002916 深南电路 — 海龟交易法则 回测明细
数据区间: 2017-12-13 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.74M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +173.58%）
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 29 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 |
2018-04-04 |
2018-04-24 |
86.906064 |
70.929 |
¥-18.4万 |
-18.41% |
跌破离场 |
| 2 |
2018-07-19 |
2018-07-31 |
68.258641451 |
65.7342 |
¥-3.0万 |
-3.73% |
跌破离场 |
| 3 |
2018-08-24 |
2018-10-09 |
72.243816645 |
69.05088 |
¥-3.5万 |
-4.45% |
跌破离场 |
| 4 |
2018-11-14 |
2018-12-07 |
80.12405000599999 |
74.98494000000001 |
¥-4.7万 |
-6.44% |
跌破离场 |
| 5 |
2019-01-21 |
2019-03-27 |
91.11832729999999 |
114.3855 |
¥17.7万 |
+25.50% |
跌破离场 |
| 6 |
2019-06-24 |
2019-10-09 |
90.11702699999998 |
140.00985 |
¥48.4万 |
+55.32% |
跌破离场 |
| 7 |
2019-11-15 |
2019-11-26 |
163.98295013099997 |
144.4554 |
¥-16.2万 |
-11.93% |
跌破离场 |
| 8 |
2020-01-15 |
2020-03-24 |
170.841857186 |
196.88292 |
¥17.9万 |
+15.21% |
跌破离场 |
| 9 |
2020-04-21 |
2020-05-14 |
234.30427020000002 |
178.1217 |
¥-32.6万 |
-24.00% |
跌破离场 |
| 10 |
2020-06-29 |
2020-07-17 |
166.03979700000002 |
162.49734 |
¥-2.2万 |
-2.16% |
跌破离场 |
| 11 |
2020-12-17 |
2020-12-29 |
117.15213509999998 |
102.35754 |
¥-13.0万 |
-12.65% |
跌破离场 |
| 12 |
2021-01-06 |
2021-01-25 |
123.36019695999998 |
124.3755 |
¥7,139 |
+0.79% |
跌破离场 |
| 13 |
2021-05-28 |
2021-08-09 |
86.11182579999998 |
106.52337 |
¥21.2万 |
+23.67% |
跌破离场 |
| 14 |
2021-11-03 |
2021-11-29 |
106.81871600400001 |
107.27261999999997 |
¥4,344 |
+0.39% |
跌破离场 |
| 15 |
2021-12-24 |
2022-03-08 |
117.1521351 |
105.81408 |
¥-10.9万 |
-9.71% |
跌破离场 |
| 16 |
2022-11-07 |
2022-12-20 |
78.60207354999999 |
73.37655000000001 |
¥-6.8万 |
-6.68% |
跌破离场 |
| 17 |
2023-01-18 |
2023-02-27 |
76.19895283 |
80.7192 |
¥5.5万 |
+5.90% |
跌破离场 |
| 18 |
2023-03-21 |
2023-04-14 |
86.17190381799999 |
88.57133999999999 |
¥2.7万 |
+2.75% |
跌破离场 |
| 19 |
2023-06-14 |
2023-06-29 |
79.31299676299999 |
73.88604 |
¥-7.0万 |
-6.87% |
跌破离场 |
| 20 |
2023-10-16 |
2023-10-23 |
69.920799949 |
64.15578 |
¥-7.9万 |
-8.27% |
跌破离场 |
| 21 |
2023-11-07 |
2023-11-27 |
74.59687234999998 |
72.79713000000001 |
¥-2.1万 |
-2.44% |
跌破离场 |
| 22 |
2024-02-26 |
2024-04-22 |
64.71941 |
81.31860000000002 |
¥21.7万 |
+25.61% |
跌破离场 |
| 23 |
