603986 兆易创新 — 海龟交易法则 回测明细
数据区间: 2016-08-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥4.52M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +352.02%）
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 32 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 |
2017-03-17 |
2017-04-13 |
243.81662304999998 |
179.7201 |
¥-25.7万 |
-26.31% |
跌破离场 |
| 2 |
2017-07-10 |
2017-07-18 |
89.61637684999998 |
74.39553 |
¥-12.3万 |
-17.01% |
跌破离场 |
| 3 |
2017-08-31 |
2017-10-20 |
91.49882141399998 |
115.66422 |
¥16.2万 |
+26.37% |
跌破离场 |
| 4 |
2018-03-02 |
2018-04-13 |
150.19504499999996 |
182.83698 |
¥15.3万 |
+21.70% |
跌破离场 |
| 5 |
2018-07-04 |
2018-07-31 |
112.27580263899999 |
114.13575 |
¥1.5万 |
+1.63% |
跌破离场 |
| 6 |
2018-11-19 |
2018-12-13 |
76.329121869 |
72.43749000000001 |
¥-4.7万 |
-5.13% |
跌破离场 |
| 7 |
2019-01-25 |
2019-04-30 |
68.14849841799999 |
79.92 |
¥15.4万 |
+17.24% |
跌破离场 |
| 8 |
2019-07-02 |
2019-08-02 |
91.11832729999999 |
88.08 |
¥-3.5万 |
-3.36% |
跌破离场 |
| 9 |
2019-08-22 |
2019-10-09 |
110.773852189 |
139.63023 |
¥26.2万 |
+26.01% |
跌破离场 |
| 10 |
2019-11-05 |
2019-12-24 |
165.36474454499998 |
186.05376 |
¥15.9万 |
+12.48% |
跌破离场 |
| 11 |
2019-12-26 |
2020-03-10 |
216.38099483 |
302.78691 |
¥57.0万 |
+39.89% |
跌破离场 |
| 12 |
2020-05-07 |
2020-05-08 |
227.02481701899998 |
224.78499000000002 |
¥-1.5万 |
-1.02% |
跌破离场 |
| 13 |
2020-06-29 |
2020-07-28 |
241.21324226999997 |
227.772 |
¥-10.9万 |
-5.60% |
跌破离场 |
| 14 |
2020-11-03 |
2020-12-25 |
206.26786179999996 |
187.96185 |
¥-16.7万 |
-8.90% |
跌破离场 |
| 15 |
2021-01-15 |
2021-01-28 |
217.88294527999997 |
187.812 |
¥-23.5万 |
-13.83% |
跌破离场 |
| 16 |
2021-04-29 |
2021-05-12 |
196.75550895 |
165.63420000000002 |
¥-23.4万 |
-15.84% |
跌破离场 |
| 17 |
2021-06-23 |
2021-08-10 |
163.30206592699997 |
189.56025 |
¥19.7万 |
+16.04% |
跌破离场 |
| 18 |
2021-10-27 |
2021-11-19 |
158.117421 |
158.49135 |
¥2,970 |
+0.21% |
跌破离场 |
| 19 |
2022-03-11 |
2022-03-30 |
155.20154649999998 |
142.53732 |
¥-11.4万 |
-8.19% |
跌破离场 |
| 20 |
2022-05-24 |
2022-06-10 |
147.19114409999997 |
134.19 |
¥-11.6万 |
-8.86% |
跌破离场 |
| 21 |
2022-11-15 |
2022-12-26 |
92.17970561799999 |
94.88 |
¥3.5万 |
+2.90% |
跌破离场 |
| 22 |
2023-01-17 |
2023-02-20 |
114.75902738299999 |
108.62127 |
¥-6.7万 |
-5.38% |
跌破离场 |
| 23 |
2023-03-27 |
2023-04-24 |
117.965379 |
126.21366 |
¥8.2万 |
+6.96% |
跌破离场 |
| 24 |
2024-05-07 |
2024-05-27 |
82.086598594 |
78.76116 |
¥-5.2万 |
-4.08% |
跌破离场 |
| 25 |
2024-06-14 |
