000776 广发证券 — 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: ¥63.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -36.38%）
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 23 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 |
2015-04-21 |
26.834848039999997 |
27.6 |
¥2.8万 |
+2.82% |
RSI走弱 |
| 2 |
2015-11-10 |
2015-11-30 |
18.944601676 |
17.51247 |
¥-7.6万 |
-7.59% |
RSI走弱 |
| 3 |
2016-08-16 |
2016-08-25 |
18.123535429999997 |
16.64334 |
¥-7.8万 |
-8.19% |
RSI走弱 |
| 4 |
2016-11-14 |
2016-12-06 |
18.714302607 |
18.15 |
¥-2.6万 |
-3.04% |
RSI走弱 |
| 5 |
2017-08-29 |
2017-10-18 |
18.804419634000002 |
18.66132 |
¥-6,677 |
-0.79% |
RSI走弱 |
| 6 |
2018-01-19 |
2018-02-07 |
18.834458642999998 |
18.22176 |
¥-2.8万 |
-3.28% |
RSI走弱 |
| 7 |
2019-02-21 |
2019-03-26 |
14.699088404 |
16.22376 |
¥8.3万 |
+10.34% |
RSI走弱 |
| 8 |
2019-09-10 |
2019-09-26 |
14.639010385999999 |
13.995989999999999 |
¥-3.9万 |
-4.42% |
RSI走弱 |
| 9 |
2019-12-18 |
2020-02-03 |
14.689075400999998 |
13.33 |
¥-7.9万 |
-9.28% |
RSI走弱 |
| 10 |
2020-07-07 |
2020-07-20 |
18.205460000000002 |
15.594389999999999 |
¥-11.1万 |
-14.37% |
RSI走弱 |
| 11 |
2020-11-11 |
2020-12-08 |
17.863197351999997 |
16.71327 |
¥-4.3万 |
-6.47% |
RSI走弱 |
| 12 |
2021-08-04 |
2021-08-31 |
16.901949063999997 |
18.2817 |
¥5.0万 |
+8.13% |
RSI走弱 |
| 13 |
2021-09-08 |
2021-09-28 |
23.540570052999996 |
21.85812 |
¥-4.7万 |
-7.17% |
RSI走弱 |
| 14 |
2021-12-03 |
2021-12-23 |
24.581922364999997 |
23.7762 |
¥-2.1万 |
-3.31% |
RSI走弱 |
| 15 |
2022-06-13 |
2022-07-06 |
18.363847502 |
17.63235 |
¥-2.4万 |
-4.01% |
RSI走弱 |
| 16 |
2023-01-17 |
2023-02-07 |
17.422625219999997 |
16.6833 |
¥-2.4万 |
-4.27% |
RSI走弱 |
| 17 |
2023-08-01 |
2023-08-21 |
16.201038853999997 |
15.71427 |
¥-1.7万 |
-3.03% |
RSI走弱 |
| 18 |
2024-09-26 |
2024-11-25 |
13.31729399 |
16.12386 |
¥11.3万 |
+21.04% |
RSI走弱 |
| 19 |
2025-05-15 |
2025-06-20 |
17.022105099999997 |
16.2837 |
¥-2.8万 |
-4.37% |
RSI走弱 |
| 20 |
2025-07-22 |
2025-09-04 |
18.644211586 |
20.60937 |
¥6.5万 |
+10.51% |
RSI走弱 |
| 21 |
2025-09-30 |
2025-11-03 |
22.979841885 |
22.50747 |
¥-1.4万 |
-2.08% |
RSI走弱 |
| 22 |
2026-01-07 |
2026-01-26 |
23.80714 |
22.19778 |
¥-4.6万 |
-6.79% |
RSI走弱 |
| 23 |
2026-06-17 |
2026-07-13 |
21.517943446999993 |
21.6783 |
¥4,493 |
+0.71% |
RSI走弱 |
逐笔成交记录（共 46 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 |
26.8268 |
37200.0 |
¥99.8万 |
|
| 2015-04-21 |
RSI走弱 |
卖出 |
27.6 |
37200.0 |
¥1.03M |
|
| 2015-11-10 |
RSI强势追入 |
买入 |
18.93892 |
53100.0 |
¥1.01M |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
17.51247 |
53100.0 |
¥93.0万 |
|
| 2016-08-16 |
RSI强势追入 |
买入 |
18.1181 |
52200.0 |
¥94.6万 |
|
| 2016-08-25 |
RSI走弱 |
卖出 |
16.64334 |
52200.0 |
¥86.9万 |
