002311 海大集团 — 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: ¥88.2万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -11.77%）
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 |
2015-01-27 |
2015-05-06 |
14.038230206 |
18.97101 |
¥35.0万 |
+35.10% |
RSI走弱 |
| 2 |
2015-05-25 |
2015-06-19 |
23.540570053 |
23.336639999999996 |
¥-1.2万 |
-0.90% |
RSI走弱 |
| 3 |
2016-03-25 |
2016-04-22 |
15.660336691999998 |
15.424560000000001 |
¥-2.0万 |
-1.54% |
RSI走弱 |
| 4 |
2016-08-31 |
2016-09-19 |
16.371259905000002 |
15.744240000000001 |
¥-5.1万 |
-3.86% |
RSI走弱 |
| 5 |
2017-04-28 |
2017-05-09 |
17.522755249999996 |
16.59339 |
¥-6.7万 |
-5.33% |
RSI走弱 |
| 6 |
2017-10-26 |
2017-11-06 |
20.416513116999997 |
19.0 |
¥-8.3万 |
-6.97% |
RSI走弱 |
| 7 |
2018-12-06 |
2018-12-20 |
24.051233206 |
22.29768 |
¥-8.1万 |
-7.32% |
RSI走弱 |
| 8 |
2019-02-13 |
2019-03-22 |
25.232767559999996 |
26.573400000000003 |
¥5.4万 |
+5.28% |
RSI走弱 |
| 9 |
2019-04-25 |
2019-05-10 |
30.289334074999992 |
29.35062 |
¥-3.3万 |
-3.13% |
RSI走弱 |
| 10 |
2019-09-02 |
2019-09-25 |
32.87268884899999 |
32.39757 |
¥-1.5万 |
-1.47% |
RSI走弱 |
| 11 |
2019-12-31 |
2020-02-03 |
36.126914823999996 |
30.65 |
¥-15.7万 |
-15.19% |
RSI走弱 |
| 12 |
2020-04-13 |
2020-06-04 |
42.55526275 |
45.2547 |
¥5.5万 |
+6.31% |
RSI走弱 |
| 13 |
2020-07-10 |
2020-09-08 |
52.127693617999995 |
64.56537 |
¥22.1万 |
+23.82% |
RSI走弱 |
| 14 |
2021-01-07 |
2021-01-15 |
72.133673612 |
64.73519999999999 |
¥-11.9万 |
-10.28% |
RSI走弱 |
| 15 |
2021-02-08 |
2021-03-09 |
78.60207354999999 |
70.72919999999999 |
¥-10.3万 |
-10.04% |
RSI走弱 |
| 16 |
2021-12-28 |
2022-01-14 |
76.02279999999999 |
69.59034 |
¥-7.9万 |
-8.49% |
RSI走弱 |
| 17 |
2024-04-19 |
2024-06-03 |
47.0611141 |
50.71923 |
¥6.6万 |
+7.74% |
RSI走弱 |
| 18 |
2024-10-09 |
2024-11-25 |
47.05110109699999 |
45.94401 |
¥-2.2万 |
-2.38% |
RSI走弱 |
| 19 |
2025-06-04 |
2025-06-18 |
62.48113871999999 |
58.421519999999994 |
¥-5.8万 |
-6.53% |
RSI走弱 |
| 20 |
2025-08-26 |
2025-09-26 |
62.000514576 |
62.01792 |
¥-16 |
-0.00% |
RSI走弱 |
| 21 |
2026-11-02 |
2026-11-13 |
46.700645992 |
48.88 |
¥3.8万 |
+4.64% |
强平 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-01-27 |
RSI强势追入 |
买入 |
14.034019999999998 |
71000.0 |
¥99.7万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
18.97101 |
71000.0 |
¥1.35M |
|
| 2015-05-25 |
RSI强势追入 |
买入 |
23.53351 |
56000.0 |
¥1.32M |
|
| 2015-06-19 |
RSI走弱 |
卖出 |
23.336639999999996 |
56000.0 |
¥1.31M |
|
| 2016-03-25 |
RSI强势追入 |
买入 |
