300498 温氏股份 — 追涨杀跌 回测明细
数据区间: 2015-11-02 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥64.2万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -35.84%）
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 |
2017-01-09 |
2017-01-16 |
36.340899 |
34.77519 |
¥-4.3万 |
-4.34% |
RSI走弱 |
| 2 |
2017-10-27 |
2017-11-27 |
24.291545277999997 |
25.21476 |
¥3.6万 |
+3.77% |
RSI走弱 |
| 3 |
2018-01-09 |
2018-01-31 |
26.554483956 |
25.66431 |
¥-3.3万 |
-3.38% |
RSI走弱 |
| 4 |
2018-05-16 |
2018-06-12 |
23.240179963 |
22.8 |
¥-1.8万 |
-1.92% |
RSI走弱 |
| 5 |
2018-09-27 |
2018-11-12 |
23.750843115999995 |
23.666310000000003 |
¥-3,610 |
-0.39% |
RSI走弱 |
| 6 |
2018-12-06 |
2018-12-17 |
26.934978069999996 |
25.01496 |
¥-6.7万 |
-7.16% |
RSI走弱 |
| 7 |
2019-01-08 |
2019-01-23 |
27.355524195999994 |
26.963009999999997 |
¥-1.2万 |
-1.46% |
RSI走弱 |
| 8 |
2019-02-13 |
2019-04-17 |
30.519633143999997 |
37.98198 |
¥20.9万 |
+24.41% |
RSI走弱 |
| 9 |
2020-01-08 |
2020-01-23 |
38.299736474999996 |
33.966 |
¥-12.1万 |
-11.34% |
RSI走弱 |
| 10 |
2021-11-03 |
2021-11-25 |
16.92197507 |
16.153830000000003 |
¥-4.3万 |
-4.57% |
RSI走弱 |
| 11 |
2021-12-23 |
2022-01-24 |
18.704289603999996 |
18.981 |
¥1.3万 |
+1.45% |
RSI走弱 |
| 12 |
2022-06-23 |
2022-07-29 |
21.898437560999994 |
22.76 |
¥3.5万 |
+3.90% |
RSI走弱 |
| 13 |
2023-04-06 |
2023-04-25 |
21.82834654 |
20.49948 |
¥-5.8万 |
-6.12% |
RSI走弱 |
| 14 |
2023-10-31 |
2023-12-21 |
18.954614679 |
18.99099 |
¥1,436 |
+0.16% |
RSI走弱 |
| 15 |
2024-05-13 |
2024-06-14 |
20.827046239999998 |
20.43954 |
¥-1.7万 |
-1.89% |
RSI走弱 |
| 16 |
2024-10-09 |
2024-10-18 |
20.186214047999997 |
17.57241 |
¥-10.7万 |
-12.97% |
RSI走弱 |
| 17 |
2025-06-12 |
2025-06-20 |
18.173600444999998 |
17.05293 |
¥-4.8万 |
-6.19% |
RSI走弱 |
| 18 |
2025-09-12 |
2025-10-09 |
19.405199813999996 |
18.42156 |
¥-3.7万 |
-5.10% |
RSI走弱 |
| 19 |
2026-03-13 |
2026-03-27 |
17.622885280000002 |
16.62 |
¥-3.9万 |
-5.72% |
RSI走弱 |
| 20 |
2026-09-07 |
2026-09-28 |
15.379972608 |
14.4855 |
¥-3.8万 |
-5.84% |
RSI走弱 |
| 21 |
2026-11-04 |
2026-11-13 |
16.481402938000002 |
17.32 |
¥3.1万 |
+5.06% |
强平 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-01-09 |
RSI强势追入 |
买入 |
36.33 |
27400.0 |
¥99.6万 |
|
| 2017-01-16 |
RSI走弱 |
卖出 |
34.77519 |
27400.0 |
¥95.3万 |
|
| 2017-10-27 |
RSI强势追入 |
买入 |
24.28426 |
39300.0 |
¥95.5万 |
|
| 2017-11-27 |
RSI走弱 |
卖出 |
25.21476 |
39300.0 |
¥99.1万 |
|
| 2018-01-09 |
RSI强势追入 |
买入 |
26.546519999999997 |
