603019 中科曙光 — 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: ¥2.08M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +107.84%）
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 |
2015-03-03 |
2015-06-08 |
60.87905823999999 |
128.3715 |
¥1.09M |
+110.80% |
跌破离场 |
| 2 |
2015-10-27 |
2015-11-30 |
77.280357154 |
89.61030000000002 |
¥32.7万 |
+15.92% |
跌破离场 |
| 3 |
2016-03-23 |
2016-04-26 |
66.85682103099998 |
34.97499 |
¥-1.12M |
-47.70% |
跌破离场 |
| 4 |
2016-06-27 |
2016-07-19 |
39.331075784 |
37.452510000000004 |
¥-6.1万 |
-4.80% |
跌破离场 |
| 5 |
2017-03-07 |
2017-03-31 |
26.644600982999993 |
26.1738 |
¥-2.2万 |
-1.80% |
跌破离场 |
| 6 |
2017-04-11 |
2017-04-25 |
30.519633144 |
25.5744 |
¥-19.4万 |
-16.23% |
跌破离场 |
| 7 |
2017-08-18 |
2017-11-27 |
26.364236898999994 |
45.47448 |
¥72.8万 |
+72.43% |
跌破离场 |
| 8 |
2018-03-02 |
2018-03-26 |
45.088552508999996 |
46.91304 |
¥6.9万 |
+4.02% |
跌破离场 |
| 9 |
2018-03-28 |
2018-04-13 |
52.948759863999996 |
49.300650000000005 |
¥-12.3万 |
-6.92% |
跌破离场 |
| 10 |
2018-04-19 |
2018-05-29 |
57.37450718999999 |
46.40355 |
¥-32.0万 |
-19.15% |
跌破离场 |
| 11 |
2018-09-04 |
2018-09-10 |
54.080229202999995 |
48.2517 |
¥-14.6万 |
-10.80% |
跌破离场 |
| 12 |
2019-02-14 |
2019-04-24 |
42.21482064799999 |
41.20875 |
¥-3.0万 |
-2.41% |
跌破离场 |
| 13 |
2019-09-10 |
2019-09-26 |
40.292084 |
36.4635 |
¥-11.4万 |
-9.53% |
跌破离场 |
| 14 |
2019-12-10 |
2019-12-24 |
35.255783562999994 |
34.09 |
¥-3.6万 |
-3.34% |
跌破离场 |
| 15 |
2020-01-10 |
2020-03-02 |
38.0494114 |
46.4535 |
¥23.1万 |
+22.05% |
跌破离场 |
| 16 |
2020-05-07 |
2020-05-11 |
52.067615599999996 |
41.78817 |
¥-25.2万 |
-19.77% |
跌破离场 |
| 17 |
2020-06-23 |
2020-07-27 |
40.51215 |
42.37758000000001 |
¥4.7万 |
+4.57% |
跌破离场 |
| 18 |
2021-06-11 |
2021-07-05 |
28.688604 |
26.55342 |
¥-8.0万 |
-7.47% |
跌破离场 |
| 19 |
2021-07-09 |
2021-08-16 |
29.237968759999994 |
29.97 |
¥2.4万 |
+2.47% |
跌破离场 |
| 20 |
2021-11-08 |
2021-11-29 |
28.928676000000003 |
27.242729999999998 |
¥-6.0万 |
-5.86% |
跌破离场 |
| 21 |
2022-01-11 |
2022-01-28 |
30.519633144 |
29.04093 |
¥-4.7万 |
-4.87% |
跌破离场 |
| 22 |
2022-02-22 |
2022-03-08 |
33.34329998999999 |
31.868099999999995 |
¥-4.0万 |
-4.45% |
跌破离场 |
| 23 |
2022-06-08 |
2022-07-12 |
27.375550201999992 |
27.12285 |
¥-8,269 |
-0.95% |
跌破离场 |
| 24 |
2022-07-29 |
2022-08-22 |
29.748631913 |
28.171799999999998 |
¥-4.6万 |
-5.33% |
跌破离场 |
| 25 |
2022-11-01 |
2022-11-25 |
24.932377469999995 |
23.126849999999997 |
¥-5.9万 |
-7.27% |
跌破离场 |
| 26 |
2023-01-17 |
2023-03-17 |
23.33029699 |
31.61835 |
¥26.8万 |
+35.48% |
跌破离场 |
| 27 |
2023-03-23 |
2023-05-12 |
37.0481111 |
46.433519999999994 |
¥25.7万 |
+25.30% |
跌破离场 |
| 28 |
2023-06-15 |
2023-07-13 |
55.07151649999999 |
45.12483 |
¥-23.0万 |
-18.09% |
跌破离场 |
| 29 |
2024-02-20 |
2024-03-27 |
36.94798106999999 |
48.66129 |
¥32.8万 |
