300502 新易盛 — 海龟交易法则 回测明细
数据区间: 2016-03-03 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.01M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +1.45%）
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 35 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 |
2016-04-05 |
2016-04-22 |
88.71520657999997 |
81.2187 |
¥-8.3万 |
-8.48% |
跌破离场 |
| 2 |
2016-06-01 |
2016-07-22 |
89.31598675999999 |
112.91697 |
¥24.0万 |
+26.39% |
跌破离场 |
| 3 |
2016-09-23 |
2016-11-18 |
124.60180933199999 |
128.82104999999999 |
¥3.8万 |
+3.36% |
跌破离场 |
| 4 |
2016-11-23 |
2016-12-07 |
151.056163258 |
138.69117 |
¥-9.6万 |
-8.21% |
跌破离场 |
| 5 |
2017-03-07 |
2017-03-29 |
99.39908078099997 |
96.78312000000001 |
¥-2.9万 |
-2.66% |
跌破离场 |
| 6 |
2017-05-17 |
2017-06-02 |
94.39257928099998 |
24.975 |
¥-78.5万 |
-73.55% |
跌破离场 |
| 7 |
2017-08-18 |
2017-10-17 |
24.041220202999998 |
30.919050000000002 |
¥7.9万 |
+28.57% |
跌破离场 |
| 8 |
2017-11-14 |
2017-11-28 |
36.74772101 |
29.6 |
¥-6.9万 |
-19.47% |
跌破离场 |
| 9 |
2018-08-22 |
2018-09-28 |
16.621584979999998 |
17.63235 |
¥1.8万 |
+6.05% |
跌破离场 |
| 10 |
2018-12-28 |
2019-03-27 |
19.375160805000004 |
27.0729 |
¥12.3万 |
+39.69% |
跌破离场 |
| 11 |
2019-07-26 |
2019-09-26 |
27.385563205 |
37.61235 |
¥16.1万 |
+37.30% |
跌破离场 |
| 12 |
2019-12-18 |
2020-03-16 |
44.31755127799999 |
62.937 |
¥25.1万 |
+41.97% |
跌破离场 |
| 13 |
2020-04-22 |
2020-05-21 |
71.66306247099998 |
68.61132 |
¥-3.6万 |
-4.29% |
跌破离场 |
| 14 |
2020-07-07 |
2020-08-13 |
64.28347926000001 |
67.86207 |
¥4.5万 |
+5.54% |
跌破离场 |
| 15 |
2020-11-10 |
2020-12-01 |
71.101324 |
56.68326 |
¥-16.9万 |
-20.30% |
跌破离场 |
| 16 |
2021-05-28 |
2021-06-09 |
47.16124412999999 |
33.04692 |
¥-20.6万 |
-29.95% |
跌破离场 |
| 17 |
2021-07-13 |
2021-08-13 |
35.37593959899999 |
39.59037 |
¥5.5万 |
+11.88% |
跌破离场 |
| 18 |
2021-11-24 |
2021-12-08 |
34.034197197 |
31.1688 |
¥-4.5万 |
-8.45% |
跌破离场 |
| 19 |
2022-02-22 |
2022-03-07 |
40.011959988 |
35.414550000000006 |
¥-5.5万 |
-11.52% |
跌破离场 |
| 20 |
2022-08-12 |
2022-08-25 |
28.947591672999998 |
26.14383 |
¥-4.2万 |
-9.71% |
跌破离场 |
| 21 |
2022-11-04 |
2022-11-29 |
27.235368159999993 |
25.71426 |
¥-2.2万 |
-5.61% |
跌破离场 |
| 22 |
2023-02-07 |
2023-03-16 |
26.914952063999998 |
29.5 |
¥3.5万 |
+9.57% |
跌破离场 |
| 23 |
2023-03-23 |
2023-04-28 |
36.74772101 |
64.97496000000001 |
¥31.0万 |
+76.76% |
跌破离场 |
| 24 |
2023-05-31 |
2023-06-09 |
75.417938596 |
55.02492 |
¥-19.0万 |
-27.06% |
跌破离场 |
| 25 |
2023-11-20 |
2023-12-27 |
46.079839805999995 |
47.8521 |
¥2.0万 |
+3.81% |
跌破离场 |
| 26 |
2024-01-24 |
2024-01-31 |
54.520801334999994 |
41.938019999999995 |
¥-12.5万 |
-23.10% |
跌破离场 |
| 27 |
2024-02-20 |
2024-04-11 |
63.08191889999999 |
65.94399 |
¥1.8万 |
+4.51% |
