300122 智飞生物 — 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: ¥61.4万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -38.63%）
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 25 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 |
2015-02-10 |
21.958515578999997 |
20.88909 |
¥-4.9万 |
-4.90% |
RSI走弱 |
| 2 |
2015-03-04 |
2015-04-16 |
25.0325075 |
28.421549999999996 |
¥12.8万 |
+13.50% |
RSI走弱 |
| 3 |
2015-05-28 |
2015-06-23 |
40.55266214999999 |
35.20476 |
¥-13.9万 |
-13.21% |
RSI走弱 |
| 4 |
2015-10-20 |
2015-11-30 |
28.126525426999994 |
31.92804 |
¥12.4万 |
+13.48% |
RSI走弱 |
| 5 |
2016-03-23 |
2016-04-21 |
31.641089479999998 |
28.42155 |
¥-10.6万 |
-10.20% |
RSI走弱 |
| 6 |
2016-07-25 |
2016-08-12 |
19.245772 |
16.533450000000002 |
¥-13.5万 |
-14.12% |
RSI走弱 |
| 7 |
2016-10-13 |
2016-11-03 |
19.32509579 |
18.0819 |
¥-5.3万 |
-6.46% |
RSI走弱 |
| 8 |
2017-08-09 |
2017-11-03 |
22.689464798 |
25.974 |
¥10.9万 |
+14.44% |
RSI走弱 |
| 9 |
2018-01-10 |
2018-01-30 |
32.522233744 |
28.37 |
¥-11.2万 |
-12.79% |
RSI走弱 |
| 10 |
2018-04-26 |
2018-06-04 |
40.342099000000005 |
42.057900000000004 |
¥3.2万 |
+4.22% |
RSI走弱 |
| 11 |
2018-10-08 |
2018-10-10 |
44.267486262999995 |
42.84711 |
¥-2.3万 |
-3.24% |
RSI走弱 |
| 12 |
2019-03-05 |
2019-04-03 |
45.48907262899999 |
46.953 |
¥2.4万 |
+3.19% |
RSI走弱 |
| 13 |
2019-07-24 |
2019-08-06 |
47.0611141 |
43.046910000000004 |
¥-6.8万 |
-8.56% |
RSI走弱 |
| 14 |
2019-08-20 |
2019-09-24 |
50.014949985 |
50.52942 |
¥7,290 |
+1.00% |
RSI走弱 |
| 15 |
2020-01-08 |
2020-02-27 |
56.062803797 |
59.69025 |
¥4.7万 |
+6.44% |
RSI走弱 |
| 16 |
2020-04-10 |
2020-05-25 |
72.774505804 |
79.90002 |
¥7.6万 |
+9.76% |
RSI走弱 |
| 17 |
2020-06-18 |
2020-08-13 |
95.218557 |
147.86199 |
¥47.3万 |
+55.24% |
RSI走弱 |
| 18 |
2021-02-08 |
2021-02-25 |
196.75550894999998 |
163.70613 |
¥-22.2万 |
-16.82% |
RSI走弱 |
| 19 |
2021-04-29 |
2021-05-24 |
218.79412855299995 |
200.80899 |
¥-9.0万 |
-8.25% |
RSI走弱 |
| 20 |
2022-07-05 |
2022-07-18 |
119.194787712 |
104.01588000000001 |
¥-12.9万 |
-12.76% |
RSI走弱 |
| 21 |
2023-01-11 |
2023-02-02 |
103.48438600499998 |
96.91299000000001 |
¥-5.7万 |
-6.38% |
RSI走弱 |
| 22 |
2023-10-10 |
2023-12-08 |
58.0754174 |
62.69724 |
¥6.6万 |
+7.93% |
RSI走弱 |
| 23 |
2024-10-09 |
2024-10-30 |
39.050711699999994 |
28.99098 |
¥-22.7万 |
-25.78% |
RSI走弱 |
| 24 |
2025-07-28 |
2025-08-28 |
23.670739091999998 |
22.80717 |
¥-2.5万 |
-3.68% |
RSI走弱 |
| 25 |
2026-11-06 |
2026-11-13 |
14.759166422 |
13.85 |
¥-4.0万 |
-6.19% |
强平 |
逐笔成交记录（共 50 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 |
21.951929999999997 |
45400.0 |
¥99.7万 |
|
| 2015-02-10 |
RSI走弱 |
卖出 |
20.88909 |
45400.0 |
¥94.8万 |
|
| 2015-03-04 |
RSI强势追入 |
买入 |
25.025 |
37900.0 |
¥94.9万 |
|
| 2015-04-16 |
RSI走弱 |
卖出 |
28.421549999999996 |
37900.0 |
¥1.08M |
|
| 2015-05-28 |
RSI强势追入 |
买入 |
40.540499999999994 |
26000.0 |
¥1.05M |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
35.20476 |
