603369 今世缘 — 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: ¥76.2万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -23.82%）
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 39 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 |
2015-03-10 |
2015-05-06 |
28.108430000000002 |
31.548419999999993 |
¥12.1万 |
+12.20% |
跌破离场 |
| 2 |
2015-05-19 |
2015-06-23 |
37.67893028899999 |
38.21175 |
¥1.5万 |
+1.38% |
跌破离场 |
| 3 |
2015-10-20 |
2015-12-09 |
29.147851732999996 |
32.737230000000004 |
¥13.9万 |
+12.28% |
跌破离场 |
| 4 |
2016-04-07 |
2016-04-21 |
34.895315454999995 |
31.438530000000004 |
¥-12.6万 |
-9.93% |
跌破离场 |
| 5 |
2016-05-03 |
2016-05-09 |
35.83653773699999 |
14.175810000000002 |
¥-69.1万 |
-60.46% |
跌破离场 |
| 6 |
2016-07-06 |
2016-07-28 |
13.998178193999998 |
13.49649 |
¥-1.6万 |
-3.61% |
跌破离场 |
| 7 |
2016-09-01 |
2016-09-13 |
14.51885435 |
13.346639999999999 |
¥-3.6万 |
-8.10% |
跌破离场 |
| 8 |
2016-10-27 |
2016-12-29 |
13.744122 |
13.04694 |
¥-2.1万 |
-5.10% |
跌破离场 |
| 9 |
2017-02-15 |
2017-03-31 |
13.327306993 |
13.27671 |
¥-1,572 |
-0.41% |
跌破离场 |
| 10 |
2017-06-13 |
2017-09-11 |
12.766578824999998 |
15.03495 |
¥6.7万 |
+17.73% |
跌破离场 |
| 11 |
2017-09-21 |
2017-10-26 |
16.471389934999998 |
16.39359 |
¥-2,242 |
-0.50% |
跌破离场 |
| 12 |
2017-12-26 |
2018-01-30 |
15.254575 |
16.38 |
¥3.3万 |
+7.35% |
跌破离场 |
| 13 |
2018-05-29 |
2018-06-20 |
22.12873663 |
20.79 |
¥-2.9万 |
-6.08% |
跌破离场 |
| 14 |
2018-09-25 |
2018-10-18 |
19.275030775 |
17.16282 |
¥-4.9万 |
-10.98% |
跌破离场 |
| 15 |
2019-01-16 |
2019-04-12 |
16.52145495 |
25.72425 |
¥22.4万 |
+55.66% |
跌破离场 |
| 16 |
2019-05-17 |
2019-06-04 |
28.376850501999996 |
24.03594 |
¥-9.5万 |
-15.32% |
跌破离场 |
| 17 |
2019-06-24 |
2019-07-24 |
26.624574976999998 |
27.06 |
¥8,461 |
+1.60% |
跌破离场 |
| 18 |
2019-08-19 |
2019-09-12 |
29.268007768999997 |
28.52145 |
¥-1.4万 |
-2.58% |
跌破离场 |
| 19 |
2019-09-20 |
2019-10-21 |
31.891414555 |
31.39857 |
¥-8,187 |
-1.57% |
跌破离场 |
| 20 |
2020-01-02 |
2020-02-03 |
32.602337768 |
27.77 |
¥-7.6万 |
-14.85% |
跌破离场 |
| 21 |
2020-04-27 |
2020-09-10 |
31.510920440999993 |
48.24171 |
¥23.2万 |
+53.05% |
跌破离场 |
| 22 |
2020-10-22 |
2021-02-23 |
52.027563588 |
51.75819 |
¥-3,675 |
-0.55% |
跌破离场 |
| 23 |
2021-04-15 |
2021-05-10 |
51.46683542 |
