600584 长电科技 — 海龟交易法则 回测明细
数据区间: 2015-01-14 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.51M
策略: 海龟交易法则
K线 & 交易信号(策略收益 +51.03%)
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 |
2015-05-28 |
2015-06-18 |
26.364236898999998 |
25.924049999999998 |
¥-1.7万 |
-1.70% |
跌破离场 |
| 2 |
2015-10-13 |
2016-05-12 |
15.470089634999999 |
16.10388 |
¥4.0万 |
+4.07% |
跌破离场 |
| 3 |
2016-06-28 |
2016-07-13 |
20.026005999999995 |
19.37061 |
¥-3.3万 |
-3.30% |
跌破离场 |
| 4 |
2016-09-14 |
2016-10-28 |
19.275030774999998 |
19.23075 |
¥-2,548 |
-0.26% |
跌破离场 |
| 5 |
2017-03-03 |
2017-04-14 |
18.143561436000002 |
17.982 |
¥-8,982 |
-0.92% |
跌破离场 |
| 6 |
2017-07-10 |
2017-07-25 |
17.145142 |
14.91507 |
¥-12.7万 |
-13.03% |
跌破离场 |
| 7 |
2017-08-30 |
2017-11-28 |
16.741741016 |
20.699279999999998 |
¥20.1万 |
+23.60% |
跌破离场 |
| 8 |
2018-03-02 |
2018-03-26 |
20.476591134999996 |
18.5 |
¥-10.0万 |
-9.68% |
跌破离场 |
| 9 |
2018-04-19 |
2018-05-03 |
23.230166959999995 |
20.32965 |
¥-11.8万 |
-12.51% |
跌破离场 |
| 10 |
2018-11-19 |
2018-11-26 |
11.344732399 |
10.109879999999999 |
¥-9.0万 |
-10.91% |
跌破离场 |
| 11 |
2019-01-22 |
2019-04-30 |
9.402209817000001 |
12.4875 |
¥24.1万 |
+32.77% |
跌破离场 |
| 12 |
2019-07-30 |
2019-10-08 |
13.777892127999996 |
17.46252 |
¥26.1万 |
+26.71% |
跌破离场 |
| 13 |
2019-11-15 |
2019-12-24 |
20.126136030000005 |
21.598380000000002 |
¥9.0万 |
+7.28% |
跌破离场 |
| 14 |
2020-01-21 |
2020-03-02 |
24.662026388999994 |
27.322650000000007 |
¥14.2万 |
+10.76% |
跌破离场 |
| 15 |
2020-05-07 |
2020-06-15 |
27.005069090999996 |
27.2727 |
¥1.4万 |
+0.96% |
跌破离场 |
| 16 |
2020-07-09 |
2020-08-27 |
40.96319527299999 |
40.4595 |
¥-1.8万 |
-1.26% |
跌破离场 |
| 17 |
2020-10-14 |
2020-10-27 |
39.11173 |
34.58 |
¥-16.9万 |
-11.61% |
跌破离场 |
| 18 |
2020-11-10 |
2020-12-10 |
45.258773559999995 |
41.4585 |
¥-10.9万 |
-8.42% |
跌破离场 |
| 19 |
2021-01-19 |
2021-01-29 |
48.36280448999999 |
42.2577 |
¥-15.1万 |
-12.65% |
跌破离场 |
| 20 |
2021-07-09 |
2021-07-19 |
41.854352539999994 |
36.963 |
¥-12.0万 |
-11.71% |
跌破离场 |
| 21 |
2021-11-24 |
2021-12-13 |
33.463456026 |
31.968 |
¥-4.1万 |
-4.50% |
跌破离场 |
| 22 |
2022-05-23 |
2022-07-13 |
24.782182424999995 |
24.7752 |
¥-512 |
-0.06% |
跌破离场 |
| 23 |
2022-10-28 |
2022-12-23 |
23.210140953999996 |
23.15682 |
¥-2,266 |
-0.26% |
跌破离场 |
| 24 |
2023-01-12 |
2023-03-08 |
26.184002844999995 |
27.3726 |
¥4.0万 |
+4.51% |
跌破离场 |
| 25 |
2023-03-21 |
2023-04-24 |
32.24186966 |
32.39757 |
¥4,073 |
+0.45% |
跌破离场 |
| 26 |
2023-05-30 |
2023-06-29 |
31.240569359999995 |
30.969000000000005 |
¥-8,257 |
-0.90% |
跌破离场 |
| 27 |
2023-07-17 |
2023-08-14 |
34.43471731699999 |
31.1688 |
¥-8.6万 |
-9.51% |
跌破离场 |
| 28 |
2023-11-07 |
2023-11-27 |
31.751232512999998 |
30.529439999999997 |
¥-3.2万 |
-3.88% |
