999996 |
38.1618 |
¥8.6万 |
+10.12% |
跌破离场 |
| 10 |
2018-01-09 |
2018-01-30 |
40.95318226999999 |
39.44052 |
¥-3.5万 |
-3.72% |
跌破离场 |
| 11 |
2018-11-19 |
2018-12-24 |
28.73731861 |
26.04393 |
¥-8.5万 |
-9.40% |
跌破离场 |
| 12 |
2019-01-16 |
2019-03-26 |
29.538358849999995 |
34.265699999999995 |
¥13.1万 |
+15.97% |
跌破离场 |
| 13 |
2019-07-02 |
2019-09-26 |
29.63848888 |
33.2667 |
¥11.5万 |
+12.21% |
跌破离场 |
| 14 |
2019-11-11 |
2019-11-25 |
34.29453527499999 |
31.668299999999995 |
¥-8.1万 |
-7.69% |
跌破离场 |
| 15 |
2020-01-03 |
2020-02-04 |
33.94408016999999 |
32.8 |
¥-3.3万 |
-3.40% |
跌破离场 |
| 16 |
2020-02-18 |
2020-03-02 |
37.091124 |
34.94502 |
¥-5.5万 |
-5.81% |
跌破离场 |
| 17 |
2020-05-06 |
2020-05-19 |
31.54095945 |
30.14982 |
¥-3.9万 |
-4.44% |
跌破离场 |
| 18 |
2020-07-03 |
2020-07-27 |
32.94277987 |
34.9 |
¥5.0万 |
+5.91% |
跌破离场 |
| 19 |
2020-08-12 |
2020-08-28 |
39.55136185 |
37.01295 |
¥-5.8万 |
-6.45% |
跌破离场 |
| 20 |
2020-10-14 |
2021-02-25 |
39.120802721 |
57.12282 |
¥38.8万 |
+45.97% |
跌破离场 |
| 21 |
2021-04-20 |
2021-05-10 |
61.299604366 |
59.36 |
¥-3.9万 |
-3.19% |
跌破离场 |
| 22 |
2021-05-25 |
2021-06-17 |
65.0845195 |
58.4415 |
¥-12.2万 |
-10.23% |
跌破离场 |
| 23 |
2021-07-02 |
2021-07-28 |
64.0832192 |
59.94 |
¥-6.8万 |
-6.49% |
跌破离场 |
| 24 |
2021-12-10 |
2021-12-24 |
54.090242206 |
50.399550000000005 |
¥-6.9万 |
-6.85% |
跌破离场 |
| 25 |
2022-10-18 |
2022-10-31 |
31.350712393 |
26.98299 |
¥-13.1万 |
-13.96% |
跌破离场 |
| 26 |
2022-11-16 |
2023-01-10 |
31.751232512999994 |
33.04692 |
¥3.3万 |
+4.05% |
跌破离场 |
| 27 |
2023-01-20 |
2023-04-21 |
36.707668997999995 |
41.358599999999996 |
¥10.5万 |
+12.64% |
跌破离场 |
| 28 |
2023-08-01 |
2023-08-15 |
36.367226896 |
34.92504 |
¥-3.8万 |
-3.99% |
跌破离场 |
| 29 |
2023-10-26 |
2023-11-20 |
35.0455105 |
35.664300000000004 |
¥1.6万 |
+1.74% |
跌破离场 |
| 30 |
2024-02-28 |
2024-03-18 |
35.09557551499999 |
33.34662 |
¥-4.6万 |
-5.01% |
跌破离场 |
| 31 |
2024-04-30 |
2024-05-24 |
33.249972 |
32.42754 |
¥-2.2万 |
-2.50% |
跌破离场 |
| 32 |
2024-10-09 |
2024-11-25 |
33.30999 |
29.97999 |
¥-8.4万 |
-10.02% |
跌破离场 |
| 33 |
2025-02-10 |
2025-03-03 |
30.920153263999996 |
30.19 |
¥-1.8万 |
-2.39% |
跌破离场 |
| 34 |
2025-03-07 |
2025-03-24 |
33.113000921 |
31.30866 |
¥-4.0万 |
-5.48% |
跌破离场 |
| 35 |
2025-07-23 |
2025-09-05 |
28.446941522999996 |
29.2707 |
¥2.0万 |
+2.86% |
跌破离场 |
| 36 |
2025-10-10 |
2025-11-05 |
33.823924133999995 |
31.42854 |
¥-5.1万 |
-7.11% |
跌破离场 |
| 37 |
2026-01-22 |
2026-03-04 |
32.742519810000005 |
29.99997 |
¥-5.7万 |
-8.40% |
跌破离场 |
| 38 |
2026-04-14 |
2026-05-15 |
32.782571822 |
33.59637 |
¥1.5万 |
+2.45% |
跌破离场 |
| 39 |
2026-06-25 |
2026-08-17 |
33.94408017 |
34.87508999999999 |
¥1.7万 |
+2.71% |
跌破离场 |
| 40 |
2026-10-27 |
2026-11-13 |
34.835237436999996 |
34.45 |
¥-7,397 |
