300059 东方财富 — 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: ¥1.13M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +13.14%）
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 |
2015-01-30 |
2015-04-17 |
40.072038006 |
35.6 |
¥-11.2万 |
-11.19% |
RSI走弱 |
| 2 |
2015-05-05 |
2015-06-16 |
75.82274 |
71.78814 |
¥-4.7万 |
-5.35% |
RSI走弱 |
| 3 |
2015-10-20 |
2015-11-30 |
52.66839577999999 |
58.241699999999994 |
¥8.8万 |
+10.55% |
RSI走弱 |
| 4 |
2016-12-01 |
2016-12-07 |
21.537969453000002 |
19.94004 |
¥-6.8万 |
-7.45% |
RSI走弱 |
| 5 |
2017-08-09 |
2017-09-22 |
13.217163959999997 |
13.666319999999999 |
¥2.9万 |
+3.37% |
RSI走弱 |
| 6 |
2018-01-25 |
2018-02-07 |
16.000778794000002 |
14.575410000000002 |
¥-7.9万 |
-8.94% |
RSI走弱 |
| 7 |
2019-02-28 |
2019-03-27 |
18.62418558 |
18.491490000000002 |
¥-5,889 |
-0.74% |
RSI走弱 |
| 8 |
2019-09-10 |
2019-09-27 |
16.421324919999996 |
15.064920000000003 |
¥-6.6万 |
-8.29% |
RSI走弱 |
| 9 |
2019-12-18 |
2020-02-03 |
15.690375700999997 |
13.57 |
¥-9.9万 |
-13.54% |
RSI走弱 |
| 10 |
2020-02-24 |
2020-03-17 |
18.243691465999998 |
16.983 |
¥-4.4万 |
-6.94% |
RSI走弱 |
| 11 |
2020-06-23 |
2020-08-12 |
18.884523657999996 |
25.164810000000003 |
¥19.6万 |
+33.22% |
RSI走弱 |
| 12 |
2020-12-02 |
2020-12-14 |
29.338098789999993 |
26.4735 |
¥-7.7万 |
-9.79% |
RSI走弱 |
| 13 |
2021-01-05 |
2021-02-23 |
31.721193503999995 |
33.52644 |
¥4.0万 |
+5.66% |
RSI走弱 |
| 14 |
2021-05-21 |
2021-05-28 |
35.810739999999996 |
31.2687 |
¥-9.6万 |
-12.71% |
RSI走弱 |
| 15 |
2021-12-10 |
2021-12-30 |
36.998046085 |
36.2637 |
¥-1.3万 |
-2.01% |
RSI走弱 |
| 16 |
2022-12-12 |
2022-12-20 |
20.42652612 |
18.93105 |
¥-4.7万 |
-7.35% |
RSI走弱 |
| 17 |
2023-01-10 |
2023-02-16 |
21.067358311999996 |
21.6783 |
¥1.7万 |
+2.87% |
RSI走弱 |
| 18 |
2023-08-07 |
2023-08-22 |
16.551493959000002 |
15.4845 |
¥-3.9万 |
-6.47% |
RSI走弱 |
| 19 |
2024-09-26 |
2024-12-17 |
12.275941677999999 |
25.694279999999996 |
¥62.1万 |
+109.24% |
RSI走弱 |
| 20 |
2025-06-26 |
2025-08-01 |
23.550583055999997 |
23.1768 |
¥-1.9万 |
-1.62% |
RSI走弱 |
| 21 |
2025-08-19 |
2025-09-05 |
27.425615217 |
26.293680000000002 |
¥-4.8万 |
-4.16% |
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 |
|---|
| 2015-01-30 |
RSI强势追入 |
买入 |
40.06002 |
24900.0 |
¥99.8万 |
|
| 2015-04-17 |
RSI走弱 |
卖出 |
35.6 |
24900.0 |
¥88.6万 |
|
| 2015-05-05 |
RSI强势追入 |
买入 |
75.8 |
11500.0 |
¥87.2万 |
|
| 2015-06-16 |
RSI走弱 |
卖出 |
71.78814 |
11500.0 |
¥82.5万 |
|
| 2015-10-20 |
RSI强势追入 |
买入 |
52.65259999999999 |
15800.0 |
¥83.2万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
