688012 中微公司 — 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: ¥1.19M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +19.07%）
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 26 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 |
2019-12-10 |
2019-12-24 |
78.60207354999999 |
76.03 |
¥-3.3万 |
-3.30% |
跌破离场 |
| 2 |
2019-12-26 |
2020-02-28 |
88.41481648999999 |
165.77406 |
¥83.5万 |
+87.44% |
跌破离场 |
| 3 |
2020-05-07 |
2020-06-10 |
191.04809723999998 |
208.3914 |
¥16.2万 |
+9.05% |
跌破离场 |
| 4 |
2020-12-14 |
2020-12-28 |
169.72040084999998 |
144.855 |
¥-28.4万 |
-14.68% |
跌破离场 |
| 5 |
2021-01-15 |
2021-01-29 |
182.23665459999998 |
160.4394 |
¥-20.1万 |
-11.99% |
跌破离场 |
| 6 |
2021-04-08 |
2021-05-10 |
123.46032698999997 |
107.90199000000001 |
¥-18.4万 |
-12.63% |
跌破离场 |
| 7 |
2021-05-28 |
2021-07-05 |
130.409351072 |
158.74110000000002 |
¥27.7万 |
+21.69% |
跌破离场 |
| 8 |
2021-07-09 |
2021-08-09 |
175.788280668 |
177.9219 |
¥1.8万 |
+1.18% |
跌破离场 |
| 9 |
2021-11-11 |
2021-11-30 |
166.22586280299996 |
159.84 |
¥-6.0万 |
-3.87% |
跌破离场 |
| 10 |
2022-02-24 |
2022-03-14 |
129.96877894 |
118.77111000000002 |
¥-13.1万 |
-8.64% |
跌破离场 |
| 11 |
2022-06-01 |
2022-06-23 |
115.44992459 |
115.0848 |
¥-4,796 |
-0.35% |
跌破离场 |
| 12 |
2022-08-08 |
2022-08-24 |
146.75057196799997 |
135.9639 |
¥-10.2万 |
-7.38% |
跌破离场 |
| 13 |
2022-11-04 |
2022-12-23 |
115.14953449999997 |
99.9 |
¥-17.0万 |
-13.27% |
跌破离场 |
| 14 |
2023-01-20 |
2023-05-05 |
108.54095251999999 |
168.52131 |
¥61.1万 |
+55.21% |
跌破离场 |
| 15 |
2023-09-01 |
2023-09-15 |
153.39920595999993 |
143.84601 |
¥-10.8万 |
-6.26% |
跌破离场 |
| 16 |
2023-10-13 |
2023-11-23 |
161.2093483 |
158.92 |
¥-2.3万 |
-1.45% |
跌破离场 |
| 17 |
2024-03-01 |
2024-04-11 |
147.98217133699998 |
141.858 |
¥-6.7万 |
-4.17% |
跌破离场 |
| 18 |
2024-06-12 |
2024-08-21 |
148.76318557099998 |
144.12573 |
¥-4.8万 |
-3.15% |
跌破离场 |
| 19 |
2024-10-09 |
2024-11-26 |
192.24965759999998 |
205.18461 |
¥9.7万 |
+6.70% |
跌破离场 |
| 20 |
2025-02-13 |
2025-03-21 |
197.0591 |
193.0068 |
¥-3.3万 |
-2.09% |
跌破离场 |
| 21 |
2025-07-01 |
2025-09-05 |
182.226641597 |
195.79401000000001 |
¥11.3万 |
+7.41% |
跌破离场 |
| 22 |
2025-09-18 |
2025-10-20 |
227.89594827999994 |
267.732 |
¥29.0万 |
+17.44% |
跌破离场 |
| 23 |
2025-11-11 |
2025-11-21 |
320.4160959999999 |
275.06465999999995 |
¥-27.7万 |
-14.18% |
跌破离场 |
| 24 |
2026-01-06 |
2026-02-03 |
314.40829419999994 |
340.35929999999996 |
¥13.7万 |
+8.22% |
跌破离场 |
| 25 |
2026-04-28 |
2026-06-01 |
353.479031906 |
289.71 |
¥-32.6万 |
-18.06% |
跌破离场 |
| 26 |
2026-06-30 |
2026-07-17 |
457.59423709999993 |
364.25538 |
¥-29.9万 |
-20.42% |
跌破离场 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-12-10 |
突破买入 |
买入 |
78.57849999999999 |
12700.0 |
¥99.8万 |
首仓入场 |
| 2019-12-24 |
跌破离场 |
卖出 |
76.03 |
12700.0 |
¥96.5万 |
|
| 2019-12-26 |
突破买入 |
买入 |
88.38829999999999 |
10800.0 |
¥95.5万 |
首仓入场 |
| 2020-02-28 |
跌破离场 |
卖出 |
165.77406 |
10800.0 |
¥1.79M |
|
| 2020-05-07 |
突破买入 |
买入 |
190.99079999999998 |
9400.0 |
¥1.80M |
首仓入场 |
| 2020-06-10 |
跌破离场 |
卖出 |
208.3914 |
9400.0 |
¥1.96M |
|
| 2020-12-14 |
突破买入 |
买入 |
