002353 杰瑞股份 — 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: ¥60.3万
策略: 追涨杀跌
K线 & 交易信号(策略收益 -39.74%)
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 28 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 |
2015-02-25 |
36.817812031 |
33.99597 |
¥-7.6万 |
-7.69% |
RSI走弱 |
| 2 |
2015-03-30 |
2015-04-16 |
40.25227206 |
37.91 |
¥-5.4万 |
-5.85% |
RSI走弱 |
| 3 |
2015-09-30 |
2015-10-09 |
39.931976000000006 |
32.34 |
¥-14.7万 |
-19.04% |
RSI走弱 |
| 4 |
2016-09-13 |
2016-09-27 |
18.804419634000002 |
17.96202 |
¥-3.2万 |
-4.51% |
RSI走弱 |
| 5 |
2016-11-24 |
2016-12-27 |
19.795706930999998 |
20.3796 |
¥2.0万 |
+2.92% |
RSI走弱 |
| 6 |
2018-01-11 |
2018-02-01 |
15.500128643999998 |
14.895089999999998 |
¥-2.8万 |
-3.93% |
RSI走弱 |
| 7 |
2018-04-13 |
2018-04-27 |
16.711702007 |
15.624360000000001 |
¥-4.4万 |
-6.53% |
RSI走弱 |
| 8 |
2018-05-22 |
2018-06-04 |
20.176201044999996 |
17.73225 |
¥-7.7万 |
-12.14% |
RSI走弱 |
| 9 |
2019-02-15 |
2019-04-25 |
18.904549664 |
24.415560000000003 |
¥16.3万 |
+29.11% |
RSI走弱 |
| 10 |
2019-07-12 |
2019-08-20 |
25.963716778999995 |
25.374599999999997 |
¥-1.7万 |
-2.30% |
RSI走弱 |
| 11 |
2019-10-15 |
2019-11-11 |
31.871388548999995 |
29.120849999999997 |
¥-6.1万 |
-8.66% |
RSI走弱 |
| 12 |
2019-12-25 |
2020-02-03 |
35.796485725 |
33.28 |
¥-4.5万 |
-7.06% |
RSI走弱 |
| 13 |
2020-07-08 |
2020-07-17 |
33.243169959999996 |
29.260710000000003 |
¥-7.2万 |
-12.01% |
RSI走弱 |
| 14 |
2020-11-24 |
2020-12-22 |
35.886602752 |
34.64532 |
¥-1.8万 |
-3.49% |
RSI走弱 |
| 15 |
2021-01-14 |
2021-02-25 |
42.85565283999999 |
45.1548 |
¥2.7万 |
+5.33% |
RSI走弱 |
| 16 |
2021-06-23 |
2021-07-16 |
45.108578515 |
41.10885 |
¥-4.8万 |
-8.89% |
RSI走弱 |
| 17 |
2021-09-22 |
2021-10-14 |
47.271387162999986 |
45.34461 |
¥-1.9万 |
-4.10% |
RSI走弱 |
| 18 |
2022-01-21 |
2022-01-26 |
45.989722779 |
42.966989999999996 |
¥-3.1万 |
-6.60% |
RSI走弱 |
| 19 |
2022-06-07 |
2022-06-21 |
42.014560587999995 |
39.32064 |
¥-2.8万 |
-6.44% |
RSI走弱 |
| 20 |
2023-01-19 |
2023-02-17 |
32.62236377399999 |
31.00896 |
¥-2.0万 |
-4.97% |
RSI走弱 |
| 21 |
2023-07-26 |
2023-08-14 |
27.295446177999995 |
26.783189999999998 |
¥-7,440 |
-1.91% |
RSI走弱 |
| 22 |
2023-09-18 |
2023-10-12 |
