002736 国信证券 — 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: ¥90.6万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -9.37%）
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 |
2015-04-08 |
2015-05-07 |
25.483092634999995 |
27.35 |
¥7.3万 |
+7.29% |
跌破离场 |
| 2 |
2015-05-26 |
2015-06-19 |
33.84395014 |
28.29168 |
¥-17.1万 |
-16.43% |
跌破离场 |
| 3 |
2015-10-20 |
2015-11-30 |
17.272430174999997 |
19.2807 |
¥10.4万 |
+11.59% |
跌破离场 |
| 4 |
2016-03-22 |
2016-04-21 |
16.831858043 |
15.43455 |
¥-8.2万 |
-8.33% |
跌破离场 |
| 5 |
2016-06-15 |
2016-07-28 |
15.840570745999997 |
16.153830000000003 |
¥1.8万 |
+1.95% |
跌破离场 |
| 6 |
2016-08-15 |
2016-09-13 |
17.102209123999994 |
16.69329 |
¥-2.3万 |
-2.42% |
跌破离场 |
| 7 |
2016-10-25 |
2016-12-06 |
17.042131106 |
17.202779999999997 |
¥8,319 |
+0.91% |
跌破离场 |
| 8 |
2017-07-07 |
2017-08-14 |
13.51755405 |
13.53645 |
¥1,012 |
+0.11% |
跌破离场 |
| 9 |
2018-01-18 |
2018-02-02 |
12.155785642 |
11.47851 |
¥-5.1万 |
-5.60% |
跌破离场 |
| 10 |
2018-11-20 |
2018-11-26 |
9.572430867999998 |
8.881110000000001 |
¥-6.2万 |
-7.25% |
跌破离场 |
| 11 |
2019-02-19 |
2019-03-27 |
9.41222282 |
12.76722 |
¥28.8万 |
+35.60% |
跌破离场 |
| 12 |
2019-06-12 |
2019-08-02 |
12.175811647999998 |
12.667319999999998 |
¥4.3万 |
+4.01% |
跌破离场 |
| 13 |
2019-12-18 |
2020-02-03 |
12.215863659999995 |
11.07 |
¥-10.7万 |
-9.41% |
跌破离场 |
| 14 |
2020-06-22 |
2020-07-27 |
11.084394320999998 |
12.92706 |
¥17.0万 |
+16.59% |
跌破离场 |
| 15 |
2020-08-18 |
2020-09-07 |
15.0195045 |
13.72626 |
¥-10.3万 |
-8.64% |
跌破离场 |
| 16 |
2020-10-13 |
2020-10-27 |
14.368659305 |
13.27671 |
¥-8.2万 |
-7.63% |
跌破离场 |
| 17 |
2021-05-26 |
2021-06-16 |
11.294667383999998 |
10.61 |
¥-6.2万 |
-6.09% |
跌破离场 |
| 18 |
2021-07-02 |
2021-07-29 |
10.884134260999998 |
10.64934 |
¥-2.0万 |
-2.19% |
跌破离场 |
| 19 |
2021-08-19 |
2021-09-17 |
11.755265521999998 |
11.788200000000002 |
¥2,325 |
+0.25% |
跌破离场 |
| 20 |
2022-01-14 |
2022-01-26 |
11.565018465 |
11.22876 |
¥-2.7万 |
-2.94% |
跌破离场 |
| 21 |
2022-06-13 |
2022-07-08 |
9.492326843999999 |
9.24075 |
¥-2.4万 |
-2.68% |
跌破离场 |
| 22 |
2022-09-13 |
2022-09-19 |
9.422235823 |
8.841149999999999 |
¥-5.5万 |
-6.20% |
跌破离场 |
| 23 |
2022-11-16 |
2022-12-20 |
9.201949756999998 |
8.85114 |
¥-3.2万 |
-3.84% |
跌破离场 |
| 24 |
2023-01-16 |
2023-02-17 |
9.201949756999998 |
9.290700000000001 |
¥7,496 |
+0.93% |
跌破离场 |
| 25 |
2023-04-18 |
2023-04-24 |
9.892846964 |
9.32067 |
¥-4.7万 |
-5.81% |
跌破离场 |
| 26 |
2023-07-26 |
2023-08-22 |
9.322105792999999 |
9.620370000000001 |
¥2.4万 |
+3.17% |
跌破离场 |
| 27 |
2023-10-18 |
2023-11-28 |
9.452274832 |
9.53046 |
¥6,229 |
+0.80% |
跌破离场 |
| 28 |
2024-03-19 |
2024-03-26 |
8.731338616 |
8.29 |
¥-4.0万 |
-5.08% |
跌破离场 |
| 29 |
2024-04-19 |
2024-05-27 |
8.921585673 |
8.68131 |
¥-2.0万 |
-2.72% |
跌破离场 |
