002532 天山铝业 — 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: ¥30.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -69.74%）
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 40 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 |
11.945512578999997 |
15.2847 |
¥27.5万 |
+27.92% |
跌破离场 |
| 2 |
2015-05-20 |
2015-07-02 |
19.004679693999996 |
16.02396 |
¥-19.5万 |
-15.71% |
跌破离场 |
| 3 |
2015-10-12 |
2015-12-01 |
11.625096482999998 |
13.85 |
¥20.5万 |
+19.10% |
跌破离场 |
| 4 |
2016-02-24 |
2016-03-01 |
13.117033929999995 |
11.16882 |
¥-19.0万 |
-14.88% |
跌破离场 |
| 5 |
2016-04-06 |
2016-05-13 |
13.317293990000001 |
12.52746 |
¥-6.5万 |
-5.96% |
跌破离场 |
| 6 |
2016-06-16 |
2016-07-26 |
14.398698314 |
14.71527 |
¥2.2万 |
+2.17% |
跌破离场 |
| 7 |
2016-08-29 |
2016-09-13 |
14.899348463999997 |
14.4855 |
¥-2.9万 |
-2.81% |
跌破离场 |
| 8 |
2016-11-15 |
2016-11-30 |
15.820544739999999 |
15.17 |
¥-4.2万 |
-4.14% |
跌破离场 |
| 9 |
2017-03-02 |
2017-03-30 |
14.454335 |
13.3866 |
¥-7.3万 |
-7.41% |
跌破离场 |
| 10 |
2017-05-18 |
2017-06-07 |
12.826656842999999 |
8.03 |
¥-33.3万 |
-37.41% |
跌破离场 |
| 11 |
2017-08-21 |
2017-09-27 |
8.300779486999998 |
7.86 |
¥-3.0万 |
-5.34% |
跌破离场 |
| 12 |
2018-02-09 |
2018-06-19 |
6.508451949999999 |
4.94 |
¥-12.9万 |
-24.12% |
跌破离场 |
| 13 |
2018-09-21 |
2018-10-12 |
5.306891589999998 |
4.61538 |
¥-5.1万 |
-13.06% |
跌破离场 |
| 14 |
2018-11-07 |
2018-11-26 |
5.386995613999999 |
5.1748199999999995 |
¥-1.4万 |
-3.97% |
跌破离场 |
| 15 |
2019-02-19 |
2019-04-24 |
5.376982611 |
7.602390000000001 |
¥14.5万 |
+41.35% |
跌破离场 |
| 16 |
2019-09-05 |
2019-09-27 |
6.438360928999999 |
6.0839099999999995 |
¥-2.7万 |
-5.53% |
跌破离场 |
| 17 |
2020-01-08 |
2020-02-04 |
6.191857000000001 |
5.16 |
¥-7.8万 |
-16.69% |
跌破离场 |
| 18 |
2020-03-06 |
2020-03-17 |
6.358256904999998 |
5.78421 |
¥-3.5万 |
-9.06% |
跌破离场 |
| 19 |
2020-06-23 |
2020-07-27 |
7.459687235 |
7.8621300000000005 |
¥1.9万 |
+5.36% |
跌破离场 |
| 20 |
2020-08-20 |
2020-08-27 |
8.792637 |
7.792199999999999 |
¥-4.2万 |
-11.40% |
跌破离场 |
| 21 |
2020-11-11 |
2020-12-09 |
8.020415403 |
8.191799999999999 |
¥6,892 |
+2.11% |
跌破离场 |
| 22 |
2021-02-08 |
2021-03-24 |
8.460987535 |
9.24075 |
¥3.1万 |
+9.18% |
跌破离场 |
| 23 |
2021-05-11 |
2021-05-21 |
12.015603599999999 |
10.12986 |
¥-5.7万 |
-15.72% |
跌破离场 |
| 24 |
2021-08-12 |
2021-09-27 |
10.21326306 |
10.71927 |
