002142 宁波银行 — 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: ¥45.8万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -54.22%）
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 |
2015-03-13 |
2015-05-06 |
17.22236516 |
18.33165 |
¥6.3万 |
+6.41% |
RSI走弱 |
| 2 |
2015-06-09 |
2015-06-19 |
23.830947139999996 |
20.219759999999997 |
¥-16.0万 |
-15.18% |
RSI走弱 |
| 3 |
2015-11-06 |
2015-11-30 |
14.028217202999999 |
14.26572 |
¥1.5万 |
+1.66% |
RSI走弱 |
| 4 |
2016-07-19 |
2016-07-29 |
15.900648763999996 |
15.13 |
¥-4.5万 |
-4.88% |
RSI走弱 |
| 5 |
2016-08-16 |
2016-09-13 |
17.355205 |
15.993990000000002 |
¥-6.8万 |
-7.87% |
RSI走弱 |
| 6 |
2016-11-02 |
2016-12-16 |
16.901949063999997 |
16.76322 |
¥-6,829 |
-0.85% |
RSI走弱 |
| 7 |
2017-06-29 |
2017-07-12 |
19.545381856 |
15.0849 |
¥-18.0万 |
-22.84% |
RSI走弱 |
| 8 |
2017-11-21 |
2017-12-04 |
18.504029543999998 |
17.60238 |
¥-3.0万 |
-4.90% |
RSI走弱 |
| 9 |
2018-01-17 |
2018-02-12 |
19.535368852999998 |
18.791189999999997 |
¥-2.2万 |
-3.84% |
RSI走弱 |
| 10 |
2019-02-13 |
2019-05-07 |
17.963327382 |
21.58 |
¥11.3万 |
+20.10% |
RSI走弱 |
| 11 |
2019-10-10 |
2019-11-25 |
26.864887048999993 |
27.51 |
¥1.6万 |
+2.37% |
RSI走弱 |
| 12 |
2020-07-08 |
2020-07-28 |
31.240569359999995 |
28.7712 |
¥-5.4万 |
-7.93% |
RSI走弱 |
| 13 |
2020-08-20 |
2020-09-08 |
34.85526344299999 |
33.07689 |
¥-3.2万 |
-5.13% |
RSI走弱 |
| 14 |
2021-01-13 |
2021-03-01 |
38.90051665499999 |
40.46948999999999 |
¥2.4万 |
+4.00% |
RSI走弱 |
| 15 |
2023-08-01 |
2023-08-18 |
28.948681999999998 |
26.94 |
¥-4.4万 |
-6.97% |
RSI走弱 |
| 16 |
2024-05-13 |
2024-06-06 |
24.33159729 |
24.06591 |
¥-6,550 |
-1.12% |
RSI走弱 |
| 17 |
2024-10-09 |
2024-11-18 |
27.168148 |
25.384590000000003 |
¥-3.7万 |
-6.59% |
RSI走弱 |
| 18 |
2025-05-22 |
2025-07-17 |
27.185303144999995 |
26.753220000000006 |
¥-8,758 |
-1.62% |
RSI走弱 |
| 19 |
2025-11-05 |
2025-11-27 |
28.937578669999994 |
28.641329999999996 |
¥-5,609 |
-1.05% |
RSI走弱 |
| 20 |
2026-02-06 |
2026-03-16 |
32.582311761999996 |
30.99897 |
¥-2.6万 |
-4.89% |
RSI走弱 |
| 21 |
2026-04-30 |
2026-05-18 |
33.44343001999999 |
31.57839 |
¥-2.8万 |
-5.61% |
RSI走弱 |
| 22 |
2026-09-11 |
2026-10-16 |
35.996745784999995 |
34.625339999999994 |
¥-1.8万 |
-3.84% |
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 |
|---|
| 2015-03-13 |
RSI强势追入 |
买入 |
17.2172 |
57200.0 |
¥98.5万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
18.33165 |
57200.0 |
¥1.05M |
|
| 2015-06-09 |
RSI强势追入 |
买入 |
23.823799999999995 |
44300.0 |
¥1.06M |
|
| 2015-06-19 |
RSI走弱 |
卖出 |
20.219759999999997 |
44300.0 |
¥89.5万 |
|
| 2015-11-06 |
RSI强势追入 |
买入 |
14.024009999999999 |
63200.0 |
¥88.7万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
