688082 盛美上海 — 海龟交易法则 回测明细
数据区间: 2021-11-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.07M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +6.94%）
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 19 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 |
2022-06-06 |
2022-08-23 |
94.32248825999999 |
117.73214999999999 |
¥24.5万 |
+24.78% |
跌破离场 |
| 2 |
2023-02-03 |
2023-02-20 |
88.41481648999998 |
82.917 |
¥-7.7万 |
-6.25% |
跌破离场 |
| 3 |
2023-03-15 |
2023-05-09 |
96.12482879999997 |
103.99589999999999 |
¥9.5万 |
+8.16% |
跌破离场 |
| 4 |
2023-06-06 |
2023-06-26 |
121.768129483 |
110.58930000000001 |
¥-11.5万 |
-9.21% |
跌破离场 |
| 5 |
2023-08-11 |
2023-08-23 |
108.99153765499997 |
99.98991000000001 |
¥-9.5万 |
-8.29% |
跌破离场 |
| 6 |
2023-09-01 |
2023-09-19 |
113.41728498099998 |
106.84305 |
¥-6.1万 |
-5.82% |
跌破离场 |
| 7 |
2023-10-09 |
2023-11-23 |
115.65018464999999 |
110.1897 |
¥-4.6万 |
-4.75% |
跌破离场 |
| 8 |
2024-03-01 |
2024-03-26 |
97.1261291 |
88.06185 |
¥-8.7万 |
-9.36% |
跌破离场 |
| 9 |
2024-06-12 |
2024-09-04 |
83.10792489999997 |
82.70721 |
¥-4,383 |
-0.51% |
跌破离场 |
| 10 |
2024-10-09 |
2024-11-04 |
126.76461797999998 |
102.3975 |
¥-16.3万 |
-19.25% |
跌破离场 |
| 11 |
2024-11-12 |
2024-12-16 |
122.15863659999998 |
107.11278 |
¥-8.4万 |
-12.34% |
跌破离场 |
| 12 |
2025-02-13 |
2025-03-14 |
104.725998377 |
103.12677000000001 |
¥-9,292 |
-1.56% |
跌破离场 |
| 13 |
2025-06-19 |
2025-07-15 |
109.63236984699999 |
109.73 |
¥349 |
+0.06% |
跌破离场 |
| 14 |
2025-07-23 |
2025-08-08 |
116.40115987499999 |
118.2816 |
¥9,225 |
+1.58% |
跌破离场 |
| 15 |
2025-08-26 |
2025-10-20 |
154.20024619999998 |
179.82 |
¥10.0万 |
+16.58% |
跌破离场 |
| 16 |
2025-12-15 |
2026-02-03 |
172.72430175 |
179.80002 |
¥2.7万 |
+4.07% |
跌破离场 |
| 17 |
2026-04-15 |
2026-04-29 |
160.758763165 |
144.855 |
¥-7.2万 |
-9.92% |
跌破离场 |
| 18 |
2026-05-13 |
2026-07-17 |
169.500114784 |
327.90176999999994 |
¥58.6万 |
+93.39% |
跌破离场 |
| 19 |
2026-08-19 |
2026-09-07 |
324.431310203 |
274.725 |
¥-17.9万 |
-15.35% |
跌破离场 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-06-06 |
突破买入 |
买入 |
94.29419999999999 |
10500.0 |
¥99.0万 |
首仓入场 |
| 2022-08-23 |
跌破离场 |
卖出 |
117.73214999999999 |
10500.0 |
¥1.24M |
|
| 2023-02-03 |
突破买入 |
买入 |
88.38829999999999 |
13900.0 |
¥1.23M |
首仓入场 |
| 2023-02-20 |
跌破离场 |
卖出 |
82.917 |
13900.0 |