¥1.5万 |
+4.92% |
跌破离场 |
| 25 |
2021-12-20 |
2021-12-28 |
8.741351619000001 |
8.191799999999999 |
¥-2.1万 |
-6.31% |
跌破离场 |
| 26 |
2022-08-03 |
2022-09-01 |
8.671260597999998 |
7.602390000000001 |
¥-3.8万 |
-12.35% |
跌破离场 |
| 27 |
2022-12-06 |
2023-02-16 |
7.790116334 |
8.281709999999999 |
¥1.7万 |
+6.28% |
跌破离场 |
| 28 |
2023-04-18 |
2023-05-05 |
8.440961528999999 |
7.12287 |
¥-4.5万 |
-15.64% |
跌破离场 |
| 29 |
2023-07-26 |
2023-08-15 |
6.758777025 |
6.6733199999999995 |
¥-3,140 |
-1.29% |
跌破离场 |
| 30 |
2023-09-05 |
2023-10-17 |
7.0691801179999985 |
6.313680000000001 |
¥-2.5万 |
-10.71% |
跌破离场 |
| 31 |
2024-03-18 |
2024-06-12 |
6.178022850999999 |
7.962029999999999 |
¥6.2万 |
+28.84% |
跌破离场 |
| 32 |
2024-07-10 |
2024-07-18 |
8.661247594999999 |
7.65234 |
¥-3.2万 |
-11.68% |
跌破离场 |
| 33 |
2024-11-07 |
2024-11-25 |
9.011702699999999 |
8.04195 |
¥-2.6万 |
-10.79% |
跌破离场 |
| 34 |
2025-01-14 |
2025-02-28 |
8.491026543999999 |
8.34165 |
¥-3,843 |
-1.79% |
跌破离场 |
| 35 |
2025-03-06 |
2025-03-26 |
9.442261828999998 |
8.881110000000001 |
¥-1.3万 |
-5.97% |
跌破离场 |
| 36 |
2025-05-22 |
2025-05-28 |
8.0104024 |
7.57242 |
¥-1.1万 |
-5.50% |
跌破离场 |
| 37 |
2025-06-13 |
2025-11-24 |
8.330818496000001 |
12.637350000000001 |
¥9.8万 |
+51.65% |
跌破离场 |
| 38 |
2025-12-23 |
2026-03-19 |
14.31859429 |
16.57341 |
¥4.5万 |
+15.71% |
跌破离场 |
| 39 |
2026-04-17 |
2026-04-24 |
19.475290835 |
17.56242 |
¥-3.2万 |
-9.85% |
跌破离场 |
| 40 |
2026-07-24 |
2026-08-20 |
12.81664384 |
12.8871 |
¥1,505 |
+0.52% |
跌破离场 |
逐笔成交记录（共 80 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 |
11.94193 |
82400.0 |
¥98.4万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
15.2847 |
82400.0 |
¥1.26M |
|
| 2015-05-20 |
突破买入 |
买入 |
18.99898 |
65400.0 |
¥1.24M |
首仓入场 |
| 2015-07-02 |
跌破离场 |
卖出 |
16.02396 |
65400.0 |
¥1.05M |
|
| 2015-10-12 |
突破买入 |
买入 |
11.621609999999999 |
92500.0 |
¥1.08M |
首仓入场 |
| 2015-12-01 |
跌破离场 |
卖出 |
13.85 |
92500.0 |
¥1.28M |
|
| 2016-02-24 |
突破买入 |
买入 |
13.113099999999996 |
97300.0 |
¥1.28M |
首仓入场 |
| 2016-03-01 |
跌破离场 |
卖出 |
11.16882 |
97300.0 |
¥1.09M |
|
| 2016-04-06 |
突破买入 |
买入 |
13.313300000000002 |
82000.0 |
¥1.09M |
首仓入场 |
| 2016-05-13 |
跌破离场 |
卖出 |
12.52746 |
82000.0 |
¥1.03M |
|
| 2016-06-16 |
突破买入 |
买入 |
14.39438 |
71200.0 |
¥1.03M |
首仓入场 |
| 2016-07-26 |
跌破离场 |
卖出 |
14.71527 |
71200.0 |
¥1.05M |
