688111 金山办公 — 海龟交易法则 回测明细
数据区间: 2019-11-18 ~ 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 +31.43%）
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 20 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 |
2020-01-20 |
2020-06-09 |
184.23925519999997 |
253.73601000000002 |
¥37.5万 |
+37.68% |
跌破离场 |
| 2 |
2020-06-23 |
2020-08-21 |
286.3718858 |
354.645 |
¥32.0万 |
+23.80% |
跌破离场 |
| 3 |
2020-10-13 |
2020-10-26 |
352.00712046499996 |
294.705 |
¥-27.0万 |
-16.30% |
跌破离场 |
| 4 |
2020-12-08 |
2021-02-23 |
359.857314817 |
368.6 |
¥3.4万 |
+2.40% |
跌破离场 |
| 5 |
2021-05-06 |
2021-06-25 |
375.48761249999995 |
369.23040000000003 |
¥-2.4万 |
-1.70% |
跌破离场 |
| 6 |
2021-09-30 |
2021-11-22 |
268.16824634599993 |
274.725 |
¥3.4万 |
+2.41% |
跌破离场 |
| 7 |
2022-05-06 |
2022-07-06 |
185.57098459899998 |
182.34747 |
¥-2.5万 |
-1.77% |
跌破离场 |
| 8 |
2022-09-15 |
2022-10-10 |
209.27176269999998 |
200.90889 |
¥-5.8万 |
-4.02% |
跌破离场 |
| 9 |
2022-10-21 |
2022-11-14 |
254.33027619999996 |
256.743 |
¥1.2万 |
+0.92% |
跌破离场 |
| 10 |
2023-01-04 |
2023-02-20 |
285.37058549999995 |
274.725 |
¥-5.3万 |
-3.76% |
跌破离场 |
| 11 |
2023-03-14 |
2023-07-27 |
321.61765636 |
409.8897 |
¥36.1万 |
+27.41% |
跌破离场 |
| 12 |
2024-02-23 |
2024-04-08 |
252.82832574999995 |
280.719 |
¥18.6万 |
+11.00% |
跌破离场 |
| 13 |
2024-10-09 |
2024-11-04 |
297.04574699799997 |
248.73102 |
¥-28.5万 |
-16.29% |
跌破离场 |
| 14 |
2024-11-14 |
2024-12-24 |
312.896330747 |
292.2075 |
¥-10.6万 |
-6.64% |
跌破离场 |
| 15 |
2025-02-06 |
2025-02-28 |
364.43325718799997 |
354.08556 |
¥-4.2万 |
-2.87% |
跌破离场 |
| 16 |
2025-07-21 |
2025-08-11 |
290.95784117399995 |
287.712 |
¥-1.6万 |
-1.15% |
跌破离场 |
| 17 |
2025-08-25 |
2025-09-05 |
334.19398812799994 |
294.0057 |
¥-17.3万 |
-12.05% |
跌破离场 |
| 18 |
2026-01-06 |
2026-02-03 |
326.0734426949999 |
325.674 |
¥-1,889 |
-0.15% |
跌破离场 |
| 19 |
2026-07-10 |
2026-08-20 |
225.29256749999996 |
249.45029999999997 |
¥13.2万 |
+10.69% |
跌破离场 |
| 20 |
2026-10-22 |
2026-10-29 |
237.46837914799994 |
222.43733999999998 |
¥-8.8万 |
-6.36% |
跌破离场 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-01-20 |
突破买入 |
买入 |
184.18399999999997 |
5400.0 |
¥99.5万 |
首仓入场 |
| 2020-06-09 |
跌破离场 |
卖出 |
253.73601000000002 |
5400.0 |
¥1.37M |
|
| 2020-06-23 |
突破买入 |
买入 |
286.28599999999994 |
4700.0 |
¥1.35M |
首仓入场 |
| 2020-08-21 |
跌破离场 |
卖出 |
354.645 |
4700.0 |
¥1.67M |
|
| 2020-10-13 |
