300418 昆仑万维 — 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: ¥44.7万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -55.33%）
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 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 |
2015-03-19 |
2015-08-19 |
76.59947294999999 |
100.68921 |
¥30.3万 |
+31.41% |
跌破离场 |
| 2 |
2015-09-25 |
2015-11-12 |
101.93237053999997 |
41.94801000000001 |
¥-75.6万 |
-58.86% |
跌破离场 |
| 3 |
2016-03-25 |
2016-04-21 |
35.0455105 |
30.55941 |
¥-7.0万 |
-12.83% |
跌破离场 |
| 4 |
2016-07-14 |
2016-07-28 |
29.538358849999998 |
27.65232 |
¥-3.0万 |
-6.41% |
跌破离场 |
| 5 |
2016-11-07 |
2016-12-07 |
26.624574977 |
25.464509999999997 |
¥-1.9万 |
-4.39% |
跌破离场 |
| 6 |
2017-02-23 |
2017-03-30 |
21.337709392999994 |
21.448529999999998 |
¥2,088 |
+0.49% |
跌破离场 |
| 7 |
2017-07-31 |
2017-09-19 |
25.833547739999997 |
25.6 |
¥-3,836 |
-0.93% |
跌破离场 |
| 8 |
2017-10-23 |
2017-10-30 |
28.527045546999997 |
24.975 |
¥-5.1万 |
-12.48% |
跌破离场 |
| 9 |
2018-01-18 |
2018-02-07 |
22.829646839999995 |
21.04893 |
¥-2.9万 |
-7.83% |
跌破离场 |
| 10 |
2018-03-07 |
2018-03-26 |
26.073859812 |
24.3756 |
¥-2.2万 |
-6.54% |
跌破离场 |
| 11 |
2018-11-14 |
2018-12-17 |
14.268529274999999 |
13.046940000000001 |
¥-2.8万 |
-8.59% |
跌破离场 |
| 12 |
2019-02-20 |
2019-03-27 |
14.0182042 |
14.555429999999998 |
¥1.1万 |
+3.80% |
跌破离场 |
| 13 |
2019-05-13 |
2019-05-24 |
16.701689003999995 |
14.26572 |
¥-4.4万 |
-14.61% |
跌破离场 |
| 14 |
2019-09-06 |
2019-09-26 |
13.297267983999998 |
12.76722 |
¥-1.1万 |
-4.01% |
跌破离场 |
| 15 |
2019-10-29 |
2019-11-19 |
14.138360235999997 |
13.74624 |
¥-6,934 |
-2.80% |
跌破离场 |
| 16 |
2019-12-17 |
2020-03-03 |
15.910661767 |
22.637340000000002 |
¥10.3万 |
+42.24% |
跌破离场 |
| 17 |
2020-05-06 |
2020-06-17 |
20.216253057000003 |
21.49848 |
¥2.2万 |
+6.31% |
跌破离场 |
| 18 |
2020-06-29 |
2020-07-27 |
24.541870353 |
24.56541 |
¥244 |
+0.07% |
跌破离场 |
| 19 |
2020-09-15 |
2020-09-29 |
30.709210000000002 |
26.68329 |
¥-4.8万 |
-13.14% |
跌破离场 |
| 20 |
2021-01-22 |
2021-02-05 |
22.569308761999995 |
21.0789 |
¥-2.1万 |
-6.63% |
跌破离场 |
| 21 |
2021-03-02 |
2021-03-22 |
26.854874045999996 |
22.53744 |
¥-4.8万 |
-16.10% |
跌破离场 |
| 22 |
2021-07-14 |
2021-07-26 |
19.014692696999997 |
17.042939999999998 |
¥-2.6万 |
-10.40% |
跌破离场 |
| 23 |
2021-09-02 |
2021-09-28 |
17.32249519 |
17.132849999999998 |
¥-2,532 |
-1.12% |
跌破离场 |
| 24 |
2021-11-02 |
2021-11-26 |
21.467878432 |
21.73824 |
¥2,744 |
+1.23% |
跌破离场 |
| 25 |
2022-06-16 |
2022-07-12 |
15.480102637999998 |
14.875110000000001 |
¥-8,898 |
-3.94% |
跌破离场 |
| 26 |
2022-10-28 |
2022-11-29 |
13.307280986999997 |
13.696290000000001 |
¥6,274 |
+2.89% |
跌破离场 |
| 27 |
2023-01-05 |
2023-05-18 |
14.769179424999995 |
54.10583999999999 |
¥59.8万 |
+266.23% |
跌破离场 |
| 28 |
2023-09-27 |
2023-10-19 |
38.520022541 |
31.4685 |
¥-14.9万 |
-18.33% |
跌破离场 |
| 29 |
2023-12-05 |
2023-12-25 |
39.011700000000005 |
36.4635 |
¥-4.4万 |
-6.56% |
跌破离场 |
| 30 |
2024-03-05 |
2024-03-27 |
