300394 天孚通信 — 海龟交易法则 回测明细
数据区间: 2015-02-17 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.31M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +130.94%）
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 39 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 |
2015-03-26 |
2015-06-16 |
70.62118 |
91.29860999999998 |
¥29.1万 |
+29.24% |
跌破离场 |
| 2 |
2015-10-09 |
2016-01-12 |
57.464624217 |
87.19272 |
¥66.5万 |
+51.69% |
跌破离场 |
| 3 |
2016-04-01 |
2016-04-21 |
85.11052549999998 |
84.915 |
¥-4,995 |
-0.26% |
跌破离场 |
| 4 |
2016-06-30 |
2016-07-28 |
41.634066473999994 |
36.7632 |
¥-22.7万 |
-11.73% |
跌破离场 |
| 5 |
2016-09-09 |
2016-10-31 |
37.759034312999994 |
37.162800000000004 |
¥-2.8万 |
-1.61% |
跌破离场 |
| 6 |
2017-03-02 |
2017-03-27 |
31.520933443999994 |
30.44952 |
¥-5.8万 |
-3.43% |
跌破离场 |
| 7 |
2017-04-07 |
2017-04-18 |
32.55227275299999 |
28.2717 |
¥-21.4万 |
-13.18% |
跌破离场 |
| 8 |
2017-09-07 |
2017-10-20 |
25.563196658999995 |
26.273699999999998 |
¥3.9万 |
+2.75% |
跌破离场 |
| 9 |
2017-11-16 |
2017-11-20 |
28.046421403 |
25.374599999999997 |
¥-13.8万 |
-9.55% |
跌破离场 |
| 10 |
2018-05-23 |
2018-06-04 |
21.758255518999995 |
18.79119 |
¥-17.5万 |
-13.66% |
跌破离场 |
| 11 |
2018-08-21 |
2018-11-23 |
18.944601675999998 |
24.82515 |
¥35.2万 |
+31.00% |
跌破离场 |
| 12 |
2019-02-12 |
2019-03-14 |
29.978930981999998 |
31.598370000000003 |
¥8.1万 |
+5.37% |
跌破离场 |
| 13 |
2019-04-18 |
2019-04-30 |
35.446030619999995 |
29.850120000000004 |
¥-24.8万 |
-15.81% |
跌破离场 |
| 14 |
2019-06-06 |
2019-08-08 |
28.458535 |
29.52045 |
¥4.9万 |
+3.70% |
跌破离场 |
| 15 |
2019-12-18 |
2020-02-04 |
37.568787256 |
32.0 |
¥-20.5万 |
-14.85% |
跌破离场 |
| 16 |
2020-02-11 |
2020-03-30 |
41.85435253999999 |
42.42752999999999 |
¥1.6万 |
+1.34% |
跌破离场 |
| 17 |
2020-04-28 |
2020-05-19 |
51.825543 |
47.72 |
¥-9.2万 |
-7.95% |
跌破离场 |
| 18 |
2020-06-18 |
2020-08-13 |
52.077628602999994 |
66.82311 |
¥30.8万 |
+28.28% |
跌破离场 |
| 19 |
2020-11-06 |
2020-11-18 |
67.18725012999998 |
58.93100999999999 |
¥-17.2万 |
-12.31% |
跌破离场 |
| 20 |
2021-04-26 |
2021-06-28 |
44.85825343999999 |
26.033939999999998 |
¥-51.6万 |
-41.98% |
跌破离场 |
| 21 |
2021-07-26 |
2021-08-16 |
28.657214585999995 |
29.740229999999997 |
¥2.7万 |
+3.75% |
跌破离场 |
| 22 |
2021-11-16 |
2021-12-21 |
28.21664245399999 |
31.57839 |
¥8.9万 |
