002049 紫光国微 — 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: ¥50.8万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -49.21%）
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 |
2015-01-27 |
2015-05-07 |
31.821323533999998 |
36.7632 |
¥15.4万 |
+15.50% |
RSI走弱 |
| 2 |
2015-05-25 |
2015-06-17 |
51.116380314999994 |
50.819129999999994 |
¥-6,844 |
-0.61% |
RSI走弱 |
| 3 |
2015-11-17 |
2016-03-14 |
64.06319319399998 |
48.73 |
¥-27.5万 |
-23.96% |
RSI走弱 |
| 4 |
2017-09-22 |
2017-10-25 |
34.44473032 |
31.48848 |
¥-7.3万 |
-8.61% |
RSI走弱 |
| 5 |
2017-11-08 |
2017-12-27 |
39.06072470299999 |
46.113839999999996 |
¥14.2万 |
+18.02% |
RSI走弱 |
| 6 |
2018-04-24 |
2018-05-14 |
57.004026079 |
50.978970000000004 |
¥-9.7万 |
-10.60% |
RSI走弱 |
| 7 |
2019-02-20 |
2019-04-24 |
35.080521 |
43.13682 |
¥19.2万 |
+22.93% |
RSI走弱 |
| 8 |
2019-09-04 |
2019-09-26 |
56.062803797 |
54.10583999999999 |
¥-3.7万 |
-3.52% |
RSI走弱 |
| 9 |
2020-01-23 |
2020-02-04 |
58.07541739999999 |
46.1 |
¥-20.3万 |
-20.64% |
RSI走弱 |
| 10 |
2020-02-21 |
2020-03-02 |
64.19336223299999 |
59.8401 |
¥-5.4万 |
-6.81% |
RSI走弱 |
| 11 |
2020-05-21 |
2020-06-09 |
75.858510728 |
65.51 |
¥-10.2万 |
-13.67% |
RSI走弱 |
| 12 |
2020-07-08 |
2020-08-24 |
115.14953449999997 |
127.45241999999999 |
¥6.6万 |
+10.65% |
RSI走弱 |
| 13 |
2020-12-24 |
2021-01-18 |
127.96617833999997 |
127.62225 |
¥-2,102 |
-0.30% |
RSI走弱 |
| 14 |
2021-05-26 |
2021-09-14 |
135.606099629 |
202.18760999999998 |
¥34.6万 |
+49.05% |
RSI走弱 |
| 15 |
2022-08-11 |
2022-08-25 |
243.806610047 |
162.0 |
¥-35.2万 |
-33.57% |
RSI走弱 |
| 16 |
2024-03-04 |
2024-03-26 |
75.0975225 |
64.85508 |
¥-9.3万 |
-13.66% |
RSI走弱 |
| 17 |
2024-10-10 |
2024-11-19 |
71.02130000000001 |
65.69424000000001 |
¥-4.5万 |
-7.53% |
RSI走弱 |
| 18 |
2025-07-30 |
2025-09-04 |
73.104934903 |
75.924 |
¥2.1万 |
+3.83% |
RSI走弱 |
| 19 |
2025-09-29 |
2025-10-20 |
87.63380225599998 |
80.7192 |
¥-4.5万 |
-7.92% |
RSI走弱 |
| 20 |
2026-05-12 |
2026-06-02 |
81.154339 |
76.47345 |
¥-3.1万 |
-5.80% |
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 |
|---|
| 2015-01-27 |
RSI强势追入 |
买入 |
31.81178 |
31300.0 |
¥99.6万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
36.7632 |
31300.0 |
¥1.15M |
|
| 2015-05-25 |
RSI强势追入 |
买入 |
51.101049999999994 |
21900.0 |
¥1.12M |
|
| 2015-06-17 |
RSI走弱 |
卖出 |
50.819129999999994 |
21900.0 |
¥1.11M |
|
| 2015-11-17 |
