000630 铜陵有色 — 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: ¥75.5万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -24.52%）
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 22 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 |
2016-07-14 |
2016-07-25 |
2.8436928519999993 |
2.64735 |
¥-6.8万 |
-6.93% |
RSI走弱 |
| 2 |
2016-10-20 |
2016-12-20 |
2.7235368159999997 |
3.17682 |
¥15.2万 |
+16.61% |
RSI走弱 |
| 3 |
2017-07-07 |
2017-08-14 |
2.9338098789999996 |
3.0 |
¥2.4万 |
+2.23% |
RSI走弱 |
| 4 |
2017-12-29 |
2018-01-16 |
2.953835885 |
2.81718 |
¥-5.1万 |
-4.65% |
RSI走弱 |
| 5 |
2019-02-27 |
2019-03-29 |
2.333029699 |
2.47752 |
¥6.4万 |
+6.16% |
RSI走弱 |
| 6 |
2019-12-18 |
2019-12-24 |
2.2228866660000004 |
2.16783 |
¥-2.8万 |
-2.51% |
RSI走弱 |
| 7 |
2019-12-30 |
2020-01-22 |
2.3029906899999992 |
2.22777 |
¥-3.5万 |
-3.30% |
RSI走弱 |
| 8 |
2020-07-08 |
2020-08-26 |
2.182834654 |
2.2577399999999996 |
¥3.6万 |
+3.40% |
RSI走弱 |
| 9 |
2020-11-17 |
2020-12-09 |
2.663458798 |
2.54745 |
¥-4.8万 |
-4.38% |
RSI走弱 |
| 10 |
2021-02-24 |
2021-03-24 |
3.1340699389999993 |
2.71728 |
¥-13.6万 |
-13.32% |
RSI走弱 |
| 11 |
2021-05-11 |
2021-05-20 |
3.2341999689999996 |
2.7971999999999997 |
¥-12.0万 |
-13.54% |
RSI走弱 |
| 12 |
2021-07-23 |
2021-09-28 |
3.3643690079999997 |
3.95604 |
¥13.7万 |
+17.55% |
RSI走弱 |
| 13 |
2022-03-04 |
2022-03-11 |
4.225487265999999 |
3.8161799999999997 |
¥-8.8万 |
-9.71% |
RSI走弱 |
| 14 |
2022-12-26 |
2023-02-17 |
2.9438228819999996 |
3.32667 |
¥9.7万 |
+12.97% |
RSI走弱 |
| 15 |
2023-08-02 |
2023-08-14 |
3.284264983999999 |
3.10689 |
¥-5.0万 |
-5.43% |
RSI走弱 |
| 16 |
2023-12-29 |
2024-01-19 |
3.2141739629999995 |
3.1468499999999997 |
¥-1.9万 |
-2.12% |
RSI走弱 |
| 17 |
2024-03-11 |
2024-04-24 |
3.791137 |
3.7961999999999994 |
¥891 |
+0.10% |
RSI走弱 |
| 18 |
2024-10-09 |
2024-10-30 |
3.771131 |
3.37662 |
¥-8.8万 |
-10.49% |
RSI走弱 |
| 19 |
2025-03-17 |
2025-04-01 |
3.50455105 |
3.4465500000000002 |
¥-1.3万 |
-1.68% |
RSI走弱 |
| 20 |
2025-07-24 |
2025-09-24 |
3.6547460949999993 |
4.26573 |
¥12.7万 |
+16.68% |
RSI走弱 |
| 21 |
2025-10-10 |
2025-11-04 |
5.9176847729999995 |
5.0949 |
¥-12.4万 |
-13.93% |
RSI走弱 |
| 22 |
2026-01-27 |
2026-03-10 |
7.529778255999999 |
7.3926 |
¥-1.4万 |
-1.85% |
RSI走弱 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-07-14 |
RSI强势追入 |
买入 |
2.8428399999999994 |
346000.0 |
¥98.4万 |
|
| 2016-07-25 |
RSI走弱 |
卖出 |
2.64735 |
346000.0 |
¥91.6万 |
|
| 2016-10-20 |
RSI强势追入 |
买入 |
2.72272 |
335200.0 |
¥91.3万 |
|
| 2016-12-20 |
RSI走弱 |
卖出 |
3.17682 |
335200.0 |
¥1.06M |
|
| 2017-07-07 |
RSI强势追入 |
买入 |
2.93293 |
366000.0 |
¥1.07M |
|
| 2017-08-14 |