跌破离场 |
| 28 |
2024-04-29 |
2024-07-25 |
85.11052549999998 |
98.95094999999999 |
¥7.2万 |
+16.23% |
跌破离场 |
| 29 |
2024-09-27 |
2024-10-30 |
107.69986026799998 |
131.868 |
¥11.1万 |
+22.40% |
跌破离场 |
| 30 |
2025-01-23 |
2025-02-06 |
141.68399244999998 |
105.894 |
¥-15.8万 |
-25.28% |
跌破离场 |
| 31 |
2025-05-09 |
2025-05-28 |
106.398169878 |
81.03 |
¥-10.9万 |
-23.87% |
跌破离场 |
| 32 |
2025-06-27 |
2025-10-15 |
115.95057474 |
320.9787 |
¥61.5万 |
+176.74% |
跌破离场 |
| 33 |
2025-10-28 |
2025-11-17 |
395.5136185 |
314.01567 |
¥-19.6万 |
-20.63% |
跌破离场 |
| 34 |
2025-12-04 |
2026-01-12 |
367.607379139 |
385.614 |
¥3.6万 |
+4.87% |
跌破离场 |
| 35 |
2026-03-19 |
2026-06-12 |
427.56524110299995 |
539.46 |
¥20.1万 |
+26.13% |
跌破离场 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-04-05 |
突破买入 |
买入 |
88.68859999999998 |
11000.0 |
¥97.6万 |
首仓入场 |
| 2016-04-22 |
跌破离场 |
卖出 |
81.2187 |
11000.0 |
¥89.3万 |
|
| 2016-06-01 |
突破买入 |
买入 |
89.2892 |
10200.0 |
¥91.1万 |
首仓入场 |
| 2016-07-22 |
跌破离场 |
卖出 |
112.91697 |
10200.0 |
¥1.15M |
|
| 2016-09-23 |
突破买入 |
买入 |
124.56443999999999 |
9100.0 |
¥1.13M |
首仓入场 |
| 2016-11-18 |
跌破离场 |
卖出 |
128.82104999999999 |
9100.0 |
¥1.17M |
|
| 2016-11-23 |
突破买入 |
买入 |
151.01086 |
7700.0 |
¥1.16M |
首仓入场 |
| 2016-12-07 |
跌破离场 |
卖出 |
138.69117 |
7700.0 |
¥1.07M |
|
| 2017-03-07 |
突破买入 |
买入 |
99.36926999999997 |
11000.0 |
¥1.09M |
首仓入场 |
| 2017-03-29 |
跌破离场 |
卖出 |
96.78312000000001 |
11000.0 |
¥1.06M |
|
| 2017-05-17 |
突破买入 |
买入 |
94.36426999999999 |
11300.0 |
¥1.07M |
首仓入场 |
| 2017-06-02 |
跌破离场 |
卖出 |
24.975 |
11300.0 |
¥28.2万 |
|
| 2017-08-18 |
突破买入 |
买入 |
24.03401 |
11500.0 |
¥27.6万 |
首仓入场 |
| 2017-10-17 |
跌破离场 |
卖出 |
30.919050000000002 |
11500.0 |
¥35.5万 |
|
| 2017-11-14 |
突破买入 |
买入 |
36.7367 |
9700.0 |
¥35.6万 |
首仓入场 |
| 2017-11-28 |
跌破离场 |
卖出 |
29.6 |
9700.0 |
¥28.7万 |
|
| 2018-08-22 |
突破买入 |
买入 |
16.6166 |
17800.0 |
¥29.6万 |
首仓入场 |
| 2018-09-28 |
跌破离场 |
卖出 |
17.63235 |
17800.0 |
¥31.4万 |
|
| 2018-12-28 |
突破买入 |
买入 |
19.36935 |
16000.0 |
¥31.0万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
27.0729 |
16000.0 |
¥43.3万 |
|
| 2019-07-26 |
突破买入 |
买入 |
27.37735 |
15800.0 |
¥43.3万 |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
37.61235 |
15800.0 |
¥59.4万 |
|
| 2019-12-18 |
突破买入 |
买入 |
44.30425999999999 |
13500.0 |
¥59.8万 |
首仓入场 |
| 2020-03-16 |
跌破离场 |
卖出 |
62.937 |
13500.0 |
¥84.9万 |
|
| 2020-04-22 |
突破买入 |
买入 |
71.64156999999999 |
11600.0 |
¥83.1万 |
首仓入场 |
| 2020-05-21 |
跌破离场 |
卖出 |
68.61132 |
11600.0 |
¥79.6万 |
|
| 2020-07-07 |
突破买入 |
买入 |
64.2642 |
12600.0 |
¥81.0万 |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
67.86207 |
12600.0 |
¥85.5万 |
|
| 2020-11-10 |
突破买入 |
买入 |
71.08 |
11700.0 |
¥83.2万 |
首仓入场 |
| 2020-12-01 |
