002415 海康威视 — 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: ¥50.5万
策略: 追涨杀跌
K线 & 交易信号(策略收益 -49.48%)
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 |
2015-01-28 |
2015-03-04 |
28.777370621999992 |
27.06291 |
¥-6.0万 |
-5.99% |
RSI走弱 |
| 2 |
2015-04-03 |
2015-04-16 |
32.24186966 |
29.63034 |
¥-7.6万 |
-8.13% |
RSI走弱 |
| 3 |
2015-05-25 |
2015-06-17 |
46.82080202799999 |
41.618339999999996 |
¥-9.6万 |
-11.14% |
RSI走弱 |
| 4 |
2017-01-25 |
2017-05-17 |
25.63328768 |
27.022949999999998 |
¥4.1万 |
+5.39% |
RSI走弱 |
| 5 |
2017-09-05 |
2017-09-26 |
34.154353232999995 |
31.67829 |
¥-5.8万 |
-7.28% |
RSI走弱 |
| 6 |
2017-10-17 |
2017-11-24 |
36.297135874999995 |
38.1618 |
¥3.8万 |
+5.11% |
RSI走弱 |
| 7 |
2019-02-12 |
2019-03-26 |
32.522233744 |
34.265699999999995 |
¥4.2万 |
+5.33% |
RSI走弱 |
| 8 |
2019-09-10 |
2019-10-10 |
34.755133413 |
30.319650000000003 |
¥-10.6万 |
-12.79% |
RSI走弱 |
| 9 |
2020-01-16 |
2020-02-04 |
36.547460949999994 |
32.8 |
¥-7.4万 |
-10.28% |
RSI走弱 |
| 10 |
2020-07-03 |
2020-07-27 |
32.942779869999995 |
34.9 |
¥3.8万 |
+5.91% |
RSI走弱 |
| 11 |
2020-10-27 |
2020-12-03 |
42.35500268999999 |
45.06489 |
¥4.3万 |
+6.37% |
RSI走弱 |
| 12 |
2021-01-08 |
2021-02-23 |
58.27567745999999 |
58.49145 |
¥2,478 |
+0.34% |
RSI走弱 |
| 13 |
2021-04-27 |
2021-05-10 |
63.31899 |
59.36 |
¥-4.5万 |
-6.28% |
RSI走弱 |
| 14 |
2022-12-15 |
2023-01-10 |
35.0455105 |
33.04692 |
¥-3.9万 |
-5.73% |
RSI走弱 |
| 15 |
2023-01-31 |
2023-04-21 |
37.098176114999994 |
41.358599999999996 |
¥7.4万 |
+11.45% |
RSI走弱 |
| 16 |
2024-03-04 |
2024-03-15 |
35.736407707 |
33.40656 |
¥-4.7万 |
-6.55% |
RSI走弱 |
| 17 |
2024-10-09 |
2024-10-17 |
33.30999 |
28.431540000000002 |
¥-9.7万 |
-14.67% |
RSI走弱 |
| 18 |
2025-02-12 |
2025-03-03 |
31.219363 |
30.19 |
¥-1.9万 |
-3.33% |
RSI走弱 |
| 19 |
2025-08-26 |
2025-09-04 |
31.050322302999994 |
29.960009999999993 |
¥-2.0万 |
-3.54% |
RSI走弱 |
| 20 |
2025-10-10 |
2025-11-05 |
33.823924133999995 |
31.42854 |
¥-3.8万 |
-7.11% |
RSI走弱 |
| 21 |
2026-04-15 |
2026-05-15 |
33.493495035 |
33.59637 |
¥1,383 |
+0.28% |
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 |
| 2015-01-28 |
RSI强势追入 |
买入 |
28.768739999999994 |
34600.0 |
¥99.6万 |
|
| 2015-03-04 |
RSI走弱 |
卖出 |
27.06291 |
34600.0 |
¥93.6万 |
|
| 2015-04-03 |
RSI强势追入 |
买入 |
32.2322 |
29100.0 |
¥93.8万 |
|
| 2015-04-16 |
RSI走弱 |
卖出 |
29.63034 |
29100.0 |
¥86.2万 |
|
| 2015-05-25 |
RSI强势追入 |
买入 |
46.80675999999999 |
18400.0 |
¥86.2万 |
|
| 2015-06-17 |
RSI走弱 |
卖出 |
41.618339999999996 |
