002558 巨人网络 — 海龟交易法则 回测明细
数据区间: 2015-11-11 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥79.4万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -20.56%）
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 27 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 |
2016-02-18 |
2016-03-07 |
147.19114409999997 |
127.74213 |
¥-13.1万 |
-13.24% |
跌破离场 |
| 2 |
2016-06-24 |
2016-11-02 |
131.12027428499997 |
60.16 |
¥-46.1万 |
-54.13% |
跌破离场 |
| 3 |
2017-02-14 |
2017-03-16 |
64.79414241299999 |
77.922 |
¥8.1万 |
+20.22% |
跌破离场 |
| 4 |
2017-03-31 |
2017-04-14 |
89.63640285599999 |
75.04488 |
¥-7.9万 |
-16.30% |
跌破离场 |
| 5 |
2017-11-13 |
2017-12-06 |
43.186081939 |
37.962 |
¥-4.9万 |
-12.12% |
跌破离场 |
| 6 |
2018-03-12 |
2018-03-19 |
34.83523743699999 |
32.737230000000004 |
¥-2.1万 |
-6.05% |
跌破离场 |
| 7 |
2019-02-26 |
2019-03-29 |
21.297657380999997 |
21.65832 |
¥5,631 |
+1.66% |
跌破离场 |
| 8 |
2019-08-21 |
2019-09-02 |
18.654224588999995 |
17.312669999999997 |
¥-2.5万 |
-7.22% |
跌破离场 |
| 9 |
2019-09-24 |
2019-10-10 |
19.895836960999997 |
18.05193 |
¥-3.0万 |
-9.30% |
跌破离场 |
| 10 |
2020-01-06 |
2020-01-21 |
19.405199813999996 |
18.511470000000003 |
¥-1.3万 |
-4.63% |
跌破离场 |
| 11 |
2020-02-25 |
2020-03-10 |
20.526656149999997 |
17.682299999999998 |
¥-3.8万 |
-13.88% |
跌破离场 |
| 12 |
2020-06-24 |
2020-07-27 |
18.095427 |
20.029950000000003 |
¥2.6万 |
+10.66% |
跌破离场 |
| 13 |
2021-09-09 |
2021-09-28 |
11.503449999999999 |
10.55943 |
¥-2.1万 |
-8.23% |
跌破离场 |
| 14 |
2021-11-12 |
2021-11-26 |
11.414823419999998 |
10.32966 |
¥-2.3万 |
-9.53% |
跌破离场 |
| 15 |
2022-01-05 |
2022-01-19 |
12.666448794999999 |
11.6 |
¥-1.8万 |
-8.45% |
跌破离场 |
| 16 |
2022-04-06 |
2022-04-18 |
10.283354080999999 |
9.0909 |
¥-2.4万 |
-11.62% |
跌破离场 |
| 17 |
2022-05-26 |
2022-07-13 |
8.951624681999999 |
8.50149 |
¥-9,099 |
-5.06% |
跌破离场 |
| 18 |
2022-11-08 |
2022-12-20 |
8.000389397 |
7.94205 |
¥-1,287 |
-0.76% |
跌破离场 |
| 19 |
2023-01-11 |
2023-07-03 |
9.041741708999998 |
17.862119999999997 |
¥16.5万 |
+97.49% |
跌破离场 |
| 20 |
2023-11-09 |
2023-11-27 |
13.117033929999996 |
12.3876 |
¥-1.8万 |
-5.59% |
跌破离场 |
| 21 |
2023-12-08 |
2023-12-25 |
13.457476031999999 |
11.37861 |
¥-4.9万 |
-15.47% |
跌破离场 |
| 22 |
2024-03-05 |
2024-04-08 |
11.865408554999998 |
11.538450000000001 |
¥-7,269 |
-2.78% |
跌破离场 |
| 23 |
2024-09-26 |
2025-01-03 |
9.762677924999998 |
11.988 |
¥5.9万 |
+22.76% |
跌破离场 |
| 24 |
2025-02-06 |
2025-03-21 |
13.367359005 |
15.114870000000002 |
¥4.1万 |
+13.04% |
跌破离场 |
| 25 |
2025-06-04 |
2025-10-13 |
15.309881586999996 |
39.6 |
¥56.3万 |
+158.58% |
跌破离场 |
| 26 |
2025-11-27 |
2026-01-30 |
40.95318226999999 |
43.63632 |
¥6.0万 |
+6.52% |
跌破离场 |
| 27 |
2026-07-17 |
2026-07-24 |
30.319373084 |
24.4755 |
¥-18.9万 |
-19.30% |
跌破离场 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-02-18 |
突破买入 |
买入 |
147.147 |
6700.0 |
¥98.6万 |
首仓入场 |
| 2016-03-07 |
跌破离场 |
卖出 |
127.74213 |
6700.0 |
¥85.6万 |
|
| 2016-06-24 |
突破买入 |
买入 |
131.08094999999997 |
6500.0 |
¥85.2万 |
首仓入场 |
| 2016-11-02 |
跌破离场 |
卖出 |
60.16 |
6500.0 |
¥39.1万 |
|
| 2017-02-14 |
突破买入 |
买入 |
64.77470999999998 |
6200.0 |
¥40.2万 |
首仓入场 |
| 2017-03-16 |
跌破离场 |
卖出 |
77.922 |
6200.0 |
¥48.3万 |
|
| 2017-03-31 |
突破买入 |
买入 |
89.60951999999999 |
