300433 蓝思科技 — 海龟交易法则 回测明细
数据区间: 2015-03-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥95.5万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -4.53%）
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 41 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 |
2015-05-13 |
2015-06-05 |
125.15252449699997 |
124.875 |
¥-2,362 |
-0.25% |
跌破离场 |
| 2 |
2015-10-14 |
2016-01-04 |
69.540305835 |
82.91699999999999 |
¥19.0万 |
+19.20% |
跌破离场 |
| 3 |
2016-02-18 |
2016-02-26 |
70.29128105999999 |
63.436499999999995 |
¥-11.5万 |
-9.78% |
跌破离场 |
| 4 |
2016-04-11 |
2016-05-19 |
67.98829037 |
67.94199 |
¥-960 |
-0.10% |
跌破离场 |
| 5 |
2016-05-30 |
2016-06-22 |
80.90506423999999 |
27.85212 |
¥-68.4万 |
-65.58% |
跌破离场 |
| 6 |
2016-08-30 |
2016-09-13 |
25.833547739999997 |
23.49648 |
¥-3.5万 |
-9.07% |
跌破离场 |
| 7 |
2016-10-24 |
2016-12-02 |
25.753443715999992 |
26.493479999999998 |
¥9,883 |
+2.84% |
跌破离场 |
| 8 |
2017-02-15 |
2017-05-12 |
26.83484804 |
33.63633 |
¥9.1万 |
+25.31% |
跌破离场 |
| 9 |
2017-07-20 |
2017-09-14 |
32.031596597 |
29.470500000000005 |
¥-3.6万 |
-8.02% |
跌破离场 |
| 10 |
2017-10-19 |
2017-11-27 |
31.741219509999997 |
33.53643 |
¥2.3万 |
+5.62% |
跌破离场 |
| 11 |
2018-03-13 |
2018-03-20 |
30.009 |
26.673299999999998 |
¥-4.8万 |
-11.14% |
跌破离场 |
| 12 |
2018-06-06 |
2018-06-19 |
24.732117409999994 |
21.448529999999998 |
¥-5.1万 |
-13.30% |
跌破离场 |
| 13 |
2019-02-13 |
2019-03-27 |
7.059167114999998 |
8.25174 |
¥5.7万 |
+16.86% |
跌破离场 |
| 14 |
2019-04-19 |
2019-05-07 |
9.262027775 |
7.17282 |
¥-8.7万 |
-22.58% |
跌破离场 |
| 15 |
2019-07-02 |
2019-07-09 |
7.402220000000001 |
6.81318 |
¥-2.5万 |
-7.99% |
跌破离场 |
| 16 |
2019-08-16 |
2019-11-25 |
8.260727474999998 |
12.497489999999999 |
¥14.3万 |
+51.24% |
跌破离场 |
| 17 |
2019-12-17 |
2019-12-30 |
14.699088403999998 |
13.50648 |
¥-3.5万 |
-8.14% |
跌破离场 |
| 18 |
2020-01-07 |
2020-02-28 |
15.620284679999997 |
19.2807 |
¥9.0万 |
+23.40% |
跌破离场 |
| 19 |
2020-06-04 |
2020-07-27 |
19.32509579 |
28.7712 |
¥23.4万 |
+48.84% |
跌破离场 |
| 20 |
2020-08-26 |
2020-09-10 |
36.497395935 |
32.967 |
¥-6.9万 |
-9.70% |
跌破离场 |
| 21 |
2020-10-13 |
2020-11-16 |
36.497395935 |
31.828139999999998 |
¥-8.3万 |
-12.82% |
跌破离场 |
| 22 |
2021-01-07 |
2021-01-29 |
35.145640529999994 |
33.6663 |
¥-2.4万 |
-4.24% |
跌破离场 |
| 23 |
2021-04-20 |
2021-05-07 |
27.288183999999998 |
25.7742 |
¥-3.0万 |
-5.58% |
跌破离场 |
| 24 |
2021-11-12 |
2021-11-26 |
