603288 海天味业 — 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: ¥70.1万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -29.95%）
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 40 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 |
2015-04-02 |
2015-04-16 |
53.56956605 |
33.4665 |
¥-37.4万 |
-37.55% |
跌破离场 |
| 2 |
2015-05-27 |
2015-06-23 |
38.281481 |
32.5674 |
¥-9.3万 |
-14.95% |
跌破离场 |
| 3 |
2015-12-22 |
2016-01-05 |
36.998046085 |
32.53743 |
¥-6.4万 |
-12.08% |
跌破离场 |
| 4 |
2016-03-16 |
2016-04-19 |
30.079061011999997 |
29.6 |
¥-7,368 |
-1.62% |
跌破离场 |
| 5 |
2016-07-05 |
2016-08-02 |
31.240569359999995 |
30.82914 |
¥-6,142 |
-1.35% |
跌破离场 |
| 6 |
2016-10-25 |
2016-12-13 |
31.530946446999994 |
30.349619999999998 |
¥-1.7万 |
-3.78% |
跌破离场 |
| 7 |
2017-01-16 |
2017-02-07 |
30.950192272999995 |
29.610359999999996 |
¥-1.8万 |
-4.36% |
跌破离场 |
| 8 |
2017-03-14 |
2017-05-10 |
31.819543 |
34.88508 |
¥4.0万 |
+9.60% |
跌破离场 |
| 9 |
2017-05-17 |
2017-07-04 |
38.19960644499999 |
38.8611 |
¥7,733 |
+1.70% |
跌破离场 |
| 10 |
2017-08-15 |
2018-01-30 |
41.263585363 |
54.43551 |
¥14.9万 |
+31.88% |
跌破离场 |
| 11 |
2018-03-16 |
2018-06-29 |
59.787640913 |
71.6283 |
¥12.1万 |
+19.77% |
跌破离场 |
| 12 |
2018-09-20 |
2018-10-29 |
71.022230279 |
63.40653 |
¥-7.9万 |
-10.75% |
跌破离场 |
| 13 |
2018-12-14 |
2019-03-14 |
69.099733703 |
72.927 |
¥3.5万 |
+5.51% |
跌破离场 |
| 14 |
2019-03-19 |
2019-08-02 |
79.90376393999999 |
94.905 |
¥12.9万 |
+18.74% |
跌破离场 |
| 15 |
2019-08-19 |
2019-09-18 |
103.33419095999999 |
109.21 |
¥4.6万 |
+5.65% |
跌破离场 |
| 16 |
2019-11-05 |
2019-11-25 |
114.27840323899999 |
110.21967 |
¥-3.1万 |
-3.58% |
跌破离场 |
| 17 |
2020-01-21 |
2020-02-04 |
111.44472339 |
102.3975 |
¥-6.7万 |
-8.15% |
跌破离场 |
| 18 |
2020-03-27 |
2020-05-06 |
112.89660882499999 |
121.28859 |
¥5.7万 |
+7.40% |
跌破离场 |
| 19 |
2020-06-22 |
2020-09-08 |
119.65538584999999 |
161.50833 |
¥28.8万 |
+34.94% |
跌破离场 |
| 20 |
2020-12-11 |
2021-02-23 |
190.14692696999998 |
180.49932 |
¥-5.6万 |
-5.10% |
跌破离场 |
| 21 |
2021-04-06 |
2021-04-23 |
170.72170114999997 |
163.4364 |
¥-4.5万 |
-4.30% |
跌破离场 |
| 22 |
2021-05-17 |
2021-05-18 |
136.17684079999998 |
136.34351999999998 |
¥730 |
+0.09% |
跌破离场 |
| 23 |
2021-10-08 |
2021-11-26 |
110.53354011699999 |
114.56532 |
¥3.6万 |
+3.62% |
跌破离场 |
| 24 |
