300442 润泽科技 — 海龟交易法则 回测明细
数据区间: 2015-04-24 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.43M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +142.75%）
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 33 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 |
2015-10-13 |
2016-01-04 |
47.26137416 |
64.48545 |
¥36.3万 |
+36.40% |
跌破离场 |
| 2 |
2016-03-31 |
2016-04-21 |
47.0611141 |
42.277680000000004 |
¥-13.2万 |
-10.19% |
跌破离场 |
| 3 |
2016-06-08 |
2016-07-28 |
43.31299 |
44.5554 |
¥3.5万 |
+2.84% |
跌破离场 |
| 4 |
2016-10-11 |
2016-12-02 |
46.750711007 |
47.832119999999996 |
¥2.9万 |
+2.28% |
跌破离场 |
| 5 |
2017-08-18 |
2017-10-17 |
25.80774 |
25.98399 |
¥8,423 |
+0.65% |
跌破离场 |
| 6 |
2018-03-12 |
2018-03-26 |
19.12483573 |
17.882099999999998 |
¥-8.4万 |
-6.53% |
跌破离场 |
| 7 |
2018-05-23 |
2018-05-30 |
21.016303 |
19.19079 |
¥-10.5万 |
-8.71% |
跌破离场 |
| 8 |
2018-07-26 |
2018-08-03 |
16.801819033999998 |
15.774209999999998 |
¥-6.8万 |
-6.14% |
跌破离场 |
| 9 |
2018-11-13 |
2018-12-11 |
14.108321226999998 |
13.62636 |
¥-3.6万 |
-3.45% |
跌破离场 |
| 10 |
2019-02-26 |
2019-04-26 |
14.028217203 |
14.415569999999999 |
¥2.7万 |
+2.73% |
跌破离场 |
| 11 |
2019-09-06 |
2019-10-30 |
14.779192427999998 |
15.04494 |
¥1.8万 |
+1.77% |
跌破离场 |
| 12 |
2019-12-20 |
2020-02-04 |
14.939400475999998 |
15.374609999999999 |
¥3.0万 |
+2.88% |
跌破离场 |
| 13 |
2020-02-07 |
2020-03-02 |
18.664237592 |
16.47 |
¥-12.7万 |
-11.78% |
跌破离场 |
| 14 |
2020-05-20 |
2020-10-22 |
16.020804799999997 |
27.532439999999998 |
¥68.2万 |
+71.80% |
跌破离场 |
| 15 |
2021-02-22 |
2021-04-23 |
38.540048547 |
45.81414 |
¥30.9万 |
+18.84% |
跌破离场 |
| 16 |
2021-06-23 |
2021-07-16 |
48.402856502 |
44.32563 |
¥-16.4万 |
-8.45% |
跌破离场 |
| 17 |
2021-11-25 |
2021-12-21 |
41.133416323999995 |
41.338620000000006 |
¥8,059 |
+0.47% |
跌破离场 |
| 18 |
2022-01-14 |
2022-01-25 |
45.298825572 |
41.96799 |
¥-13.2万 |
-7.38% |
跌破离场 |
| 19 |
2022-02-23 |
2022-03-09 |
48.062414399999994 |
41.648309999999995 |
¥-21.7万 |
-13.37% |
跌破离场 |
| 20 |
2022-06-09 |
2022-07-12 |
49.173857732999984 |
47.94201 |
¥-3.6万 |
-2.53% |
跌破离场 |
| 21 |
2023-01-09 |
2023-04-27 |
46.450320917 |
64.12581 |
¥53.1万 |
+38.01% |
跌破离场 |
| 22 |
2023-11-15 |
2023-12-21 |
26.153963836 |
25.284689999999998 |
¥-6.5万 |
-3.35% |
跌破离场 |
| 23 |
2024-02-26 |
2024-03-15 |
25.402988611 |
23.88609 |
¥-11.1万 |
-6.00% |
跌破离场 |
| 24 |
2024-09-02 |
2024-09-09 |
23.730817109999997 |
21.90807 |
¥-13.4万 |
-7.71% |
跌破离场 |
| 25 |
2024-09-26 |
2025-01-07 |
25.122624527 |
47.08287 |
¥1.42M |
+87.36% |
跌破离场 |
| 26 |
2025-02-25 |
2025-03-21 |
68.378797487 |
62.49744 |
