300059 东方财富 — 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: ¥27.1万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -72.86%）
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 43 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 |
2015-05-13 |
2015-06-29 |
87.11312609999999 |
58.950990000000004 |
¥-31.0万 |
-32.35% |
跌破离场 |
| 2 |
2015-10-13 |
2015-11-30 |
42.455132719999995 |
58.241699999999994 |
¥25.2万 |
+37.14% |
跌破离场 |
| 3 |
2016-03-22 |
2016-04-19 |
43.546550047000004 |
23.92605 |
¥-40.8万 |
-45.07% |
跌破离场 |
| 4 |
2016-06-06 |
2016-07-18 |
23.019893896999996 |
20.849130000000002 |
¥-5.0万 |
-9.46% |
跌破离场 |
| 5 |
2016-08-16 |
2016-09-13 |
21.32769639 |
19.150830000000003 |
¥-4.9万 |
-10.23% |
跌破离场 |
| 6 |
2016-11-15 |
2016-12-09 |
20.476591134999996 |
19.60038 |
¥-1.9万 |
-4.31% |
跌破离场 |
| 7 |
2017-06-05 |
2017-06-22 |
12.025616602999998 |
11.91807 |
¥-3,800 |
-0.92% |
跌破离场 |
| 8 |
2017-08-04 |
2017-09-22 |
12.886734860999997 |
13.666319999999999 |
¥2.5万 |
+6.02% |
跌破离场 |
| 9 |
2017-12-04 |
2017-12-15 |
14.058256211999998 |
13.026959999999999 |
¥-3.2万 |
-7.36% |
跌破离场 |
| 10 |
2018-01-22 |
2018-02-07 |
13.677762097999997 |
14.57541 |
¥2.6万 |
+6.53% |
跌破离场 |
| 11 |
2018-04-02 |
2018-04-19 |
16.92197507 |
14.17581 |
¥-7.0万 |
-16.25% |
跌破离场 |
| 12 |
2018-07-23 |
2018-08-03 |
13.517554049999998 |
12.687299999999999 |
¥-2.2万 |
-6.17% |
跌破离场 |
| 13 |
2018-11-16 |
2018-12-26 |
13.757866122 |
12.15783 |
¥-3.9万 |
-11.66% |
跌破离场 |
| 14 |
2019-02-11 |
2019-03-27 |
13.307280986999997 |
18.491490000000002 |
¥11.7万 |
+38.92% |
跌破离场 |
| 15 |
2019-06-24 |
2019-07-09 |
14.098308223999997 |
13.036950000000001 |
¥-3.2万 |
-7.56% |
跌破离场 |
| 16 |
2019-07-18 |
2019-08-06 |
14.178412247999999 |
13.156829999999998 |
¥-2.8万 |
-7.23% |
跌破离场 |
| 17 |
2019-12-16 |
2020-02-03 |
15.169699544999999 |
13.57 |
¥-3.8万 |
-10.57% |
跌破离场 |
| 18 |
2020-02-24 |
2020-03-17 |
18.243691465999998 |
16.983 |
¥-2.2万 |
-6.94% |
跌破离场 |
| 19 |
2020-05-06 |
2020-05-22 |
17.973340385 |
14.63535 |
¥-5.4万 |
-18.60% |
跌破离场 |
| 20 |
2020-06-23 |
2020-09-08 |
18.884523657999996 |
24.735239999999997 |
¥7.5万 |
+30.94% |
跌破离场 |
| 21 |
2020-10-13 |
2020-10-27 |
25.73341771 |
24.125849999999996 |
¥-2.0万 |
-6.28% |
跌破离场 |
| 22 |
2020-12-02 |
2021-02-23 |
29.338098789999997 |
33.52644 |
¥4.2万 |
+14.24% |
跌破离场 |
| 23 |
2021-04-20 |
2021-06-10 |
29.808709930999996 |
30.48 |
¥7,482 |
+2.22% |
跌破离场 |
| 24 |
2021-06-28 |
2021-07-28 |
32.84264983999999 |
30.71925 |
¥-2.3万 |
-6.49% |
跌破离场 |
| 25 |
2021-09-08 |
2021-09-28 |
34.14434023 |
33.22674 |