2022-06-08 |
2022-08-11 |
80.35434907499999 |
77.93199 |
¥-3.2万 |
-3.04% |
跌破离场 |
| 25 |
2022-09-14 |
2022-10-11 |
81.10532429999999 |
73.87605 |
¥-9.1万 |
-8.94% |
跌破离场 |
| 26 |
2022-12-06 |
2023-03-08 |
76.08880979699998 |
77.7222 |
¥1.9万 |
+2.12% |
跌破离场 |
| 27 |
2023-11-16 |
2023-11-28 |
39.021703 |
37.442519999999995 |
¥-3.8万 |
-4.08% |
跌破离场 |
| 28 |
2024-02-07 |
2024-03-11 |
36.94798107 |
39.16 |
¥5.4万 |
+5.96% |
跌破离场 |
| 29 |
2024-03-13 |
2024-04-03 |
42.154742629999994 |
38.57139 |
¥-8.2万 |
-8.53% |
跌破离场 |
| 30 |
2024-07-22 |
2024-07-30 |
36.41092 |
33.50646 |
¥-7.1万 |
-8.00% |
跌破离场 |
| 31 |
2024-09-02 |
2024-11-25 |
36.54746095 |
44.08587 |
¥16.4万 |
+20.59% |
跌破离场 |
| 32 |
2025-04-17 |
2025-04-29 |
43.28621196899999 |
41.81814 |
¥-3.3万 |
-3.42% |
跌破离场 |
| 33 |
2025-05-22 |
2025-06-09 |
43.95708317 |
42.837120000000006 |
¥-2.4万 |
-2.58% |
跌破离场 |
| 34 |
2025-07-25 |
2025-08-01 |
39.901816955 |
38.31165 |
¥-3.7万 |
-4.01% |
跌破离场 |
| 35 |
2025-08-26 |
2025-09-19 |
41.17346833599999 |
39.6603 |
¥-3.2万 |
-3.70% |
跌破离场 |
| 36 |
2026-01-07 |
2026-01-22 |
38.399866505 |
36.51345 |
¥-4.2万 |
-4.94% |
跌破离场 |
| 37 |
2026-03-18 |
2026-03-24 |
38.85045163999999 |
36.74322 |
¥-4.4万 |
-5.45% |
跌破离场 |
| 38 |
2026-04-03 |
2026-04-20 |
42.144729627 |
39.860099999999996 |
¥-4.1万 |
-5.45% |
跌破离场 |
| 39 |
2026-07-17 |
2026-08-18 |
36.14694083 |
35.38458 |
¥-1.5万 |
-2.14% |
跌破离场 |
| 40 |
2026-11-03 |
2026-11-13 |
35.255783563 |
34.89 |
¥-7,525 |
-1.07% |
强平 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-02 |
突破买入 |
买入 |
53.55349999999999 |
18600.0 |
¥99.6万 |
首仓入场 |
| 2015-04-16 |
跌破离场 |
卖出 |
33.4665 |
18600.0 |
¥62.2万 |
|
| 2015-05-27 |
突破买入 |
买入 |
38.27 |
16300.0 |
¥62.4万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
32.5674 |
16300.0 |
¥53.1万 |
|
| 2015-12-22 |
突破买入 |
买入 |
36.98695 |
14300.0 |
¥52.9万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
32.53743 |
14300.0 |
¥46.5万 |
|
| 2016-03-16 |
突破买入 |
买入 |
30.070039999999995 |
15100.0 |
¥45.4万 |
首仓入场 |
| 2016-04-19 |
跌破离场 |
卖出 |
29.6 |
15100.0 |
¥44.7万 |
|
| 2016-07-05 |
突破买入 |
买入 |
31.231199999999994 |
14600.0 |
¥45.6万 |
首仓入场 |
| 2016-08-02 |
跌破离场 |
卖出 |
30.82914 |
14600.0 |
¥45.0万 |
|
| 2016-10-25 |
突破买入 |
买入 |
31.521489999999996 |
14400.0 |
¥45.4万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
