688256 寒武纪 — 海龟交易法则 回测明细
数据区间: 2020-07-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥3.60M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +259.75%）
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 18 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 |
2020-10-20 |
2020-11-17 |
181.68593943499997 |
173.826 |
¥-4.3万 |
-4.35% |
跌破离场 |
| 2 |
2021-01-22 |
2021-02-05 |
166.31597982999995 |
141.19866 |
¥-14.1万 |
-15.13% |
跌破离场 |
| 3 |
2021-06-02 |
2021-07-14 |
122.95967683999999 |
126.52335000000001 |
¥2.3万 |
+2.87% |
跌破离场 |
| 4 |
2021-11-25 |
2021-12-24 |
95.12352849999998 |
89.1108 |
¥-5.3万 |
-6.35% |
跌破离场 |
| 5 |
2022-03-07 |
2022-03-16 |
86.07177378799997 |
66.05388 |
¥-18.2万 |
-23.28% |
跌破离场 |
| 6 |
2022-06-02 |
2022-07-13 |
57.965274367 |
61.278659999999995 |
¥3.4万 |
+5.68% |
跌破离场 |
| 7 |
2022-11-16 |
2022-11-25 |
68.96956466399999 |
63.41651999999999 |
¥-5.1万 |
-8.08% |
跌破离场 |
| 8 |
2023-01-20 |
2023-05-16 |
61.09934430599999 |
190.88892 |
¥1.23M |
+212.33% |
跌破离场 |
| 9 |
2023-06-01 |
2023-06-27 |
248.32247439999995 |
197.802 |
¥-35.9万 |
-20.37% |
跌破离场 |
| 10 |
2023-10-20 |
2023-10-24 |
144.18724319999998 |
106.9929 |
¥-37.2万 |
-25.82% |
跌破离场 |
| 11 |
2023-11-15 |
2023-12-18 |
150.19504499999996 |
143.3565 |
¥-4.8万 |
-4.58% |
跌破离场 |
| 12 |
2024-02-27 |
2024-04-08 |
148.683081547 |
161.65818 |
¥8.8万 |
+8.69% |
跌破离场 |
| 13 |
2024-05-10 |
2024-08-06 |
174.216239197 |
237.79196999999996 |
¥40.0万 |
+36.45% |
跌破离场 |
| 14 |
2024-10-09 |
2025-01-17 |
349.4538047 |
576.423 |
¥97.5万 |
+64.90% |
跌破离场 |
| 15 |
2025-02-24 |
2025-03-24 |
744.9674232 |
678.3210000000001 |
¥-22.1万 |
-8.97% |
跌破离场 |
| 16 |
2025-07-28 |
2025-10-13 |
673.8751018999998 |
1210.0 |
¥1.77M |
+79.50% |
跌破离场 |
| 17 |
2026-04-09 |
2026-05-11 |
1161.5083479999998 |
1199.799 |
¥12.9万 |
+3.27% |
跌破离场 |
| 18 |
2026-06-22 |
2026-07-17 |
1481.924444 |
1266.732 |
¥-58.2万 |
-14.55% |
跌破离场 |
逐笔成交记录（共 36 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-10-20 |
突破买入 |
买入 |
181.63144999999997 |
5400.0 |
¥98.1万 |
首仓入场 |
| 2020-11-17 |
跌破离场 |
卖出 |
173.826 |
5400.0 |
¥93.8万 |
|
| 2021-01-22 |
突破买入 |
买入 |
166.26609999999997 |
5600.0 |
¥93.1万 |
首仓入场 |
| 2021-02-05 |
跌破离场 |
卖出 |
141.19866 |
5600.0 |
¥79.0万 |
|
| 2021-06-02 |
突破买入 |
买入 |
122.92279999999998 |
6500.0 |
¥79.9万 |
首仓入场 |
| 2021-07-14 |
跌破离场 |
卖出 |
126.52335000000001 |
6500.0 |
¥82.2万 |
|
| 2021-11-25 |
突破买入 |
买入 |
95.09499999999998 |
8700.0 |
¥82.8万 |
首仓入场 |
| 2021-12-24 |
跌破离场 |
卖出 |
89.1108 |
8700.0 |
¥77.5万 |
|
| 2022-03-07 |
突破买入 |
买入 |
86.04595999999998 |
9100.0 |
¥78.3万 |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
66.05388 |
9100.0 |
¥60.1万 |
|
| 2022-06-02 |
突破买入 |
买入 |
57.94789 |
10300.0 |
¥59.7万 |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
61.278659999999995 |
10300.0 |
¥63.1万 |
|
| 2022-11-16 |
突破买入 |
买入 |
68.94887999999999 |
9200.0 |
¥63.5万 |
首仓入场 |
| 2022-11-25 |
跌破离场 |
卖出 |
63.41651999999999 |
9200.0 |
¥58.3万 |
|
| 2023-01-20 |
突破买入 |
买入 |
61.081019999999995 |
9500.0 |
¥58.0万 |
首仓入场 |
| 2023-05-16 |
跌破离场 |
卖出 |
190.88892 |
9500.0 |
¥1.81M |
|
| 2023-06-01 |
突破买入 |
买入 |
248.24799999999996 |
7100.0 |
¥1.76M |
首仓入场 |
| 2023-06-27 |
跌破离场 |
卖出 |
197.802 |
7100.0 |
¥1.40M |
|
| 2023-10-20 |
突破买入 |
买入 |
144.14399999999998 |
10000.0 |
¥1.44M |
首仓入场 |
| 2023-10-24 |
跌破离场 |
卖出 |
106.9929 |
10000.0 |
¥1.07M |
|
| 2023-11-15 |
突破买入 |
买入 |
150.14999999999998 |
7000.0 |
¥1.05M |
首仓入场 |
| 2023-12-18 |
跌破离场 |
卖出 |
143.3565 |
7000.0 |
¥1.00M |
|
| 2024-02-27 |
突破买入 |
买入 |
148.63849 |
6800.0 |
¥1.01M |
首仓入场 |
| 2024-04-08 |
跌破离场 |
卖出 |
161.65818 |
6800.0 |
¥1.10M |
|
| 2024-05-10 |
突破买入 |
买入 |
174.16398999999998 |
6300.0 |
¥1.10M |
首仓入场 |
| 2024-08-06 |
跌破离场 |
卖出 |
237.79196999999996 |
6300.0 |
¥1.50M |
|
| 2024-10-09 |
突破买入 |
买入 |
349.349 |
4300.0 |
¥1.50M |
首仓入场 |
| 2025-01-17 |
跌破离场 |
卖出 |
576.423 |
4300.0 |
¥2.48M |
|
| 2025-02-24 |
突破买入 |
买入 |
744.7439999999999 |
3300.0 |
¥2.46M |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
678.3210000000001 |
3300.0 |
¥2.24M |
|
| 2025-07-28 |
突破买入 |
买入 |
673.6729999999998 |
3300.0 |
¥2.22M |
首仓入场 |
| 2025-10-13 |
跌破离场 |
卖出 |
1210.0 |
3300.0 |
¥3.99M |
|
| 2026-04-09 |
突破买入 |
买入 |
1161.1599999999999 |
3400.0 |
¥3.95M |
首仓入场 |
| 2026-05-11 |
跌破离场 |
卖出 |
1199.799 |
3400.0 |
¥4.08M |
|
| 2026-06-22 |
突破买入 |
买入 |
1481.4799999999998 |
2700.0 |
¥4.00M |
首仓入场 |
| 2026-07-17 |
跌破离场 |
卖出 |
1266.732 |
2700.0 |
¥3.42M |
|