2024-07-24 |
88.61507655 |
88.6113 |
¥-413 |
-0.03% |
跌破离场 |
| 26 |
2024-10-09 |
2024-11-25 |
97.22625912999999 |
84.915 |
¥-15.4万 |
-12.69% |
跌破离场 |
| 27 |
2024-12-17 |
2025-01-07 |
95.32378856 |
100.33955999999999 |
¥5.4万 |
+5.23% |
跌破离场 |
| 28 |
2025-01-10 |
2025-02-19 |
120.156036 |
123.33654000000001 |
¥2.8万 |
+2.62% |
跌破离场 |
| 29 |
2025-04-30 |
2025-05-22 |
127.044982064 |
117.882 |
¥-8.3万 |
-7.24% |
跌破离场 |
| 30 |
2025-07-31 |
2025-11-13 |
121.15733629999998 |
211.88 |
¥77.1万 |
+74.83% |
跌破离场 |
| 31 |
2025-12-25 |
2026-02-05 |
223.28996689999997 |
269.67006 |
¥37.5万 |
+20.74% |
跌破离场 |
| 32 |
2026-04-22 |
2026-07-08 |
303.89464105 |
629.37 |
¥2.31M |
+107.04% |
跌破离场 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-03-17 |
突破买入 |
买入 |
243.74349999999998 |
4000.0 |
¥97.5万 |
首仓入场 |
| 2017-04-13 |
跌破离场 |
卖出 |
179.7201 |
4000.0 |
¥71.9万 |
|
| 2017-07-10 |
突破买入 |
买入 |
89.58949999999999 |
8100.0 |
¥72.6万 |
首仓入场 |
| 2017-07-18 |
跌破离场 |
卖出 |
74.39553 |
8100.0 |
¥60.2万 |
|
| 2017-08-31 |
突破买入 |
买入 |
91.47137999999998 |
6700.0 |
¥61.3万 |
首仓入场 |
| 2017-10-20 |
跌破离场 |
卖出 |
115.66422 |
6700.0 |
¥77.5万 |
|
| 2018-03-02 |
突破买入 |
买入 |
150.14999999999998 |
4700.0 |
¥70.6万 |
首仓入场 |
| 2018-04-13 |
跌破离场 |
卖出 |
182.83698 |
4700.0 |
¥85.9万 |
|
| 2018-07-04 |
突破买入 |
买入 |
112.24212999999999 |
8200.0 |
¥92.1万 |
首仓入场 |
| 2018-07-31 |
跌破离场 |
卖出 |
114.13575 |
8200.0 |
¥93.6万 |
|
| 2018-11-19 |
突破买入 |
买入 |
76.30623 |
12000.0 |
¥91.6万 |
首仓入场 |
| 2018-12-13 |
跌破离场 |
卖出 |
72.43749000000001 |
12000.0 |
¥86.9万 |
|
| 2019-01-25 |
突破买入 |
买入 |
68.12805999999999 |
13100.0 |
¥89.3万 |
首仓入场 |
| 2019-04-30 |
跌破离场 |
卖出 |
79.92 |
13100.0 |
¥1.05M |
|
| 2019-07-02 |
突破买入 |
买入 |
91.091 |
11500.0 |
¥1.05M |
首仓入场 |
| 2019-08-02 |
跌破离场 |
卖出 |
88.08 |
11500.0 |
¥1.01M |
|
| 2019-08-22 |
突破买入 |
买入 |
110.74062999999998 |
9100.0 |
¥1.01M |
首仓入场 |
| 2019-10-09 |
跌破离场 |
卖出 |
139.63023 |
9100.0 |
¥1.27M |
|
| 2019-11-05 |
突破买入 |
买入 |
165.31514999999996 |
7700.0 |
¥1.27M |
首仓入场 |
| 2019-12-24 |
跌破离场 |
卖出 |
186.05376 |
7700.0 |
¥1.43M |
|
| 2019-12-26 |
突破买入 |
买入 |
216.31609999999998 |
6600.0 |
¥1.43M |
首仓入场 |
| 2020-03-10 |
跌破离场 |
卖出 |
302.78691 |
6600.0 |
¥2.00M |
|
| 2020-05-07 |
突破买入 |
买入 |
226.95673 |
6500.0 |
¥1.48M |
首仓入场 |
| 2020-05-08 |
跌破离场 |
卖出 |
224.78499000000002 |
6500.0 |
¥1.46M |
|
| 2020-06-29 |
突破买入 |
买入 |
241.1409 |
8100.0 |
¥1.95M |
首仓入场 |
| 2020-07-28 |
跌破离场 |
卖出 |
227.772 |
8100.0 |
¥1.84M |
|
| 2020-11-03 |
突破买入 |
