300251 光线传媒 — 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: ¥47.3万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -52.72%）
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 19 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 |
2015-05-28 |
2015-06-17 |
42.0546126 |
35.1648 |
¥-16.4万 |
-16.41% |
RSI走弱 |
| 2 |
2015-12-08 |
2015-12-29 |
33.14303993 |
30.819149999999997 |
¥-5.8万 |
-7.04% |
RSI走弱 |
| 3 |
2017-07-28 |
2017-08-24 |
8.821455643 |
8.68131 |
¥-1.2万 |
-1.62% |
RSI走弱 |
| 4 |
2017-09-12 |
2017-10-17 |
9.622495882999997 |
9.4905 |
¥-1.1万 |
-1.40% |
RSI走弱 |
| 5 |
2018-01-26 |
2018-02-12 |
13.127046932999999 |
11.538450000000001 |
¥-9.0万 |
-12.13% |
RSI走弱 |
| 6 |
2019-01-17 |
2019-01-31 |
8.941611679 |
7.7522400000000005 |
¥-8.8万 |
-13.33% |
RSI走弱 |
| 7 |
2019-07-25 |
2019-09-18 |
8.561117565000002 |
8.46153 |
¥-6,863 |
-1.19% |
RSI走弱 |
| 8 |
2019-09-30 |
2019-10-09 |
9.522365852999997 |
8.56143 |
¥-5.8万 |
-10.12% |
RSI走弱 |
| 9 |
2019-11-15 |
2020-01-22 |
9.582443870999999 |
10.94904 |
¥7.2万 |
+14.23% |
RSI走弱 |
| 10 |
2020-07-09 |
2020-08-03 |
13.046942909 |
13.81617 |
¥3.4万 |
+5.86% |
RSI走弱 |
| 11 |
2020-08-27 |
2020-09-18 |
16.511441946999994 |
15.104880000000001 |
¥-5.2万 |
-8.55% |
RSI走弱 |
| 12 |
2021-12-16 |
2022-01-12 |
11.134459335999997 |
11.61837 |
¥2.4万 |
+4.31% |
RSI走弱 |
| 13 |
2022-06-09 |
2022-07-12 |
8.611182579999998 |
8.3916 |
¥-1.5万 |
-2.58% |
RSI走弱 |
| 14 |
2022-08-23 |
2022-09-07 |
9.662547895 |
9.000989999999998 |
¥-3.9万 |
-6.87% |
RSI走弱 |
| 15 |
2023-03-21 |
2023-04-27 |
8.721325613 |
9.8901 |
¥7.0万 |
+13.37% |
RSI走弱 |
| 16 |
2024-03-05 |
2024-04-15 |
9.812742939999998 |
9.7902 |
¥-1,549 |
-0.26% |
RSI走弱 |
| 17 |
2024-10-09 |
2024-11-19 |
9.021715702999996 |
8.541450000000001 |
¥-3.1万 |
-5.35% |
RSI走弱 |
| 18 |
2025-02-18 |
2025-03-24 |
28.156564436 |
22.42755 |
¥-11.0万 |
-20.37% |
RSI走弱 |
| 19 |
2026-02-03 |
2026-02-27 |
19.475290835 |
19.86012 |
¥8,903 |
+1.95% |
RSI走弱 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-28 |
RSI强势追入 |
买入 |
42.041999999999994 |
23700.0 |
¥99.7万 |
|
| 2015-06-17 |
RSI走弱 |
卖出 |
35.1648 |
23700.0 |
¥83.3万 |
|
| 2015-12-08 |
RSI强势追入 |
买入 |
33.1331 |
24900.0 |
¥82.5万 |
|
| 2015-12-29 |
RSI走弱 |
卖出 |
30.819149999999997 |
