002714 牧原股份 — 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: ¥6.28M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +527.58%）
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 32 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 |
2015-03-03 |
2015-06-11 |
56.032764787999994 |
48.781169999999996 |
¥-12.9万 |
-12.97% |
跌破离场 |
| 2 |
2015-10-13 |
2015-12-10 |
55.57216665 |
48.20175 |
¥-11.3万 |
-13.29% |
跌破离场 |
| 3 |
2016-02-23 |
2016-04-21 |
47.10116611199999 |
53.4465 |
¥10.1万 |
+13.44% |
跌破离场 |
| 4 |
2016-07-08 |
2016-07-11 |
26.564496959 |
25.7742 |
¥-1.3万 |
-3.00% |
跌破离场 |
| 5 |
2017-01-25 |
2017-04-11 |
24.091285217999996 |
26.56341 |
¥8.6万 |
+10.23% |
跌破离场 |
| 6 |
2017-06-15 |
2017-09-21 |
26.057815 |
37.8621 |
¥42.0万 |
+45.26% |
跌破离场 |
| 7 |
2017-10-24 |
2018-02-02 |
42.05461259999999 |
53.676269999999995 |
¥37.0万 |
+27.60% |
跌破离场 |
| 8 |
2018-04-12 |
2018-06-19 |
50.916120254999996 |
48.76119 |
¥-7.2万 |
-4.26% |
跌破离场 |
| 9 |
2018-09-27 |
2018-10-19 |
24.862286448999996 |
23.876099999999997 |
¥-6.6万 |
-4.00% |
跌破离场 |
| 10 |
2018-11-09 |
2018-12-20 |
25.63328768 |
26.803169999999998 |
¥7.1万 |
+4.53% |
跌破离场 |
| 11 |
2019-01-08 |
2019-04-30 |
31.050322302999998 |
61.45848 |
¥1.59M |
+97.87% |
跌破离场 |
| 12 |
2019-06-04 |
2019-09-12 |
64.28347926000001 |
69.92000999999999 |
¥27.9万 |
+8.74% |
跌破离场 |
| 13 |
2019-10-16 |
2019-11-18 |
83.60857504999998 |
90.21969 |
¥27.5万 |
+7.87% |
跌破离场 |
| 14 |
2020-02-11 |
2020-03-17 |
99.33900276299997 |
116.47341 |
¥65.1万 |
+17.21% |
跌破离场 |
| 15 |
2020-07-14 |
2020-07-28 |
93.801812104 |
88.12178999999999 |
¥-27.0万 |
-6.08% |
跌破离场 |
| 16 |
2020-11-20 |
2020-12-14 |
74.89726243999999 |
74.925 |
¥291 |
+0.01% |
跌破离场 |
| 17 |
2021-01-07 |
2021-03-08 |
95.58412663799997 |
117.91197 |
¥96.5万 |
+23.32% |
跌破离场 |
| 18 |
2021-04-21 |
2021-05-11 |
110.04290296999999 |
99.91998 |
¥-46.5万 |
-9.23% |
跌破离场 |
| 19 |
2021-09-28 |
2021-11-29 |
48.26267446 |
53.946000000000005 |
¥54.0万 |
+11.74% |
跌破离场 |
| 20 |
2022-01-05 |
2022-01-20 |
57.775027310000006 |
54.56538 |
¥-29.0万 |
-5.58% |
跌破离场 |
| 21 |
2022-02-11 |
2022-03-09 |
61.690111482999995 |
53.95599 |
¥-61.8万 |
-12.56% |
跌破离场 |
| 22 |
2022-06-14 |
2022-07-21 |
52.948759863999996 |
59.71023 |
¥54.0万 |
+12.74% |
跌破离场 |
| 23 |
2023-01-17 |
2023-02-16 |
50.11508001499999 |
48.50145 |
¥-15.7万 |
-3.25% |
跌破离场 |
| 24 |
2023-08-01 |
2023-08-14 |
44.0572132 |
41.66829 |
¥-25.3万 |
-5.45% |
跌破离场 |
| 25 |
2023-11-28 |
2024-01-10 |
39.41182 |
38.591370000000005 |
¥-9.3万 |
-2.11% |
