002463 沪电股份 — 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: ¥5.24M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +424.04%）
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 |
2015-03-04 |
2015-06-23 |
5.346943601999999 |
10.369620000000001 |
¥92.6万 |
+93.88% |
跌破离场 |
| 2 |
2015-08-18 |
2015-08-25 |
8.352505 |
5.39 |
¥-68.1万 |
-35.49% |
跌破离场 |
| 3 |
2015-10-16 |
2015-12-24 |
5.266839578 |
6.38361 |
¥26.3万 |
+21.17% |
跌破离场 |
| 4 |
2016-03-22 |
2016-04-21 |
4.6059813799999985 |
4.515479999999999 |
¥-2.9万 |
-1.99% |
跌破离场 |
| 5 |
2016-05-17 |
2016-06-14 |
5.527177655999999 |
5.24475 |
¥-7.6万 |
-5.14% |
跌破离场 |
| 6 |
2017-03-08 |
2017-03-23 |
4.9764624909999995 |
4.76523 |
¥-6.0万 |
-4.27% |
跌破离场 |
| 7 |
2017-04-06 |
2017-04-20 |
5.2067615599999995 |
4.88511 |
¥-8.2万 |
-6.21% |
跌破离场 |
| 8 |
2017-06-22 |
2017-07-13 |
4.585955374 |
4.45554 |
¥-3.6万 |
-2.87% |
跌破离场 |
| 9 |
2017-08-23 |
2017-09-26 |
4.585955373999999 |
4.6 |
¥3,368 |
+0.28% |
跌破离场 |
| 10 |
2017-10-10 |
2017-11-28 |
5.036540509 |
5.24475 |
¥5.0万 |
+4.10% |
跌破离场 |
| 11 |
2018-03-12 |
2018-03-23 |
4.856306454999999 |
4.16583 |
¥-18.2万 |
-14.24% |
跌破离场 |
| 12 |
2018-07-17 |
2018-09-18 |
4.295578287 |
6.08 |
¥44.9万 |
+41.50% |
跌破离场 |
| 13 |
2018-11-07 |
2018-11-21 |
8.010402399999998 |
7.2127799999999995 |
¥-15.2万 |
-9.98% |
跌破离场 |
| 14 |
2019-01-17 |
2019-05-06 |
8.170610447999998 |
10.6893 |
¥42.4万 |
+30.79% |
跌破离场 |
| 15 |
2019-06-24 |
2019-10-08 |
11.103330000000001 |
24.93504 |
¥2.25M |
+124.51% |
跌破离场 |
| 16 |
2019-12-18 |
2019-12-24 |
24.471779332 |
21.98799 |
¥-41.1万 |
-10.18% |
跌破离场 |
| 17 |
2020-02-26 |
2020-03-17 |
30.860075245999997 |
26.46351 |
¥-52.1万 |
-14.27% |
跌破离场 |
| 18 |
2020-07-10 |
2020-07-17 |
27.766057318999998 |
24.22575 |
¥-39.5万 |
-12.78% |
跌破离场 |
| 19 |
2021-06-08 |
2021-06-16 |
15.694707000000001 |
14.52546 |
¥-20.4万 |
-7.48% |
跌破离场 |
| 20 |
2021-06-25 |
2021-07-19 |
15.810531736999998 |
13.146840000000001 |
¥-42.5万 |
-16.87% |
跌破离场 |
| 21 |
2021-11-03 |
2021-12-21 |
11.765278525 |
14.185799999999999 |
¥43.2万 |
+20.54% |
跌破离场 |
| 22 |
2022-01-18 |
2022-02-09 |
18.083483417999997 |
16.273709999999998 |
¥-25.4万 |
-10.03% |
跌破离场 |
| 23 |
2022-05-11 |
2022-06-21 |
13.888035160999998 |
15.30468 |
¥23.1万 |
+10.17% |
跌破离场 |
| 24 |
2022-10-26 |
2022-12-09 |
10.864108254999998 |
12.2 |
¥30.6万 |
+12.26% |
跌破离场 |
| 25 |
2023-02-03 |
2023-03-08 |
14.0182042 |
15.06 |
¥20.7万 |
+7.40% |
跌破离场 |
| 26 |
2023-03-27 |
2023-05-05 |
21.257605369 |
20.43954 |
¥-11.5万 |
-3.88% |
跌破离场 |
| 27 |
2023-06-13 |
2023-06-29 |
22.389074708 |
19.180799999999998 |
¥-41.8万 |
-14.36% |
跌破离场 |
| 28 |
2024-02-20 |
2024-07-26 |
26.424314916999997 |
