688041 海光信息 — 海龟交易法则 回测明细
数据区间: 2022-08-12 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.31M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +30.56%）
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 14 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 |
2022-09-19 |
2022-10-11 |
62.681398779999995 |
45.92403 |
¥-26.7万 |
-26.76% |
跌破离场 |
| 2 |
2022-11-09 |
2022-11-24 |
47.061114100000005 |
43.51644 |
¥-5.5万 |
-7.56% |
跌破离场 |
| 3 |
2023-01-20 |
2023-05-11 |
44.698045392 |
77.69223 |
¥49.5万 |
+73.76% |
跌破离场 |
| 4 |
2023-10-20 |
2023-11-27 |
59.13679571799999 |
63.936 |
¥9.4万 |
+8.08% |
跌破离场 |
| 5 |
2023-12-07 |
2023-12-26 |
75.08750949699997 |
72.77714999999999 |
¥-3.9万 |
-3.11% |
跌破离场 |
| 6 |
2024-02-07 |
2024-03-27 |
76.69960297999998 |
76.23369 |
¥-7,821 |
-0.64% |
跌破离场 |
| 7 |
2024-07-17 |
2024-08-08 |
77.43055219899999 |
70.6293 |
¥-10.6万 |
-8.81% |
跌破离场 |
| 8 |
2024-10-09 |
2024-11-26 |
120.34628305699998 |
117.85203 |
¥-2.3万 |
-2.10% |
跌破离场 |
| 9 |
2024-12-26 |
2025-01-17 |
155.20154649999998 |
129.87 |
¥-17.5万 |
-16.35% |
跌破离场 |
| 10 |
2025-02-24 |
2025-03-21 |
156.072677761 |
151.3485 |
¥-2.8万 |
-3.06% |
跌破离场 |
| 11 |
2025-07-30 |
2025-10-15 |
142.28477263 |
228.06 |
¥52.3万 |
+60.24% |
跌破离场 |
| 12 |
2025-12-31 |
2026-02-04 |
225.442762545 |
247.99176 |
¥13.9万 |
+9.97% |
跌破离场 |
| 13 |
2026-04-28 |
2026-06-02 |
290.37708699999996 |
278.71101 |
¥-6.1万 |
-4.05% |
跌破离场 |
| 14 |
2026-06-26 |
2026-07-20 |
355.46160649999996 |
310.689 |
¥-18.4万 |
-12.62% |
跌破离场 |
逐笔成交记录（共 28 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-09-19 |
突破买入 |
买入 |
62.6626 |
15900.0 |
¥99.7万 |
首仓入场 |
| 2022-10-11 |
跌破离场 |
卖出 |
45.92403 |
15900.0 |
¥73.0万 |
|
| 2022-11-09 |
突破买入 |
买入 |
47.047 |
15500.0 |
¥72.9万 |
首仓入场 |
| 2022-11-24 |
跌破离场 |
卖出 |
43.51644 |
15500.0 |
¥67.4万 |
|
| 2023-01-20 |
突破买入 |
买入 |
44.68464 |
15000.0 |
¥67.0万 |
首仓入场 |
| 2023-05-11 |
跌破离场 |
卖出 |
77.69223 |
15000.0 |
¥1.17M |
|
| 2023-10-20 |
突破买入 |
买入 |
59.11905999999999 |
19700.0 |
¥1.16M |
首仓入场 |
| 2023-11-27 |
跌破离场 |
卖出 |
63.936 |
19700.0 |
¥1.26M |
|
| 2023-12-07 |
突破买入 |
买入 |
75.06498999999998 |
16700.0 |
¥1.25M |
首仓入场 |
| 2023-12-26 |
跌破离场 |
卖出 |
72.77714999999999 |
16700.0 |
¥1.22M |
|
| 2024-02-07 |
突破买入 |
买入 |
76.67659999999998 |
16000.0 |
¥1.23M |
首仓入场 |
| 2024-03-27 |
跌破离场 |
卖出 |
76.23369 |
16000.0 |
¥1.22M |
|
| 2024-07-17 |
突破买入 |
买入 |
77.40732999999999 |
15600.0 |
¥1.21M |
首仓入场 |
| 2024-08-08 |
跌破离场 |
卖出 |
70.6293 |
15600.0 |
¥1.10M |
|
| 2024-10-09 |
突破买入 |
买入 |
120.31018999999999 |
8900.0 |
¥1.07M |
首仓入场 |
| 2024-11-26 |
跌破离场 |
卖出 |
117.85203 |
8900.0 |
¥1.05M |
|
| 2024-12-26 |
突破买入 |
买入 |
155.15499999999997 |
6900.0 |
¥1.07M |
首仓入场 |
| 2025-01-17 |
跌破离场 |
卖出 |
129.87 |
6900.0 |
¥89.6万 |
|
| 2025-02-24 |
突破买入 |
买入 |
156.02587 |
5800.0 |
¥90.5万 |
首仓入场 |
| 2025-03-21 |
跌破离场 |
卖出 |
151.3485 |
5800.0 |
¥87.8万 |
|
| 2025-07-30 |
突破买入 |
买入 |
142.24209999999997 |
6100.0 |
¥86.8万 |
首仓入场 |
| 2025-10-15 |
跌破离场 |
卖出 |
228.06 |
6100.0 |
¥1.39M |
|
| 2025-12-31 |
突破买入 |
买入 |
225.37515 |
6200.0 |
¥1.40M |
首仓入场 |
| 2026-02-04 |
跌破离场 |
卖出 |
247.99176 |
6200.0 |
¥1.54M |
|
| 2026-04-28 |
突破买入 |
买入 |
290.28999999999996 |
5200.0 |
¥1.51M |
首仓入场 |
| 2026-06-02 |
跌破离场 |
卖出 |
278.71101 |
5200.0 |
¥1.45M |
|
| 2026-06-26 |
突破买入 |
买入 |
355.35499999999996 |
4100.0 |
¥1.46M |
首仓入场 |
| 2026-07-20 |
跌破离场 |
卖出 |
310.689 |
4100.0 |
¥1.27M |
|