600009 上海机场 — 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: ¥1.15M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +14.54%）
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 19 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 |
2015-03-17 |
2015-06-23 |
23.740830112999998 |
31.977989999999995 |
¥34.6万 |
+34.66% |
RSI走弱 |
| 2 |
2017-01-26 |
2017-03-01 |
27.455654225999993 |
27.41256 |
¥-2,499 |
-0.19% |
RSI走弱 |
| 3 |
2017-03-28 |
2017-06-16 |
29.598436867999993 |
35.844120000000004 |
¥28.2万 |
+21.07% |
RSI走弱 |
| 4 |
2017-09-11 |
2017-09-20 |
42.445119717 |
39.1608 |
¥-12.6万 |
-7.77% |
RSI走弱 |
| 5 |
2017-11-01 |
2017-11-28 |
43.28621196899999 |
42.7572 |
¥-1.8万 |
-1.25% |
RSI走弱 |
| 6 |
2018-05-10 |
2018-06-28 |
52.57827875299999 |
54.19575 |
¥4.5万 |
+3.05% |
RSI走弱 |
| 7 |
2019-02-21 |
2019-08-06 |
56.59349295599999 |
77.10282000000001 |
¥55.1万 |
+36.20% |
RSI走弱 |
| 8 |
2020-11-18 |
2020-12-10 |
77.89115033700001 |
75.93399000000001 |
¥-5.2万 |
-2.54% |
RSI走弱 |
| 9 |
2021-09-08 |
2021-09-16 |
45.899605752 |
42.69726 |
¥-14.0万 |
-7.00% |
RSI走弱 |
| 10 |
2021-10-12 |
2021-11-11 |
49.424182808 |
48.831120000000006 |
¥-2.3万 |
-1.23% |
RSI走弱 |
| 11 |
2022-01-24 |
2022-02-25 |
52.818590824999994 |
53.42652 |
¥2.1万 |
+1.12% |
RSI走弱 |
| 12 |
2022-06-29 |
2022-07-12 |
56.563453947 |
50.11983 |
¥-21.4万 |
-11.42% |
RSI走弱 |
| 13 |
2022-09-28 |
2022-10-10 |
61.88035853999999 |
57.0429 |
¥-12.9万 |
-7.85% |
RSI走弱 |
| 14 |
2024-03-19 |
2024-03-28 |
37.661295 |
34.9 |
¥-11.3万 |
-7.36% |
RSI走弱 |
| 15 |
2024-10-09 |
2024-10-18 |
38.261475 |
33.89607 |
¥-16.0万 |
-11.44% |
RSI走弱 |
| 16 |
2025-07-25 |
2025-08-01 |
33.229966 |
32.07789 |
¥-4.4万 |
-3.50% |
RSI走弱 |
| 17 |
2025-08-27 |
2025-09-03 |
33.09297491499999 |
32.19777 |
¥-3.3万 |
-2.73% |
RSI走弱 |
| 18 |
2025-11-11 |
2025-11-21 |
33.173078939 |
32.31765 |
¥-3.1万 |
-2.61% |
RSI走弱 |
| 19 |
2026-11-04 |
2026-11-13 |
24.732117409999997 |
24.46 |
¥-1.3万 |
-1.13% |
强平 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-17 |
RSI强势追入 |
买入 |
23.73371 |
42000.0 |
¥99.7万 |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
31.977989999999995 |
42000.0 |
¥1.34M |
|
| 2017-01-26 |
RSI强势追入 |
买入 |
27.447419999999997 |
48700.0 |
¥1.34M |
