600803 新奥股份 — 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: ¥85.7万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -14.30%）
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 37 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 |
2015-02-26 |
2015-06-23 |
13.918074169999997 |
20.98899 |
¥50.4万 |
+50.76% |
跌破离场 |
| 2 |
2015-11-10 |
2016-01-05 |
13.627697083 |
13.97601 |
¥3.7万 |
+2.53% |
跌破离场 |
| 3 |
2016-04-08 |
2016-04-21 |
13.537580055999998 |
12.45753 |
¥-12.1万 |
-8.01% |
跌破离场 |
| 4 |
2016-10-26 |
2016-11-29 |
12.836669846 |
12.01797 |
¥-9.0万 |
-6.41% |
跌破离场 |
| 5 |
2016-12-07 |
2017-03-10 |
12.936799875999998 |
13.886099999999999 |
¥9.6万 |
+7.31% |
跌破离场 |
| 6 |
2017-04-06 |
2017-04-25 |
15.80474 |
13.666319999999999 |
¥-19.2万 |
-13.56% |
跌破离场 |
| 7 |
2017-08-02 |
2017-09-01 |
14.508841346999999 |
13.83615 |
¥-5.7万 |
-4.67% |
跌破离场 |
| 8 |
2017-10-31 |
2017-11-20 |
14.578932367999997 |
14.2857 |
¥-2.4万 |
-2.04% |
跌破离场 |
| 9 |
2017-12-01 |
2017-12-29 |
15.790505730999998 |
14.96502 |
¥-6.0万 |
-5.26% |
跌破离场 |
| 10 |
2018-05-03 |
2018-05-31 |
12.376071707999998 |
12.41757 |
¥3,313 |
+0.31% |
跌破离场 |
| 11 |
2018-07-24 |
2018-09-13 |
12.376071707999998 |
12.917069999999999 |
¥4.7万 |
+4.34% |
跌破离场 |
| 12 |
2018-09-27 |
2018-10-16 |
14.699088404 |
12.76 |
¥-15.0万 |
-13.22% |
跌破离场 |
| 13 |
2019-02-14 |
2019-04-30 |
10.563718165000001 |
11.27 |
¥6.6万 |
+6.65% |
跌破离场 |
| 14 |
2019-09-17 |
2019-10-31 |
11.524966453 |
10.22976 |
¥-11.9万 |
-11.26% |
跌破离场 |
| 15 |
2019-12-18 |
2020-01-22 |
10.593757173999998 |
10.72926 |
¥1.2万 |
+1.25% |
跌破离场 |
| 16 |
2020-04-17 |
2020-04-29 |
9.662898 |
8.881110000000001 |
¥-7.7万 |
-8.12% |
跌破离场 |
| 17 |
2020-06-03 |
2020-08-26 |
10.463588134999997 |
11.80818 |
¥11.1万 |
+12.82% |
跌破离场 |
| 18 |
2020-10-30 |
2020-12-10 |
13.006890896999998 |
13.886100000000003 |
¥6.6万 |
+6.73% |
跌破离场 |
| 19 |
2021-01-22 |
2021-02-25 |
15.219764559999996 |
15.744240000000001 |
¥3.5万 |
+3.41% |
跌破离场 |
| 20 |
2021-03-23 |
2021-04-23 |
17.585274000000002 |
16.933049999999998 |
¥-4.0万 |
-3.74% |
跌破离场 |
| 21 |
2021-05-18 |
2021-06-16 |
18.223665459999996 |
16.37361 |
¥-10.6万 |
-10.18% |
跌破离场 |
| 22 |
2021-07-08 |
2021-08-05 |
17.312482186999997 |
16.473509999999997 |
¥-4.6万 |
-4.87% |
跌破离场 |
| 23 |
2021-08-31 |
2021-09-24 |
20.706890203999997 |
19.45053 |
¥-5.4万 |
-6.10% |
跌破离场 |
| 24 |
2022-04-07 |
2022-04-21 |
18.615583 |
16.97301 |
¥-7.4万 |
-8.85% |
跌破离场 |
| 25 |
2022-05-27 |
2022-06-23 |
17.132248132999997 |
17.57241 |
¥1.9万 |
+2.54% |
跌破离场 |
| 26 |
2022-08-16 |
2022-09-19 |
18.113522427 |
18.24174 |
¥5,315 |
+0.68% |
跌破离场 |
| 27 |
2022-11-28 |
2022-12-08 |
18.183613448 |
17.61237 |
¥-2.5万 |
-3.17% |
跌破离场 |
| 28 |
2023-01-12 |
2023-03-15 |
18.213652457000002 |
18.4815 |
¥1.1万 |
+1.44% |
跌破离场 |
| 29 |
2023-03-31 |
2023-06-01 |
20.606760173999994 |
19.30068 |
¥-4.9万 |
-6.37% |
跌破离场 |
| 30 |
2024-01-08 |
