000708 中信特钢 — 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: ¥89.8万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -10.23%）
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 24 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 |
2015-03-17 |
2015-05-07 |
11.474901438000002 |
13.5864 |
¥18.4万 |
+18.37% |
RSI走弱 |
| 2 |
2016-01-07 |
2016-01-12 |
12.90387 |
10.779209999999999 |
¥-19.0万 |
-16.49% |
RSI走弱 |
| 3 |
2016-04-12 |
2016-05-09 |
11.995577594 |
11.448540000000001 |
¥-4.5万 |
-4.59% |
RSI走弱 |
| 4 |
2016-07-05 |
2016-07-26 |
12.295967683999997 |
11.89809 |
¥-3.1万 |
-3.26% |
RSI走弱 |
| 5 |
2016-12-09 |
2016-12-26 |
14.568919365 |
12.717270000000001 |
¥-11.6万 |
-12.74% |
RSI走弱 |
| 6 |
2017-08-08 |
2017-08-14 |
14.204260000000001 |
12.30768 |
¥-10.5万 |
-13.38% |
RSI走弱 |
| 7 |
2017-09-08 |
2017-09-26 |
15.009491496999999 |
13.4865 |
¥-6.9万 |
-10.17% |
RSI走弱 |
| 8 |
2019-02-14 |
2019-04-24 |
9.762677924999998 |
13.84614 |
¥26.1万 |
+41.78% |
RSI走弱 |
| 9 |
2019-08-21 |
2019-10-18 |
14.198438253999997 |
16.333650000000002 |
¥13.3万 |
+15.00% |
RSI走弱 |
| 10 |
2019-10-29 |
2019-12-23 |
19.575420865 |
23.306669999999997 |
¥19.2万 |
+19.03% |
RSI走弱 |
| 11 |
2020-03-04 |
2020-03-16 |
28.777370621999992 |
25.973999999999997 |
¥-11.8万 |
-9.77% |
RSI走弱 |
| 12 |
2020-07-10 |
2020-07-20 |
19.40582 |
17.35 |
¥-11.5万 |
-10.62% |
RSI走弱 |
| 13 |
2020-11-13 |
2020-12-24 |
19.32509579 |
20.389590000000002 |
¥5.3万 |
+5.48% |
RSI走弱 |
| 14 |
2021-01-07 |
2021-02-26 |
24.091285218 |
28.38159 |
¥18.3万 |
+17.77% |
RSI走弱 |
| 15 |
2022-01-07 |
2022-01-28 |
22.449152725999998 |
22.02795 |
¥-2.3万 |
-1.91% |
RSI走弱 |
| 16 |
2022-02-14 |
2022-02-25 |
24.90747 |
22.60737 |
¥-10.9万 |
-9.26% |
RSI走弱 |
| 17 |
2023-02-03 |
2023-03-13 |
18.884523657999996 |
19.580400000000004 |
¥4.0万 |
+3.65% |
RSI走弱 |
| 18 |
2024-03-06 |
2024-03-21 |
15.319894589999999 |
14.80518 |
¥-3.8万 |
-3.39% |
RSI走弱 |
| 19 |
2024-04-18 |
2024-05-22 |
16.421324919999996 |
15.54444 |
¥-5.8万 |
-5.37% |
RSI走弱 |
| 20 |
2024-10-09 |
2024-10-31 |
13.527567052999997 |
12.11787 |
¥-10.4万 |
-10.45% |
RSI走弱 |
| 21 |
2025-03-25 |
2025-04-01 |
12.986864891000002 |
12.43755 |
¥-3.9万 |
-4.26% |
RSI走弱 |
| 22 |
2025-07-08 |
2025-08-15 |
12.466188734999998 |
12.64734 |
¥1.3万 |
+1.42% |
RSI走弱 |
| 23 |
2025-10-13 |
2025-11-26 |
13.787905130999999 |
14.77521 |
¥6.3万 |
+7.13% |
RSI走弱 |
| 24 |
2026-03-02 |
2026-03-17 |
17.873210355 |
16.69329 |
¥-6.3万 |
-6.63% |
RSI走弱 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-17 |
RSI强势追入 |
买入 |
11.47146 |
87100.0 |
¥99.9万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
13.5864 |
87100.0 |
¥1.18M |
|
| 2016-01-07 |
RSI强势追入 |
买入 |
12.9 |
89300.0 |
¥1.15M |
|
| 2016-01-12 |
RSI走弱 |
卖出 |
10.779209999999999 |
89300.0 |
¥96.2万 |
|
| 2016-04-12 |
RSI强势追入 |
买入 |
11.99198 |
82300.0 |
¥98.7万 |
|
| 2016-05-09 |
