000807 云铝股份 — 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: ¥1.59M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +58.57%）
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 27 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 |
2015-03-02 |
2015-04-29 |
7.499739246999999 |
9.24075 |
¥23.1万 |
+23.18% |
RSI走弱 |
| 2 |
2015-12-03 |
2016-01-05 |
6.298178887 |
5.9 |
¥-7.6万 |
-6.35% |
RSI走弱 |
| 3 |
2016-10-27 |
2016-12-01 |
7.0691801179999985 |
7.502490000000001 |
¥7.0万 |
+6.10% |
RSI走弱 |
| 4 |
2017-04-19 |
2017-05-04 |
8.501039547 |
7.9620299999999995 |
¥-7.6万 |
-6.37% |
RSI走弱 |
| 5 |
2017-07-10 |
2017-10-11 |
8.200649456999997 |
13.54644 |
¥74.1万 |
+65.14% |
RSI走弱 |
| 6 |
2018-01-04 |
2018-01-16 |
10.643822189 |
9.99 |
¥-11.4万 |
-6.17% |
RSI走弱 |
| 7 |
2019-02-27 |
2019-03-27 |
4.615994382999999 |
4.77522 |
¥6.1万 |
+3.42% |
RSI走弱 |
| 8 |
2019-04-09 |
2019-04-29 |
5.991797 |
5.30469 |
¥-20.4万 |
-11.49% |
RSI走弱 |
| 9 |
2019-08-21 |
2019-09-18 |
4.9764624909999995 |
5.004989999999999 |
¥8,719 |
+0.54% |
RSI走弱 |
| 10 |
2019-12-18 |
2020-01-22 |
4.9764624909999995 |
4.90509 |
¥-2.4万 |
-1.46% |
RSI走弱 |
| 11 |
2020-07-08 |
2020-08-11 |
5.537190658999999 |
6.20379 |
¥18.9万 |
+12.00% |
RSI走弱 |
| 12 |
2020-11-11 |
2020-12-14 |
7.409622219999999 |
7.9720200000000006 |
¥13.6万 |
+7.56% |
RSI走弱 |
| 13 |
2021-02-09 |
2021-03-25 |
8.971650687999999 |
9.23076 |
¥5.5万 |
+2.86% |
RSI走弱 |
| 14 |
2021-05-11 |
2021-06-09 |
14.849283448999998 |
13.11687 |
¥-22.3万 |
-11.69% |
RSI走弱 |
| 15 |
2021-08-31 |
2021-09-27 |
17.332508193 |
17.72226 |
¥3.8万 |
+2.22% |
RSI走弱 |
| 16 |
2022-03-08 |
2022-03-15 |
15.520154649999997 |
12.76722 |
¥-30.2万 |
-17.76% |
RSI走弱 |
| 17 |
2022-12-06 |
2022-12-22 |
11.615083479999997 |
10.93905 |
¥-8.7万 |
-5.85% |
RSI走弱 |
| 18 |
2023-01-17 |
2023-03-09 |
12.726526812999998 |
13.39659 |
¥7.4万 |
+5.23% |
RSI走弱 |
| 19 |
2023-04-17 |
2023-04-27 |
15.069569515 |
14.0859 |
¥-9.7万 |
-6.56% |
RSI走弱 |
| 20 |
2023-08-02 |
2023-08-24 |
14.879322457999997 |
14.15583 |
¥-6.8万 |
-4.89% |
RSI走弱 |
| 21 |
2023-09-04 |
2023-09-22 |
15.620284679999997 |
14.8851 |
¥-6.3万 |
-4.74% |
RSI走弱 |
| 22 |
2024-04-02 |
2024-04-24 |
14.028217202999999 |
13.60638 |
¥-3.8万 |
-3.04% |
RSI走弱 |
| 23 |
2024-10-09 |
2024-11-18 |
14.618984379999999 |
14.02596 |
¥-4.9万 |
-4.09% |
RSI走弱 |
| 24 |
2025-01-17 |
2025-02-28 |
16.571519965 |
15.944040000000001 |
¥-4.5万 |
-3.82% |
RSI走弱 |
| 25 |
2025-03-07 |
2025-03-31 |
18.133548432999998 |
17.3826 |
¥-4.7万 |
-4.17% |
RSI走弱 |
| 26 |
2025-08-28 |
2025-11-24 |
18.554094559 |
23.14683 |
¥26.6万 |
+24.72% |
RSI走弱 |
| 27 |
2025-12-08 |
2026-02-03 |
28.246681462999998 |
33.05691 |
¥22.9万 |
+16.99% |
RSI走弱 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-02 |
RSI强势追入 |
买入 |
7.497489999999999 |
132800.0 |
¥99.6万 |
|
| 2015-04-29 |
RSI走弱 |
卖出 |
9.24075 |
132800.0 |
¥1.23M |
|
| 2015-12-03 |
RSI强势追入 |
买入 |
6.296289999999999 |
190100.0 |
¥1.20M |
|
| 2016-01-05 |
RSI走弱 |
卖出 |
5.9 |
190100.0 |
¥1.12M |
|
| 2016-10-27 |
RSI强势追入 |
买入 |
7.067059999999998 |
161600.0 |
¥1.14M |
|
| 2016-12-01 |
RSI走弱 |
卖出 |
7.502490000000001 |
161600.0 |
¥1.21M |
|
| 2017-04-19 |
RSI强势追入 |
买入 |
8.498489999999999 |
141000.0 |
¥1.20M |
