002648 卫星化学 — 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: ¥70.9万
策略: 追涨杀跌
K线 & 交易信号(策略收益 -29.06%)
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 27 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 |
2015-02-03 |
13.627697082999997 |
12.537450000000002 |
¥-8.0万 |
-8.03% |
RSI走弱 |
| 2 |
2015-03-19 |
2015-04-16 |
14.568919364999998 |
14.4855 |
¥-5,529 |
-0.60% |
RSI走弱 |
| 3 |
2015-04-27 |
2015-05-07 |
17.062157111999998 |
15.294690000000001 |
¥-9.5万 |
-10.39% |
RSI走弱 |
| 4 |
2015-06-11 |
2015-06-23 |
19.52535585 |
16.43355 |
¥-13.0万 |
-15.86% |
RSI走弱 |
| 5 |
2016-04-14 |
2016-04-29 |
10.013003 |
9.02097 |
¥-6.8万 |
-9.93% |
RSI走弱 |
| 6 |
2016-07-27 |
2016-08-23 |
9.902859967 |
9.53 |
¥-2.3万 |
-3.79% |
RSI走弱 |
| 7 |
2016-10-20 |
2016-11-30 |
10.343432099000001 |
11.13885 |
¥4.5万 |
+7.66% |
RSI走弱 |
| 8 |
2016-12-15 |
2017-01-13 |
12.986864890999998 |
12.397590000000001 |
¥-2.9万 |
-4.57% |
RSI走弱 |
| 9 |
2017-06-14 |
2017-07-18 |
15.269829574999997 |
14.82516 |
¥-1.8万 |
-2.94% |
RSI走弱 |
| 10 |
2017-07-27 |
2017-08-08 |
18.023405399999998 |
15.993990000000002 |
¥-6.6万 |
-11.29% |
RSI走弱 |
| 11 |
2018-01-05 |
2018-02-01 |
18.443951526000003 |
18.1818 |
¥-7,654 |
-1.45% |
RSI走弱 |
| 12 |
2019-02-12 |
2019-05-07 |
11.31469339 |
15.66432 |
¥20.0万 |
+38.40% |
RSI走弱 |
| 13 |
2019-12-04 |
2020-02-03 |
15.189725550999997 |
14.63 |
¥-2.6万 |
-3.71% |
RSI走弱 |
| 14 |
2020-07-08 |
2020-09-08 |
16.871910055 |
18.4815 |
¥6.6万 |
+9.51% |
RSI走弱 |
| 15 |
2020-10-16 |
2020-12-10 |
22.116633 |
25.234740000000002 |
¥10.7万 |
+14.06% |
RSI走弱 |
| 16 |
2021-01-11 |
2021-03-10 |
30.13913903 |
37.962 |
¥22.4万 |
+25.92% |
RSI走弱 |
| 17 |
2021-06-02 |
2021-06-04 |
46.05981379999999 |
33.29667 |
¥-30.3万 |
-27.73% |
RSI走弱 |
| 18 |
2022-08-17 |
2022-08-25 |
27.786083325 |
23.956019999999995 |
¥-10.7万 |
-13.81% |
RSI走弱 |
| 19 |
2023-01-20 |
2023-03-01 |
17.562807261999993 |
17.37261 |
¥-7,562 |
-1.11% |
RSI走弱 |
| 20 |
2023-07-17 |
2023-08-14 |
16.104830000000003 |
14.94504 |
¥-4.8万 |
-7.23% |
RSI走弱 |
| 21 |
2024-02-28 |
2024-04-24 |
16.301168884 |
18.22176 |
¥7.3万 |
+11.75% |
RSI走弱 |
| 22 |
2024-10-09 |
2024-11-19 |
19.044731705999997 |
18.15183 |
¥-3.3万 |
-4.72% |
RSI走弱 |
| 23 |
2025-01-15 |
2025-03-24 |
19.915862967 |
21.03894 |
¥3.7万 |
+5.61% |
RSI走弱 |
| 24 |
2025-04-01 |
2025-04-08 |
23.059945909000003 |
17.682299999999998 |
¥-16.4万 |
-23.34% |
RSI走弱 |
| 25 |
2025-07-31 |
2025-09-17 |
19.505329844 |
19.290689999999998 |
¥-5,996 |
-1.13% |
RSI走弱 |
| 26 |
2026-01-07 |
2026-04-21 |
18.544081556000002 |
26.36361 |
¥22.4万 |
+42.12% |
RSI走弱 |
| 27 |
2026-09-01 |
2026-09-15 |
28.617162573999995 |
26.74323 |
¥-5.0万 |
-6.58% |
RSI走弱 |
逐笔成交记录(共 54 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 |
13.623609999999998 |
73200.0 |
¥99.8万 |
|
| 2015-02-03 |
RSI走弱 |
卖出 |
12.537450000000002 |
73200.0 |
¥91.7万 |
|
| 2015-03-19 |
RSI强势追入 |
买入 |
14.564549999999999 |
63000.0 |
¥91.8万 |
|
| 2015-04-16 |
RSI走弱 |
卖出 |
14.4855 |
63000.0 |
¥91.2万 |
|
| 2015-04-27 |
RSI强势追入 |
买入 |
17.057039999999997 |
53500.0 |
¥91.3万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
15.294690000000001 |
53500.0 |
¥81.8万 |
|
| 2015-06-11 |
RSI强势追入 |
