002460 赣锋锂业 — 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: ¥8.93M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +793.13%）
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 35 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 |
2015-02-27 |
2015-05-08 |
21.608060473999995 |
23.026950000000003 |
¥6.5万 |
+6.53% |
跌破离场 |
| 2 |
2015-05-21 |
2015-06-23 |
27.035108099999995 |
29.300669999999993 |
¥8.9万 |
+8.35% |
跌破离场 |
| 3 |
2015-08-11 |
2015-08-24 |
26.033807799999995 |
20.859119999999997 |
¥-22.7万 |
-19.90% |
跌破离场 |
| 4 |
2015-09-24 |
2015-11-30 |
26.50795 |
44.20575 |
¥61.5万 |
+66.71% |
跌破离场 |
| 5 |
2015-12-09 |
2016-01-05 |
57.074117099999995 |
50.98 |
¥-16.4万 |
-10.70% |
跌破离场 |
| 6 |
2016-04-06 |
2016-05-30 |
52.76852580999999 |
60.25968 |
¥19.1万 |
+14.16% |
跌破离场 |
| 7 |
2017-02-24 |
2017-04-25 |
28.677240592 |
37.03293 |
¥45.1万 |
+29.10% |
跌破离场 |
| 8 |
2017-06-27 |
2017-09-25 |
46.66059398 |
83.2167 |
¥1.57M |
+78.29% |
跌破离场 |
| 9 |
2018-02-23 |
2018-03-26 |
67.237315145 |
67.1 |
¥-8,250 |
-0.23% |
跌破离场 |
| 10 |
2018-09-25 |
2018-10-12 |
32.0416096 |
25.00497 |
¥-78.5万 |
-21.98% |
跌破离场 |
| 11 |
2018-12-06 |
2018-12-24 |
26.204028851 |
22.967010000000002 |
¥-34.1万 |
-12.38% |
跌破离场 |
| 12 |
2019-02-21 |
2019-04-26 |
24.561896358999995 |
26.963009999999997 |
¥23.9万 |
+9.74% |
跌破离场 |
| 13 |
2019-07-03 |
2019-07-16 |
25.157545 |
22.7772 |
¥-25.3万 |
-9.49% |
跌破离场 |
| 14 |
2019-09-10 |
2019-10-24 |
22.709490803999994 |
21.3786 |
¥-14.3万 |
-5.89% |
跌破离场 |
| 15 |
2019-11-20 |
2020-02-04 |
25.493105638000003 |
40.93902 |
¥1.39M |
+60.54% |
跌破离场 |
| 16 |
2020-02-06 |
2020-03-02 |
43.406368005 |
53.12682000000001 |
¥77.8万 |
+22.36% |
跌破离场 |
| 17 |
2020-05-06 |
2020-05-25 |
46.06982680299999 |
46.93302 |
¥8.1万 |
+1.84% |
跌破离场 |
| 18 |
2020-06-19 |
2020-07-27 |
54.250450253999986 |
55.27467 |
¥8.4万 |
+1.86% |
跌破离场 |
| 19 |
2020-10-14 |
2021-02-08 |
59.07671769999999 |
115.13475 |
¥4.34M |
+94.83% |
跌破离场 |
| 20 |
2021-04-20 |
2021-06-17 |
101.1313303 |
110.62925999999999 |
¥80.7万 |
+9.36% |
跌破离场 |
| 21 |
2021-07-07 |
2021-08-17 |
135.67619065 |
162.7371 |
¥1.93M |
+19.91% |
跌破离场 |
| 22 |
2021-08-31 |
2021-09-22 |
211.384506333 |
168.71112000000002 |
¥-2.31M |
-20.21% |
跌破离场 |
| 23 |
2022-02-18 |
2022-03-07 |
147.26123512099997 |
139.86 |
¥-46.7万 |
-5.05% |
跌破离场 |
| 24 |
2022-05-24 |
2022-07-05 |
123.66058704999998 |
110.24964 |
¥-95.9万 |
-10.87% |
跌破离场 |
| 25 |
2022-11-02 |
2022-11-18 |
85.020408473 |
81.93798 |
¥-28.8万 |
-3.65% |
跌破离场 |
| 26 |
2024-01-12 |
2024-01-23 |
44.237447253999996 |
39.88008 |
¥-75.2万 |
-9.88% |
跌破离场 |
| 27 |
2024-10-09 |
2024-12-16 |
37.0481111 |
38.181779999999996 |
¥20.5万 |
+3.03% |
跌破离场 |
| 28 |
2025-03-04 |
2025-03-21 |
38.011399999999995 |
35.694269999999996 |
¥-42.9万 |
-6.12% |
