603893 瑞芯微 — 海龟交易法则 回测明细
数据区间: 2020-02-07 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥96.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -3.67%）
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 28 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 |
2020-03-10 |
2020-03-24 |
76.12886180899999 |
61.938 |
¥-17.8万 |
-18.66% |
跌破离场 |
| 2 |
2020-05-06 |
2020-07-27 |
64.103245206 |
84.62529 |
¥25.6万 |
+31.97% |
跌破离场 |
| 3 |
2020-11-10 |
2020-11-27 |
87.196151 |
74.84508 |
¥-15.2万 |
-14.19% |
跌破离场 |
| 4 |
2020-12-15 |
2020-12-25 |
85.0255 |
70.929 |
¥-15.1万 |
-16.60% |
跌破离场 |
| 5 |
2021-03-04 |
2021-03-16 |
67.85812133099999 |
64.0359 |
¥-4.3万 |
-5.66% |
跌破离场 |
| 6 |
2021-04-09 |
2021-08-16 |
74.136274212 |
143.80605 |
¥66.1万 |
+93.92% |
跌破离场 |
| 7 |
2021-11-22 |
2021-12-08 |
144.18724319999995 |
140.0 |
¥-4.1万 |
-2.93% |
跌破离场 |
| 8 |
2022-02-28 |
2022-03-16 |
117.592707232 |
102.897 |
¥-16.6万 |
-12.52% |
跌破离场 |
| 9 |
2022-06-06 |
2022-07-20 |
82.16670261799999 |
92.67723 |
¥14.9万 |
+12.76% |
跌破离场 |
| 10 |
2022-11-03 |
2022-12-09 |
72.80454481299999 |
74.64528 |
¥3.3万 |
+2.50% |
跌破离场 |
| 11 |
2023-01-18 |
2023-02-23 |
75.79843271 |
80.1198 |
¥7.7万 |
+5.67% |
跌破离场 |
| 12 |
2023-03-21 |
2023-04-20 |
88.51494652 |
88.16175 |
¥-6,036 |
-0.43% |
跌破离场 |
| 13 |
2023-06-01 |
2023-06-12 |
85.78139670099999 |
76.43349 |
¥-15.3万 |
-10.92% |
跌破离场 |
| 14 |
2023-10-20 |
2023-10-25 |
69.08972069999999 |
61.72821 |
¥-13.7万 |
-10.68% |
跌破离场 |
| 15 |
2024-04-29 |
2024-05-17 |
56.223011845 |
53.87607 |
¥-4.8万 |
-4.20% |
跌破离场 |
| 16 |
2024-07-10 |
2024-07-26 |
61.42977340499999 |
61.91801999999999 |
¥8,313 |
+0.76% |
跌破离场 |
| 17 |
2024-10-09 |
2024-11-18 |
71.59297145 |
84.4155 |
¥19.7万 |
+17.87% |
跌破离场 |
| 18 |
2024-12-20 |
2025-01-07 |
101.13133029999999 |
98.90100000000001 |
¥-2.9万 |
-2.23% |
跌破离场 |
| 19 |
2025-01-10 |
2025-03-03 |
127.675801253 |
160.03979999999999 |
¥32.0万 |
+25.31% |
跌破离场 |
| 20 |
2025-05-07 |
2025-05-22 |
173.32508192999998 |
150.01 |
¥-21.5万 |
-13.48% |
跌破离场 |
| 21 |
2025-06-26 |
2025-08-11 |
153.50934899299997 |
156.71313 |
¥2.8万 |
+2.06% |
跌破离场 |
| 22 |
2025-08-14 |
2025-10-13 |