买入 |
206.206 |
9100.0 |
¥1.88M |
首仓入场 |
| 2020-12-25 |
跌破离场 |
卖出 |
187.96185 |
9100.0 |
¥1.71M |
|
| 2021-01-15 |
突破买入 |
买入 |
217.81759999999997 |
7800.0 |
¥1.70M |
首仓入场 |
| 2021-01-28 |
跌破离场 |
卖出 |
187.812 |
7800.0 |
¥1.46M |
|
| 2021-04-29 |
突破买入 |
买入 |
196.6965 |
7500.0 |
¥1.48M |
首仓入场 |
| 2021-05-12 |
跌破离场 |
卖出 |
165.63420000000002 |
7500.0 |
¥1.24M |
|
| 2021-06-23 |
突破买入 |
买入 |
163.25309 |
7500.0 |
¥1.22M |
首仓入场 |
| 2021-08-10 |
跌破离场 |
卖出 |
189.56025 |
7500.0 |
¥1.42M |
|
| 2021-10-27 |
突破买入 |
买入 |
158.07 |
9100.0 |
¥1.44M |
首仓入场 |
| 2021-11-19 |
跌破离场 |
卖出 |
158.49135 |
9100.0 |
¥1.44M |
|
| 2022-03-11 |
突破买入 |
买入 |
155.15499999999997 |
9000.0 |
¥1.40M |
首仓入场 |
| 2022-03-30 |
跌破离场 |
卖出 |
142.53732 |
9000.0 |
¥1.28M |
|
| 2022-05-24 |
突破买入 |
买入 |
147.147 |
8900.0 |
¥1.31M |
首仓入场 |
| 2022-06-10 |
跌破离场 |
卖出 |
134.19 |
8900.0 |
¥1.19M |
|
| 2022-11-15 |
突破买入 |
买入 |
92.15205999999999 |
13100.0 |
¥1.21M |
首仓入场 |
| 2022-12-26 |
跌破离场 |
卖出 |
94.88 |
13100.0 |
¥1.24M |
|
| 2023-01-17 |
突破买入 |
买入 |
114.72461 |
10800.0 |
¥1.24M |
首仓入场 |
| 2023-02-20 |
跌破离场 |
卖出 |
108.62127 |
10800.0 |
¥1.17M |
|
| 2023-03-27 |
突破买入 |
买入 |
117.93 |
10000.0 |
¥1.18M |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
126.21366 |
10000.0 |
¥1.26M |
|
| 2024-05-07 |
突破买入 |
买入 |
82.06197999999999 |
15400.0 |
¥1.26M |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
78.76116 |
15400.0 |
¥1.21M |
|
| 2024-06-14 |
突破买入 |
买入 |
88.5885 |
13600.0 |
¥1.21M |
首仓入场 |
| 2024-07-24 |
跌破离场 |
卖出 |
88.6113 |
13600.0 |
¥1.20M |
|
| 2024-10-09 |
突破买入 |
买入 |
97.19709999999998 |
12500.0 |
¥1.22M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
84.915 |
12500.0 |
¥1.06M |
|
| 2024-12-17 |
突破买入 |
买入 |
95.2952 |
10900.0 |
¥1.04M |
首仓入场 |
| 2025-01-07 |
跌破离场 |
卖出 |
100.33955999999999 |
10900.0 |
¥1.09M |
|
| 2025-01-10 |
突破买入 |
买入 |
120.12 |
9000.0 |
¥1.08M |
首仓入场 |
| 2025-02-19 |
跌破离场 |
卖出 |
123.33654000000001 |
9000.0 |
¥1.11M |
|
| 2025-04-30 |
突破买入 |
买入 |
127.00688 |
9000.0 |
¥1.14M |
首仓入场 |
| 2025-05-22 |
跌破离场 |
卖出 |
117.882 |
9000.0 |
¥1.06M |
|
| 2025-07-31 |
突破买入 |
买入 |
121.12099999999998 |
8500.0 |
¥1.03M |
首仓入场 |
| 2025-11-13 |
跌破离场 |
卖出 |
211.88 |
8500.0 |
¥1.80M |
|
| 2025-12-25 |
突破买入 |
买入 |
223.22299999999998 |
8100.0 |
¥1.81M |
首仓入场 |
| 2026-02-05 |
跌破离场 |
卖出 |
269.67006 |
8100.0 |
¥2.18M |
|
| 2026-04-22 |
突破买入 |
买入 |
303.8035 |
7100.0 |
¥2.16M |
首仓入场 |
| 2026-07-08 |
跌破离场 |
卖出 |
629.37 |
7100.0 |
¥4.47M |
|