¥-8,812 |
-2.72% |
跌破离场 |
| 26 |
2021-11-12 |
2021-12-30 |
35.255783563 |
36.2637 |
¥8,874 |
+2.83% |
跌破离场 |
| 27 |
2022-04-15 |
2022-04-21 |
26.524444946999992 |
20.32965 |
¥-7.5万 |
-23.38% |
跌破离场 |
| 28 |
2022-06-07 |
2022-07-11 |
23.760856119 |
23.45652 |
¥-3,238 |
-1.31% |
跌破离场 |
| 29 |
2022-11-16 |
2022-11-29 |
18.974640684999997 |
17.5824 |
¥-1.8万 |
-7.37% |
跌破离场 |
| 30 |
2022-12-06 |
2022-12-20 |
19.725615909999995 |
18.93105 |
¥-9,203 |
-4.06% |
跌破离场 |
| 31 |
2023-01-10 |
2023-02-20 |
21.067358312 |
21.12885 |
¥574 |
+0.26% |
跌破离场 |
| 32 |
2023-04-04 |
2023-04-19 |
23.029906899999997 |
17.87211 |
¥-5.0万 |
-22.42% |
跌破离场 |
| 33 |
2023-07-26 |
2023-08-22 |
14.999478493999998 |
15.4845 |
¥5,428 |
+3.20% |
跌破离场 |
| 34 |
2023-11-07 |
2023-11-23 |
15.700388703999998 |
14.985 |
¥-8,063 |
-4.59% |
跌破离场 |
| 35 |
2024-02-22 |
2024-03-26 |
13.51755405 |
13.13685 |
¥-4,770 |
-2.85% |
跌破离场 |
| 36 |
2024-04-30 |
2024-05-27 |
13.167098944999996 |
12.50748 |
¥-8,159 |
-5.04% |
跌破离场 |
| 37 |
2024-08-01 |
2024-08-23 |
11.0143033 |
10.19 |
¥-1.2万 |
-7.51% |
跌破离场 |
| 38 |
2024-09-26 |
2024-12-17 |
12.275941678 |
25.69428 |
¥15.6万 |
+109.24% |
跌破离场 |
| 39 |
2025-06-26 |
2025-09-05 |
23.550583056 |
26.293680000000002 |
¥3.4万 |
+11.61% |
跌破离场 |
| 40 |
2026-01-07 |
2026-01-21 |
24.912351463999993 |
23.40657 |
¥-2.0万 |
-6.07% |
跌破离场 |
| 41 |
2026-05-12 |
2026-05-18 |
21.167488342 |
19.5804 |
¥-2.3万 |
-7.53% |
跌破离场 |
| 42 |
2026-06-23 |
2026-07-15 |
20.686864198000002 |
19.51047 |
¥-1.6万 |
-5.71% |
跌破离场 |
| 43 |
2026-11-03 |
2026-11-13 |
18.524055549999996 |
18.29 |
¥-3,497 |
-1.29% |
强平 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-13 |
突破买入 |
买入 |
87.08699999999999 |
11000.0 |
¥95.8万 |
首仓入场 |
| 2015-06-29 |
跌破离场 |
卖出 |
58.950990000000004 |
11000.0 |
¥64.8万 |
|
| 2015-10-13 |
突破买入 |
买入 |
42.44239999999999 |
16000.0 |
¥67.9万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
58.241699999999994 |
16000.0 |
¥93.2万 |
|
| 2016-03-22 |
突破买入 |
买入 |
43.53349 |
20800.0 |
¥90.6万 |
首仓入场 |
| 2016-04-19 |
跌破离场 |
卖出 |
23.92605 |
20800.0 |
¥49.8万 |
|
| 2016-06-06 |
突破买入 |
买入 |
23.012989999999995 |
23100.0 |
¥53.2万 |
首仓入场 |
| 2016-07-18 |
跌破离场 |
卖出 |
20.849130000000002 |
23100.0 |
¥48.1万 |
|
| 2016-08-16 |
突破买入 |
买入 |
21.321299999999997 |
22400.0 |
¥47.8万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
19.150830000000003 |
22400.0 |
¥42.9万 |
|
| 2016-11-15 |
突破买入 |
买入 |
20.470449999999996 |
21000.0 |
¥43.0万 |
首仓入场 |
| 2016-12-09 |
跌破离场 |
卖出 |
19.60038 |
21000.0 |
¥41.1万 |
|
| 2017-06-05 |
突破买入 |
买入 |
12.022009999999998 |
