000063 中兴通讯 — 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: ¥83.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -16.36%）
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 23 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 |
2015-03-25 |
2015-06-16 |
22.599347770999998 |
30.41955 |
¥34.5万 |
+34.56% |
RSI走弱 |
| 2 |
2016-11-09 |
2016-12-06 |
16.271129875 |
16.273709999999998 |
¥-189 |
-0.01% |
RSI走弱 |
| 3 |
2017-03-21 |
2017-04-17 |
17.182313148 |
16.77321 |
¥-3.2万 |
-2.41% |
RSI走弱 |
| 4 |
2017-05-17 |
2017-07-19 |
18.914562667 |
21.84813 |
¥20.2万 |
+15.47% |
RSI走弱 |
| 5 |
2017-09-28 |
2017-11-28 |
28.0364084 |
33.966 |
¥31.8万 |
+21.11% |
RSI走弱 |
| 6 |
2018-11-19 |
2018-11-30 |
21.537969453000002 |
19.34064 |
¥-18.5万 |
-10.23% |
RSI走弱 |
| 7 |
2019-02-14 |
2019-03-27 |
22.729516809999996 |
27.322650000000003 |
¥32.8万 |
+20.17% |
RSI走弱 |
| 8 |
2019-04-18 |
2019-05-07 |
33.543560049999996 |
29.1708 |
¥-25.3万 |
-13.06% |
RSI走弱 |
| 9 |
2019-09-11 |
2019-09-27 |
36.757734013 |
32.51 |
¥-19.8万 |
-11.58% |
RSI走弱 |
| 10 |
2019-12-19 |
2019-12-24 |
34.064236206000004 |
32.37759 |
¥-7.5万 |
-4.98% |
RSI走弱 |
| 11 |
2020-01-06 |
2020-02-04 |
36.09687581499999 |
36.52 |
¥1.6万 |
+1.14% |
RSI走弱 |
| 12 |
2020-02-26 |
2020-03-17 |
53.569566049999985 |
45.564389999999996 |
¥-21.2万 |
-14.97% |
RSI走弱 |
| 13 |
2020-07-10 |
2020-07-17 |
46.51039893499999 |
40.039919999999995 |
¥-17.2万 |
-13.94% |
RSI走弱 |
| 14 |
2021-06-07 |
2021-07-05 |
33.14303993000001 |
31.61835 |
¥-5.0万 |
-4.63% |
RSI走弱 |
| 15 |
2021-07-20 |
2021-08-12 |
37.448631219999996 |
36.14382 |
¥-3.6万 |
-3.51% |
RSI走弱 |
| 16 |
2022-12-07 |
2022-12-22 |
26.928076 |
25.284689999999998 |
¥-6.1万 |
-6.13% |
RSI走弱 |
| 17 |
2023-02-16 |
2023-03-31 |
29.147851732999996 |
32.08788 |
¥9.4万 |
+10.05% |
RSI走弱 |
| 18 |
2023-06-19 |
2023-07-21 |
39.050711699999994 |
40.93902 |
¥4.9万 |
+4.80% |
RSI走弱 |
| 19 |
2024-03-01 |
2024-03-25 |
29.888813954999993 |
27.85212 |
¥-7.4万 |
-6.84% |
RSI走弱 |
| 20 |
2024-10-09 |
2024-11-25 |
33.91404116099999 |
30.77919 |
¥-9.2万 |
-9.27% |
RSI走弱 |
| 21 |
2024-12-20 |
2025-01-07 |
36.84785103999999 |
35.0649 |
¥-4.3万 |
-4.87% |
RSI走弱 |
| 22 |
2025-08-19 |
2025-09-10 |
37.809099327999995 |
40.70925 |
¥6.5万 |
+7.64% |
RSI走弱 |
| 23 |
2025-10-13 |
2025-10-30 |
51.106367311999996 |
45.564389999999996 |
¥-9.9万 |
-10.87% |
RSI走弱 |
逐笔成交记录（共 46 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-25 |
RSI强势追入 |
买入 |
22.59257 |
44200.0 |
¥99.9万 |
|
| 2015-06-16 |
RSI走弱 |
卖出 |
30.41955 |
44200.0 |
¥1.34M |
|
| 2016-11-09 |
RSI强势追入 |
买入 |
16.26625 |
82100.0 |
¥1.34M |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
16.273709999999998 |
82100.0 |
¥1.34M |
|
| 2017-03-21 |
RSI强势追入 |
买入 |
17.177159999999997 |
77800.0 |
¥1.34M |
|
