002920 德赛西威 — 追涨杀跌 回测明细
数据区间: 2017-12-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.92M
策略: 追涨杀跌
K线 & 交易信号(策略收益 +92.41%)
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 15 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 |
2019-02-14 |
2019-04-23 |
22.999867890999997 |
28.941029999999994 |
¥25.6万 |
+25.79% |
RSI走弱 |
| 2 |
2019-12-09 |
2020-02-04 |
28.226655457000003 |
31.25 |
¥13.4万 |
+10.68% |
RSI走弱 |
| 3 |
2020-02-25 |
2020-03-13 |
41.433806414 |
36.7632 |
¥-15.4万 |
-11.30% |
RSI走弱 |
| 4 |
2020-05-07 |
2020-08-13 |
43.466446022999996 |
66.77316 |
¥65.4万 |
+53.57% |
RSI走弱 |
| 5 |
2020-11-25 |
2020-11-27 |
85.651227662 |
72.8271 |
¥-28.1万 |
-15.00% |
RSI走弱 |
| 6 |
2021-01-13 |
2021-02-22 |
99.639392853 |
103.3965 |
¥5.9万 |
+3.74% |
RSI走弱 |
| 7 |
2021-10-28 |
2022-01-05 |
101.14134330299999 |
132.44742000000002 |
¥50.7万 |
+30.91% |
RSI走弱 |
| 8 |
2022-06-28 |
2022-08-11 |
160.30817803 |
167.832 |
¥9.9万 |
+4.66% |
RSI走弱 |
| 9 |
2023-02-03 |
2023-02-13 |
138.670078547 |
122.24763 |
¥-26.8万 |
-11.87% |
RSI走弱 |
| 10 |
2023-06-14 |
2023-07-24 |
135.70622965899997 |
150.93891 |
¥22.3万 |
+11.19% |
RSI走弱 |
| 11 |
2024-03-19 |
2024-04-22 |
122.94966383699999 |
116.0838 |
¥-12.4万 |
-5.61% |
RSI走弱 |
| 12 |
2024-10-09 |
2024-11-27 |
129.30792074199996 |
119.88 |
¥-15.0万 |
-7.32% |
RSI走弱 |
| 13 |
2025-02-10 |
2025-03-03 |
133.720104 |
123.89598 |
¥-14.3万 |
-7.37% |
RSI走弱 |
| 14 |
2025-08-13 |
2025-10-20 |
113.126907894 |
126.18369 |
¥20.6万 |
+11.51% |
RSI走弱 |
| 15 |
2026-01-08 |
2026-01-28 |
133.613512032 |
127.20267000000001 |
¥-9.4万 |
-4.83% |
RSI走弱 |
逐笔成交记录(共 30 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2019-02-14 |
RSI强势追入 |
买入 |
22.992969999999996 |
43200.0 |
¥99.4万 |
|
| 2019-04-23 |
RSI走弱 |
卖出 |
28.941029999999994 |
43200.0 |
¥1.25M |
|
| 2019-12-09 |
RSI强势追入 |
买入 |
28.218190000000003 |
44500.0 |
¥1.26M |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
31.25 |
44500.0 |
¥1.39M |
|
| 2020-02-25 |
RSI强势追入 |
买入 |
41.42138 |
32900.0 |
¥1.36M |
|
| 2020-03-13 |
RSI走弱 |
卖出 |
36.7632 |
32900.0 |
¥1.21M |
|
| 2020-05-07 |
RSI强势追入 |
买入 |
43.45340999999999 |
28100.0 |
¥1.22M |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
66.77316 |
28100.0 |
¥1.88M |
|
| 2020-11-25 |
RSI强势追入 |
买入 |
85.62554 |
21900.0 |
¥1.88M |
|
| 2020-11-27 |
RSI走弱 |
卖出 |
72.8271 |
21900.0 |
¥1.59M |
|
| 2021-01-13 |
RSI强势追入 |
买入 |
99.60951 |
15900.0 |
¥1.58M |
|
| 2021-02-22 |
RSI走弱 |
卖出 |
103.3965 |
15900.0 |
¥1.64M |
|
| 2021-10-28 |
RSI强势追入 |
买入 |
101.11101 |
16200.0 |
¥1.64M |
|
| 2022-01-05 |
RSI走弱 |
卖出 |
132.44742000000002 |
16200.0 |
¥2.15M |
|
| 2022-06-28 |
RSI强势追入 |
买入 |
160.26009999999997 |
13300.0 |
¥2.13M |
|
| 2022-08-11 |
RSI走弱 |
卖出 |
167.832 |
13300.0 |
¥2.23M |
|
| 2023-02-03 |
RSI强势追入 |
买入 |
138.62849 |
16300.0 |
¥2.26M |
|
| 2023-02-13 |
RSI走弱 |
卖出 |
122.24763 |
16300.0 |
¥1.99M |
|
| 2023-06-14 |
RSI强势追入 |
买入 |
135.66553 |
14700.0 |
¥1.99M |
|
| 2023-07-24 |
RSI走弱 |
卖出 |
150.93891 |
14700.0 |
¥2.22M |
|
| 2024-03-19 |
RSI强势追入 |
买入 |
122.91278999999999 |
17900.0 |
¥2.20M |
|
| 2024-04-22 |
RSI走弱 |
卖出 |
116.0838 |
17900.0 |
¥2.08M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
129.26913999999996 |
15900.0 |
¥2.06M |
|
| 2024-11-27 |
RSI走弱 |
卖出 |
119.88 |
15900.0 |
¥1.91M |
|
| 2025-02-10 |
RSI强势追入 |
买入 |
133.68 |
14500.0 |
¥1.94M |
|
| 2025-03-03 |
RSI走弱 |
卖出 |
123.89598 |
14500.0 |
¥1.80M |
|
| 2025-08-13 |
RSI强势追入 |
买入 |
113.09298 |
15800.0 |
¥1.79M |
|
| 2025-10-20 |
RSI走弱 |
卖出 |
126.18369 |
15800.0 |
¥1.99M |
|
| 2026-01-08 |
RSI强势追入 |
买入 |
133.57343999999998 |
14600.0 |
¥1.95M |
|
| 2026-01-28 |
RSI走弱 |
卖出 |
127.20267000000001 |
14600.0 |
¥1.86M |
|