002371 北方华创 — 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: ¥1.60M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +59.93%）
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 26 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 |
2015-02-17 |
2015-04-16 |
28.587123564999995 |
29.89008 |
¥4.5万 |
+4.53% |
RSI走弱 |
| 2 |
2015-05-04 |
2015-06-23 |
36.597525964999996 |
48.10185 |
¥32.6万 |
+31.40% |
RSI走弱 |
| 3 |
2016-06-01 |
2016-07-18 |
29.778670921999996 |
37.41255 |
¥34.6万 |
+25.60% |
RSI走弱 |
| 4 |
2017-09-05 |
2017-11-28 |
26.914952063999998 |
35.4 |
¥53.6万 |
+31.49% |
RSI走弱 |
| 5 |
2018-03-13 |
2018-03-26 |
39.45123181999999 |
34.75 |
¥-26.5万 |
-11.94% |
RSI走弱 |
| 6 |
2018-04-20 |
2018-05-15 |
52.478148723 |
46.53342 |
¥-22.3万 |
-11.35% |
RSI走弱 |
| 7 |
2019-02-12 |
2019-04-11 |
48.653181577 |
66.5334 |
¥64.1万 |
+36.71% |
RSI走弱 |
| 8 |
2019-09-06 |
2019-09-30 |
72.10363460299999 |
68.2317 |
¥-12.9万 |
-5.40% |
RSI走弱 |
| 9 |
2019-12-05 |
2019-12-24 |
86.121838803 |
83.19671999999998 |
¥-7.7万 |
-3.43% |
RSI走弱 |
| 10 |
2020-01-15 |
2020-03-05 |
106.35811786599999 |
133.866 |
¥56.0万 |
+25.83% |
RSI走弱 |
| 11 |
2020-05-07 |
2020-05-29 |
161.21936130299997 |
147.852 |
¥-22.8万 |
-8.32% |
RSI走弱 |
| 12 |
2020-07-09 |
2020-07-17 |
207.219097085 |
176.81301000000002 |
¥-36.2万 |
-14.70% |
RSI走弱 |
| 13 |
2020-11-10 |
2020-11-23 |
199.25875969999998 |
175.12470000000002 |
¥-25.4万 |
-12.14% |
RSI走弱 |
| 14 |
2021-01-19 |
2021-01-29 |
232.30166959999997 |
203.80598999999998 |
¥-23.1万 |
-12.29% |
RSI走弱 |
| 15 |
2021-06-02 |
2021-08-16 |
200.910905195 |
336.67298999999997 |
¥1.13M |
+67.52% |
RSI走弱 |
| 16 |
2021-11-12 |
2021-11-24 |
446.6199858119999 |
384.62498999999997 |
¥-37.9万 |
-13.91% |
RSI走弱 |
| 17 |
2022-08-11 |
2022-08-24 |
330.41908599699997 |
299.48022 |
¥-22.7万 |
-9.39% |
RSI走弱 |
| 18 |
2023-04-07 |
2023-05-09 |
307.8297512289999 |
301.0 |
¥-4.9万 |
-2.25% |
RSI走弱 |
| 19 |
2024-03-04 |
2024-04-11 |
292.97045477699993 |
288.88 |
¥-3.0万 |
-1.43% |
RSI走弱 |
| 20 |
2024-07-19 |
2024-07-26 |
354.96095634999995 |
326.69298 |
¥-16.7万 |
-7.99% |
RSI走弱 |
| 21 |
2024-10-09 |
2024-11-27 |
400.52011999999996 |
406.2933 |
¥2.7万 |
+1.41% |
RSI走弱 |
| 22 |
2025-02-20 |
2025-03-14 |
455.5916365 |
432.59697 |
¥-9.9万 |
-5.08% |
RSI走弱 |
| 23 |
2025-09-25 |
2025-10-15 |
469.470799 |
405.0945 |
¥-25.8万 |
-13.74% |
RSI走弱 |
| 24 |
2026-01-08 |
2026-01-30 |
516.090200626 |
471.94758 |
¥-13.7万 |
-8.58% |
RSI走弱 |
| 25 |
2026-05-08 |
2026-06-09 |
543.7060628999999 |
600.41898 |
¥14.7万 |
+10.40% |
RSI走弱 |
| 26 |
2026-06-23 |
2026-07-16 |
749.6935606159999 |
732.22704 |
¥-3.7万 |
-2.36% |
RSI走弱 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-17 |
RSI强势追入 |
买入 |
28.578549999999996 |
34400.0 |
¥98.3万 |
|
| 2015-04-16 |
RSI走弱 |
卖出 |
29.89008 |
34400.0 |
¥1.03M |
|
| 2015-05-04 |
RSI强势追入 |
买入 |
36.586549999999995 |
28400.0 |
¥1.04M |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
48.10185 |
28400.0 |
¥1.37M |
|
| 2016-06-01 |
RSI强势追入 |
买入 |
29.769739999999995 |
45400.0 |
¥1.35M |
|
| 2016-07-18 |
RSI走弱 |
卖出 |
37.41255 |
45400.0 |
