002475 立讯精密 — 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: ¥52.6万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -47.44%）
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 |
2015-03-11 |
2015-03-27 |
39.81169992799999 |
37.38 |
¥-6.1万 |
-6.14% |
跌破离场 |
| 2 |
2015-04-07 |
2015-06-23 |
41.974508576 |
33.77619 |
¥-18.3万 |
-19.56% |
跌破离场 |
| 3 |
2015-07-22 |
2015-08-18 |
39.801686925 |
32.767199999999995 |
¥-13.3万 |
-17.70% |
跌破离场 |
| 4 |
2015-10-13 |
2015-12-24 |
31.510920440999993 |
32.62734 |
¥2.2万 |
+3.51% |
跌破离场 |
| 5 |
2016-02-23 |
2016-02-26 |
29.988943985 |
27.01 |
¥-6.4万 |
-9.96% |
跌破离场 |
| 6 |
2016-03-18 |
2016-03-30 |
31.060335305999995 |
29.21 |
¥-3.5万 |
-5.99% |
跌破离场 |
| 7 |
2016-06-06 |
2016-06-14 |
30.039009 |
18.581400000000002 |
¥-20.7万 |
-38.16% |
跌破离场 |
| 8 |
2016-08-24 |
2016-11-09 |
19.445251826 |
21.518459999999997 |
¥3.6万 |
+10.63% |
跌破离场 |
| 9 |
2017-02-06 |
2017-07-07 |
21.037319302999997 |
19.40058 |
¥-2.9万 |
-7.81% |
跌破离场 |
| 10 |
2017-10-19 |
2017-11-28 |
22.999867890999997 |
24.16581 |
¥1.7万 |
+5.04% |
跌破离场 |
| 11 |
2018-02-13 |
2018-03-26 |
23.941090172999996 |
23.42655 |
¥-7,876 |
-2.18% |
跌破离场 |
| 12 |
2018-06-06 |
2018-06-22 |
24.381662305 |
22.2777 |
¥-3.0万 |
-8.66% |
跌破离场 |
| 13 |
2018-10-23 |
2018-11-07 |
17.733028313 |
15.37 |
¥-4.3万 |
-13.35% |
跌破离场 |
| 14 |
2019-02-12 |
2019-05-07 |
17.572820264999997 |
23.2767 |
¥9.1万 |
+32.42% |
跌破离场 |
| 15 |
2019-06-21 |
2019-07-08 |
23.730817109999997 |
19.54044 |
¥-6.5万 |
-17.68% |
跌破离场 |
| 16 |
2019-08-16 |
2019-11-25 |
23.430427019999996 |
32.767199999999995 |
¥11.9万 |
+39.81% |
跌破离场 |
| 17 |
2019-12-06 |
2020-03-10 |
36.066836806 |
42.13 |
¥7.1万 |
+16.78% |
跌破离场 |
| 18 |
2020-04-29 |
2020-05-25 |
45.308838574999996 |
44.34561 |
¥-1.1万 |
-2.16% |
跌破离场 |
| 19 |
2020-06-11 |
2020-06-18 |
54.711048391999995 |
42.857099999999996 |
¥-10.4万 |
-21.69% |
跌破离场 |
| 20 |
2020-07-14 |
2020-09-08 |
59.076717699999996 |
52.88706 |
¥-3.9万 |
-10.50% |
跌破离场 |
| 21 |
2020-10-12 |
2020-10-26 |
61.67008547699999 |
56.343599999999995 |
¥-2.9万 |
-8.66% |
跌破离场 |
| 22 |
2020-12-24 |
2021-01-29 |
55.552140644 |
51.44 |
¥-2.3万 |
-7.43% |
跌破离场 |
| 23 |
2021-04-23 |
2021-05-14 |
36.93796806699999 |
33.016949999999994 |
¥-3.0万 |
-10.64% |
跌破离场 |
| 24 |
2021-05-26 |
2021-07-14 |
40.04199899699999 |
43.06689 |
¥1.9万 |
+7.52% |
跌破离场 |
| 25 |
2021-10-11 |
2021-12-03 |
37.648891279999994 |
38.61135000000001 |