|
| 2016-11-14 |
RSI强势追入 |
买入 |
18.70869 |
46400.0 |
¥86.8万 |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
18.15 |
46400.0 |
¥84.2万 |
|
| 2017-08-29 |
RSI强势追入 |
买入 |
18.79878 |
44900.0 |
¥84.4万 |
|
| 2017-10-18 |
RSI走弱 |
卖出 |
18.66132 |
44900.0 |
¥83.8万 |
|
| 2018-01-19 |
RSI强势追入 |
买入 |
18.828809999999997 |
44500.0 |
¥83.8万 |
|
| 2018-02-07 |
RSI走弱 |
卖出 |
18.22176 |
44500.0 |
¥81.1万 |
|
| 2019-02-21 |
RSI强势追入 |
买入 |
14.694679999999998 |
54600.0 |
¥80.3万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
16.22376 |
54600.0 |
¥88.6万 |
|
| 2019-09-10 |
RSI强势追入 |
买入 |
14.634619999999996 |
61000.0 |
¥89.3万 |
|
| 2019-09-26 |
RSI走弱 |
卖出 |
13.995989999999999 |
61000.0 |
¥85.3万 |
|
| 2019-12-18 |
RSI强势追入 |
买入 |
14.684669999999999 |
58300.0 |
¥85.6万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
13.33 |
58300.0 |
¥77.7万 |
|
| 2020-07-07 |
RSI强势追入 |
买入 |
18.2 |
42500.0 |
¥77.4万 |
|
| 2020-07-20 |
RSI走弱 |
卖出 |
15.594389999999999 |
42500.0 |
¥66.3万 |
|
| 2020-11-11 |
RSI强势追入 |
买入 |
17.85784 |
37100.0 |
¥66.3万 |
|
| 2020-12-08 |
RSI走弱 |
卖出 |
16.71327 |
37100.0 |
¥62.0万 |
|
| 2021-08-04 |
RSI强势追入 |
买入 |
16.896879999999996 |
36700.0 |
¥62.0万 |
|
| 2021-08-31 |
RSI走弱 |
卖出 |
18.2817 |
36700.0 |
¥67.1万 |
|
| 2021-09-08 |
RSI强势追入 |
买入 |
23.533509999999996 |
28100.0 |
¥66.1万 |
|
| 2021-09-28 |
RSI走弱 |
卖出 |
21.85812 |
28100.0 |
¥61.4万 |
|
| 2021-12-03 |
RSI强势追入 |
买入 |
24.57455 |
25300.0 |
¥62.2万 |
|
| 2021-12-23 |
RSI走弱 |
卖出 |
23.7762 |
25300.0 |
¥60.1万 |
|
| 2022-06-13 |
RSI强势追入 |
买入 |
18.35834 |
32300.0 |
¥59.3万 |
|
| 2022-07-06 |
RSI走弱 |
卖出 |
17.63235 |
32300.0 |
¥56.9万 |
|
| 2023-01-17 |
RSI强势追入 |
买入 |
17.417399999999997 |
32700.0 |
¥57.0万 |
|
| 2023-02-07 |
RSI走弱 |
卖出 |
16.6833 |
32700.0 |
¥54.5万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
16.19618 |
33900.0 |
¥54.9万 |
|
| 2023-08-21 |
RSI走弱 |
卖出 |
15.71427 |
33900.0 |
¥53.3万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
13.313299999999998 |
40400.0 |
¥53.8万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
16.12386 |
40400.0 |
¥65.1万 |
|
| 2025-05-15 |
RSI强势追入 |
买入 |
17.017 |
37600.0 |
¥64.0万 |
|
| 2025-06-20 |
RSI走弱 |
卖出 |
16.2837 |
37600.0 |
¥61.2万 |
|
| 2025-07-22 |
RSI强势追入 |
买入 |
18.63862 |
33300.0 |
¥62.1万 |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
20.60937 |
33300.0 |
¥68.6万 |
|
| 2025-09-30 |
RSI强势追入 |
买入 |
22.972949999999997 |
30000.0 |
¥68.9万 |
|
| 2025-11-03 |
RSI走弱 |
卖出 |
22.50747 |
30000.0 |
¥67.5万 |
|
| 2026-01-07 |
RSI强势追入 |
买入 |
23.8 |
28300.0 |
¥67.4万 |
|
| 2026-01-26 |
RSI走弱 |
卖出 |
22.19778 |
28300.0 |
¥62.8万 |
|
| 2026-06-17 |
RSI强势追入 |
买入 |
21.51148999999999 |
29200.0 |
¥62.8万 |
|
| 2026-07-13 |
RSI走弱 |
卖出 |
21.6783 |
29200.0 |
¥63.3万 |
|