000338 潍柴动力 — 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: ¥86.4万
策略: 追涨杀跌
K线 & 交易信号(策略收益 -13.64%)
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 25 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 |
2015-03-27 |
2015-04-30 |
30.539659149999995 |
32.10786 |
¥5.1万 |
+5.10% |
RSI走弱 |
| 2 |
2016-07-29 |
2016-09-02 |
8.771390627999999 |
8.73126 |
¥-5,087 |
-0.49% |
RSI走弱 |
| 3 |
2016-10-26 |
2016-12-13 |
9.81274294 |
10.049940000000001 |
¥2.5万 |
+2.39% |
RSI走弱 |
| 4 |
2017-02-09 |
2017-02-28 |
11.555005461999999 |
11.17881 |
¥-3.5万 |
-3.28% |
RSI走弱 |
| 5 |
2017-06-27 |
2017-07-24 |
12.976851887999999 |
6.873120000000001 |
¥-48.4万 |
-47.05% |
RSI走弱 |
| 6 |
2017-11-01 |
2017-11-24 |
8.360857504999998 |
8.3916 |
¥1,860 |
+0.34% |
RSI走弱 |
| 7 |
2018-06-13 |
2018-06-20 |
9.672560897999999 |
8.931059999999999 |
¥-4.2万 |
-7.69% |
RSI走弱 |
| 8 |
2019-01-21 |
2019-04-26 |
8.250714471999999 |
12.267719999999999 |
¥24.8万 |
+48.64% |
RSI走弱 |
| 9 |
2019-12-10 |
2020-01-15 |
13.958126181999997 |
14.515469999999999 |
¥3.0万 |
+3.96% |
RSI走弱 |
| 10 |
2020-07-08 |
2020-08-13 |
15.269829575 |
15.86412 |
¥3.0万 |
+3.86% |
RSI走弱 |
| 11 |
2021-01-18 |
2021-03-05 |
18.413912516999996 |
21.028950000000002 |
¥11.4万 |
+14.17% |
RSI走弱 |
| 12 |
2021-08-10 |
2021-09-06 |
20.70621 |
19.19079 |
¥-6.8万 |
-7.35% |
RSI走弱 |
| 13 |
2021-12-10 |
2022-01-05 |
18.023405399999998 |
17.67231 |
¥-1.7万 |
-1.98% |
RSI走弱 |
| 14 |
2023-02-03 |
2023-03-08 |
11.414823419999998 |
11.99799 |
¥4.3万 |
+5.08% |
RSI走弱 |
| 15 |
2023-10-17 |
2023-12-04 |
13.407411017 |
13.8861 |
¥3.1万 |
+3.54% |
RSI走弱 |
| 16 |
2024-01-17 |
2024-01-23 |
14.939400475999998 |
13.986 |
¥-5.9万 |
-6.41% |
RSI走弱 |
| 17 |
2024-02-19 |
2024-03-13 |
15.570219664999998 |
15.97401 |
¥2.2万 |
+2.56% |
RSI走弱 |
| 18 |
2024-04-16 |
2024-05-06 |
18.373860505 |
17.3826 |
¥-4.8万 |
-5.42% |
RSI走弱 |
| 19 |
2024-10-09 |
2024-10-18 |
15.60468 |
13.19679 |
¥-12.6万 |
-15.46% |
RSI走弱 |
| 20 |
2025-01-09 |
2025-02-06 |
14.689075400999998 |
13.96602 |
¥-3.5万 |
-4.95% |
RSI走弱 |
| 21 |
2025-02-24 |
2025-03-27 |
15.694707 |
15.784200000000002 |
¥3,636 |
+0.54% |
RSI走弱 |
| 22 |
2025-07-23 |
2025-07-30 |
16.321194889999997 |
15.32466 |
¥-4.2万 |
-6.13% |
RSI走弱 |
| 23 |
2025-11-05 |
2026-01-05 |
15.650323688999999 |
17.23 |
¥6.4万 |
+10.06% |
RSI走弱 |
| 24 |
2026-01-15 |
2026-03-13 |
19.385173807999998 |
25.01496 |
¥20.3万 |
+29.00% |
RSI走弱 |
| 25 |
2026-05-08 |
2026-06-03 |
34.354613293 |
32.71725 |
¥-4.2万 |
-4.79% |
RSI走弱 |
逐笔成交记录(共 50 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-03-27 |
RSI强势追入 |
买入 |
30.530499999999996 |
32700.0 |
¥99.9万 |
|
| 2015-04-30 |
RSI走弱 |
卖出 |
32.10786 |
32700.0 |
¥1.05M |
|
| 2016-07-29 |
RSI强势追入 |
买入 |
8.768759999999999 |
119000.0 |
¥1.04M |
|
| 2016-09-02 |
RSI走弱 |
卖出 |
8.73126 |
119000.0 |
¥1.04M |
|
| 2016-10-26 |
RSI强势追入 |
买入 |
9.8098 |
105400.0 |
¥1.03M |
|
| 2016-12-13 |
RSI走弱 |
卖出 |
10.049940000000001 |
105400.0 |