30.349619999999998 |
14400.0 |
¥43.7万 |
|
| 2017-01-16 |
突破买入 |
买入 |
30.940909999999995 |
13700.0 |
¥42.4万 |
首仓入场 |
| 2017-02-07 |
跌破离场 |
卖出 |
29.610359999999996 |
13700.0 |
¥40.6万 |
|
| 2017-03-14 |
突破买入 |
买入 |
31.81 |
13100.0 |
¥41.7万 |
首仓入场 |
| 2017-05-10 |
跌破离场 |
卖出 |
34.88508 |
13100.0 |
¥45.7万 |
|
| 2017-05-17 |
突破买入 |
买入 |
38.18814999999999 |
11900.0 |
¥45.5万 |
首仓入场 |
| 2017-07-04 |
跌破离场 |
卖出 |
38.8611 |
11900.0 |
¥46.2万 |
|
| 2017-08-15 |
突破买入 |
买入 |
41.25120999999999 |
11300.0 |
¥46.6万 |
首仓入场 |
| 2018-01-30 |
跌破离场 |
卖出 |
54.43551 |
11300.0 |
¥61.5万 |
|
| 2018-03-16 |
突破买入 |
买入 |
59.76971 |
10200.0 |
¥61.0万 |
首仓入场 |
| 2018-06-29 |
跌破离场 |
卖出 |
71.6283 |
10200.0 |
¥73.0万 |
|
| 2018-09-20 |
突破买入 |
买入 |
71.00093 |
10300.0 |
¥73.2万 |
首仓入场 |
| 2018-10-29 |
跌破离场 |
卖出 |
63.40653 |
10300.0 |
¥65.3万 |
|
| 2018-12-14 |
突破买入 |
买入 |
69.07901 |
9300.0 |
¥64.3万 |
首仓入场 |
| 2019-03-14 |
跌破离场 |
卖出 |
72.927 |
9300.0 |
¥67.8万 |
|
| 2019-03-19 |
突破买入 |
买入 |
79.87979999999999 |
8600.0 |
¥68.7万 |
首仓入场 |
| 2019-08-02 |
跌破离场 |
卖出 |
94.905 |
8600.0 |
¥81.6万 |
|
| 2019-08-19 |
突破买入 |
买入 |
103.30319999999999 |
7900.0 |
¥81.6万 |
首仓入场 |
| 2019-09-18 |
跌破离场 |
卖出 |
109.21 |
7900.0 |
¥86.3万 |
|
| 2019-11-05 |
突破买入 |
买入 |
114.24412999999998 |
7500.0 |
¥85.7万 |
首仓入场 |
| 2019-11-25 |
跌破离场 |
卖出 |
110.21967 |
7500.0 |
¥82.6万 |
|
| 2020-01-21 |
突破买入 |
买入 |
111.41129999999998 |
7400.0 |
¥82.5万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
102.3975 |
7400.0 |
¥75.8万 |
|
| 2020-03-27 |
突破买入 |
买入 |
112.86274999999999 |
6800.0 |
¥76.8万 |
首仓入场 |
| 2020-05-06 |
跌破离场 |
卖出 |
121.28859 |
6800.0 |
¥82.5万 |
|
| 2020-06-22 |
突破买入 |
买入 |
119.61949999999999 |
6900.0 |
¥82.6万 |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
161.50833 |
6900.0 |
¥1.11M |
|
| 2020-12-11 |
突破买入 |
买入 |
190.0899 |
5800.0 |
¥1.10M |
首仓入场 |
| 2021-02-23 |
跌破离场 |
卖出 |
180.49932 |
5800.0 |
¥1.05M |
|
| 2021-04-06 |
突破买入 |
买入 |
170.67049999999998 |
6100.0 |
¥1.04M |
首仓入场 |
| 2021-04-23 |
跌破离场 |
卖出 |
163.4364 |
6100.0 |
¥99.7万 |
|
| 2021-05-17 |
突破买入 |
买入 |
136.136 |
5800.0 |
¥79.0万 |
首仓入场 |
| 2021-05-18 |
跌破离场 |
卖出 |
136.34351999999998 |
5800.0 |
¥79.1万 |
|
| 2021-10-08 |
突破买入 |
买入 |
110.50038999999998 |
9100.0 |
¥1.01M |
首仓入场 |
| 2021-11-26 |
跌破离场 |
卖出 |
114.56532 |
9100.0 |
¥1.04M |