34200.0 |
¥41.1万 |
首仓入场 |
| 2017-06-22 |
跌破离场 |
卖出 |
11.91807 |
34200.0 |
¥40.7万 |
|
| 2017-08-04 |
突破买入 |
买入 |
12.882869999999997 |
31900.0 |
¥41.1万 |
首仓入场 |
| 2017-09-22 |
跌破离场 |
卖出 |
13.666319999999999 |
31900.0 |
¥43.6万 |
|
| 2017-12-04 |
突破买入 |
买入 |
14.054039999999997 |
30600.0 |
¥43.0万 |
首仓入场 |
| 2017-12-15 |
跌破离场 |
卖出 |
13.026959999999999 |
30600.0 |
¥39.9万 |
|
| 2018-01-22 |
突破买入 |
买入 |
13.673659999999998 |
29600.0 |
¥40.5万 |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
14.57541 |
29600.0 |
¥43.1万 |
|
| 2018-04-02 |
突破买入 |
买入 |
16.9169 |
25400.0 |
¥43.0万 |
首仓入场 |
| 2018-04-19 |
跌破离场 |
卖出 |
14.17581 |
25400.0 |
¥36.0万 |
|
| 2018-07-23 |
突破买入 |
买入 |
13.513499999999999 |
26700.0 |
¥36.1万 |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
12.687299999999999 |
26700.0 |
¥33.9万 |
|
| 2018-11-16 |
突破买入 |
买入 |
13.75374 |
24400.0 |
¥33.6万 |
首仓入场 |
| 2018-12-26 |
跌破离场 |
卖出 |
12.15783 |
24400.0 |
¥29.7万 |
|
| 2019-02-11 |
突破买入 |
买入 |
13.303289999999995 |
22500.0 |
¥29.9万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
18.491490000000002 |
22500.0 |
¥41.6万 |
|
| 2019-06-24 |
突破买入 |
买入 |
14.094079999999998 |
29600.0 |
¥41.7万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
13.036950000000001 |
29600.0 |
¥38.6万 |
|
| 2019-07-18 |
突破买入 |
买入 |
14.174159999999999 |
26900.0 |
¥38.1万 |
首仓入场 |
| 2019-08-06 |
跌破离场 |
卖出 |
13.156829999999998 |
26900.0 |
¥35.4万 |
|
| 2019-12-16 |
突破买入 |
买入 |
15.165149999999999 |
23500.0 |
¥35.6万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
13.57 |
23500.0 |
¥31.9万 |
|
| 2020-02-24 |
突破买入 |
买入 |
18.23822 |
17200.0 |
¥31.4万 |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
16.983 |
17200.0 |
¥29.2万 |
|
| 2020-05-06 |
突破买入 |
买入 |
17.96795 |
16300.0 |
¥29.3万 |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
14.63535 |
16300.0 |
¥23.8万 |
|
| 2020-06-23 |
突破买入 |
买入 |
18.878859999999996 |
12800.0 |
¥24.2万 |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
24.735239999999997 |
12800.0 |
¥31.7万 |
|
| 2020-10-13 |
突破买入 |
买入 |
25.725699999999996 |
12100.0 |
¥31.1万 |
首仓入场 |
| 2020-10-27 |
跌破离场 |
卖出 |
24.125849999999996 |
12100.0 |
¥29.2万 |
|
| 2020-12-02 |
突破买入 |
买入 |
29.329299999999993 |
10100.0 |
¥29.6万 |
首仓入场 |
| 2021-02-23 |
跌破离场 |
卖出 |
33.52644 |
10100.0 |
¥33.9万 |
|
| 2021-04-20 |
突破买入 |
买入 |
29.799769999999995 |
11300.0 |
¥33.7万 |
首仓入场 |
| 2021-06-10 |
跌破离场 |
卖出 |
30.48 |
11300.0 |
¥34.4万 |
|
| 2021-06-28 |
突破买入 |
买入 |
32.83279999999999 |
10600.0 |
¥34.8万 |
首仓入场 |
| 2021-07-28 |
跌破离场 |
卖出 |
30.71925 |
10600.0 |
¥32.6万 |
|
| 2021-09-08 |
突破买入 |
