000895 双汇发展 — 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: ¥47.5万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -52.46%）
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 |
2015-03-27 |
2015-05-04 |
36.64759098 |
38.2617 |
¥4.4万 |
+4.37% |
RSI走弱 |
| 2 |
2015-12-23 |
2016-01-05 |
21.527956449999994 |
18.781200000000002 |
¥-13.3万 |
-12.79% |
RSI走弱 |
| 3 |
2016-04-01 |
2016-04-12 |
21.177501344999996 |
19.98 |
¥-5.2万 |
-5.68% |
RSI走弱 |
| 4 |
2016-04-26 |
2016-04-29 |
22.318983687 |
20.5794 |
¥-6.7万 |
-7.82% |
RSI走弱 |
| 5 |
2016-07-13 |
2016-09-05 |
24.011181194 |
23.81616 |
¥-6,651 |
-0.84% |
RSI走弱 |
| 6 |
2017-03-24 |
2017-05-02 |
22.959815878999997 |
21.52845 |
¥-4.9万 |
-6.26% |
RSI走弱 |
| 7 |
2017-06-30 |
2017-07-14 |
23.770869121999993 |
22.12785 |
¥-5.1万 |
-6.94% |
RSI走弱 |
| 8 |
2017-09-25 |
2017-11-28 |
24.121324227 |
26.033939999999998 |
¥5.4万 |
+7.90% |
RSI走弱 |
| 9 |
2018-06-01 |
2018-06-19 |
28.987643685 |
26.973 |
¥-5.1万 |
-6.98% |
RSI走弱 |
| 10 |
2019-10-23 |
2019-12-05 |
27.065147108999998 |
29.04093 |
¥5.0万 |
+7.27% |
RSI走弱 |
| 11 |
2020-02-20 |
2020-03-18 |
35.63627767700001 |
34.625339999999994 |
¥-2.1万 |
-2.87% |
RSI走弱 |
| 12 |
2020-04-08 |
2020-05-19 |
40.702857194999986 |
40.96899 |
¥4,417 |
+0.62% |
RSI走弱 |
| 13 |
2020-07-01 |
2020-08-13 |
46.13991782399999 |
52.85708999999999 |
¥10.5万 |
+14.52% |
RSI走弱 |
| 14 |
2020-08-31 |
2020-09-08 |
64.88425944 |
56.07387 |
¥-11.1万 |
-13.60% |
RSI走弱 |
| 15 |
2021-11-04 |
2021-11-29 |
31.741219509999997 |
28.7712 |
¥-6.6万 |
-9.38% |
RSI走弱 |
| 16 |
2022-04-19 |
2022-05-05 |
31.94147957 |
29.44053 |
¥-5.1万 |
-7.86% |
RSI走弱 |
| 17 |
2023-08-30 |
2023-09-12 |
26.334197889999995 |
25.7742 |
¥-1.3万 |
-2.16% |
RSI走弱 |
| 18 |
2024-01-29 |
2024-03-13 |
28.18660344499999 |
28.50147 |
¥6,341 |
+1.09% |
RSI走弱 |
| 19 |
2024-10-09 |
2024-10-29 |
26.457935 |
24.3756 |
¥-4.6万 |
-7.90% |
RSI走弱 |
| 20 |
2025-07-23 |
2025-08-01 |
25.73341771 |
24.70527 |
¥-2.2万 |
-4.02% |
RSI走弱 |
| 21 |
2025-11-11 |
2025-12-09 |
26.854874046 |
26.573400000000003 |
¥-5,615 |
-1.08% |
RSI走弱 |
| 22 |
2026-03-13 |
2026-03-24 |
27.816122333999996 |
27.552419999999998 |
¥-5,059 |
-0.98% |
RSI走弱 |
| 23 |
2026-07-30 |
2026-08-10 |
26.093885817999997 |
24.14583 |
¥-3.8万 |
-7.49% |
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 |
|---|
| 2015-03-27 |
RSI强势追入 |
买入 |
36.636599999999994 |
27200.0 |
¥99.7万 |
|
| 2015-05-04 |
RSI走弱 |
卖出 |
38.2617 |
27200.0 |
¥1.04M |
|
| 2015-12-23 |
RSI强势追入 |
买入 |
21.521499999999996 |
48200.0 |
¥1.04M |
|
| 2016-01-05 |
RSI走弱 |
卖出 |
18.781200000000002 |
48200.0 |
¥90.5万 |
|
| 2016-04-01 |
RSI强势追入 |
买入 |
21.171149999999997 |
43000.0 |
¥91.1万 |
|
| 2016-04-12 |
RSI走弱 |
卖出 |
