000425 徐工科技 — 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: ¥1.02M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +2.04%）
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 21 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 |
2015-03-31 |
2015-04-16 |
16.024806 |
14.035950000000001 |
¥-12.3万 |
-12.44% |
RSI走弱 |
| 2 |
2016-11-15 |
2016-12-20 |
3.5245770559999996 |
3.4265700000000003 |
¥-2.4万 |
-2.81% |
RSI走弱 |
| 3 |
2017-02-14 |
2017-04-17 |
3.8349801489999997 |
4.08591 |
¥5.5万 |
+6.51% |
RSI走弱 |
| 4 |
2017-07-06 |
2017-08-14 |
3.8149541429999996 |
3.77622 |
¥-9,437 |
-1.05% |
RSI走弱 |
| 5 |
2017-12-27 |
2018-01-31 |
4.5058513499999995 |
4.55544 |
¥9,587 |
+1.07% |
RSI走弱 |
| 6 |
2019-02-15 |
2019-04-29 |
3.621086 |
4.52547 |
¥22.4万 |
+24.94% |
RSI走弱 |
| 7 |
2019-12-18 |
2020-01-22 |
5.026527505999998 |
5.314679999999999 |
¥6.4万 |
+5.70% |
RSI走弱 |
| 8 |
2020-05-13 |
2020-05-28 |
6.408321920000001 |
5.83416 |
¥-10.6万 |
-8.99% |
RSI走弱 |
| 9 |
2020-12-03 |
2020-12-10 |
5.877632760999999 |
5.47452 |
¥-7.4万 |
-6.89% |
RSI走弱 |
| 10 |
2021-02-10 |
2021-03-09 |
6.848894052 |
6.553439999999999 |
¥-4.4万 |
-4.34% |
RSI走弱 |
| 11 |
2021-03-24 |
2021-03-26 |
7.629908285999999 |
6.85 |
¥-9.8万 |
-10.25% |
RSI走弱 |
| 12 |
2021-09-03 |
2021-09-23 |
7.3195051929999995 |
6.78 |
¥-6.4万 |
-7.40% |
RSI走弱 |
| 13 |
2022-05-30 |
2022-07-18 |
5.551665 |
5.3346599999999995 |
¥-3.2万 |
-3.94% |
RSI走弱 |
| 14 |
2022-11-25 |
2022-12-21 |
5.156696545 |
5.1748199999999995 |
¥2,487 |
+0.32% |
RSI走弱 |
| 15 |
2023-01-16 |
2023-03-21 |
5.647333691999999 |
6.75324 |
¥15.3万 |
+19.55% |
RSI走弱 |
| 16 |
2023-07-17 |
2023-08-07 |
7.0091021 |
6.80319 |
¥-2.7万 |
-2.97% |
RSI走弱 |
| 17 |
2024-02-07 |
2024-03-21 |
6.017814802999999 |
5.96403 |
¥-8,325 |
-0.92% |
RSI走弱 |
| 18 |
2024-04-16 |
2024-05-30 |
7.272181 |
7.3726199999999995 |
¥1.2万 |
+1.35% |
RSI走弱 |
| 19 |
2024-10-09 |
2024-11-18 |
7.699999307 |
7.71228 |
¥1,151 |
+0.13% |
RSI走弱 |
| 20 |
2025-02-20 |
2025-03-26 |
8.51105255 |
8.73126 |
¥2.3万 |
+2.56% |
RSI走弱 |
| 21 |
2025-08-29 |
2025-10-28 |
9.612482879999998 |
10.49949 |
¥8.6万 |
+9.19% |
RSI走弱 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-31 |
RSI强势追入 |
买入 |
16.02 |
61700.0 |
¥98.9万 |
|
| 2015-04-16 |
RSI走弱 |
卖出 |
14.035950000000001 |
61700.0 |
¥86.6万 |
|
| 2016-11-15 |
RSI强势追入 |
买入 |
3.5235199999999995 |
246900.0 |
¥87.0万 |
|
| 2016-12-20 |
RSI走弱 |
卖出 |
3.4265700000000003 |
246900.0 |
¥84.6万 |
|
| 2017-02-14 |
RSI强势追入 |
买入 |
3.83383 |
