002920 德赛西威 — 海龟交易法则 回测明细
数据区间: 2017-12-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥3.83M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +283.11%）
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 27 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 |
2018-11-19 |
2018-12-17 |
20.376461104999997 |
18.86112 |
¥-7.4万 |
-7.46% |
跌破离场 |
| 2 |
2019-01-17 |
2019-04-23 |
20.937189272999998 |
28.941029999999998 |
¥35.2万 |
+38.19% |
跌破离场 |
| 3 |
2019-07-31 |
2019-08-08 |
26.544470953000005 |
24.3756 |
¥-10.3万 |
-8.20% |
跌破离场 |
| 4 |
2019-09-10 |
2019-09-26 |
26.938079000000002 |
25.164810000000003 |
¥-7.7万 |
-6.61% |
跌破离场 |
| 5 |
2019-11-05 |
2019-11-25 |
26.123924826999996 |
24.625349999999997 |
¥-6.3万 |
-5.76% |
跌破离场 |
| 6 |
2019-12-05 |
2020-02-04 |
27.155264136 |
31.25 |
¥15.4万 |
+15.04% |
跌破离场 |
| 7 |
2020-02-25 |
2020-03-17 |
41.433806413999996 |
36.913050000000005 |
¥-12.7万 |
-10.94% |
跌破离场 |
| 8 |
2020-04-23 |
2020-08-05 |
36.44733091999999 |
68.94099 |
¥94.5万 |
+89.10% |
跌破离场 |
| 9 |
2020-11-16 |
2021-02-22 |
76.0988228 |
103.3965 |
¥69.8万 |
+35.83% |
跌破离场 |
| 10 |
2021-04-06 |
2021-05-12 |
92.27983564799999 |
97.44246000000001 |
¥15.0万 |
+5.56% |
跌破离场 |
| 11 |
2021-05-21 |
2021-06-04 |
108.94147264 |
105.77412000000001 |
¥-8.3万 |
-2.94% |
跌破离场 |
| 12 |
2021-07-02 |
2021-07-16 |
112.14563360000001 |
102.47742 |
¥-23.6万 |
-8.65% |
跌破离场 |
| 13 |
2021-10-18 |
2022-01-05 |
94.662930362 |
132.44742000000002 |
¥1.01M |
+39.87% |
跌破离场 |
| 14 |
2022-05-12 |
2022-08-11 |
125.16253749999998 |
167.832 |
¥1.19M |
+34.05% |
跌破离场 |
| 15 |
2023-01-31 |
2023-02-17 |
131.120274285 |
118.34154 |
¥-45.6万 |
-9.77% |
跌破离场 |
| 16 |
2023-06-01 |
2023-08-15 |
112.78646579199997 |
148.60125 |
¥1.34M |
+31.71% |
跌破离场 |
| 17 |
2023-11-16 |
2023-12-06 |
135.83639869799995 |
124.53533999999999 |
¥-46.6万 |
-8.35% |
跌破离场 |
| 18 |
2024-02-28 |
2024-04-22 |
108.010263361 |
116.0838 |
¥38.2万 |
+7.44% |
跌破离场 |
| 19 |
2024-07-15 |
2024-07-25 |
106.13783179999999 |
88.911 |
¥-89.2万 |
-16.26% |
跌破离场 |
| 20 |
2024-10-09 |
2024-11-27 |
129.30792074199994 |
119.88 |
¥-33.2万 |
-7.32% |
跌破离场 |
| 21 |
2025-02-10 |
2025-03-03 |
133.720104 |
123.89598 |
¥-31.7万 |
-7.37% |
跌破离场 |
| 22 |
2025-05-30 |
2025-06-10 |
115.0345 |
100.0998 |
¥-51.5万 |
-13.01% |
跌破离场 |
| 23 |
2025-08-13 |
2025-10-20 |
113.126907894 |
126.18369 |
¥39.6万 |
+11.51% |
跌破离场 |
| 24 |
2025-12-17 |
2026-01-23 |
115.06943047599998 |
129.00087 |
¥46.7万 |
+12.07% |
跌破离场 |
| 25 |
2026-04-24 |
2026-04-29 |
108.64108255 |
102.02 |
¥-26.3万 |
-6.12% |
跌破离场 |
| 26 |
2026-08-03 |
2026-08-19 |
92.570212735 |
88.29162 |
¥-18.9万 |
-4.65% |
跌破离场 |
| 27 |
2026-11-11 |
2026-11-13 |
83.21806793299999 |
81.99 |
¥-5.8万 |
-1.51% |
强平 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-11-19 |
突破买入 |
买入 |
20.37035 |
48900.0 |
¥99.6万 |
首仓入场 |
| 2018-12-17 |
跌破离场 |
卖出 |
18.86112 |
48900.0 |
¥92.2万 |
|
| 2019-01-17 |
突破买入 |
买入 |
20.930909999999997 |
44000.0 |
¥92.1万 |
首仓入场 |
| 2019-04-23 |
跌破离场 |
卖出 |
28.941029999999998 |
44000.0 |
¥1.27M |
|
| 2019-07-31 |
突破买入 |
买入 |
26.536510000000003 |
47500.0 |
¥1.26M |
首仓入场 |
| 2019-08-08 |
跌破离场 |
卖出 |
24.3756 |
47500.0 |
¥1.16M |
|
| 2019-09-10 |
突破买入 |
买入 |
26.93 |
43300.0 |
