688008 澜起科技 — 海龟交易法则 回测明细
数据区间: 2019-07-22 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.50M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +50.07%）
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 25 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 |
2019-11-08 |
2019-11-26 |
64.063193194 |
63.84609 |
¥-3,662 |
-0.37% |
跌破离场 |
| 2 |
2019-12-11 |
2019-12-24 |
72.70441478299999 |
68.931 |
¥-5.1万 |
-5.22% |
跌破离场 |
| 3 |
2020-01-15 |
2020-02-27 |
77.61078625299999 |
97.80210000000001 |
¥24.2万 |
+25.98% |
跌破离场 |
| 4 |
2020-04-24 |
2020-05-22 |
92.01949757 |
91.11878999999999 |
¥-1.2万 |
-1.01% |
跌破离场 |
| 5 |
2020-06-24 |
2020-07-17 |
97.62677924999998 |
98.89101 |
¥1.5万 |
+1.26% |
跌破离场 |
| 6 |
2020-12-09 |
2020-12-28 |
82.1066246 |
81.918 |
¥-3,027 |
-0.26% |
跌破离场 |
| 7 |
2021-01-15 |
2021-02-25 |
98.02729937000001 |
84.4155 |
¥-16.4万 |
-13.91% |
跌破离场 |
| 8 |
2021-11-01 |
2021-12-07 |
65.58516965 |
74.34558 |
¥13.6万 |
+13.32% |
跌破离场 |
| 9 |
2022-05-13 |
2022-05-27 |
65.28477955999999 |
61.538399999999996 |
¥-6.7万 |
-5.77% |
跌破离场 |
| 10 |
2022-06-07 |
2022-06-22 |
70.771225 |
57.772169999999996 |
¥-19.9万 |
-18.39% |
跌破离场 |
| 11 |
2022-11-01 |
2022-12-20 |
56.90389604899999 |
64.89504 |
¥12.5万 |
+14.01% |
跌破离场 |
| 12 |
2023-03-21 |
2023-04-25 |
62.681398779999995 |
68.94099 |
¥10.1万 |
+9.95% |
跌破离场 |
| 13 |
2023-11-01 |
2023-12-08 |
55.23172454799999 |
57.06288 |
¥3.7万 |
+3.28% |
跌破离场 |
| 14 |
2024-03-05 |
2024-03-20 |
54.57086635 |
48.80115 |
¥-12.1万 |
-10.60% |
跌破离场 |
| 15 |
2024-04-29 |
2024-05-17 |
50.76592520999999 |
48.951 |
¥-3.7万 |
-3.60% |
跌破离场 |
| 16 |
2024-05-28 |
2024-07-24 |
52.36800568999999 |
59.59035 |
¥13.6万 |
+13.76% |
跌破离场 |
| 17 |
2024-10-09 |
2024-11-25 |
76.0988228 |
63.5364 |
¥-17.6万 |
-16.53% |
跌破离场 |
| 18 |
2024-12-23 |
2025-01-03 |
72.61429775599998 |
66.16377 |
¥-8.5万 |
-8.91% |
跌破离场 |
| 19 |
2025-02-18 |
2025-03-24 |
74.0962222 |
74.0259 |
¥-1,073 |
-0.12% |
跌破离场 |
| 20 |
2025-06-04 |
2025-06-24 |
80.50454412 |
78.77114999999999 |
¥-1.9万 |
-2.18% |
跌破离场 |
| 21 |
2025-07-16 |
2025-08-04 |
85.86150072499998 |
81.93 |
¥-3.9万 |
-4.61% |
跌破离场 |
| 22 |
2025-08-07 |
2025-11-13 |
91.51884741999999 |
123.87600000000002 |
¥28.8万 |
+35.32% |
跌破离场 |
| 23 |
2026-01-08 |
2026-03-03 |
134.67489034999997 |
159.89994000000002 |
¥20.1万 |
+18.69% |
跌破离场 |
| 24 |
2026-04-28 |
2026-06-02 |
172.92456181 |
235.80396 |
¥45.2万 |
+36.32% |
跌破离场 |
| 25 |
2026-06-30 |
2026-07-09 |
297.04574699799997 |
253.8459 |
¥-25.5万 |
-14.57% |
跌破离场 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-11-08 |
突破买入 |
买入 |
64.04397999999999 |
15500.0 |
¥99.3万 |
首仓入场 |
| 2019-11-26 |
跌破离场 |
卖出 |
63.84609 |
15500.0 |
¥98.9万 |
|
| 2019-12-11 |
突破买入 |
买入 |
72.68261 |
13400.0 |
¥97.4万 |
首仓入场 |
| 2019-12-24 |
跌破离场 |
卖出 |
68.931 |
13400.0 |
¥92.3万 |
|
| 2020-01-15 |
突破买入 |
买入 |
77.58751 |
12000.0 |
¥93.1万 |
首仓入场 |
| 2020-02-27 |
跌破离场 |
卖出 |
97.80210000000001 |
12000.0 |
¥1.17M |
