300999 金龙鱼 — 海龟交易法则 回测明细
数据区间: 2020-10-15 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥68.6万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -31.41%）
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 19 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 |
2020-11-17 |
2021-02-05 |
71.51286742599999 |
116.12375999999999 |
¥61.5万 |
+62.33% |
跌破离场 |
| 2 |
2021-05-25 |
2021-06-17 |
90.33731306599998 |
86.89302 |
¥-6.2万 |
-3.84% |
跌破离场 |
| 3 |
2021-09-28 |
2021-10-19 |
72.52175 |
61.95798 |
¥-22.3万 |
-14.59% |
跌破离场 |
| 4 |
2022-01-06 |
2022-01-24 |
66.005715776 |
60.72921 |
¥-10.5万 |
-8.02% |
跌破离场 |
| 5 |
2022-06-08 |
2022-07-13 |
46.029774791 |
50.17977 |
¥11.0万 |
+8.98% |
跌破离场 |
| 6 |
2022-12-06 |
2022-12-21 |
43.686732088999996 |
43.196760000000005 |
¥-1.5万 |
-1.15% |
跌破离场 |
| 7 |
2023-01-17 |
2023-02-09 |
46.44030791399999 |
43.93 |
¥-7.1万 |
-5.43% |
跌破离场 |
| 8 |
2023-02-23 |
2023-03-09 |
47.27138716299999 |
45.18477 |
¥-5.5万 |
-4.44% |
跌破离场 |
| 9 |
2023-08-01 |
2023-08-15 |
42.194794642 |
36.683279999999996 |
¥-15.6万 |
-13.09% |
跌破离场 |
| 10 |
2024-02-22 |
2024-03-11 |
32.151752633 |
31.28 |
¥-2.8万 |
-2.74% |
跌破离场 |
| 11 |
2024-05-07 |
2024-05-27 |
31.861375545999998 |
31.10886 |
¥-2.4万 |
-2.39% |
跌破离场 |
| 12 |
2024-10-09 |
2024-11-25 |
38.95058167 |
33.31665 |
¥-13.3万 |
-14.49% |
跌破离场 |
| 13 |
2025-02-24 |
2025-04-01 |
32.30194767799999 |
31.548419999999997 |
¥-2.0万 |
-2.36% |
跌破离场 |
| 14 |
2025-07-23 |
2025-09-19 |
30.649802182999995 |
32.11785 |
¥3.9万 |
+4.76% |
跌破离场 |
| 15 |
2025-11-03 |
2025-11-24 |
32.159645000000005 |
30.48948 |
¥-4.5万 |
-5.22% |
跌破离场 |
| 16 |
2026-01-07 |
2026-02-03 |
29.518332843999996 |
28.92105 |
¥-1.7万 |
-2.05% |
跌破离场 |
| 17 |
2026-03-10 |
2026-03-24 |
31.54095945 |
28.7712 |
¥-7.0万 |
-8.81% |
跌破离场 |
| 18 |
2026-07-17 |
2026-08-14 |
25.533157649999996 |
25.184789999999996 |
¥-1.0万 |
-1.39% |
跌破离场 |
| 19 |
2026-09-02 |
2026-09-15 |
27.275420171999993 |
25.68429 |
¥-4.3万 |
-5.86% |
跌破离场 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-11-17 |
突破买入 |
买入 |
71.49141999999999 |
13800.0 |
¥98.7万 |
首仓入场 |
| 2021-02-05 |
跌破离场 |
卖出 |
116.12375999999999 |
13800.0 |
¥1.60M |
|
| 2021-05-25 |
突破买入 |
买入 |
90.31021999999999 |
17800.0 |
¥1.61M |
首仓入场 |
| 2021-06-17 |
跌破离场 |
卖出 |
86.89302 |
17800.0 |
¥1.55M |
|
| 2021-09-28 |
突破买入 |
买入 |
72.5 |
21100.0 |
¥1.53M |
首仓入场 |
| 2021-10-19 |
跌破离场 |
卖出 |
61.95798 |
21100.0 |
¥1.31M |
|
| 2022-01-06 |
突破买入 |
买入 |
65.98592 |
19900.0 |
¥1.31M |
首仓入场 |
| 2022-01-24 |
跌破离场 |
卖出 |
60.72921 |
19900.0 |
¥1.21M |
|
| 2022-06-08 |
突破买入 |
买入 |
46.015969999999996 |
26500.0 |
¥1.22M |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
50.17977 |
26500.0 |
¥1.33M |
|
| 2022-12-06 |
突破买入 |
买入 |
43.673629999999996 |
30300.0 |
¥1.32M |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
43.196760000000005 |
30300.0 |
¥1.31M |
|
| 2023-01-17 |
突破买入 |
买入 |
46.426379999999995 |
28300.0 |
¥1.31M |
首仓入场 |
| 2023-02-09 |
跌破离场 |
卖出 |
43.93 |
28300.0 |
¥1.24M |
|
| 2023-02-23 |
突破买入 |
买入 |
47.25720999999999 |
26200.0 |
¥1.24M |
首仓入场 |
| 2023-03-09 |
跌破离场 |
卖出 |
45.18477 |
26200.0 |
¥1.18M |
|
| 2023-08-01 |
突破买入 |
买入 |
42.18214 |
28200.0 |
¥1.19M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
36.683279999999996 |
28200.0 |
¥1.03M |
|
| 2024-02-22 |
突破买入 |
买入 |
32.142109999999995 |
31900.0 |
¥1.03M |
首仓入场 |
| 2024-03-11 |
跌破离场 |
卖出 |
31.28 |
31900.0 |
¥99.8万 |
|
| 2024-05-07 |
突破买入 |
买入 |
31.851819999999996 |
31500.0 |
¥1.00M |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
31.10886 |
31500.0 |
¥98.0万 |
|
| 2024-10-09 |
突破买入 |
买入 |
38.9389 |
23600.0 |
¥91.9万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
33.31665 |
23600.0 |
¥78.6万 |
|
| 2025-02-24 |
突破买入 |
买入 |
32.29225999999999 |
26300.0 |
¥85.0万 |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
31.548419999999997 |
26300.0 |
¥82.9万 |
|
| 2025-07-23 |
突破买入 |
买入 |
30.640609999999995 |
27000.0 |
¥82.8万 |
首仓入场 |
| 2025-09-19 |
跌破离场 |
卖出 |
32.11785 |
27000.0 |
¥86.7万 |
|
| 2025-11-03 |
突破买入 |
买入 |
32.15 |
27000.0 |
¥86.8万 |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
30.48948 |
27000.0 |
¥82.3万 |
|
| 2026-01-07 |
突破买入 |
买入 |
29.509479999999996 |
27900.0 |
¥82.4万 |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
28.92105 |
27900.0 |
¥80.7万 |
|
| 2026-03-10 |
突破买入 |
买入 |
31.531499999999998 |
25200.0 |
¥79.5万 |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
28.7712 |
25200.0 |
¥72.5万 |
|
| 2026-07-17 |
突破买入 |
买入 |
25.525499999999997 |
28800.0 |
¥73.5万 |
首仓入场 |
| 2026-08-14 |
跌破离场 |
卖出 |
25.184789999999996 |
28800.0 |
¥72.5万 |
|
| 2026-09-02 |
突破买入 |
买入 |
27.267239999999994 |
26600.0 |
¥72.6万 |
首仓入场 |
| 2026-09-15 |
跌破离场 |
卖出 |
25.68429 |
26600.0 |
¥68.3万 |
|