002532 天山铝业 — 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: ¥94.5万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -5.55%）
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 21 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 |
2015-03-09 |
2015-05-08 |
12.726526813 |
15.284699999999999 |
¥20.0万 |
+20.07% |
RSI走弱 |
| 2 |
2015-05-20 |
2015-07-02 |
19.004679694 |
16.02396 |
¥-18.4万 |
-15.71% |
RSI走弱 |
| 3 |
2015-11-17 |
2015-11-30 |
16.341220895999996 |
14.31567 |
¥-12.3万 |
-12.42% |
RSI走弱 |
| 4 |
2016-11-17 |
2016-11-29 |
16.281142878 |
15.43455 |
¥-4.6万 |
-5.23% |
RSI走弱 |
| 5 |
2018-09-21 |
2018-10-09 |
5.306891589999999 |
5.004989999999999 |
¥-4.5万 |
-5.72% |
RSI走弱 |
| 6 |
2019-02-26 |
2019-04-24 |
5.607281679999999 |
7.602390000000001 |
¥28.4万 |
+35.54% |
RSI走弱 |
| 7 |
2020-01-15 |
2020-02-03 |
6.428347925999999 |
5.59 |
¥-14.1万 |
-13.07% |
RSI走弱 |
| 8 |
2020-06-30 |
2020-07-27 |
8.010402399999998 |
7.8621300000000005 |
¥-1.7万 |
-1.88% |
RSI走弱 |
| 9 |
2020-11-12 |
2020-12-04 |
8.41092252 |
8.31168 |
¥-1.1万 |
-1.21% |
RSI走弱 |
| 10 |
2021-02-10 |
2021-03-19 |
10.013002999999998 |
9.950040000000001 |
¥-5,889 |
-0.66% |
RSI走弱 |
| 11 |
2021-05-11 |
2021-05-21 |
12.015603599999999 |
10.12986 |
¥-14.0万 |
-15.72% |
RSI走弱 |
| 12 |
2021-08-31 |
2021-09-27 |
11.464888434999997 |
10.71927 |
¥-4.9万 |
-6.53% |
RSI走弱 |
| 13 |
2022-08-03 |
2022-09-01 |
8.671260597999998 |
7.602390000000001 |
¥-8.8万 |
-12.35% |
RSI走弱 |
| 14 |
2022-12-12 |
2023-01-03 |
8.390896514 |
7.662330000000001 |
¥-5.4万 |
-8.71% |
RSI走弱 |
| 15 |
2023-02-03 |
2023-02-16 |
8.991676693999999 |
8.281709999999999 |
¥-4.5万 |
-7.92% |
RSI走弱 |
| 16 |
2023-08-02 |
2023-08-14 |
6.979063090999998 |
6.61338 |
¥-2.8万 |
-5.27% |
RSI走弱 |
| 17 |
2024-03-22 |
2024-06-12 |
6.258126875 |
7.962029999999999 |
¥13.6万 |
+27.19% |
RSI走弱 |
| 18 |
2024-10-09 |
2024-11-19 |
8.362508 |
8.41158 |
¥3,533 |
+0.56% |
RSI走弱 |
| 19 |
2025-01-17 |
2025-02-19 |
8.891546664000002 |
8.5914 |
¥-2.2万 |
-3.40% |
RSI走弱 |
| 20 |
2025-07-23 |
2025-11-19 |
9.342131798999997 |
13.016969999999999 |
¥24.3万 |
+39.29% |
RSI走弱 |
| 21 |
2025-12-29 |
2026-02-06 |
15.570219665 |
16.992990000000002 |
¥7.9万 |
+9.11% |
RSI走弱 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-09 |
RSI强势追入 |
买入 |
12.72271 |
78400.0 |
¥99.8万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
15.284699999999999 |
78400.0 |
¥1.20M |
|
| 2015-05-20 |
RSI强势追入 |
买入 |
18.99898 |
61500.0 |
¥1.17M |
|
| 2015-07-02 |
RSI走弱 |
卖出 |
16.02396 |
61500.0 |
¥98.5万 |
|
| 2015-11-17 |
RSI强势追入 |
买入 |
16.336319999999997 |
