002422 科伦药业 — 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: ¥63.4万
策略: 追涨杀跌
K线 & 交易信号(策略收益 -36.60%)
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 20 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 |
2015-01-30 |
2015-02-09 |
34.27450926899999 |
31.48 |
¥-8.1万 |
-8.18% |
RSI走弱 |
| 2 |
2015-02-26 |
2015-04-29 |
36.096875815 |
38.91105 |
¥7.1万 |
+7.76% |
RSI走弱 |
| 3 |
2015-05-26 |
2015-06-23 |
46.189982839 |
45.37458 |
¥-1.8万 |
-1.79% |
RSI走弱 |
| 4 |
2016-10-27 |
2016-11-30 |
17.52275525 |
17.282700000000002 |
¥-1.4万 |
-1.40% |
RSI走弱 |
| 5 |
2017-06-29 |
2017-07-18 |
16.634989 |
15.66432 |
¥-5.6万 |
-5.86% |
RSI走弱 |
| 6 |
2017-10-16 |
2017-11-23 |
19.515342846999996 |
21.11886 |
¥7.4万 |
+8.18% |
RSI走弱 |
| 7 |
2018-03-09 |
2018-04-16 |
29.998956987999996 |
28.8711 |
¥-3.7万 |
-3.79% |
RSI走弱 |
| 8 |
2018-05-03 |
2018-05-31 |
34.44473032 |
32.28768 |
¥-5.9万 |
-6.29% |
RSI走弱 |
| 9 |
2019-02-15 |
2019-04-26 |
23.600648071 |
28.521450000000005 |
¥18.2万 |
+20.81% |
RSI走弱 |
| 10 |
2021-02-25 |
2021-03-03 |
21.718203507 |
20.059919999999998 |
¥-8.0万 |
-7.66% |
RSI走弱 |
| 11 |
2021-05-24 |
2021-06-04 |
23.630687079999998 |
21.338639999999998 |
¥-9.5万 |
-9.73% |
RSI走弱 |
| 12 |
2022-01-06 |
2022-01-25 |
19.645511885999998 |
19.23075 |
¥-1.9万 |
-2.14% |
RSI走弱 |
| 13 |
2022-07-28 |
2022-08-24 |
22.339009692999998 |
21.43854 |
¥-3.5万 |
-4.06% |
RSI走弱 |
| 14 |
2022-10-18 |
2022-11-14 |
24.631987379999995 |
23.94603 |
¥-2.3万 |
-2.81% |
RSI走弱 |
| 15 |
2023-01-06 |
2023-02-27 |
28.33679849 |
28.4715 |
¥3,583 |
+0.45% |
RSI走弱 |
| 16 |
2024-03-15 |
2024-04-11 |
30.018982993999998 |
29.92005 |
¥-2,892 |
-0.36% |
RSI走弱 |
| 17 |
2024-04-30 |
2024-05-30 |
32.79258482499999 |
32.11785 |
¥-1.7万 |
-2.09% |
RSI走弱 |
| 18 |
2025-04-03 |
2025-04-28 |
37.038098097 |
32.89707 |
¥-8.8万 |
-11.21% |
RSI走弱 |
| 19 |
2025-05-26 |
2025-06-16 |
39.401166805 |
36.5634 |
¥-5.1万 |
-7.23% |
RSI走弱 |
| 20 |
2026-07-03 |
2026-07-30 |
44.0572132 |
42.677279999999996 |
¥-2.0万 |
-3.16% |
RSI走弱 |
逐笔成交记录(共 40 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-01-30 |
RSI强势追入 |
买入 |
34.26422999999999 |
29000.0 |
¥99.4万 |
|
| 2015-02-09 |
RSI走弱 |
卖出 |
31.48 |
29000.0 |
¥91.3万 |
|
| 2015-02-26 |
RSI强势追入 |
买入 |
36.08604999999999 |
25300.0 |
¥91.3万 |
|
| 2015-04-29 |
RSI走弱 |
卖出 |
38.91105 |
25300.0 |
¥98.4万 |
|
| 2015-05-26 |
