002304 洋河股份 — 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: ¥76.5万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -23.46%）
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 21 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 |
2015-04-09 |
2015-05-07 |
90.027 |
89.79012 |
¥-2,928 |
-0.29% |
RSI走弱 |
| 2 |
2015-06-16 |
2015-06-19 |
110.49348810499998 |
68.53139999999999 |
¥-36.9万 |
-38.00% |
RSI走弱 |
| 3 |
2015-11-05 |
2015-11-27 |
67.98829037 |
62.937 |
¥-4.6万 |
-7.46% |
RSI走弱 |
| 4 |
2016-06-07 |
2016-06-27 |
73.154999918 |
71.00892 |
¥-1.7万 |
-2.96% |
RSI走弱 |
| 5 |
2016-11-30 |
2016-12-16 |
71.152399318 |
69.8301 |
¥-1.0万 |
-1.89% |
RSI走弱 |
| 6 |
2017-02-14 |
2017-04-11 |
80.92509024599998 |
82.26764999999999 |
¥8,962 |
+1.63% |
RSI走弱 |
| 7 |
2017-09-22 |
2017-11-15 |
96.154867809 |
111.12876 |
¥8.5万 |
+15.54% |
RSI走弱 |
| 8 |
2018-01-10 |
2018-01-31 |
129.758505877 |
126.5 |
¥-1.6万 |
-2.54% |
RSI走弱 |
| 9 |
2018-05-08 |
2018-06-28 |
130.609611132 |
127.872 |
¥-1.3万 |
-2.13% |
RSI走弱 |
| 10 |
2019-03-06 |
2019-04-26 |
119.15473569999999 |
118.56132000000001 |
¥-3,208 |
-0.53% |
RSI走弱 |
| 11 |
2019-07-02 |
2019-07-19 |
130.169039 |
124.80507 |
¥-2.5万 |
-4.15% |
RSI走弱 |
| 12 |
2019-12-19 |
2020-01-22 |
108.06032837599999 |
109.79010000000001 |
¥9,163 |
+1.57% |
RSI走弱 |
| 13 |
2020-04-30 |
2020-06-29 |
99.12872969999998 |
104.88501 |
¥3.4万 |
+5.78% |
RSI走弱 |
| 14 |
2020-07-03 |
2020-08-13 |
123.93093813099999 |
127.85202000000001 |
¥2.0万 |
+3.13% |
RSI走弱 |
| 15 |
2020-10-14 |
2021-01-14 |
149.69439485 |
215.4843 |
¥28.3万 |
+43.91% |
RSI走弱 |
| 16 |
2021-04-30 |
2021-06-16 |
193.82169907099995 |
200.799 |
¥3.3万 |
+3.57% |
RSI走弱 |
| 17 |
2022-07-04 |
2022-07-15 |
182.607135711 |
172.83699 |
¥-5.1万 |
-5.38% |
RSI走弱 |
| 18 |
2022-12-12 |
2023-02-07 |
161.2093483 |
172.47735 |
¥6.3万 |
+6.96% |
RSI走弱 |
| 19 |
2023-08-01 |
2023-08-14 |
146.69049395 |
136.08378 |
¥-7.0万 |
-7.26% |
RSI走弱 |
| 20 |
2024-10-09 |
2024-10-18 |
96.52895 |
82.3176 |
¥-13.1万 |
-14.75% |
RSI走弱 |
| 21 |
2025-08-20 |
2025-09-17 |
73.08490889699998 |
71.73819 |
¥-1.4万 |
-1.87% |
RSI走弱 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-09 |
RSI强势追入 |
买入 |
90.0 |
11100.0 |
¥99.9万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
89.79012 |
11100.0 |
¥99.6万 |
|
| 2015-06-16 |
RSI强势追入 |
买入 |
110.46034999999998 |
8800.0 |
¥97.2万 |
|
| 2015-06-19 |
RSI走弱 |
卖出 |
68.53139999999999 |
8800.0 |
¥60.3万 |
|
| 2015-11-05 |
RSI强势追入 |
买入 |
67.9679 |
9100.0 |
¥61.9万 |
