002625 光启技术 — 海龟交易法则 回测明细
数据区间: 2015-03-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.30M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +29.56%）
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 35 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 |
2015-05-15 |
2015-06-17 |
84.00909516999998 |
79.92 |
¥-4.7万 |
-4.90% |
跌破离场 |
| 2 |
2015-10-12 |
2015-12-15 |
37.64889128 |
49.01 |
¥28.3万 |
+30.14% |
跌破离场 |
| 3 |
2016-02-16 |
2016-05-10 |
40.052012 |
43.75619999999999 |
¥11.1万 |
+9.22% |
跌破离场 |
| 4 |
2016-11-15 |
2016-11-30 |
47.111179114999985 |
42.92703 |
¥-11.7万 |
-8.91% |
跌破离场 |
| 5 |
2017-02-09 |
2017-02-21 |
38.720282600999994 |
35.664300000000004 |
¥-9.7万 |
-7.92% |
跌破离场 |
| 6 |
2018-03-13 |
2018-03-26 |
26.43432791999999 |
23.2767 |
¥-13.4万 |
-11.97% |
跌破离场 |
| 7 |
2018-11-09 |
2019-01-30 |
8.581143571 |
10.05993 |
¥16.3万 |
+17.20% |
跌破离场 |
| 8 |
2019-03-12 |
2019-03-28 |
12.666448795 |
11.24874 |
¥-12.8万 |
-11.22% |
跌破离场 |
| 9 |
2019-09-03 |
2019-09-26 |
9.482313841 |
9.11088 |
¥-4.1万 |
-3.95% |
跌破离场 |
| 10 |
2019-10-17 |
2019-11-12 |
11.154485342 |
10.0899 |
¥-9.2万 |
-9.57% |
跌破离场 |
| 11 |
2019-12-12 |
2020-01-20 |
10.323406093 |
8.941049999999999 |
¥-11.8万 |
-13.42% |
跌破离场 |
| 12 |
2020-02-26 |
2020-03-10 |
9.542391859 |
8.16183 |
¥-11.0万 |
-14.49% |
跌破离场 |
| 13 |
2020-04-28 |
2020-05-22 |
8.032409000000001 |
7.68231 |
¥-2.9万 |
-4.39% |
跌破离场 |
| 14 |
2020-07-08 |
2020-08-21 |
7.860207354999999 |
20.60937 |
¥1.04M |
+162.12% |
跌破离场 |
| 15 |
2020-10-14 |
2020-10-22 |
23.660726088999997 |
20.4795 |
¥-22.6万 |
-13.47% |
跌破离场 |
| 16 |
2021-01-06 |
2021-01-25 |
24.351623295999996 |
24.38559 |
¥1,559 |
+0.11% |
跌破离场 |
| 17 |
2021-06-10 |
2021-06-30 |
19.805719934 |
20.759220000000003 |
¥6.9万 |
+4.78% |
跌破离场 |
| 18 |
2021-07-27 |
2021-07-29 |
22.909750863999996 |
20.679299999999998 |
¥-14.7万 |
-9.76% |
跌破离场 |
| 19 |
2021-08-12 |
2021-09-02 |
26.184002844999995 |
22.04793 |
¥-21.8万 |
-15.82% |
跌破离场 |
| 20 |
2021-11-16 |
2021-12-08 |
22.349022695999995 |
21.99 |
¥-1.9万 |
-1.64% |
跌破离场 |
| 21 |
2022-06-06 |
2022-06-23 |
15.770479725 |
15.0849 |
¥-4.9万 |
-4.38% |
跌破离场 |
| 22 |
2022-06-27 |
2022-08-25 |
17.152274138999996 |
16.43355 |
¥-4.6万 |
-4.22% |
跌破离场 |
| 23 |
2022-08-31 |
2022-09-16 |
18.52405555 |
17.34264 |
¥-6.7万 |
-6.41% |
跌破离场 |
| 24 |
2023-01-20 |
2023-02-17 |
18.043431405999996 |
17.772209999999998 |
¥-1.5万 |
-1.53% |
跌破离场 |
| 25 |
2023-04-20 |
2023-04-26 |
17.302469184 |
15.614370000000001 |
¥-9.3万 |
-9.78% |
跌破离场 |
| 26 |
2024-02-20 |
2024-04-17 |
14.018204199999998 |
17.63 |
¥21.9万 |
+25.73% |
跌破离场 |
| 27 |
2024-08-01 |
2024-08-13 |
18.023405399999998 |
16.5834 |
¥-8.7万 |
-8.02% |
跌破离场 |
| 28 |
2024-09-10 |
2024-11-19 |