|
| 2020-04-24 |
突破买入 |
买入 |
91.9919 |
12800.0 |
¥1.18M |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
91.11878999999999 |
12800.0 |
¥1.17M |
|
| 2020-06-24 |
突破买入 |
买入 |
97.59749999999998 |
12000.0 |
¥1.17M |
首仓入场 |
| 2020-07-17 |
跌破离场 |
卖出 |
98.89101 |
12000.0 |
¥1.19M |
|
| 2020-12-09 |
突破买入 |
买入 |
82.082 |
14200.0 |
¥1.17M |
首仓入场 |
| 2020-12-28 |
跌破离场 |
卖出 |
81.918 |
14200.0 |
¥1.16M |
|
| 2021-01-15 |
突破买入 |
买入 |
97.9979 |
12000.0 |
¥1.18M |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
84.4155 |
12000.0 |
¥1.01M |
|
| 2021-11-01 |
突破买入 |
买入 |
65.56549999999999 |
15600.0 |
¥1.02M |
首仓入场 |
| 2021-12-07 |
跌破离场 |
卖出 |
74.34558 |
15600.0 |
¥1.16M |
|
| 2022-05-13 |
突破买入 |
买入 |
65.2652 |
17700.0 |
¥1.16M |
首仓入场 |
| 2022-05-27 |
跌破离场 |
卖出 |
61.538399999999996 |
17700.0 |
¥1.09M |
|
| 2022-06-07 |
突破买入 |
买入 |
70.75 |
15300.0 |
¥1.08M |
首仓入场 |
| 2022-06-22 |
跌破离场 |
卖出 |
57.772169999999996 |
15300.0 |
¥88.4万 |
|
| 2022-11-01 |
突破买入 |
买入 |
56.88682999999999 |
15700.0 |
¥89.3万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
64.89504 |
15700.0 |
¥1.02M |
|
| 2023-03-21 |
突破买入 |
买入 |
62.6626 |
16200.0 |
¥1.02M |
首仓入场 |
| 2023-04-25 |
跌破离场 |
卖出 |
68.94099 |
16200.0 |
¥1.12M |
|
| 2023-11-01 |
突破买入 |
买入 |
55.21515999999999 |
20200.0 |
¥1.12M |
首仓入场 |
| 2023-12-08 |
跌破离场 |
卖出 |
57.06288 |
20200.0 |
¥1.15M |
|
| 2024-03-05 |
突破买入 |
买入 |
54.5545 |
21000.0 |
¥1.15M |
首仓入场 |
| 2024-03-20 |
跌破离场 |
卖出 |
48.80115 |
21000.0 |
¥1.02M |
|
| 2024-04-29 |
突破买入 |
买入 |
50.750699999999995 |
20300.0 |
¥1.03M |
首仓入场 |
| 2024-05-17 |
跌破离场 |
卖出 |
48.951 |
20300.0 |
¥99.3万 |
|
| 2024-05-28 |
突破买入 |
买入 |
52.35229999999999 |
18900.0 |
¥99.0万 |
首仓入场 |
| 2024-07-24 |
跌破离场 |
卖出 |
59.59035 |
18900.0 |
¥1.13M |
|
| 2024-10-09 |
突破买入 |
买入 |
76.076 |
14000.0 |
¥1.07M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
63.5364 |
14000.0 |
¥88.9万 |
|
| 2024-12-23 |
突破买入 |
买入 |
72.59252 |
13100.0 |
¥95.1万 |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
66.16377 |
13100.0 |
¥86.6万 |
|
| 2025-02-18 |
突破买入 |
买入 |
74.074 |
11600.0 |
¥86.0万 |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
74.0259 |
11600.0 |
¥85.8万 |
|
| 2025-06-04 |
突破买入 |
买入 |
80.4804 |
10700.0 |
¥86.1万 |
首仓入场 |
| 2025-06-24 |
跌破离场 |
卖出 |
78.77114999999999 |
10700.0 |
¥84.3万 |
|
| 2025-07-16 |
突破买入 |
买入 |
85.83574999999999 |
9900.0 |
¥85.0万 |
首仓入场 |
| 2025-08-04 |
跌破离场 |
卖出 |
81.93 |
9900.0 |
¥81.1万 |
|
| 2025-08-07 |
突破买入 |
买入 |
91.4914 |
8900.0 |
¥81.5万 |
首仓入场 |
| 2025-11-13 |
跌破离场 |
卖出 |
123.87600000000002 |
8900.0 |
¥1.10M |
|
| 2026-01-08 |
突破买入 |
买入 |
134.63449999999997 |
8000.0 |
¥1.08M |
首仓入场 |
| 2026-03-03 |
跌破离场 |
卖出 |
159.89994000000002 |
8000.0 |
¥1.28M |
|
| 2026-04-28 |
突破买入 |
买入 |
172.87269999999998 |
7200.0 |
¥1.25M |
首仓入场 |
| 2026-06-02 |
跌破离场 |
卖出 |
235.80396 |
7200.0 |
¥1.70M |
|
| 2026-06-30 |
突破买入 |
买入 |
296.95666 |
5900.0 |
¥1.75M |
首仓入场 |
| 2026-07-09 |
跌破离场 |
卖出 |
253.8459 |
5900.0 |
¥1.50M |
|