300413 芒果超媒 — 海龟交易法则 回测明细
数据区间: 2015-01-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.76M
策略: 海龟交易法则
K线 & 交易信号(策略收益 +176.07%)
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 32 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 |
2015-03-25 |
2015-06-16 |
42.0546126 |
64.94499 |
¥54.2万 |
+54.38% |
跌破离场 |
| 2 |
2015-10-13 |
2015-11-30 |
31.040309299999993 |
43.956 |
¥62.8万 |
+41.57% |
跌破离场 |
| 3 |
2016-11-09 |
2016-11-28 |
27.856174345999992 |
26.33364 |
¥-11.6万 |
-5.49% |
跌破离场 |
| 4 |
2017-11-27 |
2017-12-29 |
27.035108099999995 |
29.21 |
¥16.4万 |
+8.01% |
跌破离场 |
| 5 |
2018-01-26 |
2018-03-26 |
33.463456025999996 |
36.27 |
¥18.5万 |
+8.35% |
跌破离场 |
| 6 |
2018-05-24 |
2018-06-20 |
42.55526275 |
38.16 |
¥-24.9万 |
-10.36% |
跌破离场 |
| 7 |
2018-11-14 |
2018-12-27 |
36.33718788699999 |
36.94302 |
¥3.5万 |
+1.64% |
跌破离场 |
| 8 |
2019-02-26 |
2019-03-27 |
43.35630298999999 |
44.59536000000001 |
¥6.1万 |
+2.83% |
跌破离场 |
| 9 |
2019-08-21 |
2019-10-09 |
41.45383241999999 |
26.673299999999998 |
¥-79.7万 |
-35.67% |
跌破离场 |
| 10 |
2019-11-15 |
2020-02-26 |
30.68985419499999 |
48.001949999999994 |
¥81.5万 |
+56.36% |
跌破离场 |
| 11 |
2020-05-20 |
2020-07-27 |
51.22652334799999 |
64.62531 |
¥59.1万 |
+26.12% |
跌破离场 |
| 12 |
2020-08-31 |
2020-09-25 |
69.08972069999999 |
63.68625 |
¥-21.9万 |
-7.85% |
跌破离场 |
| 13 |
2020-10-13 |
2020-11-12 |
75.09752249999998 |
71.24868 |
¥-13.6万 |
-5.15% |
跌破离场 |
| 14 |
2021-01-04 |
2021-02-19 |
72.784518807 |
71.95797 |
¥-2.9万 |
-1.17% |
跌破离场 |
| 15 |
2021-04-27 |
2021-06-04 |
65.93562475499998 |
67.83210000000001 |
¥7.0万 |
+2.85% |
跌破离场 |
| 16 |
2021-10-11 |
2021-10-13 |
47.631855271 |
39.7602 |
¥-42.0万 |
-16.55% |
跌破离场 |
| 17 |
2021-11-17 |
2022-01-12 |
49.04368869399999 |
48.960989999999995 |
¥-4,207 |
-0.20% |
跌破离场 |
| 18 |
2022-05-05 |
2022-06-24 |
35.0455105 |
32.99 |
¥-12.2万 |
-5.89% |
跌破离场 |
| 19 |
2022-12-23 |
2023-02-01 |
29.678540891999997 |
30.459509999999998 |
¥5.1万 |
+2.60% |
跌破离场 |
| 20 |
2023-02-06 |
2023-02-23 |
34.074249208999994 |
33.25671 |
¥-4.9万 |
-2.43% |
跌破离场 |
| 21 |
2023-03-21 |
2023-04-18 |
37.919242360999995 |
34.6653 |
¥-17.2万 |
-8.61% |
跌破离场 |
| 22 |
2023-06-13 |
2023-08-17 |
34.334587287 |
30.799169999999997 |
¥-18.8万 |
-10.32% |
跌破离场 |
| 23 |
2023-11-09 |
2023-11-24 |
28.937578669999994 |
27.422549999999998 |
¥-8.5万 |
-5.26% |
跌破离场 |
| 24 |
2023-12-08 |
2023-12-25 |
29.508319840999995 |
25.5744 |
¥-20.5万 |
-13.36% |
跌破离场 |
| 25 |
2024-02-20 |
2024-04-09 |
23.981142184999996 |
23.676299999999998 |
¥-1.8万 |
-1.30% |
跌破离场 |
| 26 |
