000157 中联重科 — 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: ¥57.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -42.35%）
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 24 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 |
2015-04-02 |
2015-05-06 |
7.479713240999999 |
7.44255 |
¥-5,263 |
-0.53% |
RSI走弱 |
| 2 |
2015-06-04 |
2015-06-23 |
10.103120026999997 |
8.35164 |
¥-16.8万 |
-17.36% |
RSI走弱 |
| 3 |
2016-08-22 |
2016-08-29 |
4.415734323 |
4.24575 |
¥-3.2万 |
-3.88% |
RSI走弱 |
| 4 |
2016-09-08 |
2016-10-18 |
4.545903362 |
4.48 |
¥-1.2万 |
-1.48% |
RSI走弱 |
| 5 |
2016-11-14 |
2016-12-05 |
4.816254442999998 |
4.5954 |
¥-3.6万 |
-4.61% |
RSI走弱 |
| 6 |
2017-02-13 |
2017-03-10 |
4.826267446 |
4.76 |
¥-1.0万 |
-1.40% |
RSI走弱 |
| 7 |
2017-07-20 |
2017-08-14 |
4.766189427999999 |
4.66 |
¥-1.7万 |
-2.26% |
RSI走弱 |
| 8 |
2019-02-14 |
2019-04-26 |
3.9351101789999996 |
4.90509 |
¥17.7万 |
+24.61% |
RSI走弱 |
| 9 |
2019-06-21 |
2019-07-09 |
5.90767177 |
5.48451 |
¥-6.4万 |
-7.19% |
RSI走弱 |
| 10 |
2019-07-25 |
2019-08-05 |
6.338230898999999 |
5.73426 |
¥-7.9万 |
-9.56% |
RSI走弱 |
| 11 |
2020-01-06 |
2020-01-22 |
6.798829037 |
6.5134799999999995 |
¥-3.2万 |
-4.23% |
RSI走弱 |
| 12 |
2020-05-13 |
2020-05-25 |
6.949024081999999 |
6.453539999999999 |
¥-5.1万 |
-7.16% |
RSI走弱 |
| 13 |
2020-07-03 |
2020-08-13 |
7.1893361539999985 |
8.03196 |
¥7.8万 |
+11.69% |
RSI走弱 |
| 14 |
2020-12-03 |
2020-12-25 |
10.31339309 |
9.10089 |
¥-8.7万 |
-11.78% |
RSI走弱 |
| 15 |
2021-01-08 |
2021-03-08 |
11.565018464999998 |
13.526459999999998 |
¥11.2万 |
+16.93% |
RSI走弱 |
| 16 |
2023-02-14 |
2023-03-13 |
6.468399938 |
6.42357 |
¥-5,587 |
-0.72% |
RSI走弱 |
| 17 |
2023-07-19 |
2023-07-24 |
7.049154112 |
6.6733199999999995 |
¥-4.1万 |
-5.36% |
RSI走弱 |
| 18 |
2024-01-17 |
2024-03-14 |
6.888946064 |
7.65234 |
¥8.0万 |
+11.05% |
RSI走弱 |
| 19 |
2024-04-12 |
2024-04-24 |
9.131858735999998 |
8.5914 |
¥-4.8万 |
-5.95% |
RSI走弱 |
| 20 |
2024-10-09 |
2024-10-30 |
7.459687234999999 |
6.71328 |
¥-7.4万 |
-10.03% |
RSI走弱 |
| 21 |
2025-02-28 |
2025-03-26 |
8.140571439 |
7.78221 |
¥-3.0万 |
-4.43% |
RSI走弱 |
| 22 |
2025-07-23 |
2025-07-31 |
8.392517 |
7.502489999999999 |
¥-6.9万 |
-10.63% |
RSI走弱 |
| 23 |
2025-10-16 |
2025-11-18 |
8.310792489999999 |
8.091899999999999 |
¥-1.5万 |
-2.66% |
RSI走弱 |
| 24 |
2026-02-05 |
2026-03-10 |
9.372170807999998 |
9.48 |
¥6,320 |
+1.12% |
RSI走弱 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-02 |
RSI强势追入 |
买入 |
7.4774699999999985 |
133600.0 |
¥99.9万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
7.44255 |
133600.0 |
¥99.4万 |
|
| 2015-06-04 |
RSI强势追入 |
买入 |
10.100089999999998 |
95500.0 |
¥96.5万 |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
8.35164 |
95500.0 |
¥79.7万 |
|
| 2016-08-22 |
RSI强势追入 |
买入 |
4.414409999999999 |
186900.0 |
¥82.5万 |
|
| 2016-08-29 |
RSI走弱 |