22.709490803999998 |
21.60837 |
¥-2.5万 |
-4.88% |
跌破离场 |
| 25 |
2021-12-15 |
2021-12-30 |
24.732117409999994 |
23.126849999999997 |
¥-3.2万 |
-6.52% |
跌破离场 |
| 26 |
2022-06-01 |
2022-07-26 |
10.50315 |
10.29969 |
¥-8,882 |
-1.97% |
跌破离场 |
| 27 |
2022-08-12 |
2022-08-29 |
11.765278525 |
10.84914 |
¥-3.5万 |
-7.81% |
跌破离场 |
| 28 |
2022-11-16 |
2023-02-24 |
10.713913209999998 |
12.86712 |
¥8.2万 |
+20.06% |
跌破离场 |
| 29 |
2023-03-24 |
2023-04-24 |
13.587645070999999 |
12.76722 |
¥-3.0万 |
-6.07% |
跌破离场 |
| 30 |
2023-07-05 |
2023-07-28 |
12.215863659999998 |
11.81817 |
¥-1.5万 |
-3.28% |
跌破离场 |
| 31 |
2023-10-10 |
2023-11-21 |
12.876721857999998 |
13.436549999999999 |
¥1.9万 |
+4.32% |
跌破离场 |
| 32 |
2024-01-02 |
2024-01-09 |
13.187124950999998 |
12.06792 |
¥-4.0万 |
-8.51% |
跌破离场 |
| 33 |
2024-03-05 |
2024-04-17 |
12.336019696 |
13.21 |
¥3.0万 |
+7.05% |
跌破离场 |
| 34 |
2024-05-07 |
2024-07-25 |
14.729127413 |
17.202779999999997 |
¥7.6万 |
+16.76% |
跌破离场 |
| 35 |
2024-10-09 |
2024-11-19 |
23.049932906 |
21.26871 |
¥-3.9万 |
-7.76% |
跌破离场 |
| 36 |
2025-01-15 |
2025-03-03 |
25.80774 |
26.99298 |
¥2.2万 |
+4.56% |
跌破离场 |
| 37 |
2025-07-04 |
2025-08-04 |
23.941090173 |
22.087889999999998 |
¥-4.0万 |
-7.77% |
跌破离场 |
| 38 |
2025-08-19 |
2025-10-14 |
25.733417709999998 |
30.6693 |
¥9.1万 |
+19.15% |
跌破离场 |
| 39 |
2025-12-12 |
2026-02-02 |
30.299347078 |
35.98398 |
¥10.5万 |
+18.73% |
跌破离场 |
| 40 |
2026-05-12 |
2026-07-09 |
30.289334074999996 |
46.303650000000005 |
¥34.7万 |
+52.83% |
跌破离场 |
| 41 |
2026-08-19 |
2026-09-07 |
37.809099327999995 |
35.2647 |
¥-6.6万 |
-6.76% |
跌破离场 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-13 |
突破买入 |
买入 |
125.11498999999998 |
7500.0 |
¥93.9万 |
首仓入场 |
| 2015-06-05 |
跌破离场 |
卖出 |
124.875 |
7500.0 |
¥93.6万 |
|
| 2015-10-14 |
突破买入 |
买入 |
69.51944999999999 |
14200.0 |
¥98.7万 |
首仓入场 |
| 2016-01-04 |
跌破离场 |
卖出 |
82.91699999999999 |
14200.0 |
¥1.18M |
|
| 2016-02-18 |
突破买入 |
买入 |
70.27019999999999 |
16800.0 |
¥1.18M |
首仓入场 |
| 2016-02-26 |
跌破离场 |
卖出 |
63.436499999999995 |
16800.0 |
¥1.07M |
|
| 2016-04-11 |
突破买入 |
买入 |
67.9679 |
14400.0 |
¥97.9万 |
首仓入场 |
| 2016-05-19 |
跌破离场 |
卖出 |
67.94199 |
14400.0 |
¥97.8万 |
|
| 2016-05-30 |
突破买入 |
买入 |
80.8808 |
12900.0 |
¥1.04M |
首仓入场 |
| 2016-06-22 |
跌破离场 |
卖出 |
27.85212 |
12900.0 |
¥35.9万 |
|
| 2016-08-30 |
突破买入 |
买入 |
25.825799999999997 |
14900.0 |
¥38.5万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