2024-06-14 |
2024-07-25 |
103.1339309 |
109.89 |
¥7.0万 |
+6.52% |
跌破离场 |
| 24 |
2024-10-09 |
2024-11-04 |
120.15603600000001 |
101.78811 |
¥-17.1万 |
-15.31% |
跌破离场 |
| 25 |
2024-12-18 |
2025-03-03 |
109.21182372099999 |
130.3695 |
¥18.6万 |
+19.34% |
跌破离场 |
| 26 |
2025-05-09 |
2025-05-28 |
118.31364344799997 |
105.66422999999999 |
¥-12.3万 |
-10.72% |
跌破离场 |
| 27 |
2025-07-04 |
2025-11-17 |
113.59751903499999 |
201.798 |
¥80.2万 |
+77.59% |
跌破离场 |
| 28 |
2025-12-18 |
2026-03-24 |
222.28866659999997 |
236.57319 |
¥11.7万 |
+6.39% |
跌破离场 |
| 29 |
2026-04-15 |
2026-07-14 |
285.08549999999997 |
399.6 |
¥77.8万 |
+40.13% |
跌破离场 |
逐笔成交记录（共 58 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-04-04 |
突破买入 |
买入 |
86.88 |
11500.0 |
¥99.9万 |
首仓入场 |
| 2018-04-24 |
跌破离场 |
卖出 |
70.929 |
11500.0 |
¥81.5万 |
|
| 2018-07-19 |
突破买入 |
买入 |
68.23817 |
11900.0 |
¥81.2万 |
首仓入场 |
| 2018-07-31 |
跌破离场 |
卖出 |
65.7342 |
11900.0 |
¥78.2万 |
|
| 2018-08-24 |
突破买入 |
买入 |
72.22215 |
10800.0 |
¥78.0万 |
首仓入场 |
| 2018-10-09 |
跌破离场 |
卖出 |
69.05088 |
10800.0 |
¥74.6万 |
|
| 2018-11-14 |
突破买入 |
买入 |
80.10001999999999 |
9200.0 |
¥73.7万 |
首仓入场 |
| 2018-12-07 |
跌破离场 |
卖出 |
74.98494000000001 |
9200.0 |
¥69.0万 |
|
| 2019-01-21 |
突破买入 |
买入 |
91.091 |
7600.0 |
¥69.2万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
114.3855 |
7600.0 |
¥86.9万 |
|
| 2019-06-24 |
突破买入 |
买入 |
90.08999999999999 |
9700.0 |
¥87.4万 |
首仓入场 |
| 2019-10-09 |
跌破离场 |
卖出 |
140.00985 |
9700.0 |
¥1.36M |
|
| 2019-11-15 |
突破买入 |
买入 |
163.93376999999998 |
8300.0 |
¥1.36M |
首仓入场 |
| 2019-11-26 |
跌破离场 |
卖出 |
144.4554 |
8300.0 |
¥1.20M |
|
| 2020-01-15 |
突破买入 |
买入 |
170.79062 |
6900.0 |
¥1.18M |
首仓入场 |
| 2020-03-24 |
跌破离场 |
卖出 |
196.88292 |
6900.0 |
¥1.36M |
|
| 2020-04-21 |
突破买入 |
买入 |
234.23399999999998 |
5800.0 |
¥1.36M |
首仓入场 |
| 2020-05-14 |
跌破离场 |
卖出 |
178.1217 |
5800.0 |
¥1.03M |
|
| 2020-06-29 |
突破买入 |
买入 |
165.99 |
6200.0 |
¥1.03M |
首仓入场 |
| 2020-07-17 |
跌破离场 |
卖出 |
162.49734 |
6200.0 |
¥1.01M |
|
| 2020-12-17 |
突破买入 |
买入 |
117.11699999999999 |
8800.0 |
¥1.03M |
首仓入场 |
| 2020-12-29 |
跌破离场 |
卖出 |
102.35754 |
8800.0 |
¥90.0万 |
|
| 2021-01-06 |
突破买入 |
买入 |
123.32319999999999 |
7300.0 |
¥90.1万 |
首仓入场 |
| 2021-01-25 |
跌破离场 |
卖出 |
124.3755 |
7300.0 |
¥90.8万 |
|
| 2021-05-28 |
突破买入 |
买入 |
