000858 五粮液 — 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: ¥1.32M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +31.52%）
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 |
2015-04-15 |
2015-05-06 |
25.102598520999997 |
25.56441 |
¥1.8万 |
+1.81% |
RSI走弱 |
| 2 |
2015-06-16 |
2015-06-23 |
32.249672000000004 |
28.32165 |
¥-12.3万 |
-12.21% |
RSI走弱 |
| 3 |
2016-03-29 |
2016-04-20 |
28.13653843 |
26.65332 |
¥-4.7万 |
-5.30% |
RSI走弱 |
| 4 |
2016-05-04 |
2016-05-27 |
30.940179269999994 |
28.851119999999998 |
¥-5.7万 |
-6.78% |
RSI走弱 |
| 5 |
2016-07-07 |
2016-08-03 |
35.295835575 |
34.455510000000004 |
¥-1.9万 |
-2.41% |
RSI走弱 |
| 6 |
2016-11-30 |
2016-12-15 |
36.49739593499999 |
35.664300000000004 |
¥-1.8万 |
-2.31% |
RSI走弱 |
| 7 |
2017-02-14 |
2017-04-11 |
38.75032161 |
41.44851 |
¥5.2万 |
+6.93% |
RSI走弱 |
| 8 |
2017-06-08 |
2017-07-10 |
51.026263287999996 |
51.538410000000006 |
¥7,798 |
+0.97% |
RSI走弱 |
| 9 |
2017-10-12 |
2017-11-24 |
61.439786407999996 |
67.50242999999999 |
¥8.0万 |
+9.83% |
RSI走弱 |
| 10 |
2017-12-21 |
2018-01-30 |
81.57593544099998 |
81.01889999999999 |
¥-6,337 |
-0.71% |
RSI走弱 |
| 11 |
2019-01-30 |
2019-05-07 |
58.465924517 |
93.3 |
¥52.2万 |
+59.53% |
RSI走弱 |
| 12 |
2019-07-02 |
2019-08-02 |
124.87216041299999 |
116.19369 |
¥-9.7万 |
-6.98% |
RSI走弱 |
| 13 |
2019-09-02 |
2019-09-12 |
141.68399244999998 |
127.5 |
¥-13.1万 |
-10.04% |
RSI走弱 |
| 14 |
2020-01-14 |
2020-01-22 |
140.28217202999997 |
130.85901 |
¥-7.9万 |
-6.75% |
RSI走弱 |
| 15 |
2020-04-29 |
2020-09-09 |
139.1807417 |
218.59119 |
¥62.7万 |
+57.01% |
RSI走弱 |
| 16 |
2020-11-06 |
2020-12-01 |
260.38814301499997 |
255.0 |
¥-3.6万 |
-2.10% |
RSI走弱 |
| 17 |
2021-01-05 |
2021-01-15 |
297.58644916 |
287.712 |
¥-5.6万 |
-3.35% |
RSI走弱 |
| 18 |
2021-05-26 |
2021-06-09 |
320.91674615 |
296.703 |
¥-12.2万 |
-7.57% |
RSI走弱 |
| 19 |
2021-12-09 |
2021-12-30 |
245.31857349999996 |
224.84493 |
¥-12.5万 |
-8.37% |
RSI走弱 |
| 20 |
2022-06-28 |
2022-07-22 |
193.25095789999997 |
187.3125 |
¥-4.3万 |
-3.10% |
RSI走弱 |
| 21 |
2022-12-07 |
2023-02-27 |
175.63808562299997 |
198.86094 |
¥17.6万 |
+13.19% |
RSI走弱 |
| 22 |
2024-03-15 |
2024-04-09 |
149.19374469999997 |
146.3535 |
¥-2.9万 |
-1.93% |
RSI走弱 |
| 23 |
2024-10-09 |
2024-11-25 |
160.048 |
145.74410999999998 |
¥-12.9万 |
-8.96% |
RSI走弱 |
| 24 |
2025-08-26 |
2025-09-05 |
130.098947979 |
125.2746 |
¥-5.1万 |
-3.74% |
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 |
|---|
| 2015-04-15 |
RSI强势追入 |
买入 |
25.095069999999996 |
39700.0 |
¥99.7万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
25.56441 |
39700.0 |
¥1.01M |
|
| 2015-06-16 |
RSI强势追入 |
买入 |
32.24 |
31300.0 |
¥1.01M |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
28.32165 |
31300.0 |
¥88.6万 |
|
| 2016-03-29 |
RSI强势追入 |
买入 |
28.1281 |
31700.0 |
¥89.2万 |
|
| 2016-04-20 |
RSI走弱 |
卖出 |
26.65332 |
31700.0 |