¥6,941 |
+2.53% |
跌破离场 |
| 26 |
2021-12-09 |
2022-01-14 |
44.157343229999995 |
44.755199999999995 |
¥3,740 |
+1.32% |
跌破离场 |
| 27 |
2022-06-01 |
2022-07-06 |
33.54356004999999 |
31.07889 |
¥-2.1万 |
-7.38% |
跌破离场 |
| 28 |
2022-08-02 |
2022-09-02 |
35.275809568999996 |
36.15381 |
¥6,417 |
+2.46% |
跌破离场 |
| 29 |
2022-11-08 |
2022-11-29 |
32.261895665999994 |
30.93903 |
¥-1.1万 |
-4.13% |
跌破离场 |
| 30 |
2023-04-13 |
2023-04-18 |
31.801297527999996 |
29.2707 |
¥-2.1万 |
-7.99% |
跌破离场 |
| 31 |
2023-06-19 |
2023-07-21 |
29.598436867999997 |
32.32764 |
¥2.2万 |
+9.19% |
跌破离场 |
| 32 |
2023-10-13 |
2023-11-21 |
32.141739630000004 |
31.14882 |
¥-8,219 |
-3.12% |
跌破离场 |
| 33 |
2023-12-29 |
2024-01-09 |
33.24316996 |
31.51845 |
¥-1.3万 |
-5.22% |
跌破离场 |
| 34 |
2024-03-20 |
2024-04-09 |
29.578410862 |
28.071900000000003 |
¥-1.2万 |
-5.12% |
跌破离场 |
| 35 |
2024-05-07 |
2024-07-24 |
30.729906206999996 |
38.361599999999996 |
¥5.6万 |
+24.80% |
跌破离场 |
| 36 |
2024-09-02 |
2024-11-07 |
39.270997765999994 |
40.509449999999994 |
¥8,829 |
+3.12% |
跌破离场 |
| 37 |
2024-12-27 |
2025-01-03 |
42.302687 |
39.17079 |
¥-2.2万 |
-7.43% |
跌破离场 |
| 38 |
2025-02-13 |
2025-03-05 |
44.417681308 |
41.92803 |
¥-1.5万 |
-5.63% |
跌破离场 |
| 39 |
2025-06-18 |
2025-08-01 |
32.452142722999994 |
36.683279999999996 |
¥3.3万 |
+13.00% |
跌破离场 |
| 40 |
2025-08-19 |
2025-10-15 |
39.651491879999995 |
54.98496 |
¥11.2万 |
+38.63% |
跌破离场 |
| 41 |
2026-04-09 |
2026-06-09 |
51.56696545 |
66.11382 |
¥11.2万 |
+28.17% |
跌破离场 |
| 42 |
2026-11-06 |
2026-11-13 |
49.06371469999999 |
50.02 |
¥9,507 |
+1.92% |
强平 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-11 |
突破买入 |
买入 |
39.79975999999999 |
25100.0 |
¥99.9万 |
首仓入场 |
| 2015-03-27 |
跌破离场 |
卖出 |
37.38 |
25100.0 |
¥93.8万 |
|
| 2015-04-07 |
突破买入 |
买入 |
41.96192 |
22300.0 |
¥93.6万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
33.77619 |
22300.0 |
¥75.3万 |
|
| 2015-07-22 |
突破买入 |
买入 |
39.78975 |
18900.0 |
¥75.2万 |
首仓入场 |
| 2015-08-18 |
跌破离场 |
卖出 |
32.767199999999995 |
18900.0 |
¥61.9万 |
|
| 2015-10-13 |
突破买入 |
买入 |
31.501469999999998 |
19500.0 |
¥61.4万 |
首仓入场 |
| 2015-12-24 |
跌破离场 |
卖出 |
32.62734 |
19500.0 |
¥63.6万 |
|
| 2016-02-23 |
突破买入 |
买入 |
29.979949999999995 |
21400.0 |
¥64.2万 |
首仓入场 |
| 2016-02-26 |
跌破离场 |
卖出 |
27.01 |
21400.0 |
¥57.8万 |
|
| 2016-03-18 |
突破买入 |
买入 |
31.051019999999998 |
18600.0 |
¥57.8万 |
首仓入场 |
| 2016-03-30 |
跌破离场 |
卖出 |
29.21 |
18600.0 |
¥54.3万 |
|
| 2016-06-06 |