17.743041315999996 |
37.6623 |
¥1.12M |
+112.20% |
跌破离场 |
| 29 |
2024-12-30 |
2025-01-07 |
48.242648454000005 |
39.96 |
¥-36.6万 |
-17.19% |
跌破离场 |
| 30 |
2025-05-08 |
2025-06-04 |
43.45643302 |
39.60036 |
¥-15.7万 |
-8.90% |
跌破离场 |
| 31 |
2025-07-15 |
2025-07-23 |
40.60272716499999 |
38.79117 |
¥-7.2万 |
-4.49% |
跌破离场 |
| 32 |
2025-07-29 |
2025-09-05 |
41.483871429 |
45.963989999999995 |
¥16.4万 |
+10.77% |
跌破离场 |
| 33 |
2025-12-03 |
2025-12-30 |
49.814689924999996 |
50.0499 |
¥7,443 |
+0.44% |
跌破离场 |
| 34 |
2026-01-13 |
2026-01-30 |
57.587271 |
46.8531 |
¥-31.7万 |
-18.66% |
跌破离场 |
| 35 |
2026-05-08 |
2026-05-21 |
41.762525000000004 |
38.941019999999995 |
¥-9.4万 |
-6.78% |
跌破离场 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-15 |
突破买入 |
买入 |
83.98389999999999 |
11400.0 |
¥95.8万 |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
79.92 |
11400.0 |
¥91.1万 |
|
| 2015-10-12 |
突破买入 |
买入 |
37.6376 |
24900.0 |
¥93.7万 |
首仓入场 |
| 2015-12-15 |
跌破离场 |
卖出 |
49.01 |
24900.0 |
¥1.22M |
|
| 2016-02-16 |
突破买入 |
买入 |
40.03999999999999 |
30100.0 |
¥1.21M |
首仓入场 |
| 2016-05-10 |
跌破离场 |
卖出 |
43.75619999999999 |
30100.0 |
¥1.32M |
|
| 2016-11-15 |
突破买入 |
买入 |
47.09704999999999 |
27900.0 |
¥1.31M |
首仓入场 |
| 2016-11-30 |
跌破离场 |
卖出 |
42.92703 |
27900.0 |
¥1.20M |
|
| 2017-02-09 |
突破买入 |
买入 |
38.70867 |
31600.0 |
¥1.22M |
首仓入场 |
| 2017-02-21 |
跌破离场 |
卖出 |
35.664300000000004 |
31600.0 |
¥1.13M |
|
| 2018-03-13 |
突破买入 |
买入 |
26.42639999999999 |
42400.0 |
¥1.12M |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
23.2767 |
42400.0 |
¥98.7万 |
|
| 2018-11-09 |
突破买入 |
买入 |
8.57857 |
110300.0 |
¥94.7万 |
首仓入场 |
| 2019-01-30 |
跌破离场 |
卖出 |
10.05993 |
110300.0 |
¥1.11M |
|
| 2019-03-12 |
突破买入 |
买入 |
12.66265 |
90000.0 |
¥1.14M |
首仓入场 |
| 2019-03-28 |
跌破离场 |
卖出 |
11.24874 |
90000.0 |
¥1.01M |
|
| 2019-09-03 |
突破买入 |
买入 |
9.47947 |
108700.0 |
¥1.03M |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
9.11088 |
108700.0 |
¥99.0万 |
|
| 2019-10-17 |
突破买入 |
买入 |
11.15114 |
86300.0 |
¥96.3万 |
首仓入场 |
| 2019-11-12 |
跌破离场 |
卖出 |
10.0899 |
86300.0 |
¥87.0万 |
|
| 2019-12-12 |
突破买入 |
买入 |
10.32031 |
85300.0 |
¥88.1万 |
首仓入场 |
| 2020-01-20 |
跌破离场 |
卖出 |
8.941049999999999 |
85300.0 |
¥76.2万 |
|
| 2020-02-26 |
突破买入 |
买入 |
9.53953 |
79200.0 |
¥75.6万 |
首仓入场 |
| 2020-03-10 |
跌破离场 |
卖出 |
8.16183 |
79200.0 |
¥64.6万 |
|
| 2020-04-28 |
突破买入 |
买入 |
8.03 |
83500.0 |
¥67.1万 |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
7.68231 |
83500.0 |
¥64.1万 |
|
| 2020-07-08 |
突破买入 |
买入 |
7.857849999999999 |
81500.0 |
¥64.1万 |
首仓入场 |
| 2020-08-21 |
跌破离场 |
卖出 |
20.60937 |
81500.0 |
¥1.68M |
|
| 2020-10-14 |
突破买入 |
买入 |
23.653629999999996 |
70800.0 |
¥1.68M |
首仓入场 |
| 2020-10-22 |
跌破离场 |
卖出 |
20.4795 |
70800.0 |