|
| 2017-05-04 |
RSI走弱 |
卖出 |
7.9620299999999995 |
141000.0 |
¥1.12M |
|
| 2017-07-10 |
RSI强势追入 |
买入 |
8.198189999999999 |
138700.0 |
¥1.14M |
|
| 2017-10-11 |
RSI走弱 |
卖出 |
13.54644 |
138700.0 |
¥1.88M |
|
| 2018-01-04 |
RSI强势追入 |
买入 |
10.64063 |
173600.0 |
¥1.85M |
|
| 2018-01-16 |
RSI走弱 |
卖出 |
9.99 |
173600.0 |
¥1.73M |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
4.61461 |
383700.0 |
¥1.77M |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
4.77522 |
383700.0 |
¥1.83M |
|
| 2019-04-09 |
RSI强势追入 |
买入 |
5.99 |
296000.0 |
¥1.77M |
|
| 2019-04-29 |
RSI走弱 |
卖出 |
5.30469 |
296000.0 |
¥1.57M |
|
| 2019-08-21 |
RSI强势追入 |
买入 |
4.974969999999999 |
322600.0 |
¥1.61M |
|
| 2019-09-18 |
RSI走弱 |
卖出 |
5.004989999999999 |
322600.0 |
¥1.61M |
|
| 2019-12-18 |
RSI强势追入 |
买入 |
4.974969999999999 |
327600.0 |
¥1.63M |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
4.90509 |
327600.0 |
¥1.61M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
5.53553 |
284600.0 |
¥1.58M |
|
| 2020-08-11 |
RSI走弱 |
卖出 |
6.20379 |
284600.0 |
¥1.77M |
|
| 2020-11-11 |
RSI强势追入 |
买入 |
7.4074 |
243500.0 |
¥1.80M |
|
| 2020-12-14 |
RSI走弱 |
卖出 |
7.9720200000000006 |
243500.0 |
¥1.94M |
|
| 2021-02-09 |
RSI强势追入 |
买入 |
8.96896 |
216200.0 |
¥1.94M |
|
| 2021-03-25 |
RSI走弱 |
卖出 |
9.23076 |
216200.0 |
¥2.00M |
|
| 2021-05-11 |
RSI强势追入 |
买入 |
14.844829999999998 |
128600.0 |
¥1.91M |
|
| 2021-06-09 |
RSI走弱 |
卖出 |
13.11687 |
128600.0 |
¥1.69M |
|
| 2021-08-31 |
RSI强势追入 |
买入 |
17.327309999999997 |
100000.0 |
¥1.73M |
|
| 2021-09-27 |
RSI走弱 |
卖出 |
17.72226 |
100000.0 |
¥1.77M |
|
| 2022-03-08 |
RSI强势追入 |
买入 |
15.515499999999996 |
109700.0 |
¥1.70M |
|
| 2022-03-15 |
RSI走弱 |
卖出 |
12.76722 |
109700.0 |
¥1.40M |
|
| 2022-12-06 |
RSI强势追入 |
买入 |
11.611599999999997 |
128500.0 |
¥1.49M |
|
| 2022-12-22 |
RSI走弱 |
卖出 |
10.93905 |
128500.0 |
¥1.41M |
|
| 2023-01-17 |
RSI强势追入 |
买入 |
12.72271 |
110900.0 |
¥1.41M |
|
| 2023-03-09 |
RSI走弱 |
卖出 |
13.39659 |
110900.0 |
¥1.49M |
|
| 2023-04-17 |
RSI强势追入 |
买入 |
15.065050000000001 |
98300.0 |
¥1.48M |
|
| 2023-04-27 |
RSI走弱 |
卖出 |
14.0859 |
98300.0 |
¥1.38M |
|
| 2023-08-02 |
RSI强势追入 |
买入 |
14.874859999999996 |
93000.0 |
¥1.38M |
|
| 2023-08-24 |
RSI走弱 |
卖出 |
14.15583 |
93000.0 |
¥1.32M |
|
| 2023-09-04 |
RSI强势追入 |
买入 |
15.615599999999997 |
84600.0 |
¥1.32M |
|
| 2023-09-22 |
RSI走弱 |
卖出 |
14.8851 |
84600.0 |
¥1.26M |
|
| 2024-04-02 |
RSI强势追入 |
买入 |
14.024009999999999 |
89600.0 |
¥1.26M |
|
| 2024-04-24 |
RSI走弱 |
卖出 |
13.60638 |
89600.0 |
¥1.22M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
14.614599999999998 |
81800.0 |
¥1.20M |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
14.02596 |
81800.0 |
¥1.15M |
|
| 2025-01-17 |
RSI强势追入 |
买入 |
16.56655 |
70800.0 |
¥1.17M |
|
| 2025-02-28 |
RSI走弱 |
卖出 |
15.944040000000001 |
70800.0 |
¥1.13M |
|
| 2025-03-07 |
RSI强势追入 |
买入 |
18.128109999999996 |
62700.0 |
¥1.14M |
|
| 2025-03-31 |
RSI走弱 |
卖出 |
17.3826 |
62700.0 |
¥1.09M |
|
| 2025-08-28 |
RSI强势追入 |
买入 |
18.54853 |
58100.0 |
¥1.08M |
|
| 2025-11-24 |
RSI走弱 |
卖出 |
23.14683 |
58100.0 |
¥1.34M |
|
| 2025-12-08 |
RSI强势追入 |
买入 |
28.238209999999995 |
47700.0 |
¥1.35M |
|
| 2026-02-03 |
RSI走弱 |
卖出 |
33.05691 |
47700.0 |
¥1.58M |
|