跌破离场 |
| 29 |
2024-03-06 |
2024-04-03 |
30.459135 |
27.15282 |
¥-8.6万 |
-10.88% |
跌破离场 |
| 30 |
2024-06-07 |
2024-07-26 |
27.886213355 |
32.2677 |
¥11.1万 |
+15.68% |
跌破离场 |
| 31 |
2024-10-10 |
2024-11-25 |
39.371127795999996 |
38.841120000000004 |
¥-1.1万 |
-1.38% |
跌破离场 |
| 32 |
2024-12-31 |
2025-01-06 |
43.03588689399999 |
36.1638 |
¥-12.9万 |
-15.99% |
跌破离场 |
| 33 |
2025-06-26 |
2025-10-20 |
33.35331299299999 |
40.20975 |
¥14.0万 |
+20.52% |
跌破离场 |
| 34 |
2026-01-08 |
2026-02-05 |
38.85045163999999 |
44.83512 |
¥12.5万 |
+15.37% |
跌破离场 |
| 35 |
2026-04-23 |
2026-06-09 |
45.619241668 |
72.90702 |
¥56.4万 |
+59.77% |
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 |
| 2015-05-28 |
突破买入 |
买入 |
26.356329999999996 |
37100.0 |
¥97.8万 |
首仓入场 |
| 2015-06-18 |
跌破离场 |
卖出 |
25.924049999999998 |
37100.0 |
¥96.1万 |
|
| 2015-10-13 |
突破买入 |
买入 |
15.465449999999999 |
63300.0 |
¥97.9万 |
首仓入场 |
| 2016-05-12 |
跌破离场 |
卖出 |
16.10388 |
63300.0 |
¥1.02M |
|
| 2016-06-28 |
突破买入 |
买入 |
20.019999999999996 |
50400.0 |
¥1.01M |
首仓入场 |
| 2016-07-13 |
跌破离场 |
卖出 |
19.37061 |
50400.0 |
¥97.6万 |
|
| 2016-09-14 |
突破买入 |
买入 |
19.26925 |
50900.0 |
¥98.1万 |
首仓入场 |
| 2016-10-28 |
跌破离场 |
卖出 |
19.23075 |
50900.0 |
¥97.9万 |
|
| 2017-03-03 |
突破买入 |
买入 |
18.13812 |
53800.0 |
¥97.6万 |
首仓入场 |
| 2017-04-14 |
跌破离场 |
卖出 |
17.982 |
53800.0 |
¥96.7万 |
|
| 2017-07-10 |
突破买入 |
买入 |
17.14 |
56800.0 |
¥97.4万 |
首仓入场 |
| 2017-07-25 |
跌破离场 |
卖出 |
14.91507 |
56800.0 |
¥84.7万 |
|
| 2017-08-30 |
突破买入 |
买入 |
16.73672 |
50800.0 |
¥85.0万 |
首仓入场 |
| 2017-11-28 |
跌破离场 |
卖出 |
20.699279999999998 |
50800.0 |
¥1.05M |
|
| 2018-03-02 |
突破买入 |
买入 |
20.470449999999996 |
50600.0 |
¥1.04M |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
18.5 |
50600.0 |
¥93.6万 |
|
| 2018-04-19 |
突破买入 |
买入 |
23.223199999999995 |
40500.0 |
¥94.1万 |
首仓入场 |
| 2018-05-03 |
跌破离场 |
卖出 |
20.32965 |
40500.0 |
¥82.3万 |
|
| 2018-11-19 |
突破买入 |
买入 |
11.34133 |
72900.0 |
¥82.7万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
10.109879999999999 |
72900.0 |
¥73.7万 |
|
| 2019-01-22 |
突破买入 |
买入 |
9.39939 |
78200.0 |
¥73.5万 |
首仓入场 |
| 2019-04-30 |
跌破离场 |
卖出 |
12.4875 |
78200.0 |
¥97.6万 |
|
| 2019-07-30 |
突破买入 |
买入 |
13.773759999999998 |
70900.0 |
¥97.7万 |
首仓入场 |
| 2019-10-08 |
跌破离场 |
卖出 |
17.46252 |
70900.0 |
¥1.24M |
|
| 2019-11-15 |
突破买入 |
买入 |
20.120100000000004 |
61700.0 |
¥1.24M |
首仓入场 |
| 2019-12-24 |
跌破离场 |
卖出 |
21.598380000000002 |
61700.0 |
¥1.33M |
|
| 2020-01-21 |
突破买入 |
买入 |
24.654629999999997 |
53600.0 |
¥1.32M |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
27.322650000000007 |
53600.0 |
¥1.46M |
|
| 2020-05-07 |
突破买入 |
买入 |
26.996969999999997 |
54100.0 |
¥1.46M |
首仓入场 |
| 2020-06-15 |
跌破离场 |
卖出 |
27.2727 |
54100.0 |
¥1.48M |