42.98582187899999 |
38.82114 |
¥-6.0万 |
-9.72% |
跌破离场 |
| 31 |
2024-10-09 |
2024-11-04 |
43.05591289999999 |
37.562400000000004 |
¥-6.9万 |
-12.79% |
跌破离场 |
| 32 |
2024-11-12 |
2024-12-17 |
48.26267445999999 |
43.4565 |
¥-5.0万 |
-9.99% |
跌破离场 |
| 33 |
2025-02-06 |
2025-03-03 |
42.35500269 |
37.21275 |
¥-5.3万 |
-12.17% |
跌破离场 |
| 34 |
2025-07-16 |
2025-08-11 |
34.374639299 |
33.4665 |
¥-1.0万 |
-2.67% |
跌破离场 |
| 35 |
2025-08-19 |
2025-10-20 |
37.0481111 |
41.398559999999996 |
¥4.5万 |
+11.71% |
跌破离场 |
| 36 |
2026-01-06 |
2026-03-04 |
43.496485031999995 |
51.0489 |
¥7.4万 |
+17.33% |
跌破离场 |
| 37 |
2026-07-09 |
2026-07-20 |
47.561764249999996 |
41.948010000000004 |
¥-5.9万 |
-11.83% |
跌破离场 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
突破买入 |
买入 |
76.5765 |
12600.0 |
¥96.5万 |
首仓入场 |
| 2015-08-19 |
跌破离场 |
卖出 |
100.68921 |
12600.0 |
¥1.27M |
|
| 2015-09-25 |
突破买入 |
买入 |
101.90179999999998 |
12600.0 |
¥1.28M |
首仓入场 |
| 2015-11-12 |
跌破离场 |
卖出 |
41.94801000000001 |
12600.0 |
¥52.8万 |
|
| 2016-03-25 |
突破买入 |
买入 |
35.035 |
15600.0 |
¥54.7万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
30.55941 |
15600.0 |
¥47.7万 |
|
| 2016-07-14 |
突破买入 |
买入 |
29.529499999999995 |
15900.0 |
¥47.0万 |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
27.65232 |
15900.0 |
¥44.0万 |
|
| 2016-11-07 |
突破买入 |
买入 |
26.61659 |
16400.0 |
¥43.7万 |
首仓入场 |
| 2016-12-07 |
跌破离场 |
卖出 |
25.464509999999997 |
16400.0 |
¥41.7万 |
|
| 2017-02-23 |
突破买入 |
买入 |
21.331309999999995 |
20000.0 |
¥42.7万 |
首仓入场 |
| 2017-03-30 |
跌破离场 |
卖出 |
21.448529999999998 |
20000.0 |
¥42.9万 |
|
| 2017-07-31 |
突破买入 |
买入 |
25.825799999999997 |
15900.0 |
¥41.1万 |
首仓入场 |
| 2017-09-19 |
跌破离场 |
卖出 |
25.6 |
15900.0 |
¥40.7万 |
|
| 2017-10-23 |
突破买入 |
买入 |
28.518489999999996 |
14400.0 |
¥41.1万 |
首仓入场 |
| 2017-10-30 |
跌破离场 |
卖出 |
24.975 |
14400.0 |
¥36.0万 |
|
| 2018-01-18 |
突破买入 |
买入 |
22.822799999999997 |
16200.0 |
¥37.0万 |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
21.04893 |
16200.0 |
¥34.1万 |
|
| 2018-03-07 |
突破买入 |
买入 |
26.066039999999997 |
13100.0 |
¥34.2万 |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
24.3756 |
13100.0 |
¥31.9万 |
|
| 2018-11-14 |
突破买入 |
买入 |
14.264249999999999 |
22600.0 |
¥32.2万 |
首仓入场 |
| 2018-12-17 |
跌破离场 |
卖出 |
13.046940000000001 |
22600.0 |
¥29.5万 |
|
| 2019-02-20 |
突破买入 |
买入 |
14.014000000000001 |
20800.0 |
¥29.2万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
14.555429999999998 |
20800.0 |
¥30.3万 |
|
| 2019-05-13 |
突破买入 |
买入 |
16.696679999999997 |
17900.0 |
¥29.9万 |
首仓入场 |
| 2019-05-24 |
跌破离场 |
卖出 |
14.26572 |
17900.0 |
¥25.5万 |
|
| 2019-09-06 |
突破买入 |
买入 |
13.293279999999998 |
19700.0 |
¥26.2万 |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
12.76722 |
19700.0 |
¥25.1万 |
|
| 2019-10-29 |
突破买入 |
买入 |
14.134119999999998 |
17500.0 |
¥24.7万 |
首仓入场 |
| 2019-11-19 |
跌破离场 |
卖出 |
13.74624 |
17500.0 |
¥24.0万 |
|
| 2019-12-17 |
突破买入 |
买入 |
15.905890000000001 |
15400.0 |
¥24.5万 |
首仓入场 |
| 2020-03-03 |
