600522 中天科技 — 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: ¥54.5万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -45.50%）
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 42 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 |
2015-02-06 |
2015-06-17 |
18.32379549 |
28.980990000000006 |
¥57.8万 |
+58.11% |
跌破离场 |
| 2 |
2015-08-11 |
2015-08-19 |
27.535758249999997 |
22.96701 |
¥-25.8万 |
-16.62% |
跌破离场 |
| 3 |
2015-11-13 |
2015-12-09 |
21.828346540000002 |
21.808169999999997 |
¥-1,590 |
-0.12% |
跌破离场 |
| 4 |
2015-12-16 |
2016-01-05 |
24.23146726 |
20.309669999999997 |
¥-21.0万 |
-16.21% |
跌破离场 |
| 5 |
2016-02-23 |
2016-03-01 |
17.885364 |
15.444540000000002 |
¥-15.1万 |
-13.67% |
跌破离场 |
| 6 |
2016-03-22 |
2016-07-01 |
18.433938523 |
9.61038 |
¥-45.4万 |
-47.88% |
跌破离场 |
| 7 |
2016-08-10 |
2016-08-24 |
12.716513809999997 |
12.19 |
¥-2.1万 |
-4.17% |
跌破离场 |
| 8 |
2017-01-18 |
2017-02-17 |
11.384784410999998 |
11.088899999999999 |
¥-1.3万 |
-2.63% |
跌破离场 |
| 9 |
2017-03-14 |
2017-04-17 |
11.454875432 |
11.35863 |
¥-4,076 |
-0.87% |
跌破离场 |
| 10 |
2017-06-01 |
2017-07-12 |
11.224576363 |
11.80818 |
¥2.4万 |
+5.17% |
跌破离场 |
| 11 |
2017-09-01 |
2017-10-20 |
11.81534354 |
12.996989999999998 |
¥4.9万 |
+9.97% |
跌破离场 |
| 12 |
2017-11-13 |
2017-12-19 |
14.168399245000002 |
14.345639999999998 |
¥6,554 |
+1.22% |
跌破离场 |
| 13 |
2018-03-07 |
2018-03-23 |
12.796617834 |
11.80818 |
¥-4.2万 |
-7.75% |
跌破离场 |
| 14 |
2018-05-23 |
2018-06-19 |
11.193357 |
9.34065 |
¥-8.2万 |
-16.58% |
跌破离场 |
| 15 |
2018-07-25 |
2018-08-03 |
9.262027774999998 |
8.48151 |
¥-3.5万 |
-8.45% |
跌破离场 |
| 16 |
2018-11-13 |
2019-01-29 |
7.830168345999999 |
8.06193 |
¥1.1万 |
+2.93% |
跌破离场 |
| 17 |
2019-02-19 |
2019-03-28 |
9.552404862 |
9.76023 |
¥8,524 |
+2.14% |
跌破离场 |
| 18 |
2019-04-19 |
2019-05-07 |
11.014303299999998 |
9.1908 |
¥-6.6万 |
-16.58% |
跌破离场 |
| 19 |
2019-06-13 |
2019-07-09 |
9.41222282 |
9.0 |
¥-1.5万 |
-4.41% |
跌破离场 |
| 20 |
2019-09-10 |
2019-09-27 |
9.20276 |
8.67132 |
¥-1.9万 |
-5.80% |
跌破离场 |
| 21 |
2020-01-10 |
2020-02-03 |
8.741351619 |
7.43 |
¥-4.6万 |
-15.03% |
跌破离场 |
| 22 |
2020-02-25 |
2020-03-31 |
8.891546664 |
10.06992 |
¥3.3万 |
+13.22% |
跌破离场 |
| 23 |
2020-05-12 |
2020-05-26 |
12.513753 |
11.47 |
¥-2.4万 |
-8.37% |
跌破离场 |
| 24 |
2021-01-12 |
2021-01-29 |
11.31469339 |
10.44954 |
¥-2.0万 |
-7.67% |
跌破离场 |
| 25 |
2021-03-03 |
2021-03-25 |
11.124446332999998 |
10.889100000000001 |
¥-5,345 |
-2.14% |
