603799 华友钴业 — 海龟交易法则 回测明细
数据区间: 2015-01-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.69M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +69.12%）
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 37 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 |
2015-04-08 |
2015-05-07 |
22.12873663 |
22.287689999999998 |
¥6,791 |
+0.69% |
跌破离场 |
| 2 |
2015-05-25 |
2015-07-02 |
28.537058549999998 |
22.36761 |
¥-21.2万 |
-21.64% |
跌破离场 |
| 3 |
2015-08-13 |
2015-08-24 |
22.809620833999997 |
16.7832 |
¥-20.3万 |
-26.44% |
跌破离场 |
| 4 |
2015-10-13 |
2015-12-29 |
17.222365159999995 |
25.75 |
¥28.6万 |
+49.47% |
跌破离场 |
| 5 |
2016-03-08 |
2016-04-21 |
19.795937 |
19.7802 |
¥-947 |
-0.11% |
跌破离场 |
| 6 |
2016-05-16 |
2016-06-06 |
27.63588828 |
28.68 |
¥3.2万 |
+3.75% |
跌破离场 |
| 7 |
2016-06-20 |
2016-07-26 |
41.55396245 |
37.31265 |
¥-9.1万 |
-10.23% |
跌破离场 |
| 8 |
2016-11-02 |
2017-03-27 |
32.091674614999995 |
49.8501 |
¥43.8万 |
+55.29% |
跌破离场 |
| 9 |
2017-06-15 |
2017-09-26 |
53.419371004999995 |
81.74 |
¥66.5万 |
+52.97% |
跌破离场 |
| 10 |
2017-11-02 |
2017-11-15 |
97.34641516599999 |
82.4175 |
¥-29.0万 |
-15.36% |
跌破离场 |
| 11 |
2017-12-13 |
2018-02-07 |
89.52685 |
91.4085 |
¥3.3万 |
+2.07% |
跌破离场 |
| 12 |
2018-03-01 |
2018-04-03 |
119.16474870299999 |
107.81 |
¥-15.6万 |
-9.56% |
跌破离场 |
| 13 |
2019-02-14 |
2019-03-28 |
31.709509999999998 |
36.03393 |
¥20.4万 |
+13.60% |
跌破离场 |
| 14 |
2019-08-02 |
2019-08-27 |
24.101298221 |
24.43554 |
¥2.3万 |
+1.36% |
跌破离场 |
| 15 |
2019-11-21 |
2020-02-04 |
27.856174346 |
42.0 |
¥87.8万 |
+50.73% |
跌破离场 |
| 16 |
2020-04-17 |
2020-05-22 |
34.57489935899999 |
33.61635 |
¥-7.3万 |
-2.80% |
跌破离场 |
| 17 |
2020-07-08 |
2020-07-27 |
43.186081939000005 |
38.71125 |
¥-26.0万 |
-10.39% |
跌破离场 |
| 18 |
2020-10-29 |
2021-03-05 |
38.14954143 |
73.23 |
¥2.05M |
+91.90% |
跌破离场 |
| 19 |
2021-04-20 |
2021-06-17 |
76.602974 |
86.90301 |
¥57.7万 |
+13.41% |
跌破离场 |
| 20 |
2021-07-13 |
2021-07-29 |
147.19114409999997 |
128.30157 |
¥-61.9万 |
-12.86% |
跌破离场 |
| 21 |
2021-08-31 |
2021-09-29 |
142.1846426 |
104.895 |
¥-1.12M |
-26.25% |
跌破离场 |
| 22 |
2021-11-09 |
2021-12-16 |
122.1586366 |
118.88099999999999 |
¥-8.5万 |
-2.71% |
跌破离场 |
| 23 |
2022-02-18 |
2022-03-09 |
111.654996453 |
91.13 |
¥-56.1万 |
-18.41% |
跌破离场 |
| 24 |
2022-06-01 |
2022-06-09 |
93.47138300499998 |
81.38853 |
¥-32.2万 |
-12.95% |
跌破离场 |
| 25 |
2022-11-08 |
2022-11-29 |
65.354870581 |
62.29764 |
¥-10.3万 |
-4.71% |
跌破离场 |
| 26 |
2023-01-31 |
2023-02-13 |
66.32613187199999 |
62.65 |
¥-11.7万 |
-5.57% |
跌破离场 |
| 27 |
2023-07-21 |
2023-08-21 |
49.764624909999995 |
48.51144 |
¥-5.0万 |
-2.55% |
跌破离场 |
| 28 |
2024-03-13 |
2024-03-26 |
28.717292603999997 |
26.603369999999998 |
¥-14.2万 |
-7.39% |
跌破离场 |
| 29 |
2024-04-03 |
2024-04-25 |
31.861375545999998 |
27.22 |
¥-25.9万 |
-14.59% |
跌破离场 |
| 30 |
2024-10-09 |
2024-11-27 |