突破买入 |
买入 |
30.03 |
18100.0 |
¥54.4万 |
首仓入场 |
| 2016-06-14 |
跌破离场 |
卖出 |
18.581400000000002 |
18100.0 |
¥33.6万 |
|
| 2016-08-24 |
突破买入 |
买入 |
19.43942 |
17300.0 |
¥33.6万 |
首仓入场 |
| 2016-11-09 |
跌破离场 |
卖出 |
21.518459999999997 |
17300.0 |
¥37.2万 |
|
| 2017-02-06 |
突破买入 |
买入 |
21.03101 |
17700.0 |
¥37.2万 |
首仓入场 |
| 2017-07-07 |
跌破离场 |
卖出 |
19.40058 |
17700.0 |
¥34.3万 |
|
| 2017-10-19 |
突破买入 |
买入 |
22.992969999999996 |
14900.0 |
¥34.3万 |
首仓入场 |
| 2017-11-28 |
跌破离场 |
卖出 |
24.16581 |
14900.0 |
¥36.0万 |
|
| 2018-02-13 |
突破买入 |
买入 |
23.933909999999997 |
15100.0 |
¥36.2万 |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
23.42655 |
15100.0 |
¥35.4万 |
|
| 2018-06-06 |
突破买入 |
买入 |
24.37435 |
14300.0 |
¥34.9万 |
首仓入场 |
| 2018-06-22 |
跌破离场 |
卖出 |
22.2777 |
14300.0 |
¥31.8万 |
|
| 2018-10-23 |
突破买入 |
买入 |
17.72771 |
18200.0 |
¥32.3万 |
首仓入场 |
| 2018-11-07 |
跌破离场 |
卖出 |
15.37 |
18200.0 |
¥28.0万 |
|
| 2019-02-12 |
突破买入 |
买入 |
17.567549999999994 |
15900.0 |
¥27.9万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
23.2767 |
15900.0 |
¥37.0万 |
|
| 2019-06-21 |
突破买入 |
买入 |
23.723699999999997 |
15600.0 |
¥37.0万 |
首仓入场 |
| 2019-07-08 |
跌破离场 |
卖出 |
19.54044 |
15600.0 |
¥30.5万 |
|
| 2019-08-16 |
突破买入 |
买入 |
23.423399999999997 |
12800.0 |
¥30.0万 |
首仓入场 |
| 2019-11-25 |
跌破离场 |
卖出 |
32.767199999999995 |
12800.0 |
¥41.9万 |
|
| 2019-12-06 |
突破买入 |
买入 |
36.05602 |
11700.0 |
¥42.2万 |
首仓入场 |
| 2020-03-10 |
跌破离场 |
卖出 |
42.13 |
11700.0 |
¥49.3万 |
|
| 2020-04-29 |
突破买入 |
买入 |
45.295249999999996 |
10800.0 |
¥48.9万 |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
44.34561 |
10800.0 |
¥47.9万 |
|
| 2020-06-11 |
突破买入 |
买入 |
54.69463999999999 |
8800.0 |
¥48.1万 |
首仓入场 |
| 2020-06-18 |
跌破离场 |
卖出 |
42.857099999999996 |
8800.0 |
¥37.7万 |
|
| 2020-07-14 |
突破买入 |
买入 |
59.05899999999999 |
6300.0 |
¥37.2万 |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
52.88706 |
6300.0 |
¥33.3万 |
|
| 2020-10-12 |
突破买入 |
买入 |
61.65159 |
5500.0 |
¥33.9万 |
首仓入场 |
| 2020-10-26 |
跌破离场 |
卖出 |
56.343599999999995 |
5500.0 |
¥31.0万 |
|
| 2020-12-24 |
突破买入 |
买入 |
55.53547999999999 |
5600.0 |
¥31.1万 |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
51.44 |
5600.0 |
¥28.8万 |
|
| 2021-04-23 |
突破买入 |
买入 |
36.92688999999999 |
7700.0 |
¥28.4万 |
首仓入场 |
| 2021-05-14 |
跌破离场 |
卖出 |
33.016949999999994 |
7700.0 |
¥25.4万 |
|
| 2021-05-26 |
突破买入 |
买入 |
40.02999 |
6400.0 |
¥25.6万 |
首仓入场 |
| 2021-07-14 |
跌破离场 |
卖出 |
43.06689 |
6400.0 |
