002714 牧原股份 — 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: ¥1.19M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +19.37%）
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 22 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 |
2015-02-12 |
54.136236 |
47.932019999999994 |
¥-11.4万 |
-11.49% |
RSI走弱 |
| 2 |
2015-03-05 |
2015-06-11 |
57.517250000000004 |
48.781169999999996 |
¥-13.4万 |
-15.21% |
RSI走弱 |
| 3 |
2016-03-02 |
2016-04-21 |
55.57216664999999 |
53.4465 |
¥-2.8万 |
-3.85% |
RSI走弱 |
| 4 |
2017-02-22 |
2017-04-11 |
26.484392934999992 |
26.56341 |
¥1,940 |
+0.27% |
RSI走弱 |
| 5 |
2017-07-07 |
2017-07-18 |
28.236668459999997 |
27.2727 |
¥-2.5万 |
-3.44% |
RSI走弱 |
| 6 |
2017-08-10 |
2017-09-25 |
31.94147957 |
36.62334 |
¥10.1万 |
+14.62% |
RSI走弱 |
| 7 |
2017-10-26 |
2017-12-01 |
43.55656305 |
46.69326 |
¥5.7万 |
+7.17% |
RSI走弱 |
| 8 |
2018-01-10 |
2018-02-02 |
59.206886739 |
53.676269999999995 |
¥-7.9万 |
-9.37% |
RSI走弱 |
| 9 |
2018-12-05 |
2018-12-20 |
28.326785487000002 |
26.803169999999994 |
¥-4.2万 |
-5.41% |
RSI走弱 |
| 10 |
2019-02-13 |
2019-04-30 |
38.510009538 |
61.45848000000001 |
¥43.6万 |
+59.54% |
RSI走弱 |
| 11 |
2019-07-22 |
2019-08-20 |
71.50285442299999 |
69.93 |
¥-2.6万 |
-2.23% |
RSI走弱 |
| 12 |
2019-10-23 |
2019-11-18 |
89.77658489799998 |
90.21969 |
¥5,284 |
+0.46% |
RSI走弱 |
| 13 |
2020-02-24 |
2020-03-17 |
109.1417327 |
116.47340999999999 |
¥7.5万 |
+6.69% |
RSI走弱 |
| 14 |
2021-01-07 |
2021-01-18 |
95.58412663799999 |
83.92599000000001 |
¥-14.8万 |
-12.22% |
RSI走弱 |
| 15 |
2021-02-04 |
2021-03-10 |
106.1378318 |
108.14175 |
¥2.0万 |
+1.86% |
RSI走弱 |
| 16 |
2021-10-11 |
2021-11-25 |
54.77112641 |
55.65429 |
¥1.7万 |
+1.58% |
RSI走弱 |
| 17 |
2022-06-28 |
2022-07-25 |
58.926522654999985 |
58.62131999999999 |
¥-6,101 |
-0.55% |
RSI走弱 |
| 18 |
2024-03-22 |
2024-06-13 |
42.76553581299999 |
46.46349 |
¥9.5万 |
+8.61% |
RSI走弱 |
| 19 |
2025-04-10 |
2025-04-29 |
41.0533123 |
39.6603 |
¥-4.0万 |
-3.42% |
RSI走弱 |
| 20 |
2025-06-12 |
2025-08-18 |
44.0572132 |
46.02393 |
¥5.1万 |
+4.43% |
RSI走弱 |
| 21 |
2025-08-25 |
2025-09-24 |
50.435496111 |
53.0469 |
¥6.2万 |
+5.15% |
RSI走弱 |
| 22 |
2026-09-07 |
2026-09-17 |
43.897005152000006 |
40.959 |
¥-8.5万 |
-6.72% |
RSI走弱 |
逐笔成交记录（共 44 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 |
54.12 |
18400.0 |
¥99.6万 |
|
| 2015-02-12 |
RSI走弱 |
卖出 |
47.932019999999994 |
18400.0 |
¥88.2万 |
|
| 2015-03-05 |
RSI强势追入 |
买入 |
57.5 |
15300.0 |
¥88.0万 |
|
| 2015-06-11 |
RSI走弱 |
卖出 |
48.781169999999996 |
15300.0 |
¥74.6万 |
|
| 2016-03-02 |
RSI强势追入 |
买入 |
