600460 士兰微 — 海龟交易法则 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.60M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +159.56%）
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 35 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 |
2015-03-03 |
2015-05-08 |
6.939011078999999 |
8.221770000000001 |
¥18.4万 |
+18.45% |
跌破离场 |
| 2 |
2015-05-19 |
2015-06-23 |
9.402209817000001 |
10.4895 |
¥13.4万 |
+11.53% |
跌破离场 |
| 3 |
2015-10-20 |
2016-01-05 |
6.888946063999999 |
7.50249 |
¥11.6万 |
+8.87% |
跌破离场 |
| 4 |
2016-04-06 |
2016-04-21 |
6.238100868999999 |
5.754239999999999 |
¥-11.1万 |
-7.78% |
跌破离场 |
| 5 |
2016-05-24 |
2016-07-28 |
6.788816033999999 |
7.062930000000001 |
¥5.2万 |
+4.01% |
跌破离场 |
| 6 |
2017-03-07 |
2017-03-30 |
6.468399937999998 |
6.40359 |
¥-1.4万 |
-1.03% |
跌破离场 |
| 7 |
2017-08-16 |
2017-10-20 |
6.688686003999998 |
9.15084 |
¥49.9万 |
+36.77% |
跌破离场 |
| 8 |
2017-11-14 |
2018-01-29 |
11.755265521999997 |
14.39559 |
¥41.1万 |
+22.42% |
跌破离场 |
| 9 |
2018-02-27 |
2018-03-26 |
15.750453719 |
13.68 |
¥-29.6万 |
-13.17% |
跌破离场 |
| 10 |
2018-04-19 |
2018-05-18 |
16.725016 |
14.66532 |
¥-24.2万 |
-12.34% |
跌破离场 |
| 11 |
2018-07-26 |
2018-08-07 |
13.587645070999997 |
11.49849 |
¥-26.5万 |
-15.40% |
跌破离场 |
| 12 |
2018-11-15 |
2018-12-03 |
9.592456874 |
9.31068 |
¥-4.3万 |
-2.97% |
跌破离场 |
| 13 |
2019-02-12 |
2019-04-30 |
10.613783179999997 |
14.37561 |
¥49.4万 |
+35.40% |
跌破离场 |
| 14 |
2019-05-30 |
2019-06-10 |
17.515253 |
15.684299999999999 |
¥-19.6万 |
-10.48% |
跌破离场 |
| 15 |
2019-09-02 |
2019-09-27 |
15.219764559999998 |
15.1848 |
¥-4,446 |
-0.26% |
跌破离场 |
| 16 |
2019-11-21 |
2019-12-31 |
15.620284679999997 |
15.4845 |
¥-1.5万 |
-0.90% |
跌破离场 |
| 17 |
2020-02-19 |
2020-03-02 |
19.435238823 |
17.5824 |
¥-16.0万 |
-9.56% |
跌破离场 |
| 18 |
2020-05-13 |
2020-05-25 |
15.249803569 |
14.23575 |
¥-10.1万 |
-6.68% |
跌破离场 |
| 19 |
2020-07-03 |
2020-08-20 |
15.239790565999998 |
17.33265 |
¥19.7万 |
+13.70% |
跌破离场 |
| 20 |
2021-01-06 |
2021-01-27 |
29.017682693999998 |
23.646330000000006 |
¥-30.4万 |
-18.54% |
跌破离场 |
| 21 |
2021-02-22 |
2021-03-10 |
28.537058549999998 |
25.264709999999997 |
¥-15.3万 |
-11.49% |
跌破离场 |
| 22 |
2021-04-07 |
2021-08-18 |
30.039009 |
57.592349999999996 |
¥1.07M |
+91.67% |
跌破离场 |
| 23 |
2021-11-12 |
2021-11-26 |
67.07710709699998 |
60.0399 |
¥-23.3万 |
-10.52% |
跌破离场 |
| 24 |
2022-02-24 |
2022-03-25 |
55.462023617 |
54.39555 |
¥-3.9万 |
-1.95% |
跌破离场 |
| 25 |
2022-05-20 |
2022-07-14 |
47.241348154 |
46.42353 |
¥-3.5万 |
-1.76% |
跌破离场 |
| 26 |
2022-11-04 |
2022-12-20 |
34.44473032 |
35.0649 |
¥3.4万 |
+1.77% |
跌破离场 |
| 27 |
2023-03-21 |
2023-04-24 |
35.556173652999995 |
35.304660000000005 |
¥-1.5万 |
-0.74% |
跌破离场 |
| 28 |
2023-11-07 |
2023-11-23 |
25.573209661999996 |
24.63534 |
¥-7.3万 |
-3.70% |
跌破离场 |