-1.14% |
强平 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-01 |
突破买入 |
买入 |
30.630599999999998 |
32400.0 |
¥99.3万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
38.961 |
32400.0 |
¥1.26M |
|
| 2015-10-13 |
突破买入 |
买入 |
35.6356 |
35300.0 |
¥1.26M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
33.2667 |
35300.0 |
¥1.17M |
|
| 2016-02-25 |
突破买入 |
买入 |
29.0 |
40800.0 |
¥1.18M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
29.48 |
40800.0 |
¥1.20M |
|
| 2016-05-06 |
突破买入 |
买入 |
32.13 |
37300.0 |
¥1.20M |
首仓入场 |
| 2016-05-19 |
跌破离场 |
卖出 |
20.5794 |
37300.0 |
¥76.7万 |
|
| 2016-07-04 |
突破买入 |
买入 |
22.30228 |
34400.0 |
¥76.7万 |
首仓入场 |
| 2016-08-31 |
跌破离场 |
卖出 |
24.8751 |
34400.0 |
¥85.5万 |
|
| 2016-11-29 |
突破买入 |
买入 |
24.924899999999997 |
34300.0 |
¥85.5万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
24.23574 |
34300.0 |
¥83.1万 |
|
| 2017-01-19 |
突破买入 |
买入 |
25.03501 |
33300.0 |
¥83.4万 |
首仓入场 |
| 2017-05-17 |
跌破离场 |
卖出 |
27.02295 |
33300.0 |
¥90.0万 |
|
| 2017-09-04 |
突破买入 |
买入 |
33.00297 |
27200.0 |
¥89.8万 |
首仓入场 |
| 2017-09-27 |
跌破离场 |
卖出 |
31.25 |
27200.0 |
¥85.0万 |
|
| 2017-10-12 |
突破买入 |
买入 |
34.6346 |
24600.0 |
¥85.2万 |
首仓入场 |
| 2017-11-24 |
跌破离场 |
卖出 |
38.1618 |
24600.0 |
¥93.8万 |
|
| 2018-01-09 |
突破买入 |
买入 |
40.94089999999999 |
22900.0 |
¥93.8万 |
首仓入场 |
| 2018-01-30 |
跌破离场 |
卖出 |
39.44052 |
22900.0 |
¥90.3万 |
|
| 2018-11-19 |
突破买入 |
买入 |
28.728699999999996 |
31300.0 |
¥89.9万 |
首仓入场 |
| 2018-12-24 |
跌破离场 |
卖出 |
26.04393 |
31300.0 |
¥81.5万 |
|
| 2019-01-16 |
突破买入 |
买入 |
29.529499999999995 |
27700.0 |
¥81.8万 |
首仓入场 |
| 2019-03-26 |
跌破离场 |
卖出 |
34.265699999999995 |
27700.0 |
¥94.9万 |
|
| 2019-07-02 |
突破买入 |
买入 |
29.6296 |
31700.0 |
¥94.0万 |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
33.2667 |
31700.0 |
¥1.05M |
|
| 2019-11-11 |
突破买入 |
买入 |
34.284249999999986 |
30800.0 |
¥1.06M |
首仓入场 |
| 2019-11-25 |
跌破离场 |
卖出 |
31.668299999999995 |
30800.0 |
¥97.5万 |
|
| 2020-01-03 |
突破买入 |
买入 |
33.933899999999994 |
28900.0 |
¥98.1万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
32.8 |
28900.0 |
¥94.8万 |
|
| 2020-02-18 |
突破买入 |
买入 |
37.08 |
25500.0 |
¥94.6万 |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
34.94502 |
25500.0 |
¥89.1万 |
|
| 2020-05-06 |
突破买入 |
买入 |
31.531499999999998 |
27800.0 |
¥87.7万 |
首仓入场 |
| 2020-05-19 |
跌破离场 |
卖出 |
30.14982 |
27800.0 |
¥83.8万 |
|
| 2020-07-03 |
突破买入 |
买入 |
32.9329 |
25800.0 |
¥85.0万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
34.9 |
25800.0 |
¥90.0万 |
|
| 2020-08-12 |
突破买入 |
买入 |
39.5395 |
22900.0 |
¥90.6万 |
首仓入场 |
| 2020-08-28 |
跌破离场 |
卖出 |
37.01295 |
22900.0 |
¥84.7万 |
|
| 2020-10-14 |
突破买入 |
买入 |
39.109069999999996 |
21600.0 |
¥84.5万 |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
57.12282 |
