300308 中际旭创 — 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: ¥15.61M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +1460.61%）
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 40 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 |
2015-03-06 |
2015-06-29 |
11.384784410999998 |
24.875100000000003 |
¥1.17M |
+118.43% |
跌破离场 |
| 2 |
2015-10-14 |
2016-01-05 |
13.637710085999997 |
18.35163 |
¥73.3万 |
+34.52% |
跌破离场 |
| 3 |
2016-02-23 |
2016-03-01 |
16.404919999999997 |
12.867119999999998 |
¥-62.4万 |
-21.59% |
跌破离场 |
| 4 |
2016-10-19 |
2016-11-24 |
26.53445795 |
24.61536 |
¥-16.5万 |
-7.26% |
跌破离场 |
| 5 |
2017-02-10 |
2017-04-19 |
24.83224744 |
32.847120000000004 |
¥67.5万 |
+32.24% |
跌破离场 |
| 6 |
2017-06-19 |
2017-08-08 |
36.527434944 |
38.55 |
¥15.2万 |
+5.51% |
跌破离场 |
| 7 |
2017-09-20 |
2017-11-06 |
44.397655302 |
45.004949999999994 |
¥3.9万 |
+1.34% |
跌破离场 |
| 8 |
2017-11-13 |
2017-11-30 |
50.986211276 |
42.06 |
¥-52.1万 |
-17.53% |
跌破离场 |
| 9 |
2017-12-20 |
2018-02-07 |
57.05409109399999 |
57.93201 |
¥3.6万 |
+1.51% |
跌破离场 |
| 10 |
2018-02-26 |
2018-03-26 |
66.33614487499999 |
70.929 |
¥17.1万 |
+6.89% |
跌破离场 |
| 11 |
2018-05-23 |
2018-05-31 |
77.1001231 |
69.5 |
¥-25.8万 |
-9.88% |
跌破离场 |
| 12 |
2018-11-19 |
2018-11-30 |
48.643168573999986 |
42.4575 |
¥-30.6万 |
-12.74% |
跌破离场 |
| 13 |
2019-02-12 |
2019-03-27 |
42.16475563299999 |
53.58636 |
¥56.2万 |
+27.05% |
跌破离场 |
| 14 |
2019-07-26 |
2019-09-27 |
36.857864043 |
41.36859 |
¥32.3万 |
+12.20% |
跌破离场 |
| 15 |
2019-11-01 |
2019-11-18 |
43.486472029 |
41.538419999999995 |
¥-13.3万 |
-4.51% |
跌破离场 |
| 16 |
2019-12-17 |
2020-02-04 |
49.36410479 |
48.3 |
¥-6.2万 |
-2.18% |
跌破离场 |
| 17 |
2020-02-19 |
2020-03-24 |
67.04706808799999 |
54.14580000000001 |
¥-52.8万 |
-19.27% |
跌破离场 |
| 18 |
2020-04-20 |
2020-05-25 |
61.89037154299999 |
60.799139999999994 |
¥-4.0万 |
-1.79% |
跌破离场 |
| 19 |
2020-07-07 |
2020-07-27 |
65.05448049099998 |
56.33361 |
¥-29.7万 |
-13.43% |
跌破离场 |
| 20 |
2020-12-14 |
2020-12-28 |
53.0689159 |
48.970980000000004 |
¥-14.8万 |
-7.75% |
跌破离场 |
| 21 |
2021-01-12 |
2021-01-26 |
56.57346694999999 |
52.5 |
¥-12.7万 |
-7.23% |
跌破离场 |
| 22 |
2021-05-18 |
2021-06-15 |
35.546160650000004 |
38.53143 |
¥13.7万 |
+8.37% |
跌破离场 |
| 23 |
2021-07-30 |
2021-08-18 |
40.342389087 |
39.15081 |
¥-5.2万 |
-2.98% |
跌破离场 |
| 24 |