¥-25.3万 |
-8.63% |
跌破离场 |
| 27 |
2025-06-26 |
2025-07-31 |
47.912219355 |
48.91104000000001 |
¥5.7万 |
+2.05% |
跌破离场 |
| 28 |
2025-08-19 |
2025-09-03 |
57.074117099999995 |
53.08686 |
¥-20.0万 |
-7.01% |
跌破离场 |
| 29 |
2026-01-06 |
2026-03-16 |
55.58217965299999 |
83.46645 |
¥1.31M |
+50.12% |
跌破离场 |
| 30 |
2026-04-17 |
2026-04-29 |
94.1222282 |
87.29262 |
¥-28.2万 |
-7.28% |
跌破离场 |
| 31 |
2026-07-02 |
2026-07-15 |
87.283347151 |
71.63829 |
¥-63.8万 |
-17.95% |
跌破离场 |
| 32 |
2026-08-18 |
2026-08-20 |
71.841546 |
66.37356 |
¥-22.9万 |
-7.64% |
跌破离场 |
| 33 |
2026-09-28 |
2026-10-12 |
67.750319 |
58.43151000000001 |
¥-38.5万 |
-13.78% |
跌破离场 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-10-13 |
突破买入 |
买入 |
47.2472 |
21100.0 |
¥99.7万 |
首仓入场 |
| 2016-01-04 |
跌破离场 |
卖出 |
64.48545 |
21100.0 |
¥1.36M |
|
| 2016-03-31 |
突破买入 |
买入 |
47.047 |
27600.0 |
¥1.30M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
42.277680000000004 |
27600.0 |
¥1.17M |
|
| 2016-06-08 |
突破买入 |
买入 |
43.3 |
28200.0 |
¥1.22M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
44.5554 |
28200.0 |
¥1.26M |
|
| 2016-10-11 |
突破买入 |
买入 |
46.736689999999996 |
27000.0 |
¥1.26M |
首仓入场 |
| 2016-12-02 |
跌破离场 |
卖出 |
47.832119999999996 |
27000.0 |
¥1.29M |
|
| 2017-08-18 |
突破买入 |
买入 |
25.8 |
50000.0 |
¥1.29M |
首仓入场 |
| 2017-10-17 |
跌破离场 |
卖出 |
25.98399 |
50000.0 |
¥1.30M |
|
| 2018-03-12 |
突破买入 |
买入 |
19.1191 |
67400.0 |
¥1.29M |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
17.882099999999998 |
67400.0 |
¥1.20M |
|
| 2018-05-23 |
突破买入 |
买入 |
21.01 |
57500.0 |
¥1.21M |
首仓入场 |
| 2018-05-30 |
跌破离场 |
卖出 |
19.19079 |
57500.0 |
¥1.10M |
|
| 2018-07-26 |
突破买入 |
买入 |
16.79678 |
65600.0 |
¥1.10M |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
15.774209999999998 |
65600.0 |
¥1.03M |
|
| 2018-11-13 |
突破买入 |
买入 |
14.104089999999998 |
73400.0 |
¥1.04M |
首仓入场 |
| 2018-12-11 |
跌破离场 |
卖出 |
13.62636 |
73400.0 |
¥100.0万 |
|
| 2019-02-26 |
突破买入 |
买入 |
14.024009999999999 |
71500.0 |
¥1.00M |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
14.415569999999999 |
71500.0 |
¥1.03M |
|
| 2019-09-06 |
突破买入 |
买入 |
14.774759999999999 |
70000.0 |
¥1.03M |
首仓入场 |
| 2019-10-30 |
跌破离场 |
卖出 |
15.04494 |
70000.0 |
¥1.05M |
|
| 2019-12-20 |
突破买入 |
买入 |
14.934919999999998 |
70200.0 |
¥1.05M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
15.374609999999999 |
70200.0 |
¥1.08M |
|
| 2020-02-07 |
突破买入 |
买入 |
18.65864 |
57800.0 |
¥1.08M |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
16.47 |
57800.0 |
¥95.2万 |
|
| 2020-05-20 |
突破买入 |
买入 |
16.016 |
59300.0 |
¥95.0万 |