2024-01-23 |
17.102209123999994 |
16.63 |
¥-2.0万 |
-2.79% |
跌破离场 |
| 31 |
2024-03-07 |
2024-04-24 |
19.144861735999996 |
18.451529999999998 |
¥-2.6万 |
-3.65% |
跌破离场 |
| 32 |
2024-06-05 |
2024-07-11 |
18.804419634000002 |
20.39958 |
¥5.7万 |
+8.45% |
跌破离场 |
| 33 |
2024-09-25 |
2024-10-31 |
19.32509579 |
18.611369999999997 |
¥-2.7万 |
-3.72% |
跌破离场 |
| 34 |
2024-12-26 |
2025-01-10 |
20.62678618 |
19.98 |
¥-2.2万 |
-3.16% |
跌破离场 |
| 35 |
2025-07-03 |
2025-07-23 |
19.405199813999996 |
18.781200000000002 |
¥-2.2万 |
-3.24% |
跌破离场 |
| 36 |
2025-10-30 |
2025-12-24 |
19.174900744999995 |
20.71926 |
¥5.3万 |
+8.02% |
跌破离场 |
| 37 |
2026-07-24 |
2026-11-13 |
17.702989304 |
21.05 |
¥13.6万 |
+18.87% |
强平 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-26 |
突破买入 |
买入 |
13.913899999999998 |
71300.0 |
¥99.2万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
20.98899 |
71300.0 |
¥1.50M |
|
| 2015-11-10 |
突破买入 |
买入 |
13.623609999999998 |
108500.0 |
¥1.48M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
13.97601 |
108500.0 |
¥1.52M |
|
| 2016-04-08 |
突破买入 |
买入 |
13.533519999999998 |
111700.0 |
¥1.51M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
12.45753 |
111700.0 |
¥1.39M |
|
| 2016-10-26 |
突破买入 |
买入 |
12.832819999999998 |
109500.0 |
¥1.41M |
首仓入场 |
| 2016-11-29 |
跌破离场 |
卖出 |
12.01797 |
109500.0 |
¥1.32M |
|
| 2016-12-07 |
突破买入 |
买入 |
12.932919999999998 |
101800.0 |
¥1.32M |
首仓入场 |
| 2017-03-10 |
跌破离场 |
卖出 |
13.886099999999999 |
101800.0 |
¥1.41M |
|
| 2017-04-06 |
突破买入 |
买入 |
15.8 |
89400.0 |
¥1.41M |
首仓入场 |
| 2017-04-25 |
跌破离场 |
卖出 |
13.666319999999999 |
89400.0 |
¥1.22M |
|
| 2017-08-02 |
突破买入 |
买入 |
14.504489999999999 |
84900.0 |
¥1.23M |
首仓入场 |
| 2017-09-01 |
跌破离场 |
卖出 |
13.83615 |
84900.0 |
¥1.17M |
|
| 2017-10-31 |
突破买入 |
买入 |
14.574559999999998 |
80500.0 |
¥1.17M |
首仓入场 |
| 2017-11-20 |
跌破离场 |
卖出 |
14.2857 |
80500.0 |
¥1.15M |
|
| 2017-12-01 |
突破买入 |
买入 |
15.785769999999998 |
72800.0 |
¥1.15M |
首仓入场 |
| 2017-12-29 |
跌破离场 |
卖出 |
14.96502 |
72800.0 |
¥1.09M |
|
| 2018-05-03 |
突破买入 |
买入 |
12.372359999999999 |
87700.0 |
¥1.09M |
首仓入场 |
| 2018-05-31 |
跌破离场 |
卖出 |
12.41757 |
87700.0 |
¥1.09M |
|
| 2018-07-24 |
突破买入 |
买入 |
12.372359999999997 |
88300.0 |
¥1.09M |
首仓入场 |
| 2018-09-13 |
跌破离场 |
卖出 |
12.917069999999999 |
88300.0 |
¥1.14M |
|
| 2018-09-27 |
突破买入 |
买入 |
14.694679999999998 |
77400.0 |
¥1.14M |
首仓入场 |
| 2018-10-16 |
跌破离场 |
卖出 |
12.76 |
77400.0 |
¥98.7万 |
|
| 2019-02-14 |
突破买入 |
买入 |
10.56055 |
93600.0 |
¥98.9万 |
首仓入场 |
| 2019-04-30 |
跌破离场 |
卖出 |
11.27 |
93600.0 |
¥1.05M |
|
| 2019-09-17 |
突破买入 |
买入 |
11.52151 |
91600.0 |
¥1.06M |
首仓入场 |
| 2019-10-31 |
跌破离场 |
卖出 |
10.22976 |
91600.0 |
¥93.7万 |
|
| 2019-12-18 |
突破买入 |
买入 |
10.59058 |
88500.0 |
¥93.8万 |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
10.72926 |
88500.0 |
¥94.9万 |
|
| 2020-04-17 |
突破买入 |
买入 |
9.66 |
98100.0 |
¥94.8万 |
首仓入场 |
| 2020-04-29 |
跌破离场 |
卖出 |
