600482 中国动力 — 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: ¥1.89M
策略: 海龟交易法则
K线 & 交易信号(策略收益 +89.02%)
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 36 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 |
2015-03-06 |
2016-01-05 |
15.884764 |
38.62 |
¥1.43M |
+143.05% |
跌破离场 |
| 2 |
2016-04-08 |
2016-05-11 |
35.666316685999995 |
31.428540000000005 |
¥-28.5万 |
-11.91% |
跌破离场 |
| 3 |
2016-06-13 |
2016-07-26 |
33.0429099 |
32.64732 |
¥-2.6万 |
-1.23% |
跌破离场 |
| 4 |
2016-09-09 |
2016-10-31 |
32.832636836999995 |
32.727239999999995 |
¥-7,420 |
-0.35% |
跌破离场 |
| 5 |
2016-12-08 |
2016-12-19 |
34.24447026000001 |
30.84912 |
¥-20.9万 |
-9.94% |
跌破离场 |
| 6 |
2017-02-22 |
2017-03-23 |
32.942779869999995 |
31.828139999999998 |
¥-6.5万 |
-3.41% |
跌破离场 |
| 7 |
2017-04-11 |
2017-04-24 |
35.716381700999996 |
32.91705 |
¥-14.3万 |
-7.87% |
跌破离场 |
| 8 |
2017-08-16 |
2017-09-08 |
26.334197889999995 |
25.52445 |
¥-5.2万 |
-3.10% |
跌破离场 |
| 9 |
2017-10-30 |
2017-11-24 |
26.434327919999994 |
26.19 |
¥-1.6万 |
-0.95% |
跌破离场 |
| 10 |
2018-03-01 |
2018-03-15 |
25.53315765 |
24.40557 |
¥-7.1万 |
-4.44% |
跌破离场 |
| 11 |
2018-09-04 |
2018-10-10 |
19.495316840999998 |
21.3786 |
¥14.8万 |
+9.63% |
跌破离场 |
| 12 |
2019-02-15 |
2019-03-15 |
23.477041 |
23.95602 |
¥3.4万 |
+2.01% |
跌破离场 |
| 13 |
2019-04-02 |
2019-04-24 |
29.027695696999995 |
25.52445 |
¥-21.0万 |
-12.10% |
跌破离场 |
| 14 |
2019-06-28 |
2019-07-19 |
24.411701313999995 |
23.70627 |
¥-4.4万 |
-2.92% |
跌破离场 |
| 15 |
2019-11-27 |
2019-12-04 |
21.886564 |
20.91906 |
¥-6.6万 |
-4.45% |
跌破离场 |
| 16 |
2020-07-08 |
2020-08-26 |
17.062157111999998 |
19.79019 |
¥22.5万 |
+15.95% |
跌破离场 |
| 17 |
2020-11-30 |
2020-12-14 |
17.813132336999995 |
16.49349 |
¥-12.2万 |
-7.44% |
跌破离场 |
| 18 |
2021-01-05 |
2021-02-02 |
18.834458642999998 |
17.742240000000002 |
¥-8.8万 |
-5.83% |
跌破离场 |
| 19 |
2021-06-08 |
2021-07-02 |
17.662937291999995 |
17.00298 |
¥-5.4万 |
-3.77% |
跌破离场 |
| 20 |
2021-08-13 |
2021-09-29 |
17.622885280000002 |
18.62136 |
¥7.7万 |
+5.63% |
跌破离场 |
| 21 |
2021-11-16 |
2021-11-29 |
18.453964528999997 |
17.07291 |
¥-10.9万 |
-7.51% |
跌破离场 |
| 22 |
2021-12-10 |
2022-01-17 |
19.485303838 |
18.6 |
¥-6.1万 |
-4.57% |
跌破离场 |
| 23 |
2022-05-31 |
2022-06-23 |
15.600258673999997 |
15.61 |
¥414 |
+0.03% |
跌破离场 |
| 24 |
2022-07-21 |
2022-09-01 |
16.621584979999998 |
16.183799999999998 |
¥-3.4万 |
-2.66% |
跌破离场 |
| 25 |
2022-11-02 |
2022-12-12 |
16.441350926 |
15.684299999999999 |
¥-5.8万 |
-4.63% |
跌破离场 |
| 26 |
2023-02-10 |
2023-04-10 |
16.324896000000003 |
17.00298 |
¥4.9万 |
+4.12% |
跌破离场 |
| 27 |
2023-04-28 |
2023-07-13 |
17.10513 |
21.75822 |
¥33.0万 |
+27.16% |
跌破离场 |
| 28 |
2024-01-29 |
2024-03-14 |
19.044731705999997 |
19.920060000000003 |
¥7.2万 |
+4.56% |
跌破离场 |
| 29 |
2024-07-09 |