| 2017-04-17 |
RSI走弱 |
卖出 |
16.77321 |
77800.0 |
¥1.30M |
|
| 2017-05-17 |
RSI强势追入 |
买入 |
18.90889 |
69000.0 |
¥1.31M |
|
| 2017-07-19 |
RSI走弱 |
卖出 |
21.84813 |
69000.0 |
¥1.51M |
|
| 2017-09-28 |
RSI强势追入 |
买入 |
28.028 |
53800.0 |
¥1.51M |
|
| 2017-11-28 |
RSI走弱 |
卖出 |
33.966 |
53800.0 |
¥1.83M |
|
| 2018-11-19 |
RSI强势追入 |
买入 |
21.53151 |
83800.0 |
¥1.80M |
|
| 2018-11-30 |
RSI走弱 |
卖出 |
19.34064 |
83800.0 |
¥1.62M |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
22.722699999999996 |
71600.0 |
¥1.63M |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
27.322650000000003 |
71600.0 |
¥1.96M |
|
| 2019-04-18 |
RSI强势追入 |
买入 |
33.5335 |
57800.0 |
¥1.94M |
|
| 2019-05-07 |
RSI走弱 |
卖出 |
29.1708 |
57800.0 |
¥1.69M |
|
| 2019-09-11 |
RSI强势追入 |
买入 |
36.74671 |
46500.0 |
¥1.71M |
|
| 2019-09-27 |
RSI走弱 |
卖出 |
32.51 |
46500.0 |
¥1.51M |
|
| 2019-12-19 |
RSI强势追入 |
买入 |
34.05402 |
44300.0 |
¥1.51M |
|
| 2019-12-24 |
RSI走弱 |
卖出 |
32.37759 |
44300.0 |
¥1.43M |
|
| 2020-01-06 |
RSI强势追入 |
买入 |
36.08604999999999 |
39500.0 |
¥1.43M |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
36.52 |
39500.0 |
¥1.44M |
|
| 2020-02-26 |
RSI强势追入 |
买入 |
53.55349999999999 |
26500.0 |
¥1.42M |
|
| 2020-03-17 |
RSI走弱 |
卖出 |
45.564389999999996 |
26500.0 |
¥1.21M |
|
| 2020-07-10 |
RSI强势追入 |
买入 |
46.496449999999996 |
26500.0 |
¥1.23M |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
40.039919999999995 |
26500.0 |
¥1.06M |
|
| 2021-06-07 |
RSI强势追入 |
买入 |
33.1331 |
32600.0 |
¥1.08M |
|
| 2021-07-05 |
RSI走弱 |
卖出 |
31.61835 |
32600.0 |
¥1.03M |
|
| 2021-07-20 |
RSI强势追入 |
买入 |
37.4374 |
27100.0 |
¥1.01M |
|
| 2021-08-12 |
RSI走弱 |
卖出 |
36.14382 |
27100.0 |
¥97.9万 |
|
| 2022-12-07 |
RSI强势追入 |
买入 |
26.92 |
36900.0 |
¥99.4万 |
|
| 2022-12-22 |
RSI走弱 |
卖出 |
25.284689999999998 |
36900.0 |
¥93.3万 |
|
| 2023-02-16 |
RSI强势追入 |
买入 |
29.139109999999995 |
32000.0 |
¥93.3万 |
|
| 2023-03-31 |
RSI走弱 |
卖出 |
32.08788 |
32000.0 |
¥1.03M |
|
| 2023-06-19 |
RSI强势追入 |
买入 |
39.038999999999994 |
26300.0 |
¥1.03M |
|
| 2023-07-21 |
RSI走弱 |
卖出 |
40.93902 |
26300.0 |
¥1.08M |
|
| 2024-03-01 |
RSI强势追入 |
买入 |
29.879849999999998 |
36000.0 |
¥1.08M |
|
| 2024-03-25 |
RSI走弱 |
卖出 |
27.85212 |
36000.0 |
¥1.00M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
33.90386999999999 |
29200.0 |
¥99.0万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
30.77919 |
29200.0 |
¥89.8万 |
|
| 2024-12-20 |
RSI强势追入 |
买入 |
36.83679999999999 |
24000.0 |
¥88.4万 |
|
| 2025-01-07 |
RSI走弱 |
卖出 |
35.0649 |
24000.0 |
¥84.1万 |
|
| 2025-08-19 |
RSI强势追入 |
买入 |
37.79776 |
22600.0 |
¥85.4万 |
|
| 2025-09-10 |
RSI走弱 |
卖出 |
40.70925 |
22600.0 |
¥92.0万 |
|
| 2025-10-13 |
RSI强势追入 |
买入 |
51.09103999999999 |
17900.0 |
¥91.5万 |
|
| 2025-10-30 |
RSI走弱 |
卖出 |
45.564389999999996 |
17900.0 |
¥81.5万 |
|