002422 科伦药业 — 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: ¥36.5万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -63.52%）
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 47 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 |
2015-02-26 |
2015-05-06 |
36.096875815 |
38.2617 |
¥5.9万 |
+5.97% |
跌破离场 |
| 2 |
2015-06-03 |
2015-06-23 |
48.56306454999999 |
45.37458 |
¥-6.9万 |
-6.59% |
跌破离场 |
| 3 |
2015-10-21 |
2016-01-05 |
16.611571976999997 |
16.08 |
¥-3.2万 |
-3.23% |
跌破离场 |
| 4 |
2016-04-15 |
2016-05-10 |
15.510141646999998 |
15.024959999999998 |
¥-3.0万 |
-3.16% |
跌破离场 |
| 5 |
2016-06-28 |
2016-07-25 |
15.019504499999996 |
15.12486 |
¥6,180 |
+0.67% |
跌破离场 |
| 6 |
2016-08-16 |
2016-09-02 |
16.030817802999998 |
15.39459 |
¥-3.7万 |
-4.00% |
跌破离场 |
| 7 |
2016-10-13 |
2016-12-12 |
16.911962066999997 |
16.83315 |
¥-4,445 |
-0.50% |
跌破离场 |
| 8 |
2017-02-15 |
2017-03-03 |
17.172300144999998 |
16.54344 |
¥-3.3万 |
-3.69% |
跌破离场 |
| 9 |
2017-06-16 |
2017-07-11 |
16.160986841999996 |
16.30368 |
¥7,317 |
+0.85% |
跌破离场 |
| 10 |
2017-08-08 |
2017-08-25 |
17.072170115 |
16.73325 |
¥-1.7万 |
-2.01% |
跌破离场 |
| 11 |
2017-09-26 |
2017-11-23 |
18.203639453999997 |
21.11886 |
¥13.6万 |
+15.98% |
跌破离场 |
| 12 |
2017-12-14 |
2018-01-26 |
25.142650532999998 |
24.7752 |
¥-1.5万 |
-1.49% |
跌破离场 |
| 13 |
2018-03-06 |
2018-03-26 |
26.334197889999995 |
28.69 |
¥8.6万 |
+8.91% |
跌破离场 |
| 14 |
2018-05-03 |
2018-05-31 |
34.44473032 |
32.28768 |
¥-6.6万 |
-6.29% |
跌破离场 |
| 15 |
2018-07-16 |
2018-07-24 |
33.323273984 |
29.750220000000002 |
¥-10.5万 |
-10.75% |
跌破离场 |
| 16 |
2018-12-05 |
2018-12-10 |
25.413001614 |
22.04793 |
¥-11.6万 |
-13.27% |
跌破离场 |
| 17 |
2019-02-11 |
2019-05-07 |
22.339009692999994 |
27.28 |
¥16.8万 |
+22.08% |
跌破离场 |
| 18 |
2019-06-03 |
2019-06-06 |
29.668527888999996 |
26.3736 |
¥-10.2万 |
-11.13% |
跌破离场 |
| 19 |
2019-07-26 |
2019-08-07 |
32.031596597 |
30.41955 |
¥-4.2万 |
-5.06% |
跌破离场 |
| 20 |
2019-08-14 |
2019-08-21 |
33.04290989999999 |
26.81316 |
¥-14.9万 |
-18.88% |
跌破离场 |
| 21 |
2020-01-03 |
2020-02-28 |
24.131337229999996 |
22.947029999999998 |
¥-3.2万 |
-4.94% |
跌破离场 |
| 22 |
2020-07-02 |
2020-07-20 |