2024-08-06 |
20.296357080999996 |
22.54743 |
¥18.2万 |
+11.06% |
跌破离场 |
| 30 |
2024-10-09 |
2024-11-26 |
24.411701313999995 |
22.33764 |
¥-15.1万 |
-8.52% |
跌破离场 |
| 31 |
2024-12-16 |
2025-01-03 |
24.832247440000003 |
23.576400000000003 |
¥-8.5万 |
-5.09% |
跌破离场 |
| 32 |
2025-05-13 |
2025-07-11 |
22.70681 |
22.51746 |
¥-1.4万 |
-0.86% |
跌破离场 |
| 33 |
2025-08-07 |
2025-09-04 |
24.621974376999994 |
22.257720000000003 |
¥-15.1万 |
-9.63% |
跌破离场 |
| 34 |
2025-12-26 |
2026-03-20 |
20.917163267 |
31.09887 |
¥69.1万 |
+48.63% |
跌破离场 |
| 35 |
2026-04-13 |
2026-05-19 |
39.270997765999994 |
36.23373 |
¥-15.9万 |
-7.76% |
跌破离场 |
| 36 |
2026-08-12 |
2026-10-16 |
32.612350771 |
31.48848 |
¥-6.8万 |
-3.48% |
跌破离场 |
逐笔成交记录(共 72 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-03-06 |
突破买入 |
买入 |
15.88 |
62900.0 |
¥99.9万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
38.62 |
62900.0 |
¥2.43M |
|
| 2016-04-08 |
突破买入 |
买入 |
35.65561999999999 |
67200.0 |
¥2.40M |
首仓入场 |
| 2016-05-11 |
跌破离场 |
卖出 |
31.428540000000005 |
67200.0 |
¥2.11M |
|
| 2016-06-13 |
突破买入 |
买入 |
33.032999999999994 |
63600.0 |
¥2.10M |
首仓入场 |
| 2016-07-26 |
跌破离场 |
卖出 |
32.64732 |
63600.0 |
¥2.08M |
|
| 2016-09-09 |
突破买入 |
买入 |
32.82279 |
64400.0 |
¥2.11M |
首仓入场 |
| 2016-10-31 |
跌破离场 |
卖出 |
32.727239999999995 |
64400.0 |
¥2.11M |
|
| 2016-12-08 |
突破买入 |
买入 |
34.2342 |
61500.0 |
¥2.11M |
首仓入场 |
| 2016-12-19 |
跌破离场 |
卖出 |
30.84912 |
61500.0 |
¥1.90M |
|
| 2017-02-22 |
突破买入 |
买入 |
32.9329 |
57400.0 |
¥1.89M |
首仓入场 |
| 2017-03-23 |
跌破离场 |
卖出 |
31.828139999999998 |
57400.0 |
¥1.83M |
|
| 2017-04-11 |
突破买入 |
买入 |
35.70567 |
50800.0 |
¥1.81M |
首仓入场 |
| 2017-04-24 |
跌破离场 |
卖出 |
32.91705 |
50800.0 |
¥1.67M |
|
| 2017-08-16 |
突破买入 |
买入 |
26.326299999999996 |
63800.0 |
¥1.68M |
首仓入场 |
| 2017-09-08 |
跌破离场 |
卖出 |
25.52445 |
63800.0 |
¥1.63M |
|
| 2017-10-30 |
突破买入 |
买入 |
26.426399999999994 |
61900.0 |
¥1.64M |
首仓入场 |
| 2017-11-24 |
跌破离场 |
卖出 |
26.19 |
61900.0 |
¥1.62M |
|
| 2018-03-01 |
突破买入 |
买入 |
25.525499999999997 |
63000.0 |
¥1.61M |
首仓入场 |
| 2018-03-15 |
跌破离场 |
卖出 |
24.40557 |
63000.0 |
¥1.54M |
|
| 2018-09-04 |
突破买入 |
买入 |
19.489469999999997 |
79100.0 |
¥1.54M |
首仓入场 |
| 2018-10-10 |
跌破离场 |
卖出 |
21.3786 |
79100.0 |
¥1.69M |
|
| 2019-02-15 |
突破买入 |
买入 |
23.47 |
72300.0 |
¥1.70M |
首仓入场 |
| 2019-03-15 |
跌破离场 |
卖出 |
23.95602 |
72300.0 |
¥1.73M |
|
| 2019-04-02 |
突破买入 |
买入 |
29.018989999999995 |
59700.0 |
¥1.73M |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
25.52445 |
59700.0 |
¥1.52M |
|
| 2019-06-28 |
突破买入 |
买入 |
24.404379999999996 |
62400.0 |
¥1.52M |
首仓入场 |
| 2019-07-19 |
跌破离场 |
卖出 |
23.70627 |
62400.0 |
¥1.48M |
|
| 2019-11-27 |
突破买入 |
买入 |
21.88 |
67600.0 |
¥1.48M |
首仓入场 |
| 2019-12-04 |
跌破离场 |
卖出 |
20.91906 |
67600.0 |
¥1.41M |
|
| 2020-07-08 |
