002230 科大讯飞 — 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: ¥1.84M
策略: 追涨杀跌
K线 & 交易信号(策略收益 +83.67%)
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 19 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 |
2015-01-27 |
2015-04-29 |
34.404678308 |
49.54041 |
¥43.5万 |
+43.95% |
RSI走弱 |
| 2 |
2015-10-27 |
2015-11-30 |
40.072038006 |
34.965 |
¥-17.9万 |
-12.77% |
RSI走弱 |
| 3 |
2017-02-07 |
2017-04-11 |
29.83874894 |
32.957010000000004 |
¥13.0万 |
+10.42% |
RSI走弱 |
| 4 |
2017-06-27 |
2017-09-12 |
36.34720088999999 |
54.815129999999996 |
¥69.9万 |
+50.76% |
RSI走弱 |
| 5 |
2017-11-15 |
2017-12-06 |
66.08581979999998 |
62.86707 |
¥-10.1万 |
-4.90% |
RSI走弱 |
| 6 |
2019-01-09 |
2019-01-31 |
29.057734705999994 |
26.98 |
¥-14.2万 |
-7.18% |
RSI走弱 |
| 7 |
2019-02-28 |
2019-03-27 |
36.61098 |
35.4645 |
¥-5.8万 |
-3.16% |
RSI走弱 |
| 8 |
2020-07-03 |
2020-07-17 |
38.0494114 |
37.4625 |
¥-2.8万 |
-1.57% |
RSI走弱 |
| 9 |
2020-11-03 |
2020-11-25 |
40.25227206 |
38.871089999999995 |
¥-6.1万 |
-3.46% |
RSI走弱 |
| 10 |
2021-01-14 |
2021-02-04 |
46.109878814999995 |
45.784169999999996 |
¥-1.2万 |
-0.74% |
RSI走弱 |
| 11 |
2021-05-26 |
2021-07-12 |
61.58998145299999 |
61.3386 |
¥-7,257 |
-0.44% |
RSI走弱 |
| 12 |
2022-06-22 |
2022-07-13 |
42.55526275 |
40.49946 |
¥-8.1万 |
-4.86% |
RSI走弱 |
| 13 |
2023-01-20 |
2023-04-24 |
38.660204582999995 |
58.24169999999999 |
¥80.6万 |
+50.61% |
RSI走弱 |
| 14 |
2023-06-15 |
2023-07-03 |
75.377886584 |
68.1318 |
¥-23.1万 |
-9.64% |
RSI走弱 |
| 15 |
2024-10-09 |
2024-11-27 |
48.943558663999994 |
46.87308 |
¥-9.2万 |
-4.26% |
RSI走弱 |
| 16 |
2025-02-06 |
2025-03-03 |
53.45942301699999 |
52.0479 |
¥-5.4万 |
-2.67% |
RSI走弱 |
| 17 |
2025-07-28 |
2025-09-05 |
50.195054 |
49.140809999999995 |
¥-4.3万 |
-2.13% |
RSI走弱 |
| 18 |
2025-10-10 |
2025-10-15 |
58.57606755 |
53.00694 |
¥-18.5万 |
-9.53% |
RSI走弱 |
| 19 |
2026-01-07 |
2026-02-06 |
53.980099172999985 |
55.19475 |
¥4.0万 |
+2.22% |
RSI走弱 |
逐笔成交记录(共 38 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-01-27 |
RSI强势追入 |
买入 |
34.39436 |
28800.0 |
¥99.1万 |
|
| 2015-04-29 |
RSI走弱 |
卖出 |
49.54041 |
28800.0 |
¥1.43M |
|
| 2015-10-27 |
RSI强势追入 |
买入 |
40.06002 |
34900.0 |
¥1.40M |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
34.965 |
34900.0 |
¥1.22M |
|
| 2017-02-07 |
RSI强势追入 |
