300408 三环集团 — 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: ¥92.1万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -7.94%）
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 24 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 |
2015-04-15 |
2015-05-25 |
68.90948664599998 |
48.891059999999996 |
¥-28.4万 |
-29.07% |
RSI走弱 |
| 2 |
2015-10-23 |
2015-11-30 |
37.799086325 |
36.2637 |
¥-2.9万 |
-4.09% |
RSI走弱 |
| 3 |
2016-09-12 |
2016-10-14 |
17.923275369999995 |
17.972009999999997 |
¥1,612 |
+0.24% |
RSI走弱 |
| 4 |
2017-02-16 |
2017-03-15 |
17.923275369999995 |
17.882099999999998 |
¥-1,782 |
-0.26% |
RSI走弱 |
| 5 |
2017-03-24 |
2017-05-22 |
19.505329844 |
20.649330000000003 |
¥4.0万 |
+5.83% |
RSI走弱 |
| 6 |
2017-07-20 |
2017-08-01 |
23.079971914999998 |
21.808169999999997 |
¥-4.0万 |
-5.54% |
RSI走弱 |
| 7 |
2017-09-20 |
2017-10-31 |
23.240179963 |
23.54643 |
¥8,796 |
+1.29% |
RSI走弱 |
| 8 |
2018-03-13 |
2018-03-26 |
24.171389241999996 |
22.177799999999998 |
¥-5.7万 |
-8.28% |
RSI走弱 |
| 9 |
2019-02-14 |
2019-03-29 |
18.934588672999997 |
20.789189999999998 |
¥6.2万 |
+9.76% |
RSI走弱 |
| 10 |
2019-07-30 |
2019-08-06 |
21.297657380999997 |
19.530450000000002 |
¥-5.8万 |
-8.33% |
RSI走弱 |
| 11 |
2019-12-03 |
2020-02-04 |
20.056045008999998 |
21.028950000000002 |
¥3.1万 |
+4.82% |
RSI走弱 |
| 12 |
2020-02-20 |
2020-03-02 |
25.773469721999994 |
24.305669999999996 |
¥-3.8万 |
-5.72% |
RSI走弱 |
| 13 |
2020-06-24 |
2020-08-11 |
25.833547739999997 |
27.7722 |
¥4.7万 |
+7.47% |
RSI走弱 |
| 14 |
2021-07-16 |
2021-08-04 |
47.341478183999996 |
43.81613999999999 |
¥-5.1万 |
-7.47% |
RSI走弱 |
| 15 |
2021-12-10 |
2021-12-28 |
45.939657764 |
44.12583000000001 |
¥-2.5万 |
-3.98% |
RSI走弱 |
| 16 |
2023-01-20 |
2023-02-24 |
34.855263443 |
32.1678 |
¥-4.6万 |
-7.74% |
RSI走弱 |
| 17 |
2024-04-30 |
2024-06-21 |
27.856174346000003 |
28.93104 |
¥2.1万 |
+3.83% |
RSI走弱 |
| 18 |
2024-07-23 |
2024-08-06 |
33.500047 |
31.278689999999997 |
¥-3.9万 |
-6.66% |
RSI走弱 |
| 19 |
2024-10-09 |
2024-11-15 |
38.930555664 |
36.24372 |
¥-3.5万 |
-6.93% |
RSI走弱 |
| 20 |
2025-08-15 |
2025-09-05 |
42.10467761499999 |
38.82114 |
¥-4.0万 |
-7.83% |
RSI走弱 |
| 21 |
2025-09-24 |
2025-11-12 |
48.26267445999999 |
48.7512 |
¥4,407 |
+0.98% |
RSI走弱 |
| 22 |
2026-01-20 |
2026-02-03 |
51.356692386999995 |
48.5514 |
¥-2.6万 |
-5.49% |
RSI走弱 |
| 23 |
2026-02-13 |
2026-03-13 |
58.21746 |
55.75419 |
¥-1.9万 |
-4.26% |
RSI走弱 |
| 24 |
2026-04-16 |
2026-07-08 |
65.0845195 |
141.03882000000002 |
¥49.3万 |
+116.64% |
RSI走弱 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-15 |
RSI强势追入 |
买入 |
68.88881999999998 |
14200.0 |
¥97.9万 |
|
| 2015-05-25 |
RSI走弱 |
卖出 |
48.891059999999996 |
14200.0 |
¥69.4万 |
|
| 2015-10-23 |
RSI强势追入 |
买入 |
37.787749999999996 |
18800.0 |
¥71.1万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
36.2637 |
18800.0 |
¥68.2万 |
|
| 2016-09-12 |
RSI强势追入 |
买入 |
17.917899999999996 |
37200.0 |
¥66.7万 |
|
| 2016-10-14 |