219500.0 |
¥84.2万 |
|
| 2017-04-17 |
RSI走弱 |
卖出 |
4.08591 |
219500.0 |
¥89.7万 |
|
| 2017-07-06 |
RSI强势追入 |
买入 |
3.8138099999999997 |
236700.0 |
¥90.3万 |
|
| 2017-08-14 |
RSI走弱 |
卖出 |
3.77622 |
236700.0 |
¥89.4万 |
|
| 2017-12-27 |
RSI强势追入 |
买入 |
4.504499999999999 |
198800.0 |
¥89.6万 |
|
| 2018-01-31 |
RSI走弱 |
卖出 |
4.55544 |
198800.0 |
¥90.5万 |
|
| 2019-02-15 |
RSI强势追入 |
买入 |
3.62 |
248500.0 |
¥90.0万 |
|
| 2019-04-29 |
RSI走弱 |
卖出 |
4.52547 |
248500.0 |
¥1.12M |
|
| 2019-12-18 |
RSI强势追入 |
买入 |
5.025019999999999 |
224700.0 |
¥1.13M |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
5.314679999999999 |
224700.0 |
¥1.19M |
|
| 2020-05-13 |
RSI强势追入 |
买入 |
6.4064 |
183400.0 |
¥1.18M |
|
| 2020-05-28 |
RSI走弱 |
卖出 |
5.83416 |
183400.0 |
¥1.07M |
|
| 2020-12-03 |
RSI强势追入 |
买入 |
5.875869999999999 |
183300.0 |
¥1.08M |
|
| 2020-12-10 |
RSI走弱 |
卖出 |
5.47452 |
183300.0 |
¥1.00M |
|
| 2021-02-10 |
RSI强势追入 |
买入 |
6.846839999999999 |
146800.0 |
¥1.01M |
|
| 2021-03-09 |
RSI走弱 |
卖出 |
6.553439999999999 |
146800.0 |
¥96.2万 |
|
| 2021-03-24 |
RSI强势追入 |
买入 |
7.627619999999999 |
125900.0 |
¥96.1万 |
|
| 2021-03-26 |
RSI走弱 |
卖出 |
6.85 |
125900.0 |
¥86.2万 |
|
| 2021-09-03 |
RSI强势追入 |
买入 |
7.317309999999999 |
117900.0 |
¥86.3万 |
|
| 2021-09-23 |
RSI走弱 |
卖出 |
6.78 |
117900.0 |
¥79.9万 |
|
| 2022-05-30 |
RSI强势追入 |
买入 |
5.55 |
144700.0 |
¥80.3万 |
|
| 2022-07-18 |
RSI走弱 |
卖出 |
5.3346599999999995 |
144700.0 |
¥77.2万 |
|
| 2022-11-25 |
RSI强势追入 |
买入 |
5.15515 |
150100.0 |
¥77.4万 |
|
| 2022-12-21 |
RSI走弱 |
卖出 |
5.1748199999999995 |
150100.0 |
¥77.7万 |
|
| 2023-01-16 |
RSI强势追入 |
买入 |
5.645639999999999 |
138300.0 |
¥78.1万 |
|
| 2023-03-21 |
RSI走弱 |
卖出 |
6.75324 |
138300.0 |
¥93.4万 |
|
| 2023-07-17 |
RSI强势追入 |
买入 |
7.007 |
131800.0 |
¥92.4万 |
|
| 2023-08-07 |
RSI走弱 |
卖出 |
6.80319 |
131800.0 |
¥89.6万 |
|
| 2024-02-07 |
RSI强势追入 |
买入 |
6.016009999999999 |
149800.0 |
¥90.1万 |
|
| 2024-03-21 |
RSI走弱 |
卖出 |
5.96403 |
149800.0 |
¥89.3万 |
|
| 2024-04-16 |
RSI强势追入 |
买入 |
7.27 |
122300.0 |
¥88.9万 |
|
| 2024-05-30 |
RSI走弱 |
卖出 |
7.3726199999999995 |
122300.0 |
¥90.1万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
7.69769 |
115500.0 |
¥88.9万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
7.71228 |
115500.0 |
¥89.1万 |
|
| 2025-02-20 |
RSI强势追入 |
买入 |
8.5085 |
106500.0 |
¥90.6万 |
|
| 2025-03-26 |
RSI走弱 |
卖出 |
8.73126 |
106500.0 |
¥93.0万 |
|
| 2025-08-29 |
RSI强势追入 |
买入 |
9.609599999999999 |
97000.0 |
¥93.2万 |
|
| 2025-10-28 |
RSI走弱 |
卖出 |
10.49949 |
97000.0 |
¥1.02M |
|