+11.88% |
跌破离场 |
| 23 |
2022-01-19 |
2022-02-09 |
36.817812031 |
32.02794 |
¥-10.7万 |
-13.04% |
跌破离场 |
| 24 |
2022-05-12 |
2022-07-04 |
27.078121 |
26.70327 |
¥-1.0万 |
-1.41% |
跌破离场 |
| 25 |
2022-07-21 |
2022-08-25 |
30.63978918 |
32.18778 |
¥3.6万 |
+5.02% |
跌破离场 |
| 26 |
2022-10-26 |
2022-11-15 |
29.237968759999994 |
26.973 |
¥-5.8万 |
-7.77% |
跌破离场 |
| 27 |
2023-01-05 |
2023-03-16 |
26.824835037 |
36.37359 |
¥24.7万 |
+35.56% |
跌破离场 |
| 28 |
2023-03-23 |
2023-05-05 |
49.55435184699999 |
54.645300000000006 |
¥9.6万 |
+10.24% |
跌破离场 |
| 29 |
2023-05-26 |
2023-07-13 |
69.84069592499999 |
89.22069 |
¥28.4万 |
+27.71% |
跌破离场 |
| 30 |
2023-12-11 |
2024-01-04 |
97.12612909999999 |
87.912 |
¥-12.4万 |
-9.51% |
跌破离场 |
| 31 |
2024-02-06 |
2024-05-14 |
100.13002999999999 |
136.84302 |
¥42.2万 |
+36.62% |
跌破离场 |
| 32 |
2024-10-09 |
2024-11-18 |
114.76904038599999 |
114.45542999999999 |
¥-4,662 |
-0.30% |
跌破离场 |
| 33 |
2025-05-09 |
2025-06-10 |
75.0975225 |
68.931 |
¥-13.1万 |
-8.24% |
跌破离场 |
| 34 |
2025-07-09 |
2025-10-09 |
82.467092708 |
167.70213 |
¥1.53M |
+103.30% |
跌破离场 |
| 35 |
2025-12-08 |
2026-01-09 |
199.008434625 |
191.16864 |
¥-11.9万 |
-3.97% |
跌破离场 |
| 36 |
2026-01-29 |
2026-03-10 |
219.28476569999995 |
328.671 |
¥1.43M |
+49.84% |
跌破离场 |
| 37 |
2026-04-10 |
2026-04-27 |
347.3510740699999 |
324.675 |
¥-28.2万 |
-6.56% |
跌破离场 |
| 38 |
2026-05-28 |
2026-06-15 |
428.1560082799999 |
286.27344 |
¥-1.33M |
-33.16% |
跌破离场 |
| 39 |
2026-08-18 |
2026-09-29 |
288.37448639999997 |
244.95479999999995 |
¥-40.9万 |
-15.08% |
跌破离场 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-26 |
突破买入 |
买入 |
70.6 |
14100.0 |
¥99.6万 |
首仓入场 |
| 2015-06-16 |
跌破离场 |
卖出 |
91.29860999999998 |
14100.0 |
¥1.29M |
|
| 2015-10-09 |
突破买入 |
买入 |
57.44738999999999 |
22400.0 |
¥1.29M |
首仓入场 |
| 2016-01-12 |
跌破离场 |
卖出 |
87.19272 |
22400.0 |
¥1.95M |
|
| 2016-04-01 |
突破买入 |
买入 |
85.085 |
22600.0 |
¥1.92M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
84.915 |
22600.0 |
¥1.92M |
|
| 2016-06-30 |
突破买入 |
买入 |
41.621579999999994 |
46400.0 |
¥1.93M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
36.7632 |
46400.0 |
¥1.71M |
|
| 2016-09-09 |
突破买入 |
买入 |
37.74771 |
45300.0 |
¥1.71M |
首仓入场 |
| 2016-10-31 |
跌破离场 |
卖出 |
37.162800000000004 |
45300.0 |
¥1.68M |
|
| 2017-03-02 |
