000657 中钨高新 — 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: ¥1.12M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +11.72%）
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 |
2015-03-24 |
2015-04-16 |
19.044731705999997 |
18.3816 |
¥-3.5万 |
-3.51% |
RSI走弱 |
| 2 |
2015-04-27 |
2015-06-01 |
21.72821651 |
21.52845 |
¥-9,012 |
-0.95% |
RSI走弱 |
| 3 |
2015-06-10 |
2015-06-26 |
27.035108099999995 |
22.977 |
¥-13.9万 |
-15.04% |
RSI走弱 |
| 4 |
2017-03-06 |
2017-03-21 |
16.12093483 |
15.00498 |
¥-5.6万 |
-6.95% |
RSI走弱 |
| 5 |
2017-07-10 |
2017-08-14 |
14.118334229999999 |
13.73625 |
¥-2.0万 |
-2.74% |
RSI走弱 |
| 6 |
2018-11-19 |
2018-11-26 |
6.398308917 |
5.684309999999999 |
¥-8.1万 |
-11.19% |
RSI走弱 |
| 7 |
2019-02-27 |
2019-03-29 |
6.458386935 |
6.56343 |
¥1.0万 |
+1.60% |
RSI走弱 |
| 8 |
2019-09-18 |
2019-09-27 |
7.6699602979999995 |
6.94305 |
¥-6.3万 |
-9.50% |
RSI走弱 |
| 9 |
2020-01-07 |
2020-02-04 |
7.029128105999998 |
5.6 |
¥-12.3万 |
-20.36% |
RSI走弱 |
| 10 |
2020-07-09 |
2020-08-13 |
6.908972069999999 |
6.91308 |
¥140 |
+0.03% |
RSI走弱 |
| 11 |
2020-11-25 |
2020-12-09 |
7.389596213999999 |
6.98301 |
¥-2.7万 |
-5.53% |
RSI走弱 |
| 12 |
2021-07-05 |
2021-08-18 |
10.673861197999999 |
12.74724 |
¥8.4万 |
+19.39% |
RSI走弱 |
| 13 |
2021-11-24 |
2021-12-15 |
17.112222127 |
16.453529999999997 |
¥-2.1万 |
-3.88% |
RSI走弱 |
| 14 |
2022-05-31 |
2022-07-13 |
13.427437022999998 |
14.785200000000001 |
¥5.2万 |
+10.08% |
RSI走弱 |
| 15 |
2024-03-19 |
2024-04-24 |
10.483614140999997 |
10.31967 |
¥-9,020 |
-1.59% |
RSI走弱 |
| 16 |
2024-10-09 |
2024-11-27 |
9.822755942999999 |
9.720270000000001 |
¥-5,765 |
-1.07% |
RSI走弱 |
| 17 |
2025-03-11 |
2025-03-28 |
10.573731167999998 |
9.950040000000001 |
¥-3.2万 |
-5.93% |
RSI走弱 |
| 18 |
2025-06-10 |
2025-09-17 |
11.965538584999997 |
18.29169 |
¥27.5万 |
+52.82% |
RSI走弱 |
| 19 |
2025-10-31 |
2025-11-24 |
26.043820803 |
20.98 |
¥-15.5万 |
-19.47% |
RSI走弱 |
| 20 |
2025-12-18 |
2026-03-16 |
28.156564435999996 |
54.55539 |
¥59.4万 |
+93.70% |
RSI走弱 |
| 21 |
2026-06-17 |
2026-07-07 |
89.11572669999998 |
80.04987 |
¥-12.1万 |
-10.20% |
RSI走弱 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-24 |
RSI强势追入 |
买入 |
19.039019999999997 |
52400.0 |
¥99.8万 |
|
| 2015-04-16 |
RSI走弱 |
卖出 |
18.3816 |
52400.0 |
¥96.3万 |
|
| 2015-04-27 |
RSI强势追入 |
买入 |
21.7217 |
43700.0 |
¥95.0万 |
|
| 2015-06-01 |
RSI走弱 |
卖出 |
21.52845 |
43700.0 |
¥94.1万 |
|
| 2015-06-10 |
RSI强势追入 |
买入 |
27.026999999999997 |
34300.0 |
¥92.7万 |
|
| 2015-06-26 |
