002493 荣盛石化 — 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: ¥1.60M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +59.57%）
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 33 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 |
2015-03-03 |
2015-05-07 |
16.911962066999997 |
20.829150000000002 |
¥22.8万 |
+23.13% |
跌破离场 |
| 2 |
2015-05-22 |
2015-06-23 |
30.539659149999995 |
26.493479999999998 |
¥-16.0万 |
-13.27% |
跌破离场 |
| 3 |
2015-08-12 |
2015-08-25 |
20.32639609 |
16.34 |
¥-20.6万 |
-19.64% |
跌破离场 |
| 4 |
2015-11-12 |
2015-12-14 |
13.757866121999998 |
11.99799 |
¥-11.0万 |
-12.82% |
跌破离场 |
| 5 |
2015-12-28 |
2016-01-08 |
16.100908823999998 |
13.06692 |
¥-14.2万 |
-18.87% |
跌破离场 |
| 6 |
2016-08-10 |
2016-09-06 |
13.217163959999997 |
12.70728 |
¥-2.4万 |
-3.89% |
跌破离场 |
| 7 |
2016-09-30 |
2016-11-10 |
13.687775100999996 |
14.375610000000002 |
¥2.9万 |
+4.99% |
跌破离场 |
| 8 |
2016-12-15 |
2017-01-17 |
15.980752788 |
14.53545 |
¥-5.6万 |
-9.07% |
跌破离场 |
| 9 |
2017-06-28 |
2017-08-14 |
9.652534891999998 |
10.36 |
¥4.1万 |
+7.30% |
跌破离场 |
| 10 |
2017-11-17 |
2018-01-18 |
11.204550356999999 |
14.06 |
¥15.2万 |
+25.45% |
跌破离场 |
| 11 |
2018-02-27 |
2018-03-26 |
17.065118 |
15.224760000000002 |
¥-8.1万 |
-10.81% |
跌破离场 |
| 12 |
2018-05-08 |
2018-05-09 |
10.31339309 |
10.1898 |
¥-5,484 |
-1.23% |
跌破离场 |
| 13 |
2019-01-14 |
2019-03-11 |
10.563718165 |
10.6893 |
¥7,722 |
+1.16% |
跌破离场 |
| 14 |
2019-04-02 |
2019-04-26 |
13.547593059 |
12.637349999999998 |
¥-4.5万 |
-6.75% |
跌破离场 |
| 15 |
2019-07-03 |
2019-07-09 |
12.41612372 |
11.56 |
¥-4.3万 |
-6.92% |
跌破离场 |
| 16 |
2019-11-26 |
2020-01-09 |
11.835369545999999 |
11.988000000000001 |
¥7,347 |
+1.26% |
跌破离场 |
| 17 |
2020-04-16 |
2020-09-08 |
11.605070477 |
18.55143 |
¥35.0万 |
+59.81% |
跌破离场 |
| 18 |
2020-10-15 |
2020-12-21 |
19.965927982 |
24.225749999999998 |
¥20.0万 |
+21.30% |
跌破离场 |
| 19 |
2020-12-28 |
2021-02-25 |
27.205329151 |
35.97399 |
¥36.6万 |
+32.19% |
跌破离场 |
| 20 |
2021-07-16 |
2021-09-27 |
19.475290835 |
19.23075 |
¥-1.9万 |
-1.29% |
跌破离场 |
| 21 |
2021-12-09 |
2022-01-27 |
17.312482187 |
18.07191 |
¥6.5万 |
+4.36% |
跌破离场 |
| 22 |
2022-06-01 |
2022-06-23 |
15.980752787999998 |
15.434550000000002 |
¥-5.3万 |
-3.45% |
跌破离场 |
| 23 |
2022-11-14 |
2022-12-20 |
12.466188735 |
12.3876 |
¥-9,910 |
-0.66% |
跌破离场 |
| 24 |
2023-02-01 |
2023-03-07 |
13.227176963 |
13.29669 |
¥7,358 |
+0.50% |
跌破离场 |
| 25 |
2024-03-11 |
2024-05-16 |
10.784004230999997 |
10.859129999999999 |
¥9,954 |
+0.67% |
跌破离场 |
| 26 |
2024-10-09 |
2024-11-25 |
10.283084 |
9.42057 |
¥-12.4万 |
-8.42% |
跌破离场 |
| 27 |
2025-02-13 |
2025-02-26 |