14.26572 |
63200.0 |
¥90.1万 |
|
| 2016-07-19 |
RSI强势追入 |
买入 |
15.895879999999998 |
57500.0 |
¥91.4万 |
|
| 2016-07-29 |
RSI走弱 |
卖出 |
15.13 |
57500.0 |
¥87.0万 |
|
| 2016-08-16 |
RSI强势追入 |
买入 |
17.35 |
50000.0 |
¥86.8万 |
|
| 2016-09-13 |
RSI走弱 |
卖出 |
15.993990000000002 |
50000.0 |
¥79.9万 |
|
| 2016-11-02 |
RSI强势追入 |
买入 |
16.896879999999996 |
47500.0 |
¥80.3万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
16.76322 |
47500.0 |
¥79.6万 |
|
| 2017-06-29 |
RSI强势追入 |
买入 |
19.539519999999996 |
40400.0 |
¥79.0万 |
|
| 2017-07-12 |
RSI走弱 |
卖出 |
15.0849 |
40400.0 |
¥60.9万 |
|
| 2017-11-21 |
RSI强势追入 |
买入 |
18.498479999999997 |
33100.0 |
¥61.2万 |
|
| 2017-12-04 |
RSI走弱 |
卖出 |
17.60238 |
33100.0 |
¥58.2万 |
|
| 2018-01-17 |
RSI强势追入 |
买入 |
19.52951 |
30000.0 |
¥58.6万 |
|
| 2018-02-12 |
RSI走弱 |
卖出 |
18.791189999999997 |
30000.0 |
¥56.4万 |
|
| 2019-02-13 |
RSI强势追入 |
买入 |
17.95794 |
31300.0 |
¥56.2万 |
|
| 2019-05-07 |
RSI走弱 |
卖出 |
21.58 |
31300.0 |
¥67.5万 |
|
| 2019-10-10 |
RSI强势追入 |
买入 |
26.856829999999995 |
25000.0 |
¥67.2万 |
|
| 2019-11-25 |
RSI走弱 |
卖出 |
27.51 |
25000.0 |
¥68.8万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
31.231199999999998 |
21900.0 |
¥68.4万 |
|
| 2020-07-28 |
RSI走弱 |
卖出 |
28.7712 |
21900.0 |
¥63.0万 |
|
| 2020-08-20 |
RSI强势追入 |
买入 |
34.844809999999995 |
18100.0 |
¥63.1万 |
|
| 2020-09-08 |
RSI走弱 |
卖出 |
33.07689 |
18100.0 |
¥59.9万 |
|
| 2021-01-13 |
RSI强势追入 |
买入 |
38.88885 |
15400.0 |
¥59.9万 |
|
| 2021-03-01 |
RSI走弱 |
卖出 |
40.46948999999999 |
15400.0 |
¥62.3万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
28.94 |
21600.0 |
¥62.5万 |
|
| 2023-08-18 |
RSI走弱 |
卖出 |
26.94 |
21600.0 |
¥58.2万 |
|
| 2024-05-13 |
RSI强势追入 |
买入 |
24.324299999999997 |
24000.0 |
¥58.4万 |
|
| 2024-06-06 |
RSI走弱 |
卖出 |
24.06591 |
24000.0 |
¥57.7万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
27.16 |
20700.0 |
¥56.2万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
25.384590000000003 |
20700.0 |
¥52.5万 |
|
| 2025-05-22 |
RSI强势追入 |
买入 |
27.177149999999997 |
19900.0 |
¥54.1万 |
|
| 2025-07-17 |
RSI走弱 |
卖出 |
26.753220000000006 |
19900.0 |
¥53.2万 |
|
| 2025-11-05 |
RSI强势追入 |
买入 |
28.928899999999995 |
18400.0 |
¥53.2万 |
|
| 2025-11-27 |
RSI走弱 |
卖出 |
28.641329999999996 |
18400.0 |
¥52.7万 |
|
| 2026-02-06 |
RSI强势追入 |
买入 |
32.57254 |
16200.0 |
¥52.8万 |
|
| 2026-03-16 |
RSI走弱 |
卖出 |
30.99897 |
16200.0 |
¥50.2万 |
|
| 2026-04-30 |
RSI强势追入 |
买入 |
33.43339999999999 |
14900.0 |
¥49.8万 |
|
| 2026-05-18 |
RSI走弱 |
卖出 |
31.57839 |
14900.0 |
¥47.0万 |
|
| 2026-09-11 |
RSI强势追入 |
买入 |
35.985949999999995 |
13200.0 |
¥47.5万 |
|
| 2026-10-16 |
RSI走弱 |
卖出 |
34.625339999999994 |
13200.0 |
¥45.7万 |
|