22.158775638999995 |
21.65832 |
¥-1.4万 |
-2.29% |
跌破离场 |
| 23 |
2020-08-20 |
2020-09-10 |
24.381662305 |
23.776200000000003 |
¥-1.5万 |
-2.51% |
跌破离场 |
| 24 |
2020-10-29 |
2020-11-24 |
23.540570053 |
22.23774 |
¥-3.2万 |
-5.56% |
跌破离场 |
| 25 |
2021-02-02 |
2021-03-05 |
19.765667921999995 |
19.60038 |
¥-4,758 |
-0.87% |
跌破离场 |
| 26 |
2021-03-19 |
2021-04-07 |
22.328996689999997 |
21.45852 |
¥-2.1万 |
-3.93% |
跌破离场 |
| 27 |
2021-09-09 |
2021-10-28 |
18.794406630999994 |
17.282700000000002 |
¥-4.2万 |
-8.07% |
跌破离场 |
| 28 |
2021-11-17 |
2021-12-16 |
18.735619 |
18.56142 |
¥-4,620 |
-0.96% |
跌破离场 |
| 29 |
2022-01-06 |
2022-01-25 |
19.645511885999998 |
19.23075 |
¥-1.0万 |
-2.14% |
跌破离场 |
| 30 |
2022-05-10 |
2022-05-25 |
17.612872276999997 |
16.60338 |
¥-2.7万 |
-5.76% |
跌破离场 |
| 31 |
2022-06-21 |
2022-08-25 |
19.32509579 |
21.17 |
¥4.2万 |
+9.51% |
跌破离场 |
| 32 |
2022-10-14 |
2022-12-16 |
22.619373776999996 |
22.77 |
¥3,063 |
+0.64% |
跌破离场 |
| 33 |
2022-12-27 |
2023-03-09 |
25.593235667999995 |
27.61236 |
¥3.8万 |
+7.86% |
跌破离场 |
| 34 |
2023-04-11 |
2023-06-07 |
29.438228819999992 |
30.13983 |
¥1.2万 |
+2.35% |
跌破离场 |
| 35 |
2024-03-05 |
2024-04-11 |
28.316772483999994 |
29.920049999999996 |
¥3.0万 |
+5.63% |
跌破离场 |
| 36 |
2024-04-26 |
2024-05-29 |
31.250582363000003 |
32.1678 |
¥1.6万 |
+2.90% |
跌破离场 |
| 37 |
2024-08-23 |
2024-09-20 |
32.24186966 |
28.99098 |
¥-5.8万 |
-10.11% |
跌破离场 |
| 38 |
2024-10-09 |
2024-11-15 |
34.24447026 |
30.619349999999997 |
¥-5.4万 |
-10.61% |
跌破离场 |
| 39 |
2025-02-27 |
2025-03-27 |
29.057734705999998 |
30.57939 |
¥2.4万 |
+5.21% |
跌破离场 |
| 40 |
2025-03-31 |
2025-04-28 |
32.532246746999995 |
32.89707 |
¥5,395 |
+1.09% |
跌破离场 |
| 41 |
2025-05-21 |
2025-06-17 |
36.597525964999996 |
36.2637 |
¥-4,654 |
-0.94% |
跌破离场 |
| 42 |
2025-07-31 |
2025-10-13 |
38.05942440299999 |
35.02494 |
¥-3.9万 |
-8.00% |
跌破离场 |
| 43 |
2026-01-12 |
2026-02-03 |
33.884002152 |
30.329639999999998 |
¥-4.8万 |
-10.52% |
跌破离场 |
| 44 |
2026-03-11 |
2026-03-27 |
33.553573052999994 |
31.658309999999997 |
¥-2.3万 |
-5.68% |
跌破离场 |
| 45 |
2026-03-30 |
2026-04-29 |
34.74512041 |
32.5674 |
¥-2.4万 |
-6.30% |
跌破离场 |
| 46 |
2026-07-02 |