买入 |
34.1341 |
9500.0 |
¥32.4万 |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
33.22674 |
9500.0 |
¥31.6万 |
|
| 2021-11-12 |
突破买入 |
买入 |
35.24521 |
8900.0 |
¥31.4万 |
首仓入场 |
| 2021-12-30 |
跌破离场 |
卖出 |
36.2637 |
8900.0 |
¥32.3万 |
|
| 2022-04-15 |
突破买入 |
买入 |
26.516489999999994 |
12100.0 |
¥32.1万 |
首仓入场 |
| 2022-04-21 |
跌破离场 |
卖出 |
20.32965 |
12100.0 |
¥24.6万 |
|
| 2022-06-07 |
突破买入 |
买入 |
23.753729999999997 |
10400.0 |
¥24.7万 |
首仓入场 |
| 2022-07-11 |
跌破离场 |
卖出 |
23.45652 |
10400.0 |
¥24.4万 |
|
| 2022-11-16 |
突破买入 |
买入 |
18.968949999999996 |
12900.0 |
¥24.5万 |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
17.5824 |
12900.0 |
¥22.7万 |
|
| 2022-12-06 |
突破买入 |
买入 |
19.719699999999996 |
11500.0 |
¥22.7万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
18.93105 |
11500.0 |
¥21.8万 |
|
| 2023-01-10 |
突破买入 |
买入 |
21.06104 |
10400.0 |
¥21.9万 |
首仓入场 |
| 2023-02-20 |
跌破离场 |
卖出 |
21.12885 |
10400.0 |
¥22.0万 |
|
| 2023-04-04 |
突破买入 |
买入 |
23.022999999999996 |
9600.0 |
¥22.1万 |
首仓入场 |
| 2023-04-19 |
跌破离场 |
卖出 |
17.87211 |
9600.0 |
¥17.2万 |
|
| 2023-07-26 |
突破买入 |
买入 |
14.994979999999998 |
11300.0 |
¥16.9万 |
首仓入场 |
| 2023-08-22 |
跌破离场 |
卖出 |
15.4845 |
11300.0 |
¥17.5万 |
|
| 2023-11-07 |
突破买入 |
买入 |
15.695679999999998 |
11200.0 |
¥17.6万 |
首仓入场 |
| 2023-11-23 |
跌破离场 |
卖出 |
14.985 |
11200.0 |
¥16.8万 |
|
| 2024-02-22 |
突破买入 |
买入 |
13.513499999999999 |
12400.0 |
¥16.8万 |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
13.13685 |
12400.0 |
¥16.3万 |
|
| 2024-04-30 |
突破买入 |
买入 |
13.163149999999998 |
12300.0 |
¥16.2万 |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
12.50748 |
12300.0 |
¥15.4万 |
|
| 2024-08-01 |
突破买入 |
买入 |
11.011 |
14000.0 |
¥15.4万 |
首仓入场 |
| 2024-08-23 |
跌破离场 |
卖出 |
10.19 |
14000.0 |
¥14.3万 |
|
| 2024-09-26 |
突破买入 |
买入 |
12.27226 |
11600.0 |
¥14.2万 |
首仓入场 |
| 2024-12-17 |
跌破离场 |
卖出 |
25.69428 |
11600.0 |
¥29.8万 |
|
| 2025-06-26 |
突破买入 |
买入 |
23.543519999999997 |
12400.0 |
¥29.2万 |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
26.293680000000002 |
12400.0 |
¥32.6万 |
|
| 2026-01-07 |
突破买入 |
买入 |
24.90487999999999 |
13200.0 |
¥32.9万 |
首仓入场 |
| 2026-01-21 |
跌破离场 |
卖出 |
23.40657 |
13200.0 |
¥30.9万 |
|
| 2026-05-12 |
突破买入 |
买入 |
21.16114 |
14700.0 |
¥31.1万 |
首仓入场 |
| 2026-05-18 |
跌破离场 |
卖出 |
19.5804 |
14700.0 |
¥28.8万 |
|
| 2026-06-23 |
突破买入 |
买入 |
20.68066 |
13800.0 |
¥28.5万 |
首仓入场 |
| 2026-07-15 |
跌破离场 |
卖出 |
19.51047 |
13800.0 |
¥26.9万 |
|
| 2026-11-03 |
突破买入 |
买入 |
18.5185 |
14600.0 |
¥27.0万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
18.29 |
14600 |
¥26.7万 |
回测结束强平 |