002648 卫星化学 — 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: ¥97.2万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -2.79%）
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 37 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 |
2015-03-11 |
2015-05-07 |
14.208451256999998 |
15.294690000000001 |
¥7.6万 |
+7.61% |
跌破离场 |
| 2 |
2015-10-09 |
2015-11-30 |
9.292066783999996 |
9.83016 |
¥6.1万 |
+5.76% |
跌破离场 |
| 3 |
2016-04-01 |
2016-05-10 |
9.181923750999998 |
8.17182 |
¥-12.5万 |
-11.03% |
跌破离场 |
| 4 |
2016-06-13 |
2016-09-05 |
8.811442640000001 |
9.55044 |
¥8.3万 |
+8.35% |
跌破离场 |
| 5 |
2016-10-12 |
2016-12-01 |
9.862807955 |
11.188799999999999 |
¥14.7万 |
+13.41% |
跌破离场 |
| 6 |
2016-12-12 |
2017-02-16 |
12.215863659999997 |
12.72726 |
¥5.2万 |
+4.16% |
跌破离场 |
| 7 |
2017-05-17 |
2017-07-12 |
13.817944139999998 |
15.56442 |
¥16.2万 |
+12.61% |
跌破离场 |
| 8 |
2017-07-27 |
2017-08-08 |
18.023405399999998 |
15.993990000000002 |
¥-16.2万 |
-11.29% |
跌破离场 |
| 9 |
2017-11-30 |
2018-02-02 |
16.221064859999995 |
17.00298 |
¥6.1万 |
+4.79% |
跌破离场 |
| 10 |
2018-05-23 |
2018-06-19 |
15.049543508999998 |
12.187800000000001 |
¥-25.3万 |
-19.04% |
跌破离场 |
| 11 |
2018-09-06 |
2018-10-12 |
11.064368315000001 |
10.0899 |
¥-9.6万 |
-8.83% |
跌破离场 |
| 12 |
2018-11-13 |
2018-11-22 |
10.613783179999999 |
9.99 |
¥-5.8万 |
-5.91% |
跌破离场 |
| 13 |
2019-01-21 |
2019-05-07 |
10.363458105 |
15.66432 |
¥48.4万 |
+51.10% |
跌破离场 |
| 14 |
2019-07-03 |
2019-07-18 |
15.630297682999998 |
14.00598 |
¥-14.6万 |
-10.42% |
跌破离场 |
| 15 |
2019-11-26 |
2020-02-03 |
14.488815340999999 |
14.63 |
¥1.2万 |
+0.94% |
跌破离场 |
| 16 |
2020-03-09 |
2020-03-13 |
19.12483573 |
14.47551 |
¥-30.5万 |
-24.33% |
跌破离场 |
| 17 |
2020-04-22 |
2020-04-29 |
15.019504499999998 |
13.27 |
¥-11.4万 |
-11.67% |
跌破离场 |
| 18 |
2020-06-04 |
2020-09-09 |
14.408711317 |
18.031950000000002 |
¥21.9万 |
+25.11% |
跌破离场 |
| 19 |
2020-09-22 |
2021-03-10 |
20.496617140999994 |
37.962 |
¥92.7万 |
+85.16% |
跌破离场 |
| 20 |
2021-04-27 |
2021-06-04 |
39.841738936999995 |
33.29667 |
¥-33.2万 |
-16.45% |
跌破离场 |
| 21 |
2021-08-05 |
2021-09-29 |
41.243559356999995 |
39.840120000000006 |
¥-5.8万 |
-3.43% |
跌破离场 |
| 22 |
2022-01-13 |
2022-03-02 |
45.0585135 |
43.09686 |
¥-7.1万 |
-4.38% |
跌破离场 |
| 23 |
2022-05-31 |
2022-06-07 |
38.37984049899999 |
27.75222 |
¥-42.9万 |
-27.71% |
跌破离场 |
| 24 |
2022-08-17 |
2022-08-31 |
27.786083324999993 |
22.287689999999998 |
¥-22.0万 |
-19.81% |
跌破离场 |
| 25 |
2022-12-02 |
2022-12-26 |
15.109621526999998 |
14.24574 |
¥-5.2万 |
-5.75% |
跌破离场 |
| 26 |
2023-01-09 |
2023-02-17 |
16.471389934999998 |
17.36262 |
¥4.6万 |
+5.38% |
跌破离场 |
| 27 |
2023-06-16 |
2023-08-14 |
15.079582518 |
14.94504 |
¥-8,369 |
-0.92% |
跌破离场 |
| 28 |
2024-02-08 |
2024-03-27 |
14.909361466999998 |
16.6833 |
¥10.7万 |
+11.86% |
跌破离场 |
| 29 |
2024-04-01 |
2024-04-24 |
18.504029543999998 |
18.22176 |
¥-1.6万 |
-1.55% |
跌破离场 |
| 30 |
2024-07-02 |
2024-07-24 |