2026-08-04 |
41.243559356999995 |
41.958 |
¥6,036 |
+1.70% |
跌破离场 |
| 47 |
2026-10-21 |
2026-11-13 |
43.15604293 |
42.67 |
¥-4,240 |
-1.16% |
强平 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-26 |
突破买入 |
买入 |
36.08604999999999 |
27600.0 |
¥99.6万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
38.2617 |
27600.0 |
¥1.06M |
|
| 2015-06-03 |
突破买入 |
买入 |
48.5485 |
21500.0 |
¥1.04M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
45.37458 |
21500.0 |
¥97.5万 |
|
| 2015-10-21 |
突破买入 |
买入 |
16.606589999999997 |
59100.0 |
¥98.2万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
16.08 |
59100.0 |
¥95.0万 |
|
| 2016-04-15 |
突破买入 |
买入 |
15.505489999999998 |
61600.0 |
¥95.5万 |
首仓入场 |
| 2016-05-10 |
跌破离场 |
卖出 |
15.024959999999998 |
61600.0 |
¥92.5万 |
|
| 2016-06-28 |
突破买入 |
买入 |
15.014999999999999 |
61300.0 |
¥92.1万 |
首仓入场 |
| 2016-07-25 |
跌破离场 |
卖出 |
15.12486 |
61300.0 |
¥92.7万 |
|
| 2016-08-16 |
突破买入 |
买入 |
16.02601 |
58000.0 |
¥93.0万 |
首仓入场 |
| 2016-09-02 |
跌破离场 |
卖出 |
15.39459 |
58000.0 |
¥89.3万 |
|
| 2016-10-13 |
突破买入 |
买入 |
16.906889999999997 |
53000.0 |
¥89.6万 |
首仓入场 |
| 2016-12-12 |
跌破离场 |
卖出 |
16.83315 |
53000.0 |
¥89.2万 |
|
| 2017-02-15 |
突破买入 |
买入 |
17.167149999999996 |
51700.0 |
¥88.8万 |
首仓入场 |
| 2017-03-03 |
跌破离场 |
卖出 |
16.54344 |
51700.0 |
¥85.5万 |
|
| 2017-06-16 |
突破买入 |
买入 |
16.156139999999997 |
53100.0 |
¥85.8万 |
首仓入场 |
| 2017-07-11 |
跌破离场 |
卖出 |
16.30368 |
53100.0 |
¥86.5万 |
|
| 2017-08-08 |
突破买入 |
买入 |
17.06705 |
50800.0 |
¥86.7万 |
首仓入场 |
| 2017-08-25 |
跌破离场 |
卖出 |
16.73325 |
50800.0 |
¥85.0万 |
|
| 2017-09-26 |
突破买入 |
买入 |
18.198179999999997 |
46600.0 |
¥84.8万 |
首仓入场 |
| 2017-11-23 |
跌破离场 |
卖出 |
21.11886 |
46600.0 |
¥98.4万 |
|
| 2017-12-14 |
突破买入 |
买入 |
25.135109999999997 |
38800.0 |
¥97.6万 |
首仓入场 |
| 2018-01-26 |
跌破离场 |
卖出 |
24.7752 |
38800.0 |
¥96.1万 |
|
| 2018-03-06 |
突破买入 |
买入 |
26.326299999999996 |
36800.0 |
¥96.9万 |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
28.69 |
36800.0 |
¥1.06M |
|
| 2018-05-03 |
突破买入 |
买入 |
34.4344 |
30600.0 |
¥1.05M |
首仓入场 |
| 2018-05-31 |
跌破离场 |
卖出 |
32.28768 |
30600.0 |
¥98.8万 |
|
| 2018-07-16 |
突破买入 |
买入 |
33.31328 |
29400.0 |
¥98.0万 |
首仓入场 |
