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601012 隆基股份 — 海龟交易回测明细

数据区间: 2012-04-11 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终资: ¥1,176,539
策略: 20日突破入场 · 10日突破离场 · ATR仓位管理 · 2N止损 · 0.5N加仓(最多4次) · 55日趋势过滤
+17.65%
总收益率
+176,539
盈亏¥
58
总成交笔数
15
交易回合
33%
回合胜率
+11,769
平均回合盈亏
K线 & 交易信号(策略收益 +17.65% | 股价变动 -)
红色三角=入场/加仓 · 绿色三角=离场/止损 · 橙色=20日高点(入场线) · 绿色=10日低点(离场线) · 标记为实际成交价,与信号线有微小偏差属正常
回合交易明细(共 15 个回合)
每回合 = 一次入场(+加仓) → 离场/止损。盈亏 = 卖出回收 − 买入成本(含手续费 0.03%)。
#入场日期离场日期入场价加仓次数离场价离场方式盈亏¥盈亏%持仓金额最大仓位
12013-01-072013-01-228.0138.90止损+33,369+3.35%1,116,50599.7%
22013-07-172013-10-2411.36415.96离场+223,218+21.65%1,492,61499.8%
32014-07-012014-07-1115.62115.02止损-51,826-5.73%917,32072.3%
42015-03-232015-03-2743.74246.50止损-46,227-4.27%1,095,59990.0%
52015-04-022015-04-1658.26354.65止损-113,961-10.76%1,120,00291.8%
62017-09-122017-10-1725.13328.09止损+34,355+3.29%1,128,576100.0%
72017-11-132017-11-1641.08038.37止损-21,046-6.65%310,54128.9%
82019-01-112019-05-0920.90421.85止损-9,334-0.88%1,389,10099.8%
92019-08-222019-09-2627.43226.46止损-33,150-4.74%729,54067.7%
102020-06-292020-08-2039.04453.47离场+290,488+28.66%1,431,79299.9%
112020-09-022020-09-2568.07270.89止损-15,726-1.59%954,75374.9%
122020-12-222021-03-0586.59493.97止损+4,137+0.32%1,685,10099.6%
132024-10-282024-11-0420.88018.99止损-26,614-9.10%281,12021.9%
142025-07-252025-08-0116.88015.77止损-35,833-6.63%529,92042.1%
152025-10-302025-11-1321.03220.78止损-55,310-4.74%1,219,80094.9%
逐笔成交记录(共 58 笔)
日期操作方向价格数量(股)金额¥备注
2013-01-07入场买入8.0143,000344,447首仓入场
2013-01-08加仓买入8.5643,400371,553第1次加仓
2013-01-14加仓买入9.5629,300280,179第3次加仓
2013-01-22止损卖出8.90115,7001,029,5472N止损触发
2013-07-17入场买入11.3616,200184,109首仓入场
2013-07-23加仓买入11.7816,300192,100第1次加仓
2013-08-08加仓买入12.7116,800213,637第2次加仓
2013-08-09加仓买入14.5717,800259,424第3次加仓
2013-09-24加仓买入15.7911,500181,591第4次加仓
2013-10-24离场卖出15.9678,6001,254,080跌破10日低点离场
2014-07-01入场买入15.6228,200440,492首仓入场
2014-07-02加仓买入16.2428,600464,495第1次加仓
2014-07-11止损卖出15.0256,800853,1622N止损触发
2015-03-23入场买入43.747,100310,673首仓入场
2015-03-24加仓买入48.527,300354,291第1次加仓
2015-03-26加仓买入52.897,900417,979第2次加仓
2015-03-27止损卖出46.5022,3001,036,7162N止损触发
2015-04-02入场买入58.264,200244,758首仓入场
2015-04-03加仓买入58.644,200246,356第1次加仓
2015-04-08加仓买入61.364,300263,933第2次加仓
2015-04-14加仓买入66.074,600303,995第3次加仓
2015-04-16止损卖出54.6517,300945,0802N止损触发
2017-09-12入场买入25.1311,300283,999首仓入场
2017-09-14加仓买入27.2311,600315,930第1次加仓
2017-09-20加仓买入28.2311,900336,016第2次加仓
2017-10-10加仓买入30.023,600108,104第3次加仓
2017-10-17止损卖出28.0938,4001,078,4052N止损触发
2017-11-13入场买入41.087,700316,419首仓入场
2017-11-16止损卖出38.377,700295,3732N止损触发
2019-01-11入场买入20.9013,500282,235首仓入场
2019-01-16加仓买入21.5413,600293,032第1次加仓
2019-01-28加仓买入22.6713,900315,244第2次加仓
2019-02-15加仓买入23.926,900165,124第3次加仓
2019-05-09止损卖出21.8547,9001,046,3012N止损触发
2019-08-22入场买入27.4312,600345,689首仓入场
2019-08-29加仓买入28.1012,600354,142第1次加仓
2019-09-26止损卖出26.4625,200666,6802N止损触发
2020-06-29入场买入39.048,300324,121首仓入场
2020-06-30加仓买入40.968,300340,078第1次加仓
2020-07-07加仓买入44.797,800349,504第2次加仓
2020-08-20离场卖出53.4724,4001,304,191跌破10日低点离场
2020-09-02入场买入68.074,500306,398首仓入场
2020-09-14加仓买入71.774,500323,070第1次加仓
2020-09-24加仓买入75.974,700357,147第2次加仓
2020-09-25止损卖出70.8913,700970,8882N止损触发
2020-12-22入场买入86.594,000346,450首仓入场
2020-12-24加仓买入91.074,100373,503第1次加仓
2021-01-05加仓买入99.114,300426,297第2次加仓
2021-01-06加仓买入105.011,300136,560第3次加仓
2021-03-05止损卖出93.9713,7001,286,9472N止损触发
2024-10-28入场买入20.8814,000292,408首仓入场
2024-11-04止损卖出18.9914,000265,7942N止损触发
2025-07-25入场买入16.8832,000540,322首仓入场
2025-08-01止损卖出15.7732,000504,4892N止损触发
2025-10-30入场买入21.0317,600370,257首仓入场
2025-10-31加仓买入21.4317,700379,450第1次加仓
2025-11-10加仓买入22.9018,200416,957第2次加仓
2025-11-13止损卖出20.7853,5001,111,3542N止损触发
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