跌破离场 |
| 29 |
2025-05-14 |
2025-05-29 |
31.741219509999997 |
29.99 |
¥-37.1万 |
-5.55% |
跌破离场 |
| 30 |
2025-07-04 |
2025-11-24 |
34.855263443 |
61.93800000000001 |
¥4.87M |
+77.65% |
跌破离场 |
| 31 |
2025-12-23 |
2026-02-03 |
65.354870581 |
67.78214999999999 |
¥41.2万 |
+3.68% |
跌破离场 |
| 32 |
2026-03-31 |
2026-04-24 |
79.80363390999999 |
79.87005 |
¥6,135 |
+0.05% |
跌破离场 |
| 33 |
2026-05-07 |
2026-05-15 |
90.777225 |
78.921 |
¥-1.51M |
-13.09% |
跌破离场 |
| 34 |
2026-08-11 |
2026-08-21 |
54.210398242000004 |
51.09884999999999 |
¥-58.3万 |
-5.77% |
跌破离场 |
| 35 |
2026-08-25 |
2026-09-03 |
54.67099637999999 |
51.12882 |
¥-60.8万 |
-6.51% |
跌破离场 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-27 |
突破买入 |
买入 |
21.601579999999995 |
46200.0 |
¥99.8万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
23.026950000000003 |
46200.0 |
¥1.06M |
|
| 2015-05-21 |
突破买入 |
买入 |
27.026999999999997 |
39300.0 |
¥1.06M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
29.300669999999993 |
39300.0 |
¥1.15M |
|
| 2015-08-11 |
突破买入 |
买入 |
26.025999999999996 |
43800.0 |
¥1.14M |
首仓入场 |
| 2015-08-24 |
跌破离场 |
卖出 |
20.859119999999997 |
43800.0 |
¥91.3万 |
|
| 2015-09-24 |
突破买入 |
买入 |
26.5 |
34800.0 |
¥92.2万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
44.20575 |
34800.0 |
¥1.54M |
|
| 2015-12-09 |
突破买入 |
买入 |
57.056999999999995 |
26900.0 |
¥1.54M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
50.98 |
26900.0 |
¥1.37M |
|
| 2016-04-06 |
突破买入 |
买入 |
52.7527 |
25500.0 |
¥1.35M |
首仓入场 |
| 2016-05-30 |
跌破离场 |
卖出 |
60.25968 |
25500.0 |
¥1.54M |
|
| 2017-02-24 |
突破买入 |
买入 |
28.668639999999996 |
54100.0 |
¥1.55M |
首仓入场 |
| 2017-04-25 |
跌破离场 |
卖出 |
37.03293 |
54100.0 |
¥2.00M |
|
| 2017-06-27 |
突破买入 |
买入 |
46.6466 |
42900.0 |
¥2.00M |
首仓入场 |
| 2017-09-25 |
跌破离场 |
卖出 |
83.2167 |
42900.0 |
¥3.57M |
|
| 2018-02-23 |
突破买入 |
买入 |
67.21715 |
52400.0 |
¥3.52M |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
67.1 |
52400.0 |
¥3.51M |
|
| 2018-09-25 |
突破买入 |
买入 |
32.032 |
111400.0 |
¥3.57M |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
25.00497 |
111400.0 |
¥2.78M |
|
| 2018-12-06 |
突破买入 |
买入 |
26.19617 |
105200.0 |
¥2.76M |
首仓入场 |
| 2018-12-24 |
跌破离场 |
卖出 |
22.967010000000002 |
105200.0 |
¥2.42M |
|
| 2019-02-21 |
突破买入 |
买入 |
24.55453 |
99700.0 |
¥2.45M |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
26.963009999999997 |
99700.0 |
¥2.69M |
|
| 2019-07-03 |
突破买入 |
买入 |
25.15 |
106100.0 |
¥2.67M |
首仓入场 |
| 2019-07-16 |
跌破离场 |
卖出 |
22.7772 |
106100.0 |
¥2.42M |
|
| 2019-09-10 |
突破买入 |
买入 |
22.702679999999997 |
106900.0 |
¥2.43M |
首仓入场 |
| 2019-10-24 |
跌破离场 |
卖出 |
21.3786 |
106900.0 |
¥2.28M |
|
| 2019-11-20 |
突破买入 |
买入 |
25.485460000000003 |
89800.0 |
¥2.29M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
40.93902 |
89800.0 |
