000538 云南白药 — 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: ¥63.5万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -36.46%）
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 21 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 |
2015-04-15 |
2015-05-04 |
72.24166600000001 |
69.42051 |
¥-3.9万 |
-3.93% |
RSI走弱 |
| 2 |
2015-06-16 |
2015-07-03 |
84.10922519999998 |
74.925 |
¥-10.5万 |
-10.95% |
RSI走弱 |
| 3 |
2015-12-22 |
2016-01-04 |
79.60337385 |
72.61731 |
¥-7.5万 |
-8.80% |
RSI走弱 |
| 4 |
2016-07-08 |
2017-03-10 |
67.447588208 |
75.6 |
¥9.3万 |
+12.05% |
RSI走弱 |
| 5 |
2017-03-22 |
2017-04-13 |
83.40831498999998 |
82.20771 |
¥-1.3万 |
-1.47% |
RSI走弱 |
| 6 |
2017-04-21 |
2017-05-08 |
91.41871738999998 |
83.06685 |
¥-7.9万 |
-9.16% |
RSI走弱 |
| 7 |
2017-10-12 |
2017-11-24 |
93.22105792999999 |
97.80210000000001 |
¥3.8万 |
+4.88% |
RSI走弱 |
| 8 |
2018-05-09 |
2018-06-08 |
109.222757 |
108.60128999999999 |
¥-4,840 |
-0.60% |
RSI走弱 |
| 9 |
2019-02-13 |
2019-03-11 |
85.19062952399999 |
82.56 |
¥-2.5万 |
-3.12% |
RSI走弱 |
| 10 |
2019-10-15 |
2019-12-02 |
83.81884811299999 |
87.4125 |
¥3.4万 |
+4.26% |
RSI走弱 |
| 11 |
2020-04-30 |
2020-05-21 |
92.21975762999999 |
86.913 |
¥-4.7万 |
-5.78% |
RSI走弱 |
| 12 |
2020-07-06 |
2020-08-11 |
105.13653149999999 |
106.79310000000001 |
¥1.2万 |
+1.55% |
RSI走弱 |
| 13 |
2020-09-02 |
2020-09-08 |
119.35499576 |
108.96092999999999 |
¥-6.8万 |
-8.74% |
RSI走弱 |
| 14 |
2020-12-14 |
2021-02-05 |
110.64368314999997 |
129.3705 |
¥12.1万 |
+16.89% |
RSI走弱 |
| 15 |
2021-02-10 |
2021-02-25 |
160.50843809 |
138.87098999999998 |
¥-11.3万 |
-13.51% |
RSI走弱 |
| 16 |
2021-12-23 |
2022-01-20 |
96.68555696799999 |
97.98 |
¥9,361 |
+1.31% |
RSI走弱 |
| 17 |
2022-11-21 |
2022-12-20 |
57.81734 |
56.47347 |
¥-1.7万 |
-2.35% |
RSI走弱 |
| 18 |
2024-04-18 |
2024-05-13 |
55.67229667999999 |
53.01 |
¥-3.4万 |
-4.81% |
RSI走弱 |
| 19 |
2024-10-09 |
2024-11-25 |
62.0186 |
57.122820000000004 |
¥-5.4万 |
-7.92% |
RSI走弱 |
| 20 |
2025-09-02 |
2025-09-23 |
59.41715980199999 |
58.101839999999996 |
¥-1.4万 |
-2.24% |
RSI走弱 |
| 21 |
2026-10-20 |
2026-11-13 |
53.97008616999999 |
55.22 |
¥1.4万 |
+2.29% |
强平 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-15 |
RSI强势追入 |
买入 |
72.22 |
13700.0 |
¥99.0万 |
|
| 2015-05-04 |
RSI走弱 |
卖出 |
69.42051 |
13700.0 |
¥95.1万 |
|
| 2015-06-16 |
RSI强势追入 |
买入 |
84.08399999999999 |
11400.0 |
¥95.9万 |
|
| 2015-07-03 |
RSI走弱 |
卖出 |
74.925 |
11400.0 |
¥85.4万 |
|
| 2015-12-22 |
RSI强势追入 |
买入 |
79.5795 |
10700.0 |