23.49648 |
14900.0 |
¥35.0万 |
|
| 2016-10-24 |
突破买入 |
买入 |
25.745719999999995 |
13500.0 |
¥34.8万 |
首仓入场 |
| 2016-12-02 |
跌破离场 |
卖出 |
26.493479999999998 |
13500.0 |
¥35.8万 |
|
| 2017-02-15 |
突破买入 |
买入 |
26.8268 |
13400.0 |
¥36.0万 |
首仓入场 |
| 2017-05-12 |
跌破离场 |
卖出 |
33.63633 |
13400.0 |
¥45.1万 |
|
| 2017-07-20 |
突破买入 |
买入 |
32.021989999999995 |
14100.0 |
¥45.2万 |
首仓入场 |
| 2017-09-14 |
跌破离场 |
卖出 |
29.470500000000005 |
14100.0 |
¥41.5万 |
|
| 2017-10-19 |
突破买入 |
买入 |
31.731699999999996 |
13000.0 |
¥41.3万 |
首仓入场 |
| 2017-11-27 |
跌破离场 |
卖出 |
33.53643 |
13000.0 |
¥43.6万 |
|
| 2018-03-13 |
突破买入 |
买入 |
30.0 |
14500.0 |
¥43.5万 |
首仓入场 |
| 2018-03-20 |
跌破离场 |
卖出 |
26.673299999999998 |
14500.0 |
¥38.7万 |
|
| 2018-06-06 |
突破买入 |
买入 |
24.724699999999995 |
15500.0 |
¥38.3万 |
首仓入场 |
| 2018-06-19 |
跌破离场 |
卖出 |
21.448529999999998 |
15500.0 |
¥33.2万 |
|
| 2019-02-13 |
突破买入 |
买入 |
7.0570499999999985 |
47500.0 |
¥33.5万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
8.25174 |
47500.0 |
¥39.2万 |
|
| 2019-04-19 |
突破买入 |
买入 |
9.25925 |
41700.0 |
¥38.6万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
7.17282 |
41700.0 |
¥29.9万 |
|
| 2019-07-02 |
突破买入 |
买入 |
7.4 |
41600.0 |
¥30.8万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
6.81318 |
41600.0 |
¥28.3万 |
|
| 2019-08-16 |
突破买入 |
买入 |
8.258249999999999 |
33900.0 |
¥28.0万 |
首仓入场 |
| 2019-11-25 |
跌破离场 |
卖出 |
12.497489999999999 |
33900.0 |
¥42.4万 |
|
| 2019-12-17 |
突破买入 |
买入 |
14.694679999999998 |
29000.0 |
¥42.6万 |
首仓入场 |
| 2019-12-30 |
跌破离场 |
卖出 |
13.50648 |
29000.0 |
¥39.2万 |
|
| 2020-01-07 |
突破买入 |
买入 |
15.615599999999997 |
24700.0 |
¥38.6万 |
首仓入场 |
| 2020-02-28 |
跌破离场 |
卖出 |
19.2807 |
24700.0 |
¥47.6万 |
|
| 2020-06-04 |
突破买入 |
买入 |
19.3193 |
24800.0 |
¥47.9万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
28.7712 |
24800.0 |
¥71.3万 |
|
| 2020-08-26 |
突破买入 |
买入 |
36.48645 |
19400.0 |
¥70.8万 |
首仓入场 |
| 2020-09-10 |
跌破离场 |
卖出 |
32.967 |
19400.0 |
¥63.9万 |
|
| 2020-10-13 |
突破买入 |
买入 |
36.48645 |
17700.0 |
¥64.6万 |
首仓入场 |
| 2020-11-16 |
跌破离场 |
卖出 |
31.828139999999998 |
17700.0 |
¥56.3万 |
|
| 2021-01-07 |
突破买入 |
买入 |
35.135099999999994 |
16100.0 |
¥56.6万 |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
33.6663 |
16100.0 |
¥54.2万 |
|
| 2021-04-20 |
突破买入 |
买入 |
27.28 |
19600.0 |
¥53.5万 |
首仓入场 |
| 2021-05-07 |
跌破离场 |
卖出 |
25.7742 |
19600.0 |
¥50.5万 |
|
| 2021-11-12 |
突破买入 |
买入 |