15.655639999999998 |
84600.0 |
¥1.32M |
|
| 2016-04-22 |
RSI走弱 |
卖出 |
15.424560000000001 |
84600.0 |
¥1.30M |
|
| 2016-08-31 |
RSI强势追入 |
买入 |
16.36635 |
80300.0 |
¥1.31M |
|
| 2016-09-19 |
RSI走弱 |
卖出 |
15.744240000000001 |
80300.0 |
¥1.26M |
|
| 2017-04-28 |
RSI强势追入 |
买入 |
17.5175 |
72000.0 |
¥1.26M |
|
| 2017-05-09 |
RSI走弱 |
卖出 |
16.59339 |
72000.0 |
¥1.19M |
|
| 2017-10-26 |
RSI强势追入 |
买入 |
20.41039 |
58500.0 |
¥1.19M |
|
| 2017-11-06 |
RSI走弱 |
卖出 |
19.0 |
58500.0 |
¥1.11M |
|
| 2018-12-06 |
RSI强势追入 |
买入 |
24.04402 |
46200.0 |
¥1.11M |
|
| 2018-12-20 |
RSI走弱 |
卖出 |
22.29768 |
46200.0 |
¥1.03M |
|
| 2019-02-13 |
RSI强势追入 |
买入 |
25.225199999999997 |
40700.0 |
¥1.03M |
|
| 2019-03-22 |
RSI走弱 |
卖出 |
26.573400000000003 |
40700.0 |
¥1.08M |
|
| 2019-04-25 |
RSI强势追入 |
买入 |
30.28024999999999 |
35300.0 |
¥1.07M |
|
| 2019-05-10 |
RSI走弱 |
卖出 |
29.35062 |
35300.0 |
¥1.04M |
|
| 2019-09-02 |
RSI强势追入 |
买入 |
32.862829999999995 |
31800.0 |
¥1.05M |
|
| 2019-09-25 |
RSI走弱 |
卖出 |
32.39757 |
31800.0 |
¥1.03M |
|
| 2019-12-31 |
RSI强势追入 |
买入 |
36.11608 |
28700.0 |
¥1.04M |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
30.65 |
28700.0 |
¥87.9万 |
|
| 2020-04-13 |
RSI强势追入 |
买入 |
42.5425 |
20500.0 |
¥87.2万 |
|
| 2020-06-04 |
RSI走弱 |
卖出 |
45.2547 |
20500.0 |
¥92.7万 |
|
| 2020-07-10 |
RSI强势追入 |
买入 |
52.11206 |
17800.0 |
¥92.8万 |
|
| 2020-09-08 |
RSI走弱 |
卖出 |
64.56537 |
17800.0 |
¥1.15M |
|
| 2021-01-07 |
RSI强势追入 |
买入 |
72.11204 |
16000.0 |
¥1.15M |
|
| 2021-01-15 |
RSI走弱 |
卖出 |
64.73519999999999 |
16000.0 |
¥1.04M |
|
| 2021-02-08 |
RSI强势追入 |
买入 |
78.57849999999999 |
13100.0 |
¥1.03M |
|
| 2021-03-09 |
RSI走弱 |
卖出 |
70.72919999999999 |
13100.0 |
¥92.6万 |
|
| 2021-12-28 |
RSI强势追入 |
买入 |
76.0 |
12300.0 |
¥93.5万 |
|
| 2022-01-14 |
RSI走弱 |
卖出 |
69.59034 |
12300.0 |
¥85.6万 |
|
| 2024-04-19 |
RSI强势追入 |
买入 |
47.047 |
18100.0 |
¥85.2万 |
|
| 2024-06-03 |
RSI走弱 |
卖出 |
50.71923 |
18100.0 |
¥91.8万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
47.036989999999996 |
19300.0 |
¥90.8万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
45.94401 |
19300.0 |
¥88.6万 |
|
| 2025-06-04 |
RSI强势追入 |
买入 |
62.46239999999999 |
14300.0 |
¥89.3万 |
|
| 2025-06-18 |
RSI走弱 |
卖出 |
58.421519999999994 |
14300.0 |
¥83.5万 |
|
| 2025-08-26 |
RSI强势追入 |
买入 |
61.981919999999995 |
13500.0 |
¥83.7万 |
|
| 2025-09-26 |
RSI走弱 |
卖出 |
62.01792 |
13500.0 |
¥83.7万 |
|
| 2026-11-02 |
RSI强势追入 |
买入 |
46.68664 |
17700.0 |
¥82.7万 |
|
| 2026-11-13 |
强平 |
卖出 |
48.88 |
17700 |
¥86.5万 |
回测结束强平 |