买入 |
19.519499999999997 |
41900.0 |
¥81.8万 |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
16.43355 |
41900.0 |
¥68.8万 |
|
| 2016-04-14 |
RSI强势追入 |
买入 |
10.009999999999998 |
68400.0 |
¥68.5万 |
|
| 2016-04-29 |
RSI走弱 |
卖出 |
9.02097 |
68400.0 |
¥61.7万 |
|
| 2016-07-27 |
RSI强势追入 |
买入 |
9.89989 |
62400.0 |
¥61.8万 |
|
| 2016-08-23 |
RSI走弱 |
卖出 |
9.53 |
62400.0 |
¥59.4万 |
|
| 2016-10-20 |
RSI强势追入 |
买入 |
10.34033 |
57400.0 |
¥59.4万 |
|
| 2016-11-30 |
RSI走弱 |
卖出 |
11.13885 |
57400.0 |
¥63.9万 |
|
| 2016-12-15 |
RSI强势追入 |
买入 |
12.98297 |
49300.0 |
¥64.0万 |
|
| 2017-01-13 |
RSI走弱 |
卖出 |
12.397590000000001 |
49300.0 |
¥61.1万 |
|
| 2017-06-14 |
RSI强势追入 |
买入 |
15.265249999999998 |
40200.0 |
¥61.4万 |
|
| 2017-07-18 |
RSI走弱 |
卖出 |
14.82516 |
40200.0 |
¥59.6万 |
|
| 2017-07-27 |
RSI强势追入 |
买入 |
18.017999999999997 |
32500.0 |
¥58.6万 |
|
| 2017-08-08 |
RSI走弱 |
卖出 |
15.993990000000002 |
32500.0 |
¥52.0万 |
|
| 2018-01-05 |
RSI强势追入 |
买入 |
18.43842 |
28600.0 |
¥52.7万 |
|
| 2018-02-01 |
RSI走弱 |
卖出 |
18.1818 |
28600.0 |
¥52.0万 |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
11.3113 |
46000.0 |
¥52.0万 |
|
| 2019-05-07 |
RSI走弱 |
卖出 |
15.66432 |
46000.0 |
¥72.0万 |
|
| 2019-12-04 |
RSI强势追入 |
买入 |
15.185169999999998 |
46900.0 |
¥71.2万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
14.63 |
46900.0 |
¥68.6万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
16.86685 |
41000.0 |
¥69.2万 |
|
| 2020-09-08 |
RSI走弱 |
卖出 |
18.4815 |
41000.0 |
¥75.8万 |
|
| 2020-10-16 |
RSI强势追入 |
买入 |
22.11 |
34300.0 |
¥75.9万 |
|
| 2020-12-10 |
RSI走弱 |
卖出 |
25.234740000000002 |
34300.0 |
¥86.5万 |
|
| 2021-01-11 |
RSI强势追入 |
买入 |
30.1301 |
28700.0 |
¥86.5万 |
|
| 2021-03-10 |
RSI走弱 |
卖出 |
37.962 |
28700.0 |
¥1.09M |
|
| 2021-06-02 |
RSI强势追入 |
买入 |
46.045999999999985 |
23700.0 |
¥1.09M |
|
| 2021-06-04 |
RSI走弱 |
卖出 |
33.29667 |
23700.0 |
¥78.9万 |
|
| 2022-08-17 |
RSI强势追入 |
买入 |
27.777749999999997 |
27800.0 |
¥77.2万 |
|
| 2022-08-25 |
RSI走弱 |
卖出 |
23.956019999999995 |
27800.0 |
¥66.6万 |
|
| 2023-01-20 |
RSI强势追入 |
买入 |
17.557539999999996 |
38700.0 |
¥68.0万 |
|
| 2023-03-01 |
RSI走弱 |
卖出 |
17.37261 |
38700.0 |
¥67.2万 |
|
| 2023-07-17 |
RSI强势追入 |
买入 |
16.1 |
41500.0 |
¥66.8万 |
|
| 2023-08-14 |
RSI走弱 |
卖出 |
14.94504 |
41500.0 |
¥62.0万 |
|
| 2024-02-28 |
RSI强势追入 |
买入 |
16.29628 |
38100.0 |
¥62.1万 |
|
| 2024-04-24 |
RSI走弱 |
卖出 |
18.22176 |
38100.0 |
¥69.4万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
19.039019999999997 |
36200.0 |
¥68.9万 |
|
| 2024-11-19 |
RSI走弱 |
卖出 |
18.15183 |
36200.0 |
¥65.7万 |
|
| 2025-01-15 |
RSI强势追入 |
买入 |
19.909889999999997 |
33400.0 |
¥66.5万 |
|
| 2025-03-24 |
RSI走弱 |
卖出 |
21.03894 |
33400.0 |
¥70.2万 |
|
| 2025-04-01 |
RSI强势追入 |
买入 |
23.05303 |
30500.0 |
¥70.3万 |
|
| 2025-04-08 |
RSI走弱 |
卖出 |
17.682299999999998 |
30500.0 |
¥53.9万 |
|
| 2025-07-31 |
RSI强势追入 |
买入 |
19.49948 |
27200.0 |
¥53.1万 |
|
| 2025-09-17 |
RSI走弱 |
卖出 |
19.290689999999998 |
27200.0 |
¥52.5万 |
|
| 2026-01-07 |
RSI强势追入 |
买入 |
18.53852 |
28700.0 |
¥53.2万 |
|
| 2026-04-21 |
RSI走弱 |
卖出 |
26.36361 |
28700.0 |
¥75.6万 |
|
| 2026-09-01 |
RSI强势追入 |
买入 |
28.608579999999996 |
26500.0 |
¥75.8万 |
|
| 2026-09-15 |
RSI走弱 |
卖出 |
26.74323 |
26500.0 |
¥70.8万 |
|