买入 |
29.8298 |
41800.0 |
¥1.25M |
|
| 2017-04-11 |
RSI走弱 |
卖出 |
32.957010000000004 |
41800.0 |
¥1.38M |
|
| 2017-06-27 |
RSI强势追入 |
买入 |
36.336299999999994 |
37900.0 |
¥1.38M |
|
| 2017-09-12 |
RSI走弱 |
卖出 |
54.815129999999996 |
37900.0 |
¥2.08M |
|
| 2017-11-15 |
RSI强势追入 |
买入 |
66.06599999999999 |
31300.0 |
¥2.07M |
|
| 2017-12-06 |
RSI走弱 |
卖出 |
62.86707 |
31300.0 |
¥1.97M |
|
| 2019-01-09 |
RSI强势追入 |
买入 |
29.049019999999995 |
68100.0 |
¥1.98M |
|
| 2019-01-31 |
RSI走弱 |
卖出 |
26.98 |
68100.0 |
¥1.84M |
|
| 2019-02-28 |
RSI强势追入 |
买入 |
36.6 |
49900.0 |
¥1.83M |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
35.4645 |
49900.0 |
¥1.77M |
|
| 2020-07-03 |
RSI强势追入 |
买入 |
38.038 |
46800.0 |
¥1.78M |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
37.4625 |
46800.0 |
¥1.75M |
|
| 2020-11-03 |
RSI强势追入 |
买入 |
40.2402 |
43500.0 |
¥1.75M |
|
| 2020-11-25 |
RSI走弱 |
卖出 |
38.871089999999995 |
43500.0 |
¥1.69M |
|
| 2021-01-14 |
RSI强势追入 |
买入 |
46.09604999999999 |
36400.0 |
¥1.68M |
|
| 2021-02-04 |
RSI走弱 |
卖出 |
45.784169999999996 |
36400.0 |
¥1.67M |
|
| 2021-05-26 |
RSI强势追入 |
买入 |
61.57150999999999 |
26900.0 |
¥1.66M |
|
| 2021-07-12 |
RSI走弱 |
卖出 |
61.3386 |
26900.0 |
¥1.65M |
|
| 2022-06-22 |
RSI强势追入 |
买入 |
42.5425 |
39000.0 |
¥1.66M |
|
| 2022-07-13 |
RSI走弱 |
卖出 |
40.49946 |
39000.0 |
¥1.58M |
|
| 2023-01-20 |
RSI强势追入 |
买入 |
38.64861 |
41200.0 |
¥1.59M |
|
| 2023-04-24 |
RSI走弱 |
卖出 |
58.24169999999999 |
41200.0 |
¥2.40M |
|
| 2023-06-15 |
RSI强势追入 |
买入 |
75.35528 |
31800.0 |
¥2.40M |
|
| 2023-07-03 |
RSI走弱 |
卖出 |
68.1318 |
31800.0 |
¥2.17M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
48.92887999999999 |
44200.0 |
¥2.16M |
|
| 2024-11-27 |
RSI走弱 |
卖出 |
46.87308 |
44200.0 |
¥2.07M |
|
| 2025-02-06 |
RSI强势追入 |
买入 |
53.443389999999994 |
38000.0 |
¥2.03M |
|
| 2025-03-03 |
RSI走弱 |
卖出 |
52.0479 |
38000.0 |
¥1.98M |
|
| 2025-07-28 |
RSI强势追入 |
买入 |
50.18 |
40200.0 |
¥2.02M |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
49.140809999999995 |
40200.0 |
¥1.97M |
|
| 2025-10-10 |
RSI强势追入 |
买入 |
58.558499999999995 |
33100.0 |
¥1.94M |
|
| 2025-10-15 |
RSI走弱 |
卖出 |
53.00694 |
33100.0 |
¥1.75M |
|
| 2026-01-07 |
RSI强势追入 |
买入 |
53.96390999999999 |
33200.0 |
¥1.79M |
|
| 2026-02-06 |
RSI走弱 |
卖出 |
55.19475 |
33200.0 |
¥1.83M |
|