| 2018-07-24 |
跌破离场 |
卖出 |
29.750220000000002 |
29400.0 |
¥87.4万 |
|
| 2018-12-05 |
突破买入 |
买入 |
25.405379999999997 |
34300.0 |
¥87.2万 |
首仓入场 |
| 2018-12-10 |
跌破离场 |
卖出 |
22.04793 |
34300.0 |
¥75.6万 |
|
| 2019-02-11 |
突破买入 |
买入 |
22.332309999999996 |
34100.0 |
¥76.2万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
27.28 |
34100.0 |
¥93.0万 |
|
| 2019-06-03 |
突破买入 |
买入 |
29.659629999999996 |
31000.0 |
¥92.0万 |
首仓入场 |
| 2019-06-06 |
跌破离场 |
卖出 |
26.3736 |
31000.0 |
¥81.7万 |
|
| 2019-07-26 |
突破买入 |
买入 |
32.021989999999995 |
26000.0 |
¥83.3万 |
首仓入场 |
| 2019-08-07 |
跌破离场 |
卖出 |
30.41955 |
26000.0 |
¥79.1万 |
|
| 2019-08-14 |
突破买入 |
买入 |
33.032999999999994 |
23900.0 |
¥79.0万 |
首仓入场 |
| 2019-08-21 |
跌破离场 |
卖出 |
26.81316 |
23900.0 |
¥64.1万 |
|
| 2020-01-03 |
突破买入 |
买入 |
24.1241 |
26600.0 |
¥64.2万 |
首仓入场 |
| 2020-02-28 |
跌破离场 |
卖出 |
22.947029999999998 |
26600.0 |
¥61.0万 |
|
| 2020-07-02 |
突破买入 |
买入 |
22.15213 |
27600.0 |
¥61.2万 |
首仓入场 |
| 2020-07-20 |
跌破离场 |
卖出 |
21.65832 |
27600.0 |
¥59.8万 |
|
| 2020-08-20 |
突破买入 |
买入 |
24.37435 |
24300.0 |
¥59.2万 |
首仓入场 |
| 2020-09-10 |
跌破离场 |
卖出 |
23.776200000000003 |
24300.0 |
¥57.8万 |
|
| 2020-10-29 |
突破买入 |
买入 |
23.53351 |
24500.0 |
¥57.7万 |
首仓入场 |
| 2020-11-24 |
跌破离场 |
卖出 |
22.23774 |
24500.0 |
¥54.5万 |
|
| 2021-02-02 |
突破买入 |
买入 |
19.759739999999997 |
27800.0 |
¥54.9万 |
首仓入场 |
| 2021-03-05 |
跌破离场 |
卖出 |
19.60038 |
27800.0 |
¥54.5万 |
|
| 2021-03-19 |
突破买入 |
买入 |
22.3223 |
24100.0 |
¥53.8万 |
首仓入场 |
| 2021-04-07 |
跌破离场 |
卖出 |
21.45852 |
24100.0 |
¥51.7万 |
|
| 2021-09-09 |
突破买入 |
买入 |
18.788769999999996 |
27900.0 |
¥52.4万 |
首仓入场 |
| 2021-10-28 |
跌破离场 |
卖出 |
17.282700000000002 |
27900.0 |
¥48.2万 |
|
| 2021-11-17 |
突破买入 |
买入 |
18.73 |
25700.0 |
¥48.2万 |
首仓入场 |
| 2021-12-16 |
跌破离场 |
卖出 |
18.56142 |
25700.0 |
¥47.7万 |
|
| 2022-01-06 |
突破买入 |
买入 |
19.639619999999997 |
24400.0 |
¥47.9万 |
首仓入场 |
| 2022-01-25 |
跌破离场 |
卖出 |
19.23075 |
24400.0 |
¥46.9万 |
|
| 2022-05-10 |
突破买入 |
买入 |
17.60759 |
26300.0 |
¥46.3万 |
首仓入场 |
| 2022-05-25 |
跌破离场 |
卖出 |
16.60338 |
26300.0 |
¥43.7万 |
|
| 2022-06-21 |
突破买入 |
买入 |
19.3193 |
22900.0 |
¥44.3万 |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