跌破离场 |
| 26 |
2021-06-01 |
2021-06-15 |
10.563718165 |
9.93006 |
¥-1.5万 |
-6.03% |
跌破离场 |
| 27 |
2021-10-12 |
2021-12-03 |
9.612482879999998 |
16.79319 |
¥16.8万 |
+74.65% |
跌破离场 |
| 28 |
2022-02-18 |
2022-03-29 |
18.013392396999997 |
16.66332 |
¥-3.0万 |
-7.52% |
跌破离场 |
| 29 |
2022-05-20 |
2022-07-29 |
17.172300144999998 |
22.54743 |
¥11.4万 |
+31.26% |
跌破离场 |
| 30 |
2023-03-22 |
2023-04-14 |
17.092196120999997 |
16.363619999999997 |
¥-2.0万 |
-4.29% |
跌破离场 |
| 31 |
2023-06-20 |
2023-07-11 |
16.484944 |
15.29469 |
¥-3.3万 |
-7.25% |
跌破离场 |
| 32 |
2023-10-13 |
2023-10-24 |
15.169699544999999 |
14.20578 |
¥-2.7万 |
-6.38% |
跌破离场 |
| 33 |
2024-03-04 |
2024-03-28 |
13.387385010999996 |
13.72 |
¥9,822 |
+2.45% |
跌破离场 |
| 34 |
2024-05-13 |
2024-07-17 |
14.31859429 |
14.33565 |
¥364 |
+0.09% |
跌破离场 |
| 35 |
2024-10-09 |
2024-11-25 |
15.900648764 |
15.604379999999999 |
¥-7,584 |
-1.89% |
跌破离场 |
| 36 |
2025-03-18 |
2025-04-07 |
15.490115641 |
13.286700000000002 |
¥-5.7万 |
-14.25% |
跌破离场 |
| 37 |
2025-07-01 |
2025-07-28 |
14.518854349999996 |
13.91607 |
¥-1.5万 |
-4.18% |
跌破离场 |
| 38 |
2025-08-12 |
2025-10-20 |
14.538880355999998 |
17.25273 |
¥6.2万 |
+18.63% |
跌破离场 |
| 39 |
2025-12-15 |
2026-03-24 |
17.542781255999998 |
25.60437 |
¥17.9万 |
+45.91% |
跌破离场 |
| 40 |
2026-04-23 |
2026-05-28 |
34.044210199999995 |
39.21075 |
¥8.5万 |
+15.14% |
跌破离场 |
| 41 |
2026-06-10 |
2026-07-03 |
52.568265749999995 |
50.769180000000006 |
¥-2.2万 |
-3.45% |
跌破离场 |
| 42 |
2026-08-18 |
2026-09-29 |
35.896615755 |
30.729240000000004 |
¥-9.1万 |
-14.42% |
跌破离场 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-06 |
突破买入 |
买入 |
18.318299999999997 |
54300.0 |
¥99.5万 |
首仓入场 |
| 2015-06-17 |
跌破离场 |
卖出 |
28.980990000000006 |
54300.0 |
¥1.57M |
|
| 2015-08-11 |
突破买入 |
买入 |
27.527499999999996 |
56400.0 |
¥1.55M |
首仓入场 |
| 2015-08-19 |
跌破离场 |
卖出 |
22.96701 |
56400.0 |
¥1.29M |
|
| 2015-11-13 |
突破买入 |
买入 |
21.821800000000003 |
59500.0 |
¥1.30M |
首仓入场 |
| 2015-12-09 |
跌破离场 |
卖出 |
21.808169999999997 |
59500.0 |
¥1.30M |
|
| 2015-12-16 |
突破买入 |
买入 |
24.224199999999996 |
53400.0 |
¥1.29M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
20.309669999999997 |
53400.0 |
¥1.08M |
|
| 2016-02-23 |
突破买入 |
买入 |
17.88 |
61700.0 |
¥1.10M |
首仓入场 |
| 2016-03-01 |
跌破离场 |
卖出 |
15.444540000000002 |
61700.0 |
¥95.3万 |
|
| 2016-03-22 |
突破买入 |
买入 |
18.42841 |
51400.0 |
¥94.8万 |
首仓入场 |
| 2016-07-01 |
跌破离场 |
卖出 |
9.61038 |
51400.0 |
¥49.4万 |
|
