688521 芯原股份 — 海龟交易法则 回测明细
数据区间: 2020-08-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥96.9万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -3.12%）
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 |
2020-11-10 |
2020-11-24 |
109.0327 |
91.86804 |
¥-15.5万 |
-15.77% |
跌破离场 |
| 2 |
2021-01-26 |
2021-02-04 |
89.29678100000001 |
79.92999 |
¥-8.8万 |
-10.52% |
跌破离场 |
| 3 |
2021-04-23 |
2021-05-10 |
62.451099711 |
51.948 |
¥-12.6万 |
-16.84% |
跌破离场 |
| 4 |
2021-06-01 |
2021-07-15 |
64.58386935 |
66.48344999999999 |
¥1.8万 |
+2.91% |
跌破离场 |
| 5 |
2021-11-08 |
2021-12-27 |
71.08230829699998 |
71.50842 |
¥3,642 |
+0.57% |
跌破离场 |
| 6 |
2022-05-23 |
2022-07-13 |
45.168656533 |
44.66529 |
¥-7,441 |
-1.14% |
跌破离场 |
| 7 |
2022-08-09 |
2022-08-23 |
65.65526067099998 |
55.85408999999999 |
¥-9.6万 |
-14.95% |
跌破离场 |
| 8 |
2022-10-28 |
2022-11-28 |
51.066315299999985 |
47.84211 |
¥-3.4万 |
-6.34% |
跌破离场 |
| 9 |
2023-01-20 |
2023-04-25 |
56.723661994999986 |
87.12279 |
¥27.0万 |
+53.55% |
跌破离场 |
| 10 |
2023-05-30 |
2023-06-27 |
87.61377624999999 |
79.48044 |
¥-7.2万 |
-9.31% |
跌破离场 |
| 11 |
2024-02-28 |
2024-03-26 |
41.17346833599999 |
37.54242 |
¥-6.2万 |
-8.85% |
跌破离场 |
| 12 |
2024-07-17 |
2024-07-25 |
37.02808509399999 |
32.2677 |
¥-8.3万 |
-12.88% |
跌破离场 |
| 13 |
2024-10-09 |
2024-11-04 |
42.935756864 |
39.840120000000006 |
¥-4.1万 |
-7.24% |
跌破离场 |
| 14 |
2024-12-23 |
2025-01-06 |
55.401945598999994 |
47.5524 |
¥-7.4万 |
-14.19% |
跌破离场 |
| 15 |
2025-02-25 |
2025-04-08 |
61.579968449999996 |
88.37154 |
¥19.0万 |
+43.46% |
跌破离场 |
| 16 |
2025-07-01 |
2025-10-15 |
96.63549195300001 |
168.13170000000002 |
¥47.2万 |
+73.93% |
跌破离场 |
| 17 |
2026-01-09 |
2026-02-09 |
158.20544740000003 |
200.0 |
¥29.2万 |
+26.38% |
跌破离场 |
| 18 |
2026-02-11 |
2026-03-16 |
232.30166959999997 |
206.79300000000003 |
¥-14.8万 |
-11.01% |
跌破离场 |
| 19 |
2026-05-20 |
2026-06-01 |
295.3835885 |
248.2515 |
¥-19.4万 |
-15.98% |
跌破离场 |
| 20 |
2026-06-25 |
2026-07-14 |
300.41011600599995 |
272.54717999999997 |
¥-9.8万 |
-9.30% |
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 |
|---|
| 2020-11-10 |
突破买入 |
买入 |
109.0 |
9000.0 |
¥98.1万 |
首仓入场 |
| 2020-11-24 |
跌破离场 |
卖出 |
91.86804 |
9000.0 |
¥82.7万 |
|
| 2021-01-26 |
突破买入 |
买入 |
89.27 |
9400.0 |
¥83.9万 |
首仓入场 |
| 2021-02-04 |
跌破离场 |
卖出 |
79.92999 |
9400.0 |
¥75.1万 |
|
| 2021-04-23 |
突破买入 |
买入 |
62.43237 |
12000.0 |