|
| 2016-08-29 |
突破买入 |
买入 |
14.894879999999999 |
70300.0 |
¥1.05M |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
14.4855 |
70300.0 |
¥1.02M |
|
| 2016-11-15 |
突破买入 |
买入 |
15.8158 |
64400.0 |
¥1.02M |
首仓入场 |
| 2016-11-30 |
跌破离场 |
卖出 |
15.17 |
64400.0 |
¥97.7万 |
|
| 2017-03-02 |
突破买入 |
买入 |
14.45 |
67700.0 |
¥97.9万 |
首仓入场 |
| 2017-03-30 |
跌破离场 |
卖出 |
13.3866 |
67700.0 |
¥90.6万 |
|
| 2017-05-18 |
突破买入 |
买入 |
12.822809999999999 |
69400.0 |
¥89.0万 |
首仓入场 |
| 2017-06-07 |
跌破离场 |
卖出 |
8.03 |
69400.0 |
¥55.7万 |
|
| 2017-08-21 |
突破买入 |
买入 |
8.298289999999998 |
68400.0 |
¥56.8万 |
首仓入场 |
| 2017-09-27 |
跌破离场 |
卖出 |
7.86 |
68400.0 |
¥53.7万 |
|
| 2018-02-09 |
突破买入 |
买入 |
6.506499999999999 |
82200.0 |
¥53.5万 |
首仓入场 |
| 2018-06-19 |
跌破离场 |
卖出 |
4.94 |
82200.0 |
¥40.6万 |
|
| 2018-09-21 |
突破买入 |
买入 |
5.305299999999999 |
73300.0 |
¥38.9万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
4.61538 |
73300.0 |
¥33.8万 |
|
| 2018-11-07 |
突破买入 |
买入 |
5.38538 |
65800.0 |
¥35.4万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
5.1748199999999995 |
65800.0 |
¥34.0万 |
|
| 2019-02-19 |
突破买入 |
买入 |
5.375369999999999 |
65100.0 |
¥35.0万 |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
7.602390000000001 |
65100.0 |
¥49.5万 |
|
| 2019-09-05 |
突破买入 |
买入 |
6.436429999999999 |
76500.0 |
¥49.3万 |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
6.0839099999999995 |
76500.0 |
¥46.5万 |
|
| 2020-01-08 |
突破买入 |
买入 |
6.19 |
75300.0 |
¥46.6万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
5.16 |
75300.0 |
¥38.8万 |
|
| 2020-03-06 |
突破买入 |
买入 |
6.356349999999999 |
60500.0 |
¥38.5万 |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
5.78421 |
60500.0 |
¥35.0万 |
|
| 2020-06-23 |
突破买入 |
买入 |
7.45745 |
47600.0 |
¥35.5万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
7.8621300000000005 |
47600.0 |
¥37.4万 |
|
| 2020-08-20 |
突破买入 |
买入 |
8.79 |
41500.0 |
¥36.5万 |
首仓入场 |
| 2020-08-27 |
跌破离场 |
卖出 |
7.792199999999999 |
41500.0 |
¥32.3万 |
|
| 2020-11-11 |
突破买入 |
买入 |
8.018009999999999 |
40800.0 |
¥32.7万 |
首仓入场 |
| 2020-12-09 |
跌破离场 |
卖出 |
8.191799999999999 |
40800.0 |
¥33.4万 |
|
| 2021-02-08 |
突破买入 |
买入 |
8.45845 |
40100.0 |
¥33.9万 |
首仓入场 |
| 2021-03-24 |
跌破离场 |
卖出 |
9.24075 |
40100.0 |
¥37.0万 |
|
| 2021-05-11 |
突破买入 |
买入 |
12.011999999999999 |
30300.0 |
¥36.4万 |
首仓入场 |
| 2021-05-21 |
跌破离场 |
