300760 迈瑞医疗 — 海龟交易法则 回测明细
数据区间: 2018-10-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥67.2万
策略: 海龟交易法则
K线 & 交易信号(策略收益 -32.83%)
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 29 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 |
2018-12-04 |
2018-12-17 |
118.95447563999998 |
106.01388 |
¥-10.8万 |
-10.91% |
跌破离场 |
| 2 |
2019-02-15 |
2019-04-16 |
115.35980756299999 |
125.55432 |
¥7.7万 |
+8.80% |
跌破离场 |
| 3 |
2019-04-30 |
2019-07-15 |
140.68269214999998 |
159.83001000000002 |
¥13.0万 |
+13.58% |
跌破离场 |
| 4 |
2019-08-20 |
2019-10-10 |
171.60284541399997 |
177.72210000000004 |
¥3.9万 |
+3.53% |
跌破离场 |
| 5 |
2019-11-06 |
2019-11-25 |
192.937864 |
182.96685 |
¥-5.8万 |
-5.20% |
跌破离场 |
| 6 |
2020-01-10 |
2020-03-20 |
189.96669291599994 |
229.8699 |
¥22.3万 |
+20.97% |
跌破离场 |
| 7 |
2020-05-22 |
2020-08-10 |
283.11490899999995 |
324.675 |
¥18.7万 |
+14.65% |
跌破离场 |
| 8 |
2020-10-12 |
2020-11-11 |
361.4694082999999 |
357.0426 |
¥-1.9万 |
-1.25% |
跌破离场 |
| 9 |
2020-12-15 |
2021-02-23 |
369.4798107 |
429.66990000000004 |
¥23.4万 |
+16.26% |
跌破离场 |
| 10 |
2021-04-02 |
2021-06-16 |
410.32284993699994 |
471.67785 |
¥25.1万 |
+14.92% |
跌破离场 |
| 11 |
2021-07-02 |
2021-07-07 |
490.63714699999997 |
439.56 |
¥-20.0万 |
-10.44% |
跌破离场 |
| 12 |
2021-09-23 |
2021-10-21 |
378.87200751399996 |
359.64 |
¥-8.9万 |
-5.10% |
跌破离场 |
| 13 |
2021-12-31 |
2022-01-05 |
383.4980149 |
341.45820000000003 |
¥-18.1万 |
-10.99% |
跌破离场 |
| 14 |
2022-04-18 |
2022-04-22 |
338.4395014 |
289.71 |
¥-21.0万 |
-14.42% |
跌破离场 |
| 15 |
2022-07-05 |
2022-07-20 |
341.24314223999994 |
302.68701 |
¥-14.3万 |
-11.33% |
跌破离场 |
| 16 |
2022-10-17 |
2022-11-10 |
340.442102 |
303.70599 |
¥-12.2万 |
-10.82% |
跌破离场 |
| 17 |
2023-01-11 |
2023-02-07 |
328.43651140299994 |
319.33034999999995 |
¥-2.8万 |
-2.80% |
跌破离场 |
| 18 |
2023-04-20 |
2023-06-01 |
319.29576000000003 |
300.68901 |
¥-5.6万 |
-5.86% |
跌破离场 |
| 19 |
2023-07-27 |
2023-08-07 |
304.3952912 |
281.64807 |
¥-6.8万 |
-7.50% |
跌破离场 |
| 20 |
2023-10-31 |
2023-12-27 |
282.76720472 |
283.07664 |
¥674 |
+0.08% |
跌破离场 |
| 21 |
2024-02-07 |
2024-03-28 |
292.8402857379999 |
281.76795 |
¥-3.2万 |
-3.81% |
跌破离场 |
| 22 |
2024-04-29 |
2024-05-29 |
295.36356249399995 |
297.22 |
¥4,948 |
+0.60% |
跌破离场 |
| 23 |
2024-10-09 |
2024-11-25 |
