603259 药明康德 — 海龟交易法则 回测明细
数据区间: 2018-05-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥98.7万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -1.26%）
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 29 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 |
2018-11-07 |
2018-11-20 |
92.01949757 |
81.07884 |
¥-11.7万 |
-11.92% |
跌破离场 |
| 2 |
2019-01-22 |
2019-03-27 |
78.003394 |
89.99 |
¥13.5万 |
+15.33% |
跌破离场 |
| 3 |
2019-06-18 |
2019-07-03 |
84.91026543999998 |
67.66227 |
¥-20.5万 |
-20.34% |
跌破离场 |
| 4 |
2019-08-14 |
2019-10-25 |
67.08712009999999 |
83.4165 |
¥19.1万 |
+24.30% |
跌破离场 |
| 5 |
2019-11-01 |
2019-11-26 |
93.931981143 |
90.35955 |
¥-3.8万 |
-3.83% |
跌破离场 |
| 6 |
2020-02-07 |
2020-03-02 |
104.13523119999999 |
107.3925 |
¥2.9万 |
+3.10% |
跌破离场 |
| 7 |
2020-04-21 |
2020-05-28 |
104.891458 |
104.29560000000001 |
¥-5,895 |
-0.60% |
跌破离场 |
| 8 |
2020-06-04 |
2020-06-05 |
81.155389315 |
80.919 |
¥-2,268 |
-0.32% |
跌破离场 |
| 9 |
2020-07-10 |
2020-09-08 |
101.13133029999999 |
100.20969000000001 |
¥-9,232 |
-0.94% |
跌破离场 |
| 10 |
2020-10-13 |
2020-11-19 |
108.17047140899999 |
104.895 |
¥-3.0万 |
-3.06% |
跌破离场 |
| 11 |
2020-12-18 |
2021-02-23 |
122.539130714 |
155.844 |
¥25.3万 |
+27.14% |
跌破离场 |
| 12 |
2021-04-02 |
2021-06-09 |
144.86812740399998 |
142.857 |
¥-1.7万 |
-1.42% |
跌破离场 |
| 13 |
2021-09-22 |
2021-10-21 |
150.79582517999998 |
139.90995 |
¥-8.4万 |
-7.25% |
跌破离场 |
| 14 |
2021-11-30 |
2021-12-14 |
142.1846426 |
135.29 |
¥-5.3万 |
-4.88% |
跌破离场 |
| 15 |
2022-03-24 |
2022-04-12 |
108.97151164899999 |
103.69619999999999 |
¥-5.0万 |
-4.87% |
跌破离场 |
| 16 |
2022-06-09 |
2022-07-19 |
104.71598537399998 |
103.11678 |
¥-1.5万 |
-1.56% |
跌破离场 |
| 17 |
2022-11-08 |
2022-11-29 |
85.54565600000001 |
76.47345 |
¥-10.3万 |
-10.63% |
跌破离场 |
| 18 |
2023-01-06 |
2023-02-16 |
87.523659223 |
87.3126 |
¥-2,349 |
-0.27% |
跌破离场 |
| 19 |
2023-06-16 |
2023-06-30 |
71.022230279 |
61.76816999999999 |
¥-11.4万 |
-13.06% |
跌破离场 |
| 20 |
2023-08-02 |
2023-09-08 |
75.377886584 |
75.78414 |
¥3,874 |
+0.51% |
跌破离场 |
| 21 |
2024-01-22 |
2024-01-29 |
74.887249437 |
62.937 |
¥-12.1万 |
-15.98% |
跌破离场 |
| 22 |
2024-07-31 |
2024-08-15 |
40.71287019799999 |
39.77019 |
¥-1.5万 |
-2.34% |
跌破离场 |
| 23 |