8.881110000000001 |
98100.0 |
¥87.1万 |
|
| 2020-06-03 |
突破买入 |
买入 |
10.460449999999998 |
83100.0 |
¥87.0万 |
首仓入场 |
| 2020-08-26 |
跌破离场 |
卖出 |
11.80818 |
83100.0 |
¥98.1万 |
|
| 2020-10-30 |
突破买入 |
买入 |
13.002989999999999 |
75600.0 |
¥98.3万 |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
13.886100000000003 |
75600.0 |
¥1.05M |
|
| 2021-01-22 |
突破买入 |
买入 |
15.215199999999998 |
68200.0 |
¥1.04M |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
15.744240000000001 |
68200.0 |
¥1.07M |
|
| 2021-03-23 |
突破买入 |
买入 |
17.58 |
61600.0 |
¥1.08M |
首仓入场 |
| 2021-04-23 |
跌破离场 |
卖出 |
16.933049999999998 |
61600.0 |
¥1.04M |
|
| 2021-05-18 |
突破买入 |
买入 |
18.218199999999996 |
57100.0 |
¥1.04M |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
16.37361 |
57100.0 |
¥93.5万 |
|
| 2021-07-08 |
突破买入 |
买入 |
17.30729 |
54200.0 |
¥93.8万 |
首仓入场 |
| 2021-08-05 |
跌破离场 |
卖出 |
16.473509999999997 |
54200.0 |
¥89.3万 |
|
| 2021-08-31 |
突破买入 |
买入 |
20.70068 |
42600.0 |
¥88.2万 |
首仓入场 |
| 2021-09-24 |
跌破离场 |
卖出 |
19.45053 |
42600.0 |
¥82.8万 |
|
| 2022-04-07 |
突破买入 |
买入 |
18.61 |
45100.0 |
¥84.0万 |
首仓入场 |
| 2022-04-21 |
跌破离场 |
卖出 |
16.97301 |
45100.0 |
¥76.5万 |
|
| 2022-05-27 |
突破买入 |
买入 |
17.12711 |
44700.0 |
¥76.6万 |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
17.57241 |
44700.0 |
¥78.5万 |
|
| 2022-08-16 |
突破买入 |
买入 |
18.108089999999997 |
43300.0 |
¥78.4万 |
首仓入场 |
| 2022-09-19 |
跌破离场 |
卖出 |
18.24174 |
43300.0 |
¥79.0万 |
|
| 2022-11-28 |
突破买入 |
买入 |
18.17816 |
43400.0 |
¥78.9万 |
首仓入场 |
| 2022-12-08 |
跌破离场 |
卖出 |
17.61237 |
43400.0 |
¥76.4万 |
|
| 2023-01-12 |
突破买入 |
买入 |
18.20819 |
41900.0 |
¥76.3万 |
首仓入场 |
| 2023-03-15 |
跌破离场 |
卖出 |
18.4815 |
41900.0 |
¥77.4万 |
|
| 2023-03-31 |
突破买入 |
买入 |
20.600579999999997 |
37600.0 |
¥77.5万 |
首仓入场 |
| 2023-06-01 |
跌破离场 |
卖出 |
19.30068 |
37600.0 |
¥72.5万 |
|
| 2024-01-08 |
突破买入 |
买入 |
17.097079999999995 |
42500.0 |
¥72.7万 |
首仓入场 |
| 2024-01-23 |
跌破离场 |
卖出 |
16.63 |
42500.0 |
¥70.7万 |
|
| 2024-03-07 |
突破买入 |
买入 |
19.13912 |
36900.0 |
¥70.6万 |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
18.451529999999998 |
36900.0 |
¥68.1万 |
|
| 2024-06-05 |
突破买入 |
买入 |
18.79878 |
35800.0 |
¥67.3万 |
首仓入场 |
| 2024-07-11 |
跌破离场 |
卖出 |
20.39958 |
35800.0 |
¥73.0万 |
|
| 2024-09-25 |
突破买入 |
买入 |
19.3193 |
38200.0 |
¥73.8万 |
首仓入场 |
| 2024-10-31 |
跌破离场 |
卖出 |
18.611369999999997 |
38200.0 |
¥71.1万 |
|
| 2024-12-26 |
突破买入 |
买入 |
20.6206 |
34200.0 |
¥70.5万 |
首仓入场 |
| 2025-01-10 |
跌破离场 |
卖出 |
19.98 |
34200.0 |
¥68.3万 |
|
| 2025-07-03 |
突破买入 |
买入 |
19.399379999999997 |
35400.0 |
¥68.7万 |
首仓入场 |
| 2025-07-23 |
跌破离场 |
卖出 |
18.781200000000002 |
35400.0 |
¥66.5万 |
|
| 2025-10-30 |
突破买入 |
买入 |
19.169149999999995 |
34700.0 |
¥66.5万 |
首仓入场 |
| 2025-12-24 |
跌破离场 |
卖出 |
20.71926 |
34700.0 |
¥71.9万 |
|
| 2026-07-24 |
突破买入 |
买入 |
17.69768 |
40600.0 |
¥71.9万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
21.05 |
40600 |
¥85.4万 |
回测结束强平 |