¥1.15M |
|
| 2023-03-15 |
突破买入 |
买入 |
96.09599999999999 |
12100.0 |
¥1.16M |
首仓入场 |
| 2023-05-09 |
跌破离场 |
卖出 |
103.99589999999999 |
12100.0 |
¥1.26M |
|
| 2023-06-06 |
突破买入 |
买入 |
121.73160999999999 |
10300.0 |
¥1.25M |
首仓入场 |
| 2023-06-26 |
跌破离场 |
卖出 |
110.58930000000001 |
10300.0 |
¥1.14M |
|
| 2023-08-11 |
突破买入 |
买入 |
108.95884999999998 |
10500.0 |
¥1.14M |
首仓入场 |
| 2023-08-23 |
跌破离场 |
卖出 |
99.98991000000001 |
10500.0 |
¥1.05M |
|
| 2023-09-01 |
突破买入 |
买入 |
113.38326999999998 |
9200.0 |
¥1.04M |
首仓入场 |
| 2023-09-19 |
跌破离场 |
卖出 |
106.84305 |
9200.0 |
¥98.3万 |
|
| 2023-10-09 |
突破买入 |
买入 |
115.61549999999998 |
8300.0 |
¥96.0万 |
首仓入场 |
| 2023-11-23 |
跌破离场 |
卖出 |
110.1897 |
8300.0 |
¥91.4万 |
|
| 2024-03-01 |
突破买入 |
买入 |
97.097 |
9600.0 |
¥93.2万 |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
88.06185 |
9600.0 |
¥84.5万 |
|
| 2024-06-12 |
突破买入 |
买入 |
83.08299999999998 |
10300.0 |
¥85.6万 |
首仓入场 |
| 2024-09-04 |
跌破离场 |
卖出 |
82.70721 |
10300.0 |
¥85.2万 |
|
| 2024-10-09 |
突破买入 |
买入 |
126.72659999999998 |
6700.0 |
¥84.9万 |
首仓入场 |
| 2024-11-04 |
跌破离场 |
卖出 |
102.3975 |
6700.0 |
¥68.6万 |
|
| 2024-11-12 |
突破买入 |
买入 |
122.12199999999999 |
5600.0 |
¥68.4万 |
首仓入场 |
| 2024-12-16 |
跌破离场 |
卖出 |
107.11278 |
5600.0 |
¥60.0万 |
|
| 2025-02-13 |
突破买入 |
买入 |
104.69458999999999 |
5700.0 |
¥59.7万 |
首仓入场 |
| 2025-03-14 |
跌破离场 |
卖出 |
103.12677000000001 |
5700.0 |
¥58.8万 |
|
| 2025-06-19 |
突破买入 |
买入 |
109.59948999999999 |
5400.0 |
¥59.2万 |
首仓入场 |
| 2025-07-15 |
跌破离场 |
卖出 |
109.73 |
5400.0 |
¥59.2万 |
|
| 2025-07-23 |
突破买入 |
买入 |
116.36625 |
5000.0 |
¥58.2万 |
首仓入场 |
| 2025-08-08 |
跌破离场 |
卖出 |
118.2816 |
5000.0 |
¥59.1万 |
|
| 2025-08-26 |
突破买入 |
买入 |
154.154 |
3900.0 |
¥60.1万 |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
179.82 |
3900.0 |
¥70.1万 |
|
| 2025-12-15 |
突破买入 |
买入 |
172.6725 |
3900.0 |
¥67.4万 |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
179.80002 |
3900.0 |
¥70.1万 |
|
| 2026-04-15 |
突破买入 |
买入 |
160.71054999999998 |
4500.0 |
¥72.3万 |
首仓入场 |
| 2026-04-29 |
跌破离场 |
卖出 |
144.855 |
4500.0 |
¥65.2万 |
|
| 2026-05-13 |
突破买入 |
买入 |
169.44928000000002 |
3700.0 |
¥62.7万 |
首仓入场 |
| 2026-07-17 |
跌破离场 |
卖出 |
327.90176999999994 |
3700.0 |
¥1.21M |
|
| 2026-08-19 |
突破买入 |
买入 |
324.33401 |
3600.0 |
¥1.17M |
首仓入场 |
| 2026-09-07 |
跌破离场 |
卖出 |
274.725 |
3600.0 |
¥98.9万 |
|