突破买入 |
买入 |
351.90155 |
4700.0 |
¥1.65M |
首仓入场 |
| 2020-10-26 |
跌破离场 |
卖出 |
294.705 |
4700.0 |
¥1.38M |
|
| 2020-12-08 |
突破买入 |
买入 |
359.74938999999995 |
3900.0 |
¥1.40M |
首仓入场 |
| 2021-02-23 |
跌破离场 |
卖出 |
368.6 |
3900.0 |
¥1.44M |
|
| 2021-05-06 |
突破买入 |
买入 |
375.37499999999994 |
3800.0 |
¥1.43M |
首仓入场 |
| 2021-06-25 |
跌破离场 |
卖出 |
369.23040000000003 |
3800.0 |
¥1.40M |
|
| 2021-09-30 |
突破买入 |
买入 |
268.08781999999997 |
5300.0 |
¥1.42M |
首仓入场 |
| 2021-11-22 |
跌破离场 |
卖出 |
274.725 |
5300.0 |
¥1.46M |
|
| 2022-05-06 |
突破买入 |
买入 |
185.51533 |
7500.0 |
¥1.39M |
首仓入场 |
| 2022-07-06 |
跌破离场 |
卖出 |
182.34747 |
7500.0 |
¥1.37M |
|
| 2022-09-15 |
突破买入 |
买入 |
209.20899999999997 |
6900.0 |
¥1.44M |
首仓入场 |
| 2022-10-10 |
跌破离场 |
卖出 |
200.90889 |
6900.0 |
¥1.39M |
|
| 2022-10-21 |
突破买入 |
买入 |
254.25399999999993 |
5300.0 |
¥1.35M |
首仓入场 |
| 2022-11-14 |
跌破离场 |
卖出 |
256.743 |
5300.0 |
¥1.36M |
|
| 2023-01-04 |
突破买入 |
买入 |
285.28499999999997 |
4900.0 |
¥1.40M |
首仓入场 |
| 2023-02-20 |
跌破离场 |
卖出 |
274.725 |
4900.0 |
¥1.35M |
|
| 2023-03-14 |
突破买入 |
买入 |
321.52119999999996 |
4100.0 |
¥1.32M |
首仓入场 |
| 2023-07-27 |
跌破离场 |
卖出 |
409.8897 |
4100.0 |
¥1.68M |
|
| 2024-02-23 |
突破买入 |
买入 |
252.75249999999997 |
6700.0 |
¥1.69M |
首仓入场 |
| 2024-04-08 |
跌破离场 |
卖出 |
280.719 |
6700.0 |
¥1.88M |
|
| 2024-10-09 |
突破买入 |
买入 |
296.95666 |
5900.0 |
¥1.75M |
首仓入场 |
| 2024-11-04 |
跌破离场 |
卖出 |
248.73102 |
5900.0 |
¥1.47M |
|
| 2024-11-14 |
突破买入 |
买入 |
312.80249 |
5100.0 |
¥1.60M |
首仓入场 |
| 2024-12-24 |
跌破离场 |
卖出 |
292.2075 |
5100.0 |
¥1.49M |
|
| 2025-02-06 |
突破买入 |
买入 |
364.32395999999994 |
4000.0 |
¥1.46M |
首仓入场 |
| 2025-02-28 |
跌破离场 |
卖出 |
354.08556 |
4000.0 |
¥1.42M |
|
| 2025-07-21 |
突破买入 |
买入 |
290.87057999999996 |
4900.0 |
¥1.43M |
首仓入场 |
| 2025-08-11 |
跌破离场 |
卖出 |
287.712 |
4900.0 |
¥1.41M |
|
| 2025-08-25 |
突破买入 |
买入 |
334.09376 |
4300.0 |
¥1.44M |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
294.0057 |
4300.0 |
¥1.26M |
|
| 2026-01-06 |
突破买入 |
买入 |
325.9756499999999 |
3800.0 |
¥1.24M |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
325.674 |
3800.0 |
¥1.24M |
|
| 2026-07-10 |
突破买入 |
买入 |
225.22499999999997 |
5500.0 |
¥1.24M |
首仓入场 |
| 2026-08-20 |
跌破离场 |
卖出 |
249.45029999999997 |
5500.0 |
¥1.37M |
|
| 2026-10-22 |
突破买入 |
买入 |
237.39715999999996 |
5800.0 |
¥1.38M |
首仓入场 |
| 2026-10-29 |
跌破离场 |
卖出 |
222.43733999999998 |
5800.0 |
¥1.29M |
|