688036 传音控股 — 海龟交易法则 回测明细
数据区间: 2019-09-30 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.54M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +54.23%）
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 23 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 |
2020-01-02 |
2020-02-25 |
45.499085631999996 |
61.92801 |
¥35.8万 |
+36.07% |
跌破离场 |
| 2 |
2020-04-24 |
2020-05-25 |
49.924832957999996 |
49.84011 |
¥-2,671 |
-0.20% |
跌破离场 |
| 3 |
2020-06-09 |
2020-09-25 |
60.57866815 |
90.42948 |
¥64.4万 |
+49.23% |
跌破离场 |
| 4 |
2020-10-30 |
2020-12-17 |
119.695437862 |
130.869 |
¥18.6万 |
+9.30% |
跌破离场 |
| 5 |
2021-01-05 |
2021-02-25 |
158.53587649899998 |
190.54926 |
¥43.5万 |
+20.16% |
跌破离场 |
| 6 |
2021-06-25 |
2021-07-13 |
195.25355849999997 |
179.29052999999996 |
¥-21.3万 |
-8.20% |
跌破离场 |
| 7 |
2021-10-26 |
2021-11-12 |
157.98516133399997 |
145.99385999999998 |
¥-18.3万 |
-7.62% |
跌破离场 |
| 8 |
2021-11-18 |
2021-12-14 |
173.20492589399996 |
153.57627 |
¥-24.8万 |
-11.36% |
跌破离场 |
| 9 |
2022-06-02 |
2022-06-24 |
96.36514087199998 |
88.38153 |
¥-16.4万 |
-8.31% |
跌破离场 |
| 10 |
2022-11-03 |
2022-12-23 |
64.593882353 |
76.87305 |
¥33.8万 |
+18.97% |
跌破离场 |
| 11 |
2023-01-18 |
2023-02-23 |
84.82544 |
84.67524 |
¥-4,425 |
-0.21% |
跌破离场 |
| 12 |
2023-03-24 |
2023-04-20 |
106.09777978799997 |
109.0 |
¥5.7万 |
+2.70% |
跌破离场 |
| 13 |
2023-06-06 |
2023-07-11 |
134.19426620599998 |
134.47539 |
¥3,901 |
+0.18% |
跌破离场 |
| 14 |
2023-08-31 |
2023-09-25 |
147.22118310899998 |
132.867 |
¥-21.3万 |
-9.78% |
跌破离场 |
| 15 |
2023-12-22 |
2024-03-22 |
130.10896098199999 |
159.64020000000002 |
¥44.8万 |
+22.66% |
跌破离场 |
| 16 |
2024-04-19 |
2024-04-26 |
172.07345655499998 |
145.0 |
¥-38.2万 |
-15.76% |
跌破离场 |
| 17 |
2024-08-22 |
2024-11-19 |
82.957729855 |
93.16674 |
¥25.2万 |
+12.27% |
跌破离场 |
| 18 |
2025-02-06 |
2025-02-20 |
106.13783179999999 |
96.84306 |
¥-20.0万 |
-8.78% |
跌破离场 |
| 19 |
2025-06-19 |
2025-07-07 |
80.23419303899999 |
74.56536 |
¥-14.9万 |
-7.09% |
跌破离场 |
| 20 |
2025-08-05 |
2025-10-13 |
84.30948526 |
83.79612 |
¥-1.2万 |
-0.64% |
跌破离场 |
| 21 |
2026-05-20 |
2026-06-09 |
66.029803 |
57.80214 |
¥-24.2万 |
-12.49% |
跌破离场 |
| 22 |
2026-07-10 |
2026-08-05 |
66.48633991999999 |
57.15279 |
¥-23.9万 |
-14.06% |
跌破离场 |
| 23 |
2026-10-26 |
2026-11-13 |
58.666184576999996 |
61.62 |
¥7.3万 |
+5.00% |
强平 |
逐笔成交记录（共 46 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-01-02 |
突破买入 |
买入 |
45.48543999999999 |
21800.0 |
¥99.2万 |
首仓入场 |
| 2020-02-25 |
跌破离场 |
卖出 |
61.92801 |
21800.0 |
¥1.35M |
|
| 2020-04-24 |
突破买入 |
买入 |
49.909859999999995 |
26800.0 |
¥1.34M |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
49.84011 |
26800.0 |
¥1.34M |
|
| 2020-06-09 |
突破买入 |
买入 |
60.56049999999999 |
21600.0 |