18.844471646 |
16.903080000000003 |
¥-10.2万 |
-10.33% |
跌破离场 |
| 31 |
2024-10-09 |
2024-11-19 |
19.044731706 |
18.15183 |
¥-4.1万 |
-4.72% |
跌破离场 |
| 32 |
2025-01-15 |
2025-03-24 |
19.915862966999995 |
21.03894 |
¥4.7万 |
+5.61% |
跌破离场 |
| 33 |
2025-03-31 |
2025-04-08 |
22.539269753 |
17.682299999999998 |
¥-19.2万 |
-21.57% |
跌破离场 |
| 34 |
2025-07-04 |
2025-09-19 |
18.193626451 |
18.82 |
¥2.4万 |
+3.41% |
跌破离场 |
| 35 |
2025-12-26 |
2026-05-21 |
17.502729243999998 |
25.074900000000003 |
¥31.5万 |
+43.22% |
跌破离场 |
| 36 |
2026-06-25 |
2026-07-09 |
25.63328768 |
23.02695 |
¥-10.6万 |
-10.19% |
跌破离场 |
| 37 |
2026-08-10 |
2026-09-15 |
25.773469721999994 |
26.74323 |
¥3.5万 |
+3.73% |
跌破离场 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-11 |
突破买入 |
买入 |
14.204189999999999 |
70100.0 |
¥99.6万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
15.294690000000001 |
70100.0 |
¥1.07M |
|
| 2015-10-09 |
突破买入 |
买入 |
9.289279999999996 |
114600.0 |
¥1.06M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
9.83016 |
114600.0 |
¥1.13M |
|
| 2016-04-01 |
突破买入 |
买入 |
9.17917 |
123500.0 |
¥1.13M |
首仓入场 |
| 2016-05-10 |
跌破离场 |
卖出 |
8.17182 |
123500.0 |
¥1.01M |
|
| 2016-06-13 |
突破买入 |
买入 |
8.8088 |
113000.0 |
¥99.6万 |
首仓入场 |
| 2016-09-05 |
跌破离场 |
卖出 |
9.55044 |
113000.0 |
¥1.08M |
|
| 2016-10-12 |
突破买入 |
买入 |
9.85985 |
110800.0 |
¥1.09M |
首仓入场 |
| 2016-12-01 |
跌破离场 |
卖出 |
11.188799999999999 |
110800.0 |
¥1.24M |
|
| 2016-12-12 |
突破买入 |
买入 |
12.212199999999998 |
101600.0 |
¥1.24M |
首仓入场 |
| 2017-02-16 |
跌破离场 |
卖出 |
12.72726 |
101600.0 |
¥1.29M |
|
| 2017-05-17 |
突破买入 |
买入 |
13.813799999999997 |
93100.0 |
¥1.29M |
首仓入场 |
| 2017-07-12 |
跌破离场 |
卖出 |
15.56442 |
93100.0 |
¥1.45M |
|
| 2017-07-27 |
突破买入 |
买入 |
18.017999999999997 |
79400.0 |
¥1.43M |
首仓入场 |
| 2017-08-08 |
跌破离场 |
卖出 |
15.993990000000002 |
79400.0 |
¥1.27M |
|
| 2017-11-30 |
突破买入 |
买入 |
16.216199999999997 |
79100.0 |
¥1.28M |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
17.00298 |
79100.0 |
¥1.34M |
|
| 2018-05-23 |
突破买入 |
买入 |
15.045029999999997 |
88400.0 |
¥1.33M |
首仓入场 |
| 2018-06-19 |
跌破离场 |
卖出 |
12.187800000000001 |
88400.0 |
¥1.08M |
|
| 2018-09-06 |
突破买入 |
买入 |
11.06105 |
98600.0 |
¥1.09M |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
10.0899 |
98600.0 |
¥99.5万 |
|
| 2018-11-13 |
突破买入 |
买入 |
10.610599999999998 |
92000.0 |
¥97.6万 |
首仓入场 |
| 2018-11-22 |
跌破离场 |
卖出 |
9.99 |
92000.0 |
¥91.9万 |
|
| 2019-01-21 |
突破买入 |
买入 |
10.360349999999999 |
91300.0 |
¥94.6万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
15.66432 |
91300.0 |
¥1.43M |
|
| 2019-07-03 |
突破买入 |
买入 |
15.625609999999998 |
89900.0 |
¥1.41M |
首仓入场 |
| 2019-07-18 |
跌破离场 |
卖出 |
14.00598 |
89900.0 |
¥1.26M |
|
| 2019-11-26 |
突破买入 |
买入 |
14.484469999999998 |
88700.0 |
¥1.29M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
14.63 |
88700.0 |
¥1.30M |
|
| 2020-03-09 |
突破买入 |
买入 |
19.1191 |
65500.0 |
¥1.25M |
首仓入场 |
| 2020-03-13 |
跌破离场 |
卖出 |
