300832 新产业 — 追涨杀跌 回测明细
数据区间: 2020-05-12 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥68.9万
策略: 追涨杀跌
K线 & 交易信号(策略收益 -31.09%)
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 12 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 |
2020-06-03 |
2020-07-27 |
156.03679699999998 |
161.838 |
¥3.6万 |
+3.69% |
RSI走弱 |
| 2 |
2020-10-13 |
2020-10-26 |
187.44341615999997 |
171.27855 |
¥-8.9万 |
-8.65% |
RSI走弱 |
| 3 |
2021-04-23 |
2021-05-10 |
137.358375154 |
121.878 |
¥-10.6万 |
-11.30% |
RSI走弱 |
| 4 |
2022-05-16 |
2022-07-13 |
42.214820647999986 |
44.02593 |
¥3.6万 |
+4.26% |
RSI走弱 |
| 5 |
2022-10-18 |
2022-11-16 |
51.046289294 |
50.96898 |
¥-1,556 |
-0.18% |
RSI走弱 |
| 6 |
2023-01-09 |
2023-03-02 |
55.08152950299999 |
59.29065 |
¥6.6万 |
+7.61% |
RSI走弱 |
| 7 |
2023-12-11 |
2024-01-11 |
75.94862775499999 |
72.93699000000001 |
¥-3.7万 |
-3.99% |
RSI走弱 |
| 8 |
2024-10-09 |
2024-10-16 |
85.0255 |
69.91002 |
¥-15.4万 |
-17.80% |
RSI走弱 |
| 9 |
2025-06-05 |
2025-06-17 |
61.36969538699999 |
58.5414 |
¥-3.4万 |
-4.64% |
RSI走弱 |
| 10 |
2025-09-04 |
2025-10-13 |
64.91429844899999 |
62.9 |
¥-2.2万 |
-3.13% |
RSI走弱 |
| 11 |
2026-08-19 |
2026-09-09 |
53.169045929999996 |
49.520430000000005 |
¥-4.7万 |
-6.89% |
RSI走弱 |
| 12 |
2026-10-26 |
2026-11-13 |
56.72366199499999 |
60.55 |
¥4.3万 |
+6.71% |
强平 |
逐笔成交记录(共 24 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2020-06-03 |
RSI强势追入 |
买入 |
155.99 |
6300.0 |
¥98.3万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
161.838 |
6300.0 |
¥1.02M |
|
| 2020-10-13 |
RSI强势追入 |
买入 |
187.38719999999998 |
5500.0 |
¥1.03M |
|
| 2020-10-26 |
RSI走弱 |
卖出 |
171.27855 |
5500.0 |
¥94.2万 |
|
| 2021-04-23 |
RSI强势追入 |
买入 |
137.31717999999998 |
6800.0 |
¥93.4万 |
|
| 2021-05-10 |
RSI走弱 |
卖出 |
121.878 |
6800.0 |
¥82.9万 |
|
| 2022-05-16 |
RSI强势追入 |
买入 |
42.20215999999999 |
19800.0 |
¥83.6万 |
|
| 2022-07-13 |
RSI走弱 |
卖出 |
44.02593 |
19800.0 |
¥87.1万 |
|
| 2022-10-18 |
RSI强势追入 |
买入 |
51.03097999999999 |
16800.0 |
¥85.8万 |
|
| 2022-11-16 |
RSI走弱 |
卖出 |
50.96898 |
16800.0 |
¥85.6万 |
|
| 2023-01-09 |
RSI强势追入 |
买入 |
55.065009999999994 |
15700.0 |
¥86.5万 |
|
| 2023-03-02 |
RSI走弱 |
卖出 |
59.29065 |
15700.0 |
¥93.1万 |
|
| 2023-12-11 |
RSI强势追入 |
买入 |
75.92584999999998 |
12300.0 |
¥93.4万 |
|
| 2024-01-11 |
RSI走弱 |
卖出 |
72.93699000000001 |
12300.0 |
¥89.7万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
85.0 |
10200.0 |
¥86.7万 |
|
| 2024-10-16 |
RSI走弱 |
卖出 |
69.91002 |
10200.0 |
¥71.3万 |
|
| 2025-06-05 |
RSI强势追入 |
买入 |
61.35128999999999 |
12100.0 |
¥74.3万 |
|
| 2025-06-17 |
RSI走弱 |
卖出 |
58.5414 |
12100.0 |
¥70.8万 |
|
| 2025-09-04 |
RSI强势追入 |
买入 |
64.89482999999998 |
10900.0 |
¥70.8万 |
|
| 2025-10-13 |
RSI走弱 |
卖出 |
62.9 |
10900.0 |
¥68.5万 |
|
| 2026-08-19 |
RSI强势追入 |
买入 |
53.1531 |
12900.0 |
¥68.6万 |
|
| 2026-09-09 |
RSI走弱 |
卖出 |
49.520430000000005 |
12900.0 |
¥63.9万 |
|
| 2026-10-26 |
RSI强势追入 |
买入 |
56.70664999999999 |
11300.0 |
¥64.1万 |
|
| 2026-11-13 |
强平 |
卖出 |
60.55 |
11300 |
¥68.4万 |
回测结束强平 |