¥3.68M |
|
| 2020-02-06 |
突破买入 |
买入 |
43.39335 |
80200.0 |
¥3.48M |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
53.12682000000001 |
80200.0 |
¥4.26M |
|
| 2020-05-06 |
突破买入 |
买入 |
46.05600999999999 |
95900.0 |
¥4.42M |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
46.93302 |
95900.0 |
¥4.50M |
|
| 2020-06-19 |
突破买入 |
买入 |
54.234179999999995 |
83500.0 |
¥4.53M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
55.27467 |
83500.0 |
¥4.61M |
|
| 2020-10-14 |
突破买入 |
买入 |
59.05899999999999 |
77500.0 |
¥4.58M |
首仓入场 |
| 2021-02-08 |
跌破离场 |
卖出 |
115.13475 |
77500.0 |
¥8.92M |
|
| 2021-04-20 |
突破买入 |
买入 |
101.10099999999998 |
85300.0 |
¥8.63M |
首仓入场 |
| 2021-06-17 |
跌破离场 |
卖出 |
110.62925999999999 |
85300.0 |
¥9.43M |
|
| 2021-07-07 |
突破买入 |
买入 |
135.63549999999998 |
71600.0 |
¥9.71M |
首仓入场 |
| 2021-08-17 |
跌破离场 |
卖出 |
162.7371 |
71600.0 |
¥11.65M |
|
| 2021-08-31 |
突破买入 |
买入 |
211.32111 |
54000.0 |
¥11.41M |
首仓入场 |
| 2021-09-22 |
跌破离场 |
卖出 |
168.71112000000002 |
54000.0 |
¥9.11M |
|
| 2022-02-18 |
突破买入 |
买入 |
147.21706999999998 |
62800.0 |
¥9.25M |
首仓入场 |
| 2022-03-07 |
跌破离场 |
卖出 |
139.86 |
62800.0 |
¥8.78M |
|
| 2022-05-24 |
突破买入 |
买入 |
123.62349999999998 |
71300.0 |
¥8.82M |
首仓入场 |
| 2022-07-05 |
跌破离场 |
卖出 |
110.24964 |
71300.0 |
¥7.86M |
|
| 2022-11-02 |
突破买入 |
买入 |
84.99490999999999 |
92600.0 |
¥7.87M |
首仓入场 |
| 2022-11-18 |
跌破离场 |
卖出 |
81.93798 |
92600.0 |
¥7.59M |
|
| 2024-01-12 |
突破买入 |
买入 |
44.22418 |
172100.0 |
¥7.61M |
首仓入场 |
| 2024-01-23 |
跌破离场 |
卖出 |
39.88008 |
172100.0 |
¥6.86M |
|
| 2024-10-09 |
突破买入 |
买入 |
37.037 |
182300.0 |
¥6.75M |
首仓入场 |
| 2024-12-16 |
跌破离场 |
卖出 |
38.181779999999996 |
182300.0 |
¥6.96M |
|
| 2025-03-04 |
突破买入 |
买入 |
38.0 |
184300.0 |
¥7.01M |
首仓入场 |
| 2025-03-21 |
跌破离场 |
卖出 |
35.694269999999996 |
184300.0 |
¥6.58M |
|
| 2025-05-14 |
突破买入 |
买入 |
31.731699999999996 |
210800.0 |
¥6.69M |
首仓入场 |
| 2025-05-29 |
跌破离场 |
卖出 |
29.99 |
210800.0 |
¥6.32M |
|
| 2025-07-04 |
突破买入 |
买入 |
34.844809999999995 |
179900.0 |
¥6.27M |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
61.93800000000001 |
179900.0 |
¥11.14M |
|
| 2025-12-23 |
突破买入 |
买入 |
65.33527 |
171100.0 |
¥11.18M |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
67.78214999999999 |
171100.0 |
¥11.59M |
|
| 2026-03-31 |
突破买入 |
买入 |
79.77969999999999 |
144500.0 |
¥11.53M |
首仓入场 |
| 2026-04-24 |
跌破离场 |
卖出 |
79.87005 |
144500.0 |
¥11.54M |
|
| 2026-05-07 |
突破买入 |
买入 |
90.75 |
126700.0 |
¥11.50M |
首仓入场 |
| 2026-05-15 |
跌破离场 |
卖出 |
78.921 |
126700.0 |
¥10.00M |
|
| 2026-08-11 |
突破买入 |
买入 |
54.19414 |
186300.0 |
¥10.10M |
首仓入场 |
| 2026-08-21 |
跌破离场 |
卖出 |
51.09884999999999 |
186300.0 |
¥9.52M |
|
| 2026-08-25 |
突破买入 |
买入 |
54.654599999999995 |
170900.0 |
¥9.34M |
首仓入场 |
| 2026-09-03 |
跌破离场 |
卖出 |
51.12882 |
170900.0 |
¥8.74M |
|