603392 万泰生物 — 海龟交易法则 回测明细
数据区间: 2020-04-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥56.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -43.73%）
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 23 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 |
2020-06-10 |
2020-08-14 |
136.1768408 |
212.787 |
¥52.1万 |
+56.21% |
跌破离场 |
| 2 |
2020-11-10 |
2020-11-18 |
207.92000729499998 |
180.07 |
¥-20.4万 |
-13.42% |
跌破离场 |
| 3 |
2020-12-14 |
2021-02-23 |
193.57137399599995 |
264.62511 |
¥47.6万 |
+36.67% |
跌破离场 |
| 4 |
2021-04-06 |
2021-05-19 |
262.170457549 |
234.6651 |
¥-18.8万 |
-10.52% |
跌破离场 |
| 5 |
2021-06-29 |
2021-08-16 |
263.04158881 |
246.753 |
¥-9.8万 |
-6.22% |
跌破离场 |
| 6 |
2021-10-18 |
2021-11-09 |
242.90543977699997 |
209.78001 |
¥-20.2万 |
-13.66% |
跌破离场 |
| 7 |
2021-11-17 |
2021-12-20 |
237.30817109999998 |
232.76700000000002 |
¥-2.4万 |
-1.94% |
跌破离场 |
| 8 |
2022-02-18 |
2022-03-09 |
246.36993881499998 |
241.13862 |
¥-2.7万 |
-2.15% |
跌破离场 |
| 9 |
2022-03-21 |
2022-04-15 |
277.36018310000003 |
258.741 |
¥-8.4万 |
-6.74% |
跌破离场 |
| 10 |
2022-07-05 |
2022-07-19 |
163.14892999999998 |
143.856 |
¥-13.7万 |
-11.85% |
跌破离场 |
| 11 |
2022-10-31 |
2022-12-07 |
129.03756966099996 |
137.74212 |
¥6.8万 |
+6.71% |
跌破离场 |
| 12 |
2023-01-17 |
2023-02-07 |
141.51377139899998 |
129.42045000000002 |
¥-9.3万 |
-8.57% |
跌破离场 |
| 13 |
2023-07-27 |
2023-08-08 |
72.45408970799998 |
65.84409 |
¥-9.1万 |
-9.15% |
跌破离场 |
| 14 |
2023-12-20 |
2024-01-17 |
57.90519634899999 |
70.72919999999999 |
¥20.2万 |
+22.11% |
跌破离场 |
| 15 |
2024-02-26 |
2024-03-28 |
69.18985072999997 |
67.87206 |
¥-2.1万 |
-1.93% |
跌破离场 |
| 16 |
2024-07-16 |
2024-08-15 |
68.78933061 |
65.53439999999999 |
¥-5.2万 |
-4.76% |
跌破离场 |
| 17 |
2024-10-09 |
2024-10-17 |
81.59596144699998 |
70.39953 |
¥-13.9万 |
-13.75% |
跌破离场 |
| 18 |
2024-12-05 |
2024-12-24 |
77.15018811499998 |
73.87605 |
¥-3.9万 |
-4.27% |
跌破离场 |
| 19 |
2025-02-26 |
2025-03-31 |
70.82124 |
64.935 |
¥-7.1万 |
-8.34% |
跌破离场 |
| 20 |
2025-04-16 |
2025-04-25 |
68.28868045999998 |
64.935 |
¥-3.9万 |
-4.94% |
跌破离场 |
| 21 |
2025-08-26 |
2025-09-23 |
62.118629999999996 |
56.923019999999994 |
¥-6.3万 |
-8.39% |
跌破离场 |
| 22 |
2026-05-12 |
2026-05-21 |
45.093524 |
38.10186 |
¥-10.4万 |
-15.53% |
跌破离场 |
| 23 |
2026-07-17 |
2026-08-19 |
30.039009 |
28.68129 |
¥-2.7万 |
-4.55% |
跌破离场 |
逐笔成交记录（共 46 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-06-10 |
突破买入 |
买入 |
136.136 |
6800.0 |
¥92.6万 |
首仓入场 |
| 2020-08-14 |
跌破离场 |
卖出 |
212.787 |
6800.0 |
¥1.45M |
|
| 2020-11-10 |
突破买入 |
买入 |
207.85764999999998 |
7300.0 |
¥1.52M |
首仓入场 |
| 2020-11-18 |
跌破离场 |
卖出 |
180.07 |
7300.0 |
¥1.31M |
|
| 2020-12-14 |
突破买入 |
买入 |
193.51331999999996 |