| 2016-08-10 |
突破买入 |
买入 |
12.712699999999998 |
39300.0 |
¥50.0万 |
首仓入场 |
| 2016-08-24 |
跌破离场 |
卖出 |
12.19 |
39300.0 |
¥47.9万 |
|
| 2017-01-18 |
突破买入 |
买入 |
11.381369999999999 |
42200.0 |
¥48.0万 |
首仓入场 |
| 2017-02-17 |
跌破离场 |
卖出 |
11.088899999999999 |
42200.0 |
¥46.8万 |
|
| 2017-03-14 |
突破买入 |
买入 |
11.451439999999998 |
40900.0 |
¥46.9万 |
首仓入场 |
| 2017-04-17 |
跌破离场 |
卖出 |
11.35863 |
40900.0 |
¥46.4万 |
|
| 2017-06-01 |
突破买入 |
买入 |
11.22121 |
41400.0 |
¥46.5万 |
首仓入场 |
| 2017-07-12 |
跌破离场 |
卖出 |
11.80818 |
41400.0 |
¥48.9万 |
|
| 2017-09-01 |
突破买入 |
买入 |
11.8118 |
41500.0 |
¥49.0万 |
首仓入场 |
| 2017-10-20 |
跌破离场 |
卖出 |
12.996989999999998 |
41500.0 |
¥53.9万 |
|
| 2017-11-13 |
突破买入 |
买入 |
14.164150000000001 |
37900.0 |
¥53.7万 |
首仓入场 |
| 2017-12-19 |
跌破离场 |
卖出 |
14.345639999999998 |
37900.0 |
¥54.4万 |
|
| 2018-03-07 |
突破买入 |
买入 |
12.79278 |
42200.0 |
¥54.0万 |
首仓入场 |
| 2018-03-23 |
跌破离场 |
卖出 |
11.80818 |
42200.0 |
¥49.8万 |
|
| 2018-05-23 |
突破买入 |
买入 |
11.19 |
44400.0 |
¥49.7万 |
首仓入场 |
| 2018-06-19 |
跌破离场 |
卖出 |
9.34065 |
44400.0 |
¥41.5万 |
|
| 2018-07-25 |
突破买入 |
买入 |
9.25925 |
45300.0 |
¥42.0万 |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
8.48151 |
45300.0 |
¥38.4万 |
|
| 2018-11-13 |
突破买入 |
买入 |
7.827819999999999 |
48400.0 |
¥37.9万 |
首仓入场 |
| 2019-01-29 |
跌破离场 |
卖出 |
8.06193 |
48400.0 |
¥39.0万 |
|
| 2019-02-19 |
突破买入 |
买入 |
9.549539999999999 |
41600.0 |
¥39.7万 |
首仓入场 |
| 2019-03-28 |
跌破离场 |
卖出 |
9.76023 |
41600.0 |
¥40.6万 |
|
| 2019-04-19 |
突破买入 |
买入 |
11.011 |
36200.0 |
¥39.9万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
9.1908 |
36200.0 |
¥33.3万 |
|
| 2019-06-13 |
突破买入 |
买入 |
9.4094 |
35300.0 |
¥33.2万 |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
9.0 |
35300.0 |
¥31.8万 |
|
| 2019-09-10 |
突破买入 |
买入 |
9.2 |
35200.0 |
¥32.4万 |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
8.67132 |
35200.0 |
¥30.5万 |
|
| 2020-01-10 |
突破买入 |
买入 |
8.73873 |
34800.0 |
¥30.4万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
7.43 |
34800.0 |
¥25.8万 |
|
| 2020-02-25 |
突破买入 |
买入 |
8.88888 |
28500.0 |
¥25.3万 |
首仓入场 |
| 2020-03-31 |
跌破离场 |
卖出 |
10.06992 |
28500.0 |
¥28.7万 |
|
| 2020-05-12 |
突破买入 |
买入 |
12.51 |
23200.0 |
¥29.0万 |
首仓入场 |
| 2020-05-26 |
跌破离场 |
卖出 |
11.47 |
23200.0 |
¥26.6万 |
|
| 2021-01-12 |
突破买入 |
买入 |
11.3113 |
23600.0 |
¥26.7万 |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
10.44954 |
23600.0 |
¥24.7万 |
|
| 2021-03-03 |
突破买入 |
买入 |
11.121109999999998 |