2021-12-16 |
2022-01-13 |
41.422422999999995 |
40.22973 |
¥-5.0万 |
-2.91% |
跌破离场 |
| 25 |
2022-06-07 |
2022-06-23 |
33.493495035 |
30.529439999999997 |
¥-14.9万 |
-8.88% |
跌破离场 |
| 26 |
2022-07-21 |
2022-08-25 |
33.743820109999994 |
30.969 |
¥-12.5万 |
-8.25% |
跌破离场 |
| 27 |
2022-10-28 |
2022-11-28 |
29.137838730000002 |
27.972 |
¥-5.6万 |
-4.03% |
跌破离场 |
| 28 |
2023-02-03 |
2023-03-15 |
30.419503114 |
33.82614 |
¥15.1万 |
+11.17% |
跌破离场 |
| 29 |
2023-03-27 |
2023-05-12 |
51.0663153 |
72.37755 |
¥61.1万 |
+41.69% |
跌破离场 |
| 30 |
2023-05-31 |
2023-07-21 |
106.16787080899998 |
129.87999 |
¥45.7万 |
+22.30% |
跌破离场 |
| 31 |
2023-12-11 |
2023-12-27 |
117.39244717199999 |
107.47242 |
¥-21.7万 |
-8.48% |
跌破离场 |
| 32 |
2024-01-26 |
2024-03-27 |
118.0354 |
160.61922 |
¥84.2万 |
+36.04% |
跌破离场 |
| 33 |
2024-07-10 |
2024-07-24 |
154.20024619999998 |
129.38048999999998 |
¥-51.2万 |
-16.12% |
跌破离场 |
| 34 |
2024-09-27 |
2024-10-30 |
128.95746563699998 |
142.857 |
¥28.5万 |
+10.75% |
跌破离场 |
| 35 |
2024-12-27 |
2025-01-13 |
141.293485333 |
110.0898 |
¥-65.6万 |
-22.11% |
跌破离场 |
| 36 |
2025-05-09 |
2025-05-26 |
94.81312540699999 |
91.89800999999999 |
¥-7.0万 |
-3.10% |
跌破离场 |
| 37 |
2025-06-06 |
2025-10-14 |
102.1326306 |
384.615 |
¥6.13M |
+276.47% |
跌破离场 |
| 38 |
2025-10-28 |
2026-01-12 |
503.95444098999997 |
569.43 |
¥1.06M |
+12.96% |
跌破离场 |
| 39 |
2026-02-02 |
2026-02-05 |
635.8357035029999 |
560.44899 |
¥-1.09M |
-11.88% |
跌破离场 |
| 40 |
2026-03-23 |
2026-07-03 |
591.0775800929998 |
1128.87 |
¥7.26M |
+90.93% |
跌破离场 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-06 |
突破买入 |
买入 |
11.381369999999999 |
86800.0 |
¥98.8万 |
首仓入场 |
| 2015-06-29 |
跌破离场 |
卖出 |
24.875100000000003 |
86800.0 |
¥2.16M |
|
| 2015-10-14 |
突破买入 |
买入 |
13.633619999999997 |
155600.0 |
¥2.12M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
18.35163 |
155600.0 |
¥2.85M |
|
| 2016-02-23 |
突破买入 |
买入 |
16.4 |
176200.0 |
¥2.89M |
首仓入场 |
| 2016-03-01 |
跌破离场 |
卖出 |
12.867119999999998 |
176200.0 |
¥2.27M |
|
| 2016-10-19 |
突破买入 |
买入 |
26.5265 |
85700.0 |
¥2.27M |
首仓入场 |
| 2016-11-24 |
跌破离场 |
卖出 |
24.61536 |
85700.0 |
¥2.11M |
|
| 2017-02-10 |
突破买入 |
买入 |
24.8248 |
84300.0 |
¥2.09M |
首仓入场 |
| 2017-04-19 |
跌破离场 |
卖出 |
32.847120000000004 |
84300.0 |
¥2.77M |
|
| 2017-06-19 |
突破买入 |
买入 |
36.516479999999994 |
75500.0 |
¥2.76M |