2024-10-09 |
2024-11-25 |
57.60480625899999 |
49.58037 |
¥-8.7万 |
-13.96% |
跌破离场 |
| 24 |
2025-02-18 |
2025-04-07 |
62.0806186 |
57.75219 |
¥-3.7万 |
-7.00% |
跌破离场 |
| 25 |
2025-05-21 |
2025-10-14 |
61.359682384 |
100.94895 |
¥31.6万 |
+64.47% |
跌破离场 |
| 26 |
2026-01-07 |
2026-01-28 |
96.405192884 |
95.904 |
¥-4,505 |
-0.55% |
跌破离场 |
| 27 |
2026-04-02 |
2026-05-19 |
103.13393089999998 |
101.898 |
¥-9,879 |
-1.23% |
跌破离场 |
| 28 |
2026-06-23 |
2026-08-25 |
107.13913209999998 |
154.1 |
¥35.2万 |
+43.79% |
跌破离场 |
| 29 |
2026-09-22 |
2026-10-19 |
168.12833337299995 |
142.857 |
¥-17.2万 |
-15.06% |
跌破离场 |
逐笔成交记录（共 58 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-11-07 |
突破买入 |
买入 |
91.9919 |
10700.0 |
¥98.5万 |
首仓入场 |
| 2018-11-20 |
跌破离场 |
卖出 |
81.07884 |
10700.0 |
¥86.7万 |
|
| 2019-01-22 |
突破买入 |
买入 |
77.98 |
11300.0 |
¥88.1万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
89.99 |
11300.0 |
¥1.02M |
|
| 2019-06-18 |
突破买入 |
买入 |
84.88479999999998 |
11900.0 |
¥1.01M |
首仓入场 |
| 2019-07-03 |
跌破离场 |
卖出 |
67.66227 |
11900.0 |
¥80.5万 |
|
| 2019-08-14 |
突破买入 |
买入 |
67.067 |
11700.0 |
¥78.5万 |
首仓入场 |
| 2019-10-25 |
跌破离场 |
卖出 |
83.4165 |
11700.0 |
¥97.6万 |
|
| 2019-11-01 |
突破买入 |
买入 |
93.90381 |
10600.0 |
¥99.6万 |
首仓入场 |
| 2019-11-26 |
跌破离场 |
卖出 |
90.35955 |
10600.0 |
¥95.8万 |
|
| 2020-02-07 |
突破买入 |
买入 |
104.10399999999998 |
9100.0 |
¥94.8万 |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
107.3925 |
9100.0 |
¥97.7万 |
|
| 2020-04-21 |
突破买入 |
买入 |
104.86 |
9400.0 |
¥98.6万 |
首仓入场 |
| 2020-05-28 |
跌破离场 |
卖出 |
104.29560000000001 |
9400.0 |
¥98.0万 |
|
| 2020-06-04 |
突破买入 |
买入 |
81.13104999999999 |
8700.0 |
¥70.6万 |
首仓入场 |
| 2020-06-05 |
跌破离场 |
卖出 |
80.919 |
8700.0 |
¥70.4万 |
|
| 2020-07-10 |
突破买入 |
买入 |
101.10099999999998 |
9700.0 |
¥98.1万 |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
100.20969000000001 |
9700.0 |
¥97.2万 |
|
| 2020-10-13 |
突破买入 |
买入 |
108.13802999999999 |
9000.0 |
¥97.4万 |
首仓入场 |
| 2020-11-19 |
跌破离场 |
卖出 |
104.895 |
9000.0 |
¥94.4万 |
|
| 2020-12-18 |
突破买入 |
买入 |
122.50237999999999 |
7600.0 |
¥93.1万 |
首仓入场 |
| 2021-02-23 |
跌破离场 |
卖出 |
155.844 |
7600.0 |
¥1.18M |
|
| 2021-04-02 |
突破买入 |
买入 |
144.82468 |
8200.0 |
¥1.19M |
首仓入场 |
| 2021-06-09 |
跌破离场 |