22400.0 |
¥24.9万 |
首仓入场 |
| 2021-03-25 |
跌破离场 |
卖出 |
10.889100000000001 |
22400.0 |
¥24.4万 |
|
| 2021-06-01 |
突破买入 |
买入 |
10.56055 |
22900.0 |
¥24.2万 |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
9.93006 |
22900.0 |
¥22.7万 |
|
| 2021-10-12 |
突破买入 |
买入 |
9.609599999999999 |
23400.0 |
¥22.5万 |
首仓入场 |
| 2021-12-03 |
跌破离场 |
卖出 |
16.79319 |
23400.0 |
¥39.3万 |
|
| 2022-02-18 |
突破买入 |
买入 |
18.007989999999996 |
21800.0 |
¥39.3万 |
首仓入场 |
| 2022-03-29 |
跌破离场 |
卖出 |
16.66332 |
21800.0 |
¥36.3万 |
|
| 2022-05-20 |
突破买入 |
买入 |
17.167149999999996 |
21300.0 |
¥36.6万 |
首仓入场 |
| 2022-07-29 |
跌破离场 |
卖出 |
22.54743 |
21300.0 |
¥48.0万 |
|
| 2023-03-22 |
突破买入 |
买入 |
17.087069999999997 |
27700.0 |
¥47.3万 |
首仓入场 |
| 2023-04-14 |
跌破离场 |
卖出 |
16.363619999999997 |
27700.0 |
¥45.3万 |
|
| 2023-06-20 |
突破买入 |
买入 |
16.48 |
27700.0 |
¥45.7万 |
首仓入场 |
| 2023-07-11 |
跌破离场 |
卖出 |
15.29469 |
27700.0 |
¥42.4万 |
|
| 2023-10-13 |
突破买入 |
买入 |
15.165149999999999 |
28100.0 |
¥42.6万 |
首仓入场 |
| 2023-10-24 |
跌破离场 |
卖出 |
14.20578 |
28100.0 |
¥39.9万 |
|
| 2024-03-04 |
突破买入 |
买入 |
13.383369999999998 |
29900.0 |
¥40.0万 |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
13.72 |
29900.0 |
¥41.0万 |
|
| 2024-05-13 |
突破买入 |
买入 |
14.3143 |
28500.0 |
¥40.8万 |
首仓入场 |
| 2024-07-17 |
跌破离场 |
卖出 |
14.33565 |
28500.0 |
¥40.8万 |
|
| 2024-10-09 |
突破买入 |
买入 |
15.895879999999998 |
25200.0 |
¥40.1万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
15.604379999999999 |
25200.0 |
¥39.3万 |
|
| 2025-03-18 |
突破买入 |
买入 |
15.48547 |
25800.0 |
¥40.0万 |
首仓入场 |
| 2025-04-07 |
跌破离场 |
卖出 |
13.286700000000002 |
25800.0 |
¥34.3万 |
|
| 2025-07-01 |
突破买入 |
买入 |
14.514499999999996 |
23900.0 |
¥34.7万 |
首仓入场 |
| 2025-07-28 |
跌破离场 |
卖出 |
13.91607 |
23900.0 |
¥33.2万 |
|
| 2025-08-12 |
突破买入 |
买入 |
14.534519999999999 |
22800.0 |
¥33.1万 |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
17.25273 |
22800.0 |
¥39.3万 |
|
| 2025-12-15 |
突破买入 |
买入 |
17.537519999999997 |
22200.0 |
¥38.9万 |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
25.60437 |
22200.0 |
¥56.8万 |
|
| 2026-04-23 |
突破买入 |
买入 |
34.034 |
16400.0 |
¥55.8万 |
首仓入场 |
| 2026-05-28 |
跌破离场 |
卖出 |
39.21075 |
16400.0 |
¥64.3万 |
|
| 2026-06-10 |
突破买入 |
买入 |
52.55249999999999 |
12000.0 |
¥63.1万 |
首仓入场 |
| 2026-07-03 |
跌破离场 |
卖出 |
50.769180000000006 |
12000.0 |
¥60.9万 |
|
| 2026-08-18 |
突破买入 |
买入 |
35.88585 |
17600.0 |
¥63.2万 |
首仓入场 |
| 2026-09-29 |
跌破离场 |
卖出 |
30.729240000000004 |
17600.0 |
¥54.1万 |
|