¥84.5万 |
|
| 2016-05-04 |
RSI强势追入 |
买入 |
30.930899999999994 |
27200.0 |
¥84.2万 |
|
| 2016-05-27 |
RSI走弱 |
卖出 |
28.851119999999998 |
27200.0 |
¥78.5万 |
|
| 2016-07-07 |
RSI强势追入 |
买入 |
35.28525 |
22200.0 |
¥78.4万 |
|
| 2016-08-03 |
RSI走弱 |
卖出 |
34.455510000000004 |
22200.0 |
¥76.5万 |
|
| 2016-11-30 |
RSI强势追入 |
买入 |
36.48645 |
20900.0 |
¥76.3万 |
|
| 2016-12-15 |
RSI走弱 |
卖出 |
35.664300000000004 |
20900.0 |
¥74.5万 |
|
| 2017-02-14 |
RSI强势追入 |
买入 |
38.7387 |
19400.0 |
¥75.2万 |
|
| 2017-04-11 |
RSI走弱 |
卖出 |
41.44851 |
19400.0 |
¥80.4万 |
|
| 2017-06-08 |
RSI强势追入 |
买入 |
51.01096 |
15700.0 |
¥80.1万 |
|
| 2017-07-10 |
RSI走弱 |
卖出 |
51.538410000000006 |
15700.0 |
¥80.9万 |
|
| 2017-10-12 |
RSI强势追入 |
买入 |
61.42135999999999 |
13200.0 |
¥81.1万 |
|
| 2017-11-24 |
RSI走弱 |
卖出 |
67.50242999999999 |
13200.0 |
¥89.1万 |
|
| 2017-12-21 |
RSI强势追入 |
买入 |
81.55147 |
10900.0 |
¥88.9万 |
|
| 2018-01-30 |
RSI走弱 |
卖出 |
81.01889999999999 |
10900.0 |
¥88.3万 |
|
| 2019-01-30 |
RSI强势追入 |
买入 |
58.448389999999996 |
15000.0 |
¥87.7万 |
|
| 2019-05-07 |
RSI走弱 |
卖出 |
93.3 |
15000.0 |
¥1.40M |
|
| 2019-07-02 |
RSI强势追入 |
买入 |
124.83471 |
11100.0 |
¥1.39M |
|
| 2019-08-02 |
RSI走弱 |
卖出 |
116.19369 |
11100.0 |
¥1.29M |
|
| 2019-09-02 |
RSI强势追入 |
买入 |
141.64149999999998 |
9200.0 |
¥1.30M |
|
| 2019-09-12 |
RSI走弱 |
卖出 |
127.5 |
9200.0 |
¥1.17M |
|
| 2020-01-14 |
RSI强势追入 |
买入 |
140.24009999999998 |
8400.0 |
¥1.18M |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
130.85901 |
8400.0 |
¥1.10M |
|
| 2020-04-29 |
RSI强势追入 |
买入 |
139.13899999999998 |
7900.0 |
¥1.10M |
|
| 2020-09-09 |
RSI走弱 |
卖出 |
218.59119 |
7900.0 |
¥1.73M |
|
| 2020-11-06 |
RSI强势追入 |
买入 |
260.31005 |
6600.0 |
¥1.72M |
|
| 2020-12-01 |
RSI走弱 |
卖出 |
255.0 |
6600.0 |
¥1.68M |
|
| 2021-01-05 |
RSI强势追入 |
买入 |
297.49719999999996 |
5600.0 |
¥1.67M |
|
| 2021-01-15 |
RSI走弱 |
卖出 |
287.712 |
5600.0 |
¥1.61M |
|
| 2021-05-26 |
RSI强势追入 |
买入 |
320.8205 |
5000.0 |
¥1.60M |
|
| 2021-06-09 |
RSI走弱 |
卖出 |
296.703 |
5000.0 |
¥1.48M |
|
| 2021-12-09 |
RSI强势追入 |
买入 |
245.24499999999995 |
6100.0 |
¥1.50M |
|
| 2021-12-30 |
RSI走弱 |
卖出 |
224.84493 |
6100.0 |
¥1.37M |
|
| 2022-06-28 |
RSI强势追入 |
买入 |
193.19299999999998 |
7100.0 |
¥1.37M |
|
| 2022-07-22 |
RSI走弱 |
卖出 |
187.3125 |
7100.0 |
¥1.33M |
|
| 2022-12-07 |
RSI强势追入 |
买入 |
175.58540999999997 |
7600.0 |
¥1.33M |
|
| 2023-02-27 |
RSI走弱 |
卖出 |
198.86094 |
7600.0 |
¥1.51M |
|
| 2024-03-15 |
RSI强势追入 |
买入 |
149.14899999999997 |
10100.0 |
¥1.51M |
|
| 2024-04-09 |
RSI走弱 |
卖出 |
146.3535 |
10100.0 |
¥1.48M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
160.0 |
9000.0 |
¥1.44M |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
145.74410999999998 |
9000.0 |
¥1.31M |
|
| 2025-08-26 |
RSI强势追入 |
买入 |
130.05992999999998 |
10400.0 |
¥1.35M |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
125.2746 |
10400.0 |
¥1.30M |
|