58.241699999999994 |
15800.0 |
¥92.0万 |
|
| 2016-12-01 |
RSI强势追入 |
买入 |
21.53151 |
42700.0 |
¥92.0万 |
|
| 2016-12-07 |
RSI走弱 |
卖出 |
19.94004 |
42700.0 |
¥85.1万 |
|
| 2017-08-09 |
RSI强势追入 |
买入 |
13.213199999999997 |
64500.0 |
¥85.3万 |
|
| 2017-09-22 |
RSI走弱 |
卖出 |
13.666319999999999 |
64500.0 |
¥88.1万 |
|
| 2018-01-25 |
RSI强势追入 |
买入 |
15.99598 |
55400.0 |
¥88.6万 |
|
| 2018-02-07 |
RSI走弱 |
卖出 |
14.575410000000002 |
55400.0 |
¥80.7万 |
|
| 2019-02-28 |
RSI强势追入 |
买入 |
18.6186 |
42600.0 |
¥79.3万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
18.491490000000002 |
42600.0 |
¥78.8万 |
|
| 2019-09-10 |
RSI强势追入 |
买入 |
16.416399999999996 |
48600.0 |
¥79.8万 |
|
| 2019-09-27 |
RSI走弱 |
卖出 |
15.064920000000003 |
48600.0 |
¥73.2万 |
|
| 2019-12-18 |
RSI强势追入 |
买入 |
15.685669999999996 |
46700.0 |
¥73.3万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
13.57 |
46700.0 |
¥63.4万 |
|
| 2020-02-24 |
RSI强势追入 |
买入 |
18.23822 |
34400.0 |
¥62.8万 |
|
| 2020-03-17 |
RSI走弱 |
卖出 |
16.983 |
34400.0 |
¥58.4万 |
|
| 2020-06-23 |
RSI强势追入 |
买入 |
18.878859999999996 |
31300.0 |
¥59.1万 |
|
| 2020-08-12 |
RSI走弱 |
卖出 |
25.164810000000003 |
31300.0 |
¥78.7万 |
|
| 2020-12-02 |
RSI强势追入 |
买入 |
29.329299999999996 |
26800.0 |
¥78.6万 |
|
| 2020-12-14 |
RSI走弱 |
卖出 |
26.4735 |
26800.0 |
¥70.9万 |
|
| 2021-01-05 |
RSI强势追入 |
买入 |
31.711679999999998 |
22100.0 |
¥70.1万 |
|
| 2021-02-23 |
RSI走弱 |
卖出 |
33.52644 |
22100.0 |
¥74.1万 |
|
| 2021-05-21 |
RSI强势追入 |
买入 |
35.8 |
21000.0 |
¥75.2万 |
|
| 2021-05-28 |
RSI走弱 |
卖出 |
31.2687 |
21000.0 |
¥65.6万 |
|
| 2021-12-10 |
RSI强势追入 |
买入 |
36.98695 |
17600.0 |
¥65.1万 |
|
| 2021-12-30 |
RSI走弱 |
卖出 |
36.2637 |
17600.0 |
¥63.8万 |
|
| 2022-12-12 |
RSI强势追入 |
买入 |
20.420399999999997 |
31200.0 |
¥63.7万 |
|
| 2022-12-20 |
RSI走弱 |
卖出 |
18.93105 |
31200.0 |
¥59.0万 |
|
| 2023-01-10 |
RSI强势追入 |
买入 |
21.06104 |
28300.0 |
¥59.6万 |
|
| 2023-02-16 |
RSI走弱 |
卖出 |
21.6783 |
28300.0 |
¥61.3万 |
|
| 2023-08-07 |
RSI强势追入 |
买入 |
16.54653 |
36200.0 |
¥59.9万 |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
15.4845 |
36200.0 |
¥56.0万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
12.272259999999998 |
46300.0 |
¥56.8万 |
|
| 2024-12-17 |
RSI走弱 |
卖出 |
25.694279999999996 |
46300.0 |
¥1.19M |
|
| 2025-06-26 |
RSI强势追入 |
买入 |
23.543519999999997 |
49700.0 |
¥1.17M |
|
| 2025-08-01 |
RSI走弱 |
卖出 |
23.1768 |
49700.0 |
¥1.15M |
|
| 2025-08-19 |
RSI强势追入 |
买入 |
27.41739 |
42200.0 |
¥1.16M |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
26.293680000000002 |
42200.0 |
¥1.11M |
|