首仓入场 |
| 2017-08-08 |
跌破离场 |
卖出 |
38.55 |
75500.0 |
¥2.91M |
|
| 2017-09-20 |
突破买入 |
买入 |
44.38434 |
65500.0 |
¥2.91M |
首仓入场 |
| 2017-11-06 |
跌破离场 |
卖出 |
45.004949999999994 |
65500.0 |
¥2.95M |
|
| 2017-11-13 |
突破买入 |
买入 |
50.97092 |
58300.0 |
¥2.97M |
首仓入场 |
| 2017-11-30 |
跌破离场 |
卖出 |
42.06 |
58300.0 |
¥2.45M |
|
| 2017-12-20 |
突破买入 |
买入 |
57.03697999999999 |
42300.0 |
¥2.41M |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
57.93201 |
42300.0 |
¥2.45M |
|
| 2018-02-26 |
突破买入 |
买入 |
66.31625 |
37500.0 |
¥2.49M |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
70.929 |
37500.0 |
¥2.66M |
|
| 2018-05-23 |
突破买入 |
买入 |
77.077 |
33800.0 |
¥2.61M |
首仓入场 |
| 2018-05-31 |
跌破离场 |
卖出 |
69.5 |
33800.0 |
¥2.35M |
|
| 2018-11-19 |
突破买入 |
买入 |
48.62857999999999 |
49400.0 |
¥2.40M |
首仓入场 |
| 2018-11-30 |
跌破离场 |
卖出 |
42.4575 |
49400.0 |
¥2.10M |
|
| 2019-02-12 |
突破买入 |
买入 |
42.15210999999999 |
49300.0 |
¥2.08M |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
53.58636 |
49300.0 |
¥2.64M |
|
| 2019-07-26 |
突破买入 |
买入 |
36.84681 |
71700.0 |
¥2.64M |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
41.36859 |
71700.0 |
¥2.97M |
|
| 2019-11-01 |
突破买入 |
买入 |
43.47342999999999 |
67800.0 |
¥2.95M |
首仓入场 |
| 2019-11-18 |
跌破离场 |
卖出 |
41.538419999999995 |
67800.0 |
¥2.82M |
|
| 2019-12-17 |
突破买入 |
买入 |
49.3493 |
57100.0 |
¥2.82M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
48.3 |
57100.0 |
¥2.76M |
|
| 2020-02-19 |
突破买入 |
买入 |
67.02695999999999 |
40900.0 |
¥2.74M |
首仓入场 |
| 2020-03-24 |
跌破离场 |
卖出 |
54.14580000000001 |
40900.0 |
¥2.21M |
|
| 2020-04-20 |
突破买入 |
买入 |
61.871809999999996 |
36500.0 |
¥2.26M |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
60.799139999999994 |
36500.0 |
¥2.22M |
|
| 2020-07-07 |
突破买入 |
买入 |
65.03496999999999 |
34000.0 |
¥2.21M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
56.33361 |
34000.0 |
¥1.91M |
|
| 2020-12-14 |
突破买入 |
买入 |
53.053 |
36000.0 |
¥1.91M |
首仓入场 |
| 2020-12-28 |
跌破离场 |
卖出 |
48.970980000000004 |
36000.0 |
¥1.76M |
|
| 2021-01-12 |
突破买入 |
买入 |
56.55649999999999 |
31100.0 |
¥1.76M |
首仓入场 |
| 2021-01-26 |
跌破离场 |
卖出 |
52.5 |
31100.0 |
¥1.63M |
|
| 2021-05-18 |
突破买入 |
买入 |
35.5355 |
46000.0 |
¥1.64M |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
38.53143 |
46000.0 |
¥1.77M |
|
| 2021-07-30 |
突破买入 |
买入 |
40.33029 |