| 30 |
2024-06-04 |
2024-06-20 |
9.181923751 |
8.80119 |
¥-3.1万 |
-4.18% |
跌破离场 |
| 31 |
2024-08-01 |
2024-09-06 |
8.831468646 |
8.7912 |
¥-3,402 |
-0.49% |
跌破离场 |
| 32 |
2024-09-26 |
2024-11-25 |
9.51235285 |
11.29869 |
¥13.0万 |
+18.74% |
跌破离场 |
| 33 |
2025-04-29 |
2025-09-05 |
10.733939216 |
13.91607 |
¥24.4万 |
+29.61% |
跌破离场 |
| 34 |
2026-01-07 |
2026-01-16 |
13.938100175999999 |
13.07691 |
¥-6.6万 |
-6.21% |
跌破离场 |
| 35 |
2026-03-18 |
2026-03-23 |
12.796617833999997 |
11.518469999999999 |
¥-10.1万 |
-10.02% |
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 |
|---|
| 2015-04-08 |
突破买入 |
买入 |
25.475449999999995 |
39200.0 |
¥99.9万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
27.35 |
39200.0 |
¥1.07M |
|
| 2015-05-26 |
突破买入 |
买入 |
33.8338 |
30800.0 |
¥1.04M |
首仓入场 |
| 2015-06-19 |
跌破离场 |
卖出 |
28.29168 |
30800.0 |
¥87.1万 |
|
| 2015-10-20 |
突破买入 |
买入 |
17.267249999999997 |
51900.0 |
¥89.6万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
19.2807 |
51900.0 |
¥1.00M |
|
| 2016-03-22 |
突破买入 |
买入 |
16.82681 |
58600.0 |
¥98.6万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
15.43455 |
58600.0 |
¥90.4万 |
|
| 2016-06-15 |
突破买入 |
买入 |
15.835819999999998 |
56800.0 |
¥90.0万 |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
16.153830000000003 |
56800.0 |
¥91.7万 |
|
| 2016-08-15 |
突破买入 |
买入 |
17.097079999999995 |
55000.0 |
¥94.1万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
16.69329 |
55000.0 |
¥91.8万 |
|
| 2016-10-25 |
突破买入 |
买入 |
17.03702 |
53500.0 |
¥91.2万 |
首仓入场 |
| 2016-12-06 |
跌破离场 |
卖出 |
17.202779999999997 |
53500.0 |
¥92.0万 |
|
| 2017-07-07 |
突破买入 |
买入 |
13.513499999999999 |
68200.0 |
¥92.2万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
13.53645 |
68200.0 |
¥92.3万 |
|
| 2018-01-18 |
突破买入 |
买入 |
12.15214 |
75200.0 |
¥91.4万 |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
11.47851 |
75200.0 |
¥86.3万 |
|
| 2018-11-20 |
突破买入 |
买入 |
9.56956 |
89800.0 |
¥86.0万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
8.881110000000001 |
89800.0 |
¥79.7万 |
|
| 2019-02-19 |
突破买入 |
买入 |
9.4094 |
85800.0 |
¥80.8万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
12.76722 |
85800.0 |
¥1.10M |
|
| 2019-06-12 |
突破买入 |
买入 |
12.17216 |
88600.0 |
¥1.08M |
首仓入场 |
| 2019-08-02 |
跌破离场 |
卖出 |
12.667319999999998 |
88600.0 |
¥1.12M |
|
| 2019-12-18 |
突破买入 |
买入 |
12.212199999999996 |
92900.0 |
¥1.13M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
11.07 |
92900.0 |
¥1.03M |
|
| 2020-06-22 |
突破买入 |
买入 |
11.081069999999999 |
92200.0 |
¥1.02M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
12.92706 |
92200.0 |
¥1.19M |
|
| 2020-08-18 |
突破买入 |
买入 |
15.015 |
79700.0 |
¥1.20M |
首仓入场 |
| 2020-09-07 |
跌破离场 |
卖出 |
13.72626 |
79700.0 |
¥1.09M |
|
| 2020-10-13 |
突破买入 |
买入 |
14.36435 |
