000568 泸州老窖 — 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: ¥92.6万
策略: 追涨杀跌
K线 & 交易信号(策略收益 -7.40%)
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 28 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 |
2015-03-19 |
2015-05-06 |
23.0069 |
24.345630000000003 |
¥5.8万 |
+5.79% |
RSI走弱 |
| 2 |
2015-12-22 |
2016-01-05 |
28.216642454 |
24.575400000000002 |
¥-13.6万 |
-12.93% |
RSI走弱 |
| 3 |
2016-03-29 |
2016-04-19 |
25.042520503 |
23.55642 |
¥-5.5万 |
-5.96% |
RSI走弱 |
| 4 |
2016-06-07 |
2016-07-25 |
26.354223896 |
30.039930000000002 |
¥12.1万 |
+13.95% |
RSI走弱 |
| 5 |
2016-10-27 |
2016-11-18 |
34.24447026 |
33.35661 |
¥-2.5万 |
-2.62% |
RSI走弱 |
| 6 |
2017-02-21 |
2017-04-12 |
38.700256595 |
39.840120000000006 |
¥2.8万 |
+2.91% |
RSI走弱 |
| 7 |
2017-04-24 |
2017-05-09 |
45.0585135 |
43.436519999999994 |
¥-3.5万 |
-3.63% |
RSI走弱 |
| 8 |
2017-07-31 |
2017-08-25 |
55.32184157499999 |
53.946 |
¥-2.4万 |
-2.52% |
RSI走弱 |
| 9 |
2017-11-03 |
2017-11-24 |
65.314818569 |
63.25668 |
¥-2.9万 |
-3.18% |
RSI走弱 |
| 10 |
2019-02-12 |
2019-05-10 |
46.86085403999999 |
68.7312 |
¥41.7万 |
+46.63% |
RSI走弱 |
| 11 |
2019-07-02 |
2019-07-24 |
83.718718083 |
81.3186 |
¥-3.8万 |
-2.90% |
RSI走弱 |
| 12 |
2019-08-30 |
2019-09-12 |
92.470082705 |
86.90301 |
¥-7.7万 |
-6.05% |
RSI走弱 |
| 13 |
2020-01-14 |
2020-02-03 |
92.52014772000001 |
74.39 |
¥-23.2万 |
-19.62% |
RSI走弱 |
| 14 |
2020-05-14 |
2020-08-10 |
88.504933517 |
111.5883 |
¥25.1万 |
+26.04% |
RSI走弱 |
| 15 |
2020-08-26 |
2020-09-25 |
138.559935514 |
138.3615 |
¥-2,112 |
-0.17% |
RSI走弱 |
| 16 |
2020-10-23 |
2021-01-20 |
161.269426318 |
227.19258 |
¥49.4万 |
+40.84% |
RSI走弱 |
| 17 |
2021-02-09 |
2021-02-25 |
292.329622585 |
247.8519 |
¥-25.8万 |
-15.24% |
RSI走弱 |
| 18 |
2021-05-26 |
2021-06-09 |
284.42936321799993 |
259.74 |
¥-12.6万 |
-8.71% |
RSI走弱 |
| 19 |
2021-10-11 |
2021-11-11 |
226.2938678 |
218.71107 |
¥-4.4万 |
-3.38% |
RSI走弱 |
| 20 |
2021-12-16 |
2021-12-30 |
261.158324 |
245.11 |
¥-7.9万 |
-6.17% |
RSI走弱 |
| 21 |
2022-06-28 |
2022-07-28 |
239.01038160999994 |
231.78797999999998 |
¥-3.6万 |
-3.05% |
RSI走弱 |
| 22 |
2022-12-12 |
2023-02-08 |
212.86643077699998 |
233.63612999999998 |
¥11.2万 |
+9.72% |