32.019603 |
30.029940000000003 |
¥-2.4万 |
-6.24% |
RSI走弱 |
| 23 |
2024-10-09 |
2024-10-18 |
34.54486034999999 |
30.3696 |
¥-4.1万 |
-12.11% |
RSI走弱 |
| 24 |
2024-11-08 |
2024-11-29 |
38.830425633999994 |
35.34462 |
¥-2.8万 |
-9.00% |
RSI走弱 |
| 25 |
2025-01-22 |
2025-02-11 |
40.312350077999994 |
37.61235 |
¥-2.0万 |
-6.73% |
RSI走弱 |
| 26 |
2025-07-18 |
2025-10-20 |
39.0507117 |
50.36958 |
¥7.8万 |
+28.95% |
RSI走弱 |
| 27 |
2025-12-02 |
2026-03-16 |
60.598694156 |
105.12476999999998 |
¥24.9万 |
+73.42% |
RSI走弱 |
| 28 |
2026-05-07 |
2026-06-30 |
150.154992988 |
151.33851 |
¥4,439 |
+0.76% |
RSI走弱 |
逐笔成交记录(共 56 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 |
36.80677 |
27000.0 |
¥99.4万 |
|
| 2015-02-25 |
RSI走弱 |
卖出 |
33.99597 |
27000.0 |
¥91.8万 |
|
| 2015-03-30 |
RSI强势追入 |
买入 |
40.2402 |
22800.0 |
¥91.8万 |
|
| 2015-04-16 |
RSI走弱 |
卖出 |
37.91 |
22800.0 |
¥86.4万 |
|
| 2015-09-30 |
RSI强势追入 |
买入 |
39.92 |
19400.0 |
¥77.5万 |
|
| 2015-10-09 |
RSI走弱 |
卖出 |
32.34 |
19400.0 |
¥62.7万 |
|
| 2016-09-13 |
RSI强势追入 |
买入 |
18.79878 |
37600.0 |
¥70.7万 |
|
| 2016-09-27 |
RSI走弱 |
卖出 |
17.96202 |
37600.0 |
¥67.5万 |
|
| 2016-11-24 |
RSI强势追入 |
买入 |
19.789769999999997 |
34600.0 |
¥68.5万 |
|
| 2016-12-27 |
RSI走弱 |
卖出 |
20.3796 |
34600.0 |
¥70.5万 |
|
| 2018-01-11 |
RSI强势追入 |
买入 |
15.495479999999999 |
45600.0 |
¥70.7万 |
|
| 2018-02-01 |
RSI走弱 |
卖出 |
14.895089999999998 |
45600.0 |
¥67.9万 |
|
| 2018-04-13 |
RSI强势追入 |
买入 |
16.70669 |
40700.0 |
¥68.0万 |
|
| 2018-04-27 |
RSI走弱 |
卖出 |
15.624360000000001 |
40700.0 |
¥63.6万 |
|
| 2018-05-22 |
RSI强势追入 |
买入 |
20.170149999999996 |
31300.0 |
¥63.2万 |
|
| 2018-06-04 |
RSI走弱 |
卖出 |
17.73225 |
31300.0 |
¥55.5万 |
|
| 2019-02-15 |
RSI强势追入 |
买入 |
18.89888 |
29600.0 |
¥56.0万 |
|
| 2019-04-25 |
RSI走弱 |
卖出 |
24.415560000000003 |
29600.0 |
¥72.2万 |
|
| 2019-07-12 |
RSI强势追入 |
买入 |
25.95593 |
27700.0 |
¥71.9万 |
|
| 2019-08-20 |
RSI走弱 |
卖出 |
25.374599999999997 |
27700.0 |
¥70.3万 |
|
| 2019-10-15 |
RSI强势追入 |
买入 |
31.861829999999994 |
22100.0 |
¥70.4万 |
|
| 2019-11-11 |
RSI走弱 |
卖出 |
29.120849999999997 |
22100.0 |
¥64.3万 |
|
| 2019-12-25 |
RSI强势追入 |
买入 |
35.78574999999999 |
18000.0 |
¥64.4万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