¥1.31M |
首仓入场 |
| 2020-09-25 |
跌破离场 |
卖出 |
90.42948 |
21600.0 |
¥1.95M |
|
| 2020-10-30 |
突破买入 |
买入 |
119.65953999999999 |
16700.0 |
¥2.00M |
首仓入场 |
| 2020-12-17 |
跌破离场 |
卖出 |
130.869 |
16700.0 |
¥2.18M |
|
| 2021-01-05 |
突破买入 |
买入 |
158.48833 |
13600.0 |
¥2.16M |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
190.54926 |
13600.0 |
¥2.59M |
|
| 2021-06-25 |
突破买入 |
买入 |
195.19499999999996 |
13300.0 |
¥2.60M |
首仓入场 |
| 2021-07-13 |
跌破离场 |
卖出 |
179.29052999999996 |
13300.0 |
¥2.38M |
|
| 2021-10-26 |
突破买入 |
买入 |
157.93777999999998 |
15200.0 |
¥2.40M |
首仓入场 |
| 2021-11-12 |
跌破离场 |
卖出 |
145.99385999999998 |
15200.0 |
¥2.22M |
|
| 2021-11-18 |
突破买入 |
买入 |
173.15297999999996 |
12600.0 |
¥2.18M |
首仓入场 |
| 2021-12-14 |
跌破离场 |
卖出 |
153.57627 |
12600.0 |
¥1.93M |
|
| 2022-06-02 |
突破买入 |
买入 |
96.33623999999999 |
20500.0 |
¥1.98M |
首仓入场 |
| 2022-06-24 |
跌破离场 |
卖出 |
88.38153 |
20500.0 |
¥1.81M |
|
| 2022-11-03 |
突破买入 |
买入 |
64.57451 |
27600.0 |
¥1.78M |
首仓入场 |
| 2022-12-23 |
跌破离场 |
卖出 |
76.87305 |
27600.0 |
¥2.12M |
|
| 2023-01-18 |
突破买入 |
买入 |
84.8 |
25200.0 |
¥2.14M |
首仓入场 |
| 2023-02-23 |
跌破离场 |
卖出 |
84.67524 |
25200.0 |
¥2.13M |
|
| 2023-03-24 |
突破买入 |
买入 |
106.06595999999998 |
19800.0 |
¥2.10M |
首仓入场 |
| 2023-04-20 |
跌破离场 |
卖出 |
109.0 |
19800.0 |
¥2.16M |
|
| 2023-06-06 |
突破买入 |
买入 |
134.15402 |
16200.0 |
¥2.17M |
首仓入场 |
| 2023-07-11 |
跌破离场 |
卖出 |
134.47539 |
16200.0 |
¥2.18M |
|
| 2023-08-31 |
突破买入 |
买入 |
147.17702999999997 |
14800.0 |
¥2.18M |
首仓入场 |
| 2023-09-25 |
跌破离场 |
卖出 |
132.867 |
14800.0 |
¥1.97M |
|
| 2023-12-22 |
突破买入 |
买入 |
130.06993999999997 |
15200.0 |
¥1.98M |
首仓入场 |
| 2024-03-22 |
跌破离场 |
卖出 |
159.64020000000002 |
15200.0 |
¥2.43M |
|
| 2024-04-19 |
突破买入 |
买入 |
172.02184999999997 |
14100.0 |
¥2.43M |
首仓入场 |
| 2024-04-26 |
跌破离场 |
卖出 |
145.0 |
14100.0 |
¥2.04M |
|
| 2024-08-22 |
突破买入 |
买入 |
82.93284999999999 |
24800.0 |
¥2.06M |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
93.16674 |
24800.0 |
¥2.31M |
|
| 2025-02-06 |
突破买入 |
买入 |
106.106 |
21400.0 |
¥2.27M |
首仓入场 |
| 2025-02-20 |
跌破离场 |
卖出 |
96.84306 |
21400.0 |
¥2.07M |
|
| 2025-06-19 |
突破买入 |
买入 |
80.21012999999999 |
26100.0 |
¥2.09M |
首仓入场 |
| 2025-07-07 |
跌破离场 |
卖出 |
74.56536 |
26100.0 |
¥1.95M |
|
| 2025-08-05 |
突破买入 |
买入 |
84.2842 |
23000.0 |
¥1.94M |
首仓入场 |
| 2025-10-13 |
跌破离场 |
卖出 |
83.79612 |
23000.0 |
¥1.93M |
|
| 2026-05-20 |
突破买入 |
买入 |
66.01 |
29400.0 |
¥1.94M |
首仓入场 |
| 2026-06-09 |
跌破离场 |
卖出 |
57.80214 |
29400.0 |
¥1.70M |
|
| 2026-07-10 |
突破买入 |
买入 |
66.4664 |
25600.0 |
¥1.70M |
首仓入场 |
| 2026-08-05 |
跌破离场 |
卖出 |
57.15279 |
25600.0 |
¥1.46M |
|
| 2026-10-26 |
突破买入 |
买入 |
58.64859 |
24700.0 |
¥1.45M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
61.62 |
24700 |
¥1.52M |
回测结束强平 |