24900.0 |
¥76.7万 |
|
| 2017-07-28 |
RSI强势追入 |
买入 |
8.81881 |
87000.0 |
¥76.7万 |
|
| 2017-08-24 |
RSI走弱 |
卖出 |
8.68131 |
87000.0 |
¥75.5万 |
|
| 2017-09-12 |
RSI强势追入 |
买入 |
9.619609999999998 |
79100.0 |
¥76.1万 |
|
| 2017-10-17 |
RSI走弱 |
卖出 |
9.4905 |
79100.0 |
¥75.0万 |
|
| 2018-01-26 |
RSI强势追入 |
买入 |
13.123109999999999 |
56600.0 |
¥74.3万 |
|
| 2018-02-12 |
RSI走弱 |
卖出 |
11.538450000000001 |
56600.0 |
¥65.3万 |
|
| 2019-01-17 |
RSI强势追入 |
买入 |
8.93893 |
74000.0 |
¥66.2万 |
|
| 2019-01-31 |
RSI走弱 |
卖出 |
7.7522400000000005 |
74000.0 |
¥57.3万 |
|
| 2019-07-25 |
RSI强势追入 |
买入 |
8.55855 |
67200.0 |
¥57.5万 |
|
| 2019-09-18 |
RSI走弱 |
卖出 |
8.46153 |
67200.0 |
¥56.8万 |
|
| 2019-09-30 |
RSI强势追入 |
买入 |
9.519509999999997 |
59800.0 |
¥56.9万 |
|
| 2019-10-09 |
RSI走弱 |
卖出 |
8.56143 |
59800.0 |
¥51.2万 |
|
| 2019-11-15 |
RSI强势追入 |
买入 |
9.579569999999999 |
53100.0 |
¥50.9万 |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
10.94904 |
53100.0 |
¥58.1万 |
|
| 2020-07-09 |
RSI强势追入 |
买入 |
13.043029999999998 |
44000.0 |
¥57.4万 |
|
| 2020-08-03 |
RSI走弱 |
卖出 |
13.81617 |
44000.0 |
¥60.8万 |
|
| 2020-08-27 |
RSI强势追入 |
买入 |
16.506489999999996 |
36900.0 |
¥60.9万 |
|
| 2020-09-18 |
RSI走弱 |
卖出 |
15.104880000000001 |
36900.0 |
¥55.7万 |
|
| 2021-12-16 |
RSI强势追入 |
买入 |
11.131119999999997 |
50400.0 |
¥56.1万 |
|
| 2022-01-12 |
RSI走弱 |
卖出 |
11.61837 |
50400.0 |
¥58.5万 |
|
| 2022-06-09 |
RSI强势追入 |
买入 |
8.6086 |
68000.0 |
¥58.6万 |
|
| 2022-07-12 |
RSI走弱 |
卖出 |
8.3916 |
68000.0 |
¥57.0万 |
|
| 2022-08-23 |
RSI强势追入 |
买入 |
9.65965 |
59300.0 |
¥57.3万 |
|
| 2022-09-07 |
RSI走弱 |
卖出 |
9.000989999999998 |
59300.0 |
¥53.4万 |
|
| 2023-03-21 |
RSI强势追入 |
买入 |
8.71871 |
60000.0 |
¥52.3万 |
|
| 2023-04-27 |
RSI走弱 |
卖出 |
9.8901 |
60000.0 |
¥59.3万 |
|
| 2024-03-05 |
RSI强势追入 |
买入 |
9.8098 |
60800.0 |
¥59.7万 |
|
| 2024-04-15 |
RSI走弱 |
卖出 |
9.7902 |
60800.0 |
¥59.5万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
9.019009999999998 |
63400.0 |
¥57.2万 |
|
| 2024-11-19 |
RSI走弱 |
卖出 |
8.541450000000001 |
63400.0 |
¥54.1万 |
|
| 2025-02-18 |
RSI强势追入 |
买入 |
28.14812 |
19200.0 |
¥54.1万 |
|
| 2025-03-24 |
RSI走弱 |
卖出 |
22.42755 |
19200.0 |
¥43.0万 |
|
| 2026-02-03 |
RSI强势追入 |
买入 |
19.46945 |
23500.0 |
¥45.8万 |
|
| 2026-02-27 |
RSI走弱 |
卖出 |
19.86012 |
23500.0 |
¥46.7万 |
|