000001 深发展A — 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: ¥47.2万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -52.78%）
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 25 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 |
2015-04-09 |
2015-04-27 |
17.973340385 |
16.2 |
¥-9.9万 |
-9.89% |
RSI走弱 |
| 2 |
2015-11-10 |
2015-11-30 |
12.81664384 |
11.70828 |
¥-7.7万 |
-8.68% |
RSI走弱 |
| 3 |
2016-08-16 |
2016-09-13 |
9.682903999999999 |
9.170819999999999 |
¥-4.4万 |
-5.32% |
RSI走弱 |
| 4 |
2016-11-24 |
2016-12-15 |
9.452274831999999 |
9.360629999999999 |
¥-7,773 |
-1.00% |
RSI走弱 |
| 5 |
2017-02-16 |
2017-03-10 |
9.462287834999998 |
9.37062 |
¥-7,691 |
-1.00% |
RSI走弱 |
| 6 |
2017-06-29 |
2017-08-14 |
9.442261828999998 |
10.11987 |
¥5.5万 |
+7.14% |
RSI走弱 |
| 7 |
2017-08-30 |
2017-09-20 |
11.695187503999998 |
11.128860000000001 |
¥-4.0万 |
-4.87% |
RSI走弱 |
| 8 |
2017-11-15 |
2017-12-04 |
12.91677387 |
13.036950000000001 |
¥6,964 |
+0.90% |
RSI走弱 |
| 9 |
2018-08-27 |
2018-09-18 |
10.033029006 |
9.720270000000001 |
¥-2.5万 |
-3.15% |
RSI走弱 |
| 10 |
2018-10-08 |
2018-10-12 |
10.713913209999998 |
9.960030000000001 |
¥-5.2万 |
-7.06% |
RSI走弱 |
| 11 |
2019-02-11 |
2019-03-26 |
11.094407323999999 |
12.21777 |
¥7.1万 |
+10.09% |
RSI走弱 |
| 12 |
2019-04-09 |
2019-05-07 |
13.888035160999998 |
13.016969999999999 |
¥-4.9万 |
-6.30% |
RSI走弱 |
| 13 |
2019-10-15 |
2019-11-12 |
17.272430174999997 |
16.273709999999998 |
¥-4.2万 |
-5.81% |
RSI走弱 |
| 14 |
2020-07-08 |
2020-07-24 |
15.249803569000001 |
13.956029999999998 |
¥-5.7万 |
-8.51% |
RSI走弱 |
| 15 |
2020-10-20 |
2020-11-16 |
17.502729244 |
17.06292 |
¥-1.6万 |
-2.54% |
RSI走弱 |
| 16 |
2020-11-24 |
2020-12-14 |
19.645511885999994 |
18.581400000000002 |
¥-3.3万 |
-5.44% |
RSI走弱 |
| 17 |
2021-01-19 |
2021-02-23 |
22.539269753 |
22.35762 |
¥-4,803 |
-0.84% |
RSI走弱 |
| 18 |
2022-11-30 |
2023-02-07 |
12.916773869999998 |
14.04594 |
¥5.0万 |
+8.71% |
RSI走弱 |
| 19 |
2023-08-01 |
2023-08-15 |
12.275941677999997 |
11.678310000000002 |
¥-3.0万 |
-4.90% |
RSI走弱 |
| 20 |
2024-02-22 |
2024-04-11 |
10.663848194999996 |
10.22976 |
¥-2.4万 |
-4.10% |
RSI走弱 |
| 21 |
2024-05-20 |
2024-06-04 |
11.444862428999997 |
10.93905 |
¥-2.5万 |
-4.45% |
RSI走弱 |
| 22 |
2024-10-09 |
2024-10-31 |
12.633788999999998 |
11.318670000000001 |
¥-5.6万 |
-10.44% |
RSI走弱 |
| 23 |
2025-06-04 |
2025-07-25 |
11.835369545999999 |
12.32 |
¥2.0万 |
+4.06% |
RSI走弱 |
| 24 |
2026-07-31 |
2026-08-17 |
11.514953449999998 |
11.188799999999999 |
¥-1.4万 |
-2.86% |
RSI走弱 |
| 25 |
2026-09-02 |
2026-09-24 |
11.935499575999998 |
11.33865 |
¥-2.5万 |
-5.03% |
RSI走弱 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-09 |
RSI强势追入 |
买入 |
17.96795 |
55600.0 |
¥99.9万 |
|
| 2015-04-27 |
RSI走弱 |
卖出 |
16.2 |
55600.0 |
¥90.0万 |
|
| 2015-11-10 |
RSI强势追入 |
买入 |
12.8128 |
69400.0 |
¥88.9万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
11.70828 |
69400.0 |
¥81.2万 |
|
| 2016-08-16 |
RSI强势追入 |
买入 |
9.68 |
84800.0 |
¥82.1万 |
|
| 2016-09-13 |
RSI走弱 |
卖出 |
9.170819999999999 |
84800.0 |
¥77.7万 |
|
| 2016-11-24 |