174.2262522 |
197.0 |
¥18.4万 |
+13.04% |
跌破离场 |
| 23 |
2025-12-02 |
2025-12-17 |
188.2444564 |
173.3265 |
¥-12.4万 |
-7.95% |
跌破离场 |
| 24 |
2026-01-13 |
2026-02-03 |
197.75931 |
184.59522 |
¥-9.8万 |
-6.68% |
跌破离场 |
| 25 |
2026-04-21 |
2026-06-05 |
175.347708536 |
170.83899 |
¥-3.5万 |
-2.60% |
跌破离场 |
| 26 |
2026-07-09 |
2026-07-31 |
202.58307669599998 |
187.87194 |
¥-9.7万 |
-7.29% |
跌破离场 |
| 27 |
2026-09-23 |
2026-10-19 |
219.07449263699996 |
169.83 |
¥-27.6万 |
-22.50% |
跌破离场 |
| 28 |
2026-11-06 |
2026-11-13 |
218.093218343 |
217.8 |
¥-1,578 |
-0.16% |
强平 |
逐笔成交记录（共 56 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-03-10 |
突破买入 |
买入 |
76.10602999999999 |
12500.0 |
¥95.2万 |
首仓入场 |
| 2020-03-24 |
跌破离场 |
卖出 |
61.938 |
12500.0 |
¥77.4万 |
|
| 2020-05-06 |
突破买入 |
买入 |
64.08402 |
12500.0 |
¥80.1万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
84.62529 |
12500.0 |
¥1.06M |
|
| 2020-11-10 |
突破买入 |
买入 |
87.17 |
12300.0 |
¥1.07M |
首仓入场 |
| 2020-11-27 |
跌破离场 |
卖出 |
74.84508 |
12300.0 |
¥92.0万 |
|
| 2020-12-15 |
突破买入 |
买入 |
85.0 |
10700.0 |
¥91.0万 |
首仓入场 |
| 2020-12-25 |
跌破离场 |
卖出 |
70.929 |
10700.0 |
¥75.9万 |
|
| 2021-03-04 |
突破买入 |
买入 |
67.83776999999999 |
11300.0 |
¥76.7万 |
首仓入场 |
| 2021-03-16 |
跌破离场 |
卖出 |
64.0359 |
11300.0 |
¥72.3万 |
|
| 2021-04-09 |
突破买入 |
买入 |
74.11404 |
9500.0 |
¥70.4万 |
首仓入场 |
| 2021-08-16 |
跌破离场 |
卖出 |
143.80605 |
9500.0 |
¥1.37M |
|
| 2021-11-22 |
突破买入 |
买入 |
144.14399999999998 |
9600.0 |
¥1.38M |
首仓入场 |
| 2021-12-08 |
跌破离场 |
卖出 |
140.0 |
9600.0 |
¥1.34M |
|
| 2022-02-28 |
突破买入 |
买入 |
117.55744 |
11300.0 |
¥1.33M |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
102.897 |
11300.0 |
¥1.16M |
|
| 2022-06-06 |
突破买入 |
买入 |
82.14205999999999 |
14200.0 |
¥1.17M |
首仓入场 |
| 2022-07-20 |
跌破离场 |
卖出 |
92.67723 |
14200.0 |
¥1.32M |
|
| 2022-11-03 |
突破买入 |
买入 |
72.78270999999998 |
18200.0 |
¥1.33M |
首仓入场 |
| 2022-12-09 |
跌破离场 |
卖出 |
74.64528 |
18200.0 |
¥1.36M |
|
| 2023-01-18 |
突破买入 |
买入 |
75.7757 |
17900.0 |
¥1.36M |
首仓入场 |
| 2023-02-23 |
跌破离场 |
卖出 |
80.1198 |
17900.0 |
¥1.43M |
|
| 2023-03-21 |
突破买入 |
买入 |
88.4884 |
15900.0 |
¥1.41M |
首仓入场 |
| 2023-04-20 |
跌破离场 |
卖出 |
88.16175 |