2024-05-16 |
2024-05-28 |
26.224054857 |
23.646330000000003 |
¥-13.1万 |
-9.86% |
跌破离场 |
| 27 |
2024-09-26 |
2024-12-24 |
20.046032005999997 |
28.4715 |
¥50.2万 |
+41.99% |
跌破离场 |
| 28 |
2025-02-07 |
2025-02-19 |
28.617162573999998 |
26.86311 |
¥-10.5万 |
-6.16% |
跌破离场 |
| 29 |
2025-07-25 |
2025-10-23 |
22.709490803999994 |
29.050919999999998 |
¥44.6万 |
+27.89% |
跌破离场 |
| 30 |
2026-01-06 |
2026-01-27 |
24.732117409999994 |
25.52445 |
¥6.5万 |
+3.17% |
跌破离场 |
| 31 |
2026-07-31 |
2026-08-17 |
15.770479725 |
15.50448 |
¥-3.6万 |
-1.72% |
跌破离场 |
| 32 |
2026-10-13 |
2026-11-13 |
23.490505038 |
31.5 |
¥68.5万 |
+34.06% |
强平 |
逐笔成交记录(共 64 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-03-25 |
突破买入 |
买入 |
42.041999999999994 |
23700.0 |
¥99.7万 |
首仓入场 |
| 2015-06-16 |
跌破离场 |
卖出 |
64.94499 |
23700.0 |
¥1.54M |
|
| 2015-10-13 |
突破买入 |
买入 |
31.030999999999995 |
48700.0 |
¥1.51M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
43.956 |
48700.0 |
¥2.14M |
|
| 2016-11-09 |
突破买入 |
买入 |
27.847819999999995 |
75500.0 |
¥2.10M |
首仓入场 |
| 2016-11-28 |
跌破离场 |
卖出 |
26.33364 |
75500.0 |
¥1.99M |
|
| 2017-11-27 |
突破买入 |
买入 |
27.026999999999997 |
75800.0 |
¥2.05M |
首仓入场 |
| 2017-12-29 |
跌破离场 |
卖出 |
29.21 |
75800.0 |
¥2.21M |
|
| 2018-01-26 |
突破买入 |
买入 |
33.45342 |
66100.0 |
¥2.21M |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
36.27 |
66100.0 |
¥2.40M |
|
| 2018-05-24 |
突破买入 |
买入 |
42.5425 |
56400.0 |
¥2.40M |
首仓入场 |
| 2018-06-20 |
跌破离场 |
卖出 |
38.16 |
56400.0 |
¥2.15M |
|
| 2018-11-14 |
突破买入 |
买入 |
36.32628999999999 |
58300.0 |
¥2.12M |
首仓入场 |
| 2018-12-27 |
跌破离场 |
卖出 |
36.94302 |
58300.0 |
¥2.15M |
|
| 2019-02-26 |
突破买入 |
买入 |
43.34329999999999 |
49900.0 |
¥2.16M |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
44.59536000000001 |
49900.0 |
¥2.22M |
|
| 2019-08-21 |
突破买入 |
买入 |
41.44139999999999 |
53900.0 |
¥2.23M |
首仓入场 |
| 2019-10-09 |
跌破离场 |
卖出 |
26.673299999999998 |
53900.0 |
¥1.44M |
|
| 2019-11-15 |
突破买入 |
买入 |
30.680649999999996 |
47100.0 |
¥1.45M |
首仓入场 |
| 2020-02-26 |
跌破离场 |
卖出 |
48.001949999999994 |
47100.0 |
¥2.26M |
|
| 2020-05-20 |
突破买入 |
买入 |
51.21116 |
44200.0 |
¥2.26M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
64.62531 |
44200.0 |
¥2.86M |
|
| 2020-08-31 |
突破买入 |
买入 |
69.06899999999999 |
40300.0 |
¥2.78M |
首仓入场 |
| 2020-09-25 |
跌破离场 |
卖出 |
63.68625 |
40300.0 |
¥2.57M |
|
| 2020-10-13 |
突破买入 |
买入 |
75.07499999999999 |
35100.0 |
¥2.64M |
首仓入场 |
| 2020-11-12 |
跌破离场 |
卖出 |
71.24868 |
35100.0 |
¥2.50M |
|
| 2021-01-04 |
突破买入 |
买入 |
72.76268999999999 |
34400.0 |
¥2.50M |
