000792 盐湖股份 — 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: ¥76.2万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -23.80%）
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 14 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 |
2015-11-04 |
2015-11-30 |
21.537969453 |
22.11786 |
¥2.6万 |
+2.66% |
RSI走弱 |
| 2 |
2015-12-28 |
2016-01-05 |
27.055134105999997 |
21.49848 |
¥-20.6万 |
-20.56% |
RSI走弱 |
| 3 |
2017-09-12 |
2017-10-25 |
14.118334229999999 |
16.2837 |
¥12.5万 |
+15.30% |
RSI走弱 |
| 4 |
2018-01-12 |
2018-01-30 |
16.110921827 |
14.34564 |
¥-10.2万 |
-10.98% |
RSI走弱 |
| 5 |
2019-03-07 |
2019-03-27 |
7.7801033309999985 |
6.97302 |
¥-8.8万 |
-10.40% |
RSI走弱 |
| 6 |
2019-09-23 |
2019-10-25 |
7.810142339999999 |
7.54 |
¥-2.6万 |
-3.49% |
RSI走弱 |
| 7 |
2020-03-04 |
2020-03-19 |
10.233289066000001 |
9.51048 |
¥-5.2万 |
-7.09% |
RSI走弱 |
| 8 |
2021-08-11 |
2021-09-17 |
34.044210199999995 |
34.41555 |
¥6,787 |
+1.06% |
RSI走弱 |
| 9 |
2024-03-05 |
2024-03-25 |
16.511441946999998 |
16.19379 |
¥-1.3万 |
-1.95% |
RSI走弱 |
| 10 |
2024-10-09 |
2024-11-25 |
18.504029543999998 |
18.31167 |
¥-6,964 |
-1.07% |
RSI走弱 |
| 11 |
2025-07-03 |
2025-09-05 |
17.362547201999995 |
19.180799999999998 |
¥6.9万 |
+10.44% |
RSI走弱 |
| 12 |
2025-10-10 |
2025-12-05 |
22.308970684 |
25.15482 |
¥9.3万 |
+12.72% |
RSI走弱 |
| 13 |
2026-01-07 |
2026-02-03 |
32.392064704999996 |
32.437529999999995 |
¥908 |
+0.11% |
RSI走弱 |
| 14 |
2026-02-27 |
2026-03-19 |
38.019372391 |
34.965 |
¥-6.5万 |
-8.06% |
RSI走弱 |
逐笔成交记录（共 28 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-11-04 |
RSI强势追入 |
买入 |
21.53151 |
45600.0 |
¥98.2万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
22.11786 |
45600.0 |
¥1.01M |
|
| 2015-12-28 |
RSI强势追入 |
买入 |
27.047019999999996 |
37100.0 |
¥1.00M |
|
| 2016-01-05 |
RSI走弱 |
卖出 |
21.49848 |
37100.0 |
¥79.7万 |
|
| 2017-09-12 |
RSI强势追入 |
买入 |
14.114099999999999 |
58000.0 |
¥81.9万 |
|
| 2017-10-25 |
RSI走弱 |
卖出 |
16.2837 |
58000.0 |
¥94.4万 |
|
| 2018-01-12 |
RSI强势追入 |
买入 |
16.10609 |
57700.0 |
¥93.0万 |
|
| 2018-01-30 |
RSI走弱 |
卖出 |
14.34564 |
57700.0 |
¥82.7万 |
|
| 2019-03-07 |
RSI强势追入 |
买入 |
7.7777699999999985 |
108200.0 |
¥84.2万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
6.97302 |
108200.0 |
¥75.4万 |
|
| 2019-09-23 |
RSI强势追入 |
买入 |
7.8077999999999985 |
96500.0 |
¥75.4万 |
|
| 2019-10-25 |
RSI走弱 |
卖出 |
7.54 |
96500.0 |
¥72.7万 |
|
| 2020-03-04 |
RSI强势追入 |
买入 |
10.23022 |
71000.0 |
¥72.7万 |
|
| 2020-03-19 |
RSI走弱 |
卖出 |
9.51048 |
71000.0 |
¥67.5万 |
|
| 2021-08-11 |
RSI强势追入 |
买入 |
34.034 |
18800.0 |
¥64.0万 |
|
| 2021-09-17 |
RSI走弱 |
卖出 |
34.41555 |
18800.0 |
¥64.7万 |
|
| 2024-03-05 |
RSI强势追入 |
买入 |
16.506489999999996 |
40900.0 |
¥67.5万 |
|
| 2024-03-25 |
RSI走弱 |
卖出 |
16.19379 |
40900.0 |
¥66.2万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
18.498479999999997 |
35200.0 |
¥65.1万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
18.31167 |
35200.0 |
¥64.4万 |
|
| 2025-07-03 |
RSI强势追入 |
买入 |
17.357339999999997 |
38100.0 |
¥66.2万 |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
19.180799999999998 |
38100.0 |
¥73.1万 |
|
| 2025-10-10 |
RSI强势追入 |
买入 |
22.30228 |
32600.0 |
¥72.7万 |
|
| 2025-12-05 |
RSI走弱 |
卖出 |
25.15482 |
32600.0 |
¥82.0万 |
|
| 2026-01-07 |
RSI强势追入 |
买入 |
32.382349999999995 |
25400.0 |
¥82.3万 |
|
| 2026-02-03 |
RSI走弱 |
卖出 |
32.437529999999995 |
25400.0 |
¥82.4万 |
|
| 2026-02-27 |
RSI强势追入 |
买入 |
38.00796999999999 |
21100.0 |
¥80.2万 |
|
| 2026-03-19 |
RSI走弱 |
卖出 |
34.965 |
21100.0 |
¥73.8万 |
|