000333 美的集团 — 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: ¥55.1万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -44.89%）
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 |
2015-05-27 |
2015-06-16 |
40.65279218 |
36.53343 |
¥-10.1万 |
-10.16% |
RSI走弱 |
| 2 |
2016-05-04 |
2016-05-09 |
33.34329998999999 |
20.059919999999998 |
¥-35.1万 |
-39.86% |
RSI走弱 |
| 3 |
2016-07-18 |
2016-08-25 |
28.426915517000005 |
27.22275 |
¥-2.3万 |
-4.26% |
RSI走弱 |
| 4 |
2016-11-25 |
2016-12-15 |
28.927565666999996 |
28.251720000000002 |
¥-1.2万 |
-2.37% |
RSI走弱 |
| 5 |
2017-02-17 |
2017-03-31 |
32.14173963 |
33.09687 |
¥1.5万 |
+2.94% |
RSI走弱 |
| 6 |
2017-06-08 |
2017-07-19 |
38.760334613 |
41.15880000000001 |
¥3.2万 |
+6.16% |
RSI走弱 |
| 7 |
2017-10-10 |
2017-11-30 |
46.53042494099999 |
50.749199999999995 |
¥5.0万 |
+9.03% |
RSI走弱 |
| 8 |
2019-02-11 |
2019-03-11 |
44.017161188 |
45.85 |
¥2.5万 |
+4.13% |
RSI走弱 |
| 9 |
2019-04-02 |
2019-04-29 |
52.998824879 |
49.36 |
¥-4.3万 |
-6.89% |
RSI走弱 |
| 10 |
2019-11-05 |
2019-11-25 |
59.567354847 |
55.67427000000001 |
¥-3.9万 |
-6.56% |
RSI走弱 |
| 11 |
2020-05-11 |
2020-06-18 |
56.663583976999995 |
57.79215 |
¥1.1万 |
+1.96% |
RSI走弱 |
| 12 |
2020-07-08 |
2020-07-17 |
64.38360928999998 |
60.73919999999999 |
¥-3.2万 |
-5.69% |
RSI走弱 |
| 13 |
2020-07-24 |
2020-08-28 |
69.25994175099999 |
67.3326 |
¥-1.5万 |
-2.81% |
RSI走弱 |
| 14 |
2020-10-14 |
2020-12-09 |
75.19765252999998 |
85.92399 |
¥7.2万 |
+14.23% |
RSI走弱 |
| 15 |
2021-01-04 |
2021-01-20 |
99.02859967 |
95.904 |
¥-1.9万 |
-3.18% |
RSI走弱 |
| 16 |
2022-12-09 |
2023-02-03 |
52.027563588 |
53.646300000000004 |
¥1.7万 |
+3.08% |
RSI走弱 |
| 17 |
2024-01-05 |
2024-03-21 |
55.27177656 |
61.84809 |
¥7.0万 |
+11.86% |
RSI走弱 |
| 18 |
2024-04-19 |
2024-05-20 |
69.520279829 |
66.94299000000001 |
¥-2.4万 |
-3.74% |
RSI走弱 |
| 19 |
2024-09-26 |
2024-10-31 |
70.09102099999998 |
72.89703 |
¥2.5万 |
+3.97% |
RSI走弱 |
| 20 |
2025-01-10 |
2025-01-14 |
78.83237261900001 |
74.2257 |
¥-3.8万 |
-5.87% |
RSI走弱 |
| 21 |
2025-05-21 |
2025-06-04 |
78.60207355 |
75.70422 |
¥-2.3万 |
-3.72% |
RSI走弱 |
| 22 |
2025-09-09 |
2025-09-17 |
77.12014910599999 |
74.33559 |
¥-2.2万 |
-3.64% |
RSI走弱 |
| 23 |
2025-11-13 |
2025-12-23 |
79.30298375999998 |
79.30062 |
¥-188 |
-0.03% |
RSI走弱 |
| 24 |
2026-07-30 |
2026-08-10 |
87.123139103 |
83.4165 |
¥-2.4万 |
-4.28% |
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 |
|---|
| 2015-05-27 |
RSI强势追入 |
买入 |
40.6406 |
24500.0 |
¥99.6万 |
|
| 2015-06-16 |
RSI走弱 |
卖出 |
36.53343 |
24500.0 |
¥89.5万 |
|
| 2016-05-04 |
RSI强势追入 |
买入 |
33.333299999999994 |
26400.0 |
¥88.0万 |
|
| 2016-05-09 |
RSI走弱 |
卖出 |
20.059919999999998 |
26400.0 |
¥52.9万 |
|
| 2016-07-18 |
RSI强势追入 |
买入 |
28.418390000000002 |
19000.0 |
¥54.0万 |
|
| 2016-08-25 |
RSI走弱 |
卖出 |
27.22275 |
19000.0 |
¥51.7万 |
