300433 蓝思科技 — 追涨杀跌 回测明细
数据区间: 2015-03-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥75.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -24.39%）
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 |
2015-04-10 |
2015-06-16 |
112.14563359999998 |
104.895 |
¥-6.3万 |
-6.49% |
RSI走弱 |
| 2 |
2015-11-10 |
2015-12-03 |
85.11052549999998 |
81.8181 |
¥-3.6万 |
-3.90% |
RSI走弱 |
| 3 |
2016-06-02 |
2016-06-22 |
93.12092789999998 |
27.852120000000003 |
¥-62.7万 |
-70.10% |
RSI走弱 |
| 4 |
2016-11-18 |
2016-12-01 |
28.747331612999997 |
26.973 |
¥-1.7万 |
-6.20% |
RSI走弱 |
| 5 |
2017-02-16 |
2017-04-17 |
28.987643684999995 |
31.0689 |
¥1.8万 |
+7.15% |
RSI走弱 |
| 6 |
2017-04-27 |
2017-05-12 |
36.94798107 |
33.63633 |
¥-2.5万 |
-8.99% |
RSI走弱 |
| 7 |
2017-11-10 |
2017-11-27 |
36.046810799999996 |
33.53643 |
¥-1.7万 |
-6.99% |
RSI走弱 |
| 8 |
2019-02-26 |
2019-03-27 |
9.031728705999999 |
8.25174 |
¥-2.0万 |
-8.66% |
RSI走弱 |
| 9 |
2019-08-02 |
2019-11-25 |
7.489726244 |
12.497489999999999 |
¥13.6万 |
+66.81% |
RSI走弱 |
| 10 |
2020-01-14 |
2020-03-02 |
17.072170115 |
20.3796 |
¥6.7万 |
+19.34% |
RSI走弱 |
| 11 |
2020-06-10 |
2020-07-27 |
20.827046239999998 |
28.7712 |
¥15.7万 |
+38.10% |
RSI走弱 |
| 12 |
2021-01-07 |
2021-01-26 |
35.145640529999994 |
35.964 |
¥1.3万 |
+2.30% |
RSI走弱 |
| 13 |
2023-01-31 |
2023-02-28 |
13.407411017000001 |
12.687299999999999 |
¥-3.2万 |
-5.40% |
RSI走弱 |
| 14 |
2023-03-27 |
2023-04-19 |
13.797918133999998 |
13.046940000000001 |
¥-3.0万 |
-5.47% |
RSI走弱 |
| 15 |
2023-10-12 |
2023-10-23 |
13.327306992999999 |
12.617370000000001 |
¥-2.8万 |
-5.36% |
RSI走弱 |
| 16 |
2024-06-18 |
2024-07-24 |
17.0221051 |
17.862119999999997 |
¥2.4万 |
+4.90% |
RSI走弱 |
| 17 |
2024-10-09 |
2024-11-18 |
23.049932905999995 |
21.60837 |
¥-3.1万 |
-6.28% |
RSI走弱 |
| 18 |
2025-01-15 |
2025-03-03 |
25.80774 |
26.99298 |
¥2.2万 |
+4.56% |
RSI走弱 |
| 19 |
2025-08-21 |
2025-10-14 |
27.215342154 |
30.6693 |
¥6.5万 |
+12.66% |
RSI走弱 |
| 20 |
2026-01-08 |
2026-02-03 |
33.543560049999996 |
36.3636 |
¥4.7万 |
+8.37% |
RSI走弱 |
| 21 |
2026-05-19 |
2026-07-09 |
38.0494114 |
46.303650000000005 |
¥13.2万 |
+21.66% |
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 |
|---|
| 2015-04-10 |
RSI强势追入 |
买入 |
112.112 |
8700.0 |
¥97.6万 |
|
| 2015-06-16 |
RSI走弱 |
卖出 |
104.895 |
8700.0 |
¥91.2万 |
|
| 2015-11-10 |
RSI强势追入 |
买入 |
85.085 |
10800.0 |
¥91.9万 |
|
| 2015-12-03 |
RSI走弱 |
卖出 |
81.8181 |
10800.0 |
¥88.3万 |
|
| 2016-06-02 |
RSI强势追入 |
买入 |
93.09299999999999 |
9600.0 |
¥89.4万 |
