000938 紫光股份 — 追涨杀跌 回测明细
数据区间: 2015-05-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥14.0万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -86.03%）
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 |
2015-06-17 |
2015-07-03 |
134.17424019999999 |
71.928 |
¥-46.1万 |
-46.41% |
RSI走弱 |
| 2 |
2015-10-30 |
2015-12-01 |
94.382566278 |
98.36153999999999 |
¥2.2万 |
+4.18% |
RSI走弱 |
| 3 |
2016-07-22 |
2016-08-02 |
69.08972069999999 |
63.02691 |
¥-4.9万 |
-8.80% |
RSI走弱 |
| 4 |
2017-06-27 |
2017-07-18 |
60.06800499699999 |
54.03 |
¥-5.1万 |
-10.08% |
RSI走弱 |
| 5 |
2017-11-14 |
2017-12-01 |
70.59167115 |
66.933 |
¥-2.4万 |
-5.21% |
RSI走弱 |
| 6 |
2018-04-03 |
2018-05-02 |
79.92378994599999 |
72.02789999999999 |
¥-4.3万 |
-9.91% |
RSI走弱 |
| 7 |
2019-02-20 |
2019-03-27 |
36.951082 |
41.77818 |
¥5.1万 |
+13.03% |
RSI走弱 |
| 8 |
2019-07-29 |
2019-08-27 |
32.702467797999994 |
31.80816 |
¥-1.2万 |
-2.76% |
RSI走弱 |
| 9 |
2020-01-14 |
2020-02-04 |
34.044210199999995 |
28.74 |
¥-6.7万 |
-15.61% |
RSI走弱 |
| 10 |
2020-02-13 |
2020-03-13 |
39.941868967 |
40.83912 |
¥8,053 |
+2.22% |
RSI走弱 |
| 11 |
2020-07-08 |
2020-07-17 |
49.344078784 |
43.666290000000004 |
¥-4.3万 |
-11.53% |
RSI走弱 |
| 12 |
2021-06-02 |
2021-06-25 |
21.82834654 |
21.03 |
¥-1.2万 |
-3.69% |
RSI走弱 |
| 13 |
2021-07-20 |
2021-08-16 |
27.595836267999996 |
25.46451 |
¥-2.5万 |
-7.75% |
RSI走弱 |
| 14 |
2022-11-18 |
2022-12-21 |
18.664237592 |
19.01097 |
¥5,354 |
+1.83% |
RSI走弱 |
| 15 |
2023-01-06 |
2023-02-20 |
24.011181194 |
22.79 |
¥-1.5万 |
-5.11% |
RSI走弱 |
| 16 |
2023-03-24 |
2023-04-27 |
31.020283293999995 |
28.44153 |
¥-2.3万 |
-8.34% |
RSI走弱 |
| 17 |
2023-06-20 |
2023-06-29 |
36.066836806 |
30.8691 |
¥-3.7万 |
-14.44% |
RSI走弱 |
| 18 |
2024-03-05 |
2024-03-27 |
24.922364466999998 |
21.56841 |
¥-2.9万 |
-13.48% |
RSI走弱 |
| 19 |
2024-10-09 |
2024-11-19 |
26.033807799999995 |
25.4745 |
¥-4,139 |
-2.18% |
RSI走弱 |
| 20 |
2024-12-31 |
2025-01-03 |
29.227955757 |
26.013960000000004 |
¥-2.1万 |
-11.02% |
RSI走弱 |
| 21 |
2025-08-19 |
2025-09-10 |
26.627986 |
26.433540000000004 |
¥-1,295 |
-0.76% |
RSI走弱 |
| 22 |
2026-01-13 |
2026-01-27 |
27.235368159999997 |
25.90407 |
¥-8,302 |
-4.92% |
RSI走弱 |
| 23 |
2026-04-24 |
2026-05-22 |
30.920153264 |
29.59038 |
¥-6,827 |
-4.33% |
RSI走弱 |
| 24 |
2026-07-13 |
2026-07-31 |
38.479970529 |
34.8651 |
¥-1.5万 |
-9.42% |
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 |
|---|
| 2015-06-17 |
RSI强势追入 |
买入 |
134.134 |
7400.0 |
¥99.3万 |
|
| 2015-07-03 |
RSI走弱 |
卖出 |
71.928 |
7400.0 |
¥53.2万 |
|
| 2015-10-30 |
RSI强势追入 |
买入 |
94.35426 |
5500.0 |
¥51.9万 |
|
| 2015-12-01 |
RSI走弱 |
卖出 |
98.36153999999999 |
5500.0 |
¥54.1万 |
|
| 2016-07-22 |
RSI强势追入 |
买入 |
69.06899999999999 |
8000.0 |
¥55.3万 |
|
| 2016-08-02 |
RSI走弱 |
卖出 |
63.02691 |
8000.0 |
