300803 指南针 — 海龟交易法则 回测明细
数据区间: 2019-11-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.94M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +93.79%）
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 22 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 |
2020-01-08 |
2020-02-04 |
45.939657764 |
35.1 |
¥-22.9万 |
-23.62% |
跌破离场 |
| 2 |
2020-02-19 |
2020-03-24 |
47.021062087999994 |
50.95899 |
¥6.4万 |
+8.34% |
跌破离场 |
| 3 |
2020-07-03 |
2020-07-24 |
61.51989043199999 |
56.07387 |
¥-7.4万 |
-8.88% |
跌破离场 |
| 4 |
2021-01-21 |
2021-02-04 |
35.0455105 |
29.97 |
¥-10.5万 |
-14.51% |
跌破离场 |
| 5 |
2021-04-30 |
2021-07-14 |
29.588423864999996 |
34.41555 |
¥10.6万 |
+16.28% |
跌破离场 |
| 6 |
2021-12-28 |
2022-03-08 |
39.38114079899999 |
40.73922 |
¥2.6万 |
+3.42% |
跌破离场 |
| 7 |
2022-05-05 |
2022-05-30 |
46.059813799999986 |
40.959 |
¥-8.5万 |
-11.10% |
跌破离场 |
| 8 |
2022-06-13 |
2022-07-08 |
47.962284369999985 |
55.65429 |
¥10.9万 |
+16.00% |
跌破离场 |
| 9 |
2022-08-12 |
2022-08-29 |
59.07671769999999 |
50.88906 |
¥-11.0万 |
-13.89% |
跌破离场 |
| 10 |
2022-11-16 |
2022-11-29 |
51.06631529999999 |
47.4525 |
¥-4.9万 |
-7.10% |
跌破离场 |
| 11 |
2023-01-10 |
2023-02-09 |
51.16644532999999 |
53.40654 |
¥2.8万 |
+4.35% |
跌破离场 |
| 12 |
2023-03-22 |
2023-04-24 |
53.56956605 |
51.02892 |
¥-3.2万 |
-4.77% |
跌破离场 |
| 13 |
2023-06-14 |
2023-06-27 |
52.84862983399999 |
49.180769999999995 |
¥-4.5万 |
-6.97% |
跌破离场 |
| 14 |
2023-07-26 |
2023-08-31 |
50.87606824299999 |
64.99494 |
¥16.6万 |
+27.71% |
跌破离场 |
| 15 |
2024-04-29 |
2024-05-27 |
45.15864352999999 |
42.6573 |
¥-4.2万 |
-5.57% |
跌破离场 |
| 16 |
2024-08-01 |
2024-08-22 |
39.881790949 |
36.85311 |
¥-5.4万 |
-7.62% |
跌破离场 |
| 17 |
2024-09-26 |
2024-11-18 |
44.87827944599999 |
93.08682 |
¥69.9万 |
+107.36% |
跌破离场 |
| 18 |
2025-06-25 |
2025-10-14 |
65.705325686 |
150.3495 |
¥1.76M |
+128.76% |
跌破离场 |
| 19 |
2026-01-07 |
2026-01-23 |
145.79933668299998 |
128.6712 |
¥-35.9万 |
-11.77% |
跌破离场 |
| 20 |
2026-05-12 |
2026-05-29 |
108.1404324 |
95.36453999999999 |
¥-32.5万 |
-11.84% |
跌破离场 |
| 21 |
2026-06-23 |
2026-07-03 |
104.13523119999996 |
89.84007000000001 |
¥-33.1万 |
-13.75% |
跌破离场 |
| 22 |
2026-08-28 |
2026-09-14 |
86.31208586 |
78.91100999999999 |
¥-17.9万 |
-8.60% |
跌破离场 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-01-08 |
突破买入 |
买入 |
45.92588 |
21100.0 |
¥96.9万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
35.1 |
21100.0 |
¥74.0万 |
|
| 2020-02-19 |
突破买入 |
买入 |
47.00695999999999 |
16200.0 |
¥76.2万 |
首仓入场 |
| 2020-03-24 |
跌破离场 |
卖出 |
50.95899 |
16200.0 |
¥82.5万 |
|
| 2020-07-03 |
突破买入 |
买入 |
61.50143999999999 |
13500.0 |
¥83.1万 |
首仓入场 |