33.20676 |
¥61.3万 |
+25.63% |
跌破离场 |
| 29 |
2024-10-09 |
2024-11-04 |
44.0572132 |
39.37059 |
¥-32.9万 |
-10.66% |
跌破离场 |
| 30 |
2024-12-27 |
2025-02-06 |
41.17346833599999 |
37.48248 |
¥-25.0万 |
-8.99% |
跌破离场 |
| 31 |
2025-05-09 |
2025-05-28 |
31.140439329999996 |
29.35 |
¥-14.4万 |
-5.78% |
跌破离场 |
| 32 |
2025-06-05 |
2025-10-14 |
33.243169959999996 |
71.8281 |
¥2.76M |
+116.00% |
跌破离场 |
| 33 |
2025-12-30 |
2026-01-12 |
76.59947294999999 |
69.7302 |
¥-46.0万 |
-9.00% |
跌破离场 |
| 34 |
2026-02-27 |
2026-04-01 |
85.47099360799999 |
78.4215 |
¥-38.7万 |
-8.28% |
跌破离场 |
| 35 |
2026-04-24 |
2026-07-03 |
106.11780579399999 |
129.52035 |
¥93.9万 |
+22.02% |
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 |
|---|
| 2015-03-04 |
突破买入 |
买入 |
5.345339999999999 |
184500.0 |
¥98.7万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
10.369620000000001 |
184500.0 |
¥1.91M |
|
| 2015-08-18 |
突破买入 |
买入 |
8.35 |
229600.0 |
¥1.92M |
首仓入场 |
| 2015-08-25 |
跌破离场 |
卖出 |
5.39 |
229600.0 |
¥1.24M |
|
| 2015-10-16 |
突破买入 |
买入 |
5.26526 |
235500.0 |
¥1.24M |
首仓入场 |
| 2015-12-24 |
跌破离场 |
卖出 |
6.38361 |
235500.0 |
¥1.50M |
|
| 2016-03-22 |
突破买入 |
买入 |
4.604599999999999 |
318400.0 |
¥1.47M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
4.515479999999999 |
318400.0 |
¥1.44M |
|
| 2016-05-17 |
突破买入 |
买入 |
5.525519999999999 |
266500.0 |
¥1.47M |
首仓入场 |
| 2016-06-14 |
跌破离场 |
卖出 |
5.24475 |
266500.0 |
¥1.40M |
|
| 2017-03-08 |
突破买入 |
买入 |
4.974969999999999 |
281300.0 |
¥1.40M |
首仓入场 |
| 2017-03-23 |
跌破离场 |
卖出 |
4.76523 |
281300.0 |
¥1.34M |
|
| 2017-04-06 |
突破买入 |
买入 |
5.2052 |
255000.0 |
¥1.33M |
首仓入场 |
| 2017-04-20 |
跌破离场 |
卖出 |
4.88511 |
255000.0 |
¥1.25M |
|
| 2017-06-22 |
突破买入 |
买入 |
4.58458 |
273800.0 |
¥1.26M |
首仓入场 |
| 2017-07-13 |
跌破离场 |
卖出 |
4.45554 |
273800.0 |
¥1.22M |
|
| 2017-08-23 |
突破买入 |
买入 |
4.58458 |
265900.0 |
¥1.22M |
首仓入场 |
| 2017-09-26 |
跌破离场 |
卖出 |
4.6 |
265900.0 |
¥1.22M |
|
| 2017-10-10 |
突破买入 |
买入 |
5.03503 |
243300.0 |
¥1.23M |
首仓入场 |
| 2017-11-28 |
跌破离场 |
卖出 |
5.24475 |
243300.0 |
¥1.28M |
|
| 2018-03-12 |
突破买入 |
买入 |
4.854849999999999 |
262700.0 |
¥1.28M |
首仓入场 |
| 2018-03-23 |
跌破离场 |
卖出 |
4.16583 |
262700.0 |
¥1.09M |
|
| 2018-07-17 |
突破买入 |
买入 |
4.294289999999999 |
251800.0 |
¥1.08M |
首仓入场 |
| 2018-09-18 |
跌破离场 |
卖出 |
6.08 |
251800.0 |
¥1.53M |
|
| 2018-11-07 |
突破买入 |
买入 |
8.008 |
190100.0 |
¥1.52M |
首仓入场 |
| 2018-11-21 |
跌破离场 |
卖出 |
7.2127799999999995 |
190100.0 |
¥1.37M |
|
| 2019-01-17 |
突破买入 |
买入 |
8.168159999999999 |
168500.0 |
¥1.38M |
首仓入场 |
| 2019-05-06 |
跌破离场 |
卖出 |
10.6893 |
168500.0 |
¥1.80M |
|
| 2019-06-24 |
突破买入 |
买入 |
11.1 |
162600.0 |
¥1.81M |
首仓入场 |
| 2019-10-08 |
跌破离场 |
卖出 |
