688396 华润微 — 海龟交易法则 回测明细
数据区间: 2020-02-27 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥62.4万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -37.62%）
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 25 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 |
2020-05-07 |
2020-05-29 |
41.0533123 |
37.7622 |
¥-8.0万 |
-8.04% |
跌破离场 |
| 2 |
2020-07-02 |
2020-07-20 |
45.23874755399999 |
47.37258 |
¥4.2万 |
+4.69% |
跌破离场 |
| 3 |
2020-09-30 |
2020-10-21 |
56.50337592899999 |
50.039910000000006 |
¥-10.9万 |
-11.47% |
跌破离场 |
| 4 |
2020-12-03 |
2021-01-04 |
68.79934361299998 |
62.0379 |
¥-8.2万 |
-9.85% |
跌破离场 |
| 5 |
2021-03-02 |
2021-03-16 |
67.08712009999999 |
57.62232 |
¥-10.7万 |
-14.13% |
跌破离场 |
| 6 |
2021-04-08 |
2021-05-11 |
65.05448049099999 |
57.56238 |
¥-7.6万 |
-11.54% |
跌破离场 |
| 7 |
2021-06-15 |
2021-07-15 |
75.237704542 |
80.2197 |
¥3.9万 |
+6.59% |
跌破离场 |
| 8 |
2021-11-24 |
2021-12-08 |
73.074895894 |
67.94199 |
¥-4.4万 |
-7.05% |
跌破离场 |
| 9 |
2022-05-20 |
2022-06-23 |
51.76722551 |
56.143800000000006 |
¥4.9万 |
+8.42% |
跌破离场 |
| 10 |
2022-11-04 |
2022-12-22 |
53.0689159 |
53.746199999999995 |
¥7,802 |
+1.25% |
跌破离场 |
| 11 |
2023-02-10 |
2023-02-20 |
57.574767249999994 |
54.485459999999996 |
¥-3.4万 |
-5.39% |
跌破离场 |
| 12 |
2023-03-07 |
2023-04-24 |
58.956561664000006 |
57.642300000000006 |
¥-1.4万 |
-2.26% |
跌破离场 |
| 13 |
2023-07-31 |
2023-08-11 |
56.64355797099999 |
54.47547 |
¥-2.3万 |
-3.86% |
跌破离场 |
| 14 |
2023-08-31 |
2023-10-09 |
57.594793255999996 |
54.06587999999999 |
¥-3.4万 |
-6.16% |
跌破离场 |
| 15 |
2024-02-28 |
2024-03-25 |
42.35500269 |
39.99996 |
¥-3.0万 |
-5.59% |
跌破离场 |
| 16 |
2024-06-14 |
2024-06-28 |
39.331796000000004 |
37.152809999999995 |
¥-2.8万 |
-5.57% |
跌破离场 |
| 17 |
2024-09-26 |
2024-11-25 |
36.537447947 |
49.60035 |
¥16.8万 |
+35.71% |
跌破离场 |
| 18 |
2025-02-24 |
2025-03-21 |
49.76462491 |
46.453500000000005 |
¥-4.3万 |
-6.68% |
跌破离场 |
| 19 |
2025-05-13 |
2025-05-22 |
48.56306454999999 |
46.63332 |
¥-2.4万 |
-4.00% |
跌破离场 |
| 20 |
2025-08-26 |
2025-09-05 |
51.346679383999984 |
47.862089999999995 |
¥-3.9万 |
-6.81% |
跌破离场 |
| 21 |
2025-10-10 |
2025-10-20 |
57.77502730999999 |
52.45749 |
¥-4.9万 |
-9.23% |
跌破离场 |
| 22 |
2025-12-02 |
2025-12-31 |
50.065014999999995 |
53.4465 |
¥3.2万 |
+6.72% |
跌破离场 |
| 23 |
2026-01-08 |
2026-02-03 |
59.97788796999999 |
60.34959 |
¥3,041 |
+0.59% |
跌破离场 |
| 24 |
2026-04-21 |
2026-06-15 |
52.067615599999996 |
61.938 |
¥10.0万 |
+18.92% |
跌破离场 |
| 25 |
2026-06-23 |
2026-07-13 |
78.05135838499999 |
77.83209 |
¥-1,917 |
-0.31% |
跌破离场 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-05-07 |
突破买入 |
买入 |
41.041 |
24100.0 |
¥98.9万 |
首仓入场 |
| 2020-05-29 |
跌破离场 |
卖出 |
37.7622 |
24100.0 |
¥91.0万 |
|
| 2020-07-02 |
突破买入 |
买入 |
45.225179999999995 |
20000.0 |
¥90.5万 |
首仓入场 |
| 2020-07-20 |
跌破离场 |
卖出 |
47.37258 |
20000.0 |
¥94.7万 |
|
| 2020-09-30 |
突破买入 |
买入 |
56.48642999999999 |
16900.0 |
¥95.5万 |
首仓入场 |
| 2020-10-21 |
跌破离场 |
卖出 |
50.039910000000006 |
16900.0 |