51.45849 |
¥-309 |
-0.05% |
跌破离场 |
| 24 |
2021-05-25 |
2021-06-09 |
58.46592451699999 |
55.21473 |
¥-3.7万 |
-5.59% |
跌破离场 |
| 25 |
2021-09-28 |
2021-10-19 |
46.230034851 |
43.116839999999996 |
¥-4.3万 |
-6.76% |
跌破离场 |
| 26 |
2021-10-25 |
2021-12-28 |
48.55305154699999 |
56.163779999999996 |
¥9.0万 |
+15.64% |
跌破离场 |
| 27 |
2022-04-29 |
2022-07-07 |
45.579189656000004 |
47.01294 |
¥2.1万 |
+3.11% |
跌破离场 |
| 28 |
2022-12-07 |
2023-03-09 |
45.56917665299999 |
61.178760000000004 |
¥23.9万 |
+34.21% |
跌破离场 |
| 29 |
2023-07-31 |
2023-08-14 |
61.029253284999996 |
57.942 |
¥-4.8万 |
-5.09% |
跌破离场 |
| 30 |
2023-09-05 |
2023-09-22 |
64.78412940999999 |
58.85 |
¥-8.1万 |
-9.19% |
跌破离场 |
| 31 |
2024-02-05 |
2024-04-11 |
46.56046394999999 |
54.945 |
¥14.3万 |
+17.97% |
跌破离场 |
| 32 |
2024-07-18 |
2024-07-25 |
49.56436485 |
45.3546 |
¥-8.1万 |
-8.52% |
跌破离场 |
| 33 |
2024-10-09 |
2024-12-20 |
52.41572 |
44.71524 |
¥-12.3万 |
-14.72% |
跌破离场 |
| 34 |
2025-02-18 |
2025-03-25 |
47.26137416 |
51.61833 |
¥6.8万 |
+9.19% |
跌破离场 |
| 35 |
2025-07-23 |
2025-09-19 |
41.28361136899999 |
40.94901 |
¥-6,868 |
-0.84% |
跌破离场 |
| 36 |
2026-05-12 |
2026-05-25 |
29.027695696999995 |
26.89308 |
¥-6.0万 |
-7.38% |
跌破离场 |
| 37 |
2026-05-28 |
2026-06-08 |
29.237968759999998 |
25.874099999999995 |
¥-8.5万 |
-11.53% |
跌破离场 |
| 38 |
2026-07-16 |
2026-09-17 |
25.63328768 |
27.502470000000002 |
¥4.8万 |
+7.26% |
跌破离场 |
| 39 |
2026-10-27 |
2026-11-13 |
31.280621371999995 |
33.27 |
¥4.5万 |
+6.33% |
强平 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-10 |
突破买入 |
买入 |
28.1 |
35300.0 |
¥99.2万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
31.548419999999993 |
35300.0 |
¥1.11M |
|
| 2015-05-19 |
突破买入 |
买入 |
37.667629999999996 |
29600.0 |
¥1.12M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
38.21175 |
29600.0 |
¥1.13M |
|
| 2015-10-20 |
突破买入 |
买入 |
29.139109999999995 |
38700.0 |
¥1.13M |
首仓入场 |
| 2015-12-09 |
跌破离场 |
卖出 |
32.737230000000004 |
38700.0 |
¥1.27M |
|
| 2016-04-07 |
突破买入 |
买入 |
34.88485 |
36400.0 |
¥1.27M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
31.438530000000004 |
36400.0 |
¥1.14M |
|
| 2016-05-03 |
突破买入 |
买入 |
35.82579 |
31900.0 |
¥1.14M |
首仓入场 |
| 2016-05-09 |
跌破离场 |
卖出 |
14.175810000000002 |
31900.0 |
¥45.2万 |
|
| 2016-07-06 |
