002236 大华股份 — 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: ¥82.1万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -17.90%）
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 |
2015-03-12 |
2015-04-21 |
31.030296296999992 |
34.625339999999994 |
¥11.4万 |
+11.55% |
RSI走弱 |
| 2 |
2015-05-22 |
2015-06-08 |
46.75071100699999 |
41.4585 |
¥-12.6万 |
-11.35% |
RSI走弱 |
| 3 |
2017-02-21 |
2017-04-12 |
15.049543508999996 |
15.7842 |
¥4.8万 |
+4.85% |
RSI走弱 |
| 4 |
2017-04-27 |
2017-05-15 |
18.52405555 |
16.91 |
¥-9.0万 |
-8.74% |
RSI走弱 |
| 5 |
2017-06-07 |
2017-08-04 |
20.566708161999998 |
22.827150000000003 |
¥10.3万 |
+10.96% |
RSI走弱 |
| 6 |
2017-11-07 |
2017-11-24 |
29.157864735999997 |
25.52445 |
¥-13.0万 |
-12.49% |
RSI走弱 |
| 7 |
2019-02-14 |
2019-03-27 |
14.919374469999998 |
16.16382 |
¥7.5万 |
+8.31% |
RSI走弱 |
| 8 |
2019-07-26 |
2019-08-07 |
16.170999845 |
14.94504 |
¥-7.5万 |
-7.61% |
RSI走弱 |
| 9 |
2019-12-18 |
2020-02-03 |
19.074770714999996 |
18.11 |
¥-4.6万 |
-5.09% |
RSI走弱 |
| 10 |
2020-07-02 |
2020-07-27 |
20.12613603 |
19.83 |
¥-1.3万 |
-1.50% |
RSI走弱 |
| 11 |
2020-11-09 |
2020-11-18 |
23.961116178999998 |
21.3786 |
¥-9.2万 |
-10.80% |
RSI走弱 |
| 12 |
2021-01-11 |
2021-02-04 |
23.750843116 |
23.09 |
¥-2.2万 |
-2.81% |
RSI走弱 |
| 13 |
2021-09-13 |
2021-10-19 |
24.712091404 |
23.1768 |
¥-4.6万 |
-6.24% |
RSI走弱 |
| 14 |
2023-01-31 |
2023-04-27 |
12.856695852 |
21.38859 |
¥46.2万 |
+66.31% |
RSI走弱 |
| 15 |
2024-03-06 |
2024-03-27 |
20.786234 |
18.95103 |
¥-10.1万 |
-8.86% |
RSI走弱 |
| 16 |
2024-10-09 |
2024-11-25 |
17.955385 |
16.39359 |
¥-8.9万 |
-8.73% |
RSI走弱 |
| 17 |
2025-02-18 |
2025-03-03 |
17.422625219999997 |
16.51347 |
¥-5.0万 |
-5.25% |
RSI走弱 |
| 18 |
2025-03-10 |
2025-03-24 |
19.255004769 |
17.80218 |
¥-6.9万 |
-7.57% |
RSI走弱 |
| 19 |
2025-08-26 |
2025-10-15 |
18.674250594999997 |
19.330650000000002 |
¥2.9万 |
+3.48% |
RSI走弱 |
| 20 |
2026-04-17 |
2026-05-13 |
19.064757711999995 |
17.772209999999998 |
¥-5.9万 |
-6.81% |
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 |
|---|
| 2015-03-12 |
RSI强势追入 |
买入 |
31.020989999999994 |
31900.0 |
¥99.0万 |
|
| 2015-04-21 |
RSI走弱 |
卖出 |
34.625339999999994 |
31900.0 |
¥1.10M |
|
| 2015-05-22 |
RSI强势追入 |
买入 |
46.736689999999996 |
23800.0 |
¥1.11M |
|
| 2015-06-08 |
RSI走弱 |
卖出 |
41.4585 |
23800.0 |
¥98.6万 |
|
| 2017-02-21 |
RSI强势追入 |
买入 |
15.045029999999997 |
65400.0 |
¥98.4万 |
|
