300124 汇川技术 — 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: ¥1.44M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +44.48%）
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 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 |
2015-03-20 |
2015-04-20 |
39.060724703 |
40.22973 |
¥2.9万 |
+2.96% |
RSI走弱 |
| 2 |
2015-05-06 |
2015-06-16 |
49.96488496999999 |
56.4435 |
¥13.2万 |
+12.93% |
RSI走弱 |
| 3 |
2016-10-13 |
2016-11-08 |
20.62678618 |
19.97 |
¥-3.7万 |
-3.21% |
RSI走弱 |
| 4 |
2017-03-07 |
2017-03-30 |
22.789594828 |
21.89808 |
¥-4.4万 |
-3.94% |
RSI走弱 |
| 5 |
2017-06-22 |
2017-07-11 |
25.0325075 |
24.2757 |
¥-3.3万 |
-3.05% |
RSI走弱 |
| 6 |
2017-09-06 |
2017-11-08 |
27.565797259000004 |
28.58139 |
¥3.8万 |
+3.65% |
RSI走弱 |
| 7 |
2018-03-13 |
2018-04-10 |
34.45474332299999 |
33.066900000000004 |
¥-4.4万 |
-4.06% |
RSI走弱 |
| 8 |
2019-02-20 |
2019-04-12 |
26.043820803 |
26.63334 |
¥2.3万 |
+2.23% |
RSI走弱 |
| 9 |
2019-11-22 |
2020-01-22 |
27.425615216999994 |
29.670300000000005 |
¥8.7万 |
+8.15% |
RSI走弱 |
| 10 |
2020-04-29 |
2020-06-15 |
32.95279287299999 |
33.966 |
¥3.5万 |
+3.04% |
RSI走弱 |
| 11 |
2020-07-13 |
2020-09-08 |
48.082440406 |
53.456489999999995 |
¥13.0万 |
+11.14% |
RSI走弱 |
| 12 |
2020-10-13 |
2021-01-14 |
62.991801872999986 |
87.94 |
¥51.1万 |
+39.56% |
RSI走弱 |
| 13 |
2022-06-06 |
2022-07-07 |
64.18334922999999 |
63.526410000000006 |
¥-1.9万 |
-1.05% |
RSI走弱 |
| 14 |
2022-10-19 |
2022-12-12 |
66.175936827 |
68.60133 |
¥6.5万 |
+3.63% |
RSI走弱 |
| 15 |
2023-07-06 |
2023-08-14 |
69.25994175099999 |
67.2327 |
¥-5.4万 |
-2.96% |
RSI走弱 |
| 16 |
2024-03-06 |
2024-03-20 |
66.29609286299998 |
62.567370000000004 |
¥-10.2万 |
-5.65% |
RSI走弱 |
| 17 |
2024-10-09 |
2024-11-19 |
71.171345 |
57.642300000000006 |
¥-30.9万 |
-19.03% |
RSI走弱 |
| 18 |
2025-02-24 |
2025-03-18 |
74.34654727499999 |
70.34958 |
¥-7.6万 |
-5.40% |
RSI走弱 |
| 19 |
2025-08-21 |
2025-10-15 |
69.28998075999999 |
78.97095 |
¥18.5万 |
+13.94% |
RSI走弱 |
| 20 |
2026-01-13 |
2026-01-27 |
80.84424599999998 |
76.93299 |
¥-7.4万 |
-4.87% |
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 |
|---|
| 2015-03-20 |
RSI强势追入 |
买入 |
39.049009999999996 |
24700.0 |
¥96.5万 |
|
| 2015-04-20 |
RSI走弱 |
卖出 |
40.22973 |
24700.0 |
¥99.3万 |
|
| 2015-05-06 |
RSI强势追入 |
买入 |
49.94989999999999 |
20500.0 |
¥1.02M |
|
| 2015-06-16 |
RSI走弱 |
卖出 |
56.4435 |
20500.0 |
¥1.16M |
|
| 2016-10-13 |