+31.66% |
跌破离场 |
| 30 |
2024-10-10 |
2024-12-16 |
56.07281679999999 |
71.84808 |
¥38.8万 |
+28.10% |
跌破离场 |
| 31 |
2025-02-10 |
2025-03-03 |
75.28776955699999 |
71.65827 |
¥-8.6万 |
-4.85% |
跌破离场 |
| 32 |
2025-06-12 |
2025-08-04 |
69.08972069999999 |
67.73219999999999 |
¥-3.3万 |
-1.99% |
跌破离场 |
| 33 |
2025-08-15 |
2025-10-15 |
73.27515595399998 |
105.54435000000001 |
¥71.6万 |
+44.00% |
跌破离场 |
| 34 |
2026-01-13 |
2026-01-30 |
96.14485480599998 |
89.26065 |
¥-16.9万 |
-7.19% |
跌破离场 |
| 35 |
2026-04-21 |
2026-05-22 |
91.007294 |
93.16674 |
¥5.1万 |
+2.34% |
跌破离场 |
| 36 |
2026-06-26 |
2026-07-20 |
98.12742939999998 |
90.76914 |
¥-16.9万 |
-7.53% |
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 |
|---|
| 2015-03-03 |
突破买入 |
买入 |
60.86079999999999 |
16200.0 |
¥98.6万 |
首仓入场 |
| 2015-06-08 |
跌破离场 |
卖出 |
128.3715 |
16200.0 |
¥2.08M |
|
| 2015-10-27 |
突破买入 |
买入 |
77.25718 |
26600.0 |
¥2.06M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
89.61030000000002 |
26600.0 |
¥2.38M |
|
| 2016-03-23 |
突破买入 |
买入 |
66.83676999999999 |
35200.0 |
¥2.35M |
首仓入场 |
| 2016-04-26 |
跌破离场 |
卖出 |
34.97499 |
35200.0 |
¥1.23M |
|
| 2016-06-27 |
突破买入 |
买入 |
39.31928 |
32400.0 |
¥1.27M |
首仓入场 |
| 2016-07-19 |
跌破离场 |
卖出 |
37.452510000000004 |
32400.0 |
¥1.21M |
|
| 2017-03-07 |
突破买入 |
买入 |
26.636609999999997 |
46300.0 |
¥1.23M |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
26.1738 |
46300.0 |
¥1.21M |
|
| 2017-04-11 |
突破买入 |
买入 |
30.510479999999998 |
39200.0 |
¥1.20M |
首仓入场 |
| 2017-04-25 |
跌破离场 |
卖出 |
25.5744 |
39200.0 |
¥1.00M |
|
| 2017-08-18 |
突破买入 |
买入 |
26.356329999999996 |
38100.0 |
¥1.00M |
首仓入场 |
| 2017-11-27 |
跌破离场 |
卖出 |
45.47448 |
38100.0 |
¥1.73M |
|
| 2018-03-02 |
突破买入 |
买入 |
45.07503 |
38300.0 |
¥1.73M |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
46.91304 |
38300.0 |
¥1.80M |
|
| 2018-03-28 |
突破买入 |
买入 |
52.93288 |
33500.0 |
¥1.77M |
首仓入场 |
| 2018-04-13 |
跌破离场 |
卖出 |
49.300650000000005 |
33500.0 |
¥1.65M |
|
| 2018-04-19 |
突破买入 |
买入 |
57.35729999999999 |
29100.0 |
¥1.67M |
首仓入场 |
| 2018-05-29 |
跌破离场 |
卖出 |
46.40355 |
29100.0 |
¥1.35M |
|
| 2018-09-04 |
突破买入 |
买入 |
54.06400999999999 |
25000.0 |
¥1.35M |
首仓入场 |
| 2018-09-10 |
跌破离场 |
卖出 |
48.2517 |
25000.0 |
¥1.21M |
|
| 2019-02-14 |
突破买入 |
买入 |
42.202159999999985 |
29000.0 |
¥1.22M |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
41.20875 |
29000.0 |
¥1.19M |
|
| 2019-09-10 |
突破买入 |
买入 |
40.28 |
29600.0 |
¥1.19M |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
36.4635 |
29600.0 |
¥1.08M |
|
| 2019-12-10 |
突破买入 |
买入 |
35.24521 |
30500.0 |
¥1.08M |
首仓入场 |
| 2019-12-24 |
跌破离场 |
卖出 |
34.09 |
30500.0 |
¥1.04M |
|
| 2020-01-10 |
突破买入 |
买入 |
38.038 |
27500.0 |
¥1.05M |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
46.4535 |
27500.0 |
¥1.28M |
|
| 2020-05-07 |
突破买入 |
买入 |