跌破离场 |
卖出 |
56.68326 |
11700.0 |
¥66.3万 |
|
| 2021-05-28 |
突破买入 |
买入 |
47.147099999999995 |
14600.0 |
¥68.9万 |
首仓入场 |
| 2021-06-09 |
跌破离场 |
卖出 |
33.04692 |
14600.0 |
¥48.2万 |
|
| 2021-07-13 |
突破买入 |
买入 |
35.36532999999999 |
13200.0 |
¥46.7万 |
首仓入场 |
| 2021-08-13 |
跌破离场 |
卖出 |
39.59037 |
13200.0 |
¥52.2万 |
|
| 2021-11-24 |
突破买入 |
买入 |
34.02399 |
15800.0 |
¥53.8万 |
首仓入场 |
| 2021-12-08 |
跌破离场 |
卖出 |
31.1688 |
15800.0 |
¥49.2万 |
|
| 2022-02-22 |
突破买入 |
买入 |
39.999959999999994 |
12000.0 |
¥48.0万 |
首仓入场 |
| 2022-03-07 |
跌破离场 |
卖出 |
35.414550000000006 |
12000.0 |
¥42.5万 |
|
| 2022-08-12 |
突破买入 |
买入 |
28.938909999999996 |
15100.0 |
¥43.7万 |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
26.14383 |
15100.0 |
¥39.5万 |
|
| 2022-11-04 |
突破买入 |
买入 |
27.227199999999996 |
14400.0 |
¥39.2万 |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
25.71426 |
14400.0 |
¥37.0万 |
|
| 2023-02-07 |
突破买入 |
买入 |
26.906879999999997 |
13600.0 |
¥36.6万 |
首仓入场 |
| 2023-03-16 |
跌破离场 |
卖出 |
29.5 |
13600.0 |
¥40.1万 |
|
| 2023-03-23 |
突破买入 |
买入 |
36.7367 |
11000.0 |
¥40.4万 |
首仓入场 |
| 2023-04-28 |
跌破离场 |
卖出 |
64.97496000000001 |
11000.0 |
¥71.5万 |
|
| 2023-05-31 |
突破买入 |
买入 |
75.39531999999998 |
9300.0 |
¥70.1万 |
首仓入场 |
| 2023-06-09 |
跌破离场 |
卖出 |
55.02492 |
9300.0 |
¥51.2万 |
|
| 2023-11-20 |
突破买入 |
买入 |
46.066019999999995 |
11200.0 |
¥51.6万 |
首仓入场 |
| 2023-12-27 |
跌破离场 |
卖出 |
47.8521 |
11200.0 |
¥53.6万 |
|
| 2024-01-24 |
突破买入 |
买入 |
54.50444999999999 |
9900.0 |
¥54.0万 |
首仓入场 |
| 2024-01-31 |
跌破离场 |
卖出 |
41.938019999999995 |
9900.0 |
¥41.5万 |
|
| 2024-02-20 |
突破买入 |
买入 |
63.062999999999995 |
6400.0 |
¥40.4万 |
首仓入场 |
| 2024-04-11 |
跌破离场 |
卖出 |
65.94399 |
6400.0 |
¥42.2万 |
|
| 2024-04-29 |
突破买入 |
买入 |
85.085 |
5200.0 |
¥44.3万 |
首仓入场 |
| 2024-07-25 |
跌破离场 |
卖出 |
98.95094999999999 |
5200.0 |
¥51.4万 |
|
| 2024-09-27 |
突破买入 |
买入 |
107.66756 |
4600.0 |
¥49.5万 |
首仓入场 |
| 2024-10-30 |
跌破离场 |
卖出 |
131.868 |
4600.0 |
¥60.6万 |
|
| 2025-01-23 |
突破买入 |
买入 |
141.64149999999998 |
4400.0 |
¥62.3万 |
首仓入场 |
| 2025-02-06 |
跌破离场 |
卖出 |
105.894 |
4400.0 |
¥46.6万 |
|
| 2025-05-09 |
突破买入 |
买入 |
106.36626 |
4300.0 |
¥45.8万 |
首仓入场 |
| 2025-05-28 |
跌破离场 |
卖出 |
81.03 |
4300.0 |
¥34.8万 |
|
| 2025-06-27 |
突破买入 |
买入 |
115.91579999999999 |
3000.0 |
¥34.8万 |
首仓入场 |
| 2025-10-15 |
跌破离场 |
卖出 |
320.9787 |
3000.0 |
¥96.3万 |
|
| 2025-10-28 |
突破买入 |
买入 |
395.395 |
2400.0 |
¥94.9万 |
首仓入场 |
| 2025-11-17 |
跌破离场 |
卖出 |
314.01567 |
2400.0 |
¥75.3万 |
|
| 2025-12-04 |
突破买入 |
买入 |
367.49712999999997 |
2000.0 |
¥73.5万 |
首仓入场 |
| 2026-01-12 |
跌破离场 |
卖出 |
385.614 |
2000.0 |
¥77.1万 |
|
| 2026-03-19 |
突破买入 |
买入 |
427.43700999999993 |
1800.0 |
¥77.0万 |
首仓入场 |
| 2026-06-12 |
跌破离场 |
卖出 |
539.46 |
1800.0 |
¥97.1万 |
|