002602 世纪华通 — 追涨杀跌 回测明细
数据区间: 2015-12-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.22M
策略: 追涨杀跌
K线 & 交易信号(策略收益 +22.38%)
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 18 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 |
2016-01-06 |
2016-01-27 |
30.028995996999996 |
21.808169999999997 |
¥-27.1万 |
-27.40% |
RSI走弱 |
| 2 |
2016-08-22 |
2017-01-11 |
23.530557049999995 |
34.18 |
¥32.9万 |
+45.21% |
RSI走弱 |
| 3 |
2017-06-08 |
2017-06-26 |
35.145640529999994 |
34.46 |
¥-2.1万 |
-1.98% |
RSI走弱 |
| 4 |
2017-11-09 |
2017-11-23 |
36.066836806 |
33.85611 |
¥-6.4万 |
-6.16% |
RSI走弱 |
| 5 |
2019-02-18 |
2019-02-28 |
21.227566359999997 |
20.43954 |
¥-3.6万 |
-3.74% |
RSI走弱 |
| 6 |
2019-12-20 |
2020-02-04 |
11.645122488999998 |
11.66832 |
¥1,570 |
+0.17% |
RSI走弱 |
| 7 |
2020-02-14 |
2020-03-02 |
14.999478493999998 |
13.896090000000001 |
¥-6.8万 |
-7.38% |
RSI走弱 |
| 8 |
2020-07-08 |
2020-07-14 |
17.112222127 |
14.23575 |
¥-14.6万 |
-16.83% |
RSI走弱 |
| 9 |
2021-09-01 |
2021-10-29 |
6.248113872 |
7.01298 |
¥8.8万 |
+12.21% |
RSI走弱 |
| 10 |
2023-02-07 |
2023-03-08 |
4.225487265999999 |
4.275720000000001 |
¥9,389 |
+1.16% |
RSI走弱 |
| 11 |
2023-03-27 |
2023-05-08 |
5.306891589999999 |
5.95404 |
¥10.0万 |
+12.16% |
RSI走弱 |
| 12 |
2023-06-12 |
2023-07-04 |
7.579843271 |
6.6833100000000005 |
¥-10.9万 |
-11.85% |
RSI走弱 |
| 13 |
2023-11-01 |
2023-11-27 |
5.787515733999999 |
5.62437 |
¥-2.3万 |
-2.85% |
RSI走弱 |
| 14 |
2024-10-09 |
2024-11-14 |
4.40572132 |
3.97 |
¥-7.5万 |
-9.92% |
RSI走弱 |
| 15 |
2025-02-13 |
2025-04-01 |
5.767489727999998 |
6.49 |
¥8.8万 |
+12.49% |
RSI走弱 |
| 16 |
2025-05-13 |
2025-07-21 |
8.030428405999999 |
11.46 |
¥34.2万 |
+42.66% |
RSI走弱 |
| 17 |
2025-09-01 |
2025-10-20 |
15.379972607999997 |
18.35163 |
¥21.8万 |
+19.29% |
RSI走弱 |
| 18 |
2026-09-08 |
2026-09-17 |
16.170999844999997 |
14.525459999999999 |
¥-13.9万 |
-10.20% |
RSI走弱 |
逐笔成交记录(共 36 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2016-01-06 |
RSI强势追入 |
买入 |
30.019989999999996 |
32900.0 |
¥98.8万 |
|
| 2016-01-27 |
RSI走弱 |
卖出 |
21.808169999999997 |
32900.0 |
¥71.7万 |
|
| 2016-08-22 |
RSI强势追入 |
买入 |
23.5235 |
30900.0 |
¥72.7万 |
|
| 2017-01-11 |
RSI走弱 |
卖出 |
34.18 |
30900.0 |
¥1.06M |
|
| 2017-06-08 |
RSI强势追入 |
买入 |
35.135099999999994 |
29800.0 |
¥1.05M |
|
| 2017-06-26 |
RSI走弱 |
卖出 |
34.46 |
29800.0 |
¥1.03M |
|
| 2017-11-09 |
RSI强势追入 |
买入 |
36.05602 |
28700.0 |
¥1.04M |
|
| 2017-11-23 |
RSI走弱 |
卖出 |
33.85611 |
28700.0 |
¥97.1万 |
|
| 2019-02-18 |
RSI强势追入 |
买入 |
21.221199999999996 |
45700.0 |
¥97.0万 |
|
| 2019-02-28 |
RSI走弱 |
卖出 |
20.43954 |
45700.0 |
¥93.4万 |
|
| 2019-12-20 |
RSI强势追入 |
买入 |
11.64163 |
79700.0 |
¥92.8万 |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
11.66832 |
79700.0 |
¥93.0万 |
|
| 2020-02-14 |
RSI强势追入 |
买入 |
14.994979999999998 |
61600.0 |
¥92.4万 |
|
| 2020-03-02 |
RSI走弱 |
卖出 |
13.896090000000001 |
61600.0 |
¥85.6万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
17.10709 |
50800.0 |
¥86.9万 |
|
| 2020-07-14 |
RSI走弱 |
卖出 |
14.23575 |
50800.0 |
¥72.3万 |
|
| 2021-09-01 |
RSI强势追入 |
买入 |
6.246239999999999 |
115500.0 |
¥72.2万 |
|
| 2021-10-29 |
RSI走弱 |
卖出 |
7.01298 |
115500.0 |
¥81.0万 |
|
| 2023-02-07 |
RSI强势追入 |
买入 |
4.224219999999999 |
191800.0 |
¥81.0万 |
|
| 2023-03-08 |
RSI走弱 |
卖出 |
4.275720000000001 |
191800.0 |
¥82.0万 |
|
| 2023-03-27 |
RSI强势追入 |
买入 |
5.305299999999999 |
154500.0 |
¥82.0万 |
|
| 2023-05-08 |
RSI走弱 |
卖出 |
5.95404 |
154500.0 |
¥92.0万 |
|
| 2023-06-12 |
RSI强势追入 |
买入 |
7.57757 |
121300.0 |
¥91.9万 |
|
| 2023-07-04 |
RSI走弱 |
卖出 |
6.6833100000000005 |
121300.0 |
¥81.0万 |
|
| 2023-11-01 |
RSI强势追入 |
买入 |
5.78578 |
138100.0 |
¥79.9万 |
|
| 2023-11-27 |
RSI走弱 |
卖出 |
5.62437 |
138100.0 |
¥77.6万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
4.4044 |
172600.0 |
¥76.0万 |
|
| 2024-11-14 |
RSI走弱 |
卖出 |
3.97 |
172600.0 |
¥68.5万 |
|
| 2025-02-13 |
RSI强势追入 |
买入 |
5.765759999999998 |
122700.0 |
¥70.8万 |
|
| 2025-04-01 |
RSI走弱 |
卖出 |
6.49 |
122700.0 |
¥79.6万 |
|
| 2025-05-13 |
RSI强势追入 |
买入 |
8.028019999999998 |
99800.0 |
¥80.1万 |
|
| 2025-07-21 |
RSI走弱 |
卖出 |
11.46 |
99800.0 |
¥1.14M |
|
| 2025-09-01 |
RSI强势追入 |
买入 |
15.375359999999999 |
73400.0 |
¥1.13M |
|
| 2025-10-20 |
RSI走弱 |
卖出 |
18.35163 |
73400.0 |
¥1.35M |
|
| 2026-09-08 |
RSI强势追入 |
买入 |
16.16615 |
84000.0 |
¥1.36M |
|
| 2026-09-17 |
RSI走弱 |
卖出 |
14.525459999999999 |
84000.0 |
¥1.22M |
|