突破买入 |
买入 |
31.511479999999995 |
53700.0 |
¥1.69M |
首仓入场 |
| 2017-03-27 |
跌破离场 |
卖出 |
30.44952 |
53700.0 |
¥1.63M |
|
| 2017-04-07 |
突破买入 |
买入 |
32.54250999999999 |
50000.0 |
¥1.63M |
首仓入场 |
| 2017-04-18 |
跌破离场 |
卖出 |
28.2717 |
50000.0 |
¥1.41M |
|
| 2017-09-07 |
突破买入 |
买入 |
25.555529999999997 |
55200.0 |
¥1.41M |
首仓入场 |
| 2017-10-20 |
跌破离场 |
卖出 |
26.273699999999998 |
55200.0 |
¥1.45M |
|
| 2017-11-16 |
突破买入 |
买入 |
28.03801 |
51400.0 |
¥1.44M |
首仓入场 |
| 2017-11-20 |
跌破离场 |
卖出 |
25.374599999999997 |
51400.0 |
¥1.30M |
|
| 2018-05-23 |
突破买入 |
买入 |
21.75173 |
59000.0 |
¥1.28M |
首仓入场 |
| 2018-06-04 |
跌破离场 |
卖出 |
18.79119 |
59000.0 |
¥1.11M |
|
| 2018-08-21 |
突破买入 |
买入 |
18.93892 |
60000.0 |
¥1.14M |
首仓入场 |
| 2018-11-23 |
跌破离场 |
卖出 |
24.82515 |
60000.0 |
¥1.49M |
|
| 2019-02-12 |
突破买入 |
买入 |
29.969939999999998 |
50100.0 |
¥1.50M |
首仓入场 |
| 2019-03-14 |
跌破离场 |
卖出 |
31.598370000000003 |
50100.0 |
¥1.58M |
|
| 2019-04-18 |
突破买入 |
买入 |
35.435399999999994 |
44300.0 |
¥1.57M |
首仓入场 |
| 2019-04-30 |
跌破离场 |
卖出 |
29.850120000000004 |
44300.0 |
¥1.32M |
|
| 2019-06-06 |
突破买入 |
买入 |
28.45 |
46800.0 |
¥1.33M |
首仓入场 |
| 2019-08-08 |
跌破离场 |
卖出 |
29.52045 |
46800.0 |
¥1.38M |
|
| 2019-12-18 |
突破买入 |
买入 |
37.55752 |
36700.0 |
¥1.38M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
32.0 |
36700.0 |
¥1.17M |
|
| 2020-02-11 |
突破买入 |
买入 |
41.84179999999999 |
27900.0 |
¥1.17M |
首仓入场 |
| 2020-03-30 |
跌破离场 |
卖出 |
42.42752999999999 |
27900.0 |
¥1.18M |
|
| 2020-04-28 |
突破买入 |
买入 |
51.81 |
22400.0 |
¥1.16M |
首仓入场 |
| 2020-05-19 |
跌破离场 |
卖出 |
47.72 |
22400.0 |
¥1.07M |
|
| 2020-06-18 |
突破买入 |
买入 |
52.062009999999994 |
20900.0 |
¥1.09M |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
66.82311 |
20900.0 |
¥1.40M |
|
| 2020-11-06 |
突破买入 |
买入 |
67.16709999999999 |
20800.0 |
¥1.40M |
首仓入场 |
| 2020-11-18 |
跌破离场 |
卖出 |
58.93100999999999 |
20800.0 |
¥1.23M |
|
| 2021-04-26 |
突破买入 |
买入 |
44.84479999999999 |
27400.0 |
¥1.23M |
首仓入场 |
| 2021-06-28 |
跌破离场 |
卖出 |
26.033939999999998 |
27400.0 |
¥71.3万 |
|
| 2021-07-26 |
突破买入 |
买入 |
28.648619999999998 |
24900.0 |
¥71.4万 |
首仓入场 |
| 2021-08-16 |
跌破离场 |
卖出 |
29.740229999999997 |
24900.0 |
¥74.0万 |
|
| 2021-11-16 |
突破买入 |
买入 |
28.20817999999999 |
26400.0 |
¥74.5万 |
首仓入场 |
| 2021-12-21 |
跌破离场 |
卖出 |
31.57839 |