¥84.5万 |
|
| 2020-12-03 |
突破买入 |
买入 |
68.77870999999999 |
12100.0 |
¥83.2万 |
首仓入场 |
| 2021-01-04 |
跌破离场 |
卖出 |
62.0379 |
12100.0 |
¥75.0万 |
|
| 2021-03-02 |
突破买入 |
买入 |
67.067 |
11300.0 |
¥75.8万 |
首仓入场 |
| 2021-03-16 |
跌破离场 |
卖出 |
57.62232 |
11300.0 |
¥65.1万 |
|
| 2021-04-08 |
突破买入 |
买入 |
65.03496999999999 |
10100.0 |
¥65.7万 |
首仓入场 |
| 2021-05-11 |
跌破离场 |
卖出 |
57.56238 |
10100.0 |
¥58.1万 |
|
| 2021-06-15 |
突破买入 |
买入 |
75.21513999999999 |
7800.0 |
¥58.7万 |
首仓入场 |
| 2021-07-15 |
跌破离场 |
卖出 |
80.2197 |
7800.0 |
¥62.6万 |
|
| 2021-11-24 |
突破买入 |
买入 |
73.05297999999999 |
8500.0 |
¥62.1万 |
首仓入场 |
| 2021-12-08 |
跌破离场 |
卖出 |
67.94199 |
8500.0 |
¥57.7万 |
|
| 2022-05-20 |
突破买入 |
买入 |
51.75170000000001 |
11200.0 |
¥58.0万 |
首仓入场 |
| 2022-06-23 |
跌破离场 |
卖出 |
56.143800000000006 |
11200.0 |
¥62.9万 |
|
| 2022-11-04 |
突破买入 |
买入 |
53.053000000000004 |
11800.0 |
¥62.6万 |
首仓入场 |
| 2022-12-22 |
跌破离场 |
卖出 |
53.746199999999995 |
11800.0 |
¥63.4万 |
|
| 2023-02-10 |
突破买入 |
买入 |
57.55749999999999 |
11000.0 |
¥63.3万 |
首仓入场 |
| 2023-02-20 |
跌破离场 |
卖出 |
54.485459999999996 |
11000.0 |
¥59.9万 |
|
| 2023-03-07 |
突破买入 |
买入 |
58.93888 |
10200.0 |
¥60.1万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
57.642300000000006 |
10200.0 |
¥58.8万 |
|
| 2023-07-31 |
突破买入 |
买入 |
56.62657 |
10400.0 |
¥58.9万 |
首仓入场 |
| 2023-08-11 |
跌破离场 |
卖出 |
54.47547 |
10400.0 |
¥56.6万 |
|
| 2023-08-31 |
突破买入 |
买入 |
57.57752 |
9700.0 |
¥55.9万 |
首仓入场 |
| 2023-10-09 |
跌破离场 |
卖出 |
54.06587999999999 |
9700.0 |
¥52.4万 |
|
| 2024-02-28 |
突破买入 |
买入 |
42.3423 |
12600.0 |
¥53.4万 |
首仓入场 |
| 2024-03-25 |
跌破离场 |
卖出 |
39.99996 |
12600.0 |
¥50.4万 |
|
| 2024-06-14 |
突破买入 |
买入 |
39.32 |
12700.0 |
¥50.0万 |
首仓入场 |
| 2024-06-28 |
跌破离场 |
卖出 |
37.152809999999995 |
12700.0 |
¥47.2万 |
|
| 2024-09-26 |
突破买入 |
买入 |
36.526489999999995 |
12900.0 |
¥47.1万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
49.60035 |
12900.0 |
¥64.0万 |
|
| 2025-02-24 |
突破买入 |
买入 |
49.7497 |
12900.0 |
¥64.2万 |
首仓入场 |
| 2025-03-21 |
跌破离场 |
卖出 |
46.453500000000005 |
12900.0 |
¥59.9万 |
|
| 2025-05-13 |
突破买入 |
买入 |
48.54849999999999 |
12400.0 |
¥60.2万 |
首仓入场 |
| 2025-05-22 |
跌破离场 |
卖出 |
46.63332 |
12400.0 |
¥57.8万 |
|
| 2025-08-26 |
突破买入 |
买入 |
51.33127999999999 |
11200.0 |
¥57.5万 |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
47.862089999999995 |
11200.0 |
¥53.6万 |
|
| 2025-10-10 |
突破买入 |
买入 |
57.75769999999999 |
9100.0 |
¥52.6万 |
首仓入场 |
| 2025-10-20 |
跌破离场 |
卖出 |
52.45749 |
9100.0 |
¥47.7万 |
|
| 2025-12-02 |
突破买入 |
买入 |
50.05 |
9600.0 |
¥48.1万 |
首仓入场 |
| 2025-12-31 |
跌破离场 |
卖出 |
53.4465 |
9600.0 |
¥51.3万 |
|
| 2026-01-08 |
突破买入 |
买入 |
59.95989999999999 |
8600.0 |
¥51.6万 |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
60.34959 |
8600.0 |
¥51.9万 |
|
| 2026-04-21 |
突破买入 |
买入 |
52.05199999999999 |
10100.0 |
¥52.6万 |
首仓入场 |
| 2026-06-15 |
跌破离场 |
卖出 |
61.938 |
10100.0 |
¥62.5万 |
|
| 2026-06-23 |
突破买入 |
买入 |
78.02794999999999 |
7900.0 |
¥61.7万 |
首仓入场 |
| 2026-07-13 |
跌破离场 |
卖出 |
77.83209 |
7900.0 |
¥61.5万 |
|