RSI强势追入 |
买入 |
46.17613 |
21300.0 |
¥98.4万 |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
45.37458 |
21300.0 |
¥96.6万 |
|
| 2016-10-27 |
RSI强势追入 |
买入 |
17.5175 |
55100.0 |
¥96.6万 |
|
| 2016-11-30 |
RSI走弱 |
卖出 |
17.282700000000002 |
55100.0 |
¥95.2万 |
|
| 2017-06-29 |
RSI强势追入 |
买入 |
16.63 |
57500.0 |
¥95.7万 |
|
| 2017-07-18 |
RSI走弱 |
卖出 |
15.66432 |
57500.0 |
¥90.0万 |
|
| 2017-10-16 |
RSI强势追入 |
买入 |
19.509489999999996 |
46100.0 |
¥90.0万 |
|
| 2017-11-23 |
RSI走弱 |
卖出 |
21.11886 |
46100.0 |
¥97.3万 |
|
| 2018-03-09 |
RSI强势追入 |
买入 |
29.989959999999996 |
32400.0 |
¥97.2万 |
|
| 2018-04-16 |
RSI走弱 |
卖出 |
28.8711 |
32400.0 |
¥93.5万 |
|
| 2018-05-03 |
RSI强势追入 |
买入 |
34.4344 |
27200.0 |
¥93.7万 |
|
| 2018-05-31 |
RSI走弱 |
卖出 |
32.28768 |
27200.0 |
¥87.8万 |
|
| 2019-02-15 |
RSI强势追入 |
买入 |
23.593569999999996 |
37000.0 |
¥87.3万 |
|
| 2019-04-26 |
RSI走弱 |
卖出 |
28.521450000000005 |
37000.0 |
¥1.05M |
|
| 2021-02-25 |
RSI强势追入 |
买入 |
21.711689999999997 |
48300.0 |
¥1.05M |
|
| 2021-03-03 |
RSI走弱 |
卖出 |
20.059919999999998 |
48300.0 |
¥96.9万 |
|
| 2021-05-24 |
RSI强势追入 |
买入 |
23.6236 |
41200.0 |
¥97.4万 |
|
| 2021-06-04 |
RSI走弱 |
卖出 |
21.338639999999998 |
41200.0 |
¥87.9万 |
|
| 2022-01-06 |
RSI强势追入 |
买入 |
19.639619999999997 |
45100.0 |
¥88.6万 |
|
| 2022-01-25 |
RSI走弱 |
卖出 |
19.23075 |
45100.0 |
¥86.7万 |
|
| 2022-07-28 |
RSI强势追入 |
买入 |
22.332309999999996 |
38700.0 |
¥86.5万 |
|
| 2022-08-24 |
RSI走弱 |
卖出 |
21.43854 |
38700.0 |
¥82.9万 |
|
| 2022-10-18 |
RSI强势追入 |
买入 |
24.624599999999997 |
33800.0 |
¥83.3万 |
|
| 2022-11-14 |
RSI走弱 |
卖出 |
23.94603 |
33800.0 |
¥80.9万 |
|
| 2023-01-06 |
RSI强势追入 |
买入 |
28.3283 |
28400.0 |
¥80.5万 |
|
| 2023-02-27 |
RSI走弱 |
卖出 |
28.4715 |
28400.0 |
¥80.8万 |
|
| 2024-03-15 |
RSI强势追入 |
买入 |
30.00998 |
26800.0 |
¥80.5万 |
|
| 2024-04-11 |
RSI走弱 |
卖出 |
29.92005 |
26800.0 |
¥80.2万 |
|
| 2024-04-30 |
RSI强势追入 |
买入 |
32.78274999999999 |
24500.0 |
¥80.3万 |
|
| 2024-05-30 |
RSI走弱 |
卖出 |
32.11785 |
24500.0 |
¥78.7万 |
|
| 2025-04-03 |
RSI强势追入 |
买入 |
37.02699 |
21300.0 |
¥78.9万 |
|
| 2025-04-28 |
RSI走弱 |
卖出 |
32.89707 |
21300.0 |
¥70.0万 |
|
| 2025-05-26 |
RSI强势追入 |
买入 |
39.38935 |
17800.0 |
¥70.1万 |
|
| 2025-06-16 |
RSI走弱 |
卖出 |
36.5634 |
17800.0 |
¥65.1万 |
|
| 2026-07-03 |
RSI强势追入 |
买入 |
44.044 |
14500.0 |
¥63.9万 |
|
| 2026-07-30 |
RSI走弱 |
卖出 |
42.677279999999996 |
14500.0 |
¥61.9万 |
|