002602 世纪华通 — 海龟交易法则 回测明细
数据区间: 2015-12-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.20M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +119.99%）
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 26 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 |
2016-08-17 |
2017-01-12 |
20.827046239999998 |
34.4655 |
¥65.0万 |
+65.43% |
跌破离场 |
| 2 |
2017-04-07 |
2017-04-27 |
37.721313 |
30.4695 |
¥-31.7万 |
-19.25% |
跌破离场 |
| 3 |
2017-06-06 |
2017-06-26 |
33.573599058999996 |
34.46 |
¥3.5万 |
+2.61% |
跌破离场 |
| 4 |
2017-11-09 |
2017-11-24 |
36.066836806 |
33.70626 |
¥-9.0万 |
-6.57% |
跌破离场 |
| 5 |
2018-01-08 |
2018-02-01 |
35.16566653599999 |
32.947019999999995 |
¥-8.1万 |
-6.34% |
跌破离场 |
| 6 |
2018-04-13 |
2018-06-05 |
35.135627527000004 |
33.3666 |
¥-6.0万 |
-5.06% |
跌破离场 |
| 7 |
2019-02-15 |
2019-03-04 |
21.017293296999995 |
20.24973 |
¥-4.2万 |
-3.68% |
跌破离场 |
| 8 |
2019-09-05 |
2019-09-26 |
9.472300837999999 |
9.1908 |
¥-3.3万 |
-3.00% |
跌破离场 |
| 9 |
2019-12-09 |
2020-02-04 |
10.193237053999999 |
11.668319999999998 |
¥15.3万 |
+14.44% |
跌破离场 |
| 10 |
2020-02-11 |
2020-02-27 |
14.108321226999998 |
13.986 |
¥-1.1万 |
-0.90% |
跌破离场 |
| 11 |
2020-06-16 |
2020-07-14 |
14.61898438 |
14.23575 |
¥-3.2万 |
-2.65% |
跌破离场 |
| 12 |
2021-03-09 |
2021-03-31 |
7.249414172 |
7.142849999999999 |
¥-1.8万 |
-1.50% |
跌破离场 |
| 13 |
2021-08-31 |
2021-11-03 |
6.0278278059999995 |
6.95304 |
¥17.3万 |
+15.31% |
跌破离场 |
| 14 |
2022-06-07 |
2022-07-07 |
4.846293451999999 |
4.62537 |
¥-6.1万 |
-4.59% |
跌破离场 |
| 15 |
2022-11-18 |
2022-11-29 |
4.1553962449999995 |
3.8161799999999992 |
¥-10.3万 |
-8.19% |
跌破离场 |
| 16 |
2023-02-03 |
2023-02-28 |
4.1553962449999995 |
4.40559 |
¥6.9万 |
+5.99% |
跌破离场 |
| 17 |
2023-03-27 |
2023-05-08 |
5.30689159 |
5.95404 |
¥15.0万 |
+12.16% |
跌破离场 |
| 18 |
2023-06-12 |
2023-06-29 |
7.579843271 |
7.212779999999999 |
¥-6.7万 |
-4.87% |
跌破离场 |
| 19 |
2023-10-26 |
2023-11-23 |
5.417034622999999 |
5.774220000000001 |
¥8.5万 |
+6.56% |
跌破离场 |
| 20 |
2024-03-14 |
2024-03-28 |
5.2067615599999995 |
4.62 |
¥-15.5万 |
-11.30% |
跌破离场 |
| 21 |
2024-10-09 |
2024-11-14 |
4.4057213200000005 |
3.97 |
¥-11.9万 |
-9.92% |
跌破离场 |
| 22 |
2025-02-13 |
2025-04-01 |
5.767489727999999 |
6.49 |
¥14.0万 |
+12.49% |
跌破离场 |
| 23 |
2025-05-07 |
2025-07-21 |
7.790116334000001 |
11.46 |
¥59.4万 |
+47.07% |
跌破离场 |
| 24 |
2025-09-01 |
2025-10-16 |
15.379972608 |
19.180799999999998 |
¥45.3万 |
+24.68% |
跌破离场 |
| 25 |
2026-01-06 |
2026-01-27 |
18.473990534999995 |
19.180799999999998 |
¥8.8万 |
+3.79% |
跌破离场 |
| 26 |
2026-09-07 |
2026-09-28 |
15.680362698000001 |
14.35563 |
¥-20.2万 |
-8.48% |
跌破离场 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-08-17 |
突破买入 |
买入 |
20.8208 |
47700.0 |
¥99.3万 |
首仓入场 |
| 2017-01-12 |
跌破离场 |
卖出 |
34.4655 |
47700.0 |
¥1.64M |
|
| 2017-04-07 |
突破买入 |
买入 |
37.71 |
43600.0 |
¥1.64M |
首仓入场 |
| 2017-04-27 |
跌破离场 |
卖出 |
30.4695 |
43600.0 |
¥1.33M |
|
| 2017-06-06 |
突破买入 |
买入 |
33.56353 |
39600.0 |
¥1.33M |
首仓入场 |
| 2017-06-26 |
跌破离场 |
卖出 |
34.46 |
39600.0 |
¥1.36M |
|
| 2017-11-09 |
突破买入 |
买入 |
36.05602 |