74500.0 |
¥1.07M |
首仓入场 |
| 2020-10-27 |
跌破离场 |
卖出 |
13.27671 |
74500.0 |
¥98.9万 |
|
| 2021-05-26 |
突破买入 |
买入 |
11.291279999999999 |
90300.0 |
¥1.02M |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
10.61 |
90300.0 |
¥95.8万 |
|
| 2021-07-02 |
突破买入 |
买入 |
10.880869999999998 |
85200.0 |
¥92.7万 |
首仓入场 |
| 2021-07-29 |
跌破离场 |
卖出 |
10.64934 |
85200.0 |
¥90.7万 |
|
| 2021-08-19 |
突破买入 |
买入 |
11.751739999999998 |
79100.0 |
¥93.0万 |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
11.788200000000002 |
79100.0 |
¥93.2万 |
|
| 2022-01-14 |
突破买入 |
买入 |
11.561549999999999 |
80600.0 |
¥93.2万 |
首仓入场 |
| 2022-01-26 |
跌破离场 |
卖出 |
11.22876 |
80600.0 |
¥90.5万 |
|
| 2022-06-13 |
突破买入 |
买入 |
9.489479999999999 |
95000.0 |
¥90.2万 |
首仓入场 |
| 2022-07-08 |
跌破离场 |
卖出 |
9.24075 |
95000.0 |
¥87.8万 |
|
| 2022-09-13 |
突破买入 |
买入 |
9.41941 |
94300.0 |
¥88.9万 |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
8.841149999999999 |
94300.0 |
¥83.3万 |
|
| 2022-11-16 |
突破买入 |
买入 |
9.199189999999998 |
90300.0 |
¥83.1万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
8.85114 |
90300.0 |
¥79.9万 |
|
| 2023-01-16 |
突破买入 |
买入 |
9.199189999999998 |
87200.0 |
¥80.2万 |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
9.290700000000001 |
87200.0 |
¥81.0万 |
|
| 2023-04-18 |
突破买入 |
买入 |
9.88988 |
82000.0 |
¥81.1万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
9.32067 |
82000.0 |
¥76.4万 |
|
| 2023-07-26 |
突破买入 |
买入 |
9.31931 |
81700.0 |
¥76.2万 |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
9.620370000000001 |
81700.0 |
¥78.6万 |
|
| 2023-10-18 |
突破买入 |
买入 |
9.44944 |
82700.0 |
¥78.2万 |
首仓入场 |
| 2023-11-28 |
跌破离场 |
卖出 |
9.53046 |
82700.0 |
¥78.8万 |
|
| 2024-03-19 |
突破买入 |
买入 |
8.72872 |
90500.0 |
¥79.0万 |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
8.29 |
90500.0 |
¥75.0万 |
|
| 2024-04-19 |
突破买入 |
买入 |
8.918909999999999 |
83400.0 |
¥74.4万 |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
8.68131 |
83400.0 |
¥72.4万 |
|
| 2024-06-04 |
突破买入 |
买入 |
9.17917 |
79700.0 |
¥73.2万 |
首仓入场 |
| 2024-06-20 |
跌破离场 |
卖出 |
8.80119 |
79700.0 |
¥70.1万 |
|
| 2024-08-01 |
突破买入 |
买入 |
8.828819999999999 |
79300.0 |
¥70.0万 |
首仓入场 |
| 2024-09-06 |
跌破离场 |
卖出 |
8.7912 |
79300.0 |
¥69.7万 |
|
| 2024-09-26 |
突破买入 |
买入 |
9.5095 |
72700.0 |
¥69.2万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
11.29869 |
72700.0 |
¥82.1万 |
|
| 2025-04-29 |
突破买入 |
买入 |
10.73072 |
76700.0 |
¥82.3万 |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
13.91607 |
76700.0 |
¥1.07M |
|
| 2026-01-07 |
突破买入 |
买入 |
13.933919999999999 |
76700.0 |
¥1.07M |
首仓入场 |
| 2026-01-16 |
跌破离场 |
卖出 |
13.07691 |
76700.0 |
¥1.00M |
|
| 2026-03-18 |
突破买入 |
买入 |
12.792779999999999 |
78700.0 |
¥1.01M |
首仓入场 |
| 2026-03-23 |
跌破离场 |
卖出 |
11.518469999999999 |
78700.0 |
¥90.6万 |
|