|
| 2016-11-25 |
RSI强势追入 |
买入 |
28.918889999999998 |
18000.0 |
¥52.1万 |
|
| 2016-12-15 |
RSI走弱 |
卖出 |
28.251720000000002 |
18000.0 |
¥50.8万 |
|
| 2017-02-17 |
RSI强势追入 |
买入 |
32.1321 |
15900.0 |
¥51.1万 |
|
| 2017-03-31 |
RSI走弱 |
卖出 |
33.09687 |
15900.0 |
¥52.6万 |
|
| 2017-06-08 |
RSI强势追入 |
买入 |
38.748709999999996 |
13500.0 |
¥52.3万 |
|
| 2017-07-19 |
RSI走弱 |
卖出 |
41.15880000000001 |
13500.0 |
¥55.5万 |
|
| 2017-10-10 |
RSI强势追入 |
买入 |
46.51646999999999 |
12000.0 |
¥55.8万 |
|
| 2017-11-30 |
RSI走弱 |
卖出 |
50.749199999999995 |
12000.0 |
¥60.9万 |
|
| 2019-02-11 |
RSI强势追入 |
买入 |
44.00396 |
13700.0 |
¥60.3万 |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
45.85 |
13700.0 |
¥62.8万 |
|
| 2019-04-02 |
RSI强势追入 |
买入 |
52.982929999999996 |
11900.0 |
¥63.1万 |
|
| 2019-04-29 |
RSI走弱 |
卖出 |
49.36 |
11900.0 |
¥58.7万 |
|
| 2019-11-05 |
RSI强势追入 |
买入 |
59.54949 |
9900.0 |
¥59.0万 |
|
| 2019-11-25 |
RSI走弱 |
卖出 |
55.67427000000001 |
9900.0 |
¥55.1万 |
|
| 2020-05-11 |
RSI强势追入 |
买入 |
56.646589999999996 |
9700.0 |
¥55.0万 |
|
| 2020-06-18 |
RSI走弱 |
卖出 |
57.79215 |
9700.0 |
¥56.0万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
64.36429999999999 |
8700.0 |
¥56.0万 |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
60.73919999999999 |
8700.0 |
¥52.8万 |
|
| 2020-07-24 |
RSI强势追入 |
买入 |
69.23916999999999 |
7500.0 |
¥51.9万 |
|
| 2020-08-28 |
RSI走弱 |
卖出 |
67.3326 |
7500.0 |
¥50.5万 |
|
| 2020-10-14 |
RSI强势追入 |
买入 |
75.17509999999999 |
6700.0 |
¥50.4万 |
|
| 2020-12-09 |
RSI走弱 |
卖出 |
85.92399 |
6700.0 |
¥57.6万 |
|
| 2021-01-04 |
RSI强势追入 |
买入 |
98.9989 |
5900.0 |
¥58.4万 |
|
| 2021-01-20 |
RSI走弱 |
卖出 |
95.904 |
5900.0 |
¥56.6万 |
|
| 2022-12-09 |
RSI强势追入 |
买入 |
52.011959999999995 |
10900.0 |
¥56.7万 |
|
| 2023-02-03 |
RSI走弱 |
卖出 |
53.646300000000004 |
10900.0 |
¥58.5万 |
|
| 2024-01-05 |
RSI强势追入 |
买入 |
55.2552 |
10600.0 |
¥58.6万 |
|
| 2024-03-21 |
RSI走弱 |
卖出 |
61.84809 |
10600.0 |
¥65.5万 |
|
| 2024-04-19 |
RSI强势追入 |
买入 |
69.49943 |
9300.0 |
¥64.7万 |
|
| 2024-05-20 |
RSI走弱 |
卖出 |
66.94299000000001 |
9300.0 |
¥62.2万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
70.07 |
9000.0 |
¥63.1万 |
|
| 2024-10-31 |
RSI走弱 |
卖出 |
72.89703 |
9000.0 |
¥65.6万 |
|
| 2025-01-10 |
RSI强势追入 |
买入 |
78.80873 |
8300.0 |
¥65.4万 |
|
| 2025-01-14 |
RSI走弱 |
卖出 |
74.2257 |
8300.0 |
¥61.6万 |
|
| 2025-05-21 |
RSI强势追入 |
买入 |
78.57849999999999 |
7800.0 |
¥61.3万 |
|
| 2025-06-04 |
RSI走弱 |
卖出 |
75.70422 |
7800.0 |
¥59.0万 |
|
| 2025-09-09 |
RSI强势追入 |
买入 |
77.09701999999999 |
7700.0 |
¥59.4万 |
|
| 2025-09-17 |
RSI走弱 |
卖出 |
74.33559 |
7700.0 |
¥57.2万 |
|
| 2025-11-13 |
RSI强势追入 |
买入 |
79.27919999999999 |
7200.0 |
¥57.1万 |
|
| 2025-12-23 |
RSI走弱 |
卖出 |
79.30062 |
7200.0 |
¥57.1万 |
|
| 2026-07-30 |
RSI强势追入 |
买入 |
87.09701 |
6500.0 |
¥56.6万 |
|
| 2026-08-10 |
RSI走弱 |
卖出 |
83.4165 |
6500.0 |
¥54.2万 |
|