002736 国信证券 — 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: ¥91.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -8.44%）
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 19 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 |
2015-03-12 |
22.82964684 |
19.55043 |
¥-14.3万 |
-14.39% |
RSI走弱 |
| 2 |
2015-04-07 |
2015-06-17 |
24.631987379999998 |
30.659310000000005 |
¥20.9万 |
+24.43% |
RSI走弱 |
| 3 |
2015-11-10 |
2015-11-30 |
20.426526119999995 |
19.2807 |
¥-5.9万 |
-5.64% |
RSI走弱 |
| 4 |
2016-06-22 |
2016-07-19 |
17.002079093999996 |
16.4 |
¥-3.6万 |
-3.57% |
RSI走弱 |
| 5 |
2016-11-07 |
2016-12-06 |
17.993366390999995 |
17.202779999999997 |
¥-4.3万 |
-4.42% |
RSI走弱 |
| 6 |
2018-01-19 |
2018-02-01 |
12.766578824999998 |
11.72826 |
¥-7.4万 |
-8.16% |
RSI走弱 |
| 7 |
2019-02-20 |
2019-04-16 |
9.622495882999997 |
12.7872 |
¥28.1万 |
+32.85% |
RSI走弱 |
| 8 |
2020-01-08 |
2020-02-03 |
12.876721857999998 |
11.07 |
¥-15.7万 |
-14.06% |
RSI走弱 |
| 9 |
2020-07-08 |
2020-07-27 |
13.767879124999999 |
12.927059999999999 |
¥-6.0万 |
-6.14% |
RSI走弱 |
| 10 |
2020-08-20 |
2020-08-27 |
15.430037622999997 |
14.02596 |
¥-8.3万 |
-9.13% |
RSI走弱 |
| 11 |
2021-08-19 |
2021-09-17 |
11.755265521999997 |
11.788200000000002 |
¥2,070 |
+0.25% |
RSI走弱 |
| 12 |
2022-06-17 |
2022-06-23 |
10.123146033 |
9.390600000000001 |
¥-6.0万 |
-7.26% |
RSI走弱 |
| 13 |
2023-01-17 |
2023-02-17 |
9.342131798999999 |
9.290700000000001 |
¥-4,478 |
-0.58% |
RSI走弱 |
| 14 |
2023-08-01 |
2023-08-22 |
9.612482879999998 |
9.620370000000001 |
¥398 |
+0.05% |
RSI走弱 |
| 15 |
2024-06-14 |
2024-06-20 |
9.612482879999998 |
8.80119 |
¥-6.5万 |
-8.47% |
RSI走弱 |
| 16 |
2024-08-20 |
2024-09-06 |
9.171910748 |
8.7912 |
¥-2.9万 |
-4.18% |
RSI走弱 |
| 17 |
2024-09-26 |
2024-11-25 |
9.51235285 |
11.29869 |
¥12.6万 |
+18.74% |
RSI走弱 |
| 18 |
2025-05-15 |
2025-06-20 |
11.224576363 |
11.118870000000001 |
¥-7,764 |
-0.97% |
RSI走弱 |
| 19 |
2025-07-15 |
2025-09-04 |
12.195837654 |
13.995989999999999 |
¥11.7万 |
+14.73% |
RSI走弱 |
逐笔成交记录（共 38 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 |
22.822799999999997 |
43400.0 |
¥99.1万 |
|
| 2015-03-12 |
RSI走弱 |
卖出 |
19.55043 |
43400.0 |
¥84.8万 |
|
| 2015-04-07 |
RSI强势追入 |
买入 |
24.624599999999997 |
34800.0 |
¥85.7万 |
|
| 2015-06-17 |
RSI走弱 |
卖出 |
30.659310000000005 |
34800.0 |
¥1.07M |
|
| 2015-11-10 |
RSI强势追入 |
买入 |
20.420399999999997 |
50800.0 |
¥1.04M |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
19.2807 |
50800.0 |
¥97.9万 |
|
| 2016-06-22 |
RSI强势追入 |
买入 |
16.996979999999997 |
58700.0 |
¥99.8万 |
|
| 2016-07-19 |
RSI走弱 |
卖出 |
16.4 |
58700.0 |
¥96.2万 |
|
| 2016-11-07 |
RSI强势追入 |
买入 |
17.987969999999997 |
53700.0 |
¥96.6万 |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
17.202779999999997 |
53700.0 |
¥92.4万 |
|
| 2018-01-19 |
RSI强势追入 |
买入 |
12.762749999999999 |
71400.0 |
¥91.2万 |
|
| 2018-02-01 |
RSI走弱 |
卖出 |
11.72826 |
71400.0 |
¥83.7万 |
|
| 2019-02-20 |
RSI强势追入 |
买入 |
9.619609999999998 |
88900.0 |
¥85.5万 |
|
| 2019-04-16 |
RSI走弱 |
卖出 |
12.7872 |
88900.0 |
¥1.14M |
|
| 2020-01-08 |
RSI强势追入 |
买入 |
12.872859999999998 |
86700.0 |
¥1.12M |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
11.07 |
86700.0 |
¥95.9万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
13.763749999999998 |
70600.0 |
¥97.2万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
12.927059999999999 |
70600.0 |
¥91.2万 |
|
| 2020-08-20 |
RSI强势追入 |
买入 |
15.425409999999998 |
59000.0 |
¥91.0万 |
|
| 2020-08-27 |
RSI走弱 |
卖出 |
14.02596 |
59000.0 |
¥82.7万 |
|
| 2021-08-19 |
RSI强势追入 |
买入 |
11.751739999999998 |
70400.0 |
¥82.8万 |
|
| 2021-09-17 |
RSI走弱 |
卖出 |
11.788200000000002 |
70400.0 |
¥83.0万 |
|
| 2022-06-17 |
RSI强势追入 |
买入 |
10.120109999999999 |
81600.0 |
¥82.6万 |
|
| 2022-06-23 |
RSI走弱 |
卖出 |
9.390600000000001 |
81600.0 |
¥76.6万 |
|
| 2023-01-17 |
RSI强势追入 |
买入 |
9.339329999999999 |
82600.0 |
¥77.2万 |
|
| 2023-02-17 |
RSI走弱 |
卖出 |
9.290700000000001 |
82600.0 |
¥76.7万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
9.609599999999999 |
79600.0 |
¥76.5万 |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
9.620370000000001 |
79600.0 |
¥76.6万 |
|
| 2024-06-14 |
RSI强势追入 |
买入 |
9.609599999999999 |
80200.0 |
¥77.1万 |
|
| 2024-06-20 |
RSI走弱 |
卖出 |
8.80119 |
80200.0 |
¥70.6万 |
|
| 2024-08-20 |
RSI强势追入 |
买入 |
9.16916 |
76900.0 |
¥70.5万 |
|
| 2024-09-06 |
RSI走弱 |
卖出 |
8.7912 |
76900.0 |
¥67.6万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
9.5095 |
70600.0 |
¥67.2万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
11.29869 |
70600.0 |
¥79.7万 |
|
| 2025-05-15 |
RSI强势追入 |
买入 |
11.22121 |
71200.0 |
¥79.9万 |
|
| 2025-06-20 |
RSI走弱 |
卖出 |
11.118870000000001 |
71200.0 |
¥79.1万 |
|
| 2025-07-15 |
RSI强势追入 |
买入 |
12.192179999999999 |
65300.0 |
¥79.6万 |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
13.995989999999999 |
65300.0 |
¥91.4万 |
|