002202 金风科技 — 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: ¥1.25M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +25.08%）
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 |
2015-03-24 |
2015-05-08 |
16.154844999999998 |
19.49049 |
¥20.5万 |
+20.61% |
RSI走弱 |
| 2 |
2015-05-27 |
2015-06-17 |
24.667398000000002 |
22.86711 |
¥-8.8万 |
-7.33% |
RSI走弱 |
| 3 |
2015-12-23 |
2016-01-08 |
24.0312072 |
20.4795 |
¥-15.9万 |
-14.81% |
RSI走弱 |
| 4 |
2016-08-17 |
2016-08-30 |
17.145142 |
16.15 |
¥-5.5万 |
-5.83% |
RSI走弱 |
| 5 |
2016-11-14 |
2016-12-06 |
17.472690234999998 |
17.26272 |
¥-1.1万 |
-1.23% |
RSI走弱 |
| 6 |
2017-11-13 |
2018-01-16 |
15.920674769999998 |
17.35263 |
¥8.0万 |
+8.96% |
RSI走弱 |
| 7 |
2019-01-29 |
2019-04-03 |
12.746552819 |
14.07591 |
¥9.8万 |
+10.40% |
RSI走弱 |
| 8 |
2019-09-05 |
2019-09-24 |
13.797918134 |
13.016969999999999 |
¥-6.1万 |
-5.69% |
RSI走弱 |
| 9 |
2020-07-08 |
2020-07-17 |
10.894147263999999 |
10.3896 |
¥-4.7万 |
-4.66% |
RSI走弱 |
| 10 |
2020-08-03 |
2020-08-20 |
12.766578825 |
11.46852 |
¥-9.6万 |
-10.19% |
RSI走弱 |
| 11 |
2020-10-16 |
2020-10-29 |
12.416123719999998 |
10.96 |
¥-10.1万 |
-11.75% |
RSI走弱 |
| 12 |
2021-01-05 |
2021-01-20 |
15.219764559999998 |
14.45 |
¥-3.9万 |
-5.09% |
RSI走弱 |
| 13 |
2021-07-27 |
2021-08-17 |
13.637710085999997 |
13.1868 |
¥-2.4万 |
-3.34% |
RSI走弱 |
| 14 |
2021-09-07 |
2021-10-11 |
16.811832036999995 |
16.183799999999998 |
¥-2.6万 |
-3.76% |
RSI走弱 |
| 15 |
2022-06-21 |
2022-07-26 |
13.954184999999999 |
14.325659999999997 |
¥1.8万 |
+2.63% |
RSI走弱 |
| 16 |
2024-07-26 |
2024-08-19 |
7.730038315999998 |
7.50249 |
¥-2.0万 |
-2.97% |
RSI走弱 |
| 17 |
2024-08-29 |
2024-11-18 |
8.420935522999999 |
10.41 |
¥15.8万 |
+23.58% |
RSI走弱 |
| 18 |
2025-06-19 |
2025-07-15 |
10.173211047999999 |
9.88011 |
¥-2.4万 |
-2.91% |
RSI走弱 |
| 19 |
2025-08-27 |
2025-11-13 |
11.755265521999998 |
15.05 |
¥22.1万 |
+27.99% |
RSI走弱 |
| 20 |
2026-01-06 |
2026-02-03 |
21.237579363 |
25.983990000000002 |
¥22.2万 |
+22.31% |
RSI走弱 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-24 |
RSI强势追入 |
买入 |
16.15 |
61600.0 |
¥99.5万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
19.49049 |
61600.0 |
¥1.20M |
|
| 2015-05-27 |
RSI强势追入 |
买入 |
24.66 |
48700.0 |
¥1.20M |
|
| 2015-06-17 |
RSI走弱 |
卖出 |
22.86711 |
48700.0 |
¥1.11M |
|
| 2015-12-23 |
RSI强势追入 |
买入 |
24.023999999999997 |
44800.0 |
