300122 智飞生物 — 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: ¥1.85M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +85.33%）
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 41 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 |
2015-03-04 |
2015-04-16 |
25.0325075 |
28.42155 |
¥13.5万 |
+13.50% |
跌破离场 |
| 2 |
2015-05-19 |
2015-06-19 |
32.341999689999994 |
38.761199999999995 |
¥22.3万 |
+19.81% |
跌破离场 |
| 3 |
2015-09-25 |
2015-11-30 |
22.999867890999994 |
31.928039999999996 |
¥52.3万 |
+38.78% |
跌破离场 |
| 4 |
2015-12-14 |
2015-12-30 |
36.607538968 |
36.40356 |
¥-1.1万 |
-0.59% |
跌破离场 |
| 5 |
2016-03-22 |
2016-04-21 |
30.830036236999995 |
28.42155 |
¥-14.5万 |
-7.84% |
跌破离场 |
| 6 |
2016-06-28 |
2016-08-12 |
15.520154649999998 |
16.533450000000002 |
¥11.2万 |
+6.50% |
跌破离场 |
| 7 |
2016-10-13 |
2016-10-31 |
19.32509579 |
18.07191 |
¥-11.9万 |
-6.51% |
跌破离场 |
| 8 |
2017-02-10 |
2017-03-06 |
18.023405399999998 |
16.83 |
¥-11.3万 |
-6.65% |
跌破离场 |
| 9 |
2017-04-05 |
2017-05-23 |
18.704289603999996 |
18.91107 |
¥1.7万 |
+1.08% |
跌破离场 |
| 10 |
2017-07-04 |
2017-07-18 |
20.246292065999995 |
18.66132 |
¥-12.5万 |
-7.86% |
跌破离场 |
| 11 |
2017-08-08 |
2017-11-03 |
21.0273063 |
25.974 |
¥34.5万 |
+23.49% |
跌破离场 |
| 12 |
2018-01-10 |
2018-01-26 |
32.522233744 |
31.66 |
¥-4.9万 |
-2.68% |
跌破离场 |
| 13 |
2018-03-13 |
2018-06-04 |
32.54225975 |
42.057900000000004 |
¥51.8万 |
+29.20% |
跌破离场 |
| 14 |
2018-07-11 |
2018-07-24 |
48.362804489999995 |
39.69 |
¥-40.3万 |
-17.96% |
跌破离场 |
| 15 |
2018-09-12 |
2018-10-12 |
44.958383469999994 |
40.0599 |
¥-20.7万 |
-10.92% |
跌破离场 |
| 16 |
2018-11-09 |
2018-12-10 |
43.61308 |
41.30865 |
¥-8.8万 |
-5.31% |
跌破离场 |
| 17 |
2019-02-15 |
2019-04-03 |
39.351101789999994 |
46.953 |
¥30.7万 |
+19.28% |
跌破离场 |
| 18 |
2019-06-24 |
2019-08-06 |
41.55396244999999 |
43.046910000000004 |
¥6.7万 |
+3.56% |
跌破离场 |
| 19 |
2019-08-15 |
2019-09-24 |
48.062414399999994 |
50.52942 |
¥9.9万 |
+5.10% |
跌破离场 |
| 20 |
2019-12-26 |
2020-02-27 |
50.085041006 |
59.69025 |
¥39.8万 |
+19.14% |
跌破离场 |
| 21 |
2020-04-08 |
2020-05-25 |
68.94953865799998 |
79.90002 |
¥38.8万 |
+15.85% |
跌破离场 |
| 22 |
2020-06-11 |
2020-08-13 |
90.097000994 |
147.86199 |
¥1.83M |
+64.06% |
跌破离场 |
| 23 |
2020-10-13 |
2020-11-12 |
156.00258673999997 |
134.65520999999998 |
¥-64.2万 |
-13.71% |
跌破离场 |
| 24 |
2020-12-22 |
2021-02-25 |
155.20154649999995 |
163.70613 |
¥21.9万 |
+5.45% |
跌破离场 |
| 25 |
