000999 华润三九 — 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: ¥79.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -20.36%）
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 19 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 |
2015-04-03 |
2015-06-23 |
27.245381162999998 |
34.7652 |
¥27.5万 |
+27.56% |
RSI走弱 |
| 2 |
2016-07-08 |
2016-08-02 |
25.573209661999996 |
25.234740000000002 |
¥-1.7万 |
-1.35% |
RSI走弱 |
| 3 |
2017-03-27 |
2017-04-17 |
27.465667228999994 |
26.323649999999997 |
¥-5.3万 |
-4.19% |
RSI走弱 |
| 4 |
2017-05-17 |
2017-07-05 |
30.039009000000004 |
30.079890000000002 |
¥1,271 |
+0.11% |
RSI走弱 |
| 5 |
2019-03-05 |
2019-04-19 |
26.123924827 |
27.96201 |
¥8.4万 |
+7.00% |
RSI走弱 |
| 6 |
2020-02-04 |
2020-02-14 |
38.55006155 |
32.967 |
¥-18.3万 |
-14.51% |
RSI走弱 |
| 7 |
2020-07-10 |
2020-07-17 |
31.54095945 |
29.38059 |
¥-7.6万 |
-6.88% |
RSI走弱 |
| 8 |
2021-05-19 |
2021-06-15 |
25.953703775999998 |
25.35462 |
¥-2.4万 |
-2.34% |
RSI走弱 |
| 9 |
2021-07-02 |
2021-07-07 |
28.106499420999995 |
26.06391 |
¥-7.3万 |
-7.30% |
RSI走弱 |
| 10 |
2021-08-30 |
2021-10-12 |
27.968388 |
28.141830000000002 |
¥5,478 |
+0.59% |
RSI走弱 |
| 11 |
2021-12-21 |
2022-01-28 |
26.985043084999994 |
34.265699999999995 |
¥25.1万 |
+26.94% |
RSI走弱 |
| 12 |
2022-03-30 |
2022-04-14 |
43.236146954 |
37.372589999999995 |
¥-16.0万 |
-13.59% |
RSI走弱 |
| 13 |
2022-07-05 |
2022-07-07 |
48.71325959499999 |
42.82713 |
¥-12.4万 |
-12.11% |
RSI走弱 |
| 14 |
2022-10-17 |
2022-12-07 |
43.95708316999999 |
52.4475 |
¥17.4万 |
+19.28% |
RSI走弱 |
| 15 |
2023-03-14 |
2023-03-27 |
56.553440943999995 |
51.13881 |
¥-10.3万 |
-9.60% |
RSI走弱 |
| 16 |
2023-05-08 |
2023-06-08 |
65.78542970999999 |
61.98795 |
¥-5.6万 |
-5.80% |
RSI走弱 |
| 17 |
2024-01-29 |
2024-02-27 |
55.22171154499999 |
53.346599999999995 |
¥-3.1万 |
-3.42% |
RSI走弱 |
| 18 |
2024-04-23 |
2024-05-23 |
59.97788796999999 |
59.75019 |
¥-3,611 |
-0.41% |
RSI走弱 |
| 19 |
2024-10-09 |
2024-11-01 |
50.26527506 |
44.97498 |
¥-9.0万 |
-10.55% |
RSI走弱 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-03 |
RSI强势追入 |
买入 |
27.237209999999997 |
36600.0 |
¥99.7万 |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
34.7652 |
36600.0 |
¥1.27M |
|
| 2016-07-08 |
RSI强势追入 |
买入 |
25.565539999999995 |
49500.0 |
¥1.27M |
|
| 2016-08-02 |
RSI走弱 |
卖出 |