RSI强势追入 |
买入 |
64.04397999999999 |
17900.0 |
¥1.15M |
|
| 2016-03-14 |
RSI走弱 |
卖出 |
48.73 |
17900.0 |
¥87.2万 |
|
| 2017-09-22 |
RSI强势追入 |
买入 |
34.4344 |
24600.0 |
¥84.7万 |
|
| 2017-10-25 |
RSI走弱 |
卖出 |
31.48848 |
24600.0 |
¥77.4万 |
|
| 2017-11-08 |
RSI强势追入 |
买入 |
39.049009999999996 |
20200.0 |
¥78.9万 |
|
| 2017-12-27 |
RSI走弱 |
卖出 |
46.113839999999996 |
20200.0 |
¥93.1万 |
|
| 2018-04-24 |
RSI强势追入 |
买入 |
56.986929999999994 |
16000.0 |
¥91.2万 |
|
| 2018-05-14 |
RSI走弱 |
卖出 |
50.978970000000004 |
16000.0 |
¥81.5万 |
|
| 2019-02-20 |
RSI强势追入 |
买入 |
35.07 |
23900.0 |
¥83.8万 |
|
| 2019-04-24 |
RSI走弱 |
卖出 |
43.13682 |
23900.0 |
¥1.03M |
|
| 2019-09-04 |
RSI强势追入 |
买入 |
56.045989999999996 |
18500.0 |
¥1.04M |
|
| 2019-09-26 |
RSI走弱 |
卖出 |
54.10583999999999 |
18500.0 |
¥1.00M |
|
| 2020-01-23 |
RSI强势追入 |
买入 |
58.05799999999999 |
16900.0 |
¥98.1万 |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
46.1 |
16900.0 |
¥77.9万 |
|
| 2020-02-21 |
RSI强势追入 |
买入 |
64.17411 |
12300.0 |
¥79.0万 |
|
| 2020-03-02 |
RSI走弱 |
卖出 |
59.8401 |
12300.0 |
¥73.6万 |
|
| 2020-05-21 |
RSI强势追入 |
买入 |
75.83576 |
9800.0 |
¥74.3万 |
|
| 2020-06-09 |
RSI走弱 |
卖出 |
65.51 |
9800.0 |
¥64.2万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
115.11499999999998 |
5400.0 |
¥62.2万 |
|
| 2020-08-24 |
RSI走弱 |
卖出 |
127.45241999999999 |
5400.0 |
¥68.8万 |
|
| 2020-12-24 |
RSI强势追入 |
买入 |
127.92779999999998 |
5500.0 |
¥70.4万 |
|
| 2021-01-18 |
RSI走弱 |
卖出 |
127.62225 |
5500.0 |
¥70.2万 |
|
| 2021-05-26 |
RSI强势追入 |
买入 |
135.56543 |
5200.0 |
¥70.5万 |
|
| 2021-09-14 |
RSI走弱 |
卖出 |
202.18760999999998 |
5200.0 |
¥1.05M |
|
| 2022-08-11 |
RSI强势追入 |
买入 |
243.73349 |
4300.0 |
¥1.05M |
|
| 2022-08-25 |
RSI走弱 |
卖出 |
162.0 |
4300.0 |
¥69.6万 |
|
| 2024-03-04 |
RSI强势追入 |
买入 |
75.07499999999999 |
9100.0 |
¥68.3万 |
|
| 2024-03-26 |
RSI走弱 |
卖出 |
64.85508 |
9100.0 |
¥59.0万 |
|
| 2024-10-10 |
RSI强势追入 |
买入 |
71.0 |
8500.0 |
¥60.4万 |
|
| 2024-11-19 |
RSI走弱 |
卖出 |
65.69424000000001 |
8500.0 |
¥55.8万 |
|
| 2025-07-30 |
RSI强势追入 |
买入 |
73.08301 |
7600.0 |
¥55.6万 |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
75.924 |
7600.0 |
¥57.7万 |
|
| 2025-09-29 |
RSI强势追入 |
买入 |
87.60751999999998 |
6500.0 |
¥57.0万 |
|
| 2025-10-20 |
RSI走弱 |
卖出 |
80.7192 |
6500.0 |
¥52.5万 |
|
| 2026-05-12 |
RSI强势追入 |
买入 |
81.13 |
6500.0 |
¥52.8万 |
|
| 2026-06-02 |
RSI走弱 |
卖出 |
76.47345 |
6500.0 |
¥49.7万 |
|