002709 天赐材料 — 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: ¥2.56M
策略: 追涨杀跌
K线 & 交易信号(策略收益 +156.04%)
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 16 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 |
2015-03-13 |
39.651491879999995 |
37.25271 |
¥-6.0万 |
-6.08% |
RSI走弱 |
| 2 |
2015-06-02 |
2015-06-23 |
55.982699773 |
48.13182 |
¥-13.1万 |
-14.05% |
RSI走弱 |
| 3 |
2015-10-28 |
2016-01-05 |
47.93224536099999 |
68.1318 |
¥33.3万 |
+42.10% |
RSI走弱 |
| 4 |
2016-03-18 |
2016-05-16 |
79.90376393999999 |
56.5434 |
¥-32.7万 |
-29.26% |
RSI走弱 |
| 5 |
2017-03-06 |
2017-03-20 |
54.020151184999996 |
50.02 |
¥-6.0万 |
-7.43% |
RSI走弱 |
| 6 |
2017-07-11 |
2017-08-07 |
45.13861752399999 |
45.33462 |
¥2,991 |
+0.40% |
RSI走弱 |
| 7 |
2017-09-14 |
2017-10-12 |
53.89999514899999 |
50.569379999999995 |
¥-4.7万 |
-6.21% |
RSI走弱 |
| 8 |
2018-01-09 |
2018-01-16 |
50.014949984999994 |
45.3546 |
¥-6.6万 |
-9.35% |
RSI走弱 |
| 9 |
2019-02-11 |
2019-03-28 |
27.435628219999998 |
30.849119999999996 |
¥7.9万 |
+12.41% |
RSI走弱 |
| 10 |
2019-12-18 |
2020-02-28 |
19.335108792999996 |
25.374599999999997 |
¥22.3万 |
+31.20% |
RSI走弱 |
| 11 |
2020-06-23 |
2020-07-28 |
33.052922902999995 |
37.6623 |
¥13.0万 |
+13.91% |
RSI走弱 |
| 12 |
2020-09-22 |
2021-01-27 |
49.153831727 |
102.897 |
¥1.15M |
+109.27% |
RSI走弱 |
| 13 |
2024-10-09 |
2024-12-12 |
20.086024000000002 |
22.01796 |
¥21.0万 |
+9.59% |
RSI走弱 |
| 14 |
2025-09-10 |
2025-11-24 |
27.655914285999998 |
39.7602 |
¥1.02M |
+43.72% |
RSI走弱 |
| 15 |
2026-03-12 |
2026-03-20 |
48.0624144 |
41.468489999999996 |
¥-46.6万 |
-13.75% |
RSI走弱 |
| 16 |
2026-05-06 |
2026-05-26 |
60.65877217399999 |
51.89805 |
¥-43.2万 |
-14.47% |
RSI走弱 |
逐笔成交记录(共 32 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 |
39.639599999999994 |
24800.0 |
¥98.3万 |
|
| 2015-03-13 |
RSI走弱 |
卖出 |
37.25271 |
24800.0 |
¥92.4万 |
|
| 2015-06-02 |
RSI强势追入 |
买入 |
55.965909999999994 |
16700.0 |
¥93.5万 |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
48.13182 |
16700.0 |
¥80.4万 |
|
| 2015-10-28 |
RSI强势追入 |
买入 |
47.91786999999999 |
16500.0 |
¥79.1万 |
|
| 2016-01-05 |
RSI走弱 |
卖出 |
68.1318 |
16500.0 |
¥1.12M |
|
| 2016-03-18 |
RSI强势追入 |
买入 |
79.8798 |
14000.0 |
¥1.12M |
|
| 2016-05-16 |
RSI走弱 |
卖出 |
56.5434 |
14000.0 |
¥79.1万 |
|
| 2017-03-06 |
RSI强势追入 |
买入 |
54.00395 |
15000.0 |
¥81.0万 |
|
| 2017-03-20 |
RSI走弱 |
卖出 |
50.02 |
15000.0 |
¥75.0万 |
|
| 2017-07-11 |
RSI强势追入 |
买入 |
45.12507999999999 |
16400.0 |
¥74.0万 |
|
| 2017-08-07 |
RSI走弱 |
卖出 |
45.33462 |
16400.0 |
¥74.3万 |
|
| 2017-09-14 |
RSI强势追入 |
买入 |
53.88382999999999 |
14000.0 |
¥75.5万 |
|
| 2017-10-12 |
RSI走弱 |
卖出 |
50.569379999999995 |
14000.0 |
¥70.8万 |
|
| 2018-01-09 |
RSI强势追入 |
买入 |
49.99994999999999 |
14100.0 |
¥70.5万 |
|
| 2018-01-16 |
RSI走弱 |
卖出 |
45.3546 |
14100.0 |
¥63.9万 |
|
| 2019-02-11 |
RSI强势追入 |
买入 |
27.427399999999995 |
23300.0 |
¥63.9万 |
|
| 2019-03-28 |
RSI走弱 |
卖出 |
30.849119999999996 |
23300.0 |
¥71.9万 |
|
| 2019-12-18 |
RSI强势追入 |
买入 |
19.329309999999996 |
37000.0 |
¥71.5万 |
|
| 2020-02-28 |
RSI走弱 |
卖出 |
25.374599999999997 |
37000.0 |
¥93.9万 |
|
| 2020-06-23 |
RSI强势追入 |
买入 |
33.043009999999995 |
28200.0 |
¥93.2万 |
|
| 2020-07-28 |
RSI走弱 |
卖出 |
37.6623 |
28200.0 |
¥1.06M |
|
| 2020-09-22 |
RSI强势追入 |
买入 |
49.13908999999999 |
21500.0 |
¥1.06M |
|
| 2021-01-27 |
RSI走弱 |
卖出 |
102.897 |
21500.0 |
¥2.21M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
20.08 |
109100.0 |
¥2.19M |
|
| 2024-12-12 |
RSI走弱 |
卖出 |
22.01796 |
109100.0 |
¥2.40M |
|
| 2025-09-10 |
RSI强势追入 |
买入 |
27.647619999999996 |
84100.0 |
¥2.33M |
|
| 2025-11-24 |
RSI走弱 |
卖出 |
39.7602 |
84100.0 |
¥3.34M |
|
| 2026-03-12 |
RSI强势追入 |
买入 |
48.047999999999995 |
70600.0 |
¥3.39M |
|
| 2026-03-20 |
RSI走弱 |
卖出 |
41.468489999999996 |
70600.0 |
¥2.93M |
|
| 2026-05-06 |
RSI强势追入 |
买入 |
60.64058 |
49200.0 |
¥2.98M |
|
| 2026-05-26 |
RSI走弱 |
卖出 |
51.89805 |
49200.0 |
¥2.55M |
|