301236 软通动力 — 海龟交易法则 回测明细
数据区间: 2022-03-15 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥82.1万
策略: 海龟交易法则
K线 & 交易信号(策略收益 -17.93%)
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 15 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 |
2022-07-15 |
2022-08-01 |
36.136927827 |
35.09487 |
¥-2.9万 |
-2.91% |
跌破离场 |
| 2 |
2022-10-24 |
2022-12-09 |
31.370738398999993 |
37.162800000000004 |
¥17.6万 |
+18.43% |
跌破离场 |
| 3 |
2023-01-10 |
2023-02-13 |
39.651491879999995 |
39.2607 |
¥-1.1万 |
-1.02% |
跌破离场 |
| 4 |
2023-03-21 |
2023-03-23 |
41.874378546 |
34.265699999999995 |
¥-20.0万 |
-18.19% |
跌破离场 |
| 5 |
2023-03-29 |
2023-04-26 |
51.476848423 |
42.93702 |
¥-15.3万 |
-16.61% |
跌破离场 |
| 6 |
2023-06-01 |
2023-06-21 |
40.402467105 |
31.12884 |
¥-17.5万 |
-22.98% |
跌破离场 |
| 7 |
2023-10-11 |
2023-10-25 |
29.288033774999995 |
27.09 |
¥-4.4万 |
-7.53% |
跌破离场 |
| 8 |
2023-10-27 |
2023-11-29 |
34.234457256999995 |
40.63932 |
¥10.4万 |
+18.67% |
跌破离场 |
| 9 |
2024-02-28 |
2024-03-27 |
43.05591289999999 |
47.462489999999995 |
¥6.8万 |
+10.20% |
跌破离场 |
| 10 |
2024-09-24 |
2024-11-04 |
36.247070859999994 |
60.25 |
¥47.5万 |
+66.17% |
跌破离场 |
| 11 |
2025-02-11 |
2025-03-03 |
72.97476586399999 |
64.83510000000001 |
¥-12.9万 |
-11.18% |
跌破离场 |
| 12 |
2025-06-26 |
2025-08-04 |
55.706706999999994 |
53.95599 |
¥-3.4万 |
-3.17% |
跌破离场 |
| 13 |
2025-08-19 |
2025-09-03 |
57.77502731 |
57.61233 |
¥-3,240 |
-0.31% |
跌破离场 |
| 14 |
2026-04-23 |
2026-05-22 |
42.55526275 |
38.291669999999996 |
¥-10.3万 |
-10.05% |
跌破离场 |
| 15 |
2026-06-10 |
2026-07-20 |
43.656693080000004 |
37.98198 |
¥-11.9万 |
-13.02% |
跌破离场 |
逐笔成交记录(共 30 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2022-07-15 |
突破买入 |
买入 |
36.12609 |
27600.0 |
¥99.7万 |
首仓入场 |
| 2022-08-01 |
跌破离场 |
卖出 |
35.09487 |
27600.0 |
¥96.8万 |
|
| 2022-10-24 |
突破买入 |
买入 |
31.361329999999995 |
30500.0 |
¥95.7万 |
首仓入场 |
| 2022-12-09 |
跌破离场 |
卖出 |
37.162800000000004 |
30500.0 |
¥1.13M |
|
| 2023-01-10 |
突破买入 |
买入 |
39.639599999999994 |
28500.0 |
¥1.13M |
首仓入场 |
| 2023-02-13 |
跌破离场 |
卖出 |
39.2607 |
28500.0 |
¥1.12M |
|
| 2023-03-21 |
突破买入 |
买入 |
41.861819999999994 |
26300.0 |
¥1.10M |
首仓入场 |
| 2023-03-23 |
跌破离场 |
卖出 |
34.265699999999995 |
26300.0 |
¥90.1万 |
|
| 2023-03-29 |
突破买入 |
买入 |
51.461409999999994 |
17900.0 |
¥92.1万 |
首仓入场 |
| 2023-04-26 |
跌破离场 |
卖出 |
42.93702 |
17900.0 |
¥76.8万 |
|
| 2023-06-01 |
突破买入 |
买入 |
40.39035 |
18900.0 |
¥76.4万 |
首仓入场 |
| 2023-06-21 |
跌破离场 |
卖出 |
31.12884 |
18900.0 |
¥58.8万 |
|
| 2023-10-11 |
突破买入 |
买入 |
29.279249999999998 |
20100.0 |
¥58.9万 |
首仓入场 |
| 2023-10-25 |
跌破离场 |
卖出 |
27.09 |
20100.0 |
¥54.4万 |
|
| 2023-10-27 |
突破买入 |
买入 |
34.22418999999999 |
16300.0 |
¥55.8万 |
首仓入场 |
| 2023-11-29 |
跌破离场 |
卖出 |
40.63932 |
16300.0 |
¥66.2万 |
|
| 2024-02-28 |
突破买入 |
买入 |
43.04299999999999 |
15400.0 |
¥66.3万 |
首仓入场 |
| 2024-03-27 |
跌破离场 |
卖出 |
47.462489999999995 |
15400.0 |
¥73.1万 |
|
| 2024-09-24 |
突破买入 |
买入 |
36.2362 |
19800.0 |
¥71.8万 |
首仓入场 |
| 2024-11-04 |
跌破离场 |
卖出 |
60.25 |
19800.0 |
¥1.19M |
|
| 2025-02-11 |
突破买入 |
买入 |
72.95288 |
15800.0 |
¥1.15M |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
64.83510000000001 |
15800.0 |
¥1.02M |
|
| 2025-06-26 |
突破买入 |
买入 |
55.69 |
19300.0 |
¥1.08M |
首仓入场 |
| 2025-08-04 |
跌破离场 |
卖出 |
53.95599 |
19300.0 |
¥1.04M |
|
| 2025-08-19 |
突破买入 |
买入 |
57.7577 |
18000.0 |
¥1.04M |
首仓入场 |
| 2025-09-03 |
跌破离场 |
卖出 |
57.61233 |
18000.0 |
¥1.04M |
|
| 2026-04-23 |
突破买入 |
买入 |
42.5425 |
24200.0 |
¥1.03M |
首仓入场 |
| 2026-05-22 |
跌破离场 |
卖出 |
38.291669999999996 |
24200.0 |
¥92.6万 |
|
| 2026-06-10 |
突破买入 |
买入 |
43.6436 |
20900.0 |
¥91.2万 |
首仓入场 |
| 2026-07-20 |
跌破离场 |
卖出 |
37.98198 |
20900.0 |
¥79.4万 |
|