RSI走弱 |
卖出 |
17.972009999999997 |
37200.0 |
¥66.8万 |
|
| 2017-02-16 |
RSI强势追入 |
买入 |
17.917899999999996 |
38300.0 |
¥68.6万 |
|
| 2017-03-15 |
RSI走弱 |
卖出 |
17.882099999999998 |
38300.0 |
¥68.5万 |
|
| 2017-03-24 |
RSI强势追入 |
买入 |
19.49948 |
35000.0 |
¥68.3万 |
|
| 2017-05-22 |
RSI走弱 |
卖出 |
20.649330000000003 |
35000.0 |
¥72.3万 |
|
| 2017-07-20 |
RSI强势追入 |
买入 |
23.07305 |
31200.0 |
¥72.0万 |
|
| 2017-08-01 |
RSI走弱 |
卖出 |
21.808169999999997 |
31200.0 |
¥68.0万 |
|
| 2017-09-20 |
RSI强势追入 |
买入 |
23.23321 |
29400.0 |
¥68.3万 |
|
| 2017-10-31 |
RSI走弱 |
卖出 |
23.54643 |
29400.0 |
¥69.2万 |
|
| 2018-03-13 |
RSI强势追入 |
买入 |
24.164139999999996 |
28500.0 |
¥68.9万 |
|
| 2018-03-26 |
RSI走弱 |
卖出 |
22.177799999999998 |
28500.0 |
¥63.2万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
18.92891 |
33500.0 |
¥63.4万 |
|
| 2019-03-29 |
RSI走弱 |
卖出 |
20.789189999999998 |
33500.0 |
¥69.6万 |
|
| 2019-07-30 |
RSI强势追入 |
买入 |
21.291269999999997 |
32800.0 |
¥69.9万 |
|
| 2019-08-06 |
RSI走弱 |
卖出 |
19.530450000000002 |
32800.0 |
¥64.0万 |
|
| 2019-12-03 |
RSI强势追入 |
买入 |
20.05003 |
31600.0 |
¥63.4万 |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
21.028950000000002 |
31600.0 |
¥66.4万 |
|
| 2020-02-20 |
RSI强势追入 |
买入 |
25.765739999999994 |
26000.0 |
¥67.0万 |
|
| 2020-03-02 |
RSI走弱 |
卖出 |
24.305669999999996 |
26000.0 |
¥63.2万 |
|
| 2020-06-24 |
RSI强势追入 |
买入 |
25.825799999999997 |
24400.0 |
¥63.0万 |
|
| 2020-08-11 |
RSI走弱 |
卖出 |
27.7722 |
24400.0 |
¥67.7万 |
|
| 2021-07-16 |
RSI强势追入 |
买入 |
47.327279999999995 |
14300.0 |
¥67.7万 |
|
| 2021-08-04 |
RSI走弱 |
卖出 |
43.81613999999999 |
14300.0 |
¥62.6万 |
|
| 2021-12-10 |
RSI强势追入 |
买入 |
45.92588 |
13600.0 |
¥62.5万 |
|
| 2021-12-28 |
RSI走弱 |
卖出 |
44.12583000000001 |
13600.0 |
¥60.0万 |
|
| 2023-01-20 |
RSI强势追入 |
买入 |
34.844809999999995 |
17200.0 |
¥60.0万 |
|
| 2023-02-24 |
RSI走弱 |
卖出 |
32.1678 |
17200.0 |
¥55.3万 |
|
| 2024-04-30 |
RSI强势追入 |
买入 |
27.847820000000002 |
19900.0 |
¥55.4万 |
|
| 2024-06-21 |
RSI走弱 |
卖出 |
28.93104 |
19900.0 |
¥57.6万 |
|
| 2024-07-23 |
RSI强势追入 |
买入 |
33.49 |
17300.0 |
¥58.0万 |
|
| 2024-08-06 |
RSI走弱 |
卖出 |
31.278689999999997 |
17300.0 |
¥54.1万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
38.91888 |
13100.0 |
¥51.0万 |
|
| 2024-11-15 |
RSI走弱 |
卖出 |
36.24372 |
13100.0 |
¥47.5万 |
|
| 2025-08-15 |
RSI强势追入 |
买入 |
42.09204999999999 |
12000.0 |
¥50.5万 |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
38.82114 |
12000.0 |
¥46.6万 |
|
| 2025-09-24 |
RSI强势追入 |
买入 |
48.2482 |
9300.0 |
¥44.9万 |
|
| 2025-11-12 |
RSI走弱 |
卖出 |
48.7512 |
9300.0 |
¥45.3万 |
|
| 2026-01-20 |
RSI强势追入 |
买入 |
51.341289999999994 |
9100.0 |
¥46.7万 |
|
| 2026-02-03 |
RSI走弱 |
卖出 |
48.5514 |
9100.0 |
¥44.2万 |
|
| 2026-02-13 |
RSI强势追入 |
买入 |
58.2 |
7500.0 |
¥43.7万 |
|
| 2026-03-13 |
RSI走弱 |
卖出 |
55.75419 |
7500.0 |
¥41.8万 |
|
| 2026-04-16 |
RSI强势追入 |
买入 |
65.065 |
6500.0 |
¥42.3万 |
|
| 2026-07-08 |
RSI走弱 |
卖出 |
141.03882000000002 |
6500.0 |
¥91.6万 |
|