52.05199999999999 |
24500.0 |
¥1.28M |
首仓入场 |
| 2020-05-11 |
跌破离场 |
卖出 |
41.78817 |
24500.0 |
¥1.02M |
|
| 2020-06-23 |
突破买入 |
买入 |
40.5 |
25100.0 |
¥1.02M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
42.37758000000001 |
25100.0 |
¥1.06M |
|
| 2021-06-11 |
突破买入 |
买入 |
28.68 |
37200.0 |
¥1.07M |
首仓入场 |
| 2021-07-05 |
跌破离场 |
卖出 |
26.55342 |
37200.0 |
¥98.7万 |
|
| 2021-07-09 |
突破买入 |
买入 |
29.229199999999995 |
33400.0 |
¥97.7万 |
首仓入场 |
| 2021-08-16 |
跌破离场 |
卖出 |
29.97 |
33400.0 |
¥1.00M |
|
| 2021-11-08 |
突破买入 |
买入 |
28.92 |
35200.0 |
¥1.02M |
首仓入场 |
| 2021-11-29 |
跌破离场 |
卖出 |
27.242729999999998 |
35200.0 |
¥95.9万 |
|
| 2022-01-11 |
突破买入 |
买入 |
30.510479999999998 |
31300.0 |
¥95.5万 |
首仓入场 |
| 2022-01-28 |
跌破离场 |
卖出 |
29.04093 |
31300.0 |
¥90.9万 |
|
| 2022-02-22 |
突破买入 |
买入 |
33.333299999999994 |
26700.0 |
¥89.0万 |
首仓入场 |
| 2022-03-08 |
跌破离场 |
卖出 |
31.868099999999995 |
26700.0 |
¥85.1万 |
|
| 2022-06-08 |
突破买入 |
买入 |
27.367339999999995 |
31700.0 |
¥86.8万 |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
27.12285 |
31700.0 |
¥86.0万 |
|
| 2022-07-29 |
突破买入 |
买入 |
29.73971 |
29000.0 |
¥86.3万 |
首仓入场 |
| 2022-08-22 |
跌破离场 |
卖出 |
28.171799999999998 |
29000.0 |
¥81.7万 |
|
| 2022-11-01 |
突破买入 |
买入 |
24.924899999999997 |
32700.0 |
¥81.5万 |
首仓入场 |
| 2022-11-25 |
跌破离场 |
卖出 |
23.126849999999997 |
32700.0 |
¥75.6万 |
|
| 2023-01-17 |
突破买入 |
买入 |
23.3233 |
32400.0 |
¥75.6万 |
首仓入场 |
| 2023-03-17 |
跌破离场 |
卖出 |
31.61835 |
32400.0 |
¥1.02M |
|
| 2023-03-23 |
突破买入 |
买入 |
37.037 |
27400.0 |
¥1.02M |
首仓入场 |
| 2023-05-12 |
跌破离场 |
卖出 |
46.433519999999994 |
27400.0 |
¥1.27M |
|
| 2023-06-15 |
突破买入 |
买入 |
55.05499999999999 |
23100.0 |
¥1.27M |
首仓入场 |
| 2023-07-13 |
跌破离场 |
卖出 |
45.12483 |
23100.0 |
¥1.04M |
|
| 2024-02-20 |
突破买入 |
买入 |
36.936899999999994 |
28000.0 |
¥1.03M |
首仓入场 |
| 2024-03-27 |
跌破离场 |
卖出 |
48.66129 |
28000.0 |
¥1.36M |
|
| 2024-10-10 |
突破买入 |
买入 |
56.056 |
24600.0 |
¥1.38M |
首仓入场 |
| 2024-12-16 |
跌破离场 |
卖出 |
71.84808 |
24600.0 |
¥1.77M |
|
| 2025-02-10 |
突破买入 |
买入 |
75.26518999999999 |
23500.0 |
¥1.77M |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
71.65827 |
23500.0 |
¥1.68M |
|
| 2025-06-12 |
突破买入 |
买入 |
69.06899999999999 |
24100.0 |
¥1.67M |
首仓入场 |
| 2025-08-04 |
跌破离场 |
卖出 |
67.73219999999999 |
24100.0 |
¥1.63M |
|
| 2025-08-15 |
突破买入 |
买入 |
73.25318 |
22200.0 |
¥1.63M |
首仓入场 |
| 2025-10-15 |
跌破离场 |
卖出 |
105.54435000000001 |
22200.0 |
¥2.34M |
|
| 2026-01-13 |
突破买入 |
买入 |
96.11601999999999 |
24500.0 |
¥2.36M |
首仓入场 |
| 2026-01-30 |
跌破离场 |
卖出 |
89.26065 |
24500.0 |
¥2.19M |
|
| 2026-04-21 |
突破买入 |
买入 |
90.98 |
23800.0 |
¥2.17M |
首仓入场 |
| 2026-05-22 |
跌破离场 |
卖出 |
93.16674 |
23800.0 |
¥2.22M |
|
| 2026-06-26 |
突破买入 |
买入 |
98.09799999999998 |
22900.0 |
¥2.25M |
首仓入场 |
| 2026-07-20 |
跌破离场 |
卖出 |
90.76914 |
22900.0 |
¥2.08M |
|