19.98 |
43000.0 |
¥85.9万 |
|
| 2016-04-26 |
RSI强势追入 |
买入 |
22.312289999999997 |
38100.0 |
¥85.0万 |
|
| 2016-04-29 |
RSI走弱 |
卖出 |
20.5794 |
38100.0 |
¥78.4万 |
|
| 2016-07-13 |
RSI强势追入 |
买入 |
24.00398 |
32900.0 |
¥79.0万 |
|
| 2016-09-05 |
RSI走弱 |
卖出 |
23.81616 |
32900.0 |
¥78.3万 |
|
| 2017-03-24 |
RSI强势追入 |
买入 |
22.95293 |
34000.0 |
¥78.1万 |
|
| 2017-05-02 |
RSI走弱 |
卖出 |
21.52845 |
34000.0 |
¥73.2万 |
|
| 2017-06-30 |
RSI强势追入 |
买入 |
23.763739999999995 |
30800.0 |
¥73.2万 |
|
| 2017-07-14 |
RSI走弱 |
卖出 |
22.12785 |
30800.0 |
¥68.1万 |
|
| 2017-09-25 |
RSI强势追入 |
买入 |
24.114089999999997 |
28300.0 |
¥68.3万 |
|
| 2017-11-28 |
RSI走弱 |
卖出 |
26.033939999999998 |
28300.0 |
¥73.7万 |
|
| 2018-06-01 |
RSI强势追入 |
买入 |
28.978949999999998 |
25100.0 |
¥72.8万 |
|
| 2018-06-19 |
RSI走弱 |
卖出 |
26.973 |
25100.0 |
¥67.7万 |
|
| 2019-10-23 |
RSI强势追入 |
买入 |
27.057029999999997 |
25400.0 |
¥68.7万 |
|
| 2019-12-05 |
RSI走弱 |
卖出 |
29.04093 |
25400.0 |
¥73.7万 |
|
| 2020-02-20 |
RSI强势追入 |
买入 |
35.62559 |
20500.0 |
¥73.1万 |
|
| 2020-03-18 |
RSI走弱 |
卖出 |
34.625339999999994 |
20500.0 |
¥71.0万 |
|
| 2020-04-08 |
RSI强势追入 |
买入 |
40.69064999999999 |
17400.0 |
¥70.8万 |
|
| 2020-05-19 |
RSI走弱 |
卖出 |
40.96899 |
17400.0 |
¥71.3万 |
|
| 2020-07-01 |
RSI强势追入 |
买入 |
46.126079999999995 |
15600.0 |
¥72.0万 |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
52.85708999999999 |
15600.0 |
¥82.4万 |
|
| 2020-08-31 |
RSI强势追入 |
买入 |
64.86479999999999 |
12600.0 |
¥81.8万 |
|
| 2020-09-08 |
RSI走弱 |
卖出 |
56.07387 |
12600.0 |
¥70.6万 |
|
| 2021-11-04 |
RSI强势追入 |
买入 |
31.731699999999996 |
22300.0 |
¥70.8万 |
|
| 2021-11-29 |
RSI走弱 |
卖出 |
28.7712 |
22300.0 |
¥64.1万 |
|
| 2022-04-19 |
RSI强势追入 |
买入 |
31.9319 |
20300.0 |
¥64.8万 |
|
| 2022-05-05 |
RSI走弱 |
卖出 |
29.44053 |
20300.0 |
¥59.7万 |
|
| 2023-08-30 |
RSI强势追入 |
买入 |
26.326299999999996 |
22600.0 |
¥59.5万 |
|
| 2023-09-12 |
RSI走弱 |
卖出 |
25.7742 |
22600.0 |
¥58.2万 |
|
| 2024-01-29 |
RSI强势追入 |
买入 |
28.17814999999999 |
20700.0 |
¥58.3万 |
|
| 2024-03-13 |
RSI走弱 |
卖出 |
28.50147 |
20700.0 |
¥59.0万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
26.45 |
22000.0 |
¥58.2万 |
|
| 2024-10-29 |
RSI走弱 |
卖出 |
24.3756 |
22000.0 |
¥53.6万 |
|
| 2025-07-23 |
RSI强势追入 |
买入 |
25.7257 |
21200.0 |
¥54.6万 |
|
| 2025-08-01 |
RSI走弱 |
卖出 |
24.70527 |
21200.0 |
¥52.4万 |
|
| 2025-11-11 |
RSI强势追入 |
买入 |
26.846819999999997 |
19400.0 |
¥52.1万 |
|
| 2025-12-09 |
RSI走弱 |
卖出 |
26.573400000000003 |
19400.0 |
¥51.5万 |
|
| 2026-03-13 |
RSI强势追入 |
买入 |
27.807779999999998 |
18600.0 |
¥51.7万 |
|
| 2026-03-24 |
RSI走弱 |
卖出 |
27.552419999999998 |
18600.0 |
¥51.2万 |
|
| 2026-07-30 |
RSI强势追入 |
买入 |
26.086059999999996 |
19600.0 |
¥51.1万 |
|
| 2026-08-10 |
RSI走弱 |
卖出 |
24.14583 |
19600.0 |
¥47.3万 |
|