000301 东方盛虹 — 追涨杀跌 回测明细
数据区间: 2015-01-05 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥69.1万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -30.92%）
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 26 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 |
2015-03-18 |
2015-05-07 |
5.997788797 |
6.98301 |
¥16.3万 |
+16.39% |
RSI走弱 |
| 2 |
2015-05-28 |
2015-06-26 |
9.041741709 |
9.390600000000001 |
¥4.3万 |
+3.83% |
RSI走弱 |
| 3 |
2015-11-24 |
2015-12-10 |
6.511953 |
5.974019999999999 |
¥-10.0万 |
-8.29% |
RSI走弱 |
| 4 |
2016-11-11 |
2016-12-06 |
4.896358467 |
5.084909999999999 |
¥4.2万 |
+3.82% |
RSI走弱 |
| 5 |
2017-10-13 |
2017-10-30 |
6.6085819799999985 |
5.594399999999999 |
¥-16.8万 |
-15.37% |
RSI走弱 |
| 6 |
2018-03-01 |
2018-03-26 |
6.528477955999999 |
5.894100000000001 |
¥-9.4万 |
-9.74% |
RSI走弱 |
| 7 |
2018-09-26 |
2018-10-12 |
6.808842039999999 |
6.00399 |
¥-10.4万 |
-11.85% |
RSI走弱 |
| 8 |
2019-03-08 |
2019-04-23 |
6.087905824 |
6.133859999999999 |
¥5,545 |
+0.72% |
RSI走弱 |
| 9 |
2020-01-08 |
2020-01-17 |
5.371611000000001 |
5.16483 |
¥-3.1万 |
-3.88% |
RSI走弱 |
| 10 |
2020-05-21 |
2020-07-28 |
5.276852580999999 |
5.65434 |
¥5.4万 |
+7.12% |
RSI走弱 |
| 11 |
2020-11-06 |
2020-12-23 |
8.090506423999999 |
9.47052 |
¥13.7万 |
+17.02% |
RSI走弱 |
| 12 |
2021-01-08 |
2021-03-01 |
11.474901438 |
14.245740000000001 |
¥22.9万 |
+24.11% |
RSI走弱 |
| 13 |
2021-05-14 |
2021-06-17 |
16.331207892999995 |
15.954030000000001 |
¥-2.7万 |
-2.34% |
RSI走弱 |
| 14 |
2021-07-13 |
2021-08-06 |
24.521844346999995 |
23.4765 |
¥-4.9万 |
-4.29% |
RSI走弱 |
| 15 |
2021-08-31 |
2021-09-24 |
32.992844885000004 |
30.389580000000002 |
¥-8.7万 |
-7.92% |
RSI走弱 |
| 16 |
2022-05-24 |
2022-06-30 |
16.050843809 |
16.59339 |
¥3.4万 |
+3.35% |
RSI走弱 |
| 17 |
2022-08-09 |
2022-08-26 |
22.278931674999995 |
21.08889 |
¥-5.6万 |
-5.37% |
RSI走弱 |
| 18 |
2023-02-02 |
2023-03-03 |
15.990765791 |
15.24474 |
¥-4.6万 |
-4.69% |
RSI走弱 |
| 19 |
2023-08-02 |
2023-08-15 |
12.706500806999998 |
12.207780000000001 |
¥-3.7万 |
-3.95% |
RSI走弱 |
| 20 |
2024-02-20 |
2024-03-15 |
10.663848194999998 |
10.30968 |
¥-3.0万 |
-3.35% |
RSI走弱 |
| 21 |
2024-10-09 |
2024-10-17 |
9.352805 |
8.05194 |
¥-12.0万 |
-13.93% |
RSI走弱 |
| 22 |
2024-11-18 |
2024-12-17 |
9.962988000000001 |
9.07092 |
¥-6.8万 |
-8.98% |
RSI走弱 |
| 23 |
2025-05-14 |
2025-05-27 |
9.432248825999999 |
8.92107 |
¥-3.8万 |
-5.45% |
RSI走弱 |
| 24 |
2025-07-31 |
2025-08-13 |
9.201949757 |
8.81118 |
¥-2.8万 |
-4.28% |
RSI走弱 |
| 25 |
2025-08-26 |
2025-09-19 |
9.622495883 |
9.590399999999999 |
¥-2,266 |
-0.36% |
RSI走弱 |
| 26 |
2025-12-29 |
2026-03-10 |
10.683874200999998 |
11.85813 |
¥6.8万 |
+10.96% |
RSI走弱 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
RSI强势追入 |
买入 |
5.99599 |
165800.0 |
¥99.4万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
6.98301 |
165800.0 |
¥1.16M |
|
| 2015-05-28 |
RSI强势追入 |
买入 |
9.03903 |
125100.0 |
¥1.13M |
|
| 2015-06-26 |
RSI走弱 |
卖出 |
9.390600000000001 |
125100.0 |
¥1.17M |
|
| 2015-11-24 |
RSI强势追入 |
买入 |
6.51 |
184600.0 |
¥1.20M |
|
| 2015-12-10 |
RSI走弱 |
卖出 |
5.974019999999999 |
184600.0 |