320.4160959999999 |
265.66407 |
¥-13.7万 |
-17.11% |
跌破离场 |
| 24 |
2025-02-11 |
2025-03-04 |
254.98112139499997 |
248.55120000000005 |
¥-1.8万 |
-2.55% |
跌破离场 |
| 25 |
2025-05-09 |
2025-06-20 |
225.983464707 |
225.774 |
¥-804 |
-0.12% |
跌破离场 |
| 26 |
2025-07-31 |
2025-09-05 |
238.0714 |
233.16660000000005 |
¥-1.4万 |
-2.09% |
跌破离场 |
| 27 |
2026-01-13 |
2026-01-21 |
209.47202276 |
196.7031 |
¥-4.0万 |
-6.12% |
跌破离场 |
| 28 |
2026-07-17 |
2026-09-15 |
150.50544809299998 |
159.69015 |
¥3.7万 |
+6.07% |
跌破离场 |
| 29 |
2026-10-26 |
2026-11-13 |
176.62937291999998 |
179.4 |
¥1.0万 |
+1.54% |
强平 |
逐笔成交记录(共 58 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2018-12-04 |
突破买入 |
买入 |
118.91879999999999 |
8300.0 |
¥98.7万 |
首仓入场 |
| 2018-12-17 |
跌破离场 |
卖出 |
106.01388 |
8300.0 |
¥88.0万 |
|
| 2019-02-15 |
突破买入 |
买入 |
115.32520999999998 |
7600.0 |
¥87.7万 |
首仓入场 |
| 2019-04-16 |
跌破离场 |
卖出 |
125.55432 |
7600.0 |
¥95.4万 |
|
| 2019-04-30 |
突破买入 |
买入 |
140.64049999999997 |
6800.0 |
¥95.7万 |
首仓入场 |
| 2019-07-15 |
跌破离场 |
卖出 |
159.83001000000002 |
6800.0 |
¥1.09M |
|
| 2019-08-20 |
突破买入 |
买入 |
171.55137999999997 |
6400.0 |
¥1.10M |
首仓入场 |
| 2019-10-10 |
跌破离场 |
卖出 |
177.72210000000004 |
6400.0 |
¥1.14M |
|
| 2019-11-06 |
突破买入 |
买入 |
192.88 |
5800.0 |
¥1.12M |
首仓入场 |
| 2019-11-25 |
跌破离场 |
卖出 |
182.96685 |
5800.0 |
¥1.06M |
|
| 2020-01-10 |
突破买入 |
买入 |
189.90971999999996 |
5600.0 |
¥1.06M |
首仓入场 |
| 2020-03-20 |
跌破离场 |
卖出 |
229.8699 |
5600.0 |
¥1.29M |
|
| 2020-05-22 |
突破买入 |
买入 |
283.03 |
4500.0 |
¥1.27M |
首仓入场 |
| 2020-08-10 |
跌破离场 |
卖出 |
324.675 |
4500.0 |
¥1.46M |
|
| 2020-10-12 |
突破买入 |
买入 |
361.36099999999993 |
4100.0 |
¥1.48M |
首仓入场 |
| 2020-11-11 |
跌破离场 |
卖出 |
357.0426 |
4100.0 |
¥1.46M |
|
| 2020-12-15 |
突破买入 |
买入 |
369.36899999999997 |
3900.0 |
¥1.44M |
首仓入场 |
| 2021-02-23 |
跌破离场 |
卖出 |
429.66990000000004 |
3900.0 |
¥1.68M |
|
| 2021-04-02 |
突破买入 |
买入 |
410.19978999999995 |
4100.0 |
¥1.68M |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
471.67785 |
4100.0 |
¥1.93M |
|
| 2021-07-02 |
突破买入 |
买入 |
490.48999999999995 |
3900.0 |
¥1.91M |
首仓入场 |
| 2021-07-07 |
跌破离场 |
卖出 |
439.56 |
3900.0 |
¥1.71M |
|
| 2021-09-23 |
突破买入 |
买入 |
378.75837999999993 |
4600.0 |
¥1.74M |
首仓入场 |
| 2021-10-21 |
跌破离场 |
卖出 |
359.64 |
4600.0 |
¥1.65M |
|
| 2021-12-31 |