突破买入 |
买入 |
13.993979999999999 |
32300.0 |
¥45.2万 |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
13.49649 |
32300.0 |
¥43.6万 |
|
| 2016-09-01 |
突破买入 |
买入 |
14.514499999999998 |
30200.0 |
¥43.8万 |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
13.346639999999999 |
30200.0 |
¥40.3万 |
|
| 2016-10-27 |
突破买入 |
买入 |
13.74 |
29300.0 |
¥40.3万 |
首仓入场 |
| 2016-12-29 |
跌破离场 |
卖出 |
13.04694 |
29300.0 |
¥38.2万 |
|
| 2017-02-15 |
突破买入 |
买入 |
13.32331 |
28800.0 |
¥38.4万 |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
13.27671 |
28800.0 |
¥38.2万 |
|
| 2017-06-13 |
突破买入 |
买入 |
12.762749999999999 |
29800.0 |
¥38.0万 |
首仓入场 |
| 2017-09-11 |
跌破离场 |
卖出 |
15.03495 |
29800.0 |
¥44.8万 |
|
| 2017-09-21 |
突破买入 |
买入 |
16.46645 |
27100.0 |
¥44.6万 |
首仓入场 |
| 2017-10-26 |
跌破离场 |
卖出 |
16.39359 |
27100.0 |
¥44.4万 |
|
| 2017-12-26 |
突破买入 |
买入 |
15.25 |
29400.0 |
¥44.8万 |
首仓入场 |
| 2018-01-30 |
跌破离场 |
卖出 |
16.38 |
29400.0 |
¥48.1万 |
|
| 2018-05-29 |
突破买入 |
买入 |
22.1221 |
21600.0 |
¥47.8万 |
首仓入场 |
| 2018-06-20 |
跌破离场 |
卖出 |
20.79 |
21600.0 |
¥44.9万 |
|
| 2018-09-25 |
突破买入 |
买入 |
19.26925 |
23000.0 |
¥44.3万 |
首仓入场 |
| 2018-10-18 |
跌破离场 |
卖出 |
17.16282 |
23000.0 |
¥39.5万 |
|
| 2019-01-16 |
突破买入 |
买入 |
16.516499999999997 |
24400.0 |
¥40.3万 |
首仓入场 |
| 2019-04-12 |
跌破离场 |
卖出 |
25.72425 |
24400.0 |
¥62.7万 |
|
| 2019-05-17 |
突破买入 |
买入 |
28.368339999999996 |
21900.0 |
¥62.1万 |
首仓入场 |
| 2019-06-04 |
跌破离场 |
卖出 |
24.03594 |
21900.0 |
¥52.6万 |
|
| 2019-06-24 |
突破买入 |
买入 |
26.61659 |
19800.0 |
¥52.7万 |
首仓入场 |
| 2019-07-24 |
跌破离场 |
卖出 |
27.06 |
19800.0 |
¥53.6万 |
|
| 2019-08-19 |
突破买入 |
买入 |
29.259229999999995 |
18400.0 |
¥53.9万 |
首仓入场 |
| 2019-09-12 |
跌破离场 |
卖出 |
28.52145 |
18400.0 |
¥52.5万 |
|
| 2019-09-20 |
突破买入 |
买入 |
31.881849999999996 |
16300.0 |
¥52.0万 |
首仓入场 |
| 2019-10-21 |
跌破离场 |
卖出 |
31.39857 |
16300.0 |
¥51.2万 |
|
| 2020-01-02 |
突破买入 |
买入 |
32.59256 |
15800.0 |
¥51.5万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
27.77 |
15800.0 |
¥43.9万 |
|
| 2020-04-27 |
突破买入 |
买入 |
31.501469999999994 |
13900.0 |
¥43.8万 |
首仓入场 |
| 2020-09-10 |
跌破离场 |
卖出 |
48.24171 |
13900.0 |
¥67.0万 |
|
| 2020-10-22 |
突破买入 |
买入 |
52.01196 |
12900.0 |
¥67.1万 |
首仓入场 |
| 2021-02-23 |
跌破离场 |
卖出 |
51.75819 |
12900.0 |
¥66.7万 |
|
| 2021-04-15 |