26400.0 |
¥83.3万 |
|
| 2022-01-19 |
突破买入 |
买入 |
36.80677 |
22300.0 |
¥82.1万 |
首仓入场 |
| 2022-02-09 |
跌破离场 |
卖出 |
32.02794 |
22300.0 |
¥71.4万 |
|
| 2022-05-12 |
突破买入 |
买入 |
27.07 |
26600.0 |
¥72.0万 |
首仓入场 |
| 2022-07-04 |
跌破离场 |
卖出 |
26.70327 |
26600.0 |
¥71.0万 |
|
| 2022-07-21 |
突破买入 |
买入 |
30.630599999999998 |
23500.0 |
¥72.0万 |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
32.18778 |
23500.0 |
¥75.6万 |
|
| 2022-10-26 |
突破买入 |
买入 |
29.22919999999999 |
25700.0 |
¥75.1万 |
首仓入场 |
| 2022-11-15 |
跌破离场 |
卖出 |
26.973 |
25700.0 |
¥69.3万 |
|
| 2023-01-05 |
突破买入 |
买入 |
26.816789999999997 |
25900.0 |
¥69.5万 |
首仓入场 |
| 2023-03-16 |
跌破离场 |
卖出 |
36.37359 |
25900.0 |
¥94.2万 |
|
| 2023-03-23 |
突破买入 |
买入 |
49.539489999999994 |
19000.0 |
¥94.2万 |
首仓入场 |
| 2023-05-05 |
跌破离场 |
卖出 |
54.645300000000006 |
19000.0 |
¥1.04M |
|
| 2023-05-26 |
突破买入 |
买入 |
69.81975 |
14700.0 |
¥1.03M |
首仓入场 |
| 2023-07-13 |
跌破离场 |
卖出 |
89.22069 |
14700.0 |
¥1.31M |
|
| 2023-12-11 |
突破买入 |
买入 |
97.09699999999998 |
13400.0 |
¥1.30M |
首仓入场 |
| 2024-01-04 |
跌破离场 |
卖出 |
87.912 |
13400.0 |
¥1.18M |
|
| 2024-02-06 |
突破买入 |
买入 |
100.1 |
11500.0 |
¥1.15M |
首仓入场 |
| 2024-05-14 |
跌破离场 |
卖出 |
136.84302 |
11500.0 |
¥1.57M |
|
| 2024-10-09 |
突破买入 |
买入 |
114.73461999999999 |
13400.0 |
¥1.54M |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
114.45542999999999 |
13400.0 |
¥1.53M |
|
| 2025-05-09 |
突破买入 |
买入 |
75.07499999999999 |
21100.0 |
¥1.58M |
首仓入场 |
| 2025-06-10 |
跌破离场 |
卖出 |
68.931 |
21100.0 |
¥1.45M |
|
| 2025-07-09 |
突破买入 |
买入 |
82.44236 |
18000.0 |
¥1.48M |
首仓入场 |
| 2025-10-09 |
跌破离场 |
卖出 |
167.70213 |
18000.0 |
¥3.02M |
|
| 2025-12-08 |
突破买入 |
买入 |
198.94875 |
15100.0 |
¥3.01M |
首仓入场 |
| 2026-01-09 |
跌破离场 |
卖出 |
191.16864 |
15100.0 |
¥2.89M |
|
| 2026-01-29 |
突破买入 |
买入 |
219.21899999999997 |
13100.0 |
¥2.87M |
首仓入场 |
| 2026-03-10 |
跌破离场 |
卖出 |
328.671 |
13100.0 |
¥4.30M |
|
| 2026-04-10 |
突破买入 |
买入 |
347.24689999999987 |
12400.0 |
¥4.31M |
首仓入场 |
| 2026-04-27 |
跌破离场 |
卖出 |
324.675 |
12400.0 |
¥4.02M |
|
| 2026-05-28 |
突破买入 |
买入 |
428.02759999999995 |
9400.0 |
¥4.02M |
首仓入场 |
| 2026-06-15 |
跌破离场 |
卖出 |
286.27344 |
9400.0 |
¥2.69M |
|
| 2026-08-18 |
突破买入 |
买入 |
288.28799999999995 |
9400.0 |
¥2.71M |
首仓入场 |
| 2026-09-29 |
跌破离场 |
卖出 |
244.95479999999995 |
9400.0 |
¥2.30M |
|