002027 分众传媒 — 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: ¥1.14M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +13.60%）
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 |
2015-03-02 |
2015-04-21 |
9.181923751 |
11.3886 |
¥23.9万 |
+24.00% |
RSI走弱 |
| 2 |
2015-09-15 |
2015-12-14 |
23.997197 |
43.5 |
¥90.2万 |
+81.22% |
RSI走弱 |
| 3 |
2016-11-04 |
2016-11-30 |
17.322495189999998 |
17.27271 |
¥-6,783 |
-0.32% |
RSI走弱 |
| 4 |
2017-06-08 |
2017-06-20 |
14.338620295999997 |
13.11 |
¥-18.2万 |
-8.60% |
RSI走弱 |
| 5 |
2017-10-11 |
2017-11-28 |
10.51365315 |
11.92 |
¥26.0万 |
+13.34% |
RSI走弱 |
| 6 |
2019-02-15 |
2019-03-11 |
6.581974 |
6.47 |
¥-3.8万 |
-1.73% |
RSI走弱 |
| 7 |
2019-10-31 |
2019-11-15 |
5.957736785 |
5.78421 |
¥-6.3万 |
-2.94% |
RSI走弱 |
| 8 |
2019-12-23 |
2020-01-22 |
6.278152880999999 |
6.23376 |
¥-1.5万 |
-0.74% |
RSI走弱 |
| 9 |
2020-07-07 |
2020-08-07 |
6.017814802999999 |
5.82417 |
¥-6.7万 |
-3.25% |
RSI走弱 |
| 10 |
2020-08-27 |
2020-09-11 |
7.689986303999999 |
6.9 |
¥-20.9万 |
-10.30% |
RSI走弱 |
| 11 |
2020-10-15 |
2020-11-25 |
9.242001769 |
9.21078 |
¥-6,563 |
-0.37% |
RSI走弱 |
| 12 |
2021-01-19 |
2021-02-01 |
11.893567 |
10.90908 |
¥-15.0万 |
-8.30% |
RSI走弱 |
| 13 |
2022-12-12 |
2023-02-06 |
6.808842039999999 |
6.6933 |
¥-2.8万 |
-1.73% |
RSI走弱 |
| 14 |
2023-06-16 |
2023-06-27 |
7.359557204999999 |
6.93306 |
¥-9.5万 |
-5.82% |
RSI走弱 |
| 15 |
2024-04-12 |
2024-05-06 |
7.0091021 |
6.553439999999999 |
¥-10.0万 |
-6.53% |
RSI走弱 |
| 16 |
2024-10-09 |
2024-11-25 |
7.3422019999999995 |
6.973019999999999 |
¥-7.2万 |
-5.06% |
RSI走弱 |
| 17 |
2025-09-02 |
2025-09-15 |
8.662598 |
8.15184 |
¥-8.0万 |
-5.92% |
RSI走弱 |
| 18 |
2026-01-14 |
2026-01-19 |
7.9102723699999995 |
7.3926 |
¥-8.3万 |
-6.57% |
RSI走弱 |
| 19 |
2026-10-15 |
2026-10-23 |
5.176722550999999 |
4.9 |
¥-6.4万 |
-5.37% |
RSI走弱 |
| 20 |
2026-11-04 |
2026-11-13 |
5.517164652999999 |
5.49 |
¥-5,906 |
-0.52% |
强平 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-02 |
RSI强势追入 |
买入 |
9.17917 |
108300.0 |
¥99.4万 |
|
| 2015-04-21 |
RSI走弱 |
卖出 |
11.3886 |
108300.0 |
¥1.23M |
|
| 2015-09-15 |
RSI强势追入 |
买入 |
23.99 |
46300.0 |
¥1.11M |
|
| 2015-12-14 |
RSI走弱 |
卖出 |
43.5 |
46300.0 |
¥2.01M |
|
| 2016-11-04 |
RSI强势追入 |
买入 |
17.3173 |
123400.0 |
¥2.14M |
|
| 2016-11-30 |
RSI走弱 |
卖出 |
