000166 申万宏源 — 追涨杀跌 回测明细
数据区间: 2015-01-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥76.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -23.36%）
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 14 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 |
2015-11-11 |
2015-11-30 |
11.615083479999997 |
10.3896 |
¥-10.4万 |
-10.58% |
RSI走弱 |
| 2 |
2016-11-16 |
2016-12-06 |
6.952085 |
6.58341 |
¥-4.8万 |
-5.33% |
RSI走弱 |
| 3 |
2018-01-25 |
2018-02-01 |
5.647333691999999 |
5.36463 |
¥-4.2万 |
-5.03% |
RSI走弱 |
| 4 |
2019-02-15 |
2019-03-27 |
4.746163421999999 |
5.32467 |
¥9.7万 |
+12.16% |
RSI走弱 |
| 5 |
2019-12-18 |
2020-01-17 |
5.036540509 |
5.0149799999999995 |
¥-4,106 |
-0.46% |
RSI走弱 |
| 6 |
2020-06-23 |
2020-07-27 |
4.8563064549999995 |
5.51448 |
¥12.0万 |
+13.52% |
RSI走弱 |
| 7 |
2021-09-07 |
2021-09-30 |
5.757476724999999 |
5.51448 |
¥-4.2万 |
-4.25% |
RSI走弱 |
| 8 |
2023-01-20 |
2023-02-20 |
4.235500269 |
4.14585 |
¥-2.1万 |
-2.15% |
RSI走弱 |
| 9 |
2023-04-18 |
2023-06-06 |
4.495838346999999 |
4.61538 |
¥2.5万 |
+2.63% |
RSI走弱 |
| 10 |
2023-08-01 |
2023-08-15 |
5.026527505999999 |
4.815180000000001 |
¥-4.1万 |
-4.23% |
RSI走弱 |
| 11 |
2024-04-29 |
2024-05-17 |
4.816254442999998 |
4.5954 |
¥-4.3万 |
-4.61% |
RSI走弱 |
| 12 |
2024-08-01 |
2024-08-23 |
4.555916365 |
4.515479999999999 |
¥-8,153 |
-0.92% |
RSI走弱 |
| 13 |
2024-10-09 |
2024-11-25 |
6.278152880999998 |
5.27472 |
¥-14.2万 |
-16.01% |
RSI走弱 |
| 14 |
2025-07-14 |
2025-09-02 |
5.286865583999999 |
5.42457 |
¥1.9万 |
+2.57% |
RSI走弱 |
逐笔成交记录（共 28 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-11-11 |
RSI强势追入 |
买入 |
11.611599999999997 |
84300.0 |
¥97.9万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
10.3896 |
84300.0 |
¥87.6万 |
|
| 2016-11-16 |
RSI强势追入 |
买入 |
6.95 |
128500.0 |
¥89.3万 |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
6.58341 |
128500.0 |
¥84.6万 |
|
| 2018-01-25 |
RSI强势追入 |
买入 |
5.645639999999999 |
148400.0 |
¥83.8万 |
|
| 2018-02-01 |
RSI走弱 |
卖出 |
5.36463 |
148400.0 |
¥79.6万 |
|
| 2019-02-15 |
RSI强势追入 |
买入 |
4.744739999999999 |
168800.0 |
¥80.1万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
5.32467 |
168800.0 |
¥89.9万 |
|
| 2019-12-18 |
RSI强势追入 |
买入 |
5.03503 |
178000.0 |
¥89.7万 |
|
| 2020-01-17 |
RSI走弱 |
卖出 |
5.0149799999999995 |
178000.0 |
¥89.2万 |
|
| 2020-06-23 |
RSI强势追入 |
买入 |
4.854849999999999 |
182600.0 |
¥88.7万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
5.51448 |
182600.0 |
¥1.01M |
|
| 2021-09-07 |
RSI强势追入 |
买入 |
5.755749999999999 |
173100.0 |
¥99.7万 |
|
| 2021-09-30 |
RSI走弱 |
卖出 |
5.51448 |
173100.0 |
¥95.4万 |
|
| 2023-01-20 |
RSI强势追入 |
买入 |
4.23423 |
229700.0 |
¥97.3万 |
|
| 2023-02-20 |
RSI走弱 |
卖出 |
4.14585 |
229700.0 |
¥95.2万 |
|
| 2023-04-18 |
RSI强势追入 |
买入 |
4.49449 |
211800.0 |
¥95.2万 |
|
| 2023-06-06 |
RSI走弱 |
卖出 |
4.61538 |
211800.0 |
¥97.7万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
5.025019999999999 |
194100.0 |
¥97.6万 |
|
| 2023-08-15 |
RSI走弱 |
卖出 |
4.815180000000001 |
194100.0 |
¥93.4万 |
|
| 2024-04-29 |
RSI强势追入 |
买入 |
4.814809999999999 |
195200.0 |
¥94.0万 |
|
| 2024-05-17 |
RSI走弱 |
卖出 |
4.5954 |
195200.0 |
¥89.7万 |
|
| 2024-08-01 |
RSI强势追入 |
买入 |
4.554549999999999 |
195100.0 |
¥88.9万 |
|
| 2024-08-23 |
RSI走弱 |
卖出 |
4.515479999999999 |
195100.0 |
¥88.1万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
6.2762699999999985 |
140800.0 |
¥88.4万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
5.27472 |
140800.0 |
¥74.2万 |
|
| 2025-07-14 |
RSI强势追入 |
买入 |
5.285279999999999 |
141000.0 |
¥74.5万 |
|
| 2025-09-02 |
RSI走弱 |
卖出 |
5.42457 |
141000.0 |
¥76.5万 |
|