002352 顺丰控股 — 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: ¥93.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -6.36%）
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 22 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 |
2015-02-09 |
26.63458798 |
24.0759 |
¥-9.5万 |
-9.63% |
RSI走弱 |
| 2 |
2015-03-17 |
2015-05-08 |
27.165277138999993 |
31.87809 |
¥15.6万 |
+17.31% |
RSI走弱 |
| 3 |
2015-05-15 |
2015-06-23 |
39.060724703 |
46.953 |
¥21.3万 |
+20.17% |
RSI走弱 |
| 4 |
2015-11-25 |
2015-12-11 |
29.838748940000002 |
27.882089999999998 |
¥-8.4万 |
-6.59% |
RSI走弱 |
| 5 |
2016-04-01 |
2016-06-01 |
27.705979300999996 |
16.68 |
¥-47.2万 |
-39.81% |
RSI走弱 |
| 6 |
2016-06-21 |
2016-07-28 |
38.0494114 |
41.11884 |
¥5.5万 |
+8.03% |
RSI走弱 |
| 7 |
2016-09-22 |
2016-11-15 |
46.05981379999999 |
49.6503 |
¥5.9万 |
+7.76% |
RSI走弱 |
| 8 |
2017-03-02 |
2017-03-31 |
67.147198118 |
55.794149999999995 |
¥-13.4万 |
-16.93% |
RSI走弱 |
| 9 |
2017-09-20 |
2017-11-14 |
56.07281679999999 |
57.942 |
¥2.3万 |
+3.30% |
RSI走弱 |
| 10 |
2019-02-21 |
2019-03-11 |
37.328475184 |
35.05 |
¥-4.4万 |
-6.13% |
RSI走弱 |
| 11 |
2019-06-27 |
2019-09-25 |
33.563586056 |
38.761199999999995 |
¥10.4万 |
+15.45% |
RSI走弱 |
| 12 |
2020-02-07 |
2020-03-13 |
44.73809740399999 |
42.1 |
¥-4.5万 |
-5.92% |
RSI走弱 |
| 13 |
2020-06-09 |
2020-08-13 |
51.657082477 |
65.0349 |
¥19.0万 |
+25.86% |
RSI走弱 |
| 14 |
2020-08-27 |
2020-09-23 |
80.10402399999998 |
76.54338 |
¥-4.1万 |
-4.47% |
RSI走弱 |
| 15 |
2020-10-13 |
2020-11-02 |
87.41351618999997 |
83.54 |
¥-3.9万 |
-4.46% |
RSI走弱 |
| 16 |
2021-01-05 |
2021-03-03 |
90.297261054 |
99.9 |
¥8.9万 |
+10.60% |
RSI走弱 |
| 17 |
2022-01-05 |
2022-01-14 |
70.75187919799998 |
64.935 |
¥-7.6万 |
-8.25% |
RSI走弱 |
| 18 |
2022-12-08 |
2023-02-01 |
57.534715238 |
58.7412 |
¥1.8万 |
+2.07% |
RSI走弱 |
| 19 |
2024-09-26 |
2024-11-18 |
38.45994452299999 |
42.87708 |
¥10.0万 |
+11.45% |
RSI走弱 |
| 20 |
2025-03-14 |
2025-03-27 |
43.856953139999995 |
42.03792 |
¥-4.1万 |
-4.18% |
RSI走弱 |
| 21 |
2025-05-22 |
2025-07-04 |
46.43029491099999 |
47.4525 |
¥2.0万 |
+2.17% |
RSI走弱 |
| 22 |
2026-11-04 |
2026-11-13 |
33.924054164 |
33.25 |
¥-1.9万 |
-2.02% |
强平 |
逐笔成交记录（共 44 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 |
26.6266 |
37000.0 |
¥98.5万 |
|
| 2015-02-09 |
RSI走弱 |
卖出 |
24.0759 |
37000.0 |
¥89.1万 |
|
| 2015-03-17 |
RSI强势追入 |
买入 |
27.157129999999995 |
33200.0 |
¥90.2万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
31.87809 |
33200.0 |
¥1.06M |
|
| 2015-05-15 |
RSI强势追入 |
买入 |
39.049009999999996 |
27000.0 |
¥1.05M |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