¥74.9万 |
首仓入场 |
| 2021-05-10 |
跌破离场 |
卖出 |
51.948 |
12000.0 |
¥62.3万 |
|
| 2021-06-01 |
突破买入 |
买入 |
64.5645 |
9700.0 |
¥62.6万 |
首仓入场 |
| 2021-07-15 |
跌破离场 |
卖出 |
66.48344999999999 |
9700.0 |
¥64.5万 |
|
| 2021-11-08 |
突破买入 |
买入 |
71.06098999999999 |
9000.0 |
¥64.0万 |
首仓入场 |
| 2021-12-27 |
跌破离场 |
卖出 |
71.50842 |
9000.0 |
¥64.3万 |
|
| 2022-05-23 |
突破买入 |
买入 |
45.15510999999999 |
14400.0 |
¥65.0万 |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
44.66529 |
14400.0 |
¥64.3万 |
|
| 2022-08-09 |
突破买入 |
买入 |
65.63556999999999 |
9800.0 |
¥64.3万 |
首仓入场 |
| 2022-08-23 |
跌破离场 |
卖出 |
55.85408999999999 |
9800.0 |
¥54.7万 |
|
| 2022-10-28 |
突破买入 |
买入 |
51.05099999999999 |
10400.0 |
¥53.1万 |
首仓入场 |
| 2022-11-28 |
跌破离场 |
卖出 |
47.84211 |
10400.0 |
¥49.7万 |
|
| 2023-01-20 |
突破买入 |
买入 |
56.70664999999999 |
8900.0 |
¥50.5万 |
首仓入场 |
| 2023-04-25 |
跌破离场 |
卖出 |
87.12279 |
8900.0 |
¥77.5万 |
|
| 2023-05-30 |
突破买入 |
买入 |
87.58749999999999 |
8800.0 |
¥77.1万 |
首仓入场 |
| 2023-06-27 |
跌破离场 |
卖出 |
79.48044 |
8800.0 |
¥69.9万 |
|
| 2024-02-28 |
突破买入 |
买入 |
41.16111999999999 |
17000.0 |
¥70.0万 |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
37.54242 |
17000.0 |
¥63.8万 |
|
| 2024-07-17 |
突破买入 |
买入 |
37.01697999999999 |
17300.0 |
¥64.1万 |
首仓入场 |
| 2024-07-25 |
跌破离场 |
卖出 |
32.2677 |
17300.0 |
¥55.8万 |
|
| 2024-10-09 |
突破买入 |
买入 |
42.92288 |
13100.0 |
¥56.2万 |
首仓入场 |
| 2024-11-04 |
跌破离场 |
卖出 |
39.840120000000006 |
13100.0 |
¥52.2万 |
|
| 2024-12-23 |
突破买入 |
买入 |
55.38532999999999 |
9400.0 |
¥52.1万 |
首仓入场 |
| 2025-01-06 |
跌破离场 |
卖出 |
47.5524 |
9400.0 |
¥44.7万 |
|
| 2025-02-25 |
突破买入 |
买入 |
61.561499999999995 |
7100.0 |
¥43.7万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
88.37154 |
7100.0 |
¥62.7万 |
|
| 2025-07-01 |
突破买入 |
买入 |
96.60651 |
6600.0 |
¥63.8万 |
首仓入场 |
| 2025-10-15 |
跌破离场 |
卖出 |
168.13170000000002 |
6600.0 |
¥1.11M |
|
| 2026-01-09 |
突破买入 |
买入 |
158.158 |
7000.0 |
¥1.11M |
首仓入场 |
| 2026-02-09 |
跌破离场 |
卖出 |
200.0 |
7000.0 |
¥1.40M |
|
| 2026-02-11 |
突破买入 |
买入 |
232.23199999999997 |
5800.0 |
¥1.35M |
首仓入场 |
| 2026-03-16 |
跌破离场 |
卖出 |
206.79300000000003 |
5800.0 |
¥1.20M |
|
| 2026-05-20 |
突破买入 |
买入 |
295.29499999999996 |
4100.0 |
¥1.21M |
首仓入场 |
| 2026-06-01 |
跌破离场 |
卖出 |
248.2515 |
4100.0 |
¥1.02M |
|
| 2026-06-25 |
突破买入 |
买入 |
300.32001999999994 |
3500.0 |
¥1.05M |
首仓入场 |
| 2026-07-14 |
跌破离场 |
卖出 |
272.54717999999997 |
3500.0 |
¥95.4万 |
|