86.08599999999998 |
10400.0 |
¥89.6万 |
首仓入场 |
| 2021-08-09 |
跌破离场 |
卖出 |
106.52337 |
10400.0 |
¥1.11M |
|
| 2021-11-03 |
突破买入 |
买入 |
106.78668 |
10300.0 |
¥1.10M |
首仓入场 |
| 2021-11-29 |
跌破离场 |
卖出 |
107.27261999999997 |
10300.0 |
¥1.10M |
|
| 2021-12-24 |
突破买入 |
买入 |
117.11699999999999 |
9600.0 |
¥1.12M |
首仓入场 |
| 2022-03-08 |
跌破离场 |
卖出 |
105.81408 |
9600.0 |
¥1.02M |
|
| 2022-11-07 |
突破买入 |
买入 |
78.57849999999999 |
12900.0 |
¥1.01M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
73.37655000000001 |
12900.0 |
¥94.6万 |
|
| 2023-01-18 |
突破买入 |
买入 |
76.17609999999999 |
12300.0 |
¥93.7万 |
首仓入场 |
| 2023-02-27 |
跌破离场 |
卖出 |
80.7192 |
12300.0 |
¥99.3万 |
|
| 2023-03-21 |
突破买入 |
买入 |
86.14605999999999 |
11500.0 |
¥99.1万 |
首仓入场 |
| 2023-04-14 |
跌破离场 |
卖出 |
88.57133999999999 |
11500.0 |
¥1.02M |
|
| 2023-06-14 |
突破买入 |
买入 |
79.28920999999998 |
12800.0 |
¥1.02M |
首仓入场 |
| 2023-06-29 |
跌破离场 |
卖出 |
73.88604 |
12800.0 |
¥94.5万 |
|
| 2023-10-16 |
突破买入 |
买入 |
69.89983 |
13700.0 |
¥95.8万 |
首仓入场 |
| 2023-10-23 |
跌破离场 |
卖出 |
64.15578 |
13700.0 |
¥87.9万 |
|
| 2023-11-07 |
突破买入 |
买入 |
74.57449999999999 |
11700.0 |
¥87.3万 |
首仓入场 |
| 2023-11-27 |
跌破离场 |
卖出 |
72.79713000000001 |
11700.0 |
¥85.1万 |
|
| 2024-02-26 |
突破买入 |
买入 |
64.7 |
13100.0 |
¥84.8万 |
首仓入场 |
| 2024-04-22 |
跌破离场 |
卖出 |
81.31860000000002 |
13100.0 |
¥1.06M |
|
| 2024-06-14 |
突破买入 |
买入 |
103.103 |
10400.0 |
¥1.07M |
首仓入场 |
| 2024-07-25 |
跌破离场 |
卖出 |
109.89 |
10400.0 |
¥1.14M |
|
| 2024-10-09 |
突破买入 |
买入 |
120.12 |
9300.0 |
¥1.12M |
首仓入场 |
| 2024-11-04 |
跌破离场 |
卖出 |
101.78811 |
9300.0 |
¥94.6万 |
|
| 2024-12-18 |
突破买入 |
买入 |
109.17906999999998 |
8800.0 |
¥96.1万 |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
130.3695 |
8800.0 |
¥1.15M |
|
| 2025-05-09 |
突破买入 |
买入 |
118.27815999999997 |
9700.0 |
¥1.15M |
首仓入场 |
| 2025-05-28 |
跌破离场 |
卖出 |
105.66422999999999 |
9700.0 |
¥1.02M |
|
| 2025-07-04 |
突破买入 |
买入 |
113.56344999999999 |
9100.0 |
¥1.03M |
首仓入场 |
| 2025-11-17 |
跌破离场 |
卖出 |
201.798 |
9100.0 |
¥1.84M |
|
| 2025-12-18 |
突破买入 |
买入 |
222.22199999999998 |
8200.0 |
¥1.82M |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
236.57319 |
8200.0 |
¥1.94M |
|
| 2026-04-15 |
突破买入 |
买入 |
285.0 |
6800.0 |
¥1.94M |
首仓入场 |
| 2026-07-14 |
跌破离场 |
卖出 |
399.6 |
6800.0 |
¥2.72M |
|