RSI走弱 |
卖出 |
22.977 |
34300.0 |
¥78.8万 |
|
| 2017-03-06 |
RSI强势追入 |
买入 |
16.1161 |
49800.0 |
¥80.3万 |
|
| 2017-03-21 |
RSI走弱 |
卖出 |
15.00498 |
49800.0 |
¥74.7万 |
|
| 2017-07-10 |
RSI强势追入 |
买入 |
14.114099999999999 |
52600.0 |
¥74.3万 |
|
| 2017-08-14 |
RSI走弱 |
卖出 |
13.73625 |
52600.0 |
¥72.2万 |
|
| 2018-11-19 |
RSI强势追入 |
买入 |
6.396389999999999 |
113500.0 |
¥72.6万 |
|
| 2018-11-26 |
RSI走弱 |
卖出 |
5.684309999999999 |
113500.0 |
¥64.5万 |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
6.45645 |
101800.0 |
¥65.7万 |
|
| 2019-03-29 |
RSI走弱 |
卖出 |
6.56343 |
101800.0 |
¥66.8万 |
|
| 2019-09-18 |
RSI强势追入 |
买入 |
7.66766 |
86900.0 |
¥66.7万 |
|
| 2019-09-27 |
RSI走弱 |
卖出 |
6.94305 |
86900.0 |
¥60.3万 |
|
| 2020-01-07 |
RSI强势追入 |
买入 |
7.0270199999999985 |
86000.0 |
¥60.5万 |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
5.6 |
86000.0 |
¥48.1万 |
|
| 2020-07-09 |
RSI强势追入 |
买入 |
6.906899999999999 |
68900.0 |
¥47.6万 |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
6.91308 |
68900.0 |
¥47.6万 |
|
| 2020-11-25 |
RSI强势追入 |
买入 |
7.387379999999999 |
65100.0 |
¥48.1万 |
|
| 2020-12-09 |
RSI走弱 |
卖出 |
6.98301 |
65100.0 |
¥45.4万 |
|
| 2021-07-05 |
RSI强势追入 |
买入 |
10.67066 |
40500.0 |
¥43.2万 |
|
| 2021-08-18 |
RSI走弱 |
卖出 |
12.74724 |
40500.0 |
¥51.6万 |
|
| 2021-11-24 |
RSI强势追入 |
买入 |
17.10709 |
31500.0 |
¥53.9万 |
|
| 2021-12-15 |
RSI走弱 |
卖出 |
16.453529999999997 |
31500.0 |
¥51.8万 |
|
| 2022-05-31 |
RSI强势追入 |
买入 |
13.423409999999999 |
38600.0 |
¥51.8万 |
|
| 2022-07-13 |
RSI走弱 |
卖出 |
14.785200000000001 |
38600.0 |
¥57.1万 |
|
| 2024-03-19 |
RSI强势追入 |
买入 |
10.480469999999999 |
54000.0 |
¥56.6万 |
|
| 2024-04-24 |
RSI走弱 |
卖出 |
10.31967 |
54000.0 |
¥55.7万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
9.819809999999999 |
54700.0 |
¥53.7万 |
|
| 2024-11-27 |
RSI走弱 |
卖出 |
9.720270000000001 |
54700.0 |
¥53.2万 |
|
| 2025-03-11 |
RSI强势追入 |
买入 |
10.570559999999999 |
51800.0 |
¥54.8万 |
|
| 2025-03-28 |
RSI走弱 |
卖出 |
9.950040000000001 |
51800.0 |
¥51.5万 |
|
| 2025-06-10 |
RSI强势追入 |
买入 |
11.961949999999998 |
43500.0 |
¥52.1万 |
|
| 2025-09-17 |
RSI走弱 |
卖出 |
18.29169 |
43500.0 |
¥79.5万 |
|
| 2025-10-31 |
RSI强势追入 |
买入 |
26.036009999999997 |
30600.0 |
¥79.7万 |
|
| 2025-11-24 |
RSI走弱 |
卖出 |
20.98 |
30600.0 |
¥64.2万 |
|
| 2025-12-18 |
RSI强势追入 |
买入 |
28.14812 |
22500.0 |
¥63.4万 |
|
| 2026-03-16 |
RSI走弱 |
卖出 |
54.55539 |
22500.0 |
¥1.23M |
|
| 2026-06-17 |
RSI强势追入 |
买入 |
89.08899999999998 |
13300.0 |
¥1.19M |
|
| 2026-07-07 |
RSI走弱 |
卖出 |
80.04987 |
13300.0 |
¥1.06M |
|