300033 同花顺 — 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: ¥7.32M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +632.44%）
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 31 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 |
2015-02-13 |
2015-04-27 |
78.612086553 |
97.4025 |
¥23.6万 |
+23.87% |
跌破离场 |
| 2 |
2015-10-14 |
2015-11-19 |
52.43809671099999 |
79.93997999999999 |
¥64.6万 |
+52.40% |
跌破离场 |
| 3 |
2016-02-17 |
2016-02-26 |
71.47281541399998 |
58.75119 |
¥-32.9万 |
-17.82% |
跌破离场 |
| 4 |
2016-03-22 |
2016-07-28 |
68.08842039999999 |
72.09783 |
¥8.7万 |
+5.86% |
跌破离场 |
| 5 |
2016-10-25 |
2016-12-13 |
68.398823493 |
68.17175999999999 |
¥-5,841 |
-0.36% |
跌破离场 |
| 6 |
2017-08-17 |
2017-10-18 |
56.973987069999986 |
59.52042 |
¥7.2万 |
+4.44% |
跌破离场 |
| 7 |
2018-01-12 |
2018-02-07 |
53.06891589999999 |
52.26768 |
¥-2.6万 |
-1.54% |
跌破离场 |
| 8 |
2018-07-25 |
2018-09-11 |
39.92184296099999 |
33.81615 |
¥-24.9万 |
-15.32% |
跌破离场 |
| 9 |
2018-10-26 |
2018-12-19 |
37.158254133 |
39.94002 |
¥10.6万 |
+7.45% |
跌破离场 |
| 10 |
2019-02-12 |
2019-04-29 |
46.340177884 |
94.89501 |
¥1.61M |
+104.72% |
跌破离场 |
| 11 |
2019-09-04 |
2019-09-26 |
100.00987396399998 |
103.75614 |
¥11.6万 |
+3.71% |
跌破离场 |
| 12 |
2019-12-12 |
2020-02-04 |
100.13003 |
91.0 |
¥-29.7万 |
-9.15% |
跌破离场 |
| 13 |
2020-02-18 |
2020-03-10 |
125.16253749999998 |
121.87799999999999 |
¥-7.7万 |
-2.65% |
跌破离场 |
| 14 |
2020-06-23 |
2020-07-27 |
127.18516410599999 |
140.94891 |
¥30.6万 |
+10.79% |
跌破离场 |
| 15 |
2020-08-26 |
2020-09-10 |
156.71350995299997 |
152.847 |
¥-7.9万 |
-2.50% |
跌破离场 |
| 16 |
2020-10-13 |
2020-10-27 |
166.21584979999997 |
139.37049 |
¥-49.2万 |
-16.18% |
跌破离场 |
| 17 |
2021-02-03 |
2021-02-26 |
147.09101407 |
135.24462 |
¥-21.0万 |
-8.08% |
跌破离场 |
| 18 |
2021-08-19 |
2021-09-28 |
118.76422858299998 |
127.3725 |
¥17.0万 |
+7.22% |
跌破离场 |
| 19 |
2021-11-25 |
2022-01-07 |
122.15863659999998 |
135.85401000000002 |
¥28.7万 |
+11.18% |
跌破离场 |
| 20 |
2022-06-07 |
2022-07-06 |
87.79401030400001 |
92.907 |
¥16.5万 |
+5.79% |
跌破离场 |
| 21 |
2022-10-28 |
2022-12-20 |
86.445926 |
98.4015 |
¥41.0万 |
+13.80% |
跌破离场 |
| 22 |
2023-01-10 |
2023-02-20 |
106.93887203999998 |
117.75213000000001 |
¥34.4万 |
+10.08% |
跌破离场 |
| 23 |
2023-03-24 |
2023-04-25 |
166.21584979999997 |
189.0 |
¥50.9万 |
+13.67% |
跌破离场 |
| 24 |
2023-06-20 |
2023-07-13 |
210.68359612299997 |
160.09974 |
¥-1.03M |
-24.03% |
跌破离场 |
| 25 |
2023-12-12 |
2023-12-25 |
164.2132492 |