31.691154494999996 |
31.508459999999996 |
¥-9,031 |
-0.61% |
跌破离场 |
| 31 |
2025-02-10 |
2025-03-24 |
30.699867198 |
35.294669999999996 |
¥22.7万 |
+14.93% |
跌破离场 |
| 32 |
2025-05-22 |
2025-05-27 |
35.446030619999995 |
33.95601 |
¥-7.4万 |
-4.23% |
跌破离场 |
| 33 |
2025-06-18 |
2025-11-05 |
36.51095 |
57.96198000000001 |
¥98.2万 |
+58.70% |
跌破离场 |
| 34 |
2025-11-18 |
2025-11-25 |
67.16722412399999 |
58.83111 |
¥-32.7万 |
-12.44% |
跌破离场 |
| 35 |
2026-01-08 |
2026-02-02 |
76.719628986 |
68.77116000000001 |
¥-24.0万 |
-10.39% |
跌破离场 |
| 36 |
2026-04-20 |
2026-05-15 |
65.88555973999999 |
59.94 |
¥-18.7万 |
-9.05% |
跌破离场 |
| 37 |
2026-08-11 |
2026-08-20 |
45.21356000000001 |
40.049910000000004 |
¥-21.3万 |
-11.45% |
跌破离场 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-08 |
突破买入 |
买入 |
22.1221 |
44600.0 |
¥98.7万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
22.287689999999998 |
44600.0 |
¥99.4万 |
|
| 2015-05-25 |
突破买入 |
买入 |
28.528499999999998 |
34300.0 |
¥97.9万 |
首仓入场 |
| 2015-07-02 |
跌破离场 |
卖出 |
22.36761 |
34300.0 |
¥76.7万 |
|
| 2015-08-13 |
突破买入 |
买入 |
22.80278 |
33700.0 |
¥76.9万 |
首仓入场 |
| 2015-08-24 |
跌破离场 |
卖出 |
16.7832 |
33700.0 |
¥56.5万 |
|
| 2015-10-13 |
突破买入 |
买入 |
17.2172 |
33600.0 |
¥57.9万 |
首仓入场 |
| 2015-12-29 |
跌破离场 |
卖出 |
25.75 |
33600.0 |
¥86.5万 |
|
| 2016-03-08 |
突破买入 |
买入 |
19.79 |
43700.0 |
¥86.5万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
19.7802 |
43700.0 |
¥86.4万 |
|
| 2016-05-16 |
突破买入 |
买入 |
27.627599999999997 |
31000.0 |
¥85.7万 |
首仓入场 |
| 2016-06-06 |
跌破离场 |
卖出 |
28.68 |
31000.0 |
¥88.9万 |
|
| 2016-06-20 |
突破买入 |
买入 |
41.54149999999999 |
21500.0 |
¥89.3万 |
首仓入场 |
| 2016-07-26 |
跌破离场 |
卖出 |
37.31265 |
21500.0 |
¥80.2万 |
|
| 2016-11-02 |
突破买入 |
买入 |
32.082049999999995 |
24700.0 |
¥79.3万 |
首仓入场 |
| 2017-03-27 |
跌破离场 |
卖出 |
49.8501 |
24700.0 |
¥1.23M |
|
| 2017-06-15 |
突破买入 |
买入 |
53.403349999999996 |
23500.0 |
¥1.26M |
首仓入场 |
| 2017-09-26 |
跌破离场 |
卖出 |
81.74 |
23500.0 |
¥1.92M |
|
| 2017-11-02 |
突破买入 |
买入 |
97.31721999999999 |
19400.0 |
¥1.89M |
首仓入场 |
| 2017-11-15 |
跌破离场 |
卖出 |
82.4175 |
19400.0 |
¥1.60M |
|
| 2017-12-13 |
突破买入 |
买入 |
89.5 |
17800.0 |
¥1.59M |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
91.4085 |
17800.0 |
¥1.63M |
|
| 2018-03-01 |
突破买入 |
买入 |
119.12901 |
13700.0 |
¥1.63M |
首仓入场 |
| 2018-04-03 |
跌破离场 |
卖出 |
107.81 |
13700.0 |
¥1.48M |
|
| 2019-02-14 |
突破买入 |
买入 |
31.7 |
47200.0 |
¥1.50M |
首仓入场 |
| 2019-03-28 |
跌破离场 |
卖出 |
36.03393 |
47200.0 |
¥1.70M |
|
| 2019-08-02 |
突破买入 |
买入 |
24.09407 |
69200.0 |
¥1.67M |
首仓入场 |
| 2019-08-27 |
跌破离场 |
卖出 |
24.43554 |
69200.0 |
¥1.69M |
|
| 2019-11-21 |
突破买入 |
买入 |
27.84782 |
62100.0 |
¥1.73M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
42.0 |
62100.0 |
¥2.61M |
|
| 2020-04-17 |
突破买入 |
买入 |
34.56453 |
75300.0 |
¥2.60M |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