突破买入 |
买入 |
51.4514 |
13000.0 |
¥66.9万 |
首仓入场 |
| 2021-05-10 |
跌破离场 |
卖出 |
51.45849 |
13000.0 |
¥66.9万 |
|
| 2021-05-25 |
突破买入 |
买入 |
58.448389999999996 |
11400.0 |
¥66.7万 |
首仓入场 |
| 2021-06-09 |
跌破离场 |
卖出 |
55.21473 |
11400.0 |
¥62.9万 |
|
| 2021-09-28 |
突破买入 |
买入 |
46.21617 |
13600.0 |
¥62.9万 |
首仓入场 |
| 2021-10-19 |
跌破离场 |
卖出 |
43.116839999999996 |
13600.0 |
¥58.6万 |
|
| 2021-10-25 |
突破买入 |
买入 |
48.538489999999996 |
11800.0 |
¥57.3万 |
首仓入场 |
| 2021-12-28 |
跌破离场 |
卖出 |
56.163779999999996 |
11800.0 |
¥66.3万 |
|
| 2022-04-29 |
突破买入 |
买入 |
45.56552 |
14900.0 |
¥67.9万 |
首仓入场 |
| 2022-07-07 |
跌破离场 |
卖出 |
47.01294 |
14900.0 |
¥70.0万 |
|
| 2022-12-07 |
突破买入 |
买入 |
45.55550999999999 |
15300.0 |
¥69.7万 |
首仓入场 |
| 2023-03-09 |
跌破离场 |
卖出 |
61.178760000000004 |
15300.0 |
¥93.6万 |
|
| 2023-07-31 |
突破买入 |
买入 |
61.010949999999994 |
15400.0 |
¥94.0万 |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
57.942 |
15400.0 |
¥89.2万 |
|
| 2023-09-05 |
突破买入 |
买入 |
64.76469999999999 |
13600.0 |
¥88.1万 |
首仓入场 |
| 2023-09-22 |
跌破离场 |
卖出 |
58.85 |
13600.0 |
¥80.0万 |
|
| 2024-02-05 |
突破买入 |
买入 |
46.546499999999995 |
17100.0 |
¥79.6万 |
首仓入场 |
| 2024-04-11 |
跌破离场 |
卖出 |
54.945 |
17100.0 |
¥93.9万 |
|
| 2024-07-18 |
突破买入 |
买入 |
49.549499999999995 |
19100.0 |
¥94.7万 |
首仓入场 |
| 2024-07-25 |
跌破离场 |
卖出 |
45.3546 |
19100.0 |
¥86.6万 |
|
| 2024-10-09 |
突破买入 |
买入 |
52.4 |
15900.0 |
¥83.3万 |
首仓入场 |
| 2024-12-20 |
跌破离场 |
卖出 |
44.71524 |
15900.0 |
¥71.1万 |
|
| 2025-02-18 |
突破买入 |
买入 |
47.2472 |
15700.0 |
¥74.2万 |
首仓入场 |
| 2025-03-25 |
跌破离场 |
卖出 |
51.61833 |
15700.0 |
¥81.0万 |
|
| 2025-07-23 |
突破买入 |
买入 |
41.271229999999996 |
19800.0 |
¥81.7万 |
首仓入场 |
| 2025-09-19 |
跌破离场 |
卖出 |
40.94901 |
19800.0 |
¥81.1万 |
|
| 2026-05-12 |
突破买入 |
买入 |
29.018989999999995 |
28000.0 |
¥81.3万 |
首仓入场 |
| 2026-05-25 |
跌破离场 |
卖出 |
26.89308 |
28000.0 |
¥75.3万 |
|
| 2026-05-28 |
突破买入 |
买入 |
29.2292 |
25100.0 |
¥73.4万 |
首仓入场 |
| 2026-06-08 |
跌破离场 |
卖出 |
25.874099999999995 |
25100.0 |
¥64.9万 |
|
| 2026-07-16 |
突破买入 |
买入 |
25.6256 |
25700.0 |
¥65.9万 |
首仓入场 |
| 2026-09-17 |
跌破离场 |
卖出 |
27.502470000000002 |
25700.0 |
¥70.7万 |
|
| 2026-10-27 |
突破买入 |
买入 |
31.271239999999995 |
22700.0 |
¥71.0万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
33.27 |
22700 |
¥75.5万 |
回测结束强平 |