| 2020-07-24 |
跌破离场 |
卖出 |
56.07387 |
13500.0 |
¥75.7万 |
|
| 2021-01-21 |
突破买入 |
买入 |
35.035 |
20700.0 |
¥72.5万 |
首仓入场 |
| 2021-02-04 |
跌破离场 |
卖出 |
29.97 |
20700.0 |
¥62.0万 |
|
| 2021-04-30 |
突破买入 |
买入 |
29.579549999999998 |
22100.0 |
¥65.4万 |
首仓入场 |
| 2021-07-14 |
跌破离场 |
卖出 |
34.41555 |
22100.0 |
¥76.0万 |
|
| 2021-12-28 |
突破买入 |
买入 |
39.36932999999999 |
19300.0 |
¥76.0万 |
首仓入场 |
| 2022-03-08 |
跌破离场 |
卖出 |
40.73922 |
19300.0 |
¥78.6万 |
|
| 2022-05-05 |
突破买入 |
买入 |
46.04599999999999 |
16700.0 |
¥76.9万 |
首仓入场 |
| 2022-05-30 |
跌破离场 |
卖出 |
40.959 |
16700.0 |
¥68.4万 |
|
| 2022-06-13 |
突破买入 |
买入 |
47.94789999999999 |
14200.0 |
¥68.1万 |
首仓入场 |
| 2022-07-08 |
跌破离场 |
卖出 |
55.65429 |
14200.0 |
¥79.0万 |
|
| 2022-08-12 |
突破买入 |
买入 |
59.05899999999999 |
13400.0 |
¥79.2万 |
首仓入场 |
| 2022-08-29 |
跌破离场 |
卖出 |
50.88906 |
13400.0 |
¥68.2万 |
|
| 2022-11-16 |
突破买入 |
买入 |
51.050999999999995 |
13400.0 |
¥68.4万 |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
47.4525 |
13400.0 |
¥63.6万 |
|
| 2023-01-10 |
突破买入 |
买入 |
51.15109999999999 |
12600.0 |
¥64.5万 |
首仓入场 |
| 2023-02-09 |
跌破离场 |
卖出 |
53.40654 |
12600.0 |
¥67.3万 |
|
| 2023-03-22 |
突破买入 |
买入 |
53.5535 |
12700.0 |
¥68.0万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
51.02892 |
12700.0 |
¥64.8万 |
|
| 2023-06-14 |
突破买入 |
买入 |
52.832779999999985 |
12200.0 |
¥64.5万 |
首仓入场 |
| 2023-06-27 |
跌破离场 |
卖出 |
49.180769999999995 |
12200.0 |
¥60.0万 |
|
| 2023-07-26 |
突破买入 |
买入 |
50.860809999999994 |
11800.0 |
¥60.0万 |
首仓入场 |
| 2023-08-31 |
跌破离场 |
卖出 |
64.99494 |
11800.0 |
¥76.7万 |
|
| 2024-04-29 |
突破买入 |
买入 |
45.1451 |
16800.0 |
¥75.9万 |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
42.6573 |
16800.0 |
¥71.6万 |
|
| 2024-08-01 |
突破买入 |
买入 |
39.86982999999999 |
17900.0 |
¥71.4万 |
首仓入场 |
| 2024-08-22 |
跌破离场 |
卖出 |
36.85311 |
17900.0 |
¥65.9万 |
|
| 2024-09-26 |
突破买入 |
买入 |
44.864819999999995 |
14500.0 |
¥65.1万 |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
93.08682 |
14500.0 |
¥1.35M |
|
| 2025-06-25 |
突破买入 |
买入 |
65.68562 |
20800.0 |
¥1.37M |
首仓入场 |
| 2025-10-14 |
跌破离场 |
卖出 |
150.3495 |
20800.0 |
¥3.13M |
|
| 2026-01-07 |
突破买入 |
买入 |
145.75561 |
20900.0 |
¥3.05M |
首仓入场 |
| 2026-01-23 |
跌破离场 |
卖出 |
128.6712 |
20900.0 |
¥2.69M |
|
| 2026-05-12 |
突破买入 |
买入 |
108.10799999999999 |
25400.0 |
¥2.75M |
首仓入场 |
| 2026-05-29 |
跌破离场 |
卖出 |
95.36453999999999 |
25400.0 |
¥2.42M |
|
| 2026-06-23 |
突破买入 |
买入 |
104.10399999999997 |
23100.0 |
¥2.41M |
首仓入场 |
| 2026-07-03 |
跌破离场 |
卖出 |
89.84007000000001 |
23100.0 |
¥2.07M |
|
| 2026-08-28 |
突破买入 |
买入 |
86.2862 |
24100.0 |
¥2.08M |
首仓入场 |
| 2026-09-14 |
跌破离场 |
卖出 |
78.91100999999999 |
24100.0 |
¥1.90M |
|