33.61635 |
75300.0 |
¥2.53M |
|
| 2020-07-08 |
突破买入 |
买入 |
43.17313 |
57900.0 |
¥2.50M |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
38.71125 |
57900.0 |
¥2.24M |
|
| 2020-10-29 |
突破买入 |
买入 |
38.138099999999994 |
58600.0 |
¥2.24M |
首仓入场 |
| 2021-03-05 |
跌破离场 |
卖出 |
73.23 |
58600.0 |
¥4.29M |
|
| 2021-04-20 |
突破买入 |
买入 |
76.58 |
56200.0 |
¥4.31M |
首仓入场 |
| 2021-06-17 |
跌破离场 |
卖出 |
86.90301 |
56200.0 |
¥4.88M |
|
| 2021-07-13 |
突破买入 |
买入 |
147.147 |
32700.0 |
¥4.81M |
首仓入场 |
| 2021-07-29 |
跌破离场 |
卖出 |
128.30157 |
32700.0 |
¥4.19M |
|
| 2021-08-31 |
突破买入 |
买入 |
142.142 |
30000.0 |
¥4.27M |
首仓入场 |
| 2021-09-29 |
跌破离场 |
卖出 |
104.895 |
30000.0 |
¥3.15M |
|
| 2021-11-09 |
突破买入 |
买入 |
122.12199999999999 |
25800.0 |
¥3.15M |
首仓入场 |
| 2021-12-16 |
跌破离场 |
卖出 |
118.88099999999999 |
25800.0 |
¥3.07M |
|
| 2022-02-18 |
突破买入 |
买入 |
111.62150999999999 |
27300.0 |
¥3.05M |
首仓入场 |
| 2022-03-09 |
跌破离场 |
卖出 |
91.13 |
27300.0 |
¥2.49M |
|
| 2022-06-01 |
突破买入 |
买入 |
93.44334999999998 |
26600.0 |
¥2.49M |
首仓入场 |
| 2022-06-09 |
跌破离场 |
卖出 |
81.38853 |
26600.0 |
¥2.16M |
|
| 2022-11-08 |
突破买入 |
买入 |
65.33527 |
33600.0 |
¥2.20M |
首仓入场 |
| 2022-11-29 |
跌破离场 |
卖出 |
62.29764 |
33600.0 |
¥2.09M |
|
| 2023-01-31 |
突破买入 |
买入 |
66.30623999999999 |
31600.0 |
¥2.10M |
首仓入场 |
| 2023-02-13 |
跌破离场 |
卖出 |
62.65 |
31600.0 |
¥1.98M |
|
| 2023-07-21 |
突破买入 |
买入 |
49.7497 |
39400.0 |
¥1.96M |
首仓入场 |
| 2023-08-21 |
跌破离场 |
卖出 |
48.51144 |
39400.0 |
¥1.91M |
|
| 2024-03-13 |
突破买入 |
买入 |
28.708679999999998 |
66900.0 |
¥1.92M |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
26.603369999999998 |
66900.0 |
¥1.78M |
|
| 2024-04-03 |
突破买入 |
买入 |
31.851819999999996 |
55600.0 |
¥1.77M |
首仓入场 |
| 2024-04-25 |
跌破离场 |
卖出 |
27.22 |
55600.0 |
¥1.51M |
|
| 2024-10-09 |
突破买入 |
买入 |
31.681649999999998 |
47000.0 |
¥1.49M |
首仓入场 |
| 2024-11-27 |
跌破离场 |
卖出 |
31.508459999999996 |
47000.0 |
¥1.48M |
|
| 2025-02-10 |
突破买入 |
买入 |
30.690659999999998 |
49500.0 |
¥1.52M |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
35.294669999999996 |
49500.0 |
¥1.75M |
|
| 2025-05-22 |
突破买入 |
买入 |
35.435399999999994 |
49000.0 |
¥1.74M |
首仓入场 |
| 2025-05-27 |
跌破离场 |
卖出 |
33.95601 |
49000.0 |
¥1.66M |
|
| 2025-06-18 |
突破买入 |
买入 |
36.5 |
45800.0 |
¥1.67M |
首仓入场 |
| 2025-11-05 |
跌破离场 |
卖出 |
57.96198000000001 |
45800.0 |
¥2.65M |
|
| 2025-11-18 |
突破买入 |
买入 |
67.14707999999999 |
39200.0 |
¥2.63M |
首仓入场 |
| 2025-11-25 |
跌破离场 |
卖出 |
58.83111 |
39200.0 |
¥2.31M |
|
| 2026-01-08 |
突破买入 |
买入 |
76.69662000000001 |
30100.0 |
¥2.31M |
首仓入场 |
| 2026-02-02 |
跌破离场 |
卖出 |
68.77116000000001 |
30100.0 |
¥2.07M |
|
| 2026-04-20 |
突破买入 |
买入 |
65.8658 |
31400.0 |
¥2.07M |
首仓入场 |
| 2026-05-15 |
跌破离场 |
卖出 |
59.94 |
31400.0 |
¥1.88M |
|
| 2026-08-11 |
突破买入 |
买入 |
45.2 |
41200.0 |
¥1.86M |
首仓入场 |
| 2026-08-20 |
跌破离场 |
卖出 |
40.049910000000004 |
41200.0 |
¥1.65M |
|