卖出 |
10.12986 |
30300.0 |
¥30.7万 |
|
| 2021-08-12 |
突破买入 |
买入 |
10.210199999999999 |
30100.0 |
¥30.7万 |
首仓入场 |
| 2021-09-27 |
跌破离场 |
卖出 |
10.71927 |
30100.0 |
¥32.3万 |
|
| 2021-12-20 |
突破买入 |
买入 |
8.73873 |
37400.0 |
¥32.7万 |
首仓入场 |
| 2021-12-28 |
跌破离场 |
卖出 |
8.191799999999999 |
37400.0 |
¥30.6万 |
|
| 2022-08-03 |
突破买入 |
买入 |
8.66866 |
35100.0 |
¥30.4万 |
首仓入场 |
| 2022-09-01 |
跌破离场 |
卖出 |
7.602390000000001 |
35100.0 |
¥26.7万 |
|
| 2022-12-06 |
突破买入 |
买入 |
7.78778 |
34300.0 |
¥26.7万 |
首仓入场 |
| 2023-02-16 |
跌破离场 |
卖出 |
8.281709999999999 |
34300.0 |
¥28.4万 |
|
| 2023-04-18 |
突破买入 |
买入 |
8.438429999999999 |
33900.0 |
¥28.6万 |
首仓入场 |
| 2023-05-05 |
跌破离场 |
卖出 |
7.12287 |
33900.0 |
¥24.1万 |
|
| 2023-07-26 |
突破买入 |
买入 |
6.756749999999999 |
35900.0 |
¥24.3万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
6.6733199999999995 |
35900.0 |
¥24.0万 |
|
| 2023-09-05 |
突破买入 |
买入 |
7.067059999999999 |
33600.0 |
¥23.8万 |
首仓入场 |
| 2023-10-17 |
跌破离场 |
卖出 |
6.313680000000001 |
33600.0 |
¥21.2万 |
|
| 2024-03-18 |
突破买入 |
买入 |
6.176169999999999 |
34600.0 |
¥21.4万 |
首仓入场 |
| 2024-06-12 |
跌破离场 |
卖出 |
7.962029999999999 |
34600.0 |
¥27.5万 |
|
| 2024-07-10 |
突破买入 |
买入 |
8.65865 |
31500.0 |
¥27.3万 |
首仓入场 |
| 2024-07-18 |
跌破离场 |
卖出 |
7.65234 |
31500.0 |
¥24.1万 |
|
| 2024-11-07 |
突破买入 |
买入 |
9.008999999999999 |
27000.0 |
¥24.3万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
8.04195 |
27000.0 |
¥21.7万 |
|
| 2025-01-14 |
突破买入 |
买入 |
8.48848 |
25300.0 |
¥21.5万 |
首仓入场 |
| 2025-02-28 |
跌破离场 |
卖出 |
8.34165 |
25300.0 |
¥21.1万 |
|
| 2025-03-06 |
突破买入 |
买入 |
9.439429999999998 |
22600.0 |
¥21.3万 |
首仓入场 |
| 2025-03-26 |
跌破离场 |
卖出 |
8.881110000000001 |
22600.0 |
¥20.1万 |
|
| 2025-05-22 |
突破买入 |
买入 |
8.008 |
24400.0 |
¥19.5万 |
首仓入场 |
| 2025-05-28 |
跌破离场 |
卖出 |
7.57242 |
24400.0 |
¥18.5万 |
|
| 2025-06-13 |
突破买入 |
买入 |
8.32832 |
22800.0 |
¥19.0万 |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
12.637350000000001 |
22800.0 |
¥28.8万 |
|
| 2025-12-23 |
突破买入 |
买入 |
14.314300000000001 |
19900.0 |
¥28.5万 |
首仓入场 |
| 2026-03-19 |
跌破离场 |
卖出 |
16.57341 |
19900.0 |
¥33.0万 |
|
| 2026-04-17 |
突破买入 |
买入 |
19.46945 |
16800.0 |
¥32.7万 |
首仓入场 |
| 2026-04-24 |
跌破离场 |
卖出 |
17.56242 |
16800.0 |
¥29.5万 |
|
| 2026-07-24 |
突破买入 |
买入 |
12.8128 |
22600.0 |
¥29.0万 |
首仓入场 |
| 2026-08-20 |
跌破离场 |
卖出 |
12.8871 |
22600.0 |
¥29.1万 |
|