跌破离场 |
| 26 |
2024-02-21 |
2024-06-14 |
38.319762481000005 |
44.355599999999995 |
¥68.1万 |
+15.72% |
跌破离场 |
| 27 |
2025-02-14 |
2025-04-30 |
37.84915133999999 |
39.45051 |
¥20.8万 |
+4.20% |
跌破离场 |
| 28 |
2025-06-03 |
2025-10-21 |
40.112090017999996 |
49.430519999999994 |
¥1.20M |
+23.19% |
跌破离场 |
| 29 |
2025-12-31 |
2026-01-19 |
50.56566514999999 |
47.282669999999996 |
¥-41.5万 |
-6.52% |
跌破离场 |
| 30 |
2026-07-07 |
2026-08-05 |
38.550061549999995 |
37.63 |
¥-14.4万 |
-2.42% |
跌破离场 |
| 31 |
2026-08-28 |
2026-09-17 |
40.823013231000004 |
40.959 |
¥1.8万 |
+0.30% |
跌破离场 |
| 32 |
2026-11-04 |
2026-11-13 |
43.05591289999999 |
45.84 |
¥37.8万 |
+6.43% |
强平 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-03 |
突破买入 |
买入 |
56.01595999999999 |
17800.0 |
¥99.7万 |
首仓入场 |
| 2015-06-11 |
跌破离场 |
卖出 |
48.781169999999996 |
17800.0 |
¥86.8万 |
|
| 2015-10-13 |
突破买入 |
买入 |
55.555499999999995 |
15300.0 |
¥85.0万 |
首仓入场 |
| 2015-12-10 |
跌破离场 |
卖出 |
48.20175 |
15300.0 |
¥73.7万 |
|
| 2016-02-23 |
突破买入 |
买入 |
47.087039999999995 |
15900.0 |
¥74.9万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
53.4465 |
15900.0 |
¥85.0万 |
|
| 2016-07-08 |
突破买入 |
买入 |
26.55653 |
15800.0 |
¥42.0万 |
首仓入场 |
| 2016-07-11 |
跌破离场 |
卖出 |
25.7742 |
15800.0 |
¥40.7万 |
|
| 2017-01-25 |
突破买入 |
买入 |
24.084059999999997 |
34800.0 |
¥83.8万 |
首仓入场 |
| 2017-04-11 |
跌破离场 |
卖出 |
26.56341 |
34800.0 |
¥92.4万 |
|
| 2017-06-15 |
突破买入 |
买入 |
26.05 |
35600.0 |
¥92.8万 |
首仓入场 |
| 2017-09-21 |
跌破离场 |
卖出 |
37.8621 |
35600.0 |
¥1.35M |
|
| 2017-10-24 |
突破买入 |
买入 |
42.041999999999994 |
31900.0 |
¥1.34M |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
53.676269999999995 |
31900.0 |
¥1.71M |
|
| 2018-04-12 |
突破买入 |
买入 |
50.90085 |
33400.0 |
¥1.70M |
首仓入场 |
| 2018-06-19 |
跌破离场 |
卖出 |
48.76119 |
33400.0 |
¥1.63M |
|
| 2018-09-27 |
突破买入 |
买入 |
24.854829999999996 |
66000.0 |
¥1.64M |
首仓入场 |
| 2018-10-19 |
跌破离场 |
卖出 |
23.876099999999997 |
66000.0 |
¥1.58M |
|
| 2018-11-09 |
突破买入 |
买入 |
25.625599999999995 |
60900.0 |
¥1.56M |
首仓入场 |
| 2018-12-20 |
跌破离场 |
卖出 |
26.803169999999998 |
60900.0 |
¥1.63M |
|
| 2019-01-08 |
突破买入 |
买入 |
31.041009999999996 |
52300.0 |
¥1.62M |
首仓入场 |
| 2019-04-30 |
跌破离场 |
卖出 |
61.45848 |
52300.0 |
¥3.21M |
|
| 2019-06-04 |
突破买入 |
买入 |
64.2642 |
49600.0 |
¥3.19M |
首仓入场 |
| 2019-09-12 |
跌破离场 |
卖出 |
69.92000999999999 |
49600.0 |
¥3.47M |
|
| 2019-10-16 |
突破买入 |
买入 |
83.58349999999999 |
41800.0 |
¥3.49M |
首仓入场 |
| 2019-11-18 |
跌破离场 |
卖出 |
90.21969 |
41800.0 |
¥3.77M |
|
| 2020-02-11 |
突破买入 |
买入 |
99.30920999999998 |