60700.0 |
¥99.2万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
14.31567 |
60700.0 |
¥86.9万 |
|
| 2016-11-17 |
RSI强势追入 |
买入 |
16.27626 |
54500.0 |
¥88.7万 |
|
| 2016-11-29 |
RSI走弱 |
卖出 |
15.43455 |
54500.0 |
¥84.1万 |
|
| 2018-09-21 |
RSI强势追入 |
买入 |
5.305299999999999 |
149400.0 |
¥79.3万 |
|
| 2018-10-09 |
RSI走弱 |
卖出 |
5.004989999999999 |
149400.0 |
¥74.8万 |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
5.605599999999999 |
142400.0 |
¥79.8万 |
|
| 2019-04-24 |
RSI走弱 |
卖出 |
7.602390000000001 |
142400.0 |
¥1.08M |
|
| 2020-01-15 |
RSI强势追入 |
买入 |
6.4264199999999985 |
168200.0 |
¥1.08M |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
5.59 |
168200.0 |
¥94.0万 |
|
| 2020-06-30 |
RSI强势追入 |
买入 |
8.008 |
115700.0 |
¥92.7万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
7.8621300000000005 |
115700.0 |
¥90.9万 |
|
| 2020-11-12 |
RSI强势追入 |
买入 |
8.4084 |
109400.0 |
¥92.0万 |
|
| 2020-12-04 |
RSI走弱 |
卖出 |
8.31168 |
109400.0 |
¥90.9万 |
|
| 2021-02-10 |
RSI强势追入 |
买入 |
10.009999999999998 |
89300.0 |
¥89.4万 |
|
| 2021-03-19 |
RSI走弱 |
卖出 |
9.950040000000001 |
89300.0 |
¥88.8万 |
|
| 2021-05-11 |
RSI强势追入 |
买入 |
12.011999999999999 |
74300.0 |
¥89.3万 |
|
| 2021-05-21 |
RSI走弱 |
卖出 |
10.12986 |
74300.0 |
¥75.2万 |
|
| 2021-08-31 |
RSI强势追入 |
买入 |
11.461449999999997 |
65500.0 |
¥75.1万 |
|
| 2021-09-27 |
RSI走弱 |
卖出 |
10.71927 |
65500.0 |
¥70.2万 |
|
| 2022-08-03 |
RSI强势追入 |
买入 |
8.66866 |
82100.0 |
¥71.2万 |
|
| 2022-09-01 |
RSI走弱 |
卖出 |
7.602390000000001 |
82100.0 |
¥62.4万 |
|
| 2022-12-12 |
RSI强势追入 |
买入 |
8.38838 |
73800.0 |
¥61.9万 |
|
| 2023-01-03 |
RSI走弱 |
卖出 |
7.662330000000001 |
73800.0 |
¥56.5万 |
|
| 2023-02-03 |
RSI强势追入 |
买入 |
8.98898 |
63700.0 |
¥57.3万 |
|
| 2023-02-16 |
RSI走弱 |
卖出 |
8.281709999999999 |
63700.0 |
¥52.7万 |
|
| 2023-08-02 |
RSI强势追入 |
买入 |
6.976969999999998 |
75500.0 |
¥52.7万 |
|
| 2023-08-14 |
RSI走弱 |
卖出 |
6.61338 |
75500.0 |
¥49.9万 |
|
| 2024-03-22 |
RSI强势追入 |
买入 |
6.25625 |
80000.0 |
¥50.1万 |
|
| 2024-06-12 |
RSI走弱 |
卖出 |
7.962029999999999 |
80000.0 |
¥63.7万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
8.36 |
75900.0 |
¥63.5万 |
|
| 2024-11-19 |
RSI走弱 |
卖出 |
8.41158 |
75900.0 |
¥63.8万 |
|
| 2025-01-17 |
RSI强势追入 |
买入 |
8.88888 |
71900.0 |
¥63.9万 |
|
| 2025-02-19 |
RSI走弱 |
卖出 |
8.5914 |
71900.0 |
¥61.8万 |
|
| 2025-07-23 |
RSI强势追入 |
买入 |
9.339329999999999 |
66100.0 |
¥61.8万 |
|
| 2025-11-19 |
RSI走弱 |
卖出 |
13.016969999999999 |
66100.0 |
¥86.0万 |
|
| 2025-12-29 |
RSI强势追入 |
买入 |
15.565549999999998 |
55500.0 |
¥86.4万 |
|
| 2026-02-06 |
RSI走弱 |
卖出 |
16.992990000000002 |
55500.0 |
¥94.3万 |
|