43600.0 |
¥1.76M |
首仓入场 |
| 2021-08-18 |
跌破离场 |
卖出 |
39.15081 |
43600.0 |
¥1.71M |
|
| 2021-12-16 |
突破买入 |
买入 |
41.41 |
41800.0 |
¥1.73M |
首仓入场 |
| 2022-01-13 |
跌破离场 |
卖出 |
40.22973 |
41800.0 |
¥1.68M |
|
| 2022-06-07 |
突破买入 |
买入 |
33.48345 |
50100.0 |
¥1.68M |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
30.529439999999997 |
50100.0 |
¥1.53M |
|
| 2022-07-21 |
突破买入 |
买入 |
33.7337 |
44900.0 |
¥1.52M |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
30.969 |
44900.0 |
¥1.39M |
|
| 2022-10-28 |
突破买入 |
买入 |
29.1291 |
47800.0 |
¥1.39M |
首仓入场 |
| 2022-11-28 |
跌破离场 |
卖出 |
27.972 |
47800.0 |
¥1.34M |
|
| 2023-02-03 |
突破买入 |
买入 |
30.410379999999996 |
44500.0 |
¥1.35M |
首仓入场 |
| 2023-03-15 |
跌破离场 |
卖出 |
33.82614 |
44500.0 |
¥1.50M |
|
| 2023-03-27 |
突破买入 |
买入 |
51.050999999999995 |
28700.0 |
¥1.47M |
首仓入场 |
| 2023-05-12 |
跌破离场 |
卖出 |
72.37755 |
28700.0 |
¥2.08M |
|
| 2023-05-31 |
突破买入 |
买入 |
106.13602999999999 |
19300.0 |
¥2.05M |
首仓入场 |
| 2023-07-21 |
跌破离场 |
卖出 |
129.87999 |
19300.0 |
¥2.51M |
|
| 2023-12-11 |
突破买入 |
买入 |
117.35723999999998 |
21800.0 |
¥2.56M |
首仓入场 |
| 2023-12-27 |
跌破离场 |
卖出 |
107.47242 |
21800.0 |
¥2.34M |
|
| 2024-01-26 |
突破买入 |
买入 |
118.0 |
19800.0 |
¥2.34M |
首仓入场 |
| 2024-03-27 |
跌破离场 |
卖出 |
160.61922 |
19800.0 |
¥3.18M |
|
| 2024-07-10 |
突破买入 |
买入 |
154.154 |
20600.0 |
¥3.18M |
首仓入场 |
| 2024-07-24 |
跌破离场 |
卖出 |
129.38048999999998 |
20600.0 |
¥2.66M |
|
| 2024-09-27 |
突破买入 |
买入 |
128.91878999999997 |
20600.0 |
¥2.66M |
首仓入场 |
| 2024-10-30 |
跌破离场 |
卖出 |
142.857 |
20600.0 |
¥2.94M |
|
| 2024-12-27 |
突破买入 |
买入 |
141.25111 |
21000.0 |
¥2.97M |
首仓入场 |
| 2025-01-13 |
跌破离场 |
卖出 |
110.0898 |
21000.0 |
¥2.31M |
|
| 2025-05-09 |
突破买入 |
买入 |
94.78468999999998 |
23900.0 |
¥2.27M |
首仓入场 |
| 2025-05-26 |
跌破离场 |
卖出 |
91.89800999999999 |
23900.0 |
¥2.20M |
|
| 2025-06-06 |
突破买入 |
买入 |
102.10199999999999 |
21700.0 |
¥2.22M |
首仓入场 |
| 2025-10-14 |
跌破离场 |
卖出 |
384.615 |
21700.0 |
¥8.34M |
|
| 2025-10-28 |
突破买入 |
买入 |
503.8033 |
16300.0 |
¥8.21M |
首仓入场 |
| 2026-01-12 |
跌破离场 |
卖出 |
569.43 |
16300.0 |
¥9.28M |
|
| 2026-02-02 |
突破买入 |
买入 |
635.64501 |
14400.0 |
¥9.16M |
首仓入场 |
| 2026-02-05 |
跌破离场 |
卖出 |
560.44899 |
14400.0 |
¥8.07M |
|
| 2026-03-23 |
突破买入 |
买入 |
590.9003099999999 |
13500.0 |
¥7.98M |
首仓入场 |
| 2026-07-03 |
跌破离场 |
卖出 |
1128.87 |
13500.0 |
¥15.24M |
|