首仓入场 |
| 2021-02-19 |
跌破离场 |
卖出 |
71.95797 |
34400.0 |
¥2.47M |
|
| 2021-04-27 |
突破买入 |
买入 |
65.91584999999999 |
37400.0 |
¥2.47M |
首仓入场 |
| 2021-06-04 |
跌破离场 |
卖出 |
67.83210000000001 |
37400.0 |
¥2.54M |
|
| 2021-10-11 |
突破买入 |
买入 |
47.61756999999999 |
53300.0 |
¥2.54M |
首仓入场 |
| 2021-10-13 |
跌破离场 |
卖出 |
39.7602 |
53300.0 |
¥2.12M |
|
| 2021-11-17 |
突破买入 |
买入 |
49.02898 |
43200.0 |
¥2.12M |
首仓入场 |
| 2022-01-12 |
跌破离场 |
卖出 |
48.960989999999995 |
43200.0 |
¥2.11M |
|
| 2022-05-05 |
突破买入 |
买入 |
35.035 |
59000.0 |
¥2.07M |
首仓入场 |
| 2022-06-24 |
跌破离场 |
卖出 |
32.99 |
59000.0 |
¥1.95M |
|
| 2022-12-23 |
突破买入 |
买入 |
29.669639999999998 |
66500.0 |
¥1.97M |
首仓入场 |
| 2023-02-01 |
跌破离场 |
卖出 |
30.459509999999998 |
66500.0 |
¥2.02M |
|
| 2023-02-06 |
突破买入 |
买入 |
34.064029999999995 |
59300.0 |
¥2.02M |
首仓入场 |
| 2023-02-23 |
跌破离场 |
卖出 |
33.25671 |
59300.0 |
¥1.97M |
|
| 2023-03-21 |
突破买入 |
买入 |
37.907869999999996 |
52700.0 |
¥2.00M |
首仓入场 |
| 2023-04-18 |
跌破离场 |
卖出 |
34.6653 |
52700.0 |
¥1.83M |
|
| 2023-06-13 |
突破买入 |
买入 |
34.32429 |
53100.0 |
¥1.82M |
首仓入场 |
| 2023-08-17 |
跌破离场 |
卖出 |
30.799169999999997 |
53100.0 |
¥1.63M |
|
| 2023-11-09 |
突破买入 |
买入 |
28.928899999999995 |
55900.0 |
¥1.62M |
首仓入场 |
| 2023-11-24 |
跌破离场 |
卖出 |
27.422549999999998 |
55900.0 |
¥1.53M |
|
| 2023-12-08 |
突破买入 |
买入 |
29.49946999999999 |
52100.0 |
¥1.54M |
首仓入场 |
| 2023-12-25 |
跌破离场 |
卖出 |
25.5744 |
52100.0 |
¥1.33M |
|
| 2024-02-20 |
突破买入 |
买入 |
23.973949999999995 |
56200.0 |
¥1.35M |
首仓入场 |
| 2024-04-09 |
跌破离场 |
卖出 |
23.676299999999998 |
56200.0 |
¥1.33M |
|
| 2024-05-16 |
突破买入 |
买入 |
26.216189999999997 |
50700.0 |
¥1.33M |
首仓入场 |
| 2024-05-28 |
跌破离场 |
卖出 |
23.646330000000003 |
50700.0 |
¥1.20M |
|
| 2024-09-26 |
突破买入 |
买入 |
20.04002 |
59600.0 |
¥1.19M |
首仓入场 |
| 2024-12-24 |
跌破离场 |
卖出 |
28.4715 |
59600.0 |
¥1.70M |
|
| 2025-02-07 |
突破买入 |
买入 |
28.608579999999996 |
59400.0 |
¥1.70M |
首仓入场 |
| 2025-02-19 |
跌破离场 |
卖出 |
26.86311 |
59400.0 |
¥1.60M |
|
| 2025-07-25 |
突破买入 |
买入 |
22.702679999999997 |
70400.0 |
¥1.60M |
首仓入场 |
| 2025-10-23 |
跌破离场 |
卖出 |
29.050919999999998 |
70400.0 |
¥2.04M |
|
| 2026-01-06 |
突破买入 |
买入 |
24.724699999999995 |
82400.0 |
¥2.04M |
首仓入场 |
| 2026-01-27 |
跌破离场 |
卖出 |
25.52445 |
82400.0 |
¥2.10M |
|
| 2026-07-31 |
突破买入 |
买入 |
15.765749999999999 |
132200.0 |
¥2.08M |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
15.50448 |
132200.0 |
¥2.05M |
|
| 2026-10-13 |
突破买入 |
买入 |
23.483459999999997 |
85600.0 |
¥2.01M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
31.5 |
85600 |
¥2.70M |
回测结束强平 |