33.28 |
18000.0 |
¥59.9万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
33.2332 |
18000.0 |
¥59.8万 |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
29.260710000000003 |
18000.0 |
¥52.7万 |
|
| 2020-11-24 |
RSI强势追入 |
买入 |
35.87584 |
14700.0 |
¥52.8万 |
|
| 2020-12-22 |
RSI走弱 |
卖出 |
34.64532 |
14700.0 |
¥50.9万 |
|
| 2021-01-14 |
RSI强势追入 |
买入 |
42.84279999999999 |
11700.0 |
¥50.1万 |
|
| 2021-02-25 |
RSI走弱 |
卖出 |
45.1548 |
11700.0 |
¥52.8万 |
|
| 2021-06-23 |
RSI强势追入 |
买入 |
45.09505 |
11900.0 |
¥53.7万 |
|
| 2021-07-16 |
RSI走弱 |
卖出 |
41.10885 |
11900.0 |
¥48.9万 |
|
| 2021-09-22 |
RSI强势追入 |
买入 |
47.25720999999999 |
10000.0 |
¥47.3万 |
|
| 2021-10-14 |
RSI走弱 |
卖出 |
45.34461 |
10000.0 |
¥45.3万 |
|
| 2022-01-21 |
RSI强势追入 |
买入 |
45.97593 |
10200.0 |
¥46.9万 |
|
| 2022-01-26 |
RSI走弱 |
卖出 |
42.966989999999996 |
10200.0 |
¥43.8万 |
|
| 2022-06-07 |
RSI强势追入 |
买入 |
42.00196 |
10400.0 |
¥43.7万 |
|
| 2022-06-21 |
RSI走弱 |
卖出 |
39.32064 |
10400.0 |
¥40.9万 |
|
| 2023-01-19 |
RSI强势追入 |
买入 |
32.612579999999994 |
12500.0 |
¥40.8万 |
|
| 2023-02-17 |
RSI走弱 |
卖出 |
31.00896 |
12500.0 |
¥38.7万 |
|
| 2023-07-26 |
RSI强势追入 |
买入 |
27.287259999999996 |
14300.0 |
¥39.0万 |
|
| 2023-08-14 |
RSI走弱 |
卖出 |
26.783189999999998 |
14300.0 |
¥38.3万 |
|
| 2023-09-18 |
RSI强势追入 |
买入 |
32.01 |
11900.0 |
¥38.1万 |
|
| 2023-10-12 |
RSI走弱 |
卖出 |
30.029940000000003 |
11900.0 |
¥35.7万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
34.534499999999994 |
9900.0 |
¥34.2万 |
|
| 2024-10-18 |
RSI走弱 |
卖出 |
30.3696 |
9900.0 |
¥30.1万 |
|
| 2024-11-08 |
RSI强势追入 |
买入 |
38.81878 |
8100.0 |
¥31.5万 |
|
| 2024-11-29 |
RSI走弱 |
卖出 |
35.34462 |
8100.0 |
¥28.6万 |
|
| 2025-01-22 |
RSI强势追入 |
买入 |
40.300259999999994 |
7200.0 |
¥29.0万 |
|
| 2025-02-11 |
RSI走弱 |
卖出 |
37.61235 |
7200.0 |
¥27.1万 |
|
| 2025-07-18 |
RSI强势追入 |
买入 |
39.038999999999994 |
6900.0 |
¥26.9万 |
|
| 2025-10-20 |
RSI走弱 |
卖出 |
50.36958 |
6900.0 |
¥34.7万 |
|
| 2025-12-02 |
RSI强势追入 |
买入 |
60.58052 |
5600.0 |
¥33.9万 |
|
| 2026-03-16 |
RSI走弱 |
卖出 |
105.12476999999998 |
5600.0 |
¥58.9万 |
|
| 2026-05-07 |
RSI强势追入 |
买入 |
150.10996 |
3900.0 |
¥58.6万 |
|
| 2026-06-30 |
RSI走弱 |
卖出 |
151.33851 |
3900.0 |
¥59.0万 |
|