21600.0 |
¥1.23M |
|
| 2021-04-20 |
突破买入 |
买入 |
61.28122 |
20100.0 |
¥1.23M |
首仓入场 |
| 2021-05-10 |
跌破离场 |
卖出 |
59.36 |
20100.0 |
¥1.19M |
|
| 2021-05-25 |
突破买入 |
买入 |
65.065 |
18300.0 |
¥1.19M |
首仓入场 |
| 2021-06-17 |
跌破离场 |
卖出 |
58.4415 |
18300.0 |
¥1.07M |
|
| 2021-07-02 |
突破买入 |
买入 |
64.064 |
16400.0 |
¥1.05M |
首仓入场 |
| 2021-07-28 |
跌破离场 |
卖出 |
59.94 |
16400.0 |
¥98.3万 |
|
| 2021-12-10 |
突破买入 |
买入 |
54.07402 |
18500.0 |
¥1.00M |
首仓入场 |
| 2021-12-24 |
跌破离场 |
卖出 |
50.399550000000005 |
18500.0 |
¥93.2万 |
|
| 2022-10-18 |
突破买入 |
买入 |
31.341309999999996 |
29900.0 |
¥93.7万 |
首仓入场 |
| 2022-10-31 |
跌破离场 |
卖出 |
26.98299 |
29900.0 |
¥80.7万 |
|
| 2022-11-16 |
突破买入 |
买入 |
31.741709999999998 |
25300.0 |
¥80.3万 |
首仓入场 |
| 2023-01-10 |
跌破离场 |
卖出 |
33.04692 |
25300.0 |
¥83.6万 |
|
| 2023-01-20 |
突破买入 |
买入 |
36.696659999999994 |
22700.0 |
¥83.3万 |
首仓入场 |
| 2023-04-21 |
跌破离场 |
卖出 |
41.358599999999996 |
22700.0 |
¥93.9万 |
|
| 2023-08-01 |
突破买入 |
买入 |
36.35632 |
25900.0 |
¥94.2万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
34.92504 |
25900.0 |
¥90.4万 |
|
| 2023-10-26 |
突破买入 |
买入 |
35.035 |
25600.0 |
¥89.7万 |
首仓入场 |
| 2023-11-20 |
跌破离场 |
卖出 |
35.664300000000004 |
25600.0 |
¥91.3万 |
|
| 2024-02-28 |
突破买入 |
买入 |
35.085049999999995 |
26300.0 |
¥92.3万 |
首仓入场 |
| 2024-03-18 |
跌破离场 |
卖出 |
33.34662 |
26300.0 |
¥87.7万 |
|
| 2024-04-30 |
突破买入 |
买入 |
33.24 |
26300.0 |
¥87.4万 |
首仓入场 |
| 2024-05-24 |
跌破离场 |
卖出 |
32.42754 |
26300.0 |
¥85.3万 |
|
| 2024-10-09 |
突破买入 |
买入 |
33.3 |
25200.0 |
¥83.9万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
29.97999 |
25200.0 |
¥75.5万 |
|
| 2025-02-10 |
突破买入 |
买入 |
30.910879999999995 |
24900.0 |
¥77.0万 |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
30.19 |
24900.0 |
¥75.2万 |
|
| 2025-03-07 |
突破买入 |
买入 |
33.103069999999995 |
22300.0 |
¥73.8万 |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
31.30866 |
22300.0 |
¥69.8万 |
|
| 2025-07-23 |
突破买入 |
买入 |
28.438409999999994 |
25000.0 |
¥71.1万 |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
29.2707 |
25000.0 |
¥73.2万 |
|
| 2025-10-10 |
突破买入 |
买入 |
33.813779999999994 |
21400.0 |
¥72.4万 |
首仓入场 |
| 2025-11-05 |
跌破离场 |
卖出 |
31.42854 |
21400.0 |
¥67.2万 |
|
| 2026-01-22 |
突破买入 |
买入 |
32.7327 |
20800.0 |
¥68.1万 |
首仓入场 |
| 2026-03-04 |
跌破离场 |
卖出 |
29.99997 |
20800.0 |
¥62.4万 |
|
| 2026-04-14 |
突破买入 |
买入 |
32.77274 |
19000.0 |
¥62.3万 |
首仓入场 |
| 2026-05-15 |
跌破离场 |
卖出 |
33.59637 |
19000.0 |
¥63.8万 |
|
| 2026-06-25 |
突破买入 |
买入 |
33.933899999999994 |
18700.0 |
¥63.5万 |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
34.87508999999999 |
18700.0 |
¥65.2万 |
|
| 2026-10-27 |
突破买入 |
买入 |
34.82478999999999 |
18700.0 |
¥65.1万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
34.45 |
18700 |
¥64.4万 |
回测结束强平 |