300661 圣邦股份 — 海龟交易法则 回测明细
数据区间: 2017-06-06 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥53.6万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -46.40%）
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 |
2017-08-29 |
2017-11-20 |
62.210787638999996 |
86.79312 |
¥39.0万 |
+39.47% |
跌破离场 |
| 2 |
2017-11-22 |
2017-12-19 |
102.893618828 |
87.01289999999999 |
¥-21.3万 |
-15.46% |
跌破离场 |
| 3 |
2018-02-27 |
2018-05-15 |
87.71390627999999 |
109.58031 |
¥29.0万 |
+24.89% |
跌破离场 |
| 4 |
2018-07-04 |
2018-07-11 |
133.15291389399997 |
97.56233999999998 |
¥-38.8万 |
-26.75% |
跌破离场 |
| 5 |
2018-11-15 |
2018-12-17 |
81.1053243 |
71.69823 |
¥-12.4万 |
-11.63% |
跌破离场 |
| 6 |
2019-01-25 |
2019-03-26 |
75.307795563 |
92.59731 |
¥21.7万 |
+22.92% |
跌破离场 |
| 7 |
2019-05-29 |
2019-07-09 |
101.81221450399998 |
106.4 |
¥5.1万 |
+4.47% |
跌破离场 |
| 8 |
2019-07-10 |
2019-07-11 |
86.11182579999999 |
91.46844 |
¥6.0万 |
+6.19% |
跌破离场 |
| 9 |
2019-07-25 |
2019-11-26 |
108.14043239999998 |
215.20458000000002 |
¥1.25M |
+98.95% |
跌破离场 |
| 10 |
2019-12-25 |
2020-03-05 |
279.3627837 |
295.704 |
¥14.3万 |
+5.82% |
跌破离场 |
| 11 |
2020-05-06 |
2020-05-22 |
318.28332636100004 |
243.2565 |
¥-63.1万 |
-23.60% |
跌破离场 |
| 12 |
2020-06-24 |
2020-08-21 |
283.61830997499993 |
308.11158 |
¥17.3万 |
+8.60% |
跌破离场 |
| 13 |
2020-10-13 |
2020-10-14 |
286.47201583000003 |
266.06367 |
¥-14.1万 |
-7.15% |
跌破离场 |
| 14 |
2020-11-10 |
2020-11-24 |
329.97851386499997 |
288.0117 |
¥-25.7万 |
-12.74% |
跌破离场 |
| 15 |
2021-01-19 |
2021-02-04 |
316.38085579100004 |
285.714 |
¥-17.5万 |
-9.72% |
跌破离场 |
| 16 |
2021-05-26 |
2021-06-21 |
277.05979300999996 |
202.56723000000002 |
¥-44.0万 |
-26.91% |
跌破离场 |
| 17 |
2021-07-22 |
2021-08-27 |
271.37240730599996 |
309.69 |
¥16.4万 |
+14.09% |
跌破离场 |
| 18 |
2021-11-12 |
2021-12-08 |
371.08189118 |
318.29139000000004 |
¥-19.0万 |
-14.25% |
跌破离场 |
| 19 |
2022-02-16 |
2022-04-07 |
318.4134954 |
301.56 |
¥-6.1万 |
-5.32% |
跌破离场 |
| 20 |
2022-10-21 |
2022-12-23 |
153.929895119 |
168.50133 |
¥10.3万 |
+9.43% |
跌破离场 |
| 21 |
2023-01-18 |
2023-02-09 |
181.165263279 |
171.31851 |
¥-6.6万 |
-5.46% |
跌破离场 |
| 22 |
2023-04-04 |
2023-04-20 |
160.65863313499995 |
157.06278000000003 |
¥-2.6万 |
-2.27% |
跌破离场 |
| 23 |
2023-08-04 |
2023-08-17 |
90.96813225499997 |
77.922 |
¥-16.1万 |
-14.37% |
跌破离场 |
| 24 |
2023-10-12 |
2023-11-17 |
85.030421476 |
87.77214 |
¥3.1万 |
+3.19% |
跌破离场 |
| 25 |
2024-03-04 |
2024-03-25 |
73.26514295099999 |
68.4315 |
¥-6.6万 |
-6.63% |
跌破离场 |
| 26 |
2024-04-25 |
2024-07-03 |
71.452789408 |
76.43349 |
¥6.4万 |
+6.94% |
跌破离场 |
| 27 |
2024-10-09 |
2024-11-19 |
114.14823419999999 |
85.55436 |
¥-24.9万 |
-25.07% |
跌破离场 |
| 28 |
2025-01-20 |
2025-03-03 |
89.11572669999998 |