RSI强势追入 |
买入 |
9.44944 |
82300.0 |
¥77.8万 |
|
| 2016-12-15 |
RSI走弱 |
卖出 |
9.360629999999999 |
82300.0 |
¥77.0万 |
|
| 2017-02-16 |
RSI强势追入 |
买入 |
9.459449999999999 |
81400.0 |
¥77.0万 |
|
| 2017-03-10 |
RSI走弱 |
卖出 |
9.37062 |
81400.0 |
¥76.3万 |
|
| 2017-06-29 |
RSI强势追入 |
买入 |
9.439429999999998 |
80800.0 |
¥76.3万 |
|
| 2017-08-14 |
RSI走弱 |
卖出 |
10.11987 |
80800.0 |
¥81.7万 |
|
| 2017-08-30 |
RSI强势追入 |
买入 |
11.691679999999998 |
69900.0 |
¥81.7万 |
|
| 2017-09-20 |
RSI走弱 |
卖出 |
11.128860000000001 |
69900.0 |
¥77.8万 |
|
| 2017-11-15 |
RSI强势追入 |
买入 |
12.912899999999999 |
59900.0 |
¥77.4万 |
|
| 2017-12-04 |
RSI走弱 |
卖出 |
13.036950000000001 |
59900.0 |
¥78.1万 |
|
| 2018-08-27 |
RSI强势追入 |
买入 |
10.030019999999999 |
78100.0 |
¥78.4万 |
|
| 2018-09-18 |
RSI走弱 |
卖出 |
9.720270000000001 |
78100.0 |
¥75.9万 |
|
| 2018-10-08 |
RSI强势追入 |
买入 |
10.710699999999997 |
68700.0 |
¥73.6万 |
|
| 2018-10-12 |
RSI走弱 |
卖出 |
9.960030000000001 |
68700.0 |
¥68.4万 |
|
| 2019-02-11 |
RSI强势追入 |
买入 |
11.091079999999998 |
63100.0 |
¥70.0万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
12.21777 |
63100.0 |
¥77.1万 |
|
| 2019-04-09 |
RSI强势追入 |
买入 |
13.883869999999998 |
55700.0 |
¥77.4万 |
|
| 2019-05-07 |
RSI走弱 |
卖出 |
13.016969999999999 |
55700.0 |
¥72.5万 |
|
| 2019-10-15 |
RSI强势追入 |
买入 |
17.267249999999997 |
42300.0 |
¥73.1万 |
|
| 2019-11-12 |
RSI走弱 |
卖出 |
16.273709999999998 |
42300.0 |
¥68.8万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
15.245230000000001 |
44300.0 |
¥67.6万 |
|
| 2020-07-24 |
RSI走弱 |
卖出 |
13.956029999999998 |
44300.0 |
¥61.8万 |
|
| 2020-10-20 |
RSI强势追入 |
买入 |
17.49748 |
36000.0 |
¥63.0万 |
|
| 2020-11-16 |
RSI走弱 |
卖出 |
17.06292 |
36000.0 |
¥61.4万 |
|
| 2020-11-24 |
RSI强势追入 |
买入 |
19.639619999999994 |
31200.0 |
¥61.3万 |
|
| 2020-12-14 |
RSI走弱 |
卖出 |
18.581400000000002 |
31200.0 |
¥58.0万 |
|
| 2021-01-19 |
RSI强势追入 |
买入 |
22.53251 |
25500.0 |
¥57.5万 |
|
| 2021-02-23 |
RSI走弱 |
卖出 |
22.35762 |
25500.0 |
¥57.0万 |
|
| 2022-11-30 |
RSI强势追入 |
买入 |
12.912899999999999 |
44300.0 |
¥57.2万 |
|
| 2023-02-07 |
RSI走弱 |
卖出 |
14.04594 |
44300.0 |
¥62.2万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
12.27226 |
50700.0 |
¥62.2万 |
|
| 2023-08-15 |
RSI走弱 |
卖出 |
11.678310000000002 |
50700.0 |
¥59.2万 |
|
| 2024-02-22 |
RSI强势追入 |
买入 |
10.660649999999999 |
55000.0 |
¥58.7万 |
|
| 2024-04-11 |
RSI走弱 |
卖出 |
10.22976 |
55000.0 |
¥56.2万 |
|
| 2024-05-20 |
RSI强势追入 |
买入 |
11.441429999999997 |
50000.0 |
¥57.2万 |
|
| 2024-06-04 |
RSI走弱 |
卖出 |
10.93905 |
50000.0 |
¥54.7万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
12.63 |
42300.0 |
¥53.4万 |
|
| 2024-10-31 |
RSI走弱 |
卖出 |
11.318670000000001 |
42300.0 |
¥47.9万 |
|
| 2025-06-04 |
RSI强势追入 |
买入 |
11.831819999999999 |
41400.0 |
¥49.0万 |
|
| 2025-07-25 |
RSI走弱 |
卖出 |
12.32 |
41400.0 |
¥51.0万 |
|
| 2026-07-31 |
RSI强势追入 |
买入 |
11.511499999999998 |
43900.0 |
¥50.6万 |
|
| 2026-08-17 |
RSI走弱 |
卖出 |
11.188799999999999 |
43900.0 |
¥49.1万 |
|
| 2026-09-02 |
RSI强势追入 |
买入 |
11.931919999999998 |
41500.0 |
¥49.5万 |
|
| 2026-09-24 |
RSI走弱 |
卖出 |
11.33865 |
41500.0 |
¥47.0万 |
|