5400.0 |
¥48.4万 |
首仓入场 |
| 2017-04-14 |
跌破离场 |
卖出 |
75.04488 |
5400.0 |
¥40.5万 |
|
| 2017-11-13 |
突破买入 |
买入 |
43.17313 |
9300.0 |
¥40.2万 |
首仓入场 |
| 2017-12-06 |
跌破离场 |
卖出 |
37.962 |
9300.0 |
¥35.3万 |
|
| 2018-03-12 |
突破买入 |
买入 |
34.82478999999999 |
10200.0 |
¥35.5万 |
首仓入场 |
| 2018-03-19 |
跌破离场 |
卖出 |
32.737230000000004 |
10200.0 |
¥33.4万 |
|
| 2019-02-26 |
突破买入 |
买入 |
21.291269999999997 |
15900.0 |
¥33.9万 |
首仓入场 |
| 2019-03-29 |
跌破离场 |
卖出 |
21.65832 |
15900.0 |
¥34.4万 |
|
| 2019-08-21 |
突破买入 |
买入 |
18.648629999999997 |
18200.0 |
¥34.0万 |
首仓入场 |
| 2019-09-02 |
跌破离场 |
卖出 |
17.312669999999997 |
18200.0 |
¥31.5万 |
|
| 2019-09-24 |
突破买入 |
买入 |
19.88987 |
16000.0 |
¥31.8万 |
首仓入场 |
| 2019-10-10 |
跌破离场 |
卖出 |
18.05193 |
16000.0 |
¥28.9万 |
|
| 2020-01-06 |
突破买入 |
买入 |
19.399379999999994 |
14900.0 |
¥28.9万 |
首仓入场 |
| 2020-01-21 |
跌破离场 |
卖出 |
18.511470000000003 |
14900.0 |
¥27.6万 |
|
| 2020-02-25 |
突破买入 |
买入 |
20.5205 |
13200.0 |
¥27.1万 |
首仓入场 |
| 2020-03-10 |
跌破离场 |
卖出 |
17.682299999999998 |
13200.0 |
¥23.3万 |
|
| 2020-06-24 |
突破买入 |
买入 |
18.09 |
13300.0 |
¥24.1万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
20.029950000000003 |
13300.0 |
¥26.6万 |
|
| 2021-09-09 |
突破买入 |
买入 |
11.5 |
22400.0 |
¥25.8万 |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
10.55943 |
22400.0 |
¥23.6万 |
|
| 2021-11-12 |
突破买入 |
买入 |
11.411399999999999 |
21300.0 |
¥24.3万 |
首仓入场 |
| 2021-11-26 |
跌破离场 |
卖出 |
10.32966 |
21300.0 |
¥22.0万 |
|
| 2022-01-05 |
突破买入 |
买入 |
12.66265 |
17000.0 |
¥21.5万 |
首仓入场 |
| 2022-01-19 |
跌破离场 |
卖出 |
11.6 |
17000.0 |
¥19.7万 |
|
| 2022-04-06 |
突破买入 |
买入 |
10.280269999999998 |
19700.0 |
¥20.3万 |
首仓入场 |
| 2022-04-18 |
跌破离场 |
卖出 |
9.0909 |
19700.0 |
¥17.9万 |
|
| 2022-05-26 |
突破买入 |
买入 |
8.948939999999999 |
20100.0 |
¥18.0万 |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
8.50149 |
20100.0 |
¥17.1万 |
|
| 2022-11-08 |
突破买入 |
买入 |
7.997990000000001 |
21200.0 |
¥17.0万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
7.94205 |
21200.0 |
¥16.8万 |
|
| 2023-01-11 |
突破买入 |
买入 |
9.039029999999999 |
18700.0 |
¥16.9万 |
首仓入场 |
| 2023-07-03 |
跌破离场 |
卖出 |
17.862119999999997 |
18700.0 |
¥33.4万 |
|
| 2023-11-09 |
突破买入 |
买入 |
13.113099999999998 |
25100.0 |
¥32.9万 |
首仓入场 |
| 2023-11-27 |
跌破离场 |
卖出 |
12.3876 |
25100.0 |
¥31.1万 |
|
| 2023-12-08 |
突破买入 |
买入 |
13.453439999999999 |
23400.0 |
¥31.5万 |
首仓入场 |
| 2023-12-25 |
跌破离场 |
卖出 |
11.37861 |
23400.0 |
¥26.6万 |
|
| 2024-03-05 |
突破买入 |
买入 |
11.861849999999999 |
22000.0 |
¥26.1万 |
首仓入场 |
| 2024-04-08 |
跌破离场 |
卖出 |
11.538450000000001 |
22000.0 |
¥25.4万 |
|
| 2024-09-26 |
突破买入 |
买入 |
9.759749999999999 |
26500.0 |
¥25.9万 |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
11.988 |
26500.0 |
¥31.8万 |
|
| 2025-02-06 |
突破买入 |
买入 |
13.36335 |
23600.0 |
¥31.5万 |
首仓入场 |
| 2025-03-21 |
跌破离场 |
卖出 |
15.114870000000002 |
23600.0 |
¥35.7万 |
|
| 2025-06-04 |
突破买入 |
买入 |
15.305289999999998 |
23200.0 |
¥35.5万 |
首仓入场 |
| 2025-10-13 |
跌破离场 |
卖出 |
39.6 |
23200.0 |
¥91.8万 |
|
| 2025-11-27 |
突破买入 |
买入 |
40.94089999999999 |
22400.0 |
¥91.7万 |
首仓入场 |
| 2026-01-30 |
跌破离场 |
卖出 |
43.63632 |
22400.0 |
¥97.7万 |
|
| 2026-07-17 |
突破买入 |
买入 |
30.31028 |
32300.0 |
¥97.9万 |
首仓入场 |
| 2026-07-24 |
跌破离场 |
卖出 |
24.4755 |
32300.0 |
¥79.0万 |
|