301308 江波龙 — 海龟交易法则 回测明细
数据区间: 2022-08-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.62M
策略: 海龟交易法则
K线 & 交易信号(策略收益 +62.17%)
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 16 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 |
2022-10-27 |
2022-12-23 |
60.27827806 |
66.47346 |
¥9.9万 |
+10.24% |
跌破离场 |
| 2 |
2023-01-31 |
2023-02-22 |
71.61299745599999 |
65.60433 |
¥-9.2万 |
-8.42% |
跌破离场 |
| 3 |
2023-03-27 |
2023-04-24 |
83.88893913399998 |
97.91199 |
¥16.7万 |
+16.68% |
跌破离场 |
| 4 |
2023-09-06 |
2023-10-27 |
84.1092252 |
90.0 |
¥8.0万 |
+6.97% |
跌破离场 |
| 5 |
2024-02-20 |
2024-04-11 |
80.60467415 |
85.71419999999999 |
¥7.7万 |
+6.31% |
跌破离场 |
| 6 |
2024-06-12 |
2024-06-26 |
93.15096690899999 |
88.83108000000001 |
¥-6.1万 |
-4.67% |
跌破离场 |
| 7 |
2024-07-10 |
2024-07-23 |
98.177494415 |
88.63128 |
¥-12.2万 |
-9.75% |
跌破离场 |
| 8 |
2024-10-09 |
2024-11-04 |
101.13133029999999 |
83.38653 |
¥-19.0万 |
-17.57% |
跌破离场 |
| 9 |
2024-12-20 |
2025-01-03 |
92.52014771999998 |
82.17774 |
¥-10.6万 |
-11.21% |
跌破离场 |
| 10 |
2025-02-18 |
2025-03-24 |
93.007894 |
98.41149 |
¥4.8万 |
+5.78% |
跌破离场 |
| 11 |
2025-06-19 |
2025-07-11 |
80.50454412 |
80.47944 |
¥-547 |
-0.06% |
跌破离场 |
| 12 |
2025-09-23 |
2025-11-21 |
139.06058566399997 |
234.3654 |
¥60.0万 |
+68.48% |
跌破离场 |
| 13 |
2026-01-06 |
2026-02-03 |
281.1150592249999 |
310.689 |
¥15.3万 |
+10.49% |
跌破离场 |
| 14 |
2026-03-11 |
2026-04-03 |
333.43299989999997 |
291.2085 |
¥-20.7万 |
-12.69% |
跌破离场 |
| 15 |
2026-04-15 |
2026-06-02 |
387.5032161 |
505.32417 |
¥43.5万 |
+30.37% |
跌破离场 |
| 16 |
2026-06-23 |
2026-07-14 |
610.793183 |
524.4949799999999 |
¥-25.9万 |
-14.15% |
跌破离场 |
逐笔成交记录(共 32 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2022-10-27 |
突破买入 |
买入 |
60.2602 |
16000.0 |
¥96.4万 |
首仓入场 |
| 2022-12-23 |
跌破离场 |
卖出 |
66.47346 |
16000.0 |
¥1.06M |
|
| 2023-01-31 |
突破买入 |
买入 |
71.59151999999999 |
15200.0 |
¥1.09M |
首仓入场 |
| 2023-02-22 |
跌破离场 |
卖出 |
65.60433 |
15200.0 |
¥99.7万 |
|
| 2023-03-27 |
突破买入 |
买入 |
83.86377999999999 |
11900.0 |
¥99.8万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
97.91199 |
11900.0 |
¥1.16M |
|
| 2023-09-06 |
突破买入 |
买入 |
84.08399999999999 |
13600.0 |
¥1.14M |
首仓入场 |
| 2023-10-27 |
跌破离场 |
卖出 |
90.0 |
13600.0 |
¥1.22M |
|
| 2024-02-20 |
突破买入 |
买入 |
80.58049999999999 |
15100.0 |
¥1.22M |
首仓入场 |
| 2024-04-11 |
跌破离场 |
卖出 |
85.71419999999999 |
15100.0 |
¥1.29M |
|
| 2024-06-12 |
突破买入 |
买入 |
93.12302999999997 |
14000.0 |
¥1.30M |
首仓入场 |
| 2024-06-26 |
跌破离场 |
卖出 |
88.83108000000001 |
14000.0 |
¥1.24M |
|
| 2024-07-10 |
突破买入 |
买入 |
98.14804999999998 |
12700.0 |
¥1.25M |
首仓入场 |
| 2024-07-23 |
跌破离场 |
卖出 |
88.63128 |
12700.0 |
¥1.13M |
|
| 2024-10-09 |
突破买入 |
买入 |
101.101 |
10700.0 |
¥1.08M |
首仓入场 |
| 2024-11-04 |
跌破离场 |
卖出 |
83.38653 |
10700.0 |
¥89.2万 |
|
| 2024-12-20 |
突破买入 |
买入 |
92.49239999999999 |
10200.0 |
¥94.4万 |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
82.17774 |
10200.0 |
¥83.8万 |
|
| 2025-02-18 |
突破买入 |
买入 |
92.98 |
9000.0 |
¥83.7万 |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
98.41149 |
9000.0 |
¥88.5万 |
|
| 2025-06-19 |
突破买入 |
买入 |
80.4804 |
11100.0 |
¥89.4万 |
首仓入场 |
| 2025-07-11 |
跌破离场 |
卖出 |
80.47944 |
11100.0 |
¥89.3万 |
|
| 2025-09-23 |
突破买入 |
买入 |
139.01887999999997 |
6300.0 |
¥87.6万 |
首仓入场 |
| 2025-11-21 |
跌破离场 |
卖出 |
234.3654 |
6300.0 |
¥1.48M |
|
| 2026-01-06 |
突破买入 |
买入 |
281.03074999999995 |
5200.0 |
¥1.46M |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
310.689 |
5200.0 |
¥1.62M |
|
| 2026-03-11 |
突破买入 |
买入 |
333.33299999999997 |
4900.0 |
¥1.63M |
首仓入场 |
| 2026-04-03 |
跌破离场 |
卖出 |
291.2085 |
4900.0 |
¥1.43M |
|
| 2026-04-15 |
突破买入 |
买入 |
387.387 |
3700.0 |
¥1.43M |
首仓入场 |
| 2026-06-02 |
跌破离场 |
卖出 |
505.32417 |
3700.0 |
¥1.87M |
|
| 2026-06-23 |
突破买入 |
买入 |
610.6099999999999 |
3000.0 |
¥1.83M |
首仓入场 |
| 2026-07-14 |
跌破离场 |
卖出 |
524.4949799999999 |
3000.0 |
¥1.57M |
|