148.02 |
¥-32.0万 |
-9.89% |
跌破离场 |
| 26 |
2024-08-01 |
2024-08-23 |
105.13653149999998 |
95.50439999999999 |
¥-26.5万 |
-9.19% |
跌破离场 |
| 27 |
2024-09-26 |
2024-12-17 |
117.35239515999999 |
298.03166999999996 |
¥4.03M |
+153.89% |
跌破离场 |
| 28 |
2025-06-26 |
2025-09-04 |
287.03274399800006 |
371.83779 |
¥1.95M |
+29.51% |
跌破离场 |
| 29 |
2026-01-07 |
2026-01-27 |
365.06407637699994 |
354.1455 |
¥-25.5万 |
-3.02% |
跌破离场 |
| 30 |
2026-06-24 |
2026-07-09 |
246.56018587199995 |
226.00377 |
¥-69.1万 |
-8.36% |
跌破离场 |
| 31 |
2026-10-26 |
2026-11-13 |
209.07150263999995 |
198.28 |
¥-39.0万 |
-5.19% |
强平 |
逐笔成交记录（共 62 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-13 |
突破买入 |
买入 |
78.58851 |
12600.0 |
¥99.1万 |
首仓入场 |
| 2015-04-27 |
跌破离场 |
卖出 |
97.4025 |
12600.0 |
¥1.23M |
|
| 2015-10-14 |
突破买入 |
买入 |
52.422369999999994 |
23500.0 |
¥1.23M |
首仓入场 |
| 2015-11-19 |
跌破离场 |
卖出 |
79.93997999999999 |
23500.0 |
¥1.88M |
|
| 2016-02-17 |
突破买入 |
买入 |
71.45137999999999 |
25800.0 |
¥1.84M |
首仓入场 |
| 2016-02-26 |
跌破离场 |
卖出 |
58.75119 |
25800.0 |
¥1.52M |
|
| 2016-03-22 |
突破买入 |
买入 |
68.068 |
21800.0 |
¥1.48M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
72.09783 |
21800.0 |
¥1.57M |
|
| 2016-10-25 |
突破买入 |
买入 |
68.37831 |
23600.0 |
¥1.61M |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
68.17175999999999 |
23600.0 |
¥1.61M |
|
| 2017-08-17 |
突破买入 |
买入 |
56.95689999999999 |
28500.0 |
¥1.62M |
首仓入场 |
| 2017-10-18 |
跌破离场 |
卖出 |
59.52042 |
28500.0 |
¥1.70M |
|
| 2018-01-12 |
突破买入 |
买入 |
53.053 |
31700.0 |
¥1.68M |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
52.26768 |
31700.0 |
¥1.66M |
|
| 2018-07-25 |
突破买入 |
买入 |
39.90986999999999 |
40700.0 |
¥1.62M |
首仓入场 |
| 2018-09-11 |
跌破离场 |
卖出 |
33.81615 |
40700.0 |
¥1.38M |
|
| 2018-10-26 |
突破买入 |
买入 |
37.14711 |
38300.0 |
¥1.42M |
首仓入场 |
| 2018-12-19 |
跌破离场 |
卖出 |
39.94002 |
38300.0 |
¥1.53M |
|
| 2019-02-12 |
突破买入 |
买入 |
46.32628 |
33100.0 |
¥1.53M |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
94.89501 |
33100.0 |
¥3.14M |
|
| 2019-09-04 |
突破买入 |
买入 |
99.97987999999998 |
31100.0 |
¥3.11M |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
103.75614 |
31100.0 |
¥3.23M |
|
| 2019-12-12 |
突破买入 |
买入 |
100.1 |
32400.0 |
¥3.24M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
91.0 |
32400.0 |
¥2.95M |
|
| 2020-02-18 |
突破买入 |
买入 |
125.12499999999999 |
23100.0 |
¥2.89M |
首仓入场 |
| 2020-03-10 |
跌破离场 |
卖出 |
121.87799999999999 |
23100.0 |
¥2.81M |
|
| 2020-06-23 |