24.93504 |
162600.0 |
¥4.05M |
|
| 2019-12-18 |
突破买入 |
买入 |
24.46444 |
165100.0 |
¥4.04M |
首仓入场 |
| 2019-12-24 |
跌破离场 |
卖出 |
21.98799 |
165100.0 |
¥3.63M |
|
| 2020-02-26 |
突破买入 |
买入 |
30.85082 |
118200.0 |
¥3.65M |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
26.46351 |
118200.0 |
¥3.13M |
|
| 2020-07-10 |
突破买入 |
买入 |
27.75773 |
111300.0 |
¥3.09M |
首仓入场 |
| 2020-07-17 |
跌破离场 |
卖出 |
24.22575 |
111300.0 |
¥2.70M |
|
| 2021-06-08 |
突破买入 |
买入 |
15.69 |
174000.0 |
¥2.73M |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
14.52546 |
174000.0 |
¥2.53M |
|
| 2021-06-25 |
突破买入 |
买入 |
15.805789999999998 |
159200.0 |
¥2.52M |
首仓入场 |
| 2021-07-19 |
跌破离场 |
卖出 |
13.146840000000001 |
159200.0 |
¥2.09M |
|
| 2021-11-03 |
突破买入 |
买入 |
11.76175 |
178900.0 |
¥2.10M |
首仓入场 |
| 2021-12-21 |
跌破离场 |
卖出 |
14.185799999999999 |
178900.0 |
¥2.54M |
|
| 2022-01-18 |
突破买入 |
买入 |
18.078059999999997 |
140200.0 |
¥2.54M |
首仓入场 |
| 2022-02-09 |
跌破离场 |
卖出 |
16.273709999999998 |
140200.0 |
¥2.28M |
|
| 2022-05-11 |
突破买入 |
买入 |
13.883869999999996 |
163400.0 |
¥2.27M |
首仓入场 |
| 2022-06-21 |
跌破离场 |
卖出 |
15.30468 |
163400.0 |
¥2.50M |
|
| 2022-10-26 |
突破买入 |
买入 |
10.86085 |
229400.0 |
¥2.49M |
首仓入场 |
| 2022-12-09 |
跌破离场 |
卖出 |
12.2 |
229400.0 |
¥2.80M |
|
| 2023-02-03 |
突破买入 |
买入 |
14.014000000000001 |
199900.0 |
¥2.80M |
首仓入场 |
| 2023-03-08 |
跌破离场 |
卖出 |
15.06 |
199900.0 |
¥3.01M |
|
| 2023-03-27 |
突破买入 |
买入 |
21.25123 |
139800.0 |
¥2.97M |
首仓入场 |
| 2023-05-05 |
跌破离场 |
卖出 |
20.43954 |
139800.0 |
¥2.86M |
|
| 2023-06-13 |
突破买入 |
买入 |
22.38236 |
130200.0 |
¥2.92M |
首仓入场 |
| 2023-06-29 |
跌破离场 |
卖出 |
19.180799999999998 |
130200.0 |
¥2.50M |
|
| 2024-02-20 |
突破买入 |
买入 |
26.416389999999993 |
90500.0 |
¥2.39M |
首仓入场 |
| 2024-07-26 |
跌破离场 |
卖出 |
33.20676 |
90500.0 |
¥3.00M |
|
| 2024-10-09 |
突破买入 |
买入 |
44.044 |
70100.0 |
¥3.09M |
首仓入场 |
| 2024-11-04 |
跌破离场 |
卖出 |
39.37059 |
70100.0 |
¥2.76M |
|
| 2024-12-27 |
突破买入 |
买入 |
41.16111999999999 |
67400.0 |
¥2.78M |
首仓入场 |
| 2025-02-06 |
跌破离场 |
卖出 |
37.48248 |
67400.0 |
¥2.53M |
|
| 2025-05-09 |
突破买入 |
买入 |
31.131099999999996 |
80300.0 |
¥2.50M |
首仓入场 |
| 2025-05-28 |
跌破离场 |
卖出 |
29.35 |
80300.0 |
¥2.36M |
|
| 2025-06-05 |
突破买入 |
买入 |
33.2332 |
71600.0 |
¥2.38M |
首仓入场 |
| 2025-10-14 |
跌破离场 |
卖出 |
71.8281 |
71600.0 |
¥5.14M |
|
| 2025-12-30 |
突破买入 |
买入 |
76.5765 |
66800.0 |
¥5.12M |
首仓入场 |
| 2026-01-12 |
跌破离场 |
卖出 |
69.7302 |
66800.0 |
¥4.66M |
|
| 2026-02-27 |
突破买入 |
买入 |
85.44536 |
54700.0 |
¥4.68M |
首仓入场 |
| 2026-04-01 |
跌破离场 |
卖出 |
78.4215 |
54700.0 |
¥4.29M |
|
| 2026-04-24 |
突破买入 |
买入 |
106.08597999999999 |
40200.0 |
¥4.27M |
首仓入场 |
| 2026-07-03 |
跌破离场 |
卖出 |
129.52035 |
40200.0 |
¥5.21M |
|