|
| 2016-06-22 |
RSI走弱 |
卖出 |
27.852120000000003 |
9600.0 |
¥26.7万 |
|
| 2016-11-18 |
RSI强势追入 |
买入 |
28.738709999999994 |
9400.0 |
¥27.0万 |
|
| 2016-12-01 |
RSI走弱 |
卖出 |
26.973 |
9400.0 |
¥25.3万 |
|
| 2017-02-16 |
RSI强势追入 |
买入 |
28.978949999999998 |
8800.0 |
¥25.5万 |
|
| 2017-04-17 |
RSI走弱 |
卖出 |
31.0689 |
8800.0 |
¥27.3万 |
|
| 2017-04-27 |
RSI强势追入 |
买入 |
36.936899999999994 |
7400.0 |
¥27.3万 |
|
| 2017-05-12 |
RSI走弱 |
卖出 |
33.63633 |
7400.0 |
¥24.9万 |
|
| 2017-11-10 |
RSI强势追入 |
买入 |
36.035999999999994 |
6900.0 |
¥24.9万 |
|
| 2017-11-27 |
RSI走弱 |
卖出 |
33.53643 |
6900.0 |
¥23.1万 |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
9.02902 |
25800.0 |
¥23.3万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
8.25174 |
25800.0 |
¥21.3万 |
|
| 2019-08-02 |
RSI强势追入 |
买入 |
7.48748 |
27100.0 |
¥20.3万 |
|
| 2019-11-25 |
RSI走弱 |
卖出 |
12.497489999999999 |
27100.0 |
¥33.9万 |
|
| 2020-01-14 |
RSI强势追入 |
买入 |
17.06705 |
20400.0 |
¥34.8万 |
|
| 2020-03-02 |
RSI走弱 |
卖出 |
20.3796 |
20400.0 |
¥41.6万 |
|
| 2020-06-10 |
RSI强势追入 |
买入 |
20.8208 |
19800.0 |
¥41.2万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
28.7712 |
19800.0 |
¥56.9万 |
|
| 2021-01-07 |
RSI强势追入 |
买入 |
35.135099999999994 |
16300.0 |
¥57.3万 |
|
| 2021-01-26 |
RSI走弱 |
卖出 |
35.964 |
16300.0 |
¥58.6万 |
|
| 2023-01-31 |
RSI强势追入 |
买入 |
13.40339 |
43600.0 |
¥58.5万 |
|
| 2023-02-28 |
RSI走弱 |
卖出 |
12.687299999999999 |
43600.0 |
¥55.3万 |
|
| 2023-03-27 |
RSI强势追入 |
买入 |
13.793779999999998 |
39800.0 |
¥54.9万 |
|
| 2023-04-19 |
RSI走弱 |
卖出 |
13.046940000000001 |
39800.0 |
¥51.9万 |
|
| 2023-10-12 |
RSI强势追入 |
买入 |
13.32331 |
39300.0 |
¥52.4万 |
|
| 2023-10-23 |
RSI走弱 |
卖出 |
12.617370000000001 |
39300.0 |
¥49.6万 |
|
| 2024-06-18 |
RSI强势追入 |
买入 |
17.017 |
29100.0 |
¥49.5万 |
|
| 2024-07-24 |
RSI走弱 |
卖出 |
17.862119999999997 |
29100.0 |
¥52.0万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
23.04302 |
21300.0 |
¥49.1万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
21.60837 |
21300.0 |
¥46.0万 |
|
| 2025-01-15 |
RSI强势追入 |
买入 |
25.8 |
18300.0 |
¥47.2万 |
|
| 2025-03-03 |
RSI走弱 |
卖出 |
26.99298 |
18300.0 |
¥49.4万 |
|
| 2025-08-21 |
RSI强势追入 |
买入 |
27.207179999999997 |
18800.0 |
¥51.2万 |
|
| 2025-10-14 |
RSI走弱 |
卖出 |
30.6693 |
18800.0 |
¥57.6万 |
|
| 2026-01-08 |
RSI强势追入 |
买入 |
33.5335 |
16900.0 |
¥56.7万 |
|
| 2026-02-03 |
RSI走弱 |
卖出 |
36.3636 |
16900.0 |
¥61.4万 |
|
| 2026-05-19 |
RSI强势追入 |
买入 |
38.038 |
16000.0 |
¥60.9万 |
|
| 2026-07-09 |
RSI走弱 |
卖出 |
46.303650000000005 |
16000.0 |
¥74.1万 |
|