26000.0 |
¥91.5万 |
|
| 2015-10-20 |
RSI强势追入 |
买入 |
28.118089999999995 |
32800.0 |
¥92.3万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
31.92804 |
32800.0 |
¥1.05M |
|
| 2016-03-23 |
RSI强势追入 |
买入 |
31.6316 |
32700.0 |
¥1.03M |
|
| 2016-04-21 |
RSI走弱 |
卖出 |
28.42155 |
32700.0 |
¥92.9万 |
|
| 2016-07-25 |
RSI强势追入 |
买入 |
19.24 |
49600.0 |
¥95.5万 |
|
| 2016-08-12 |
RSI走弱 |
卖出 |
16.533450000000002 |
49600.0 |
¥82.0万 |
|
| 2016-10-13 |
RSI强势追入 |
买入 |
19.3193 |
42600.0 |
¥82.3万 |
|
| 2016-11-03 |
RSI走弱 |
卖出 |
18.0819 |
42600.0 |
¥77.0万 |
|
| 2017-08-09 |
RSI强势追入 |
买入 |
22.68266 |
33200.0 |
¥75.3万 |
|
| 2017-11-03 |
RSI走弱 |
卖出 |
25.974 |
33200.0 |
¥86.2万 |
|
| 2018-01-10 |
RSI强势追入 |
买入 |
32.51248 |
26900.0 |
¥87.5万 |
|
| 2018-01-30 |
RSI走弱 |
卖出 |
28.37 |
26900.0 |
¥76.3万 |
|
| 2018-04-26 |
RSI强势追入 |
买入 |
40.33 |
18900.0 |
¥76.2万 |
|
| 2018-06-04 |
RSI走弱 |
卖出 |
42.057900000000004 |
18900.0 |
¥79.5万 |
|
| 2018-10-08 |
RSI强势追入 |
买入 |
44.25420999999999 |
16200.0 |
¥71.7万 |
|
| 2018-10-10 |
RSI走弱 |
卖出 |
42.84711 |
16200.0 |
¥69.4万 |
|
| 2019-03-05 |
RSI强势追入 |
买入 |
45.475429999999996 |
16800.0 |
¥76.4万 |
|
| 2019-04-03 |
RSI走弱 |
卖出 |
46.953 |
16800.0 |
¥78.9万 |
|
| 2019-07-24 |
RSI强势追入 |
买入 |
47.047 |
16900.0 |
¥79.5万 |
|
| 2019-08-06 |
RSI走弱 |
卖出 |
43.046910000000004 |
16900.0 |
¥72.7万 |
|
| 2019-08-20 |
RSI强势追入 |
买入 |
49.99995 |
14600.0 |
¥73.0万 |
|
| 2019-09-24 |
RSI走弱 |
卖出 |
50.52942 |
14600.0 |
¥73.8万 |
|
| 2020-01-08 |
RSI强势追入 |
买入 |
56.045989999999996 |
13000.0 |
¥72.9万 |
|
| 2020-02-27 |
RSI走弱 |
卖出 |
59.69025 |
13000.0 |
¥77.6万 |
|
| 2020-04-10 |
RSI强势追入 |
买入 |
72.75268 |
10700.0 |
¥77.9万 |
|
| 2020-05-25 |
RSI走弱 |
卖出 |
79.90002 |
10700.0 |
¥85.5万 |
|
| 2020-06-18 |
RSI强势追入 |
买入 |
95.19 |
9000.0 |
¥85.7万 |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
147.86199 |
9000.0 |
¥1.33M |
|
| 2021-02-08 |
RSI强势追入 |
买入 |
196.6965 |
6700.0 |
¥1.32M |
|
| 2021-02-25 |
RSI走弱 |
卖出 |
163.70613 |
6700.0 |
¥1.10M |
|
| 2021-04-29 |
RSI强势追入 |
买入 |
218.72850999999997 |
5000.0 |
¥1.09M |
|
| 2021-05-24 |
RSI走弱 |
卖出 |
200.80899 |
5000.0 |
¥1.00M |
|
| 2022-07-05 |
RSI强势追入 |
买入 |
119.15903999999999 |
8500.0 |
¥1.01M |
|
| 2022-07-18 |
RSI走弱 |
卖出 |
104.01588000000001 |
8500.0 |
¥88.4万 |
|
| 2023-01-11 |
RSI强势追入 |
买入 |
103.45334999999999 |
8600.0 |
¥89.0万 |
|
| 2023-02-02 |
RSI走弱 |
卖出 |
96.91299000000001 |
8600.0 |
¥83.3万 |
|
| 2023-10-10 |
RSI强势追入 |
买入 |
58.05799999999999 |
14300.0 |
¥83.0万 |
|
| 2023-12-08 |
RSI走弱 |
卖出 |
62.69724 |
14300.0 |
¥89.6万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
39.038999999999994 |
22500.0 |
¥87.9万 |
|
| 2024-10-30 |
RSI走弱 |
卖出 |
28.99098 |
22500.0 |
¥65.2万 |
|
| 2025-07-28 |
RSI强势追入 |
买入 |
23.663639999999997 |
28200.0 |
¥66.8万 |
|
| 2025-08-28 |
RSI走弱 |
卖出 |
22.80717 |
28200.0 |
¥64.3万 |
|
| 2026-11-06 |
RSI强势追入 |
买入 |
14.754739999999998 |
43500.0 |
¥64.2万 |
|
| 2026-11-13 |
强平 |
卖出 |
13.85 |
43500 |
¥60.2万 |
回测结束强平 |