002001 新和成 — 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: ¥54.8万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -45.19%）
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 |
2015-03-19 |
2015-04-21 |
17.375211 |
17.22 |
¥-9,158 |
-0.92% |
RSI走弱 |
| 2 |
2015-04-28 |
2015-05-07 |
20.586174 |
18.26172 |
¥-11.0万 |
-11.32% |
RSI走弱 |
| 3 |
2015-06-02 |
2015-06-23 |
25.162676538999996 |
22.64733 |
¥-8.7万 |
-10.02% |
RSI走弱 |
| 4 |
2015-12-25 |
2016-01-05 |
18.764367621999998 |
15.044940000000002 |
¥-15.8万 |
-19.85% |
RSI走弱 |
| 5 |
2016-03-02 |
2016-03-11 |
20.026005999999995 |
17.3826 |
¥-8.3万 |
-13.23% |
RSI走弱 |
| 6 |
2017-08-16 |
2017-10-20 |
21.227566359999997 |
24.2757 |
¥7.8万 |
+14.33% |
RSI走弱 |
| 7 |
2017-11-14 |
2018-01-25 |
27.786083324999996 |
39.87009 |
¥27.4万 |
+43.45% |
RSI走弱 |
| 8 |
2019-02-14 |
2019-03-26 |
16.451363929 |
18.031950000000002 |
¥8.7万 |
+9.57% |
RSI走弱 |
| 9 |
2019-04-09 |
2019-04-26 |
21.107410323999996 |
20.15982 |
¥-4.4万 |
-4.52% |
RSI走弱 |
| 10 |
2019-08-30 |
2019-09-17 |
23.780882124999994 |
22.21776 |
¥-6.2万 |
-6.60% |
RSI走弱 |
| 11 |
2020-01-15 |
2020-02-03 |
24.892325457999995 |
21.21 |
¥-13.0万 |
-14.82% |
RSI走弱 |
| 12 |
2020-07-14 |
2020-07-27 |
31.030296296999992 |
28.6713 |
¥-5.7万 |
-7.63% |
RSI走弱 |
| 13 |
2020-09-03 |
2020-09-10 |
34.94538046999999 |
31.08888 |
¥-7.7万 |
-11.06% |
RSI走弱 |
| 14 |
2021-01-08 |
2021-02-01 |
39.0507117 |
37.12284 |
¥-3.0万 |
-4.97% |
RSI走弱 |
| 15 |
2021-02-23 |
2021-03-10 |
43.556563049999994 |
40.159800000000004 |
¥-4.5万 |
-7.83% |
RSI走弱 |
| 16 |
2021-12-29 |
2022-01-14 |
31.44082942 |
29.090880000000002 |
¥-4.1万 |
-7.50% |
RSI走弱 |
| 17 |
2022-08-24 |
2022-09-05 |
24.031207199999997 |
22.85712 |
¥-2.4万 |
-4.91% |
RSI走弱 |
| 18 |
2023-07-27 |
2023-08-17 |
16.521454949999995 |
16.13385 |
¥-1.1万 |
-2.38% |
RSI走弱 |
| 19 |
2023-11-27 |
2024-01-02 |
16.92197507 |
16.92306 |
¥-110 |
-0.02% |
RSI走弱 |
| 20 |
2024-03-05 |
2024-03-20 |
18.083483417999997 |
17.3826 |
¥-1.8万 |
-3.90% |
RSI走弱 |
| 21 |
2024-04-26 |
2024-05-30 |
18.32379549 |
18.91107 |
¥1.4万 |
+3.17% |
RSI走弱 |
| 22 |
2024-10-09 |
2024-11-15 |
22.739529812999997 |
22.75722 |
¥217 |
+0.05% |
RSI走弱 |
| 23 |
2025-08-21 |
2025-09-05 |
23.640700083 |
23.53 |
¥-2,308 |
-0.50% |
RSI走弱 |
| 24 |
2026-01-09 |
2026-02-03 |
25.863586748999992 |
26.63334 |
¥1.3万 |
+2.95% |
RSI走弱 |
| 25 |
2026-02-09 |
2026-04-21 |
29.928865966999997 |
34.455510000000004 |
¥7.2万 |
+15.09% |
RSI走弱 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
RSI强势追入 |
买入 |
17.37 |
57100.0 |
¥99.2万 |
|
| 2015-04-21 |
RSI走弱 |
卖出 |
17.22 |
57100.0 |
¥98.3万 |
|
| 2015-04-28 |
RSI强势追入 |
买入 |
20.58 |
47200.0 |
¥97.2万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
18.26172 |
47200.0 |
¥86.2万 |
|
| 2015-06-02 |
RSI强势追入 |
买入 |
25.155129999999996 |
34500.0 |
¥86.8万 |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
22.64733 |
34500.0 |
¥78.1万 |
|
| 2015-12-25 |
RSI强势追入 |
买入 |
18.758739999999996 |
42300.0 |
¥79.4万 |