| 29 |
2024-03-04 |
2024-03-26 |
21.62808648 |
20.099880000000002 |
¥-13.4万 |
-7.09% |
跌破离场 |
| 30 |
2024-06-18 |
2024-08-19 |
19.265017771999993 |
19.270709999999998 |
¥-8 |
-0.00% |
跌破离场 |
| 31 |
2024-10-23 |
2024-11-25 |
29.248772000000002 |
27.63234 |
¥-9.7万 |
-5.55% |
跌破离场 |
| 32 |
2025-02-13 |
2025-03-03 |
27.20816 |
25.66431 |
¥-9.4万 |
-5.70% |
跌破离场 |
| 33 |
2025-06-26 |
2025-11-13 |
24.892325457999995 |
28.80117 |
¥24.6万 |
+15.67% |
跌破离场 |
| 34 |
2026-01-08 |
2026-03-04 |
29.63848888 |
28.2717 |
¥-8.4万 |
-4.64% |
跌破离场 |
| 35 |
2026-04-23 |
2026-07-14 |
27.645901282999997 |
41.4585 |
¥86.3万 |
+49.92% |
跌破离场 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-03 |
突破买入 |
买入 |
6.936929999999999 |
143400.0 |
¥99.5万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
8.221770000000001 |
143400.0 |
¥1.18M |
|
| 2015-05-19 |
突破买入 |
买入 |
9.39939 |
123900.0 |
¥1.16M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
10.4895 |
123900.0 |
¥1.30M |
|
| 2015-10-20 |
突破买入 |
买入 |
6.886879999999999 |
189200.0 |
¥1.30M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
7.50249 |
189200.0 |
¥1.42M |
|
| 2016-04-06 |
突破买入 |
买入 |
6.236229999999999 |
229300.0 |
¥1.43M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
5.754239999999999 |
229300.0 |
¥1.32M |
|
| 2016-05-24 |
突破买入 |
买入 |
6.786779999999999 |
192100.0 |
¥1.30M |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
7.062930000000001 |
192100.0 |
¥1.36M |
|
| 2017-03-07 |
突破买入 |
买入 |
6.466459999999999 |
211000.0 |
¥1.36M |
首仓入场 |
| 2017-03-30 |
跌破离场 |
卖出 |
6.40359 |
211000.0 |
¥1.35M |
|
| 2017-08-16 |
突破买入 |
买入 |
6.686679999999999 |
202900.0 |
¥1.36M |
首仓入场 |
| 2017-10-20 |
跌破离场 |
卖出 |
9.15084 |
202900.0 |
¥1.86M |
|
| 2017-11-14 |
突破买入 |
买入 |
11.751739999999998 |
156100.0 |
¥1.83M |
首仓入场 |
| 2018-01-29 |
跌破离场 |
卖出 |
14.39559 |
156100.0 |
¥2.25M |
|
| 2018-02-27 |
突破买入 |
买入 |
15.74573 |
142800.0 |
¥2.25M |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
13.68 |
142800.0 |
¥1.95M |
|
| 2018-04-19 |
突破买入 |
买入 |
16.72 |
117400.0 |
¥1.96M |
首仓入场 |
| 2018-05-18 |
跌破离场 |
卖出 |
14.66532 |
117400.0 |
¥1.72M |
|
| 2018-07-26 |
突破买入 |
买入 |
13.583569999999998 |
126400.0 |
¥1.72M |
首仓入场 |
| 2018-08-07 |
跌破离场 |
卖出 |
11.49849 |
126400.0 |
¥1.45M |
|
| 2018-11-15 |
突破买入 |
买入 |
9.58958 |
149800.0 |
¥1.44M |
首仓入场 |
| 2018-12-03 |
跌破离场 |
卖出 |
9.31068 |
149800.0 |
¥1.39M |
|
| 2019-02-12 |
突破买入 |
买入 |
10.610599999999998 |
131600.0 |
¥1.40M |
首仓入场 |
| 2019-04-30 |
跌破离场 |
卖出 |
14.37561 |
131600.0 |
¥1.89M |
|
| 2019-05-30 |
突破买入 |
买入 |
17.51 |
106800.0 |
¥1.87M |
首仓入场 |
| 2019-06-10 |
跌破离场 |
卖出 |
15.684299999999999 |
106800.0 |
¥1.67M |
|
| 2019-09-02 |
突破买入 |
买入 |
15.215199999999998 |
112500.0 |
¥1.71M |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
15.1848 |
112500.0 |