RSI强势追入 |
买入 |
20.620600000000003 |
56000.0 |
¥1.16M |
|
| 2016-11-08 |
RSI走弱 |
卖出 |
19.97 |
56000.0 |
¥1.12M |
|
| 2017-03-07 |
RSI强势追入 |
买入 |
22.78276 |
49200.0 |
¥1.12M |
|
| 2017-03-30 |
RSI走弱 |
卖出 |
21.89808 |
49200.0 |
¥1.08M |
|
| 2017-06-22 |
RSI强势追入 |
买入 |
25.025 |
42700.0 |
¥1.07M |
|
| 2017-07-11 |
RSI走弱 |
卖出 |
24.2757 |
42700.0 |
¥1.04M |
|
| 2017-09-06 |
RSI强势追入 |
买入 |
27.55753 |
37600.0 |
¥1.04M |
|
| 2017-11-08 |
RSI走弱 |
卖出 |
28.58139 |
37600.0 |
¥1.07M |
|
| 2018-03-13 |
RSI强势追入 |
买入 |
34.44440999999999 |
31200.0 |
¥1.07M |
|
| 2018-04-10 |
RSI走弱 |
卖出 |
33.066900000000004 |
31200.0 |
¥1.03M |
|
| 2019-02-20 |
RSI强势追入 |
买入 |
26.036009999999997 |
39700.0 |
¥1.03M |
|
| 2019-04-12 |
RSI走弱 |
卖出 |
26.63334 |
39700.0 |
¥1.06M |
|
| 2019-11-22 |
RSI强势追入 |
买入 |
27.417389999999997 |
38800.0 |
¥1.06M |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
29.670300000000005 |
38800.0 |
¥1.15M |
|
| 2020-04-29 |
RSI强势追入 |
买入 |
32.94290999999999 |
34700.0 |
¥1.14M |
|
| 2020-06-15 |
RSI走弱 |
卖出 |
33.966 |
34700.0 |
¥1.18M |
|
| 2020-07-13 |
RSI强势追入 |
买入 |
48.06802 |
24300.0 |
¥1.17M |
|
| 2020-09-08 |
RSI走弱 |
卖出 |
53.456489999999995 |
24300.0 |
¥1.30M |
|
| 2020-10-13 |
RSI强势追入 |
买入 |
62.97290999999999 |
20500.0 |
¥1.29M |
|
| 2021-01-14 |
RSI走弱 |
卖出 |
87.94 |
20500.0 |
¥1.80M |
|
| 2022-06-06 |
RSI强势追入 |
买入 |
64.16409999999999 |
28400.0 |
¥1.82M |
|
| 2022-07-07 |
RSI走弱 |
卖出 |
63.526410000000006 |
28400.0 |
¥1.80M |
|
| 2022-10-19 |
RSI强势追入 |
买入 |
66.15608999999999 |
27200.0 |
¥1.80M |
|
| 2022-12-12 |
RSI走弱 |
卖出 |
68.60133 |
27200.0 |
¥1.87M |
|
| 2023-07-06 |
RSI强势追入 |
买入 |
69.23916999999999 |
26400.0 |
¥1.83M |
|
| 2023-08-14 |
RSI走弱 |
卖出 |
67.2327 |
26400.0 |
¥1.77M |
|
| 2024-03-06 |
RSI强势追入 |
买入 |
66.27620999999999 |
27100.0 |
¥1.80M |
|
| 2024-03-20 |
RSI走弱 |
卖出 |
62.567370000000004 |
27100.0 |
¥1.70M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
71.15 |
22800.0 |
¥1.62M |
|
| 2024-11-19 |
RSI走弱 |
卖出 |
57.642300000000006 |
22800.0 |
¥1.31M |
|
| 2025-02-24 |
RSI强势追入 |
买入 |
74.32424999999999 |
18900.0 |
¥1.41M |
|
| 2025-03-18 |
RSI走弱 |
卖出 |
70.34958 |
18900.0 |
¥1.33M |
|
| 2025-08-21 |
RSI强势追入 |
买入 |
69.2692 |
19200.0 |
¥1.33M |
|
| 2025-10-15 |
RSI走弱 |
卖出 |
78.97095 |
19200.0 |
¥1.52M |
|
| 2026-01-13 |
RSI强势追入 |
买入 |
80.82 |
18700.0 |
¥1.51M |
|
| 2026-01-27 |
RSI走弱 |
卖出 |
76.93299 |
18700.0 |
¥1.44M |
|