89.25066 |
¥876 |
+0.12% |
跌破离场 |
| 29 |
2025-04-18 |
2025-05-12 |
120.62664714099998 |
95.92398 |
¥-14.8万 |
-20.50% |
跌破离场 |
| 30 |
2025-08-05 |
2025-09-04 |
75.478016614 |
72.67725 |
¥-2.2万 |
-3.74% |
跌破离场 |
| 31 |
2025-09-16 |
2025-10-20 |
83.10792489999999 |
75.94398 |
¥-4.7万 |
-8.65% |
跌破离场 |
| 32 |
2026-01-08 |
2026-02-03 |
73.66566307099998 |
71.52839999999999 |
¥-1.6万 |
-2.93% |
跌破离场 |
| 33 |
2026-03-12 |
2026-07-14 |
77.10012309999999 |
117.0828 |
¥26.8万 |
+51.81% |
跌破离场 |
| 34 |
2026-08-17 |
2026-09-07 |
122.60922173499998 |
108.73115999999999 |
¥-8.8万 |
-11.35% |
跌破离场 |
| 35 |
2026-09-21 |
2026-10-09 |
125.13753000000001 |
95.63427 |
¥-16.2万 |
-23.60% |
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 |
|---|
| 2017-08-29 |
突破买入 |
买入 |
62.19213 |
15900.0 |
¥98.9万 |
首仓入场 |
| 2017-11-20 |
跌破离场 |
卖出 |
86.79312 |
15900.0 |
¥1.38M |
|
| 2017-11-22 |
突破买入 |
买入 |
102.86276 |
13400.0 |
¥1.38M |
首仓入场 |
| 2017-12-19 |
跌破离场 |
卖出 |
87.01289999999999 |
13400.0 |
¥1.17M |
|
| 2018-02-27 |
突破买入 |
买入 |
87.68759999999999 |
13300.0 |
¥1.17M |
首仓入场 |
| 2018-05-15 |
跌破离场 |
卖出 |
109.58031 |
13300.0 |
¥1.46M |
|
| 2018-07-04 |
突破买入 |
买入 |
133.11297999999996 |
10900.0 |
¥1.45M |
首仓入场 |
| 2018-07-11 |
跌破离场 |
卖出 |
97.56233999999998 |
10900.0 |
¥1.06M |
|
| 2018-11-15 |
突破买入 |
买入 |
81.081 |
13200.0 |
¥1.07M |
首仓入场 |
| 2018-12-17 |
跌破离场 |
卖出 |
71.69823 |
13200.0 |
¥94.6万 |
|
| 2019-01-25 |
突破买入 |
买入 |
75.28520999999999 |
12600.0 |
¥94.9万 |
首仓入场 |
| 2019-03-26 |
跌破离场 |
卖出 |
92.59731 |
12600.0 |
¥1.17M |
|
| 2019-05-29 |
突破买入 |
买入 |
101.78168 |
11300.0 |
¥1.15M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
106.4 |
11300.0 |
¥1.20M |
|
| 2019-07-10 |
突破买入 |
买入 |
86.08599999999998 |
11200.0 |
¥96.4万 |
首仓入场 |
| 2019-07-11 |
跌破离场 |
卖出 |
91.46844 |
11200.0 |
¥1.02M |
|
| 2019-07-25 |
突破买入 |
买入 |
108.10799999999999 |
11700.0 |
¥1.27M |
首仓入场 |
| 2019-11-26 |
跌破离场 |
卖出 |
215.20458000000002 |
11700.0 |
¥2.52M |
|
| 2019-12-25 |
突破买入 |
买入 |
279.279 |
8800.0 |
¥2.46M |
首仓入场 |
| 2020-03-05 |
跌破离场 |
卖出 |
295.704 |
8800.0 |
¥2.60M |
|
| 2020-05-06 |
突破买入 |
买入 |
318.18787 |
8400.0 |
¥2.67M |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
243.2565 |
8400.0 |
¥2.04M |
|
| 2020-06-24 |
突破买入 |
买入 |
283.53324999999995 |
7100.0 |
¥2.01M |
首仓入场 |
| 2020-08-21 |
跌破离场 |
卖出 |
308.11158 |
7100.0 |
¥2.19M |
|
| 2020-10-13 |
突破买入 |
买入 |
286.3861 |
6900.0 |
¥1.98M |
首仓入场 |
| 2020-10-14 |
跌破离场 |
卖出 |
266.06367 |
6900.0 |
¥1.84M |
|
| 2020-11-10 |
突破买入 |
买入 |
329.87955 |
6100.0 |
¥2.01M |
首仓入场 |
| 2020-11-24 |
跌破离场 |
卖出 |
288.0117 |
6100.0 |
¥1.76M |
|
| 2021-01-19 |
突破买入 |
买入 |
316.28597 |
5700.0 |
¥1.80M |
首仓入场 |
| 2021-02-04 |
跌破离场 |
卖出 |
285.714 |
5700.0 |
