000977 浪潮信息 — 追涨杀跌 回测明细
数据区间: 2015-01-19 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥60.0万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -40.00%）
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 20 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 |
2015-03-06 |
2015-04-28 |
52.077628602999994 |
33.966 |
¥-34.6万 |
-34.80% |
RSI走弱 |
| 2 |
2016-09-26 |
2016-10-19 |
27.13523813 |
24.975 |
¥-5.2万 |
-7.99% |
RSI走弱 |
| 3 |
2017-09-13 |
2017-10-17 |
19.925875969999996 |
19.01097 |
¥-2.8万 |
-4.62% |
RSI走弱 |
| 4 |
2017-11-21 |
2017-11-27 |
22.058645609 |
19.81017 |
¥-5.8万 |
-10.22% |
RSI走弱 |
| 5 |
2018-03-06 |
2018-04-24 |
20.946282 |
22.417559999999998 |
¥3.6万 |
+6.99% |
RSI走弱 |
| 6 |
2019-02-12 |
2019-04-12 |
18.804419634000002 |
24.395580000000002 |
¥16.3万 |
+29.69% |
RSI走弱 |
| 7 |
2019-08-26 |
2019-10-08 |
24.581922364999997 |
25.894080000000002 |
¥3.7万 |
+5.31% |
RSI走弱 |
| 8 |
2019-11-19 |
2019-12-24 |
30.940179269999994 |
29.3 |
¥-3.9万 |
-5.33% |
RSI走弱 |
| 9 |
2020-01-23 |
2020-02-04 |
35.64629068 |
32.17 |
¥-6.8万 |
-9.78% |
RSI走弱 |
| 10 |
2020-02-12 |
2020-03-02 |
42.85565283999998 |
42.94701 |
¥1,161 |
+0.18% |
RSI走弱 |
| 11 |
2021-08-09 |
2021-08-18 |
33.323273984 |
29.90007 |
¥-6.6万 |
-10.30% |
RSI走弱 |
| 12 |
2021-11-25 |
2022-01-10 |
34.460335 |
33.82614 |
¥-1.1万 |
-1.87% |
RSI走弱 |
| 13 |
2023-02-07 |
2023-03-10 |
25.222754557000002 |
33.44652 |
¥18.4万 |
+32.56% |
RSI走弱 |
| 14 |
2023-06-15 |
2023-06-30 |
52.26787565999999 |
46.92303 |
¥-7.6万 |
-10.25% |
RSI走弱 |
| 15 |
2024-03-05 |
2024-04-08 |
42.0546126 |
39.29067 |
¥-4.3万 |
-6.60% |
RSI走弱 |
| 16 |
2024-10-09 |
2024-11-26 |
44.0572132 |
45.95399999999999 |
¥2.6万 |
+4.27% |
RSI走弱 |
| 17 |
2024-12-27 |
2025-01-03 |
54.87125643999999 |
48.50145 |
¥-7.6万 |
-11.64% |
RSI走弱 |
| 18 |
2025-02-11 |
2025-03-03 |
60.27827806 |
59.270669999999996 |
¥-9,741 |
-1.70% |
RSI走弱 |
| 19 |
2025-07-16 |
2025-09-05 |
55.381919592999985 |
59.03091 |
¥3.7万 |
+6.56% |
RSI走弱 |
| 20 |
2026-04-21 |
2026-05-18 |
71.10233430299999 |
69.8301 |
¥-1.1万 |
-1.82% |
RSI走弱 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-06 |
RSI强势追入 |
买入 |
52.062009999999994 |
19100.0 |
¥99.5万 |
|
| 2015-04-28 |
RSI走弱 |
卖出 |
33.966 |
19100.0 |
¥64.9万 |
|
| 2016-09-26 |
RSI强势追入 |
买入 |
27.127100000000002 |
24000.0 |
¥65.1万 |
|
| 2016-10-19 |
RSI走弱 |
卖出 |
24.975 |
24000.0 |
¥59.9万 |
|
| 2017-09-13 |
RSI强势追入 |