¥1.45M |
|
| 2021-01-06 |
突破买入 |
买入 |
24.344319999999996 |
58500.0 |
¥1.42M |
首仓入场 |
| 2021-01-25 |
跌破离场 |
卖出 |
24.38559 |
58500.0 |
¥1.43M |
|
| 2021-06-10 |
突破买入 |
买入 |
19.79978 |
73200.0 |
¥1.45M |
首仓入场 |
| 2021-06-30 |
跌破离场 |
卖出 |
20.759220000000003 |
73200.0 |
¥1.52M |
|
| 2021-07-27 |
突破买入 |
买入 |
22.902879999999996 |
65800.0 |
¥1.51M |
首仓入场 |
| 2021-07-29 |
跌破离场 |
卖出 |
20.679299999999998 |
65800.0 |
¥1.36M |
|
| 2021-08-12 |
突破买入 |
买入 |
26.176149999999996 |
52700.0 |
¥1.38M |
首仓入场 |
| 2021-09-02 |
跌破离场 |
卖出 |
22.04793 |
52700.0 |
¥1.16M |
|
| 2021-11-16 |
突破买入 |
买入 |
22.342319999999994 |
51500.0 |
¥1.15M |
首仓入场 |
| 2021-12-08 |
跌破离场 |
卖出 |
21.99 |
51500.0 |
¥1.13M |
|
| 2022-06-06 |
突破买入 |
买入 |
15.76575 |
70500.0 |
¥1.11M |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
15.0849 |
70500.0 |
¥1.06M |
|
| 2022-06-27 |
突破买入 |
买入 |
17.147129999999997 |
63400.0 |
¥1.09M |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
16.43355 |
63400.0 |
¥1.04M |
|
| 2022-08-31 |
突破买入 |
买入 |
18.5185 |
56300.0 |
¥1.04M |
首仓入场 |
| 2022-09-16 |
跌破离场 |
卖出 |
17.34264 |
56300.0 |
¥97.6万 |
|
| 2023-01-20 |
突破买入 |
买入 |
18.038019999999996 |
54400.0 |
¥98.2万 |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
17.772209999999998 |
54400.0 |
¥96.7万 |
|
| 2023-04-20 |
突破买入 |
买入 |
17.29728 |
55200.0 |
¥95.5万 |
首仓入场 |
| 2023-04-26 |
跌破离场 |
卖出 |
15.614370000000001 |
55200.0 |
¥86.2万 |
|
| 2024-02-20 |
突破买入 |
买入 |
14.014 |
60600.0 |
¥85.0万 |
首仓入场 |
| 2024-04-17 |
跌破离场 |
卖出 |
17.63 |
60600.0 |
¥1.07M |
|
| 2024-08-01 |
突破买入 |
买入 |
18.017999999999997 |
60400.0 |
¥1.09M |
首仓入场 |
| 2024-08-13 |
跌破离场 |
卖出 |
16.5834 |
60400.0 |
¥1.00M |
|
| 2024-09-10 |
突破买入 |
买入 |
17.737719999999996 |
56500.0 |
¥1.00M |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
37.6623 |
56500.0 |
¥2.13M |
|
| 2024-12-30 |
突破买入 |
买入 |
48.228179999999995 |
44100.0 |
¥2.13M |
首仓入场 |
| 2025-01-07 |
跌破离场 |
卖出 |
39.96 |
44100.0 |
¥1.76M |
|
| 2025-05-08 |
突破买入 |
买入 |
43.4434 |
40500.0 |
¥1.76M |
首仓入场 |
| 2025-06-04 |
跌破离场 |
卖出 |
39.60036 |
40500.0 |
¥1.60M |
|
| 2025-07-15 |
突破买入 |
买入 |
40.59054999999999 |
39400.0 |
¥1.60M |
首仓入场 |
| 2025-07-23 |
跌破离场 |
卖出 |
38.79117 |
39400.0 |
¥1.53M |
|
| 2025-07-29 |
突破买入 |
买入 |
41.47143 |
36800.0 |
¥1.53M |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
45.963989999999995 |
36800.0 |
¥1.69M |
|
| 2025-12-03 |
突破买入 |
买入 |
49.799749999999996 |
33800.0 |
¥1.68M |
首仓入场 |
| 2025-12-30 |
跌破离场 |
卖出 |
50.0499 |
33800.0 |
¥1.69M |
|
| 2026-01-13 |
突破买入 |
买入 |
57.57 |
29500.0 |
¥1.70M |
首仓入场 |
| 2026-01-30 |
跌破离场 |
卖出 |
46.8531 |
29500.0 |
¥1.38M |
|
| 2026-05-08 |
突破买入 |
买入 |
41.75 |
33200.0 |
¥1.39M |
首仓入场 |
| 2026-05-21 |
跌破离场 |
卖出 |
38.941019999999995 |
33200.0 |
¥1.29M |
|