6700.0 |
¥1.30M |
首仓入场 |
| 2021-02-23 |
跌破离场 |
卖出 |
264.62511 |
6700.0 |
¥1.77M |
|
| 2021-04-06 |
突破买入 |
买入 |
262.09182999999996 |
6800.0 |
¥1.78M |
首仓入场 |
| 2021-05-19 |
跌破离场 |
卖出 |
234.6651 |
6800.0 |
¥1.60M |
|
| 2021-06-29 |
突破买入 |
买入 |
262.9627 |
6000.0 |
¥1.58M |
首仓入场 |
| 2021-08-16 |
跌破离场 |
卖出 |
246.753 |
6000.0 |
¥1.48M |
|
| 2021-10-18 |
突破买入 |
买入 |
242.83258999999998 |
6100.0 |
¥1.48M |
首仓入场 |
| 2021-11-09 |
跌破离场 |
卖出 |
209.78001 |
6100.0 |
¥1.28M |
|
| 2021-11-17 |
突破买入 |
买入 |
237.23699999999997 |
5300.0 |
¥1.26M |
首仓入场 |
| 2021-12-20 |
跌破离场 |
卖出 |
232.76700000000002 |
5300.0 |
¥1.23M |
|
| 2022-02-18 |
突破买入 |
买入 |
246.29605 |
5100.0 |
¥1.26M |
首仓入场 |
| 2022-03-09 |
跌破离场 |
卖出 |
241.13862 |
5100.0 |
¥1.23M |
|
| 2022-03-21 |
突破买入 |
买入 |
277.277 |
4500.0 |
¥1.25M |
首仓入场 |
| 2022-04-15 |
跌破离场 |
卖出 |
258.741 |
4500.0 |
¥1.16M |
|
| 2022-07-05 |
突破买入 |
买入 |
163.1 |
7100.0 |
¥1.16M |
首仓入场 |
| 2022-07-19 |
跌破离场 |
卖出 |
143.856 |
7100.0 |
¥1.02M |
|
| 2022-10-31 |
突破买入 |
买入 |
128.99886999999998 |
7900.0 |
¥1.02M |
首仓入场 |
| 2022-12-07 |
跌破离场 |
卖出 |
137.74212 |
7900.0 |
¥1.09M |
|
| 2023-01-17 |
突破买入 |
买入 |
141.47133 |
7700.0 |
¥1.09M |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
129.42045000000002 |
7700.0 |
¥99.6万 |
|
| 2023-07-27 |
突破买入 |
买入 |
72.43235999999999 |
13700.0 |
¥99.3万 |
首仓入场 |
| 2023-08-08 |
跌破离场 |
卖出 |
65.84409 |
13700.0 |
¥90.2万 |
|
| 2023-12-20 |
突破买入 |
买入 |
57.887829999999994 |
15800.0 |
¥91.5万 |
首仓入场 |
| 2024-01-17 |
跌破离场 |
卖出 |
70.72919999999999 |
15800.0 |
¥1.12M |
|
| 2024-02-26 |
突破买入 |
买入 |
69.16909999999999 |
15800.0 |
¥1.09M |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
67.87206 |
15800.0 |
¥1.07M |
|
| 2024-07-16 |
突破买入 |
买入 |
68.7687 |
15900.0 |
¥1.09M |
首仓入场 |
| 2024-08-15 |
跌破离场 |
卖出 |
65.53439999999999 |
15900.0 |
¥1.04M |
|
| 2024-10-09 |
突破买入 |
买入 |
81.57148999999998 |
12400.0 |
¥1.01M |
首仓入场 |
| 2024-10-17 |
跌破离场 |
卖出 |
70.39953 |
12400.0 |
¥87.3万 |
|
| 2024-12-05 |
突破买入 |
买入 |
77.12704999999998 |
11700.0 |
¥90.3万 |
首仓入场 |
| 2024-12-24 |
跌破离场 |
卖出 |
73.87605 |
11700.0 |
¥86.4万 |
|
| 2025-02-26 |
突破买入 |
买入 |
70.8 |
12000.0 |
¥85.0万 |
首仓入场 |
| 2025-03-31 |
跌破离场 |
卖出 |
64.935 |
12000.0 |
¥77.9万 |
|
| 2025-04-16 |
突破买入 |
买入 |
68.2682 |
11600.0 |
¥79.2万 |
首仓入场 |
| 2025-04-25 |
跌破离场 |
卖出 |
64.935 |
11600.0 |
¥75.3万 |
|
| 2025-08-26 |
突破买入 |
买入 |
62.1 |
12100.0 |
¥75.2万 |
首仓入场 |
| 2025-09-23 |
跌破离场 |
卖出 |
56.923019999999994 |
12100.0 |
¥68.9万 |
|
| 2026-05-12 |
突破买入 |
买入 |
45.08 |
14900.0 |
¥67.2万 |
首仓入场 |
| 2026-05-21 |
跌破离场 |
卖出 |
38.10186 |
14900.0 |
¥56.8万 |
|
| 2026-07-17 |
突破买入 |
买入 |
30.03 |
19600.0 |
¥58.9万 |
首仓入场 |
| 2026-08-19 |
跌破离场 |
卖出 |
28.68129 |
19600.0 |
¥56.2万 |
|