000768 西飞国际 — 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: ¥72.6万
策略: 追涨杀跌
K线 & 交易信号(策略收益 -27.44%)
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 |
2015-01-27 |
2015-03-26 |
26.324184886999998 |
25.88 |
¥-1.7万 |
-1.72% |
RSI走弱 |
| 2 |
2015-04-28 |
2015-06-23 |
31.390764404999995 |
39.96 |
¥26.2万 |
+27.26% |
RSI走弱 |
| 3 |
2016-07-04 |
2016-07-29 |
20.706890203999997 |
21.95802 |
¥7.4万 |
+6.01% |
RSI走弱 |
| 4 |
2017-01-10 |
2017-01-17 |
23.53055705 |
21.82815 |
¥-9.5万 |
-7.26% |
RSI走弱 |
| 5 |
2017-04-12 |
2017-04-20 |
26.043820802999996 |
23.966009999999997 |
¥-9.8万 |
-8.01% |
RSI走弱 |
| 6 |
2018-03-27 |
2018-05-11 |
16.92197507 |
17.7822 |
¥5.6万 |
+5.05% |
RSI走弱 |
| 7 |
2019-02-26 |
2019-04-24 |
16.291155880999998 |
16.75323 |
¥3.3万 |
+2.81% |
RSI走弱 |
| 8 |
2019-09-03 |
2019-09-24 |
17.422625219999997 |
16.5834 |
¥-5.9万 |
-4.85% |
RSI走弱 |
| 9 |
2020-01-09 |
2020-02-04 |
16.92197507 |
14.6 |
¥-15.6万 |
-13.75% |
RSI走弱 |
| 10 |
2020-03-04 |
2020-03-17 |
19.224965759999996 |
17.192790000000002 |
¥-10.4万 |
-10.60% |
RSI走弱 |
| 11 |
2020-07-08 |
2020-08-13 |
21.407800413999997 |
23.35662 |
¥8.0万 |
+9.07% |
RSI走弱 |
| 12 |
2020-11-23 |
2020-12-21 |
29.988943984999995 |
28.971 |
¥-3.3万 |
-3.42% |
RSI走弱 |
| 13 |
2021-01-05 |
2021-01-18 |
38.0494114 |
34.35561 |
¥-9.0万 |
-9.73% |
RSI走弱 |
| 14 |
2021-08-03 |
2021-08-30 |
31.951492572999996 |
30.319650000000003 |
¥-4.3万 |
-5.14% |
RSI走弱 |
| 15 |
2021-11-15 |
2021-12-20 |
35.04551049999999 |
35.474489999999996 |
¥9,622 |
+1.19% |
RSI走弱 |
| 16 |
2022-06-08 |
2022-08-03 |
29.30879 |
30.55941 |
¥3.5万 |
+4.24% |
RSI走弱 |
| 17 |
2023-07-03 |
2023-07-24 |
26.694665997999994 |
25.324650000000002 |
¥-4.4万 |
-5.16% |
RSI走弱 |
| 18 |
2024-05-10 |
2024-06-21 |
24.481792334999994 |
23.666310000000003 |
¥-2.7万 |
-3.36% |
RSI走弱 |
| 19 |
2024-10-09 |
2024-11-15 |
29.33809879 |
28.18179 |
¥-3.0万 |
-3.97% |
RSI走弱 |
| 20 |
2025-07-01 |
2025-08-04 |
27.345511192999993 |
27.7722 |
¥1.1万 |
+1.53% |
RSI走弱 |
| 21 |
2026-01-08 |
2026-02-02 |
28.126525426999997 |
28.171799999999998 |
¥991 |
+0.13% |
RSI走弱 |
| 22 |
2026-09-07 |
2026-09-18 |
23.510531043999997 |
22.287689999999998 |
¥-3.9万 |
-5.23% |
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 |
| 2015-01-27 |
RSI强势追入 |
买入 |
26.316289999999995 |
37900.0 |
¥99.8万 |
|
| 2015-03-26 |
RSI走弱 |
卖出 |
25.88 |
37900.0 |
¥98.1万 |
|
| 2015-04-28 |
RSI强势追入 |
买入 |
31.381349999999998 |
30600.0 |
¥96.1万 |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
39.96 |
30600.0 |
¥1.22M |
|
| 2016-07-04 |
RSI强势追入 |
买入 |
20.70068 |
59200.0 |
¥1.23M |
|
| 2016-07-29 |
RSI走弱 |
卖出 |
21.95802 |
59200.0 |