38100.0 |
¥3.78M |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
116.47341 |
38100.0 |
¥4.44M |
|
| 2020-07-14 |
突破买入 |
买入 |
93.77368 |
47300.0 |
¥4.44M |
首仓入场 |
| 2020-07-28 |
跌破离场 |
卖出 |
88.12178999999999 |
47300.0 |
¥4.17M |
|
| 2020-11-20 |
突破买入 |
买入 |
74.8748 |
55300.0 |
¥4.14M |
首仓入场 |
| 2020-12-14 |
跌破离场 |
卖出 |
74.925 |
55300.0 |
¥4.14M |
|
| 2021-01-07 |
突破买入 |
买入 |
95.55545999999998 |
43300.0 |
¥4.14M |
首仓入场 |
| 2021-03-08 |
跌破离场 |
卖出 |
117.91197 |
43300.0 |
¥5.10M |
|
| 2021-04-21 |
突破买入 |
买入 |
110.00989999999997 |
45800.0 |
¥5.04M |
首仓入场 |
| 2021-05-11 |
跌破离场 |
卖出 |
99.91998 |
45800.0 |
¥4.57M |
|
| 2021-09-28 |
突破买入 |
买入 |
48.2482 |
95200.0 |
¥4.59M |
首仓入场 |
| 2021-11-29 |
跌破离场 |
卖出 |
53.946000000000005 |
95200.0 |
¥5.13M |
|
| 2022-01-05 |
突破买入 |
买入 |
57.75770000000001 |
89900.0 |
¥5.19M |
首仓入场 |
| 2022-01-20 |
跌破离场 |
卖出 |
54.56538 |
89900.0 |
¥4.90M |
|
| 2022-02-11 |
突破买入 |
买入 |
61.671609999999994 |
79700.0 |
¥4.92M |
首仓入场 |
| 2022-03-09 |
跌破离场 |
卖出 |
53.95599 |
79700.0 |
¥4.30M |
|
| 2022-06-14 |
突破买入 |
买入 |
52.932880000000004 |
80100.0 |
¥4.24M |
首仓入场 |
| 2022-07-21 |
跌破离场 |
卖出 |
59.71023 |
80100.0 |
¥4.78M |
|
| 2023-01-17 |
突破买入 |
买入 |
50.10004999999999 |
96700.0 |
¥4.85M |
首仓入场 |
| 2023-02-16 |
跌破离场 |
卖出 |
48.50145 |
96700.0 |
¥4.69M |
|
| 2023-08-01 |
突破买入 |
买入 |
44.044 |
105200.0 |
¥4.63M |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
41.66829 |
105200.0 |
¥4.38M |
|
| 2023-11-28 |
突破买入 |
买入 |
39.4 |
112300.0 |
¥4.43M |
首仓入场 |
| 2024-01-10 |
跌破离场 |
卖出 |
38.591370000000005 |
112300.0 |
¥4.33M |
|
| 2024-02-21 |
突破买入 |
买入 |
38.30827 |
113100.0 |
¥4.33M |
首仓入场 |
| 2024-06-14 |
跌破离场 |
卖出 |
44.355599999999995 |
113100.0 |
¥5.02M |
|
| 2025-02-14 |
突破买入 |
买入 |
37.837799999999994 |
131100.0 |
¥4.96M |
首仓入场 |
| 2025-04-30 |
跌破离场 |
卖出 |
39.45051 |
131100.0 |
¥5.17M |
|
| 2025-06-03 |
突破买入 |
买入 |
40.10006 |
129000.0 |
¥5.17M |
首仓入场 |
| 2025-10-21 |
跌破离场 |
卖出 |
49.430519999999994 |
129000.0 |
¥6.37M |
|
| 2025-12-31 |
突破买入 |
买入 |
50.55049999999999 |
126000.0 |
¥6.37M |
首仓入场 |
| 2026-01-19 |
跌破离场 |
卖出 |
47.282669999999996 |
126000.0 |
¥5.96M |
|
| 2026-07-07 |
突破买入 |
买入 |
38.5385 |
155100.0 |
¥5.98M |
首仓入场 |
| 2026-08-05 |
跌破离场 |
卖出 |
37.63 |
155100.0 |
¥5.83M |
|
| 2026-08-28 |
突破买入 |
买入 |
40.81077 |
143500.0 |
¥5.86M |
首仓入场 |
| 2026-09-17 |
跌破离场 |
卖出 |
40.959 |
143500.0 |
¥5.88M |
|
| 2026-11-04 |
突破买入 |
买入 |
43.04299999999999 |
136600.0 |
¥5.88M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
45.84 |
136600 |
¥6.26M |
回测结束强平 |