RSI走弱 |
卖出 |
11.448540000000001 |
82300.0 |
¥94.2万 |
|
| 2016-07-05 |
RSI强势追入 |
买入 |
12.292279999999998 |
76800.0 |
¥94.4万 |
|
| 2016-07-26 |
RSI走弱 |
卖出 |
11.89809 |
76800.0 |
¥91.3万 |
|
| 2016-12-09 |
RSI强势追入 |
买入 |
14.564549999999999 |
62300.0 |
¥90.8万 |
|
| 2016-12-26 |
RSI走弱 |
卖出 |
12.717270000000001 |
62300.0 |
¥79.2万 |
|
| 2017-08-08 |
RSI强势追入 |
买入 |
14.2 |
55500.0 |
¥78.8万 |
|
| 2017-08-14 |
RSI走弱 |
卖出 |
12.30768 |
55500.0 |
¥68.3万 |
|
| 2017-09-08 |
RSI强势追入 |
买入 |
15.004989999999998 |
45000.0 |
¥67.5万 |
|
| 2017-09-26 |
RSI走弱 |
卖出 |
13.4865 |
45000.0 |
¥60.7万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
9.759749999999999 |
64000.0 |
¥62.5万 |
|
| 2019-04-24 |
RSI走弱 |
卖出 |
13.84614 |
64000.0 |
¥88.6万 |
|
| 2019-08-21 |
RSI强势追入 |
买入 |
14.194179999999998 |
62400.0 |
¥88.6万 |
|
| 2019-10-18 |
RSI走弱 |
卖出 |
16.333650000000002 |
62400.0 |
¥1.02M |
|
| 2019-10-29 |
RSI强势追入 |
买入 |
19.56955 |
51600.0 |
¥1.01M |
|
| 2019-12-23 |
RSI走弱 |
卖出 |
23.306669999999997 |
51600.0 |
¥1.20M |
|
| 2020-03-04 |
RSI强势追入 |
买入 |
28.768739999999994 |
42100.0 |
¥1.21M |
|
| 2020-03-16 |
RSI走弱 |
卖出 |
25.973999999999997 |
42100.0 |
¥1.09M |
|
| 2020-07-10 |
RSI强势追入 |
买入 |
19.4 |
55900.0 |
¥1.08M |
|
| 2020-07-20 |
RSI走弱 |
卖出 |
17.35 |
55900.0 |
¥97.0万 |
|
| 2020-11-13 |
RSI强势追入 |
买入 |
19.3193 |
50400.0 |
¥97.4万 |
|
| 2020-12-24 |
RSI走弱 |
卖出 |
20.389590000000002 |
50400.0 |
¥1.03M |
|
| 2021-01-07 |
RSI强势追入 |
买入 |
24.084059999999997 |
42800.0 |
¥1.03M |
|
| 2021-02-26 |
RSI走弱 |
卖出 |
28.38159 |
42800.0 |
¥1.21M |
|
| 2022-01-07 |
RSI强势追入 |
买入 |
22.44242 |
54000.0 |
¥1.21M |
|
| 2022-01-28 |
RSI走弱 |
卖出 |
22.02795 |
54000.0 |
¥1.19M |
|
| 2022-02-14 |
RSI强势追入 |
买入 |
24.9 |
47200.0 |
¥1.18M |
|
| 2022-02-25 |
RSI走弱 |
卖出 |
22.60737 |
47200.0 |
¥1.07M |
|
| 2023-02-03 |
RSI强势追入 |
买入 |
18.878859999999996 |
57300.0 |
¥1.08M |
|
| 2023-03-13 |
RSI走弱 |
卖出 |
19.580400000000004 |
57300.0 |
¥1.12M |
|
| 2024-03-06 |
RSI强势追入 |
买入 |
15.315299999999999 |
73200.0 |
¥1.12M |
|
| 2024-03-21 |
RSI走弱 |
卖出 |
14.80518 |
73200.0 |
¥1.08M |
|
| 2024-04-18 |
RSI强势追入 |
买入 |
16.416399999999996 |
65900.0 |
¥1.08M |
|
| 2024-05-22 |
RSI走弱 |
卖出 |
15.54444 |
65900.0 |
¥1.02M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
13.523509999999998 |
73300.0 |
¥99.2万 |
|
| 2024-10-31 |
RSI走弱 |
卖出 |
12.11787 |
73300.0 |
¥88.8万 |
|
| 2025-03-25 |
RSI强势追入 |
买入 |
12.98297 |
70700.0 |
¥91.8万 |
|
| 2025-04-01 |
RSI走弱 |
卖出 |
12.43755 |
70700.0 |
¥87.9万 |
|
| 2025-07-08 |
RSI强势追入 |
买入 |
12.462449999999999 |
70700.0 |
¥88.1万 |
|
| 2025-08-15 |
RSI走弱 |
卖出 |
12.64734 |
70700.0 |
¥89.4万 |
|
| 2025-10-13 |
RSI强势追入 |
买入 |
13.783769999999999 |
63600.0 |
¥87.7万 |
|
| 2025-11-26 |
RSI走弱 |
卖出 |
14.77521 |
63600.0 |
¥93.9万 |
|
| 2026-03-02 |
RSI强势追入 |
买入 |
17.86785 |
53100.0 |
¥94.9万 |
|
| 2026-03-17 |
RSI走弱 |
卖出 |
16.69329 |
53100.0 |
¥88.6万 |
|