55.555499999999995 |
13200.0 |
¥73.4万 |
|
| 2016-04-21 |
RSI走弱 |
卖出 |
53.4465 |
13200.0 |
¥70.5万 |
|
| 2017-02-22 |
RSI强势追入 |
买入 |
26.476449999999993 |
27300.0 |
¥72.3万 |
|
| 2017-04-11 |
RSI走弱 |
卖出 |
26.56341 |
27300.0 |
¥72.5万 |
|
| 2017-07-07 |
RSI强势追入 |
买入 |
28.228199999999998 |
25600.0 |
¥72.3万 |
|
| 2017-07-18 |
RSI走弱 |
卖出 |
27.2727 |
25600.0 |
¥69.8万 |
|
| 2017-08-10 |
RSI强势追入 |
买入 |
31.931899999999995 |
21600.0 |
¥69.0万 |
|
| 2017-09-25 |
RSI走弱 |
卖出 |
36.62334 |
21600.0 |
¥79.1万 |
|
| 2017-10-26 |
RSI强势追入 |
买入 |
43.543499999999995 |
18200.0 |
¥79.3万 |
|
| 2017-12-01 |
RSI走弱 |
卖出 |
46.69326 |
18200.0 |
¥85.0万 |
|
| 2018-01-10 |
RSI强势追入 |
买入 |
59.18913 |
14300.0 |
¥84.7万 |
|
| 2018-02-02 |
RSI走弱 |
卖出 |
53.676269999999995 |
14300.0 |
¥76.7万 |
|
| 2018-12-05 |
RSI强势追入 |
买入 |
28.31829 |
27100.0 |
¥76.8万 |
|
| 2018-12-20 |
RSI走弱 |
卖出 |
26.803169999999994 |
27100.0 |
¥72.6万 |
|
| 2019-02-13 |
RSI强势追入 |
买入 |
38.498459999999994 |
19000.0 |
¥73.2万 |
|
| 2019-04-30 |
RSI走弱 |
卖出 |
61.45848000000001 |
19000.0 |
¥1.17M |
|
| 2019-07-22 |
RSI强势追入 |
买入 |
71.48140999999998 |
16200.0 |
¥1.16M |
|
| 2019-08-20 |
RSI走弱 |
卖出 |
69.93 |
16200.0 |
¥1.13M |
|
| 2019-10-23 |
RSI强势追入 |
买入 |
89.74965999999998 |
12700.0 |
¥1.14M |
|
| 2019-11-18 |
RSI走弱 |
卖出 |
90.21969 |
12700.0 |
¥1.15M |
|
| 2020-02-24 |
RSI强势追入 |
买入 |
109.109 |
10300.0 |
¥1.12M |
|
| 2020-03-17 |
RSI走弱 |
卖出 |
116.47340999999999 |
10300.0 |
¥1.20M |
|
| 2021-01-07 |
RSI强势追入 |
买入 |
95.55545999999998 |
12700.0 |
¥1.21M |
|
| 2021-01-18 |
RSI走弱 |
卖出 |
83.92599000000001 |
12700.0 |
¥1.07M |
|
| 2021-02-04 |
RSI强势追入 |
买入 |
106.106 |
10000.0 |
¥1.06M |
|
| 2021-03-10 |
RSI走弱 |
卖出 |
108.14175 |
10000.0 |
¥1.08M |
|
| 2021-10-11 |
RSI强势追入 |
买入 |
54.7547 |
20000.0 |
¥1.10M |
|
| 2021-11-25 |
RSI走弱 |
卖出 |
55.65429 |
20000.0 |
¥1.11M |
|
| 2022-06-28 |
RSI强势追入 |
买入 |
58.908849999999994 |
18900.0 |
¥1.11M |
|
| 2022-07-25 |
RSI走弱 |
卖出 |
58.62131999999999 |
18900.0 |
¥1.11M |
|
| 2024-03-22 |
RSI强势追入 |
买入 |
42.75270999999999 |
25900.0 |
¥1.11M |
|
| 2024-06-13 |
RSI走弱 |
卖出 |
46.46349 |
25900.0 |
¥1.20M |
|
| 2025-04-10 |
RSI强势追入 |
买入 |
41.041 |
28400.0 |
¥1.17M |
|
| 2025-04-29 |
RSI走弱 |
卖出 |
39.6603 |
28400.0 |
¥1.13M |
|
| 2025-06-12 |
RSI强势追入 |
买入 |
44.044 |
26100.0 |
¥1.15M |
|
| 2025-08-18 |
RSI走弱 |
卖出 |
46.02393 |
26100.0 |
¥1.20M |
|
| 2025-08-25 |
RSI强势追入 |
买入 |
50.42037 |
24000.0 |
¥1.21M |
|
| 2025-09-24 |
RSI走弱 |
卖出 |
53.0469 |
24000.0 |
¥1.27M |
|
| 2026-09-07 |
RSI强势追入 |
买入 |
43.88384 |
28900.0 |
¥1.27M |
|
| 2026-09-17 |
RSI走弱 |
卖出 |
40.959 |
28900.0 |
¥1.18M |
|