003816 中国广核 — 追涨杀跌 回测明细
数据区间: 2019-08-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.27M
策略: 追涨杀跌
K线 & 交易信号(策略收益 +27.48%)
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 12 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 |
2020-06-12 |
2020-06-30 |
3.0039008999999997 |
2.95704 |
¥-1.6万 |
-1.59% |
RSI走弱 |
| 2 |
2020-07-08 |
2020-07-17 |
3.1841349539999997 |
3.07692 |
¥-3.3万 |
-3.40% |
RSI走弱 |
| 3 |
2021-03-17 |
2021-03-26 |
2.950885 |
2.7971999999999997 |
¥-4.9万 |
-5.24% |
RSI走弱 |
| 4 |
2021-09-02 |
2021-10-13 |
2.7135238129999997 |
2.97702 |
¥8.7万 |
+9.68% |
RSI走弱 |
| 5 |
2023-03-08 |
2023-03-30 |
2.8436928519999993 |
2.84715 |
¥900 |
+0.09% |
RSI走弱 |
| 6 |
2023-05-04 |
2023-05-25 |
3.10403093 |
3.02697 |
¥-2.5万 |
-2.51% |
RSI走弱 |
| 7 |
2024-01-04 |
2024-03-13 |
3.2642389779999994 |
3.76623 |
¥14.7万 |
+15.34% |
RSI走弱 |
| 8 |
2024-06-11 |
2024-08-01 |
4.415734323 |
4.64 |
¥5.6万 |
+5.05% |
RSI走弱 |
| 9 |
2025-10-16 |
2025-11-18 |
3.9551361849999997 |
3.9360599999999994 |
¥-5,972 |
-0.51% |
RSI走弱 |
| 10 |
2026-03-06 |
2026-05-21 |
4.125357235999999 |
4.55544 |
¥12.1万 |
+10.39% |
RSI走弱 |
| 11 |
2026-09-03 |
2026-09-23 |
4.335630299 |
4.18581 |
¥-4.5万 |
-3.48% |
RSI走弱 |
| 12 |
2026-10-15 |
2026-11-13 |
4.535890359 |
4.67 |
¥3.6万 |
+2.93% |
强平 |
逐笔成交记录(共 24 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2020-06-12 |
RSI强势追入 |
买入 |
3.0029999999999997 |
327800.0 |
¥98.5万 |
|
| 2020-06-30 |
RSI走弱 |
卖出 |
2.95704 |
327800.0 |
¥96.9万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
3.1831799999999997 |
306500.0 |
¥97.6万 |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
3.07692 |
306500.0 |
¥94.3万 |
|
| 2021-03-17 |
RSI强势追入 |
买入 |
2.95 |
319200.0 |
¥94.2万 |
|
| 2021-03-26 |
RSI走弱 |
卖出 |
2.7971999999999997 |
319200.0 |
¥89.3万 |
|
| 2021-09-02 |
RSI强势追入 |
买入 |
2.7127099999999995 |
331700.0 |
¥90.0万 |
|
| 2021-10-13 |
RSI走弱 |
卖出 |
2.97702 |
331700.0 |
¥98.7万 |
|
| 2023-03-08 |
RSI强势追入 |
买入 |
2.8428399999999994 |
345800.0 |
¥98.3万 |
|
| 2023-03-30 |
RSI走弱 |
卖出 |
2.84715 |
345800.0 |
¥98.4万 |
|
| 2023-05-04 |
RSI强势追入 |
买入 |
3.1031 |
318200.0 |
¥98.8万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
3.02697 |
318200.0 |
¥96.3万 |
|
| 2024-01-04 |
RSI强势追入 |
买入 |
3.2632599999999994 |
294100.0 |
¥96.0万 |
|
| 2024-03-13 |
RSI走弱 |
卖出 |
3.76623 |
294100.0 |
¥1.11M |
|
| 2024-06-11 |
RSI强势追入 |
买入 |
4.414409999999999 |
251400.0 |
¥1.11M |
|
| 2024-08-01 |
RSI走弱 |
卖出 |
4.64 |
251400.0 |
¥1.17M |
|
| 2025-10-16 |
RSI强势追入 |
买入 |
3.95395 |
294800.0 |
¥1.17M |
|
| 2025-11-18 |
RSI走弱 |
卖出 |
3.9360599999999994 |
294800.0 |
¥1.16M |
|
| 2026-03-06 |
RSI强势追入 |
买入 |
4.12412 |
281200.0 |
¥1.16M |
|
| 2026-05-21 |
RSI走弱 |
卖出 |
4.55544 |
281200.0 |
¥1.28M |
|
| 2026-09-03 |
RSI强势追入 |
买入 |
4.33433 |
295300.0 |
¥1.28M |
|
| 2026-09-23 |
RSI走弱 |
卖出 |
4.18581 |
295300.0 |
¥1.24M |
|
| 2026-10-15 |
RSI强势追入 |
买入 |
4.53453 |
271200.0 |
¥1.23M |
|
| 2026-11-13 |
强平 |
卖出 |
4.67 |
271200 |
¥1.27M |
回测结束强平 |