¥50.4万 |
|
| 2017-06-27 |
RSI强势追入 |
买入 |
60.049989999999994 |
8500.0 |
¥51.1万 |
|
| 2017-07-18 |
RSI走弱 |
卖出 |
54.03 |
8500.0 |
¥45.9万 |
|
| 2017-11-14 |
RSI强势追入 |
买入 |
70.5705 |
6400.0 |
¥45.2万 |
|
| 2017-12-01 |
RSI走弱 |
卖出 |
66.933 |
6400.0 |
¥42.8万 |
|
| 2018-04-03 |
RSI强势追入 |
买入 |
79.89981999999999 |
5400.0 |
¥43.2万 |
|
| 2018-05-02 |
RSI走弱 |
卖出 |
72.02789999999999 |
5400.0 |
¥38.9万 |
|
| 2019-02-20 |
RSI强势追入 |
买入 |
36.94 |
10600.0 |
¥39.2万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
41.77818 |
10600.0 |
¥44.3万 |
|
| 2019-07-29 |
RSI强势追入 |
买入 |
32.69266 |
13300.0 |
¥43.5万 |
|
| 2019-08-27 |
RSI走弱 |
卖出 |
31.80816 |
13300.0 |
¥42.3万 |
|
| 2020-01-14 |
RSI强势追入 |
买入 |
34.034 |
12700.0 |
¥43.2万 |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
28.74 |
12700.0 |
¥36.5万 |
|
| 2020-02-13 |
RSI强势追入 |
买入 |
39.92988999999999 |
9100.0 |
¥36.3万 |
|
| 2020-03-13 |
RSI走弱 |
卖出 |
40.83912 |
9100.0 |
¥37.2万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
49.32928 |
7500.0 |
¥37.0万 |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
43.666290000000004 |
7500.0 |
¥32.7万 |
|
| 2021-06-02 |
RSI强势追入 |
买入 |
21.8218 |
15100.0 |
¥33.0万 |
|
| 2021-06-25 |
RSI走弱 |
卖出 |
21.03 |
15100.0 |
¥31.7万 |
|
| 2021-07-20 |
RSI强势追入 |
买入 |
27.587559999999996 |
11500.0 |
¥31.7万 |
|
| 2021-08-16 |
RSI走弱 |
卖出 |
25.46451 |
11500.0 |
¥29.3万 |
|
| 2022-11-18 |
RSI强势追入 |
买入 |
18.65864 |
15700.0 |
¥29.3万 |
|
| 2022-12-21 |
RSI走弱 |
卖出 |
19.01097 |
15700.0 |
¥29.8万 |
|
| 2023-01-06 |
RSI强势追入 |
买入 |
24.00398 |
12100.0 |
¥29.1万 |
|
| 2023-02-20 |
RSI走弱 |
卖出 |
22.79 |
12100.0 |
¥27.6万 |
|
| 2023-03-24 |
RSI强势追入 |
买入 |
31.010979999999993 |
9000.0 |
¥27.9万 |
|
| 2023-04-27 |
RSI走弱 |
卖出 |
28.44153 |
9000.0 |
¥25.6万 |
|
| 2023-06-20 |
RSI强势追入 |
买入 |
36.05602 |
7100.0 |
¥25.6万 |
|
| 2023-06-29 |
RSI走弱 |
卖出 |
30.8691 |
7100.0 |
¥21.9万 |
|
| 2024-03-05 |
RSI强势追入 |
买入 |
24.914889999999996 |
8700.0 |
¥21.7万 |
|
| 2024-03-27 |
RSI走弱 |
卖出 |
21.56841 |
8700.0 |
¥18.8万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
26.025999999999993 |
7300.0 |
¥19.0万 |
|
| 2024-11-19 |
RSI走弱 |
卖出 |
25.4745 |
7300.0 |
¥18.6万 |
|
| 2024-12-31 |
RSI强势追入 |
买入 |
29.219189999999998 |
6500.0 |
¥19.0万 |
|
| 2025-01-03 |
RSI走弱 |
卖出 |
26.013960000000004 |
6500.0 |
¥16.9万 |
|
| 2025-08-19 |
RSI强势追入 |
买入 |
26.62 |
6400.0 |
¥17.0万 |
|
| 2025-09-10 |
RSI走弱 |
卖出 |
26.433540000000004 |
6400.0 |
¥16.9万 |
|
| 2026-01-13 |
RSI强势追入 |
买入 |
27.227199999999996 |
6200.0 |
¥16.9万 |
|
| 2026-01-27 |
RSI走弱 |
卖出 |
25.90407 |
6200.0 |
¥16.1万 |
|
| 2026-04-24 |
RSI强势追入 |
买入 |
30.910879999999995 |
5100.0 |
¥15.8万 |
|
| 2026-05-22 |
RSI走弱 |
卖出 |
29.59038 |
5100.0 |
¥15.1万 |
|
| 2026-07-13 |
RSI强势追入 |
买入 |
38.46843 |
4000.0 |
¥15.4万 |
|
| 2026-07-31 |
RSI走弱 |
卖出 |
34.8651 |
4000.0 |
¥13.9万 |
|