300316 晶盛机电 — 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: ¥70.5万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -29.51%）
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 37 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 |
2015-02-16 |
2015-04-24 |
27.245381162999998 |
20.55 |
¥-24.5万 |
-24.60% |
跌破离场 |
| 2 |
2015-11-20 |
2016-01-05 |
16.721715009999997 |
12.357629999999999 |
¥-19.7万 |
-26.12% |
跌破离场 |
| 3 |
2016-03-22 |
2016-04-21 |
9.912872969999999 |
9.23076 |
¥-3.8万 |
-6.91% |
跌破离场 |
| 4 |
2016-06-07 |
2016-07-12 |
10.11313303 |
12.23775 |
¥10.8万 |
+20.97% |
跌破离场 |
| 5 |
2016-08-29 |
2016-09-13 |
13.147072939 |
11.968020000000001 |
¥-5.7万 |
-9.00% |
跌破离场 |
| 6 |
2017-02-24 |
2017-04-13 |
12.546292758999996 |
13.77621 |
¥5.6万 |
+9.77% |
跌破离场 |
| 7 |
2017-07-05 |
2017-09-08 |
13.577632067999998 |
14.095889999999999 |
¥2.3万 |
+3.79% |
跌破离场 |
| 8 |
2017-10-19 |
2017-11-28 |
16.561506962 |
18.04 |
¥5.7万 |
+8.89% |
跌破离场 |
| 9 |
2017-12-22 |
2018-01-08 |
21.878411554999996 |
19.86012 |
¥-6.5万 |
-9.25% |
跌破离场 |
| 10 |
2018-03-13 |
2018-04-24 |
21.327696389999996 |
21.85812 |
¥1.6万 |
+2.46% |
跌破离场 |
| 11 |
2018-05-04 |
2018-05-21 |
25.623274676999994 |
23.87 |
¥-4.5万 |
-6.87% |
跌破离场 |
| 12 |
2018-07-17 |
2018-07-31 |
14.538880356 |
13.87611 |
¥-2.8万 |
-4.59% |
跌破离场 |
| 13 |
2018-11-19 |
2018-11-26 |
11.414823419999998 |
10.06992 |
¥-6.8万 |
-11.81% |
跌破离场 |
| 14 |
2019-02-12 |
2019-03-27 |
11.675161497999998 |
14.20578 |
¥11.2万 |
+21.64% |
跌破离场 |
| 15 |
2019-06-24 |
2019-07-09 |
13.117033929999998 |
11.818170000000002 |
¥-6.2万 |
-9.93% |
跌破离场 |
| 16 |
2019-08-20 |
2019-09-18 |
14.388685310999996 |
13.44654 |
¥-3.7万 |
-6.58% |
跌破离场 |
| 17 |
2019-09-26 |
2019-10-21 |
14.869309454999998 |
14.17581 |
¥-2.5万 |
-4.69% |
跌破离场 |
| 18 |
2019-12-26 |
2020-03-10 |
16.351233899 |
21.718259999999997 |
¥16.3万 |
+32.78% |
跌破离场 |
| 19 |
2020-07-07 |
2020-07-20 |
27.195316147999996 |
24.065909999999995 |
¥-7.7万 |
-11.53% |
跌破离场 |
| 20 |
2020-09-15 |
2020-10-22 |
30.33939909 |
29.51046 |
¥-1.6万 |
-2.76% |
跌破离场 |
| 21 |
2020-12-15 |
2020-12-30 |
30.729906207 |
30.44952 |
¥-5,356 |
-0.94% |
跌破离场 |
| 22 |
2021-01-08 |
2021-02-26 |
34.715081401 |
36.14382 |
¥2.3万 |
+4.08% |
跌破离场 |
| 23 |
2021-04-30 |
2021-08-18 |
38.14954142999999 |
60.0399 |
¥33.7万 |
+57.33% |
跌破离场 |
| 24 |
2021-08-30 |
2021-09-22 |
71.79323151 |
65.50443 |
¥-8.1万 |
-8.79% |
跌破离场 |
| 25 |
2022-03-01 |
2022-03-16 |
65.254740551 |
58.47147000000001 |
¥-8.8万 |
-10.42% |
跌破离场 |
| 26 |
2022-06-07 |
2022-09-02 |
59.937835957999994 |
74.77515 |
¥18.7万 |
+24.72% |
跌破离场 |
| 27 |
2022-10-27 |
2022-11-18 |
76.909876043 |
68.4315 |
¥-10.5万 |
-11.05% |
跌破离场 |
| 28 |
2023-04-11 |
2023-04-24 |
70.86202223099998 |
67.90203 |
¥-3.5万 |
-4.21% |
跌破离场 |
| 29 |
2023-07-03 |
2023-07-18 |
70.601684153 |
66.86307000000001 |
¥-4.2万 |
-5.32% |
跌破离场 |
| 30 |
2023-12-29 |
2024-01-09 |