¥27.6万 |
|
| 2021-10-11 |
突破买入 |
买入 |
37.6376 |
7300.0 |
¥27.5万 |
首仓入场 |
| 2021-12-03 |
跌破离场 |
卖出 |
38.61135000000001 |
7300.0 |
¥28.2万 |
|
| 2021-12-09 |
突破买入 |
买入 |
44.1441 |
6400.0 |
¥28.3万 |
首仓入场 |
| 2022-01-14 |
跌破离场 |
卖出 |
44.755199999999995 |
6400.0 |
¥28.6万 |
|
| 2022-06-01 |
突破买入 |
买入 |
33.5335 |
8500.0 |
¥28.5万 |
首仓入场 |
| 2022-07-06 |
跌破离场 |
卖出 |
31.07889 |
8500.0 |
¥26.4万 |
|
| 2022-08-02 |
突破买入 |
买入 |
35.265229999999995 |
7400.0 |
¥26.1万 |
首仓入场 |
| 2022-09-02 |
跌破离场 |
卖出 |
36.15381 |
7400.0 |
¥26.7万 |
|
| 2022-11-08 |
突破买入 |
买入 |
32.252219999999994 |
8400.0 |
¥27.1万 |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
30.93903 |
8400.0 |
¥26.0万 |
|
| 2023-04-13 |
突破买入 |
买入 |
31.791759999999996 |
8200.0 |
¥26.1万 |
首仓入场 |
| 2023-04-18 |
跌破离场 |
卖出 |
29.2707 |
8200.0 |
¥24.0万 |
|
| 2023-06-19 |
突破买入 |
买入 |
29.589559999999995 |
8100.0 |
¥24.0万 |
首仓入场 |
| 2023-07-21 |
跌破离场 |
卖出 |
32.32764 |
8100.0 |
¥26.2万 |
|
| 2023-10-13 |
突破买入 |
买入 |
32.1321 |
8200.0 |
¥26.4万 |
首仓入场 |
| 2023-11-21 |
跌破离场 |
卖出 |
31.14882 |
8200.0 |
¥25.5万 |
|
| 2023-12-29 |
突破买入 |
买入 |
33.2332 |
7700.0 |
¥25.6万 |
首仓入场 |
| 2024-01-09 |
跌破离场 |
卖出 |
31.51845 |
7700.0 |
¥24.3万 |
|
| 2024-03-20 |
突破买入 |
买入 |
29.569539999999996 |
8200.0 |
¥24.3万 |
首仓入场 |
| 2024-04-09 |
跌破离场 |
卖出 |
28.071900000000003 |
8200.0 |
¥23.0万 |
|
| 2024-05-07 |
突破买入 |
买入 |
30.720689999999998 |
7400.0 |
¥22.7万 |
首仓入场 |
| 2024-07-24 |
跌破离场 |
卖出 |
38.361599999999996 |
7400.0 |
¥28.4万 |
|
| 2024-09-02 |
突破买入 |
买入 |
39.25921999999999 |
7200.0 |
¥28.3万 |
首仓入场 |
| 2024-11-07 |
跌破离场 |
卖出 |
40.509449999999994 |
7200.0 |
¥29.2万 |
|
| 2024-12-27 |
突破买入 |
买入 |
42.29 |
6900.0 |
¥29.2万 |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
39.17079 |
6900.0 |
¥27.0万 |
|
| 2025-02-13 |
突破买入 |
买入 |
44.40436 |
6100.0 |
¥27.1万 |
首仓入场 |
| 2025-03-05 |
跌破离场 |
卖出 |
41.92803 |
6100.0 |
¥25.6万 |
|
| 2025-06-18 |
突破买入 |
买入 |
32.442409999999995 |
7900.0 |
¥25.6万 |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
36.683279999999996 |
7900.0 |
¥29.0万 |
|
| 2025-08-19 |
突破买入 |
买入 |
39.639599999999994 |
7300.0 |
¥28.9万 |
首仓入场 |
| 2025-10-15 |
跌破离场 |
卖出 |
54.98496 |
7300.0 |
¥40.1万 |
|
| 2026-04-09 |
突破买入 |
买入 |
51.5515 |
7700.0 |
¥39.7万 |
首仓入场 |
| 2026-06-09 |
跌破离场 |
卖出 |
66.11382 |
7700.0 |
¥50.9万 |
|
| 2026-11-06 |
突破买入 |
买入 |
49.04899999999999 |
10100.0 |
¥49.6万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
50.02 |
10100 |
¥50.5万 |
回测结束强平 |