000002 万科A — 追涨杀跌 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥51.7万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -48.30%）
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 22 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 |
2015-12-04 |
2016-07-12 |
18.924575669999996 |
18.25173 |
¥-3.5万 |
-3.58% |
RSI走弱 |
| 2 |
2016-08-10 |
2016-10-26 |
21.72821651 |
24.975 |
¥14.2万 |
+14.91% |
RSI走弱 |
| 3 |
2017-06-01 |
2017-07-25 |
21.12743633 |
23.576400000000003 |
¥12.6万 |
+11.56% |
RSI走弱 |
| 4 |
2017-09-08 |
2017-10-18 |
25.933677769999996 |
26.18379 |
¥1.1万 |
+0.93% |
RSI走弱 |
| 5 |
2017-11-03 |
2017-11-14 |
29.268007768999997 |
27.02295 |
¥-9.5万 |
-7.70% |
RSI走弱 |
| 6 |
2017-11-23 |
2017-12-11 |
32.462155726 |
29.790179999999996 |
¥-9.4万 |
-8.26% |
RSI走弱 |
| 7 |
2018-01-09 |
2018-01-31 |
35.676329689 |
36.573389999999996 |
¥2.6万 |
+2.48% |
RSI走弱 |
| 8 |
2019-02-11 |
2019-03-11 |
27.305459180999993 |
26.973 |
¥-1.3万 |
-1.25% |
RSI走弱 |
| 9 |
2019-04-02 |
2019-04-23 |
32.171778639 |
29.3706 |
¥-9.3万 |
-8.73% |
RSI走弱 |
| 10 |
2019-07-17 |
2019-08-01 |
29.938878969999998 |
28.4715 |
¥-4.8万 |
-4.93% |
RSI走弱 |
| 11 |
2019-11-26 |
2020-01-16 |
28.687253594999994 |
30.589380000000002 |
¥6.1万 |
+6.60% |
RSI走弱 |
| 12 |
2020-07-08 |
2020-07-17 |
30.33939909 |
27.232740000000003 |
¥-10.1万 |
-10.27% |
RSI走弱 |
| 13 |
2020-11-19 |
2020-12-07 |
30.589724164999996 |
30.01995 |
¥-1.7万 |
-1.89% |
RSI走弱 |
| 14 |
2021-01-19 |
2021-01-25 |
31.230556356999994 |
29.23074 |
¥-5.6万 |
-6.43% |
RSI走弱 |
| 15 |
2021-02-26 |
2021-03-11 |
32.612350771 |
30.72924 |
¥-4.7万 |
-5.80% |
RSI走弱 |
| 16 |
2022-01-11 |
2022-01-26 |
22.138749633 |
20.969009999999997 |
¥-4.1万 |
-5.31% |
RSI走弱 |
| 17 |
2022-07-01 |
2022-07-14 |
20.516643146999996 |
18.82116 |
¥-6.0万 |
-8.29% |
RSI走弱 |
| 18 |
2022-12-01 |
2022-12-30 |
18.393886510999998 |
18.21177 |
¥-6,678 |
-1.02% |
RSI走弱 |
| 19 |
2024-05-20 |
2024-05-31 |
9.011702699999997 |
8.34165 |
¥-4.9万 |
-7.46% |
RSI走弱 |
| 20 |
2024-10-09 |
2024-11-15 |
9.792937 |
8.8911 |
¥-5.3万 |
-9.24% |
RSI走弱 |
| 21 |
2025-08-26 |
2025-09-04 |
6.9890760940000005 |
6.58341 |
¥-3.2万 |
-5.83% |
RSI走弱 |
| 22 |
2026-09-22 |
2026-10-20 |
3.574642070999999 |
3.50649 |
¥-9,952 |
-1.94% |
RSI走弱 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-12-04 |
RSI强势追入 |
买入 |
18.918899999999997 |
52000.0 |
¥98.4万 |
|
| 2016-07-12 |
RSI走弱 |
卖出 |
18.25173 |
52000.0 |
¥94.9万 |
|
| 2016-08-10 |
RSI强势追入 |
买入 |
21.7217 |
43700.0 |
¥95.0万 |
|
| 2016-10-26 |
RSI走弱 |
卖出 |
24.975 |
43700.0 |
¥1.09M |
|
| 2017-06-01 |
RSI强势追入 |
买入 |
21.1211 |
51800.0 |
¥1.09M |
|
| 2017-07-25 |
RSI走弱 |
卖出 |