9.111832729999998 |
8.7 |
¥-6.3万 |
-4.55% |
跌破离场 |
| 28 |
2025-05-08 |
2025-06-04 |
8.671260598 |
8.511479999999999 |
¥-2.5万 |
-1.87% |
跌破离场 |
| 29 |
2025-07-21 |
2025-09-19 |
8.801429636999998 |
9.34065 |
¥7.9万 |
+6.09% |
跌破离场 |
| 30 |
2025-10-13 |
2025-11-24 |
9.912872969999999 |
9.8901 |
¥-3,488 |
-0.26% |
跌破离场 |
| 31 |
2025-12-29 |
2026-03-10 |
11.024316302999997 |
13.81617 |
¥34.7万 |
+25.29% |
跌破离场 |
| 32 |
2026-04-30 |
2026-05-19 |
13.537580055999998 |
12.207780000000001 |
¥-16.8万 |
-9.85% |
跌破离场 |
| 33 |
2026-08-07 |
2026-09-14 |
13.137059935999998 |
13.50648 |
¥4.3万 |
+2.78% |
跌破离场 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-03 |
突破买入 |
买入 |
16.906889999999997 |
58400.0 |
¥98.8万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
20.829150000000002 |
58400.0 |
¥1.22M |
|
| 2015-05-22 |
突破买入 |
买入 |
30.530499999999993 |
39500.0 |
¥1.21M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
26.493479999999998 |
39500.0 |
¥1.05M |
|
| 2015-08-12 |
突破买入 |
买入 |
20.3203 |
51600.0 |
¥1.05M |
首仓入场 |
| 2015-08-25 |
跌破离场 |
卖出 |
16.34 |
51600.0 |
¥84.3万 |
|
| 2015-11-12 |
突破买入 |
买入 |
13.753739999999999 |
62500.0 |
¥86.0万 |
首仓入场 |
| 2015-12-14 |
跌破离场 |
卖出 |
11.99799 |
62500.0 |
¥75.0万 |
|
| 2015-12-28 |
突破买入 |
买入 |
16.096079999999997 |
46600.0 |
¥75.0万 |
首仓入场 |
| 2016-01-08 |
跌破离场 |
卖出 |
13.06692 |
46600.0 |
¥60.9万 |
|
| 2016-08-10 |
突破买入 |
买入 |
13.213199999999997 |
45800.0 |
¥60.5万 |
首仓入场 |
| 2016-09-06 |
跌破离场 |
卖出 |
12.70728 |
45800.0 |
¥58.2万 |
|
| 2016-09-30 |
突破买入 |
买入 |
13.683669999999998 |
42500.0 |
¥58.2万 |
首仓入场 |
| 2016-11-10 |
跌破离场 |
卖出 |
14.375610000000002 |
42500.0 |
¥61.1万 |
|
| 2016-12-15 |
突破买入 |
买入 |
15.975959999999999 |
38400.0 |
¥61.4万 |
首仓入场 |
| 2017-01-17 |
跌破离场 |
卖出 |
14.53545 |
38400.0 |
¥55.8万 |
|
| 2017-06-28 |
突破买入 |
买入 |
9.64964 |
58000.0 |
¥56.0万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
10.36 |
58000.0 |
¥60.1万 |
|
| 2017-11-17 |
突破买入 |
买入 |
11.201189999999999 |
53400.0 |
¥59.8万 |
首仓入场 |
| 2018-01-18 |
跌破离场 |
卖出 |
14.06 |
53400.0 |
¥75.1万 |
|
| 2018-02-27 |
突破买入 |
买入 |
17.06 |
43900.0 |
¥74.9万 |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
15.224760000000002 |
43900.0 |
¥66.8万 |
|
| 2018-05-08 |
突破买入 |
买入 |
10.3103 |
43300.0 |
¥44.7万 |
首仓入场 |
| 2018-05-09 |
跌破离场 |
卖出 |
10.1898 |
43300.0 |
¥44.1万 |
|
| 2019-01-14 |
突破买入 |
买入 |
10.56055 |
63100.0 |
¥66.7万 |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
10.6893 |
63100.0 |
¥67.4万 |
|
| 2019-04-02 |
突破买入 |
买入 |
13.54353 |
49700.0 |
¥67.3万 |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
12.637349999999998 |
49700.0 |
¥62.8万 |
|
| 2019-07-03 |
突破买入 |
买入 |