|
| 2022-06-08 |
突破买入 |
买入 |
80.33024999999999 |
13000.0 |
¥1.04M |
首仓入场 |
| 2022-08-11 |
跌破离场 |
卖出 |
77.93199 |
13000.0 |
¥1.01M |
|
| 2022-09-14 |
突破买入 |
买入 |
81.08099999999999 |
12500.0 |
¥1.01M |
首仓入场 |
| 2022-10-11 |
跌破离场 |
卖出 |
73.87605 |
12500.0 |
¥92.3万 |
|
| 2022-12-06 |
突破买入 |
买入 |
76.06598999999999 |
12100.0 |
¥92.1万 |
首仓入场 |
| 2023-03-08 |
跌破离场 |
卖出 |
77.7222 |
12100.0 |
¥94.0万 |
|
| 2023-11-16 |
突破买入 |
买入 |
39.01 |
24100.0 |
¥94.0万 |
首仓入场 |
| 2023-11-28 |
跌破离场 |
卖出 |
37.442519999999995 |
24100.0 |
¥90.2万 |
|
| 2024-02-07 |
突破买入 |
买入 |
36.936899999999994 |
24600.0 |
¥90.9万 |
首仓入场 |
| 2024-03-11 |
跌破离场 |
卖出 |
39.16 |
24600.0 |
¥96.3万 |
|
| 2024-03-13 |
突破买入 |
买入 |
42.1421 |
22700.0 |
¥95.7万 |
首仓入场 |
| 2024-04-03 |
跌破离场 |
卖出 |
38.57139 |
22700.0 |
¥87.5万 |
|
| 2024-07-22 |
突破买入 |
买入 |
36.4 |
24200.0 |
¥88.1万 |
首仓入场 |
| 2024-07-30 |
跌破离场 |
卖出 |
33.50646 |
24200.0 |
¥81.1万 |
|
| 2024-09-02 |
突破买入 |
买入 |
36.5365 |
21800.0 |
¥79.7万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
44.08587 |
21800.0 |
¥96.1万 |
|
| 2025-04-17 |
突破买入 |
买入 |
43.27322999999999 |
22400.0 |
¥97.0万 |
首仓入场 |
| 2025-04-29 |
跌破离场 |
卖出 |
41.81814 |
22400.0 |
¥93.6万 |
|
| 2025-05-22 |
突破买入 |
买入 |
43.94389999999999 |
21400.0 |
¥94.1万 |
首仓入场 |
| 2025-06-09 |
跌破离场 |
卖出 |
42.837120000000006 |
21400.0 |
¥91.6万 |
|
| 2025-07-25 |
突破买入 |
买入 |
39.889849999999996 |
22900.0 |
¥91.4万 |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
38.31165 |
22900.0 |
¥87.7万 |
|
| 2025-08-26 |
突破买入 |
买入 |
41.16111999999999 |
21300.0 |
¥87.7万 |
首仓入场 |
| 2025-09-19 |
跌破离场 |
卖出 |
39.6603 |
21300.0 |
¥84.5万 |
|
| 2026-01-07 |
突破买入 |
买入 |
38.388349999999996 |
22000.0 |
¥84.5万 |
首仓入场 |
| 2026-01-22 |
跌破离场 |
卖出 |
36.51345 |
22000.0 |
¥80.3万 |
|
| 2026-03-18 |
突破买入 |
买入 |
38.83879999999999 |
20600.0 |
¥80.0万 |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
36.74322 |
20600.0 |
¥75.7万 |
|
| 2026-04-03 |
突破买入 |
买入 |
42.13209 |
18000.0 |
¥75.9万 |
首仓入场 |
| 2026-04-20 |
跌破离场 |
卖出 |
39.860099999999996 |
18000.0 |
¥71.7万 |
|
| 2026-07-17 |
突破买入 |
买入 |
36.1361 |
19800.0 |
¥71.6万 |
首仓入场 |
| 2026-08-18 |
跌破离场 |
卖出 |
35.38458 |
19800.0 |
¥70.0万 |
|
| 2026-11-03 |
突破买入 |
买入 |
35.24521 |
20000.0 |
¥70.5万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
34.89 |
20000 |
¥69.8万 |
回测结束强平 |