跌破离场 |
卖出 |
22.637340000000002 |
15400.0 |
¥34.9万 |
|
| 2020-05-06 |
突破买入 |
买入 |
20.21019 |
16900.0 |
¥34.2万 |
首仓入场 |
| 2020-06-17 |
跌破离场 |
卖出 |
21.49848 |
16900.0 |
¥36.3万 |
|
| 2020-06-29 |
突破买入 |
买入 |
24.534509999999997 |
15100.0 |
¥37.1万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
24.56541 |
15100.0 |
¥37.1万 |
|
| 2020-09-15 |
突破买入 |
买入 |
30.7 |
12000.0 |
¥36.9万 |
首仓入场 |
| 2020-09-29 |
跌破离场 |
卖出 |
26.68329 |
12000.0 |
¥32.0万 |
|
| 2021-01-22 |
突破买入 |
买入 |
22.562539999999995 |
14000.0 |
¥31.6万 |
首仓入场 |
| 2021-02-05 |
跌破离场 |
卖出 |
21.0789 |
14000.0 |
¥29.5万 |
|
| 2021-03-02 |
突破买入 |
买入 |
26.846819999999997 |
11200.0 |
¥30.1万 |
首仓入场 |
| 2021-03-22 |
跌破离场 |
卖出 |
22.53744 |
11200.0 |
¥25.2万 |
|
| 2021-07-14 |
突破买入 |
买入 |
19.008989999999997 |
13200.0 |
¥25.1万 |
首仓入场 |
| 2021-07-26 |
跌破离场 |
卖出 |
17.042939999999998 |
13200.0 |
¥22.5万 |
|
| 2021-09-02 |
突破买入 |
买入 |
17.3173 |
13000.0 |
¥22.5万 |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
17.132849999999998 |
13000.0 |
¥22.3万 |
|
| 2021-11-02 |
突破买入 |
买入 |
21.46144 |
10400.0 |
¥22.3万 |
首仓入场 |
| 2021-11-26 |
跌破离场 |
卖出 |
21.73824 |
10400.0 |
¥22.6万 |
|
| 2022-06-16 |
突破买入 |
买入 |
15.475459999999998 |
14600.0 |
¥22.6万 |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
14.875110000000001 |
14600.0 |
¥21.7万 |
|
| 2022-10-28 |
突破买入 |
买入 |
13.303289999999997 |
16300.0 |
¥21.7万 |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
13.696290000000001 |
16300.0 |
¥22.3万 |
|
| 2023-01-05 |
突破买入 |
买入 |
14.764749999999998 |
15200.0 |
¥22.4万 |
首仓入场 |
| 2023-05-18 |
跌破离场 |
卖出 |
54.10583999999999 |
15200.0 |
¥82.2万 |
|
| 2023-09-27 |
突破买入 |
买入 |
38.508469999999996 |
21100.0 |
¥81.3万 |
首仓入场 |
| 2023-10-19 |
跌破离场 |
卖出 |
31.4685 |
21100.0 |
¥66.4万 |
|
| 2023-12-05 |
突破买入 |
买入 |
39.0 |
17000.0 |
¥66.3万 |
首仓入场 |
| 2023-12-25 |
跌破离场 |
卖出 |
36.4635 |
17000.0 |
¥62.0万 |
|
| 2024-03-05 |
突破买入 |
买入 |
42.97293 |
14400.0 |
¥61.9万 |
首仓入场 |
| 2024-03-27 |
跌破离场 |
卖出 |
38.82114 |
14400.0 |
¥55.9万 |
|
| 2024-10-09 |
突破买入 |
买入 |
43.04299999999999 |
12600.0 |
¥54.3万 |
首仓入场 |
| 2024-11-04 |
跌破离场 |
卖出 |
37.562400000000004 |
12600.0 |
¥47.3万 |
|
| 2024-11-12 |
突破买入 |
买入 |
48.2482 |
10300.0 |
¥49.7万 |
首仓入场 |
| 2024-12-17 |
跌破离场 |
卖出 |
43.4565 |
10300.0 |
¥44.7万 |
|
| 2025-02-06 |
突破买入 |
买入 |
42.342299999999994 |
10300.0 |
¥43.6万 |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
37.21275 |
10300.0 |
¥38.3万 |
|
| 2025-07-16 |
突破买入 |
买入 |
34.364329999999995 |
11400.0 |
¥39.2万 |
首仓入场 |
| 2025-08-11 |
跌破离场 |
卖出 |
33.4665 |
11400.0 |
¥38.1万 |
|
| 2025-08-19 |
突破买入 |
买入 |
37.037 |
10300.0 |
¥38.2万 |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
41.398559999999996 |
10300.0 |
¥42.6万 |
|
| 2026-01-06 |
突破买入 |
买入 |
43.483439999999995 |
9800.0 |
¥42.6万 |
首仓入场 |
| 2026-03-04 |
跌破离场 |
卖出 |
51.0489 |
9800.0 |
¥50.0万 |
|
| 2026-07-09 |
突破买入 |
买入 |
47.54749999999999 |
10500.0 |
¥49.9万 |
首仓入场 |
| 2026-07-20 |
跌破离场 |
卖出 |
41.948010000000004 |
10500.0 |
¥44.0万 |
|