¥1.71M |
|
| 2019-11-21 |
突破买入 |
买入 |
15.615599999999997 |
109000.0 |
¥1.70M |
首仓入场 |
| 2019-12-31 |
跌破离场 |
卖出 |
15.4845 |
109000.0 |
¥1.69M |
|
| 2020-02-19 |
突破买入 |
买入 |
19.429409999999997 |
86200.0 |
¥1.68M |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
17.5824 |
86200.0 |
¥1.52M |
|
| 2020-05-13 |
突破买入 |
买入 |
15.24523 |
99300.0 |
¥1.51M |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
14.23575 |
99300.0 |
¥1.41M |
|
| 2020-07-03 |
突破买入 |
买入 |
15.235219999999998 |
94500.0 |
¥1.44M |
首仓入场 |
| 2020-08-20 |
跌破离场 |
卖出 |
17.33265 |
94500.0 |
¥1.64M |
|
| 2021-01-06 |
突破买入 |
买入 |
29.008979999999998 |
56500.0 |
¥1.64M |
首仓入场 |
| 2021-01-27 |
跌破离场 |
卖出 |
23.646330000000006 |
56500.0 |
¥1.34M |
|
| 2021-02-22 |
突破买入 |
买入 |
28.528499999999998 |
46700.0 |
¥1.33M |
首仓入场 |
| 2021-03-10 |
跌破离场 |
卖出 |
25.264709999999997 |
46700.0 |
¥1.18M |
|
| 2021-04-07 |
突破买入 |
买入 |
30.03 |
39000.0 |
¥1.17M |
首仓入场 |
| 2021-08-18 |
跌破离场 |
卖出 |
57.592349999999996 |
39000.0 |
¥2.25M |
|
| 2021-11-12 |
突破买入 |
买入 |
67.05698999999998 |
33000.0 |
¥2.21M |
首仓入场 |
| 2021-11-26 |
跌破离场 |
卖出 |
60.0399 |
33000.0 |
¥1.98M |
|
| 2022-02-24 |
突破买入 |
买入 |
55.445389999999996 |
36300.0 |
¥2.01M |
首仓入场 |
| 2022-03-25 |
跌破离场 |
卖出 |
54.39555 |
36300.0 |
¥1.97M |
|
| 2022-05-20 |
突破买入 |
买入 |
47.22718 |
41900.0 |
¥1.98M |
首仓入场 |
| 2022-07-14 |
跌破离场 |
卖出 |
46.42353 |
41900.0 |
¥1.94M |
|
| 2022-11-04 |
突破买入 |
买入 |
34.4344 |
56500.0 |
¥1.95M |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
35.0649 |
56500.0 |
¥1.98M |
|
| 2023-03-21 |
突破买入 |
买入 |
35.54550999999999 |
55500.0 |
¥1.97M |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
35.304660000000005 |
55500.0 |
¥1.96M |
|
| 2023-11-07 |
突破买入 |
买入 |
25.565539999999995 |
76900.0 |
¥1.97M |
首仓入场 |
| 2023-11-23 |
跌破离场 |
卖出 |
24.63534 |
76900.0 |
¥1.89M |
|
| 2024-03-04 |
突破买入 |
买入 |
21.6216 |
87400.0 |
¥1.89M |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
20.099880000000002 |
87400.0 |
¥1.76M |
|
| 2024-06-18 |
突破买入 |
买入 |
19.259239999999995 |
91300.0 |
¥1.76M |
首仓入场 |
| 2024-08-19 |
跌破离场 |
卖出 |
19.270709999999998 |
91300.0 |
¥1.76M |
|
| 2024-10-23 |
突破买入 |
买入 |
29.24 |
59800.0 |
¥1.75M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
27.63234 |
59800.0 |
¥1.65M |
|
| 2025-02-13 |
突破买入 |
买入 |
27.2 |
60800.0 |
¥1.65M |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
25.66431 |
60800.0 |
¥1.56M |
|
| 2025-06-26 |
突破买入 |
买入 |
24.884859999999996 |
63000.0 |
¥1.57M |
首仓入场 |
| 2025-11-13 |
跌破离场 |
卖出 |
28.80117 |
63000.0 |
¥1.81M |
|
| 2026-01-08 |
突破买入 |
买入 |
29.6296 |
61100.0 |
¥1.81M |
首仓入场 |
| 2026-03-04 |
跌破离场 |
卖出 |
28.2717 |
61100.0 |
¥1.73M |
|
| 2026-04-23 |
突破买入 |
买入 |
27.637609999999995 |
62500.0 |
¥1.73M |
首仓入场 |
| 2026-07-14 |
跌破离场 |
卖出 |
41.4585 |
62500.0 |
¥2.59M |
|