突破买入 |
买入 |
17.057039999999997 |
82500.0 |
¥1.41M |
首仓入场 |
| 2020-08-26 |
跌破离场 |
卖出 |
19.79019 |
82500.0 |
¥1.63M |
|
| 2020-11-30 |
突破买入 |
买入 |
17.807789999999997 |
91900.0 |
¥1.64M |
首仓入场 |
| 2020-12-14 |
跌破离场 |
卖出 |
16.49349 |
91900.0 |
¥1.52M |
|
| 2021-01-05 |
突破买入 |
买入 |
18.828809999999997 |
80500.0 |
¥1.52M |
首仓入场 |
| 2021-02-02 |
跌破离场 |
卖出 |
17.742240000000002 |
80500.0 |
¥1.43M |
|
| 2021-06-08 |
突破买入 |
买入 |
17.657639999999997 |
80800.0 |
¥1.43M |
首仓入场 |
| 2021-07-02 |
跌破离场 |
卖出 |
17.00298 |
80800.0 |
¥1.37M |
|
| 2021-08-13 |
突破买入 |
买入 |
17.6176 |
77800.0 |
¥1.37M |
首仓入场 |
| 2021-09-29 |
跌破离场 |
卖出 |
18.62136 |
77800.0 |
¥1.45M |
|
| 2021-11-16 |
突破买入 |
买入 |
18.44843 |
78700.0 |
¥1.45M |
首仓入场 |
| 2021-11-29 |
跌破离场 |
卖出 |
17.07291 |
78700.0 |
¥1.34M |
|
| 2021-12-10 |
突破买入 |
买入 |
19.47946 |
68300.0 |
¥1.33M |
首仓入场 |
| 2022-01-17 |
跌破离场 |
卖出 |
18.6 |
68300.0 |
¥1.27M |
|
| 2022-05-31 |
突破买入 |
买入 |
15.595579999999998 |
81900.0 |
¥1.28M |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
15.61 |
81900.0 |
¥1.28M |
|
| 2022-07-21 |
突破买入 |
买入 |
16.6166 |
76700.0 |
¥1.27M |
首仓入场 |
| 2022-09-01 |
跌破离场 |
卖出 |
16.183799999999998 |
76700.0 |
¥1.24M |
|
| 2022-11-02 |
突破买入 |
买入 |
16.43642 |
75900.0 |
¥1.25M |
首仓入场 |
| 2022-12-12 |
跌破离场 |
卖出 |
15.684299999999999 |
75900.0 |
¥1.19M |
|
| 2023-02-10 |
突破买入 |
买入 |
16.32 |
72900.0 |
¥1.19M |
首仓入场 |
| 2023-04-10 |
跌破离场 |
卖出 |
17.00298 |
72900.0 |
¥1.24M |
|
| 2023-04-28 |
突破买入 |
买入 |
17.1 |
71100.0 |
¥1.22M |
首仓入场 |
| 2023-07-13 |
跌破离场 |
卖出 |
21.75822 |
71100.0 |
¥1.55M |
|
| 2024-01-29 |
突破买入 |
买入 |
19.039019999999997 |
82400.0 |
¥1.57M |
首仓入场 |
| 2024-03-14 |
跌破离场 |
卖出 |
19.920060000000003 |
82400.0 |
¥1.64M |
|
| 2024-07-09 |
突破买入 |
买入 |
20.290269999999996 |
80900.0 |
¥1.64M |
首仓入场 |
| 2024-08-06 |
跌破离场 |
卖出 |
22.54743 |
80900.0 |
¥1.82M |
|
| 2024-10-09 |
突破买入 |
买入 |
24.404379999999996 |
72600.0 |
¥1.77M |
首仓入场 |
| 2024-11-26 |
跌破离场 |
卖出 |
22.33764 |
72600.0 |
¥1.62M |
|
| 2024-12-16 |
突破买入 |
买入 |
24.8248 |
67100.0 |
¥1.67M |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
23.576400000000003 |
67100.0 |
¥1.58M |
|
| 2025-05-13 |
突破买入 |
买入 |
22.7 |
69800.0 |
¥1.58M |
首仓入场 |
| 2025-07-11 |
跌破离场 |
卖出 |
22.51746 |
69800.0 |
¥1.57M |
|
| 2025-08-07 |
突破买入 |
买入 |
24.614589999999996 |
63800.0 |
¥1.57M |
首仓入场 |
| 2025-09-04 |
跌破离场 |
卖出 |
22.257720000000003 |
63800.0 |
¥1.42M |
|
| 2025-12-26 |
突破买入 |
买入 |
20.91089 |
67900.0 |
¥1.42M |
首仓入场 |
| 2026-03-20 |
跌破离场 |
卖出 |
31.09887 |
67900.0 |
¥2.11M |
|
| 2026-04-13 |
突破买入 |
买入 |
39.25921999999999 |
52100.0 |
¥2.05M |
首仓入场 |
| 2026-05-19 |
跌破离场 |
卖出 |
36.23373 |
52100.0 |
¥1.89M |
|
| 2026-08-12 |
突破买入 |
买入 |
32.60257 |
59800.0 |
¥1.95M |
首仓入场 |
| 2026-10-16 |
跌破离场 |
卖出 |
31.48848 |
59800.0 |
¥1.88M |
|