买入 |
19.919899999999995 |
30100.0 |
¥60.0万 |
|
| 2017-10-17 |
RSI走弱 |
卖出 |
19.01097 |
30100.0 |
¥57.2万 |
|
| 2017-11-21 |
RSI强势追入 |
买入 |
22.05203 |
25600.0 |
¥56.5万 |
|
| 2017-11-27 |
RSI走弱 |
卖出 |
19.81017 |
25600.0 |
¥50.7万 |
|
| 2018-03-06 |
RSI强势追入 |
买入 |
20.94 |
24300.0 |
¥50.9万 |
|
| 2018-04-24 |
RSI走弱 |
卖出 |
22.417559999999998 |
24300.0 |
¥54.5万 |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
18.79878 |
29200.0 |
¥54.9万 |
|
| 2019-04-12 |
RSI走弱 |
卖出 |
24.395580000000002 |
29200.0 |
¥71.2万 |
|
| 2019-08-26 |
RSI强势追入 |
买入 |
24.57455 |
28400.0 |
¥69.8万 |
|
| 2019-10-08 |
RSI走弱 |
卖出 |
25.894080000000002 |
28400.0 |
¥73.5万 |
|
| 2019-11-19 |
RSI强势追入 |
买入 |
30.930899999999994 |
23900.0 |
¥73.9万 |
|
| 2019-12-24 |
RSI走弱 |
卖出 |
29.3 |
23900.0 |
¥70.0万 |
|
| 2020-01-23 |
RSI强势追入 |
买入 |
35.6356 |
19500.0 |
¥69.5万 |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
32.17 |
19500.0 |
¥62.7万 |
|
| 2020-02-12 |
RSI强势追入 |
买入 |
42.84279999999999 |
14800.0 |
¥63.4万 |
|
| 2020-03-02 |
RSI走弱 |
卖出 |
42.94701 |
14800.0 |
¥63.5万 |
|
| 2021-08-09 |
RSI强势追入 |
买入 |
33.31328 |
19300.0 |
¥64.3万 |
|
| 2021-08-18 |
RSI走弱 |
卖出 |
29.90007 |
19300.0 |
¥57.7万 |
|
| 2021-11-25 |
RSI强势追入 |
买入 |
34.45 |
16800.0 |
¥57.9万 |
|
| 2022-01-10 |
RSI走弱 |
卖出 |
33.82614 |
16800.0 |
¥56.8万 |
|
| 2023-02-07 |
RSI强势追入 |
买入 |
25.215190000000003 |
22400.0 |
¥56.5万 |
|
| 2023-03-10 |
RSI走弱 |
卖出 |
33.44652 |
22400.0 |
¥74.9万 |
|
| 2023-06-15 |
RSI强势追入 |
买入 |
52.25219999999999 |
14200.0 |
¥74.2万 |
|
| 2023-06-30 |
RSI走弱 |
卖出 |
46.92303 |
14200.0 |
¥66.6万 |
|
| 2024-03-05 |
RSI强势追入 |
买入 |
42.041999999999994 |
15600.0 |
¥65.6万 |
|
| 2024-04-08 |
RSI走弱 |
卖出 |
39.29067 |
15600.0 |
¥61.3万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
44.044 |
13800.0 |
¥60.8万 |
|
| 2024-11-26 |
RSI走弱 |
卖出 |
45.95399999999999 |
13800.0 |
¥63.4万 |
|
| 2024-12-27 |
RSI强势追入 |
买入 |
54.85479999999999 |
11900.0 |
¥65.3万 |
|
| 2025-01-03 |
RSI走弱 |
卖出 |
48.50145 |
11900.0 |
¥57.7万 |
|
| 2025-02-11 |
RSI强势追入 |
买入 |
60.260200000000005 |
9500.0 |
¥57.3万 |
|
| 2025-03-03 |
RSI走弱 |
卖出 |
59.270669999999996 |
9500.0 |
¥56.3万 |
|
| 2025-07-16 |
RSI强势追入 |
买入 |
55.36530999999999 |
10200.0 |
¥56.5万 |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
59.03091 |
10200.0 |
¥60.2万 |
|
| 2026-04-21 |
RSI强势追入 |
买入 |
71.08100999999999 |
8300.0 |
¥59.0万 |
|
| 2026-05-18 |
RSI走弱 |
卖出 |
69.8301 |
8300.0 |
¥57.9万 |
|