首仓入场 |
| 2020-10-22 |
跌破离场 |
卖出 |
27.532439999999998 |
59300.0 |
¥1.63M |
|
| 2021-02-22 |
突破买入 |
买入 |
38.52849 |
42500.0 |
¥1.64M |
首仓入场 |
| 2021-04-23 |
跌破离场 |
卖出 |
45.81414 |
42500.0 |
¥1.95M |
|
| 2021-06-23 |
突破买入 |
买入 |
48.38834 |
40200.0 |
¥1.95M |
首仓入场 |
| 2021-07-16 |
跌破离场 |
卖出 |
44.32563 |
40200.0 |
¥1.78M |
|
| 2021-11-25 |
突破买入 |
买入 |
41.12107999999999 |
41800.0 |
¥1.72M |
首仓入场 |
| 2021-12-21 |
跌破离场 |
卖出 |
41.338620000000006 |
41800.0 |
¥1.73M |
|
| 2022-01-14 |
突破买入 |
买入 |
45.285239999999995 |
39400.0 |
¥1.78M |
首仓入场 |
| 2022-01-25 |
跌破离场 |
卖出 |
41.96799 |
39400.0 |
¥1.65M |
|
| 2022-02-23 |
突破买入 |
买入 |
48.047999999999995 |
33800.0 |
¥1.62M |
首仓入场 |
| 2022-03-09 |
跌破离场 |
卖出 |
41.648309999999995 |
33800.0 |
¥1.41M |
|
| 2022-06-09 |
突破买入 |
买入 |
49.159109999999984 |
29200.0 |
¥1.44M |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
47.94201 |
29200.0 |
¥1.40M |
|
| 2023-01-09 |
突破买入 |
买入 |
46.436389999999996 |
30100.0 |
¥1.40M |
首仓入场 |
| 2023-04-27 |
跌破离场 |
卖出 |
64.12581 |
30100.0 |
¥1.93M |
|
| 2023-11-15 |
突破买入 |
买入 |
26.14612 |
73900.0 |
¥1.93M |
首仓入场 |
| 2023-12-21 |
跌破离场 |
卖出 |
25.284689999999998 |
73900.0 |
¥1.87M |
|
| 2024-02-26 |
突破买入 |
买入 |
25.39537 |
72800.0 |
¥1.85M |
首仓入场 |
| 2024-03-15 |
跌破离场 |
卖出 |
23.88609 |
72800.0 |
¥1.74M |
|
| 2024-09-02 |
突破买入 |
买入 |
23.723699999999997 |
73500.0 |
¥1.74M |
首仓入场 |
| 2024-09-09 |
跌破离场 |
卖出 |
21.90807 |
73500.0 |
¥1.61M |
|
| 2024-09-26 |
突破买入 |
买入 |
25.11509 |
64500.0 |
¥1.62M |
首仓入场 |
| 2025-01-07 |
跌破离场 |
卖出 |
47.08287 |
64500.0 |
¥3.04M |
|
| 2025-02-25 |
突破买入 |
买入 |
68.35829 |
42800.0 |
¥2.93M |
首仓入场 |
| 2025-03-21 |
跌破离场 |
卖出 |
62.49744 |
42800.0 |
¥2.67M |
|
| 2025-06-26 |
突破买入 |
买入 |
47.89785 |
57800.0 |
¥2.77M |
首仓入场 |
| 2025-07-31 |
跌破离场 |
卖出 |
48.91104000000001 |
57800.0 |
¥2.83M |
|
| 2025-08-19 |
突破买入 |
买入 |
57.056999999999995 |
49900.0 |
¥2.85M |
首仓入场 |
| 2025-09-03 |
跌破离场 |
卖出 |
53.08686 |
49900.0 |
¥2.65M |
|
| 2026-01-06 |
突破买入 |
买入 |
55.565509999999996 |
47100.0 |
¥2.62M |
首仓入场 |
| 2026-03-16 |
跌破离场 |
卖出 |
83.46645 |
47100.0 |
¥3.93M |
|
| 2026-04-17 |
突破买入 |
买入 |
94.094 |
41200.0 |
¥3.88M |
首仓入场 |
| 2026-04-29 |
跌破离场 |
卖出 |
87.29262 |
41200.0 |
¥3.60M |
|
| 2026-07-02 |
突破买入 |
买入 |
87.25716999999999 |
40700.0 |
¥3.55M |
首仓入场 |
| 2026-07-15 |
跌破离场 |
卖出 |
71.63829 |
40700.0 |
¥2.91M |
|
| 2026-08-18 |
突破买入 |
买入 |
71.82 |
41700.0 |
¥3.00M |
首仓入场 |
| 2026-08-20 |
跌破离场 |
卖出 |
66.37356 |
41700.0 |
¥2.77M |
|
| 2026-09-28 |
突破买入 |
买入 |
67.73 |
41200.0 |
¥2.79M |
首仓入场 |
| 2026-10-12 |
跌破离场 |
卖出 |
58.43151000000001 |
41200.0 |
¥2.41M |
|