23.576400000000003 |
51800.0 |
¥1.22M |
|
| 2017-09-08 |
RSI强势追入 |
买入 |
25.925899999999995 |
47300.0 |
¥1.23M |
|
| 2017-10-18 |
RSI走弱 |
卖出 |
26.18379 |
47300.0 |
¥1.24M |
|
| 2017-11-03 |
RSI强势追入 |
买入 |
29.259229999999995 |
42100.0 |
¥1.23M |
|
| 2017-11-14 |
RSI走弱 |
卖出 |
27.02295 |
42100.0 |
¥1.14M |
|
| 2017-11-23 |
RSI强势追入 |
买入 |
32.45242 |
35200.0 |
¥1.14M |
|
| 2017-12-11 |
RSI走弱 |
卖出 |
29.790179999999996 |
35200.0 |
¥1.05M |
|
| 2018-01-09 |
RSI强势追入 |
买入 |
35.66563 |
29200.0 |
¥1.04M |
|
| 2018-01-31 |
RSI走弱 |
卖出 |
36.573389999999996 |
29200.0 |
¥1.07M |
|
| 2019-02-11 |
RSI强势追入 |
买入 |
27.297269999999997 |
38900.0 |
¥1.06M |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
26.973 |
38900.0 |
¥1.05M |
|
| 2019-04-02 |
RSI强势追入 |
买入 |
32.16213 |
33100.0 |
¥1.06M |
|
| 2019-04-23 |
RSI走弱 |
卖出 |
29.3706 |
33100.0 |
¥97.2万 |
|
| 2019-07-17 |
RSI强势追入 |
买入 |
29.929899999999996 |
32300.0 |
¥96.7万 |
|
| 2019-08-01 |
RSI走弱 |
卖出 |
28.4715 |
32300.0 |
¥91.9万 |
|
| 2019-11-26 |
RSI强势追入 |
买入 |
28.678649999999994 |
32200.0 |
¥92.4万 |
|
| 2020-01-16 |
RSI走弱 |
卖出 |
30.589380000000002 |
32200.0 |
¥98.5万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
30.330299999999998 |
32400.0 |
¥98.3万 |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
27.232740000000003 |
32400.0 |
¥88.2万 |
|
| 2020-11-19 |
RSI强势追入 |
买入 |
30.58055 |
28700.0 |
¥87.8万 |
|
| 2020-12-07 |
RSI走弱 |
卖出 |
30.01995 |
28700.0 |
¥86.1万 |
|
| 2021-01-19 |
RSI强势追入 |
买入 |
31.221189999999996 |
27700.0 |
¥86.5万 |
|
| 2021-01-25 |
RSI走弱 |
卖出 |
29.23074 |
27700.0 |
¥80.9万 |
|
| 2021-02-26 |
RSI强势追入 |
买入 |
32.60257 |
24600.0 |
¥80.2万 |
|
| 2021-03-11 |
RSI走弱 |
卖出 |
30.72924 |
24600.0 |
¥75.6万 |
|
| 2022-01-11 |
RSI强势追入 |
买入 |
22.132109999999997 |
34500.0 |
¥76.4万 |
|
| 2022-01-26 |
RSI走弱 |
卖出 |
20.969009999999997 |
34500.0 |
¥72.3万 |
|
| 2022-07-01 |
RSI强势追入 |
买入 |
20.510489999999997 |
35300.0 |
¥72.4万 |
|
| 2022-07-14 |
RSI走弱 |
卖出 |
18.82116 |
35300.0 |
¥66.4万 |
|
| 2022-12-01 |
RSI强势追入 |
买入 |
18.38837 |
35600.0 |
¥65.5万 |
|
| 2022-12-30 |
RSI走弱 |
卖出 |
18.21177 |
35600.0 |
¥64.8万 |
|
| 2024-05-20 |
RSI强势追入 |
买入 |
9.008999999999999 |
73100.0 |
¥65.9万 |
|
| 2024-05-31 |
RSI走弱 |
卖出 |
8.34165 |
73100.0 |
¥61.0万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
9.79 |
58700.0 |
¥57.5万 |
|
| 2024-11-15 |
RSI走弱 |
卖出 |
8.8911 |
58700.0 |
¥52.2万 |
|
| 2025-08-26 |
RSI强势追入 |
买入 |
6.98698 |
77700.0 |
¥54.3万 |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
6.58341 |
77700.0 |
¥51.1万 |
|
| 2026-09-22 |
RSI强势追入 |
买入 |
3.5735699999999992 |
143800.0 |
¥51.4万 |
|
| 2026-10-20 |
RSI走弱 |
卖出 |
3.50649 |
143800.0 |
¥50.4万 |
|