14.47551 |
65500.0 |
¥94.8万 |
|
| 2020-04-22 |
突破买入 |
买入 |
15.014999999999999 |
65000.0 |
¥97.6万 |
首仓入场 |
| 2020-04-29 |
跌破离场 |
卖出 |
13.27 |
65000.0 |
¥86.2万 |
|
| 2020-06-04 |
突破买入 |
买入 |
14.40439 |
60600.0 |
¥87.3万 |
首仓入场 |
| 2020-09-09 |
跌破离场 |
卖出 |
18.031950000000002 |
60600.0 |
¥1.09M |
|
| 2020-09-22 |
突破买入 |
买入 |
20.490469999999995 |
53100.0 |
¥1.09M |
首仓入场 |
| 2021-03-10 |
跌破离场 |
卖出 |
37.962 |
53100.0 |
¥2.02M |
|
| 2021-04-27 |
突破买入 |
买入 |
39.829789999999996 |
50600.0 |
¥2.02M |
首仓入场 |
| 2021-06-04 |
跌破离场 |
卖出 |
33.29667 |
50600.0 |
¥1.68M |
|
| 2021-08-05 |
突破买入 |
买入 |
41.23118999999999 |
40700.0 |
¥1.68M |
首仓入场 |
| 2021-09-29 |
跌破离场 |
卖出 |
39.840120000000006 |
40700.0 |
¥1.62M |
|
| 2022-01-13 |
突破买入 |
买入 |
45.044999999999995 |
36200.0 |
¥1.63M |
首仓入场 |
| 2022-03-02 |
跌破离场 |
卖出 |
43.09686 |
36200.0 |
¥1.56M |
|
| 2022-05-31 |
突破买入 |
买入 |
38.36832999999999 |
40300.0 |
¥1.55M |
首仓入场 |
| 2022-06-07 |
跌破离场 |
卖出 |
27.75222 |
40300.0 |
¥1.12M |
|
| 2022-08-17 |
突破买入 |
买入 |
27.777749999999997 |
39900.0 |
¥1.11M |
首仓入场 |
| 2022-08-31 |
跌破离场 |
卖出 |
22.287689999999998 |
39900.0 |
¥88.9万 |
|
| 2022-12-02 |
突破买入 |
买入 |
15.105089999999999 |
60200.0 |
¥91.0万 |
首仓入场 |
| 2022-12-26 |
跌破离场 |
卖出 |
14.24574 |
60200.0 |
¥85.7万 |
|
| 2023-01-09 |
突破买入 |
买入 |
16.46645 |
52400.0 |
¥86.3万 |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
17.36262 |
52400.0 |
¥91.0万 |
|
| 2023-06-16 |
突破买入 |
买入 |
15.075059999999999 |
60200.0 |
¥90.8万 |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
14.94504 |
60200.0 |
¥89.9万 |
|
| 2024-02-08 |
突破买入 |
买入 |
14.904889999999998 |
60400.0 |
¥90.1万 |
首仓入场 |
| 2024-03-27 |
跌破离场 |
卖出 |
16.6833 |
60400.0 |
¥1.01M |
|
| 2024-04-01 |
突破买入 |
买入 |
18.498479999999997 |
54300.0 |
¥1.00M |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
18.22176 |
54300.0 |
¥98.9万 |
|
| 2024-07-02 |
突破买入 |
买入 |
18.83882 |
52500.0 |
¥98.9万 |
首仓入场 |
| 2024-07-24 |
跌破离场 |
卖出 |
16.903080000000003 |
52500.0 |
¥88.7万 |
|
| 2024-10-09 |
突破买入 |
买入 |
19.039019999999997 |
46000.0 |
¥87.6万 |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
18.15183 |
46000.0 |
¥83.5万 |
|
| 2025-01-15 |
突破买入 |
买入 |
19.909889999999997 |
42400.0 |
¥84.4万 |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
21.03894 |
42400.0 |
¥89.2万 |
|
| 2025-03-31 |
突破买入 |
买入 |
22.53251 |
39500.0 |
¥89.0万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
17.682299999999998 |
39500.0 |
¥69.8万 |
|
| 2025-07-04 |
突破买入 |
买入 |
18.18817 |
38700.0 |
¥70.4万 |
首仓入场 |
| 2025-09-19 |
跌破离场 |
卖出 |
18.82 |
38700.0 |
¥72.8万 |
|
| 2025-12-26 |
突破买入 |
买入 |
17.49748 |
41600.0 |
¥72.8万 |
首仓入场 |
| 2026-05-21 |
跌破离场 |
卖出 |
25.074900000000003 |
41600.0 |
¥1.04M |
|
| 2026-06-25 |
突破买入 |
买入 |
25.6256 |
40500.0 |
¥1.04M |
首仓入场 |
| 2026-07-09 |
跌破离场 |
卖出 |
23.02695 |
40500.0 |
¥93.2万 |
|
| 2026-08-10 |
突破买入 |
买入 |
25.765739999999994 |
36200.0 |
¥93.3万 |
首仓入场 |
| 2026-09-15 |
跌破离场 |
卖出 |
26.74323 |
36200.0 |
¥96.8万 |
|