15900.0 |
¥1.40M |
|
| 2023-06-01 |
突破买入 |
买入 |
85.75567 |
16300.0 |
¥1.40M |
首仓入场 |
| 2023-06-12 |
跌破离场 |
卖出 |
76.43349 |
16300.0 |
¥1.25M |
|
| 2023-10-20 |
突破买入 |
买入 |
69.06899999999999 |
18500.0 |
¥1.28M |
首仓入场 |
| 2023-10-25 |
跌破离场 |
卖出 |
61.72821 |
18500.0 |
¥1.14M |
|
| 2024-04-29 |
突破买入 |
买入 |
56.20615 |
20400.0 |
¥1.15M |
首仓入场 |
| 2024-05-17 |
跌破离场 |
卖出 |
53.87607 |
20400.0 |
¥1.10M |
|
| 2024-07-10 |
突破买入 |
买入 |
61.411349999999985 |
17700.0 |
¥1.09M |
首仓入场 |
| 2024-07-26 |
跌破离场 |
卖出 |
61.91801999999999 |
17700.0 |
¥1.10M |
|
| 2024-10-09 |
突破买入 |
买入 |
71.57149999999999 |
15400.0 |
¥1.10M |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
84.4155 |
15400.0 |
¥1.30M |
|
| 2024-12-20 |
突破买入 |
买入 |
101.10099999999998 |
12800.0 |
¥1.29M |
首仓入场 |
| 2025-01-07 |
跌破离场 |
卖出 |
98.90100000000001 |
12800.0 |
¥1.27M |
|
| 2025-01-10 |
突破买入 |
买入 |
127.63750999999999 |
9900.0 |
¥1.26M |
首仓入场 |
| 2025-03-03 |
跌破离场 |
卖出 |
160.03979999999999 |
9900.0 |
¥1.58M |
|
| 2025-05-07 |
突破买入 |
买入 |
173.27309999999997 |
9200.0 |
¥1.59M |
首仓入场 |
| 2025-05-22 |
跌破离场 |
卖出 |
150.01 |
9200.0 |
¥1.38M |
|
| 2025-06-26 |
突破买入 |
买入 |
153.46330999999998 |
8900.0 |
¥1.37M |
首仓入场 |
| 2025-08-11 |
跌破离场 |
卖出 |
156.71313 |
8900.0 |
¥1.39M |
|
| 2025-08-14 |
突破买入 |
买入 |
174.17399999999998 |
8100.0 |
¥1.41M |
首仓入场 |
| 2025-10-13 |
跌破离场 |
卖出 |
197.0 |
8100.0 |
¥1.60M |
|
| 2025-12-02 |
突破买入 |
买入 |
188.188 |
8300.0 |
¥1.56M |
首仓入场 |
| 2025-12-17 |
跌破离场 |
卖出 |
173.3265 |
8300.0 |
¥1.44M |
|
| 2026-01-13 |
突破买入 |
买入 |
197.7 |
7400.0 |
¥1.46M |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
184.59522 |
7400.0 |
¥1.37M |
|
| 2026-04-21 |
突破买入 |
买入 |
175.29512 |
7700.0 |
¥1.35M |
首仓入场 |
| 2026-06-05 |
跌破离场 |
卖出 |
170.83899 |
7700.0 |
¥1.32M |
|
| 2026-07-09 |
突破买入 |
买入 |
202.52231999999998 |
6600.0 |
¥1.34M |
首仓入场 |
| 2026-07-31 |
跌破离场 |
卖出 |
187.87194 |
6600.0 |
¥1.24M |
|
| 2026-09-23 |
突破买入 |
买入 |
219.00878999999998 |
5600.0 |
¥1.23M |
首仓入场 |
| 2026-10-19 |
跌破离场 |
卖出 |
169.83 |
5600.0 |
¥95.1万 |
|
| 2026-11-06 |
突破买入 |
买入 |
218.02781 |
4400.0 |
¥96.0万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
217.8 |
4400 |
¥95.8万 |
回测结束强平 |