12.4124 |
49800.0 |
¥61.8万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
11.56 |
49800.0 |
¥57.6万 |
|
| 2019-11-26 |
突破买入 |
买入 |
11.831819999999999 |
49300.0 |
¥58.3万 |
首仓入场 |
| 2020-01-09 |
跌破离场 |
卖出 |
11.988000000000001 |
49300.0 |
¥59.1万 |
|
| 2020-04-16 |
突破买入 |
买入 |
11.601589999999998 |
50400.0 |
¥58.5万 |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
18.55143 |
50400.0 |
¥93.5万 |
|
| 2020-10-15 |
突破买入 |
买入 |
19.95994 |
47100.0 |
¥94.0万 |
首仓入场 |
| 2020-12-21 |
跌破离场 |
卖出 |
24.225749999999998 |
47100.0 |
¥1.14M |
|
| 2020-12-28 |
突破买入 |
买入 |
27.19717 |
41800.0 |
¥1.14M |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
35.97399 |
41800.0 |
¥1.50M |
|
| 2021-07-16 |
突破买入 |
买入 |
19.46945 |
77100.0 |
¥1.50M |
首仓入场 |
| 2021-09-27 |
跌破离场 |
卖出 |
19.23075 |
77100.0 |
¥1.48M |
|
| 2021-12-09 |
突破买入 |
买入 |
17.30729 |
85900.0 |
¥1.49M |
首仓入场 |
| 2022-01-27 |
跌破离场 |
卖出 |
18.07191 |
85900.0 |
¥1.55M |
|
| 2022-06-01 |
突破买入 |
买入 |
15.975959999999999 |
97000.0 |
¥1.55M |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
15.434550000000002 |
97000.0 |
¥1.50M |
|
| 2022-11-14 |
突破买入 |
买入 |
12.462449999999999 |
120400.0 |
¥1.50M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
12.3876 |
120400.0 |
¥1.49M |
|
| 2023-02-01 |
突破买入 |
买入 |
13.22321 |
112300.0 |
¥1.49M |
首仓入场 |
| 2023-03-07 |
跌破离场 |
卖出 |
13.29669 |
112300.0 |
¥1.49M |
|
| 2024-03-11 |
突破买入 |
买入 |
10.780769999999999 |
138500.0 |
¥1.49M |
首仓入场 |
| 2024-05-16 |
跌破离场 |
卖出 |
10.859129999999999 |
138500.0 |
¥1.50M |
|
| 2024-10-09 |
突破买入 |
买入 |
10.28 |
143000.0 |
¥1.47M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
9.42057 |
143000.0 |
¥1.35M |
|
| 2025-02-13 |
突破买入 |
买入 |
9.109099999999998 |
151700.0 |
¥1.38M |
首仓入场 |
| 2025-02-26 |
跌破离场 |
卖出 |
8.7 |
151700.0 |
¥1.32M |
|
| 2025-05-08 |
突破买入 |
买入 |
8.66866 |
151500.0 |
¥1.31M |
首仓入场 |
| 2025-06-04 |
跌破离场 |
卖出 |
8.511479999999999 |
151500.0 |
¥1.29M |
|
| 2025-07-21 |
突破买入 |
买入 |
8.798789999999999 |
147300.0 |
¥1.30M |
首仓入场 |
| 2025-09-19 |
跌破离场 |
卖出 |
9.34065 |
147300.0 |
¥1.38M |
|
| 2025-10-13 |
突破买入 |
买入 |
9.909899999999999 |
135500.0 |
¥1.34M |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
9.8901 |
135500.0 |
¥1.34M |
|
| 2025-12-29 |
突破买入 |
买入 |
11.021009999999999 |
124300.0 |
¥1.37M |
首仓入场 |
| 2026-03-10 |
跌破离场 |
卖出 |
13.81617 |
124300.0 |
¥1.72M |
|
| 2026-04-30 |
突破买入 |
买入 |
13.533519999999998 |
125700.0 |
¥1.70M |
首仓入场 |
| 2026-05-19 |
跌破离场 |
卖出 |
12.207780000000001 |
125700.0 |
¥1.53M |
|
| 2026-08-07 |
突破买入 |
买入 |
13.133119999999998 |
117700.0 |
¥1.55M |
首仓入场 |
| 2026-09-14 |
跌破离场 |
卖出 |
13.50648 |
117700.0 |
¥1.59M |
|