卖出 |
142.857 |
8200.0 |
¥1.17M |
|
| 2021-09-22 |
突破买入 |
买入 |
150.7506 |
7700.0 |
¥1.16M |
首仓入场 |
| 2021-10-21 |
跌破离场 |
卖出 |
139.90995 |
7700.0 |
¥1.08M |
|
| 2021-11-30 |
突破买入 |
买入 |
142.142 |
7600.0 |
¥1.08M |
首仓入场 |
| 2021-12-14 |
跌破离场 |
卖出 |
135.29 |
7600.0 |
¥1.03M |
|
| 2022-03-24 |
突破买入 |
买入 |
108.93882999999998 |
9400.0 |
¥1.02M |
首仓入场 |
| 2022-04-12 |
跌破离场 |
卖出 |
103.69619999999999 |
9400.0 |
¥97.4万 |
|
| 2022-06-09 |
突破买入 |
买入 |
104.68457999999998 |
9400.0 |
¥98.4万 |
首仓入场 |
| 2022-07-19 |
跌破离场 |
卖出 |
103.11678 |
9400.0 |
¥96.9万 |
|
| 2022-11-08 |
突破买入 |
买入 |
85.52 |
11300.0 |
¥96.7万 |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
76.47345 |
11300.0 |
¥86.4万 |
|
| 2023-01-06 |
突破买入 |
买入 |
87.49740999999999 |
9900.0 |
¥86.6万 |
首仓入场 |
| 2023-02-16 |
跌破离场 |
卖出 |
87.3126 |
9900.0 |
¥86.4万 |
|
| 2023-06-16 |
突破买入 |
买入 |
71.00093 |
12300.0 |
¥87.4万 |
首仓入场 |
| 2023-06-30 |
跌破离场 |
卖出 |
61.76816999999999 |
12300.0 |
¥76.0万 |
|
| 2023-08-02 |
突破买入 |
买入 |
75.35528 |
10100.0 |
¥76.1万 |
首仓入场 |
| 2023-09-08 |
跌破离场 |
卖出 |
75.78414 |
10100.0 |
¥76.5万 |
|
| 2024-01-22 |
突破买入 |
买入 |
74.86479 |
10100.0 |
¥75.6万 |
首仓入场 |
| 2024-01-29 |
跌破离场 |
卖出 |
62.937 |
10100.0 |
¥63.5万 |
|
| 2024-07-31 |
突破买入 |
买入 |
40.70065999999999 |
15700.0 |
¥63.9万 |
首仓入场 |
| 2024-08-15 |
跌破离场 |
卖出 |
39.77019 |
15700.0 |
¥62.4万 |
|
| 2024-10-09 |
突破买入 |
买入 |
57.587529999999994 |
10800.0 |
¥62.2万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
49.58037 |
10800.0 |
¥53.5万 |
|
| 2025-02-18 |
突破买入 |
买入 |
62.062 |
8600.0 |
¥53.4万 |
首仓入场 |
| 2025-04-07 |
跌破离场 |
卖出 |
57.75219 |
8600.0 |
¥49.7万 |
|
| 2025-05-21 |
突破买入 |
买入 |
61.34128 |
8000.0 |
¥49.1万 |
首仓入场 |
| 2025-10-14 |
跌破离场 |
卖出 |
100.94895 |
8000.0 |
¥80.7万 |
|
| 2026-01-07 |
突破买入 |
买入 |
96.37628 |
8500.0 |
¥81.9万 |
首仓入场 |
| 2026-01-28 |
跌破离场 |
卖出 |
95.904 |
8500.0 |
¥81.5万 |
|
| 2026-04-02 |
突破买入 |
买入 |
103.103 |
7800.0 |
¥80.4万 |
首仓入场 |
| 2026-05-19 |
跌破离场 |
卖出 |
101.898 |
7800.0 |
¥79.5万 |
|
| 2026-06-23 |
突破买入 |
买入 |
107.10699999999999 |
7500.0 |
¥80.4万 |
首仓入场 |
| 2026-08-25 |
跌破离场 |
卖出 |
154.1 |
7500.0 |
¥1.16M |
|
| 2026-09-22 |
突破买入 |
买入 |
168.07790999999995 |
6800.0 |
¥1.14M |
首仓入场 |
| 2026-10-19 |
跌破离场 |
卖出 |
142.857 |
6800.0 |
¥97.1万 |
|