| 2017-04-12 |
RSI走弱 |
卖出 |
15.7842 |
65400.0 |
¥1.03M |
|
| 2017-04-27 |
RSI强势追入 |
买入 |
18.5185 |
55700.0 |
¥1.03M |
|
| 2017-05-15 |
RSI走弱 |
卖出 |
16.91 |
55700.0 |
¥94.2万 |
|
| 2017-06-07 |
RSI强势追入 |
买入 |
20.560539999999996 |
45700.0 |
¥94.0万 |
|
| 2017-08-04 |
RSI走弱 |
卖出 |
22.827150000000003 |
45700.0 |
¥1.04M |
|
| 2017-11-07 |
RSI强势追入 |
买入 |
29.149119999999996 |
35800.0 |
¥1.04M |
|
| 2017-11-24 |
RSI走弱 |
卖出 |
25.52445 |
35800.0 |
¥91.4万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
14.9149 |
60900.0 |
¥90.9万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
16.16382 |
60900.0 |
¥98.4万 |
|
| 2019-07-26 |
RSI强势追入 |
买入 |
16.16615 |
61000.0 |
¥98.6万 |
|
| 2019-08-07 |
RSI走弱 |
卖出 |
14.94504 |
61000.0 |
¥91.1万 |
|
| 2019-12-18 |
RSI强势追入 |
买入 |
19.069049999999997 |
47800.0 |
¥91.2万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
18.11 |
47800.0 |
¥86.5万 |
|
| 2020-07-02 |
RSI强势追入 |
买入 |
20.1201 |
43300.0 |
¥87.1万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
19.83 |
43300.0 |
¥85.8万 |
|
| 2020-11-09 |
RSI强势追入 |
买入 |
23.953929999999996 |
35700.0 |
¥85.5万 |
|
| 2020-11-18 |
RSI走弱 |
卖出 |
21.3786 |
35700.0 |
¥76.3万 |
|
| 2021-01-11 |
RSI强势追入 |
买入 |
23.743719999999996 |
32200.0 |
¥76.5万 |
|
| 2021-02-04 |
RSI走弱 |
卖出 |
23.09 |
32200.0 |
¥74.3万 |
|
| 2021-09-13 |
RSI强势追入 |
买入 |
24.704679999999996 |
30000.0 |
¥74.1万 |
|
| 2021-10-19 |
RSI走弱 |
卖出 |
23.1768 |
30000.0 |
¥69.5万 |
|
| 2023-01-31 |
RSI强势追入 |
买入 |
12.852839999999999 |
54200.0 |
¥69.7万 |
|
| 2023-04-27 |
RSI走弱 |
卖出 |
21.38859 |
54200.0 |
¥1.16M |
|
| 2024-03-06 |
RSI强势追入 |
买入 |
20.78 |
55100.0 |
¥1.15M |
|
| 2024-03-27 |
RSI走弱 |
卖出 |
18.95103 |
55100.0 |
¥1.04M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
17.95 |
57100.0 |
¥1.03M |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
16.39359 |
57100.0 |
¥93.6万 |
|
| 2025-02-18 |
RSI强势追入 |
买入 |
17.417399999999997 |
55100.0 |
¥96.0万 |
|
| 2025-03-03 |
RSI走弱 |
卖出 |
16.51347 |
55100.0 |
¥91.0万 |
|
| 2025-03-10 |
RSI强势追入 |
买入 |
19.249229999999997 |
47300.0 |
¥91.1万 |
|
| 2025-03-24 |
RSI走弱 |
卖出 |
17.80218 |
47300.0 |
¥84.2万 |
|
| 2025-08-26 |
RSI强势追入 |
买入 |
18.668649999999996 |
45200.0 |
¥84.4万 |
|
| 2025-10-15 |
RSI走弱 |
卖出 |
19.330650000000002 |
45200.0 |
¥87.3万 |
|
| 2026-04-17 |
RSI强势追入 |
买入 |
19.059039999999996 |
45700.0 |
¥87.1万 |
|
| 2026-05-13 |
RSI走弱 |
卖出 |
17.772209999999998 |
45700.0 |
¥81.2万 |
|