RSI走弱 |
卖出 |
3.0 |
366000.0 |
¥1.10M |
|
| 2017-12-29 |
RSI强势追入 |
买入 |
2.95295 |
374100.0 |
¥1.11M |
|
| 2018-01-16 |
RSI走弱 |
卖出 |
2.81718 |
374100.0 |
¥1.05M |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
2.33233 |
444000.0 |
¥1.04M |
|
| 2019-03-29 |
RSI走弱 |
卖出 |
2.47752 |
444000.0 |
¥1.10M |
|
| 2019-12-18 |
RSI强势追入 |
买入 |
2.22222 |
500400.0 |
¥1.11M |
|
| 2019-12-24 |
RSI走弱 |
卖出 |
2.16783 |
500400.0 |
¥1.08M |
|
| 2019-12-30 |
RSI强势追入 |
买入 |
2.3022999999999993 |
467000.0 |
¥1.08M |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
2.22777 |
467000.0 |
¥1.04M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
2.18218 |
480700.0 |
¥1.05M |
|
| 2020-08-26 |
RSI走弱 |
卖出 |
2.2577399999999996 |
480700.0 |
¥1.08M |
|
| 2020-11-17 |
RSI强势追入 |
买入 |
2.66266 |
409100.0 |
¥1.09M |
|
| 2020-12-09 |
RSI走弱 |
卖出 |
2.54745 |
409100.0 |
¥1.04M |
|
| 2021-02-24 |
RSI强势追入 |
买入 |
3.1331299999999995 |
325200.0 |
¥1.02M |
|
| 2021-03-24 |
RSI走弱 |
卖出 |
2.71728 |
325200.0 |
¥88.3万 |
|
| 2021-05-11 |
RSI强势追入 |
买入 |
3.23323 |
273500.0 |
¥88.5万 |
|
| 2021-05-20 |
RSI走弱 |
卖出 |
2.7971999999999997 |
273500.0 |
¥76.5万 |
|
| 2021-07-23 |
RSI强势追入 |
买入 |
3.3633599999999997 |
231200.0 |
¥77.8万 |
|
| 2021-09-28 |
RSI走弱 |
卖出 |
3.95604 |
231200.0 |
¥91.4万 |
|
| 2022-03-04 |
RSI强势追入 |
买入 |
4.224219999999999 |
214400.0 |
¥90.6万 |
|
| 2022-03-11 |
RSI走弱 |
卖出 |
3.8161799999999997 |
214400.0 |
¥81.8万 |
|
| 2022-12-26 |
RSI强势追入 |
买入 |
2.9429399999999997 |
255100.0 |
¥75.1万 |
|
| 2023-02-17 |
RSI走弱 |
卖出 |
3.32667 |
255100.0 |
¥84.8万 |
|
| 2023-08-02 |
RSI强势追入 |
买入 |
3.2832799999999995 |
281400.0 |
¥92.4万 |
|
| 2023-08-14 |
RSI走弱 |
卖出 |
3.10689 |
281400.0 |
¥87.4万 |
|
| 2023-12-29 |
RSI强势追入 |
买入 |
3.2132099999999997 |
271200.0 |
¥87.2万 |
|
| 2024-01-19 |
RSI走弱 |
卖出 |
3.1468499999999997 |
271200.0 |
¥85.3万 |
|
| 2024-03-11 |
RSI强势追入 |
买入 |
3.79 |
227100.0 |
¥86.1万 |
|
| 2024-04-24 |
RSI走弱 |
卖出 |
3.7961999999999994 |
227100.0 |
¥86.2万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
3.77 |
222600.0 |
¥83.9万 |
|
| 2024-10-30 |
RSI走弱 |
卖出 |
3.37662 |
222600.0 |
¥75.1万 |
|
| 2025-03-17 |
RSI强势追入 |
买入 |
3.5035 |
220500.0 |
¥77.3万 |
|
| 2025-04-01 |
RSI走弱 |
卖出 |
3.4465500000000002 |
220500.0 |
¥76.0万 |
|
| 2025-07-24 |
RSI强势追入 |
买入 |
3.6536499999999994 |
209100.0 |
¥76.4万 |
|
| 2025-09-24 |
RSI走弱 |
卖出 |
4.26573 |
209100.0 |
¥89.2万 |
|
| 2025-10-10 |
RSI强势追入 |
买入 |
5.915909999999999 |
150900.0 |
¥89.3万 |
|
| 2025-11-04 |
RSI走弱 |
卖出 |
5.0949 |
150900.0 |
¥76.9万 |
|
| 2026-01-27 |
RSI强势追入 |
买入 |
7.527519999999999 |
101500.0 |
¥76.4万 |
|
| 2026-03-10 |
RSI走弱 |
卖出 |
7.3926 |
101500.0 |
¥75.0万 |
|