36700.0 |
¥97.5万 |
|
| 2018-01-31 |
RSI走弱 |
卖出 |
25.66431 |
36700.0 |
¥94.2万 |
|
| 2018-05-16 |
RSI强势追入 |
买入 |
23.23321 |
41200.0 |
¥95.7万 |
|
| 2018-06-12 |
RSI走弱 |
卖出 |
22.8 |
41200.0 |
¥93.9万 |
|
| 2018-09-27 |
RSI强势追入 |
买入 |
23.743719999999996 |
39400.0 |
¥93.6万 |
|
| 2018-11-12 |
RSI走弱 |
卖出 |
23.666310000000003 |
39400.0 |
¥93.2万 |
|
| 2018-12-06 |
RSI强势追入 |
买入 |
26.926899999999996 |
34600.0 |
¥93.2万 |
|
| 2018-12-17 |
RSI走弱 |
卖出 |
25.01496 |
34600.0 |
¥86.5万 |
|
| 2019-01-08 |
RSI强势追入 |
买入 |
27.347319999999996 |
31200.0 |
¥85.3万 |
|
| 2019-01-23 |
RSI走弱 |
卖出 |
26.963009999999997 |
31200.0 |
¥84.1万 |
|
| 2019-02-13 |
RSI强势追入 |
买入 |
30.510479999999998 |
28000.0 |
¥85.5万 |
|
| 2019-04-17 |
RSI走弱 |
卖出 |
37.98198 |
28000.0 |
¥1.06M |
|
| 2020-01-08 |
RSI强势追入 |
买入 |
38.28825 |
27800.0 |
¥1.06M |
|
| 2020-01-23 |
RSI走弱 |
卖出 |
33.966 |
27800.0 |
¥94.4万 |
|
| 2021-11-03 |
RSI强势追入 |
买入 |
16.9169 |
55700.0 |
¥94.3万 |
|
| 2021-11-25 |
RSI走弱 |
卖出 |
16.153830000000003 |
55700.0 |
¥89.9万 |
|
| 2021-12-23 |
RSI强势追入 |
买入 |
18.698679999999996 |
48100.0 |
¥90.0万 |
|
| 2022-01-24 |
RSI走弱 |
卖出 |
18.981 |
48100.0 |
¥91.3万 |
|
| 2022-06-23 |
RSI强势追入 |
买入 |
21.891869999999997 |
41500.0 |
¥90.9万 |
|
| 2022-07-29 |
RSI走弱 |
卖出 |
22.76 |
41500.0 |
¥94.4万 |
|
| 2023-04-06 |
RSI强势追入 |
买入 |
21.8218 |
43300.0 |
¥94.5万 |
|
| 2023-04-25 |
RSI走弱 |
卖出 |
20.49948 |
43300.0 |
¥88.7万 |
|
| 2023-10-31 |
RSI强势追入 |
买入 |
18.948929999999997 |
46800.0 |
¥88.7万 |
|
| 2023-12-21 |
RSI走弱 |
卖出 |
18.99099 |
46800.0 |
¥88.9万 |
|
| 2024-05-13 |
RSI强势追入 |
买入 |
20.8208 |
42800.0 |
¥89.1万 |
|
| 2024-06-14 |
RSI走弱 |
卖出 |
20.43954 |
42800.0 |
¥87.5万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
20.180159999999997 |
40700.0 |
¥82.2万 |
|
| 2024-10-18 |
RSI走弱 |
卖出 |
17.57241 |
40700.0 |
¥71.5万 |
|
| 2025-06-12 |
RSI强势追入 |
买入 |
18.168149999999997 |
42300.0 |
¥76.9万 |
|
| 2025-06-20 |
RSI走弱 |
卖出 |
17.05293 |
42300.0 |
¥72.1万 |
|
| 2025-09-12 |
RSI强势追入 |
买入 |
19.399379999999997 |
36900.0 |
¥71.6万 |
|
| 2025-10-09 |
RSI走弱 |
卖出 |
18.42156 |
36900.0 |
¥68.0万 |
|
| 2026-03-13 |
RSI强势追入 |
买入 |
17.6176 |
39000.0 |
¥68.7万 |
|
| 2026-03-27 |
RSI走弱 |
卖出 |
16.62 |
39000.0 |
¥64.8万 |
|
| 2026-09-07 |
RSI强势追入 |
买入 |
15.375359999999997 |
42000.0 |
¥64.6万 |
|
| 2026-09-28 |
RSI走弱 |
卖出 |
14.4855 |
42000.0 |
¥60.8万 |
|
| 2026-11-04 |
RSI强势追入 |
买入 |
16.47646 |
36600.0 |
¥60.3万 |
|
| 2026-11-13 |
强平 |
卖出 |
17.32 |
36600 |
¥63.4万 |
回测结束强平 |