¥85.2万 |
|
| 2016-01-04 |
RSI走弱 |
卖出 |
72.61731 |
10700.0 |
¥77.7万 |
|
| 2016-07-08 |
RSI强势追入 |
买入 |
67.42736 |
11500.0 |
¥77.6万 |
|
| 2017-03-10 |
RSI走弱 |
卖出 |
75.6 |
11500.0 |
¥86.9万 |
|
| 2017-03-22 |
RSI强势追入 |
买入 |
83.38329999999999 |
10300.0 |
¥85.9万 |
|
| 2017-04-13 |
RSI走弱 |
卖出 |
82.20771 |
10300.0 |
¥84.6万 |
|
| 2017-04-21 |
RSI强势追入 |
买入 |
91.39129999999999 |
9400.0 |
¥85.9万 |
|
| 2017-05-08 |
RSI走弱 |
卖出 |
83.06685 |
9400.0 |
¥78.1万 |
|
| 2017-10-12 |
RSI强势追入 |
买入 |
93.19309999999999 |
8400.0 |
¥78.3万 |
|
| 2017-11-24 |
RSI走弱 |
卖出 |
97.80210000000001 |
8400.0 |
¥82.1万 |
|
| 2018-05-09 |
RSI强势追入 |
买入 |
109.19 |
7400.0 |
¥80.8万 |
|
| 2018-06-08 |
RSI走弱 |
卖出 |
108.60128999999999 |
7400.0 |
¥80.3万 |
|
| 2019-02-13 |
RSI强势追入 |
买入 |
85.16507999999999 |
9500.0 |
¥80.9万 |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
82.56 |
9500.0 |
¥78.4万 |
|
| 2019-10-15 |
RSI强势追入 |
买入 |
83.79370999999999 |
9400.0 |
¥78.8万 |
|
| 2019-12-02 |
RSI走弱 |
卖出 |
87.4125 |
9400.0 |
¥82.1万 |
|
| 2020-04-30 |
RSI强势追入 |
买入 |
92.19209999999998 |
8800.0 |
¥81.2万 |
|
| 2020-05-21 |
RSI走弱 |
卖出 |
86.913 |
8800.0 |
¥76.5万 |
|
| 2020-07-06 |
RSI强势追入 |
买入 |
105.10499999999999 |
7400.0 |
¥77.8万 |
|
| 2020-08-11 |
RSI走弱 |
卖出 |
106.79310000000001 |
7400.0 |
¥79.0万 |
|
| 2020-09-02 |
RSI强势追入 |
买入 |
119.3192 |
6500.0 |
¥77.6万 |
|
| 2020-09-08 |
RSI走弱 |
卖出 |
108.96092999999999 |
6500.0 |
¥70.8万 |
|
| 2020-12-14 |
RSI强势追入 |
买入 |
110.61049999999999 |
6500.0 |
¥71.9万 |
|
| 2021-02-05 |
RSI走弱 |
卖出 |
129.3705 |
6500.0 |
¥84.1万 |
|
| 2021-02-10 |
RSI强势追入 |
买入 |
160.4603 |
5200.0 |
¥83.5万 |
|
| 2021-02-25 |
RSI走弱 |
卖出 |
138.87098999999998 |
5200.0 |
¥72.2万 |
|
| 2021-12-23 |
RSI强势追入 |
买入 |
96.65655999999998 |
7400.0 |
¥71.5万 |
|
| 2022-01-20 |
RSI走弱 |
卖出 |
97.98 |
7400.0 |
¥72.5万 |
|
| 2022-11-21 |
RSI强势追入 |
买入 |
57.8 |
12700.0 |
¥73.4万 |
|
| 2022-12-20 |
RSI走弱 |
卖出 |
56.47347 |
12700.0 |
¥71.7万 |
|
| 2024-04-18 |
RSI强势追入 |
买入 |
55.65559999999999 |
12800.0 |
¥71.3万 |
|
| 2024-05-13 |
RSI走弱 |
卖出 |
53.01 |
12800.0 |
¥67.8万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
62.0 |
10900.0 |
¥67.6万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
57.122820000000004 |
10900.0 |
¥62.2万 |
|
| 2025-09-02 |
RSI强势追入 |
买入 |
59.399339999999995 |
10600.0 |
¥63.0万 |
|
| 2025-09-23 |
RSI走弱 |
卖出 |
58.101839999999996 |
10600.0 |
¥61.6万 |
|
| 2026-10-20 |
RSI强势追入 |
买入 |
53.95389999999998 |
11400.0 |
¥61.5万 |
|
| 2026-11-13 |
强平 |
卖出 |
55.22 |
11400 |
¥62.9万 |
回测结束强平 |