21.17 |
22900.0 |
¥48.5万 |
|
| 2022-10-14 |
突破买入 |
买入 |
22.612589999999997 |
21300.0 |
¥48.2万 |
首仓入场 |
| 2022-12-16 |
跌破离场 |
卖出 |
22.77 |
21300.0 |
¥48.5万 |
|
| 2022-12-27 |
突破买入 |
买入 |
25.585559999999997 |
19000.0 |
¥48.6万 |
首仓入场 |
| 2023-03-09 |
跌破离场 |
卖出 |
27.61236 |
19000.0 |
¥52.4万 |
|
| 2023-04-11 |
突破买入 |
买入 |
29.429399999999994 |
17500.0 |
¥51.5万 |
首仓入场 |
| 2023-06-07 |
跌破离场 |
卖出 |
30.13983 |
17500.0 |
¥52.7万 |
|
| 2024-03-05 |
突破买入 |
买入 |
28.308279999999993 |
18800.0 |
¥53.2万 |
首仓入场 |
| 2024-04-11 |
跌破离场 |
卖出 |
29.920049999999996 |
18800.0 |
¥56.2万 |
|
| 2024-04-26 |
突破买入 |
买入 |
31.241210000000002 |
18000.0 |
¥56.3万 |
首仓入场 |
| 2024-05-29 |
跌破离场 |
卖出 |
32.1678 |
18000.0 |
¥57.9万 |
|
| 2024-08-23 |
突破买入 |
买入 |
32.2322 |
17900.0 |
¥57.7万 |
首仓入场 |
| 2024-09-20 |
跌破离场 |
卖出 |
28.99098 |
17900.0 |
¥51.9万 |
|
| 2024-10-09 |
突破买入 |
买入 |
34.2342 |
14900.0 |
¥51.0万 |
首仓入场 |
| 2024-11-15 |
跌破离场 |
卖出 |
30.619349999999997 |
14900.0 |
¥45.6万 |
|
| 2025-02-27 |
突破买入 |
买入 |
29.049019999999995 |
16100.0 |
¥46.8万 |
首仓入场 |
| 2025-03-27 |
跌破离场 |
卖出 |
30.57939 |
16100.0 |
¥49.2万 |
|
| 2025-03-31 |
突破买入 |
买入 |
32.52249 |
15200.0 |
¥49.4万 |
首仓入场 |
| 2025-04-28 |
跌破离场 |
卖出 |
32.89707 |
15200.0 |
¥50.0万 |
|
| 2025-05-21 |
突破买入 |
买入 |
36.586549999999995 |
13500.0 |
¥49.4万 |
首仓入场 |
| 2025-06-17 |
跌破离场 |
卖出 |
36.2637 |
13500.0 |
¥48.9万 |
|
| 2025-07-31 |
突破买入 |
买入 |
38.04800999999999 |
12900.0 |
¥49.1万 |
首仓入场 |
| 2025-10-13 |
跌破离场 |
卖出 |
35.02494 |
12900.0 |
¥45.2万 |
|
| 2026-01-12 |
突破买入 |
买入 |
33.87384 |
13400.0 |
¥45.4万 |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
30.329639999999998 |
13400.0 |
¥40.6万 |
|
| 2026-03-11 |
突破买入 |
买入 |
33.54351 |
12100.0 |
¥40.6万 |
首仓入场 |
| 2026-03-27 |
跌破离场 |
卖出 |
31.658309999999997 |
12100.0 |
¥38.3万 |
|
| 2026-03-30 |
突破买入 |
买入 |
34.7347 |
11000.0 |
¥38.2万 |
首仓入场 |
| 2026-04-29 |
跌破离场 |
卖出 |
32.5674 |
11000.0 |
¥35.8万 |
|
| 2026-07-02 |
突破买入 |
买入 |
41.23118999999999 |
8600.0 |
¥35.5万 |
首仓入场 |
| 2026-08-04 |
跌破离场 |
卖出 |
41.958 |
8600.0 |
¥36.1万 |
|
| 2026-10-21 |
突破买入 |
买入 |
43.1431 |
8500.0 |
¥36.7万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
42.67 |
8500 |
¥36.3万 |
回测结束强平 |