¥1.10M |
|
| 2016-11-11 |
RSI强势追入 |
买入 |
4.894889999999999 |
223700.0 |
¥1.10M |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
5.084909999999999 |
223700.0 |
¥1.14M |
|
| 2017-10-13 |
RSI强势追入 |
买入 |
6.6065999999999985 |
165600.0 |
¥1.09M |
|
| 2017-10-30 |
RSI走弱 |
卖出 |
5.594399999999999 |
165600.0 |
¥92.6万 |
|
| 2018-03-01 |
RSI强势追入 |
买入 |
6.526519999999999 |
147100.0 |
¥96.0万 |
|
| 2018-03-26 |
RSI走弱 |
卖出 |
5.894100000000001 |
147100.0 |
¥86.7万 |
|
| 2018-09-26 |
RSI强势追入 |
买入 |
6.806799999999999 |
129200.0 |
¥88.0万 |
|
| 2018-10-12 |
RSI走弱 |
卖出 |
6.00399 |
129200.0 |
¥77.5万 |
|
| 2019-03-08 |
RSI强势追入 |
买入 |
6.086079999999999 |
125700.0 |
¥76.5万 |
|
| 2019-04-23 |
RSI走弱 |
卖出 |
6.133859999999999 |
125700.0 |
¥77.1万 |
|
| 2020-01-08 |
RSI强势追入 |
买入 |
5.37 |
146500.0 |
¥78.7万 |
|
| 2020-01-17 |
RSI走弱 |
卖出 |
5.16483 |
146500.0 |
¥75.6万 |
|
| 2020-05-21 |
RSI强势追入 |
买入 |
5.275269999999999 |
142900.0 |
¥75.4万 |
|
| 2020-07-28 |
RSI走弱 |
卖出 |
5.65434 |
142900.0 |
¥80.8万 |
|
| 2020-11-06 |
RSI强势追入 |
买入 |
8.08808 |
99800.0 |
¥80.7万 |
|
| 2020-12-23 |
RSI走弱 |
卖出 |
9.47052 |
99800.0 |
¥94.5万 |
|
| 2021-01-08 |
RSI强势追入 |
买入 |
11.47146 |
82600.0 |
¥94.8万 |
|
| 2021-03-01 |
RSI走弱 |
卖出 |
14.245740000000001 |
82600.0 |
¥1.18M |
|
| 2021-05-14 |
RSI强势追入 |
买入 |
16.326309999999996 |
71100.0 |
¥1.16M |
|
| 2021-06-17 |
RSI走弱 |
卖出 |
15.954030000000001 |
71100.0 |
¥1.13M |
|
| 2021-07-13 |
RSI强势追入 |
买入 |
24.514489999999995 |
46700.0 |
¥1.15M |
|
| 2021-08-06 |
RSI走弱 |
卖出 |
23.4765 |
46700.0 |
¥1.10M |
|
| 2021-08-31 |
RSI强势追入 |
买入 |
32.98295 |
33300.0 |
¥1.10M |
|
| 2021-09-24 |
RSI走弱 |
卖出 |
30.389580000000002 |
33300.0 |
¥1.01M |
|
| 2022-05-24 |
RSI强势追入 |
买入 |
16.04603 |
63000.0 |
¥1.01M |
|
| 2022-06-30 |
RSI走弱 |
卖出 |
16.59339 |
63000.0 |
¥1.05M |
|
| 2022-08-09 |
RSI强势追入 |
买入 |
22.272249999999996 |
46800.0 |
¥1.04M |
|
| 2022-08-26 |
RSI走弱 |
卖出 |
21.08889 |
46800.0 |
¥98.7万 |
|
| 2023-02-02 |
RSI强势追入 |
买入 |
15.985969999999998 |
61700.0 |
¥98.7万 |
|
| 2023-03-03 |
RSI走弱 |
卖出 |
15.24474 |
61700.0 |
¥94.0万 |
|
| 2023-08-02 |
RSI强势追入 |
买入 |
12.702689999999999 |
73900.0 |
¥93.9万 |
|
| 2023-08-15 |
RSI走弱 |
卖出 |
12.207780000000001 |
73900.0 |
¥90.2万 |
|
| 2024-02-20 |
RSI强势追入 |
买入 |
10.660649999999999 |
84600.0 |
¥90.2万 |
|
| 2024-03-15 |
RSI走弱 |
卖出 |
10.30968 |
84600.0 |
¥87.2万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
9.35 |
91900.0 |
¥86.0万 |
|
| 2024-10-17 |
RSI走弱 |
卖出 |
8.05194 |
91900.0 |
¥74.0万 |
|
| 2024-11-18 |
RSI强势追入 |
买入 |
9.96 |
75800.0 |
¥75.5万 |
|
| 2024-12-17 |
RSI走弱 |
卖出 |
9.07092 |
75800.0 |
¥68.7万 |
|
| 2025-05-14 |
RSI强势追入 |
买入 |
9.429419999999999 |
73000.0 |
¥68.9万 |
|
| 2025-05-27 |
RSI走弱 |
卖出 |
8.92107 |
73000.0 |
¥65.1万 |
|
| 2025-07-31 |
RSI强势追入 |
买入 |
9.199189999999998 |
70500.0 |
¥64.9万 |
|
| 2025-08-13 |
RSI走弱 |
卖出 |
8.81118 |
70500.0 |
¥62.1万 |
|
| 2025-08-26 |
RSI强势追入 |
买入 |
9.619609999999998 |
64800.0 |
¥62.4万 |
|
| 2025-09-19 |
RSI走弱 |
卖出 |
9.590399999999999 |
64800.0 |
¥62.1万 |
|
| 2025-12-29 |
RSI强势追入 |
买入 |
10.68067 |
57900.0 |
¥61.9万 |
|
| 2026-03-10 |
RSI走弱 |
卖出 |
11.85813 |
57900.0 |
¥68.6万 |
|