卖出 |
4.24575 |
186900.0 |
¥79.3万 |
|
| 2016-09-08 |
RSI强势追入 |
买入 |
4.54454 |
173400.0 |
¥78.8万 |
|
| 2016-10-18 |
RSI走弱 |
卖出 |
4.48 |
173400.0 |
¥77.7万 |
|
| 2016-11-14 |
RSI强势追入 |
买入 |
4.814809999999999 |
161600.0 |
¥77.8万 |
|
| 2016-12-05 |
RSI走弱 |
卖出 |
4.5954 |
161600.0 |
¥74.2万 |
|
| 2017-02-13 |
RSI强势追入 |
买入 |
4.82482 |
154200.0 |
¥74.4万 |
|
| 2017-03-10 |
RSI走弱 |
卖出 |
4.76 |
154200.0 |
¥73.4万 |
|
| 2017-07-20 |
RSI强势追入 |
买入 |
4.764759999999999 |
154300.0 |
¥73.5万 |
|
| 2017-08-14 |
RSI走弱 |
卖出 |
4.66 |
154300.0 |
¥71.9万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
3.9339299999999997 |
182700.0 |
¥71.9万 |
|
| 2019-04-26 |
RSI走弱 |
卖出 |
4.90509 |
182700.0 |
¥89.6万 |
|
| 2019-06-21 |
RSI强势追入 |
买入 |
5.9059 |
151800.0 |
¥89.7万 |
|
| 2019-07-09 |
RSI走弱 |
卖出 |
5.48451 |
151800.0 |
¥83.2万 |
|
| 2019-07-25 |
RSI强势追入 |
买入 |
6.336329999999999 |
131100.0 |
¥83.1万 |
|
| 2019-08-05 |
RSI走弱 |
卖出 |
5.73426 |
131100.0 |
¥75.2万 |
|
| 2020-01-06 |
RSI强势追入 |
买入 |
6.7967900000000006 |
109800.0 |
¥74.7万 |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
6.5134799999999995 |
109800.0 |
¥71.5万 |
|
| 2020-05-13 |
RSI强势追入 |
买入 |
6.94694 |
103200.0 |
¥71.7万 |
|
| 2020-05-25 |
RSI走弱 |
卖出 |
6.453539999999999 |
103200.0 |
¥66.6万 |
|
| 2020-07-03 |
RSI强势追入 |
买入 |
7.187179999999999 |
93200.0 |
¥67.0万 |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
8.03196 |
93200.0 |
¥74.8万 |
|
| 2020-12-03 |
RSI强势追入 |
买入 |
10.3103 |
72000.0 |
¥74.3万 |
|
| 2020-12-25 |
RSI走弱 |
卖出 |
9.10089 |
72000.0 |
¥65.5万 |
|
| 2021-01-08 |
RSI强势追入 |
买入 |
11.561549999999999 |
57200.0 |
¥66.2万 |
|
| 2021-03-08 |
RSI走弱 |
卖出 |
13.526459999999998 |
57200.0 |
¥77.3万 |
|
| 2023-02-14 |
RSI强势追入 |
买入 |
6.46646 |
119500.0 |
¥77.3万 |
|
| 2023-03-13 |
RSI走弱 |
卖出 |
6.42357 |
119500.0 |
¥76.7万 |
|
| 2023-07-19 |
RSI强势追入 |
买入 |
7.047039999999999 |
108400.0 |
¥76.4万 |
|
| 2023-07-24 |
RSI走弱 |
卖出 |
6.6733199999999995 |
108400.0 |
¥72.3万 |
|
| 2024-01-17 |
RSI强势追入 |
买入 |
6.88688 |
105300.0 |
¥72.5万 |
|
| 2024-03-14 |
RSI走弱 |
卖出 |
7.65234 |
105300.0 |
¥80.6万 |
|
| 2024-04-12 |
RSI强势追入 |
买入 |
9.129119999999999 |
88200.0 |
¥80.5万 |
|
| 2024-04-24 |
RSI走弱 |
卖出 |
8.5914 |
88200.0 |
¥75.8万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
7.45745 |
98700.0 |
¥73.6万 |
|
| 2024-10-30 |
RSI走弱 |
卖出 |
6.71328 |
98700.0 |
¥66.2万 |
|
| 2025-02-28 |
RSI强势追入 |
买入 |
8.13813 |
84100.0 |
¥68.5万 |
|
| 2025-03-26 |
RSI走弱 |
卖出 |
7.78221 |
84100.0 |
¥65.4万 |
|
| 2025-07-23 |
RSI强势追入 |
买入 |
8.39 |
77800.0 |
¥65.3万 |
|
| 2025-07-31 |
RSI走弱 |
卖出 |
7.502489999999999 |
77800.0 |
¥58.4万 |
|
| 2025-10-16 |
RSI强势追入 |
买入 |
8.3083 |
69900.0 |
¥58.1万 |
|
| 2025-11-18 |
RSI走弱 |
卖出 |
8.091899999999999 |
69900.0 |
¥56.5万 |
|
| 2026-02-05 |
RSI强势追入 |
买入 |
9.369359999999999 |
60200.0 |
¥56.4万 |
|
| 2026-03-10 |
RSI走弱 |
卖出 |
9.48 |
60200.0 |
¥57.1万 |
|