¥1.30M |
|
| 2017-01-10 |
RSI强势追入 |
买入 |
23.5235 |
55500.0 |
¥1.31M |
|
| 2017-01-17 |
RSI走弱 |
卖出 |
21.82815 |
55500.0 |
¥1.21M |
|
| 2017-04-12 |
RSI强势追入 |
买入 |
26.036009999999997 |
46900.0 |
¥1.22M |
|
| 2017-04-20 |
RSI走弱 |
卖出 |
23.966009999999997 |
46900.0 |
¥1.12M |
|
| 2018-03-27 |
RSI强势追入 |
买入 |
16.9169 |
65300.0 |
¥1.11M |
|
| 2018-05-11 |
RSI走弱 |
卖出 |
17.7822 |
65300.0 |
¥1.16M |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
16.28627 |
72300.0 |
¥1.18M |
|
| 2019-04-24 |
RSI走弱 |
卖出 |
16.75323 |
72300.0 |
¥1.21M |
|
| 2019-09-03 |
RSI强势追入 |
买入 |
17.417399999999997 |
69500.0 |
¥1.21M |
|
| 2019-09-24 |
RSI走弱 |
卖出 |
16.5834 |
69500.0 |
¥1.15M |
|
| 2020-01-09 |
RSI强势追入 |
买入 |
16.9169 |
66900.0 |
¥1.13M |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
14.6 |
66900.0 |
¥97.6万 |
|
| 2020-03-04 |
RSI强势追入 |
买入 |
19.219199999999997 |
51200.0 |
¥98.4万 |
|
| 2020-03-17 |
RSI走弱 |
卖出 |
17.192790000000002 |
51200.0 |
¥88.0万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
21.401379999999996 |
41100.0 |
¥88.0万 |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
23.35662 |
41100.0 |
¥96.0万 |
|
| 2020-11-23 |
RSI强势追入 |
买入 |
29.979949999999995 |
32000.0 |
¥96.0万 |
|
| 2020-12-21 |
RSI走弱 |
卖出 |
28.971 |
32000.0 |
¥92.7万 |
|
| 2021-01-05 |
RSI强势追入 |
买入 |
38.038 |
24300.0 |
¥92.5万 |
|
| 2021-01-18 |
RSI走弱 |
卖出 |
34.35561 |
24300.0 |
¥83.5万 |
|
| 2021-08-03 |
RSI强势追入 |
买入 |
31.941909999999996 |
26500.0 |
¥84.7万 |
|
| 2021-08-30 |
RSI走弱 |
卖出 |
30.319650000000003 |
26500.0 |
¥80.3万 |
|
| 2021-11-15 |
RSI强势追入 |
买入 |
35.035 |
23000.0 |
¥80.6万 |
|
| 2021-12-20 |
RSI走弱 |
卖出 |
35.474489999999996 |
23000.0 |
¥81.6万 |
|
| 2022-06-08 |
RSI强势追入 |
买入 |
29.3 |
27800.0 |
¥81.5万 |
|
| 2022-08-03 |
RSI走弱 |
卖出 |
30.55941 |
27800.0 |
¥84.9万 |
|
| 2023-07-03 |
RSI强势追入 |
买入 |
26.686659999999996 |
31800.0 |
¥84.9万 |
|
| 2023-07-24 |
RSI走弱 |
卖出 |
25.324650000000002 |
31800.0 |
¥80.5万 |
|
| 2024-05-10 |
RSI强势追入 |
买入 |
24.474449999999997 |
33000.0 |
¥80.8万 |
|
| 2024-06-21 |
RSI走弱 |
卖出 |
23.666310000000003 |
33000.0 |
¥78.1万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
29.329299999999996 |
25800.0 |
¥75.7万 |
|
| 2024-11-15 |
RSI走弱 |
卖出 |
28.18179 |
25800.0 |
¥72.7万 |
|
| 2025-07-01 |
RSI强势追入 |
买入 |
27.337309999999995 |
27400.0 |
¥74.9万 |
|
| 2025-08-04 |
RSI走弱 |
卖出 |
27.7722 |
27400.0 |
¥76.1万 |
|
| 2026-01-08 |
RSI强势追入 |
买入 |
28.11809 |
26900.0 |
¥75.7万 |
|
| 2026-02-02 |
RSI走弱 |
卖出 |
28.171799999999998 |
26900.0 |
¥75.8万 |
|
| 2026-09-07 |
RSI强势追入 |
买入 |
23.503479999999996 |
32100.0 |
¥75.5万 |
|
| 2026-09-18 |
RSI走弱 |
卖出 |
22.287689999999998 |
32100.0 |
¥71.5万 |
|