突破买入 |
买入 |
383.383 |
4300.0 |
¥1.65M |
首仓入场 |
| 2022-01-05 |
跌破离场 |
卖出 |
341.45820000000003 |
4300.0 |
¥1.47M |
|
| 2022-04-18 |
突破买入 |
买入 |
338.33799999999997 |
4300.0 |
¥1.46M |
首仓入场 |
| 2022-04-22 |
跌破离场 |
卖出 |
289.71 |
4300.0 |
¥1.25M |
|
| 2022-07-05 |
突破买入 |
买入 |
341.1407999999999 |
3700.0 |
¥1.26M |
首仓入场 |
| 2022-07-20 |
跌破离场 |
卖出 |
302.68701 |
3700.0 |
¥1.12M |
|
| 2022-10-17 |
突破买入 |
买入 |
340.34 |
3300.0 |
¥1.12M |
首仓入场 |
| 2022-11-10 |
跌破离场 |
卖出 |
303.70599 |
3300.0 |
¥1.00M |
|
| 2023-01-11 |
突破买入 |
买入 |
328.33800999999994 |
3000.0 |
¥98.5万 |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
319.33034999999995 |
3000.0 |
¥95.8万 |
|
| 2023-04-20 |
突破买入 |
买入 |
319.2 |
3000.0 |
¥95.8万 |
首仓入场 |
| 2023-06-01 |
跌破离场 |
卖出 |
300.68901 |
3000.0 |
¥90.2万 |
|
| 2023-07-27 |
突破买入 |
买入 |
304.304 |
3000.0 |
¥91.3万 |
首仓入场 |
| 2023-08-07 |
跌破离场 |
卖出 |
281.64807 |
3000.0 |
¥84.5万 |
|
| 2023-10-31 |
突破买入 |
买入 |
282.6824 |
3000.0 |
¥84.8万 |
首仓入场 |
| 2023-12-27 |
跌破离场 |
卖出 |
283.07664 |
3000.0 |
¥84.9万 |
|
| 2024-02-07 |
突破买入 |
买入 |
292.7524599999999 |
2900.0 |
¥84.9万 |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
281.76795 |
2900.0 |
¥81.7万 |
|
| 2024-04-29 |
突破买入 |
买入 |
295.27497999999997 |
2800.0 |
¥82.7万 |
首仓入场 |
| 2024-05-29 |
跌破离场 |
卖出 |
297.22 |
2800.0 |
¥83.2万 |
|
| 2024-10-09 |
突破买入 |
买入 |
320.31999999999994 |
2500.0 |
¥80.1万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
265.66407 |
2500.0 |
¥66.4万 |
|
| 2025-02-11 |
突破买入 |
买入 |
254.90464999999998 |
2700.0 |
¥68.8万 |
首仓入场 |
| 2025-03-04 |
跌破离场 |
卖出 |
248.55120000000005 |
2700.0 |
¥67.1万 |
|
| 2025-05-09 |
突破买入 |
买入 |
225.91568999999998 |
2900.0 |
¥65.5万 |
首仓入场 |
| 2025-06-20 |
跌破离场 |
卖出 |
225.774 |
2900.0 |
¥65.5万 |
|
| 2025-07-31 |
突破买入 |
买入 |
238.0 |
2800.0 |
¥66.7万 |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
233.16660000000005 |
2800.0 |
¥65.3万 |
|
| 2026-01-13 |
突破买入 |
买入 |
209.40919999999997 |
3100.0 |
¥64.9万 |
首仓入场 |
| 2026-01-21 |
跌破离场 |
卖出 |
196.7031 |
3100.0 |
¥61.0万 |
|
| 2026-07-17 |
突破买入 |
买入 |
150.46031 |
4100.0 |
¥61.7万 |
首仓入场 |
| 2026-09-15 |
跌破离场 |
卖出 |
159.69015 |
4100.0 |
¥65.5万 |
|
| 2026-10-26 |
突破买入 |
买入 |
176.57639999999998 |
3700.0 |
¥65.4万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
179.4 |
3700 |
¥66.4万 |
回测结束强平 |