2021-04-29 |
2021-05-24 |
218.79412855299998 |
200.80899 |
¥-35.2万 |
-8.25% |
跌破离场 |
| 26 |
2022-02-11 |
2022-02-25 |
124.82209539799999 |
117.1 |
¥-24.3万 |
-6.21% |
跌破离场 |
| 27 |
2022-03-18 |
2022-04-11 |
138.78022158 |
134.76510000000002 |
¥-10.6万 |
-2.92% |
跌破离场 |
| 28 |
2022-06-28 |
2022-07-18 |
108.951485643 |
104.01588000000001 |
¥-16.2万 |
-4.56% |
跌破离场 |
| 29 |
2022-10-18 |
2022-11-24 |
96.12482879999999 |
90.88902 |
¥-18.6万 |
-5.48% |
跌破离场 |
| 30 |
2023-01-05 |
2023-02-02 |
92.21975762999998 |
96.91299000000001 |
¥16.3万 |
+5.06% |
跌破离场 |
| 31 |
2023-07-24 |
2023-08-08 |
46.54043794399999 |
44.94501 |
¥-11.7万 |
-3.46% |
跌破离场 |
| 32 |
2023-09-21 |
2023-12-11 |
47.731985300999995 |
62.0379 |
¥97.2万 |
+29.93% |
跌破离场 |
| 33 |
2024-02-20 |
2024-03-08 |
53.22912394799999 |
50.869080000000004 |
¥-18.7万 |
-4.46% |
跌破离场 |
| 34 |
2024-10-09 |
2024-10-31 |
39.050711699999994 |
28.401570000000003 |
¥-1.08M |
-27.29% |
跌破离场 |
| 35 |
2025-02-11 |
2025-04-01 |
25.797736999999998 |
24.34 |
¥-16.9万 |
-5.68% |
跌破离场 |
| 36 |
2025-11-05 |
2025-11-24 |
21.0273063 |
20.189790000000002 |
¥-11.1万 |
-4.01% |
跌破离场 |
| 37 |
2026-01-13 |
2026-01-20 |
19.865797951999998 |
17.46252 |
¥-32.3万 |
-12.12% |
跌破离场 |
| 38 |
2026-05-12 |
2026-05-22 |
16.221064859999995 |
14.47551 |
¥-25.2万 |
-10.79% |
跌破离场 |
| 39 |
2026-07-17 |
2026-08-19 |
12.836669845999996 |
12.40758 |
¥-7.1万 |
-3.37% |
跌破离场 |
| 40 |
2026-08-21 |
2026-09-11 |
13.41742402 |
12.69729 |
¥-10.3万 |
-5.40% |
跌破离场 |
| 41 |
2026-11-04 |
2026-11-13 |
14.608971377 |
13.85 |
¥-10.2万 |
-5.22% |
强平 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-04 |
突破买入 |
买入 |
25.025 |
39800.0 |
¥99.6万 |
首仓入场 |
| 2015-04-16 |
跌破离场 |
卖出 |
28.42155 |
39800.0 |
¥1.13M |
|
| 2015-05-19 |
突破买入 |
买入 |
32.3323 |
34800.0 |
¥1.13M |
首仓入场 |
| 2015-06-19 |
跌破离场 |
卖出 |
38.761199999999995 |
34800.0 |
¥1.35M |
|
| 2015-09-25 |
突破买入 |
买入 |
22.992969999999993 |
58600.0 |
¥1.35M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
31.928039999999996 |
58600.0 |
¥1.87M |
|
| 2015-12-14 |
突破买入 |
买入 |
36.59656 |
50200.0 |
¥1.84M |
首仓入场 |
| 2015-12-30 |
跌破离场 |
卖出 |
36.40356 |
50200.0 |
¥1.83M |
|
| 2016-03-22 |
突破买入 |
买入 |
30.820789999999995 |
59900.0 |
¥1.85M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
28.42155 |
59900.0 |
¥1.70M |
|
| 2016-06-28 |
突破买入 |
买入 |
15.515499999999998 |
110900.0 |
¥1.72M |
首仓入场 |
| 2016-08-12 |
跌破离场 |
卖出 |
16.533450000000002 |
