001979 招商蛇口 — 追涨杀跌 回测明细
数据区间: 2015-12-30 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥47.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -52.42%）
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 18 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 |
2016-07-18 |
2016-08-02 |
15.540180655999997 |
14.80518 |
¥-4.7万 |
-4.76% |
RSI走弱 |
| 2 |
2016-08-16 |
2016-09-05 |
16.992066090999995 |
15.7842 |
¥-6.7万 |
-7.14% |
RSI走弱 |
| 3 |
2016-10-21 |
2016-11-08 |
17.22236516 |
16.51347 |
¥-3.6万 |
-4.14% |
RSI走弱 |
| 4 |
2016-11-25 |
2016-12-07 |
18.814432637 |
17.67231 |
¥-5.2万 |
-6.10% |
RSI走弱 |
| 5 |
2017-04-11 |
2017-05-03 |
19.605459873999997 |
18.8811 |
¥-3.0万 |
-3.72% |
RSI走弱 |
| 6 |
2017-11-22 |
2017-12-07 |
19.985953988 |
18.721259999999997 |
¥-4.9万 |
-6.36% |
RSI走弱 |
| 7 |
2018-01-09 |
2018-02-08 |
22.0286066 |
22.7772 |
¥2.4万 |
+3.37% |
RSI走弱 |
| 8 |
2018-09-25 |
2018-10-09 |
19.0247057 |
17.52246 |
¥-5.6万 |
-7.92% |
RSI走弱 |
| 9 |
2019-02-14 |
2019-04-23 |
19.865797951999998 |
21.73 |
¥6.4万 |
+9.35% |
RSI走弱 |
| 10 |
2020-07-08 |
2020-07-24 |
18.604159573999997 |
17.282700000000002 |
¥-5.3万 |
-7.13% |
RSI走弱 |
| 11 |
2021-09-24 |
2021-10-21 |
12.356045701999998 |
11.878110000000003 |
¥-2.7万 |
-3.90% |
RSI走弱 |
| 12 |
2021-12-10 |
2022-01-17 |
12.916773869999998 |
12.83715 |
¥-4,266 |
-0.65% |
RSI走弱 |
| 13 |
2022-04-07 |
2022-05-06 |
15.82054474 |
14.20578 |
¥-6.6万 |
-10.23% |
RSI走弱 |
| 14 |
2022-08-22 |
2022-10-17 |
14.81924444 |
15.254730000000002 |
¥1.7万 |
+2.91% |
RSI走弱 |
| 15 |
2023-08-01 |
2023-08-22 |
14.148373238999998 |
13.5864 |
¥-2.4万 |
-4.00% |
RSI走弱 |
| 16 |
2024-05-20 |
2024-05-31 |
10.994277294 |
9.64035 |
¥-7.0万 |
-12.34% |
RSI走弱 |
| 17 |
2024-10-09 |
2024-11-15 |
11.344732398999998 |
11.118870000000001 |
¥-9,993 |
-2.02% |
RSI走弱 |
| 18 |
2026-01-30 |
2026-02-27 |
10.81404324 |
10.019969999999999 |
¥-3.7万 |
-7.37% |
RSI走弱 |
逐笔成交记录（共 36 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-07-18 |
RSI强势追入 |
买入 |
15.535519999999998 |
63700.0 |
¥99.0万 |
|
| 2016-08-02 |
RSI走弱 |
卖出 |
14.80518 |
63700.0 |
¥94.3万 |
|
| 2016-08-16 |
RSI强势追入 |
买入 |
16.986969999999996 |
55600.0 |
¥94.5万 |
|
| 2016-09-05 |
RSI走弱 |
卖出 |
15.7842 |
55600.0 |
¥87.7万 |
|
| 2016-10-21 |
RSI强势追入 |
买入 |
17.2172 |
51000.0 |
¥87.8万 |
|
| 2016-11-08 |
RSI走弱 |
卖出 |
16.51347 |
51000.0 |
¥84.2万 |
|
| 2016-11-25 |
RSI强势追入 |
买入 |
18.80879 |
45000.0 |
¥84.7万 |
|
| 2016-12-07 |
RSI走弱 |
卖出 |
17.67231 |
45000.0 |
¥79.5万 |
|
| 2017-04-11 |
RSI强势追入 |
买入 |
19.599579999999996 |
40600.0 |
¥79.6万 |
|
| 2017-05-03 |
RSI走弱 |
卖出 |
18.8811 |
40600.0 |
¥76.6万 |
|
| 2017-11-22 |
RSI强势追入 |
买入 |
19.97996 |
38300.0 |
¥76.5万 |
|
| 2017-12-07 |
RSI走弱 |
卖出 |
18.721259999999997 |
38300.0 |
¥71.7万 |
|
| 2018-01-09 |
RSI强势追入 |
买入 |
22.022 |
32300.0 |
¥71.2万 |
|
| 2018-02-08 |
RSI走弱 |
卖出 |
22.7772 |
32300.0 |
¥73.5万 |
|
| 2018-09-25 |
RSI强势追入 |
买入 |
19.019 |
37200.0 |
¥70.8万 |
|
| 2018-10-09 |
RSI走弱 |
卖出 |
17.52246 |
37200.0 |
¥65.2万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
19.85984 |
34400.0 |
¥68.3万 |
|
| 2019-04-23 |
RSI走弱 |
卖出 |
21.73 |
34400.0 |
¥74.7万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
18.598579999999995 |
39800.0 |
¥74.0万 |
|
| 2020-07-24 |
RSI走弱 |
卖出 |
17.282700000000002 |
39800.0 |
¥68.8万 |
|
| 2021-09-24 |
RSI强势追入 |
买入 |
12.352339999999998 |
56200.0 |
¥69.4万 |
|
| 2021-10-21 |
RSI走弱 |
卖出 |
11.878110000000003 |
56200.0 |
¥66.7万 |
|
| 2021-12-10 |
RSI强势追入 |
买入 |
12.912899999999999 |
51100.0 |
¥66.0万 |
|
| 2022-01-17 |
RSI走弱 |
卖出 |
12.83715 |
51100.0 |
¥65.6万 |
|
| 2022-04-07 |
RSI强势追入 |
买入 |
15.815800000000001 |
40800.0 |
¥64.5万 |
|
| 2022-05-06 |
RSI走弱 |
卖出 |
14.20578 |
40800.0 |
¥57.9万 |
|
| 2022-08-22 |
RSI强势追入 |
买入 |
14.8148 |
40100.0 |
¥59.4万 |
|
| 2022-10-17 |
RSI走弱 |
卖出 |
15.254730000000002 |
40100.0 |
¥61.2万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
14.144129999999999 |
43200.0 |
¥61.1万 |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
13.5864 |
43200.0 |
¥58.7万 |
|
| 2024-05-20 |
RSI强势追入 |
买入 |
10.990979999999999 |
51800.0 |
¥57.0万 |
|
| 2024-05-31 |
RSI走弱 |
卖出 |
9.64035 |
51800.0 |
¥49.9万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
11.34133 |
43600.0 |
¥49.5万 |
|
| 2024-11-15 |
RSI走弱 |
卖出 |
11.118870000000001 |
43600.0 |
¥48.5万 |
|
| 2026-01-30 |
RSI强势追入 |
买入 |
10.8108 |
47000.0 |
¥50.8万 |
|
| 2026-02-27 |
RSI走弱 |
卖出 |
10.019969999999999 |
47000.0 |
¥47.1万 |
|