44.663395 |
38.341620000000006 |
¥-10.8万 |
-14.18% |
跌破离场 |
| 31 |
2024-03-12 |
2024-03-25 |
39.23094575399999 |
35.4645 |
¥-6.3万 |
-9.63% |
跌破离场 |
| 32 |
2024-10-09 |
2024-11-25 |
38.0494114 |
33.966 |
¥-6.2万 |
-10.76% |
跌破离场 |
| 33 |
2025-02-27 |
2025-04-01 |
33.94408016999999 |
32.02 |
¥-3.0万 |
-5.70% |
跌破离场 |
| 34 |
2025-07-09 |
2025-10-20 |
28.096486417999998 |
38.4615 |
¥18.4万 |
+36.85% |
跌破离场 |
| 35 |
2025-12-25 |
2026-03-04 |
39.38114079899999 |
49.42053 |
¥17.3万 |
+25.46% |
跌破离场 |
| 36 |
2026-08-18 |
2026-09-08 |
45.418981607999996 |
41.13882 |
¥-8.1万 |
-9.45% |
跌破离场 |
| 37 |
2026-11-06 |
2026-11-13 |
36.847851039999995 |
33.24 |
¥-7.5万 |
-9.82% |
强平 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-16 |
突破买入 |
买入 |
27.237209999999997 |
36600.0 |
¥99.7万 |
首仓入场 |
| 2015-04-24 |
跌破离场 |
卖出 |
20.55 |
36600.0 |
¥75.2万 |
|
| 2015-11-20 |
突破买入 |
买入 |
16.716699999999996 |
45100.0 |
¥75.4万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
12.357629999999999 |
45100.0 |
¥55.7万 |
|
| 2016-03-22 |
突破买入 |
买入 |
9.909899999999999 |
55000.0 |
¥54.5万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
9.23076 |
55000.0 |
¥50.8万 |
|
| 2016-06-07 |
突破买入 |
买入 |
10.1101 |
51100.0 |
¥51.7万 |
首仓入场 |
| 2016-07-12 |
跌破离场 |
卖出 |
12.23775 |
51100.0 |
¥62.5万 |
|
| 2016-08-29 |
突破买入 |
买入 |
13.14313 |
47800.0 |
¥62.8万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
11.968020000000001 |
47800.0 |
¥57.2万 |
|
| 2017-02-24 |
突破买入 |
买入 |
12.542529999999998 |
45400.0 |
¥57.0万 |
首仓入场 |
| 2017-04-13 |
跌破离场 |
卖出 |
13.77621 |
45400.0 |
¥62.5万 |
|
| 2017-07-05 |
突破买入 |
买入 |
13.573559999999999 |
45700.0 |
¥62.0万 |
首仓入场 |
| 2017-09-08 |
跌破离场 |
卖出 |
14.095889999999999 |
45700.0 |
¥64.4万 |
|
| 2017-10-19 |
突破买入 |
买入 |
16.55654 |
38900.0 |
¥64.4万 |
首仓入场 |
| 2017-11-28 |
跌破离场 |
卖出 |
18.04 |
38900.0 |
¥70.2万 |
|
| 2017-12-22 |
突破买入 |
买入 |
21.87185 |
31900.0 |
¥69.8万 |
首仓入场 |
| 2018-01-08 |
跌破离场 |
卖出 |
19.86012 |
31900.0 |
¥63.3万 |
|
| 2018-03-13 |
突破买入 |
买入 |
21.321299999999997 |
29900.0 |
¥63.8万 |
首仓入场 |
| 2018-04-24 |
跌破离场 |
卖出 |
21.85812 |
29900.0 |
¥65.3万 |
|
| 2018-05-04 |
突破买入 |
买入 |
25.615589999999997 |
25400.0 |
¥65.1万 |
首仓入场 |
| 2018-05-21 |
跌破离场 |
卖出 |
23.87 |
25400.0 |
¥60.6万 |
|
| 2018-07-17 |
突破买入 |
买入 |
14.534519999999999 |
41700.0 |
¥60.6万 |
首仓入场 |
| 2018-07-31 |
跌破离场 |
卖出 |
13.87611 |
41700.0 |
¥57.8万 |
|
| 2018-11-19 |
突破买入 |
买入 |
11.411399999999997 |
50800.0 |
¥58.0万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
10.06992 |
50800.0 |
¥51.1万 |
|
| 2019-02-12 |
突破买入 |
买入 |
11.67166 |
44300.0 |
¥51.7万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
14.20578 |
44300.0 |
¥62.9万 |
|
| 2019-06-24 |
突破买入 |
买入 |
13.1131 |
47800.0 |
¥62.7万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
11.818170000000002 |
47800.0 |
¥56.5万 |
|
| 2019-08-20 |
突破买入 |
买入 |
14.384369999999997 |
39200.0 |
¥56.4万 |
首仓入场 |
| 2019-09-18 |