110900.0 |
¥1.83M |
|
| 2016-10-13 |
突破买入 |
买入 |
19.3193 |
94900.0 |
¥1.83M |
首仓入场 |
| 2016-10-31 |
跌破离场 |
卖出 |
18.07191 |
94900.0 |
¥1.71M |
|
| 2017-02-10 |
突破买入 |
买入 |
18.017999999999997 |
94600.0 |
¥1.71M |
首仓入场 |
| 2017-03-06 |
跌破离场 |
卖出 |
16.83 |
94600.0 |
¥1.59M |
|
| 2017-04-05 |
突破买入 |
买入 |
18.698679999999996 |
85500.0 |
¥1.60M |
首仓入场 |
| 2017-05-23 |
跌破离场 |
卖出 |
18.91107 |
85500.0 |
¥1.62M |
|
| 2017-07-04 |
突破买入 |
买入 |
20.240219999999997 |
78900.0 |
¥1.60M |
首仓入场 |
| 2017-07-18 |
跌破离场 |
卖出 |
18.66132 |
78900.0 |
¥1.47M |
|
| 2017-08-08 |
突破买入 |
买入 |
21.020999999999997 |
69900.0 |
¥1.47M |
首仓入场 |
| 2017-11-03 |
跌破离场 |
卖出 |
25.974 |
69900.0 |
¥1.82M |
|
| 2018-01-10 |
突破买入 |
买入 |
32.51248 |
56300.0 |
¥1.83M |
首仓入场 |
| 2018-01-26 |
跌破离场 |
卖出 |
31.66 |
56300.0 |
¥1.78M |
|
| 2018-03-13 |
突破买入 |
买入 |
32.5325 |
54500.0 |
¥1.77M |
首仓入场 |
| 2018-06-04 |
跌破离场 |
卖出 |
42.057900000000004 |
54500.0 |
¥2.29M |
|
| 2018-07-11 |
突破买入 |
买入 |
48.348299999999995 |
46400.0 |
¥2.24M |
首仓入场 |
| 2018-07-24 |
跌破离场 |
卖出 |
39.69 |
46400.0 |
¥1.84M |
|
| 2018-09-12 |
突破买入 |
买入 |
44.9449 |
42200.0 |
¥1.90M |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
40.0599 |
42200.0 |
¥1.69M |
|
| 2018-11-09 |
突破买入 |
买入 |
43.6 |
38100.0 |
¥1.66M |
首仓入场 |
| 2018-12-10 |
跌破离场 |
卖出 |
41.30865 |
38100.0 |
¥1.57M |
|
| 2019-02-15 |
突破买入 |
买入 |
39.339299999999994 |
40500.0 |
¥1.59M |
首仓入场 |
| 2019-04-03 |
跌破离场 |
卖出 |
46.953 |
40500.0 |
¥1.90M |
|
| 2019-06-24 |
突破买入 |
买入 |
41.54149999999999 |
45500.0 |
¥1.89M |
首仓入场 |
| 2019-08-06 |
跌破离场 |
卖出 |
43.046910000000004 |
45500.0 |
¥1.96M |
|
| 2019-08-15 |
突破买入 |
买入 |
48.047999999999995 |
40500.0 |
¥1.95M |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
50.52942 |
40500.0 |
¥2.05M |
|
| 2019-12-26 |
突破买入 |
买入 |
50.07002 |
41500.0 |
¥2.08M |
首仓入场 |
| 2020-02-27 |
跌破离场 |
卖出 |
59.69025 |
41500.0 |
¥2.48M |
|
| 2020-04-08 |
突破买入 |
买入 |
68.92885999999999 |
35500.0 |
¥2.45M |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
79.90002 |
35500.0 |
¥2.84M |
|
| 2020-06-11 |
突破买入 |
买入 |
90.06998 |
31700.0 |
¥2.86M |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
147.86199 |
31700.0 |
¥4.69M |
|
| 2020-10-13 |
突破买入 |
买入 |
155.95579999999998 |
30000.0 |
¥4.68M |
首仓入场 |
| 2020-11-12 |
跌破离场 |
卖出 |
134.65520999999998 |
30000.0 |
¥4.04M |
|
| 2020-12-22 |
突破买入 |
买入 |
155.15499999999997 |
25900.0 |
¥4.02M |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