¥1.70M |
|
| 2017-09-05 |
RSI强势追入 |
买入 |
26.906879999999997 |
63200.0 |
¥1.70M |
|
| 2017-11-28 |
RSI走弱 |
卖出 |
35.4 |
63200.0 |
¥2.24M |
|
| 2018-03-13 |
RSI强势追入 |
买入 |
39.43939999999999 |
56300.0 |
¥2.22M |
|
| 2018-03-26 |
RSI走弱 |
卖出 |
34.75 |
56300.0 |
¥1.96M |
|
| 2018-04-20 |
RSI强势追入 |
买入 |
52.46240999999999 |
37500.0 |
¥1.97M |
|
| 2018-05-15 |
RSI走弱 |
卖出 |
46.53342 |
37500.0 |
¥1.74M |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
48.63859 |
35900.0 |
¥1.75M |
|
| 2019-04-11 |
RSI走弱 |
卖出 |
66.5334 |
35900.0 |
¥2.39M |
|
| 2019-09-06 |
RSI强势追入 |
买入 |
72.08201 |
33100.0 |
¥2.39M |
|
| 2019-09-30 |
RSI走弱 |
卖出 |
68.2317 |
33100.0 |
¥2.26M |
|
| 2019-12-05 |
RSI强势追入 |
买入 |
86.09600999999999 |
26200.0 |
¥2.26M |
|
| 2019-12-24 |
RSI走弱 |
卖出 |
83.19671999999998 |
26200.0 |
¥2.18M |
|
| 2020-01-15 |
RSI强势追入 |
买入 |
106.32621999999999 |
20400.0 |
¥2.17M |
|
| 2020-03-05 |
RSI走弱 |
卖出 |
133.866 |
20400.0 |
¥2.73M |
|
| 2020-05-07 |
RSI强势追入 |
买入 |
161.17100999999997 |
17000.0 |
¥2.74M |
|
| 2020-05-29 |
RSI走弱 |
卖出 |
147.852 |
17000.0 |
¥2.51M |
|
| 2020-07-09 |
RSI强势追入 |
买入 |
207.15694999999997 |
11900.0 |
¥2.47M |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
176.81301000000002 |
11900.0 |
¥2.10M |
|
| 2020-11-10 |
RSI强势追入 |
买入 |
199.19899999999998 |
10500.0 |
¥2.09M |
|
| 2020-11-23 |
RSI走弱 |
卖出 |
175.12470000000002 |
10500.0 |
¥1.84M |
|
| 2021-01-19 |
RSI强势追入 |
买入 |
232.23199999999997 |
8100.0 |
¥1.88M |
|
| 2021-01-29 |
RSI走弱 |
卖出 |
203.80598999999998 |
8100.0 |
¥1.65M |
|
| 2021-06-02 |
RSI强势追入 |
买入 |
200.85064999999997 |
8300.0 |
¥1.67M |
|
| 2021-08-16 |
RSI走弱 |
卖出 |
336.67298999999997 |
8300.0 |
¥2.79M |
|
| 2021-11-12 |
RSI强势追入 |
买入 |
446.48603999999995 |
6100.0 |
¥2.72M |
|
| 2021-11-24 |
RSI走弱 |
卖出 |
384.62498999999997 |
6100.0 |
¥2.35M |
|
| 2022-08-11 |
RSI强势追入 |
买入 |
330.31998999999996 |
7300.0 |
¥2.41M |
|
| 2022-08-24 |
RSI走弱 |
卖出 |
299.48022 |
7300.0 |
¥2.19M |
|
| 2023-04-07 |
RSI强势追入 |
买入 |
307.73742999999996 |
7100.0 |
¥2.19M |
|
| 2023-05-09 |
RSI走弱 |
卖出 |
301.0 |
7100.0 |
¥2.14M |
|
| 2024-03-04 |
RSI强势追入 |
买入 |
292.88258999999994 |
7300.0 |
¥2.14M |
|
| 2024-04-11 |
RSI走弱 |
卖出 |
288.88 |
7300.0 |
¥2.11M |
|
| 2024-07-19 |
RSI强势追入 |
买入 |
354.8545 |
5900.0 |
¥2.09M |
|
| 2024-07-26 |
RSI走弱 |
卖出 |
326.69298 |
5900.0 |
¥1.93M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
400.4 |
4800.0 |
¥1.92M |
|
| 2024-11-27 |
RSI走弱 |
卖出 |
406.2933 |
4800.0 |
¥1.95M |
|
| 2025-02-20 |
RSI强势追入 |
买入 |
455.4549999999999 |
4300.0 |
¥1.96M |
|
| 2025-03-14 |
RSI走弱 |
卖出 |
432.59697 |
4300.0 |
¥1.86M |
|
| 2025-09-25 |
RSI强势追入 |
买入 |
469.33 |
4000.0 |
¥1.88M |
|
| 2025-10-15 |
RSI走弱 |
卖出 |
405.0945 |
4000.0 |
¥1.62M |
|
| 2026-01-08 |
RSI强势追入 |
买入 |
515.9354199999999 |
3100.0 |
¥1.60M |
|
| 2026-01-30 |
RSI走弱 |
卖出 |
471.94758 |
3100.0 |
¥1.46M |
|
| 2026-05-08 |
RSI强势追入 |
买入 |
543.5429999999999 |
2600.0 |
¥1.41M |
|
| 2026-06-09 |
RSI走弱 |
卖出 |
600.41898 |
2600.0 |
¥1.56M |
|
| 2026-06-23 |
RSI强势追入 |
买入 |
749.46872 |
2100.0 |
¥1.57M |
|
| 2026-07-16 |
RSI走弱 |
卖出 |
732.22704 |
2100.0 |
¥1.54M |
|