RSI走弱 |
| 23 |
2023-02-14 |
2023-03-09 |
259.93755788 |
243.49626000000004 |
¥-8.1万 |
-6.35% |
RSI走弱 |
| 24 |
2024-03-15 |
2024-04-09 |
187.112987061 |
179.82 |
¥-4.6万 |
-3.93% |
RSI走弱 |
| 25 |
2024-10-09 |
2024-11-25 |
152.1976456 |
136.12374 |
¥-11.6万 |
-10.59% |
RSI走弱 |
| 26 |
2025-03-12 |
2025-04-01 |
136.99790704599997 |
129.59028 |
¥-5.6万 |
-5.44% |
RSI走弱 |
| 27 |
2025-07-21 |
2025-08-11 |
124.66188734999999 |
122.22 |
¥-1.9万 |
-1.99% |
RSI走弱 |
| 28 |
2025-08-26 |
2025-09-19 |
138.17944139999997 |
132.867 |
¥-3.7万 |
-3.87% |
RSI走弱 |
逐笔成交记录(共 56 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-03-19 |
RSI强势追入 |
买入 |
23.0 |
43300.0 |
¥99.6万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
24.345630000000003 |
43300.0 |
¥1.05M |
|
| 2015-12-22 |
RSI强势追入 |
买入 |
28.208179999999995 |
37300.0 |
¥1.05M |
|
| 2016-01-05 |
RSI走弱 |
卖出 |
24.575400000000002 |
37300.0 |
¥91.6万 |
|
| 2016-03-29 |
RSI强势追入 |
买入 |
25.03501 |
36500.0 |
¥91.4万 |
|
| 2016-04-19 |
RSI走弱 |
卖出 |
23.55642 |
36500.0 |
¥86.0万 |
|
| 2016-06-07 |
RSI强势追入 |
买入 |
26.34632 |
32800.0 |
¥86.4万 |
|
| 2016-07-25 |
RSI走弱 |
卖出 |
30.039930000000002 |
32800.0 |
¥98.5万 |
|
| 2016-10-27 |
RSI强势追入 |
买入 |
34.2342 |
28400.0 |
¥97.3万 |
|
| 2016-11-18 |
RSI走弱 |
卖出 |
33.35661 |
28400.0 |
¥94.7万 |
|
| 2017-02-21 |
RSI强势追入 |
买入 |
38.688649999999996 |
24800.0 |
¥96.0万 |
|
| 2017-04-12 |
RSI走弱 |
卖出 |
39.840120000000006 |
24800.0 |
¥98.8万 |
|
| 2017-04-24 |
RSI强势追入 |
买入 |
45.044999999999995 |
21600.0 |
¥97.3万 |
|
| 2017-05-09 |
RSI走弱 |
卖出 |
43.436519999999994 |
21600.0 |
¥93.8万 |
|
| 2017-07-31 |
RSI强势追入 |
买入 |
55.305249999999994 |
17200.0 |
¥95.2万 |
|
| 2017-08-25 |
RSI走弱 |
卖出 |
53.946 |
17200.0 |
¥92.8万 |
|
| 2017-11-03 |
RSI强势追入 |
买入 |
65.29523 |
14200.0 |
¥92.7万 |
|
| 2017-11-24 |
RSI走弱 |
卖出 |
63.25668 |
14200.0 |
¥89.8万 |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
46.846799999999995 |
19100.0 |
¥89.5万 |
|
| 2019-05-10 |
RSI走弱 |
卖出 |
68.7312 |
19100.0 |
¥1.31M |
|
| 2019-07-02 |
RSI强势追入 |
买入 |
83.69360999999999 |
15700.0 |
¥1.31M |
|
| 2019-07-24 |
RSI走弱 |
卖出 |
81.3186 |
15700.0 |
¥1.28M |
|
| 2019-08-30 |
RSI强势追入 |
买入 |
92.44234999999999 |
13800.0 |
¥1.28M |