169.66949999999997 |
11400.0 |
¥1.93M |
首仓入场 |
| 2020-12-28 |
跌破离场 |
卖出 |
144.855 |
11400.0 |
¥1.65M |
|
| 2021-01-15 |
突破买入 |
买入 |
182.182 |
9200.0 |
¥1.68M |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
160.4394 |
9200.0 |
¥1.48M |
|
| 2021-04-08 |
突破买入 |
买入 |
123.42329999999997 |
11800.0 |
¥1.46M |
首仓入场 |
| 2021-05-10 |
跌破离场 |
卖出 |
107.90199000000001 |
11800.0 |
¥1.27M |
|
| 2021-05-28 |
突破买入 |
买入 |
130.37024 |
9800.0 |
¥1.28M |
首仓入场 |
| 2021-07-05 |
跌破离场 |
卖出 |
158.74110000000002 |
9800.0 |
¥1.56M |
|
| 2021-07-09 |
突破买入 |
买入 |
175.73556 |
8800.0 |
¥1.55M |
首仓入场 |
| 2021-08-09 |
跌破离场 |
卖出 |
177.9219 |
8800.0 |
¥1.57M |
|
| 2021-11-11 |
突破买入 |
买入 |
166.17600999999996 |
9300.0 |
¥1.55M |
首仓入场 |
| 2021-11-30 |
跌破离场 |
卖出 |
159.84 |
9300.0 |
¥1.49M |
|
| 2022-02-24 |
突破买入 |
买入 |
129.9298 |
11700.0 |
¥1.52M |
首仓入场 |
| 2022-03-14 |
跌破离场 |
卖出 |
118.77111000000002 |
11700.0 |
¥1.39M |
|
| 2022-06-01 |
突破买入 |
买入 |
115.41529999999999 |
12000.0 |
¥1.39M |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
115.0848 |
12000.0 |
¥1.38M |
|
| 2022-08-08 |
突破买入 |
买入 |
146.70656 |
9400.0 |
¥1.38M |
首仓入场 |
| 2022-08-24 |
跌破离场 |
卖出 |
135.9639 |
9400.0 |
¥1.28M |
|
| 2022-11-04 |
突破买入 |
买入 |
115.11499999999998 |
11100.0 |
¥1.28M |
首仓入场 |
| 2022-12-23 |
跌破离场 |
卖出 |
99.9 |
11100.0 |
¥1.11M |
|
| 2023-01-20 |
突破买入 |
买入 |
108.5084 |
10200.0 |
¥1.11M |
首仓入场 |
| 2023-05-05 |
跌破离场 |
卖出 |
168.52131 |
10200.0 |
¥1.72M |
|
| 2023-09-01 |
突破买入 |
买入 |
153.35319999999996 |
11300.0 |
¥1.73M |
首仓入场 |
| 2023-09-15 |
跌破离场 |
卖出 |
143.84601 |
11300.0 |
¥1.62M |
|
| 2023-10-13 |
突破买入 |
买入 |
161.16099999999997 |
10000.0 |
¥1.61M |
首仓入场 |
| 2023-11-23 |
跌破离场 |
卖出 |
158.92 |
10000.0 |
¥1.59M |
|
| 2024-03-01 |
突破买入 |
买入 |
147.93778999999998 |
10800.0 |
¥1.60M |
首仓入场 |
| 2024-04-11 |
跌破离场 |
卖出 |
141.858 |
10800.0 |
¥1.53M |
|
| 2024-06-12 |
突破买入 |
买入 |
148.71856999999997 |
10300.0 |
¥1.53M |
首仓入场 |
| 2024-08-21 |
跌破离场 |
卖出 |
144.12573 |
10300.0 |
¥1.48M |
|
| 2024-10-09 |
突破买入 |
买入 |
192.19199999999998 |
7500.0 |
¥1.44M |
首仓入场 |
| 2024-11-26 |
跌破离场 |
卖出 |
205.18461 |
7500.0 |
¥1.54M |
|
| 2025-02-13 |
突破买入 |
买入 |
197.0 |
8000.0 |
¥1.58M |
首仓入场 |
| 2025-03-21 |
跌破离场 |
卖出 |
193.0068 |
8000.0 |
¥1.54M |
|
| 2025-07-01 |
突破买入 |
买入 |
182.17199 |
8400.0 |
¥1.53M |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
195.79401000000001 |
8400.0 |
¥1.64M |
|
| 2025-09-18 |
突破买入 |
买入 |
227.82759999999996 |
7300.0 |
¥1.66M |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
267.732 |
7300.0 |
¥1.95M |
|
| 2025-11-11 |
突破买入 |
买入 |
320.31999999999994 |
6100.0 |
¥1.95M |
首仓入场 |
| 2025-11-21 |
跌破离场 |
卖出 |
275.06465999999995 |
6100.0 |
¥1.68M |
|
| 2026-01-06 |
突破买入 |
买入 |
314.31399999999996 |
5300.0 |
¥1.67M |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
340.35929999999996 |
5300.0 |
¥1.80M |
|
| 2026-04-28 |
突破买入 |
买入 |
353.37301999999994 |
5100.0 |
¥1.80M |
首仓入场 |
| 2026-06-01 |
跌破离场 |
卖出 |
289.71 |
5100.0 |
¥1.48M |
|
| 2026-06-30 |
突破买入 |
买入 |
457.457 |
3200.0 |
¥1.46M |
首仓入场 |
| 2026-07-17 |
跌破离场 |
卖出 |
364.25538 |
3200.0 |
¥1.17M |
|