¥1.06M |
|
| 2017-02-09 |
RSI强势追入 |
买入 |
11.551539999999997 |
91600.0 |
¥1.06M |
|
| 2017-02-28 |
RSI走弱 |
卖出 |
11.17881 |
91600.0 |
¥1.02M |
|
| 2017-06-27 |
RSI强势追入 |
买入 |
12.972959999999999 |
79200.0 |
¥1.03M |
|
| 2017-07-24 |
RSI走弱 |
卖出 |
6.873120000000001 |
79200.0 |
¥54.4万 |
|
| 2017-11-01 |
RSI强势追入 |
买入 |
8.358349999999998 |
65900.0 |
¥55.1万 |
|
| 2017-11-24 |
RSI走弱 |
卖出 |
8.3916 |
65900.0 |
¥55.3万 |
|
| 2018-06-13 |
RSI强势追入 |
买入 |
9.669659999999999 |
56800.0 |
¥54.9万 |
|
| 2018-06-20 |
RSI走弱 |
卖出 |
8.931059999999999 |
56800.0 |
¥50.7万 |
|
| 2019-01-21 |
RSI强势追入 |
买入 |
8.24824 |
61900.0 |
¥51.1万 |
|
| 2019-04-26 |
RSI走弱 |
卖出 |
12.267719999999999 |
61900.0 |
¥75.9万 |
|
| 2019-12-10 |
RSI强势追入 |
买入 |
13.953939999999998 |
54000.0 |
¥75.4万 |
|
| 2020-01-15 |
RSI走弱 |
卖出 |
14.515469999999999 |
54000.0 |
¥78.4万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
15.265249999999998 |
51300.0 |
¥78.3万 |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
15.86412 |
51300.0 |
¥81.4万 |
|
| 2021-01-18 |
RSI强势追入 |
买入 |
18.408389999999997 |
43800.0 |
¥80.7万 |
|
| 2021-03-05 |
RSI走弱 |
卖出 |
21.028950000000002 |
43800.0 |
¥92.1万 |
|
| 2021-08-10 |
RSI强势追入 |
买入 |
20.7 |
45000.0 |
¥93.2万 |
|
| 2021-09-06 |
RSI走弱 |
卖出 |
19.19079 |
45000.0 |
¥86.3万 |
|
| 2021-12-10 |
RSI强势追入 |
买入 |
18.017999999999997 |
47300.0 |
¥85.3万 |
|
| 2022-01-05 |
RSI走弱 |
卖出 |
17.67231 |
47300.0 |
¥83.6万 |
|
| 2023-02-03 |
RSI强势追入 |
买入 |
11.411399999999999 |
73900.0 |
¥84.4万 |
|
| 2023-03-08 |
RSI走弱 |
卖出 |
11.99799 |
73900.0 |
¥88.6万 |
|
| 2023-10-17 |
RSI强势追入 |
买入 |
13.40339 |
66300.0 |
¥88.9万 |
|
| 2023-12-04 |
RSI走弱 |
卖出 |
13.8861 |
66300.0 |
¥92.0万 |
|
| 2024-01-17 |
RSI强势追入 |
买入 |
14.934919999999998 |
61500.0 |
¥91.9万 |
|
| 2024-01-23 |
RSI走弱 |
卖出 |
13.986 |
61500.0 |
¥86.0万 |
|
| 2024-02-19 |
RSI强势追入 |
买入 |
15.565549999999998 |
54800.0 |
¥85.3万 |
|
| 2024-03-13 |
RSI走弱 |
卖出 |
15.97401 |
54800.0 |
¥87.5万 |
|
| 2024-04-16 |
RSI强势追入 |
买入 |
18.36835 |
48000.0 |
¥88.2万 |
|
| 2024-05-06 |
RSI走弱 |
卖出 |
17.3826 |
48000.0 |
¥83.4万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
15.6 |
52400.0 |
¥81.8万 |
|
| 2024-10-18 |
RSI走弱 |
卖出 |
13.19679 |
52400.0 |
¥69.1万 |
|
| 2025-01-09 |
RSI强势追入 |
买入 |
14.684669999999999 |
48200.0 |
¥70.8万 |
|
| 2025-02-06 |
RSI走弱 |
卖出 |
13.96602 |
48200.0 |
¥67.3万 |
|
| 2025-02-24 |
RSI强势追入 |
买入 |
15.69 |
42900.0 |
¥67.3万 |
|
| 2025-03-27 |
RSI走弱 |
卖出 |
15.784200000000002 |
42900.0 |
¥67.7万 |
|
| 2025-07-23 |
RSI强势追入 |
买入 |
16.3163 |
41500.0 |
¥67.7万 |
|
| 2025-07-30 |
RSI走弱 |
卖出 |
15.32466 |
41500.0 |
¥63.6万 |
|
| 2025-11-05 |
RSI强势追入 |
买入 |
15.645629999999999 |
40400.0 |
¥63.2万 |
|
| 2026-01-05 |
RSI走弱 |
卖出 |
17.23 |
40400.0 |
¥69.6万 |
|
| 2026-01-15 |
RSI强势追入 |
买入 |
19.37936 |
36100.0 |
¥70.0万 |
|
| 2026-03-13 |
RSI走弱 |
卖出 |
25.01496 |
36100.0 |
¥90.3万 |
|
| 2026-05-08 |
RSI强势追入 |
买入 |
34.34431 |
25700.0 |
¥88.3万 |
|
| 2026-06-03 |
RSI走弱 |
卖出 |
32.71725 |
25700.0 |
¥84.1万 |
|