18400.0 |
¥76.6万 |
|
| 2017-01-25 |
RSI强势追入 |
买入 |
25.6256 |
29700.0 |
¥76.1万 |
|
| 2017-05-17 |
RSI走弱 |
卖出 |
27.022949999999998 |
29700.0 |
¥80.2万 |
|
| 2017-09-05 |
RSI强势追入 |
买入 |
34.14411 |
23400.0 |
¥79.9万 |
|
| 2017-09-26 |
RSI走弱 |
卖出 |
31.67829 |
23400.0 |
¥74.1万 |
|
| 2017-10-17 |
RSI强势追入 |
买入 |
36.286249999999995 |
20500.0 |
¥74.4万 |
|
| 2017-11-24 |
RSI走弱 |
卖出 |
38.1618 |
20500.0 |
¥78.2万 |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
32.51248 |
24200.0 |
¥78.7万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
34.265699999999995 |
24200.0 |
¥82.9万 |
|
| 2019-09-10 |
RSI强势追入 |
买入 |
34.74471 |
23800.0 |
¥82.7万 |
|
| 2019-10-10 |
RSI走弱 |
卖出 |
30.319650000000003 |
23800.0 |
¥72.1万 |
|
| 2020-01-16 |
RSI强势追入 |
买入 |
36.5365 |
19600.0 |
¥71.6万 |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
32.8 |
19600.0 |
¥64.3万 |
|
| 2020-07-03 |
RSI强势追入 |
买入 |
32.9329 |
19600.0 |
¥64.6万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
34.9 |
19600.0 |
¥68.4万 |
|
| 2020-10-27 |
RSI强势追入 |
买入 |
42.342299999999994 |
16000.0 |
¥67.8万 |
|
| 2020-12-03 |
RSI走弱 |
卖出 |
45.06489 |
16000.0 |
¥72.1万 |
|
| 2021-01-08 |
RSI强势追入 |
买入 |
58.25819999999999 |
12500.0 |
¥72.8万 |
|
| 2021-02-23 |
RSI走弱 |
卖出 |
58.49145 |
12500.0 |
¥73.1万 |
|
| 2021-04-27 |
RSI强势追入 |
买入 |
63.3 |
11400.0 |
¥72.2万 |
|
| 2021-05-10 |
RSI走弱 |
卖出 |
59.36 |
11400.0 |
¥67.7万 |
|
| 2022-12-15 |
RSI强势追入 |
买入 |
35.035 |
19600.0 |
¥68.7万 |
|
| 2023-01-10 |
RSI走弱 |
卖出 |
33.04692 |
19600.0 |
¥64.8万 |
|
| 2023-01-31 |
RSI强势追入 |
买入 |
37.08704999999999 |
17500.0 |
¥64.9万 |
|
| 2023-04-21 |
RSI走弱 |
卖出 |
41.358599999999996 |
17500.0 |
¥72.4万 |
|
| 2024-03-04 |
RSI强势追入 |
买入 |
35.72568999999999 |
20200.0 |
¥72.2万 |
|
| 2024-03-15 |
RSI走弱 |
卖出 |
33.40656 |
20200.0 |
¥67.5万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
33.3 |
19900.0 |
¥66.3万 |
|
| 2024-10-17 |
RSI走弱 |
卖出 |
28.431540000000002 |
19900.0 |
¥56.6万 |
|
| 2025-02-12 |
RSI强势追入 |
买入 |
31.21 |
18500.0 |
¥57.8万 |
|
| 2025-03-03 |
RSI走弱 |
卖出 |
30.19 |
18500.0 |
¥55.8万 |
|
| 2025-08-26 |
RSI强势追入 |
买入 |
31.041009999999996 |
17900.0 |
¥55.6万 |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
29.960009999999993 |
17900.0 |
¥53.6万 |
|
| 2025-10-10 |
RSI强势追入 |
买入 |
33.813779999999994 |
15700.0 |
¥53.1万 |
|
| 2025-11-05 |
RSI走弱 |
卖出 |
31.42854 |
15700.0 |
¥49.3万 |
|
| 2026-04-15 |
RSI强势追入 |
买入 |
33.48345 |
14900.0 |
¥49.9万 |
|
| 2026-05-15 |
RSI走弱 |
卖出 |
33.59637 |
14900.0 |
¥50.0万 |
|