300866 安克创新 — 追涨杀跌 回测明细
数据区间: 2020-08-24 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥56.8万
策略: 追涨杀跌
K线 & 交易信号(策略收益 -43.22%)
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 |
2020-11-05 |
2020-12-14 |
180.314158024 |
179.43039000000002 |
¥-5,157 |
-0.52% |
RSI走弱 |
| 2 |
2021-11-25 |
2021-12-17 |
127.51559320499997 |
107.24265 |
¥-15.4万 |
-15.92% |
RSI走弱 |
| 3 |
2022-07-05 |
2022-07-27 |
78.10142339999999 |
72.63729 |
¥-5.7万 |
-7.02% |
RSI走弱 |
| 4 |
2023-03-24 |
2023-04-24 |
72.303894663 |
64.04589 |
¥-8.9万 |
-11.45% |
RSI走弱 |
| 5 |
2023-06-05 |
2023-07-20 |
79.292970757 |
83.32659 |
¥3.5万 |
+5.06% |
RSI走弱 |
| 6 |
2023-09-28 |
2023-11-02 |
91.11832729999999 |
90.909 |
¥-1,869 |
-0.26% |
RSI走弱 |
| 7 |
2024-05-15 |
2024-05-27 |
96.49530991099999 |
70.84908 |
¥-19.3万 |
-26.60% |
RSI走弱 |
| 8 |
2024-09-04 |
2024-11-25 |
66.08581979999998 |
80.42949 |
¥11.5万 |
+21.67% |
RSI走弱 |
| 9 |
2024-12-20 |
2025-01-06 |
93.181005918 |
91.18 |
¥-1.4万 |
-2.18% |
RSI走弱 |
| 10 |
2025-01-23 |
2025-03-07 |
108.68259499999999 |
107.71217999999999 |
¥-5,816 |
-0.92% |
RSI走弱 |
| 11 |
2025-08-11 |
2025-09-05 |
135.195566506 |
133.7661 |
¥-6,760 |
-1.09% |
RSI走弱 |
| 12 |
2026-09-04 |
2026-09-17 |
137.47853118999998 |
125.12475 |
¥-5.6万 |
-9.01% |
RSI走弱 |
逐笔成交记录(共 24 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2020-11-05 |
RSI强势追入 |
买入 |
180.26008 |
5500.0 |
¥99.2万 |
|
| 2020-12-14 |
RSI走弱 |
卖出 |
179.43039000000002 |
5500.0 |
¥98.7万 |
|
| 2021-11-25 |
RSI强势追入 |
买入 |
127.47734999999999 |
7600.0 |
¥96.9万 |
|
| 2021-12-17 |
RSI走弱 |
卖出 |
107.24265 |
7600.0 |
¥81.5万 |
|
| 2022-07-05 |
RSI强势追入 |
买入 |
78.07799999999999 |
10300.0 |
¥80.4万 |
|
| 2022-07-27 |
RSI走弱 |
卖出 |
72.63729 |
10300.0 |
¥74.8万 |
|
| 2023-03-24 |
RSI强势追入 |
买入 |
72.28220999999999 |
10800.0 |
¥78.1万 |
|
| 2023-04-24 |
RSI走弱 |
卖出 |
64.04589 |
10800.0 |
¥69.1万 |
|
| 2023-06-05 |
RSI强势追入 |
买入 |
79.26919 |
8700.0 |
¥69.0万 |
|
| 2023-07-20 |
RSI走弱 |
卖出 |
83.32659 |
8700.0 |
¥72.5万 |
|
| 2023-09-28 |
RSI强势追入 |
买入 |
91.091 |
7900.0 |
¥72.0万 |
|
| 2023-11-02 |
RSI走弱 |
卖出 |
90.909 |
7900.0 |
¥71.8万 |
|
| 2024-05-15 |
RSI强势追入 |
买入 |
96.46637 |
7500.0 |
¥72.4万 |
|
| 2024-05-27 |
RSI走弱 |
卖出 |
70.84908 |
7500.0 |
¥53.1万 |
|
| 2024-09-04 |
RSI强势追入 |
买入 |
66.06599999999999 |
8000.0 |
¥52.9万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
80.42949 |
8000.0 |
¥64.3万 |
|
| 2024-12-20 |
RSI强势追入 |
买入 |
93.15306 |
6700.0 |
¥62.4万 |
|
| 2025-01-06 |
RSI走弱 |
卖出 |
91.18 |
6700.0 |
¥61.1万 |
|
| 2025-01-23 |
RSI强势追入 |
买入 |
108.65 |
5800.0 |
¥63.0万 |
|
| 2025-03-07 |
RSI走弱 |
卖出 |
107.71217999999999 |
5800.0 |
¥62.5万 |
|
| 2025-08-11 |
RSI强势追入 |
买入 |
135.15502 |
4600.0 |
¥62.2万 |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
133.7661 |
4600.0 |
¥61.5万 |
|
| 2026-09-04 |
RSI强势追入 |
买入 |
137.4373 |
4500.0 |
¥61.9万 |
|
| 2026-09-17 |
RSI走弱 |
卖出 |
125.12475 |
4500.0 |
¥56.3万 |
|