¥1.17M |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
25.164810000000003 |
43300.0 |
¥1.09M |
|
| 2019-11-05 |
突破买入 |
买入 |
26.11609 |
41800.0 |
¥1.09M |
首仓入场 |
| 2019-11-25 |
跌破离场 |
卖出 |
24.625349999999997 |
41800.0 |
¥1.03M |
|
| 2019-12-05 |
突破买入 |
买入 |
27.147119999999997 |
37800.0 |
¥1.03M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
31.25 |
37800.0 |
¥1.18M |
|
| 2020-02-25 |
突破买入 |
买入 |
41.42138 |
28100.0 |
¥1.16M |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
36.913050000000005 |
28100.0 |
¥1.04M |
|
| 2020-04-23 |
突破买入 |
买入 |
36.43639999999999 |
29100.0 |
¥1.06M |
首仓入场 |
| 2020-08-05 |
跌破离场 |
卖出 |
68.94099 |
29100.0 |
¥2.01M |
|
| 2020-11-16 |
突破买入 |
买入 |
76.076 |
25600.0 |
¥1.95M |
首仓入场 |
| 2021-02-22 |
跌破离场 |
卖出 |
103.3965 |
25600.0 |
¥2.65M |
|
| 2021-04-06 |
突破买入 |
买入 |
92.25215999999999 |
29200.0 |
¥2.69M |
首仓入场 |
| 2021-05-12 |
跌破离场 |
卖出 |
97.44246000000001 |
29200.0 |
¥2.84M |
|
| 2021-05-21 |
突破买入 |
买入 |
108.9088 |
26000.0 |
¥2.83M |
首仓入场 |
| 2021-06-04 |
跌破离场 |
卖出 |
105.77412000000001 |
26000.0 |
¥2.75M |
|
| 2021-07-02 |
突破买入 |
买入 |
112.11200000000001 |
24300.0 |
¥2.73M |
首仓入场 |
| 2021-07-16 |
跌破离场 |
卖出 |
102.47742 |
24300.0 |
¥2.49M |
|
| 2021-10-18 |
突破买入 |
买入 |
94.63454 |
26700.0 |
¥2.53M |
首仓入场 |
| 2022-01-05 |
跌破离场 |
卖出 |
132.44742000000002 |
26700.0 |
¥3.54M |
|
| 2022-05-12 |
突破买入 |
买入 |
125.12499999999999 |
27900.0 |
¥3.49M |
首仓入场 |
| 2022-08-11 |
跌破离场 |
卖出 |
167.832 |
27900.0 |
¥4.68M |
|
| 2023-01-31 |
突破买入 |
买入 |
131.08094999999997 |
35600.0 |
¥4.67M |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
118.34154 |
35600.0 |
¥4.21M |
|
| 2023-06-01 |
突破买入 |
买入 |
112.75263999999997 |
37500.0 |
¥4.23M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
148.60125 |
37500.0 |
¥5.57M |
|
| 2023-11-16 |
突破买入 |
买入 |
135.79565999999997 |
41100.0 |
¥5.58M |
首仓入场 |
| 2023-12-06 |
跌破离场 |
卖出 |
124.53533999999999 |
41100.0 |
¥5.12M |
|
| 2024-02-28 |
突破买入 |
买入 |
107.97787000000001 |
47500.0 |
¥5.13M |
首仓入场 |
| 2024-04-22 |
跌破离场 |
卖出 |
116.0838 |
47500.0 |
¥5.51M |
|
| 2024-07-15 |
突破买入 |
买入 |
106.10599999999998 |
51700.0 |
¥5.49M |
首仓入场 |
| 2024-07-25 |
跌破离场 |
卖出 |
88.911 |
51700.0 |
¥4.60M |
|
| 2024-10-09 |
突破买入 |
买入 |
129.26913999999996 |
35100.0 |
¥4.54M |
首仓入场 |
| 2024-11-27 |
跌破离场 |
卖出 |
119.88 |
35100.0 |
¥4.21M |
|
| 2025-02-10 |
突破买入 |
买入 |
133.68 |
32100.0 |
¥4.29M |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
123.89598 |
32100.0 |
¥3.98M |
|
| 2025-05-30 |
突破买入 |
买入 |
115.0 |
34400.0 |
¥3.96M |
首仓入场 |
| 2025-06-10 |
跌破离场 |
卖出 |
100.0998 |
34400.0 |
¥3.44M |
|
| 2025-08-13 |
突破买入 |
买入 |
113.09298 |
30400.0 |
¥3.44M |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
126.18369 |
30400.0 |
¥3.83M |
|
| 2025-12-17 |
突破买入 |
买入 |
115.03491999999999 |
33600.0 |
¥3.87M |
首仓入场 |
| 2026-01-23 |
跌破离场 |
卖出 |
129.00087 |
33600.0 |
¥4.33M |
|
| 2026-04-24 |
突破买入 |
买入 |
108.6085 |
39500.0 |
¥4.29M |
首仓入场 |
| 2026-04-29 |
跌破离场 |
卖出 |
102.02 |
39500.0 |
¥4.03M |
|
| 2026-08-03 |
突破买入 |
买入 |
92.54244999999999 |
43900.0 |
¥4.06M |
首仓入场 |
| 2026-08-19 |
跌破离场 |
卖出 |
88.29162 |
43900.0 |
¥3.87M |
|
| 2026-11-11 |
突破买入 |
买入 |
83.19310999999999 |
46600.0 |
¥3.88M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
81.99 |
46600 |
¥3.82M |
回测结束强平 |