¥1.08M |
|
| 2016-01-08 |
RSI走弱 |
卖出 |
20.4795 |
44800.0 |
¥91.7万 |
|
| 2016-08-17 |
RSI强势追入 |
买入 |
17.14 |
55500.0 |
¥95.2万 |
|
| 2016-08-30 |
RSI走弱 |
卖出 |
16.15 |
55500.0 |
¥89.6万 |
|
| 2016-11-14 |
RSI强势追入 |
买入 |
17.467449999999996 |
51500.0 |
¥90.0万 |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
17.26272 |
51500.0 |
¥88.9万 |
|
| 2017-11-13 |
RSI强势追入 |
买入 |
15.915899999999999 |
55900.0 |
¥89.0万 |
|
| 2018-01-16 |
RSI走弱 |
卖出 |
17.35263 |
55900.0 |
¥97.0万 |
|
| 2019-01-29 |
RSI强势追入 |
买入 |
12.74273 |
74000.0 |
¥94.3万 |
|
| 2019-04-03 |
RSI走弱 |
卖出 |
14.07591 |
74000.0 |
¥1.04M |
|
| 2019-09-05 |
RSI强势追入 |
买入 |
13.793779999999998 |
77300.0 |
¥1.07M |
|
| 2019-09-24 |
RSI走弱 |
卖出 |
13.016969999999999 |
77300.0 |
¥1.01M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
10.89088 |
92200.0 |
¥1.00M |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
10.3896 |
92200.0 |
¥95.8万 |
|
| 2020-08-03 |
RSI强势追入 |
买入 |
12.762749999999999 |
73700.0 |
¥94.1万 |
|
| 2020-08-20 |
RSI走弱 |
卖出 |
11.46852 |
73700.0 |
¥84.5万 |
|
| 2020-10-16 |
RSI强势追入 |
买入 |
12.4124 |
69200.0 |
¥85.9万 |
|
| 2020-10-29 |
RSI走弱 |
卖出 |
10.96 |
69200.0 |
¥75.8万 |
|
| 2021-01-05 |
RSI强势追入 |
买入 |
15.215199999999998 |
49800.0 |
¥75.8万 |
|
| 2021-01-20 |
RSI走弱 |
卖出 |
14.45 |
49800.0 |
¥71.9万 |
|
| 2021-07-27 |
RSI强势追入 |
买入 |
13.633619999999997 |
53100.0 |
¥72.4万 |
|
| 2021-08-17 |
RSI走弱 |
卖出 |
13.1868 |
53100.0 |
¥70.0万 |
|
| 2021-09-07 |
RSI强势追入 |
买入 |
16.806789999999996 |
41100.0 |
¥69.1万 |
|
| 2021-10-11 |
RSI走弱 |
卖出 |
16.183799999999998 |
41100.0 |
¥66.5万 |
|
| 2022-06-21 |
RSI强势追入 |
买入 |
13.95 |
48300.0 |
¥67.4万 |
|
| 2022-07-26 |
RSI走弱 |
卖出 |
14.325659999999997 |
48300.0 |
¥69.2万 |
|
| 2024-07-26 |
RSI强势追入 |
买入 |
7.727719999999998 |
88700.0 |
¥68.6万 |
|
| 2024-08-19 |
RSI走弱 |
卖出 |
7.50249 |
88700.0 |
¥66.5万 |
|
| 2024-08-29 |
RSI强势追入 |
买入 |
8.41841 |
79600.0 |
¥67.0万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
10.41 |
79600.0 |
¥82.8万 |
|
| 2025-06-19 |
RSI强势追入 |
买入 |
10.17016 |
81700.0 |
¥83.1万 |
|
| 2025-07-15 |
RSI走弱 |
卖出 |
9.88011 |
81700.0 |
¥80.7万 |
|
| 2025-08-27 |
RSI强势追入 |
买入 |
11.751739999999998 |
67300.0 |
¥79.1万 |
|
| 2025-11-13 |
RSI走弱 |
卖出 |
15.05 |
67300.0 |
¥1.01M |
|
| 2026-01-06 |
RSI强势追入 |
买入 |
21.231209999999997 |
46900.0 |
¥99.6万 |
|
| 2026-02-03 |
RSI走弱 |
卖出 |
25.983990000000002 |
46900.0 |
¥1.22M |
|