|
| 2019-09-12 |
RSI走弱 |
卖出 |
86.90301 |
13800.0 |
¥1.20M |
|
| 2020-01-14 |
RSI强势追入 |
买入 |
92.4924 |
12800.0 |
¥1.18M |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
74.39 |
12800.0 |
¥95.2万 |
|
| 2020-05-14 |
RSI强势追入 |
买入 |
88.47838999999999 |
10900.0 |
¥96.5万 |
|
| 2020-08-10 |
RSI走弱 |
卖出 |
111.5883 |
10900.0 |
¥1.22M |
|
| 2020-08-26 |
RSI强势追入 |
买入 |
138.51837999999998 |
8800.0 |
¥1.22M |
|
| 2020-09-25 |
RSI走弱 |
卖出 |
138.3615 |
8800.0 |
¥1.22M |
|
| 2020-10-23 |
RSI强势追入 |
买入 |
161.22106 |
7500.0 |
¥1.21M |
|
| 2021-01-20 |
RSI走弱 |
卖出 |
227.19258 |
7500.0 |
¥1.70M |
|
| 2021-02-09 |
RSI强势追入 |
买入 |
292.24195 |
5800.0 |
¥1.70M |
|
| 2021-02-25 |
RSI走弱 |
卖出 |
247.8519 |
5800.0 |
¥1.44M |
|
| 2021-05-26 |
RSI强势追入 |
买入 |
284.34405999999996 |
5100.0 |
¥1.45M |
|
| 2021-06-09 |
RSI走弱 |
卖出 |
259.74 |
5100.0 |
¥1.32M |
|
| 2021-10-11 |
RSI强势追入 |
买入 |
226.22599999999997 |
5800.0 |
¥1.31M |
|
| 2021-11-11 |
RSI走弱 |
卖出 |
218.71107 |
5800.0 |
¥1.27M |
|
| 2021-12-16 |
RSI强势追入 |
买入 |
261.08 |
4900.0 |
¥1.28M |
|
| 2021-12-30 |
RSI走弱 |
卖出 |
245.11 |
4900.0 |
¥1.20M |
|
| 2022-06-28 |
RSI强势追入 |
买入 |
238.93869999999995 |
5000.0 |
¥1.20M |
|
| 2022-07-28 |
RSI走弱 |
卖出 |
231.78797999999998 |
5000.0 |
¥1.16M |
|
| 2022-12-12 |
RSI强势追入 |
买入 |
212.80258999999995 |
5400.0 |
¥1.15M |
|
| 2023-02-08 |
RSI走弱 |
卖出 |
233.63612999999998 |
5400.0 |
¥1.26M |
|
| 2023-02-14 |
RSI强势追入 |
买入 |
259.8596 |
4900.0 |
¥1.27M |
|
| 2023-03-09 |
RSI走弱 |
卖出 |
243.49626000000004 |
4900.0 |
¥1.19M |
|
| 2024-03-15 |
RSI强势追入 |
买入 |
187.05687 |
6300.0 |
¥1.18M |
|
| 2024-04-09 |
RSI走弱 |
卖出 |
179.82 |
6300.0 |
¥1.13M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
152.152 |
7200.0 |
¥1.10M |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
136.12374 |
7200.0 |
¥98.0万 |
|
| 2025-03-12 |
RSI强势追入 |
买入 |
136.95681999999996 |
7500.0 |
¥1.03M |
|
| 2025-04-01 |
RSI走弱 |
卖出 |
129.59028 |
7500.0 |
¥97.2万 |
|
| 2025-07-21 |
RSI强势追入 |
买入 |
124.62449999999998 |
7800.0 |
¥97.2万 |
|
| 2025-08-11 |
RSI走弱 |
卖出 |
122.22 |
7800.0 |
¥95.3万 |
|
| 2025-08-26 |
RSI强势追入 |
买入 |
138.13799999999998 |
6900.0 |
¥95.3万 |
|
| 2025-09-19 |
RSI走弱 |
卖出 |
132.867 |
6900.0 |
¥91.7万 |
|