|
| 2015-11-27 |
RSI走弱 |
卖出 |
62.937 |
9100.0 |
¥57.3万 |
|
| 2016-06-07 |
RSI强势追入 |
买入 |
73.13306 |
7800.0 |
¥57.1万 |
|
| 2016-06-27 |
RSI走弱 |
卖出 |
71.00892 |
7800.0 |
¥55.4万 |
|
| 2016-11-30 |
RSI强势追入 |
买入 |
71.13105999999999 |
7800.0 |
¥55.5万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
69.8301 |
7800.0 |
¥54.5万 |
|
| 2017-02-14 |
RSI强势追入 |
买入 |
80.90081999999998 |
6800.0 |
¥55.0万 |
|
| 2017-04-11 |
RSI走弱 |
卖出 |
82.26764999999999 |
6800.0 |
¥55.9万 |
|
| 2017-09-22 |
RSI强势追入 |
买入 |
96.12602999999999 |
5700.0 |
¥54.8万 |
|
| 2017-11-15 |
RSI走弱 |
卖出 |
111.12876 |
5700.0 |
¥63.3万 |
|
| 2018-01-10 |
RSI强势追入 |
买入 |
129.71958999999998 |
4900.0 |
¥63.6万 |
|
| 2018-01-31 |
RSI走弱 |
卖出 |
126.5 |
4900.0 |
¥62.0万 |
|
| 2018-05-08 |
RSI强势追入 |
买入 |
130.57044 |
4800.0 |
¥62.7万 |
|
| 2018-06-28 |
RSI走弱 |
卖出 |
127.872 |
4800.0 |
¥61.4万 |
|
| 2019-03-06 |
RSI强势追入 |
买入 |
119.11899999999999 |
5100.0 |
¥60.8万 |
|
| 2019-04-26 |
RSI走弱 |
卖出 |
118.56132000000001 |
5100.0 |
¥60.4万 |
|
| 2019-07-02 |
RSI强势追入 |
买入 |
130.13 |
4700.0 |
¥61.2万 |
|
| 2019-07-19 |
RSI走弱 |
卖出 |
124.80507 |
4700.0 |
¥58.6万 |
|
| 2019-12-19 |
RSI强势追入 |
买入 |
108.02791999999998 |
5400.0 |
¥58.4万 |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
109.79010000000001 |
5400.0 |
¥59.3万 |
|
| 2020-04-30 |
RSI强势追入 |
买入 |
99.09899999999998 |
6000.0 |
¥59.5万 |
|
| 2020-06-29 |
RSI走弱 |
卖出 |
104.88501 |
6000.0 |
¥62.9万 |
|
| 2020-07-03 |
RSI强势追入 |
买入 |
123.89376999999999 |
5100.0 |
¥63.2万 |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
127.85202000000001 |
5100.0 |
¥65.2万 |
|
| 2020-10-14 |
RSI强势追入 |
买入 |
149.6495 |
4300.0 |
¥64.4万 |
|
| 2021-01-14 |
RSI走弱 |
卖出 |
215.4843 |
4300.0 |
¥92.6万 |
|
| 2021-04-30 |
RSI强势追入 |
买入 |
193.76356999999996 |
4800.0 |
¥93.0万 |
|
| 2021-06-16 |
RSI走弱 |
卖出 |
200.799 |
4800.0 |
¥96.4万 |
|
| 2022-07-04 |
RSI强势追入 |
买入 |
182.55237 |
5200.0 |
¥95.0万 |
|
| 2022-07-15 |
RSI走弱 |
卖出 |
172.83699 |
5200.0 |
¥89.8万 |
|
| 2022-12-12 |
RSI强势追入 |
买入 |
161.16099999999997 |
5600.0 |
¥90.3万 |
|
| 2023-02-07 |
RSI走弱 |
卖出 |
172.47735 |
5600.0 |
¥96.6万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
146.64649999999997 |
6600.0 |
¥96.8万 |
|
| 2023-08-14 |
RSI走弱 |
卖出 |
136.08378 |
6600.0 |
¥89.8万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
96.5 |
9200.0 |
¥88.8万 |
|
| 2024-10-18 |
RSI走弱 |
卖出 |
82.3176 |
9200.0 |
¥75.7万 |
|
| 2025-08-20 |
RSI强势追入 |
买入 |
73.06298999999999 |
10500.0 |
¥76.7万 |
|
| 2025-09-17 |
RSI走弱 |
卖出 |
71.73819 |
10500.0 |
¥75.3万 |
|