163.70613 |
25900.0 |
¥4.24M |
|
| 2021-04-29 |
突破买入 |
买入 |
218.72850999999997 |
19500.0 |
¥4.27M |
首仓入场 |
| 2021-05-24 |
跌破离场 |
卖出 |
200.80899 |
19500.0 |
¥3.91M |
|
| 2022-02-11 |
突破买入 |
买入 |
124.78465999999999 |
31300.0 |
¥3.91M |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
117.1 |
31300.0 |
¥3.66M |
|
| 2022-03-18 |
突破买入 |
买入 |
138.7386 |
26200.0 |
¥3.64M |
首仓入场 |
| 2022-04-11 |
跌破离场 |
卖出 |
134.76510000000002 |
26200.0 |
¥3.53M |
|
| 2022-06-28 |
突破买入 |
买入 |
108.91881 |
32700.0 |
¥3.56M |
首仓入场 |
| 2022-07-18 |
跌破离场 |
卖出 |
104.01588000000001 |
32700.0 |
¥3.40M |
|
| 2022-10-18 |
突破买入 |
买入 |
96.09599999999999 |
35400.0 |
¥3.40M |
首仓入场 |
| 2022-11-24 |
跌破离场 |
卖出 |
90.88902 |
35400.0 |
¥3.22M |
|
| 2023-01-05 |
突破买入 |
买入 |
92.19209999999998 |
34900.0 |
¥3.22M |
首仓入场 |
| 2023-02-02 |
跌破离场 |
卖出 |
96.91299000000001 |
34900.0 |
¥3.38M |
|
| 2023-07-24 |
突破买入 |
买入 |
46.52647999999999 |
72700.0 |
¥3.38M |
首仓入场 |
| 2023-08-08 |
跌破离场 |
卖出 |
44.94501 |
72700.0 |
¥3.27M |
|
| 2023-09-21 |
突破买入 |
买入 |
47.71767 |
68000.0 |
¥3.25M |
首仓入场 |
| 2023-12-11 |
跌破离场 |
卖出 |
62.0379 |
68000.0 |
¥4.22M |
|
| 2024-02-20 |
突破买入 |
买入 |
53.21315999999999 |
78600.0 |
¥4.18M |
首仓入场 |
| 2024-03-08 |
跌破离场 |
卖出 |
50.869080000000004 |
78600.0 |
¥4.00M |
|
| 2024-10-09 |
突破买入 |
买入 |
39.038999999999994 |
100900.0 |
¥3.94M |
首仓入场 |
| 2024-10-31 |
跌破离场 |
卖出 |
28.401570000000003 |
100900.0 |
¥2.86M |
|
| 2025-02-11 |
突破买入 |
买入 |
25.79 |
115200.0 |
¥2.97M |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
24.34 |
115200.0 |
¥2.80M |
|
| 2025-11-05 |
突破买入 |
买入 |
21.020999999999997 |
131700.0 |
¥2.77M |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
20.189790000000002 |
131700.0 |
¥2.66M |
|
| 2026-01-13 |
突破买入 |
买入 |
19.85984 |
134100.0 |
¥2.66M |
首仓入场 |
| 2026-01-20 |
跌破离场 |
卖出 |
17.46252 |
134100.0 |
¥2.34M |
|
| 2026-05-12 |
突破买入 |
买入 |
16.216199999999997 |
144200.0 |
¥2.34M |
首仓入场 |
| 2026-05-22 |
跌破离场 |
卖出 |
14.47551 |
144200.0 |
¥2.09M |
|
| 2026-07-17 |
突破买入 |
买入 |
12.832819999999996 |
163600.0 |
¥2.10M |
首仓入场 |
| 2026-08-19 |
跌破离场 |
卖出 |
12.40758 |
163600.0 |
¥2.03M |
|
| 2026-08-21 |
突破买入 |
买入 |
13.4134 |
141600.0 |
¥1.90M |
首仓入场 |
| 2026-09-11 |
跌破离场 |
卖出 |
12.69729 |
141600.0 |
¥1.80M |
|
| 2026-11-04 |
突破买入 |
买入 |
14.604589999999998 |
133800.0 |
¥1.95M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
13.85 |
133800 |
¥1.85M |
回测结束强平 |