37800.0 |
¥1.36M |
首仓入场 |
| 2017-11-24 |
跌破离场 |
卖出 |
33.70626 |
37800.0 |
¥1.27M |
|
| 2018-01-08 |
突破买入 |
买入 |
35.15512 |
36200.0 |
¥1.27M |
首仓入场 |
| 2018-02-01 |
跌破离场 |
卖出 |
32.947019999999995 |
36200.0 |
¥1.19M |
|
| 2018-04-13 |
突破买入 |
买入 |
35.12509 |
33900.0 |
¥1.19M |
首仓入场 |
| 2018-06-05 |
跌破离场 |
卖出 |
33.3666 |
33900.0 |
¥1.13M |
|
| 2019-02-15 |
突破买入 |
买入 |
21.010989999999996 |
53900.0 |
¥1.13M |
首仓入场 |
| 2019-03-04 |
跌破离场 |
卖出 |
20.24973 |
53900.0 |
¥1.09M |
|
| 2019-09-05 |
突破买入 |
买入 |
9.46946 |
115400.0 |
¥1.09M |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
9.1908 |
115400.0 |
¥1.06M |
|
| 2019-12-09 |
突破买入 |
买入 |
10.190179999999998 |
103900.0 |
¥1.06M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
11.668319999999998 |
103900.0 |
¥1.21M |
|
| 2020-02-11 |
突破买入 |
买入 |
14.104089999999998 |
86000.0 |
¥1.21M |
首仓入场 |
| 2020-02-27 |
跌破离场 |
卖出 |
13.986 |
86000.0 |
¥1.20M |
|
| 2020-06-16 |
突破买入 |
买入 |
14.6146 |
82100.0 |
¥1.20M |
首仓入场 |
| 2020-07-14 |
跌破离场 |
卖出 |
14.23575 |
82100.0 |
¥1.17M |
|
| 2021-03-09 |
突破买入 |
买入 |
7.24724 |
161500.0 |
¥1.17M |
首仓入场 |
| 2021-03-31 |
跌破离场 |
卖出 |
7.142849999999999 |
161500.0 |
¥1.15M |
|
| 2021-08-31 |
突破买入 |
买入 |
6.026019999999999 |
187300.0 |
¥1.13M |
首仓入场 |
| 2021-11-03 |
跌破离场 |
卖出 |
6.95304 |
187300.0 |
¥1.30M |
|
| 2022-06-07 |
突破买入 |
买入 |
4.84484 |
273600.0 |
¥1.33M |
首仓入场 |
| 2022-07-07 |
跌破离场 |
卖出 |
4.62537 |
273600.0 |
¥1.27M |
|
| 2022-11-18 |
突破买入 |
买入 |
4.15415 |
303000.0 |
¥1.26M |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
3.8161799999999992 |
303000.0 |
¥1.16M |
|
| 2023-02-03 |
突破买入 |
买入 |
4.15415 |
279000.0 |
¥1.16M |
首仓入场 |
| 2023-02-28 |
跌破离场 |
卖出 |
4.40559 |
279000.0 |
¥1.23M |
|
| 2023-03-27 |
突破买入 |
买入 |
5.305299999999999 |
232000.0 |
¥1.23M |
首仓入场 |
| 2023-05-08 |
跌破离场 |
卖出 |
5.95404 |
232000.0 |
¥1.38M |
|
| 2023-06-12 |
突破买入 |
买入 |
7.57757 |
182200.0 |
¥1.38M |
首仓入场 |
| 2023-06-29 |
跌破离场 |
卖出 |
7.212779999999999 |
182200.0 |
¥1.31M |
|
| 2023-10-26 |
突破买入 |
买入 |
5.41541 |
238100.0 |
¥1.29M |
首仓入场 |
| 2023-11-23 |
跌破离场 |
卖出 |
5.774220000000001 |
238100.0 |
¥1.37M |
|
| 2024-03-14 |
突破买入 |
买入 |
5.2052 |
263000.0 |
¥1.37M |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
4.62 |
263000.0 |
¥1.21M |
|
| 2024-10-09 |
突破买入 |
买入 |
4.4044 |
272400.0 |
¥1.20M |
首仓入场 |
| 2024-11-14 |
跌破离场 |
卖出 |
3.97 |
272400.0 |
¥1.08M |
|
| 2025-02-13 |
突破买入 |
买入 |
5.765759999999999 |
193700.0 |
¥1.12M |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
6.49 |
193700.0 |
¥1.26M |
|
| 2025-05-07 |
突破买入 |
买入 |
7.787780000000001 |
162100.0 |
¥1.26M |
首仓入场 |
| 2025-07-21 |
跌破离场 |
卖出 |
11.46 |
162100.0 |
¥1.86M |
|
| 2025-09-01 |
突破买入 |
买入 |
15.375359999999997 |
119400.0 |
¥1.84M |
首仓入场 |
| 2025-10-16 |
跌破离场 |
卖出 |
19.180799999999998 |
119400.0 |
¥2.29M |
|
| 2026-01-06 |
突破买入 |
买入 |
18.468449999999997 |
125000.0 |
¥2.31M |
首仓入场 |
| 2026-01-27 |
跌破离场 |
卖出 |
19.180799999999998 |
125000.0 |
¥2.40M |
|
| 2026-09-07 |
突破买入 |
买入 |
15.67566 |
152200.0 |
¥2.39M |
首仓入场 |
| 2026-09-28 |
跌破离场 |
卖出 |
14.35563 |
152200.0 |
¥2.18M |
|