46.953 |
27000.0 |
¥1.27M |
|
| 2015-11-25 |
RSI强势追入 |
买入 |
29.8298 |
42600.0 |
¥1.27M |
|
| 2015-12-11 |
RSI走弱 |
卖出 |
27.882089999999998 |
42600.0 |
¥1.19M |
|
| 2016-04-01 |
RSI强势追入 |
买入 |
27.697669999999995 |
42800.0 |
¥1.19M |
|
| 2016-06-01 |
RSI走弱 |
卖出 |
16.68 |
42800.0 |
¥71.4万 |
|
| 2016-06-21 |
RSI强势追入 |
买入 |
38.038 |
18100.0 |
¥68.9万 |
|
| 2016-07-28 |
RSI走弱 |
卖出 |
41.11884 |
18100.0 |
¥74.4万 |
|
| 2016-09-22 |
RSI强势追入 |
买入 |
46.04599999999999 |
16500.0 |
¥76.0万 |
|
| 2016-11-15 |
RSI走弱 |
卖出 |
49.6503 |
16500.0 |
¥81.9万 |
|
| 2017-03-02 |
RSI强势追入 |
买入 |
67.12706 |
11800.0 |
¥79.2万 |
|
| 2017-03-31 |
RSI走弱 |
卖出 |
55.794149999999995 |
11800.0 |
¥65.8万 |
|
| 2017-09-20 |
RSI强势追入 |
买入 |
56.056 |
12300.0 |
¥69.0万 |
|
| 2017-11-14 |
RSI走弱 |
卖出 |
57.942 |
12300.0 |
¥71.2万 |
|
| 2019-02-21 |
RSI强势追入 |
买入 |
37.31728 |
19200.0 |
¥71.7万 |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
35.05 |
19200.0 |
¥67.3万 |
|
| 2019-06-27 |
RSI强势追入 |
买入 |
33.55352 |
20100.0 |
¥67.5万 |
|
| 2019-09-25 |
RSI走弱 |
卖出 |
38.761199999999995 |
20100.0 |
¥77.9万 |
|
| 2020-02-07 |
RSI强势追入 |
买入 |
44.72467999999999 |
17100.0 |
¥76.5万 |
|
| 2020-03-13 |
RSI走弱 |
卖出 |
42.1 |
17100.0 |
¥72.0万 |
|
| 2020-06-09 |
RSI强势追入 |
买入 |
51.64159 |
14200.0 |
¥73.4万 |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
65.0349 |
14200.0 |
¥92.3万 |
|
| 2020-08-27 |
RSI强势追入 |
买入 |
80.07999999999998 |
11500.0 |
¥92.1万 |
|
| 2020-09-23 |
RSI走弱 |
卖出 |
76.54338 |
11500.0 |
¥88.0万 |
|
| 2020-10-13 |
RSI强势追入 |
买入 |
87.38729999999998 |
10000.0 |
¥87.4万 |
|
| 2020-11-02 |
RSI走弱 |
卖出 |
83.54 |
10000.0 |
¥83.5万 |
|
| 2021-01-05 |
RSI强势追入 |
买入 |
90.27018 |
9300.0 |
¥84.0万 |
|
| 2021-03-03 |
RSI走弱 |
卖出 |
99.9 |
9300.0 |
¥92.9万 |
|
| 2022-01-05 |
RSI强势追入 |
买入 |
70.73065999999999 |
13000.0 |
¥92.0万 |
|
| 2022-01-14 |
RSI走弱 |
卖出 |
64.935 |
13000.0 |
¥84.4万 |
|
| 2022-12-08 |
RSI强势追入 |
买入 |
57.51745999999999 |
14800.0 |
¥85.2万 |
|
| 2023-02-01 |
RSI走弱 |
卖出 |
58.7412 |
14800.0 |
¥86.9万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
38.448409999999996 |
22600.0 |
¥86.9万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
42.87708 |
22600.0 |
¥96.9万 |
|
| 2025-03-14 |
RSI强势追入 |
买入 |
43.843799999999995 |
22200.0 |
¥97.4万 |
|
| 2025-03-27 |
RSI走弱 |
卖出 |
42.03792 |
22200.0 |
¥93.3万 |
|
| 2025-05-22 |
RSI强势追入 |
买入 |
46.41636999999999 |
20000.0 |
¥92.9万 |
|
| 2025-07-04 |
RSI走弱 |
卖出 |
47.4525 |
20000.0 |
¥94.9万 |
|
| 2026-11-04 |
RSI强势追入 |
买入 |
33.91388 |
28000.0 |
¥95.0万 |
|
| 2026-11-13 |
强平 |
卖出 |
33.25 |
28000 |
¥93.1万 |
回测结束强平 |