¥1.63M |
|
| 2021-05-26 |
突破买入 |
买入 |
276.97669999999994 |
5900.0 |
¥1.63M |
首仓入场 |
| 2021-06-21 |
跌破离场 |
卖出 |
202.56723000000002 |
5900.0 |
¥1.19M |
|
| 2021-07-22 |
突破买入 |
买入 |
271.29101999999995 |
4300.0 |
¥1.17M |
首仓入场 |
| 2021-08-27 |
跌破离场 |
卖出 |
309.69 |
4300.0 |
¥1.33M |
|
| 2021-11-12 |
突破买入 |
买入 |
370.9706 |
3600.0 |
¥1.34M |
首仓入场 |
| 2021-12-08 |
跌破离场 |
卖出 |
318.29139000000004 |
3600.0 |
¥1.15M |
|
| 2022-02-16 |
突破买入 |
买入 |
318.31800000000004 |
3600.0 |
¥1.15M |
首仓入场 |
| 2022-04-07 |
跌破离场 |
卖出 |
301.56 |
3600.0 |
¥1.09M |
|
| 2022-10-21 |
突破买入 |
买入 |
153.88373 |
7100.0 |
¥1.09M |
首仓入场 |
| 2022-12-23 |
跌破离场 |
卖出 |
168.50133 |
7100.0 |
¥1.20M |
|
| 2023-01-18 |
突破买入 |
买入 |
181.11093 |
6700.0 |
¥1.21M |
首仓入场 |
| 2023-02-09 |
跌破离场 |
卖出 |
171.31851 |
6700.0 |
¥1.15M |
|
| 2023-04-04 |
突破买入 |
买入 |
160.61044999999996 |
7100.0 |
¥1.14M |
首仓入场 |
| 2023-04-20 |
跌破离场 |
卖出 |
157.06278000000003 |
7100.0 |
¥1.11M |
|
| 2023-08-04 |
突破买入 |
买入 |
90.94084999999998 |
12300.0 |
¥1.12M |
首仓入场 |
| 2023-08-17 |
跌破离场 |
卖出 |
77.922 |
12300.0 |
¥95.8万 |
|
| 2023-10-12 |
突破买入 |
买入 |
85.00492 |
11300.0 |
¥96.1万 |
首仓入场 |
| 2023-11-17 |
跌破离场 |
卖出 |
87.77214 |
11300.0 |
¥99.2万 |
|
| 2024-03-04 |
突破买入 |
买入 |
73.24316999999999 |
13600.0 |
¥99.6万 |
首仓入场 |
| 2024-03-25 |
跌破离场 |
卖出 |
68.4315 |
13600.0 |
¥93.0万 |
|
| 2024-04-25 |
突破买入 |
买入 |
71.43136 |
13000.0 |
¥92.9万 |
首仓入场 |
| 2024-07-03 |
跌破离场 |
卖出 |
76.43349 |
13000.0 |
¥99.3万 |
|
| 2024-10-09 |
突破买入 |
买入 |
114.11399999999999 |
8700.0 |
¥99.3万 |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
85.55436 |
8700.0 |
¥74.4万 |
|
| 2025-01-20 |
突破买入 |
买入 |
89.08899999999998 |
8100.0 |
¥72.2万 |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
89.25066 |
8100.0 |
¥72.3万 |
|
| 2025-04-18 |
突破买入 |
买入 |
120.59047 |
6000.0 |
¥72.4万 |
首仓入场 |
| 2025-05-12 |
跌破离场 |
卖出 |
95.92398 |
6000.0 |
¥57.5万 |
|
| 2025-08-05 |
突破买入 |
买入 |
75.45537999999999 |
7900.0 |
¥59.6万 |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
72.67725 |
7900.0 |
¥57.4万 |
|
| 2025-09-16 |
突破买入 |
买入 |
83.08299999999998 |
6600.0 |
¥54.9万 |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
75.94398 |
6600.0 |
¥50.1万 |
|
| 2026-01-08 |
突破买入 |
买入 |
73.64356999999998 |
7200.0 |
¥53.0万 |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
71.52839999999999 |
7200.0 |
¥51.5万 |
|
| 2026-03-12 |
突破买入 |
买入 |
77.077 |
6700.0 |
¥51.7万 |
首仓入场 |
| 2026-07-14 |
跌破离场 |
卖出 |
117.0828 |
6700.0 |
¥78.4万 |
|
| 2026-08-17 |
突破买入 |
买入 |
122.57244999999999 |
6300.0 |
¥77.2万 |
首仓入场 |
| 2026-09-07 |
跌破离场 |
卖出 |
108.73115999999999 |
6300.0 |
¥68.5万 |
|
| 2026-09-21 |
突破买入 |
买入 |
125.1 |
5500.0 |
¥68.8万 |
首仓入场 |
| 2026-10-09 |
跌破离场 |
卖出 |
95.63427 |
5500.0 |
¥52.6万 |
|