跌破离场 |
卖出 |
13.44654 |
39200.0 |
¥52.7万 |
|
| 2019-09-26 |
突破买入 |
买入 |
14.864849999999997 |
35700.0 |
¥53.1万 |
首仓入场 |
| 2019-10-21 |
跌破离场 |
卖出 |
14.17581 |
35700.0 |
¥50.6万 |
|
| 2019-12-26 |
突破买入 |
买入 |
16.34633 |
30400.0 |
¥49.7万 |
首仓入场 |
| 2020-03-10 |
跌破离场 |
卖出 |
21.718259999999997 |
30400.0 |
¥66.0万 |
|
| 2020-07-07 |
突破买入 |
买入 |
27.18716 |
24500.0 |
¥66.6万 |
首仓入场 |
| 2020-07-20 |
跌破离场 |
卖出 |
24.065909999999995 |
24500.0 |
¥58.9万 |
|
| 2020-09-15 |
突破买入 |
买入 |
30.330299999999998 |
19000.0 |
¥57.6万 |
首仓入场 |
| 2020-10-22 |
跌破离场 |
卖出 |
29.51046 |
19000.0 |
¥56.1万 |
|
| 2020-12-15 |
突破买入 |
买入 |
30.72069 |
18500.0 |
¥56.9万 |
首仓入场 |
| 2020-12-30 |
跌破离场 |
卖出 |
30.44952 |
18500.0 |
¥56.3万 |
|
| 2021-01-08 |
突破买入 |
买入 |
34.70467 |
16400.0 |
¥56.9万 |
首仓入场 |
| 2021-02-26 |
跌破离场 |
卖出 |
36.14382 |
16400.0 |
¥59.3万 |
|
| 2021-04-30 |
突破买入 |
买入 |
38.138099999999994 |
15400.0 |
¥58.8万 |
首仓入场 |
| 2021-08-18 |
跌破离场 |
卖出 |
60.0399 |
15400.0 |
¥92.4万 |
|
| 2021-08-30 |
突破买入 |
买入 |
71.7717 |
12900.0 |
¥92.6万 |
首仓入场 |
| 2021-09-22 |
跌破离场 |
卖出 |
65.50443 |
12900.0 |
¥84.5万 |
|
| 2022-03-01 |
突破买入 |
买入 |
65.23517 |
13000.0 |
¥84.8万 |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
58.47147000000001 |
13000.0 |
¥76.0万 |
|
| 2022-06-07 |
突破买入 |
买入 |
59.91985999999999 |
12600.0 |
¥75.5万 |
首仓入场 |
| 2022-09-02 |
跌破离场 |
卖出 |
74.77515 |
12600.0 |
¥94.2万 |
|
| 2022-10-27 |
突破买入 |
买入 |
76.88681 |
12300.0 |
¥94.6万 |
首仓入场 |
| 2022-11-18 |
跌破离场 |
卖出 |
68.4315 |
12300.0 |
¥84.1万 |
|
| 2023-04-11 |
突破买入 |
买入 |
70.84076999999999 |
11800.0 |
¥83.6万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
67.90203 |
11800.0 |
¥80.1万 |
|
| 2023-07-03 |
突破买入 |
买入 |
70.58051 |
11300.0 |
¥79.8万 |
首仓入场 |
| 2023-07-18 |
跌破离场 |
卖出 |
66.86307000000001 |
11300.0 |
¥75.5万 |
|
| 2023-12-29 |
突破买入 |
买入 |
44.65 |
17000.0 |
¥75.9万 |
首仓入场 |
| 2024-01-09 |
跌破离场 |
卖出 |
38.341620000000006 |
17000.0 |
¥65.2万 |
|
| 2024-03-12 |
突破买入 |
买入 |
39.219179999999994 |
16700.0 |
¥65.5万 |
首仓入场 |
| 2024-03-25 |
跌破离场 |
卖出 |
35.4645 |
16700.0 |
¥59.2万 |
|
| 2024-10-09 |
突破买入 |
买入 |
38.038 |
15200.0 |
¥57.8万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
33.966 |
15200.0 |
¥51.6万 |
|
| 2025-02-27 |
突破买入 |
买入 |
33.93389999999999 |
15600.0 |
¥53.0万 |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
32.02 |
15600.0 |
¥49.9万 |
|
| 2025-07-09 |
突破买入 |
买入 |
28.088059999999995 |
17800.0 |
¥50.0万 |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
38.4615 |
17800.0 |
¥68.4万 |
|
| 2025-12-25 |
突破买入 |
买入 |
39.36932999999999 |
17300.0 |
¥68.1万 |
首仓入场 |
| 2026-03-04 |
跌破离场 |
卖出 |
49.42053 |
17300.0 |
¥85.5万 |
|
| 2026-08-18 |
突破买入 |
买入 |
45.405359999999995 |
18900.0 |
¥85.8万 |
首仓入场 |
| 2026-09-08 |
跌破离场 |
卖出 |
41.13882 |
18900.0 |
¥77.7万 |
|
| 2026-11-06 |
突破买入 |
买入 |
36.83679999999999 |
20600.0 |
¥75.9万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
33.24 |
20600 |
¥68.5万 |
回测结束强平 |