|
| 2016-01-05 |
RSI走弱 |
卖出 |
15.044940000000002 |
42300.0 |
¥63.6万 |
|
| 2016-03-02 |
RSI强势追入 |
买入 |
20.019999999999996 |
31300.0 |
¥62.7万 |
|
| 2016-03-11 |
RSI走弱 |
卖出 |
17.3826 |
31300.0 |
¥54.4万 |
|
| 2017-08-16 |
RSI强势追入 |
买入 |
21.221199999999993 |
25700.0 |
¥54.6万 |
|
| 2017-10-20 |
RSI走弱 |
卖出 |
24.2757 |
25700.0 |
¥62.4万 |
|
| 2017-11-14 |
RSI强势追入 |
买入 |
27.777749999999997 |
22700.0 |
¥63.1万 |
|
| 2018-01-25 |
RSI走弱 |
卖出 |
39.87009 |
22700.0 |
¥90.5万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
16.44643 |
55000.0 |
¥90.5万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
18.031950000000002 |
55000.0 |
¥99.1万 |
|
| 2019-04-09 |
RSI强势追入 |
买入 |
21.101079999999996 |
46600.0 |
¥98.4万 |
|
| 2019-04-26 |
RSI走弱 |
卖出 |
20.15982 |
46600.0 |
¥93.9万 |
|
| 2019-08-30 |
RSI强势追入 |
买入 |
23.773749999999996 |
39800.0 |
¥94.6万 |
|
| 2019-09-17 |
RSI走弱 |
卖出 |
22.21776 |
39800.0 |
¥88.4万 |
|
| 2020-01-15 |
RSI强势追入 |
买入 |
24.884859999999996 |
35300.0 |
¥87.9万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
21.21 |
35300.0 |
¥74.8万 |
|
| 2020-07-14 |
RSI强势追入 |
买入 |
31.020989999999994 |
24200.0 |
¥75.1万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
28.6713 |
24200.0 |
¥69.4万 |
|
| 2020-09-03 |
RSI强势追入 |
买入 |
34.93489999999999 |
19800.0 |
¥69.2万 |
|
| 2020-09-10 |
RSI走弱 |
卖出 |
31.08888 |
19800.0 |
¥61.5万 |
|
| 2021-01-08 |
RSI强势追入 |
买入 |
39.038999999999994 |
15700.0 |
¥61.3万 |
|
| 2021-02-01 |
RSI走弱 |
卖出 |
37.12284 |
15700.0 |
¥58.3万 |
|
| 2021-02-23 |
RSI强势追入 |
买入 |
43.543499999999995 |
13300.0 |
¥57.9万 |
|
| 2021-03-10 |
RSI走弱 |
卖出 |
40.159800000000004 |
13300.0 |
¥53.4万 |
|
| 2021-12-29 |
RSI强势追入 |
买入 |
31.4314 |
17300.0 |
¥54.4万 |
|
| 2022-01-14 |
RSI走弱 |
卖出 |
29.090880000000002 |
17300.0 |
¥50.3万 |
|
| 2022-08-24 |
RSI强势追入 |
买入 |
24.023999999999997 |
20700.0 |
¥49.7万 |
|
| 2022-09-05 |
RSI走弱 |
卖出 |
22.85712 |
20700.0 |
¥47.3万 |
|
| 2023-07-27 |
RSI强势追入 |
买入 |
16.516499999999997 |
28900.0 |
¥47.7万 |
|
| 2023-08-17 |
RSI走弱 |
卖出 |
16.13385 |
28900.0 |
¥46.6万 |
|
| 2023-11-27 |
RSI强势追入 |
买入 |
16.9169 |
27500.0 |
¥46.5万 |
|
| 2024-01-02 |
RSI走弱 |
卖出 |
16.92306 |
27500.0 |
¥46.5万 |
|
| 2024-03-05 |
RSI强势追入 |
买入 |
18.078059999999997 |
25700.0 |
¥46.5万 |
|
| 2024-03-20 |
RSI走弱 |
卖出 |
17.3826 |
25700.0 |
¥44.7万 |
|
| 2024-04-26 |
RSI强势追入 |
买入 |
18.318299999999997 |
24500.0 |
¥44.9万 |
|
| 2024-05-30 |
RSI走弱 |
卖出 |
18.91107 |
24500.0 |
¥46.3万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
22.732709999999997 |
20000.0 |
¥45.5万 |
|
| 2024-11-15 |
RSI走弱 |
卖出 |
22.75722 |
20000.0 |
¥45.5万 |
|
| 2025-08-21 |
RSI强势追入 |
买入 |
23.633609999999997 |
19600.0 |
¥46.3万 |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
23.53 |
19600.0 |
¥46.1万 |
|
| 2026-01-09 |
RSI强势追入 |
买入 |
25.855829999999994 |
17700.0 |
¥45.8万 |
|
| 2026-02-03 |
RSI走弱 |
卖出 |
26.63334 |
17700.0 |
¥47.1万 |
|
| 2026-02-09 |
RSI强势追入 |
买入 |
29.91989 |
15900.0 |
¥47.6万 |
|
| 2026-04-21 |
RSI走弱 |
卖出 |
34.455510000000004 |
15900.0 |
¥54.8万 |
|