17.27271 |
123400.0 |
¥2.13M |
|
| 2017-06-08 |
RSI强势追入 |
买入 |
14.334319999999998 |
147700.0 |
¥2.12M |
|
| 2017-06-20 |
RSI走弱 |
卖出 |
13.11 |
147700.0 |
¥1.94M |
|
| 2017-10-11 |
RSI强势追入 |
买入 |
10.510499999999999 |
185300.0 |
¥1.95M |
|
| 2017-11-28 |
RSI走弱 |
卖出 |
11.92 |
185300.0 |
¥2.21M |
|
| 2019-02-15 |
RSI强势追入 |
买入 |
6.58 |
331500.0 |
¥2.18M |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
6.47 |
331500.0 |
¥2.14M |
|
| 2019-10-31 |
RSI强势追入 |
买入 |
5.9559500000000005 |
358200.0 |
¥2.13M |
|
| 2019-11-15 |
RSI走弱 |
卖出 |
5.78421 |
358200.0 |
¥2.07M |
|
| 2019-12-23 |
RSI强势追入 |
买入 |
6.2762699999999985 |
334500.0 |
¥2.10M |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
6.23376 |
334500.0 |
¥2.08M |
|
| 2020-07-07 |
RSI强势追入 |
买入 |
6.016009999999999 |
345300.0 |
¥2.08M |
|
| 2020-08-07 |
RSI走弱 |
卖出 |
5.82417 |
345300.0 |
¥2.01M |
|
| 2020-08-27 |
RSI强势追入 |
买入 |
7.6876799999999985 |
263600.0 |
¥2.03M |
|
| 2020-09-11 |
RSI走弱 |
卖出 |
6.9 |
263600.0 |
¥1.82M |
|
| 2020-10-15 |
RSI强势追入 |
买入 |
9.23923 |
193100.0 |
¥1.78M |
|
| 2020-11-25 |
RSI走弱 |
卖出 |
9.21078 |
193100.0 |
¥1.78M |
|
| 2021-01-19 |
RSI强势追入 |
买入 |
11.89 |
151700.0 |
¥1.80M |
|
| 2021-02-01 |
RSI走弱 |
卖出 |
10.90908 |
151700.0 |
¥1.65M |
|
| 2022-12-12 |
RSI强势追入 |
买入 |
6.8068 |
241600.0 |
¥1.65M |
|
| 2023-02-06 |
RSI走弱 |
卖出 |
6.6933 |
241600.0 |
¥1.62M |
|
| 2023-06-16 |
RSI强势追入 |
买入 |
7.3573499999999985 |
221100.0 |
¥1.63M |
|
| 2023-06-27 |
RSI走弱 |
卖出 |
6.93306 |
221100.0 |
¥1.53M |
|
| 2024-04-12 |
RSI强势追入 |
买入 |
7.007 |
218000.0 |
¥1.53M |
|
| 2024-05-06 |
RSI走弱 |
卖出 |
6.553439999999999 |
218000.0 |
¥1.43M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
7.34 |
192700.0 |
¥1.41M |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
6.973019999999999 |
192700.0 |
¥1.34M |
|
| 2025-09-02 |
RSI强势追入 |
买入 |
8.66 |
156800.0 |
¥1.36M |
|
| 2025-09-15 |
RSI走弱 |
卖出 |
8.15184 |
156800.0 |
¥1.28M |
|
| 2026-01-14 |
RSI强势追入 |
买入 |
7.907900000000001 |
160100.0 |
¥1.27M |
|
| 2026-01-19 |
RSI走弱 |
卖出 |
7.3926 |
160100.0 |
¥1.18M |
|
| 2026-10-15 |
RSI强势追入 |
买入 |
5.17517 |
228800.0 |
¥1.18M |
|
| 2026-10-23 |
RSI走弱 |
卖出 |
4.9 |
228800.0 |
¥1.12M |
|
| 2026-11-04 |
RSI强势追入 |
买入 |
5.515509999999999 |
205000.0 |
¥1.13M |
|
| 2026-11-13 |
强平 |
卖出 |
5.49 |
205000 |
¥1.13M |
回测结束强平 |