|
| 2020-07-09 |
突破买入 |
买入 |
40.95090999999999 |
35700.0 |
¥1.46M |
首仓入场 |
| 2020-08-27 |
跌破离场 |
卖出 |
40.4595 |
35700.0 |
¥1.44M |
|
| 2020-10-14 |
突破买入 |
买入 |
39.1 |
37300.0 |
¥1.46M |
首仓入场 |
| 2020-10-27 |
跌破离场 |
卖出 |
34.58 |
37300.0 |
¥1.29M |
|
| 2020-11-10 |
突破买入 |
买入 |
45.2452 |
28700.0 |
¥1.30M |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
41.4585 |
28700.0 |
¥1.19M |
|
| 2021-01-19 |
突破买入 |
买入 |
48.34829999999999 |
24700.0 |
¥1.19M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
42.2577 |
24700.0 |
¥1.04M |
|
| 2021-07-09 |
突破买入 |
买入 |
41.84179999999999 |
24500.0 |
¥1.03M |
首仓入场 |
| 2021-07-19 |
跌破离场 |
卖出 |
36.963 |
24500.0 |
¥90.5万 |
|
| 2021-11-24 |
突破买入 |
买入 |
33.45342 |
27500.0 |
¥92.0万 |
首仓入场 |
| 2021-12-13 |
跌破离场 |
卖出 |
31.968 |
27500.0 |
¥87.9万 |
|
| 2022-05-23 |
突破买入 |
买入 |
24.774749999999997 |
35500.0 |
¥88.0万 |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
24.7752 |
35500.0 |
¥87.9万 |
|
| 2022-10-28 |
突破买入 |
买入 |
23.203179999999996 |
37600.0 |
¥87.3万 |
首仓入场 |
| 2022-12-23 |
跌破离场 |
卖出 |
23.15682 |
37600.0 |
¥87.0万 |
|
| 2023-01-12 |
突破买入 |
买入 |
26.176149999999996 |
33500.0 |
¥87.7万 |
首仓入场 |
| 2023-03-08 |
跌破离场 |
卖出 |
27.3726 |
33500.0 |
¥91.7万 |
|
| 2023-03-21 |
突破买入 |
买入 |
32.2322 |
27900.0 |
¥90.0万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
32.39757 |
27900.0 |
¥90.4万 |
|
| 2023-05-30 |
突破买入 |
买入 |
31.231199999999994 |
29400.0 |
¥91.8万 |
首仓入场 |
| 2023-06-29 |
跌破离场 |
卖出 |
30.969000000000005 |
29400.0 |
¥91.0万 |
|
| 2023-07-17 |
突破买入 |
买入 |
34.424389999999995 |
26200.0 |
¥90.2万 |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
31.1688 |
26200.0 |
¥81.6万 |
|
| 2023-11-07 |
突破买入 |
买入 |
31.74171 |
25900.0 |
¥82.2万 |
首仓入场 |
| 2023-11-27 |
跌破离场 |
卖出 |
30.529439999999997 |
25900.0 |
¥79.0万 |
|
| 2024-03-06 |
突破买入 |
买入 |
30.45 |
25900.0 |
¥78.9万 |
首仓入场 |
| 2024-04-03 |
跌破离场 |
卖出 |
27.15282 |
25900.0 |
¥70.3万 |
|
| 2024-06-07 |
突破买入 |
买入 |
27.87785 |
25300.0 |
¥70.6万 |
首仓入场 |
| 2024-07-26 |
跌破离场 |
卖出 |
32.2677 |
25300.0 |
¥81.6万 |
|
| 2024-10-10 |
突破买入 |
买入 |
39.35932 |
20800.0 |
¥81.9万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
38.841120000000004 |
20800.0 |
¥80.8万 |
|
| 2024-12-31 |
突破买入 |
买入 |
43.02297999999999 |
18800.0 |
¥80.9万 |
首仓入场 |
| 2025-01-06 |
跌破离场 |
卖出 |
36.1638 |
18800.0 |
¥68.0万 |
|
| 2025-06-26 |
突破买入 |
买入 |
33.343309999999995 |
20400.0 |
¥68.0万 |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
40.20975 |
20400.0 |
¥82.0万 |
|
| 2026-01-08 |
突破买入 |
买入 |
38.83879999999999 |
20900.0 |
¥81.2万 |
首仓入场 |
| 2026-02-05 |
跌破离场 |
卖出 |
44.83512 |
20900.0 |
¥93.7万 |
|
| 2026-04-23 |
突破买入 |
买入 |
45.60556 |
20700.0 |
¥94.4万 |
首仓入场 |
| 2026-06-09 |
跌破离场 |
卖出 |
72.90702 |
20700.0 |
¥1.51M |
|