突破买入 |
买入 |
127.14701999999998 |
22300.0 |
¥2.84M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
140.94891 |
22300.0 |
¥3.14M |
|
| 2020-08-26 |
突破买入 |
买入 |
156.66650999999996 |
20300.0 |
¥3.18M |
首仓入场 |
| 2020-09-10 |
跌破离场 |
卖出 |
152.847 |
20300.0 |
¥3.10M |
|
| 2020-10-13 |
突破买入 |
买入 |
166.16599999999997 |
18300.0 |
¥3.04M |
首仓入场 |
| 2020-10-27 |
跌破离场 |
卖出 |
139.37049 |
18300.0 |
¥2.55M |
|
| 2021-02-03 |
突破买入 |
买入 |
147.0469 |
17700.0 |
¥2.60M |
首仓入场 |
| 2021-02-26 |
跌破离场 |
卖出 |
135.24462 |
17700.0 |
¥2.39M |
|
| 2021-08-19 |
突破买入 |
买入 |
118.72860999999999 |
19800.0 |
¥2.35M |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
127.3725 |
19800.0 |
¥2.52M |
|
| 2021-11-25 |
突破买入 |
买入 |
122.12199999999997 |
21000.0 |
¥2.57M |
首仓入场 |
| 2022-01-07 |
跌破离场 |
卖出 |
135.85401000000002 |
21000.0 |
¥2.85M |
|
| 2022-06-07 |
突破买入 |
买入 |
87.76768 |
32400.0 |
¥2.84M |
首仓入场 |
| 2022-07-06 |
跌破离场 |
卖出 |
92.907 |
32400.0 |
¥3.01M |
|
| 2022-10-28 |
突破买入 |
买入 |
86.42 |
34400.0 |
¥2.97M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
98.4015 |
34400.0 |
¥3.38M |
|
| 2023-01-10 |
突破买入 |
买入 |
106.90679999999999 |
31900.0 |
¥3.41M |
首仓入场 |
| 2023-02-20 |
跌破离场 |
卖出 |
117.75213000000001 |
31900.0 |
¥3.76M |
|
| 2023-03-24 |
突破买入 |
买入 |
166.16599999999997 |
22400.0 |
¥3.72M |
首仓入场 |
| 2023-04-25 |
跌破离场 |
卖出 |
189.0 |
22400.0 |
¥4.23M |
|
| 2023-06-20 |
突破买入 |
买入 |
210.62040999999994 |
20300.0 |
¥4.28M |
首仓入场 |
| 2023-07-13 |
跌破离场 |
卖出 |
160.09974 |
20300.0 |
¥3.25M |
|
| 2023-12-12 |
突破买入 |
买入 |
164.164 |
19700.0 |
¥3.24M |
首仓入场 |
| 2023-12-25 |
跌破离场 |
卖出 |
148.02 |
19700.0 |
¥2.92M |
|
| 2024-08-01 |
突破买入 |
买入 |
105.10499999999999 |
27400.0 |
¥2.88M |
首仓入场 |
| 2024-08-23 |
跌破离场 |
卖出 |
95.50439999999999 |
27400.0 |
¥2.62M |
|
| 2024-09-26 |
突破买入 |
买入 |
117.31719999999999 |
22300.0 |
¥2.62M |
首仓入场 |
| 2024-12-17 |
跌破离场 |
卖出 |
298.03166999999996 |
22300.0 |
¥6.64M |
|
| 2025-06-26 |
突破买入 |
买入 |
286.94666 |
23000.0 |
¥6.60M |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
371.83779 |
23000.0 |
¥8.55M |
|
| 2026-01-07 |
突破买入 |
买入 |
364.95458999999994 |
23100.0 |
¥8.43M |
首仓入场 |
| 2026-01-27 |
跌破离场 |
卖出 |
354.1455 |
23100.0 |
¥8.18M |
|
| 2026-06-24 |
突破买入 |
买入 |
246.48623999999998 |
33500.0 |
¥8.26M |
首仓入场 |
| 2026-07-09 |
跌破离场 |
卖出 |
226.00377 |
33500.0 |
¥7.57M |
|
| 2026-10-26 |
突破买入 |
买入 |
209.00879999999998 |
35900.0 |
¥7.51M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
198.28 |
35900 |
¥7.12M |
回测结束强平 |