25.234740000000002 |
49500.0 |
¥1.25M |
|
| 2017-03-27 |
RSI强势追入 |
买入 |
27.457429999999995 |
45700.0 |
¥1.26M |
|
| 2017-04-17 |
RSI走弱 |
卖出 |
26.323649999999997 |
45700.0 |
¥1.20M |
|
| 2017-05-17 |
RSI强势追入 |
买入 |
30.03 |
39900.0 |
¥1.20M |
|
| 2017-07-05 |
RSI走弱 |
卖出 |
30.079890000000002 |
39900.0 |
¥1.20M |
|
| 2019-03-05 |
RSI强势追入 |
买入 |
26.116089999999996 |
46000.0 |
¥1.20M |
|
| 2019-04-19 |
RSI走弱 |
卖出 |
27.96201 |
46000.0 |
¥1.29M |
|
| 2020-02-04 |
RSI强势追入 |
买入 |
38.5385 |
32700.0 |
¥1.26M |
|
| 2020-02-14 |
RSI走弱 |
卖出 |
32.967 |
32700.0 |
¥1.08M |
|
| 2020-07-10 |
RSI强势追入 |
买入 |
31.5315 |
35000.0 |
¥1.10M |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
29.38059 |
35000.0 |
¥1.03M |
|
| 2021-05-19 |
RSI强势追入 |
买入 |
25.945919999999997 |
39400.0 |
¥1.02M |
|
| 2021-06-15 |
RSI走弱 |
卖出 |
25.35462 |
39400.0 |
¥99.9万 |
|
| 2021-07-02 |
RSI强势追入 |
买入 |
28.098069999999996 |
35700.0 |
¥1.00M |
|
| 2021-07-07 |
RSI走弱 |
卖出 |
26.06391 |
35700.0 |
¥93.0万 |
|
| 2021-08-30 |
RSI强势追入 |
买入 |
27.96 |
33200.0 |
¥92.9万 |
|
| 2021-10-12 |
RSI走弱 |
卖出 |
28.141830000000002 |
33200.0 |
¥93.4万 |
|
| 2021-12-21 |
RSI强势追入 |
买入 |
26.976949999999995 |
34500.0 |
¥93.1万 |
|
| 2022-01-28 |
RSI走弱 |
卖出 |
34.265699999999995 |
34500.0 |
¥1.18M |
|
| 2022-03-30 |
RSI强势追入 |
买入 |
43.22317999999999 |
27300.0 |
¥1.18M |
|
| 2022-04-14 |
RSI走弱 |
卖出 |
37.372589999999995 |
27300.0 |
¥1.02M |
|
| 2022-07-05 |
RSI强势追入 |
买入 |
48.698649999999994 |
21100.0 |
¥1.03M |
|
| 2022-07-07 |
RSI走弱 |
卖出 |
42.82713 |
21100.0 |
¥90.3万 |
|
| 2022-10-17 |
RSI强势追入 |
买入 |
43.94389999999999 |
20500.0 |
¥90.1万 |
|
| 2022-12-07 |
RSI走弱 |
卖出 |
52.4475 |
20500.0 |
¥1.07M |
|
| 2023-03-14 |
RSI强势追入 |
买入 |
56.53647999999999 |
18900.0 |
¥1.07M |
|
| 2023-03-27 |
RSI走弱 |
卖出 |
51.13881 |
18900.0 |
¥96.6万 |
|
| 2023-05-08 |
RSI强势追入 |
买入 |
65.7657 |
14700.0 |
¥96.7万 |
|
| 2023-06-08 |
RSI走弱 |
卖出 |
61.98795 |
14700.0 |
¥91.1万 |
|
| 2024-01-29 |
RSI强势追入 |
买入 |
55.20514999999999 |
16400.0 |
¥90.6万 |
|
| 2024-02-27 |
RSI走弱 |
卖出 |
53.346599999999995 |
16400.0 |
¥87.5万 |
|
| 2024-04-23 |
RSI强势追入 |
买入 |
59.9599 |
14700.0 |
¥88.2万 |
|
| 2024-05-23 |
RSI走弱 |
卖出 |
59.75019 |
14700.0 |
¥87.8万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
50.2502 |
17000.0 |
¥85.5万 |
|
| 2024-11-01 |
RSI走弱 |
卖出 |
44.97498 |
17000.0 |
¥76.4万 |
|