22.702679999999997 |
22200.0 |
¥50.4万 |
首仓入场 |
| 2021-11-26 |
跌破离场 |
卖出 |
21.60837 |
22200.0 |
¥48.0万 |
|
| 2021-12-15 |
突破买入 |
买入 |
24.724699999999995 |
19600.0 |
¥48.5万 |
首仓入场 |
| 2021-12-30 |
跌破离场 |
卖出 |
23.126849999999997 |
19600.0 |
¥45.3万 |
|
| 2022-06-01 |
突破买入 |
买入 |
10.5 |
43000.0 |
¥45.2万 |
首仓入场 |
| 2022-07-26 |
跌破离场 |
卖出 |
10.29969 |
43000.0 |
¥44.3万 |
|
| 2022-08-12 |
突破买入 |
买入 |
11.76175 |
37900.0 |
¥44.6万 |
首仓入场 |
| 2022-08-29 |
跌破离场 |
卖出 |
10.84914 |
37900.0 |
¥41.1万 |
|
| 2022-11-16 |
突破买入 |
买入 |
10.710699999999997 |
38300.0 |
¥41.0万 |
首仓入场 |
| 2023-02-24 |
跌破离场 |
卖出 |
12.86712 |
38300.0 |
¥49.3万 |
|
| 2023-03-24 |
突破买入 |
买入 |
13.583569999999998 |
36300.0 |
¥49.3万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
12.76722 |
36300.0 |
¥46.3万 |
|
| 2023-07-05 |
突破买入 |
买入 |
12.212199999999998 |
37800.0 |
¥46.2万 |
首仓入场 |
| 2023-07-28 |
跌破离场 |
卖出 |
11.81817 |
37800.0 |
¥44.7万 |
|
| 2023-10-10 |
突破买入 |
买入 |
12.872859999999998 |
34900.0 |
¥44.9万 |
首仓入场 |
| 2023-11-21 |
跌破离场 |
卖出 |
13.436549999999999 |
34900.0 |
¥46.9万 |
|
| 2024-01-02 |
突破买入 |
买入 |
13.183169999999999 |
35400.0 |
¥46.7万 |
首仓入场 |
| 2024-01-09 |
跌破离场 |
卖出 |
12.06792 |
35400.0 |
¥42.7万 |
|
| 2024-03-05 |
突破买入 |
买入 |
12.33232 |
34200.0 |
¥42.2万 |
首仓入场 |
| 2024-04-17 |
跌破离场 |
卖出 |
13.21 |
34200.0 |
¥45.2万 |
|
| 2024-05-07 |
突破买入 |
买入 |
14.72471 |
30900.0 |
¥45.5万 |
首仓入场 |
| 2024-07-25 |
跌破离场 |
卖出 |
17.202779999999997 |
30900.0 |
¥53.1万 |
|
| 2024-10-09 |
突破买入 |
买入 |
23.04302 |
21900.0 |
¥50.5万 |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
21.26871 |
21900.0 |
¥46.6万 |
|
| 2025-01-15 |
突破买入 |
买入 |
25.8 |
18500.0 |
¥47.7万 |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
26.99298 |
18500.0 |
¥49.9万 |
|
| 2025-07-04 |
突破买入 |
买入 |
23.933909999999997 |
21300.0 |
¥51.0万 |
首仓入场 |
| 2025-08-04 |
跌破离场 |
卖出 |
22.087889999999998 |
21300.0 |
¥47.0万 |
|
| 2025-08-19 |
突破买入 |
买入 |
25.725699999999996 |
18400.0 |
¥47.3万 |
首仓入场 |
| 2025-10-14 |
跌破离场 |
卖出 |
30.6693 |
18400.0 |
¥56.4万 |
|
| 2025-12-12 |
突破买入 |
买入 |
30.290260000000004 |
18500.0 |
¥56.1万 |
首仓入场 |
| 2026-02-02 |
跌破离场 |
卖出 |
35.98398 |
18500.0 |
¥66.6万 |
|
| 2026-05-12 |
突破买入 |
买入 |
30.280249999999995 |
21700.0 |
¥65.7万 |
首仓入场 |
| 2026-07-09 |
跌破离场 |
卖出 |
46.303650000000005 |
21700.0 |
¥1.00M |
|
| 2026-08-19 |
突破买入 |
买入 |
37.79776 |
26000.0 |
¥98.3万 |
首仓入场 |
| 2026-09-07 |
跌破离场 |
卖出 |
35.2647 |
26000.0 |
¥91.7万 |
|