|
| 2017-03-01 |
RSI走弱 |
卖出 |
27.41256 |
48700.0 |
¥1.33M |
|
| 2017-03-28 |
RSI强势追入 |
买入 |
29.589559999999995 |
45200.0 |
¥1.34M |
|
| 2017-06-16 |
RSI走弱 |
卖出 |
35.844120000000004 |
45200.0 |
¥1.62M |
|
| 2017-09-11 |
RSI强势追入 |
买入 |
42.43239 |
38200.0 |
¥1.62M |
|
| 2017-09-20 |
RSI走弱 |
卖出 |
39.1608 |
38200.0 |
¥1.50M |
|
| 2017-11-01 |
RSI强势追入 |
买入 |
43.27322999999999 |
34100.0 |
¥1.48M |
|
| 2017-11-28 |
RSI走弱 |
卖出 |
42.7572 |
34100.0 |
¥1.46M |
|
| 2018-05-10 |
RSI强势追入 |
买入 |
52.56250999999999 |
27800.0 |
¥1.46M |
|
| 2018-06-28 |
RSI走弱 |
卖出 |
54.19575 |
27800.0 |
¥1.51M |
|
| 2019-02-21 |
RSI强势追入 |
买入 |
56.576519999999995 |
26900.0 |
¥1.52M |
|
| 2019-08-06 |
RSI走弱 |
卖出 |
77.10282000000001 |
26900.0 |
¥2.07M |
|
| 2020-11-18 |
RSI强势追入 |
买入 |
77.86779 |
26300.0 |
¥2.05M |
|
| 2020-12-10 |
RSI走弱 |
卖出 |
75.93399000000001 |
26300.0 |
¥2.00M |
|
| 2021-09-08 |
RSI强势追入 |
买入 |
45.88584 |
43600.0 |
¥2.00M |
|
| 2021-09-16 |
RSI走弱 |
卖出 |
42.69726 |
43600.0 |
¥1.86M |
|
| 2021-10-12 |
RSI强势追入 |
买入 |
49.40935999999999 |
37800.0 |
¥1.87M |
|
| 2021-11-11 |
RSI走弱 |
卖出 |
48.831120000000006 |
37800.0 |
¥1.85M |
|
| 2022-01-24 |
RSI强势追入 |
买入 |
52.802749999999996 |
35000.0 |
¥1.85M |
|
| 2022-02-25 |
RSI走弱 |
卖出 |
53.42652 |
35000.0 |
¥1.87M |
|
| 2022-06-29 |
RSI强势追入 |
买入 |
56.54649 |
33100.0 |
¥1.87M |
|
| 2022-07-12 |
RSI走弱 |
卖出 |
50.11983 |
33100.0 |
¥1.66M |
|
| 2022-09-28 |
RSI强势追入 |
买入 |
61.86179999999999 |
26600.0 |
¥1.65M |
|
| 2022-10-10 |
RSI走弱 |
卖出 |
57.0429 |
26600.0 |
¥1.52M |
|
| 2024-03-19 |
RSI强势追入 |
买入 |
37.65 |
40700.0 |
¥1.53M |
|
| 2024-03-28 |
RSI走弱 |
卖出 |
34.9 |
40700.0 |
¥1.42M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
38.25 |
36500.0 |
¥1.40M |
|
| 2024-10-18 |
RSI走弱 |
卖出 |
33.89607 |
36500.0 |
¥1.24M |
|
| 2025-07-25 |
RSI强势追入 |
买入 |
33.22 |
37900.0 |
¥1.26M |
|
| 2025-08-01 |
RSI走弱 |
卖出 |
32.07789 |
37900.0 |
¥1.22M |
|
| 2025-08-27 |
RSI强势追入 |
买入 |
33.08304999999999 |
36700.0 |
¥1.21M |
|
| 2025-09-03 |
RSI走弱 |
卖出 |
32.19777 |
36700.0 |
¥1.18M |
|
| 2025-11-11 |
RSI强势追入 |
买入 |
33.16313 |
35600.0 |
¥1.18M |
|
| 2025-11-21 |
RSI走弱 |
卖出 |
32.31765 |
35600.0 |
¥1.15M |
|
| 2026-11-04 |
RSI强势追入 |
买入 |
24.724699999999995 |
46600.0 |
¥1.15M |
|
| 2026-11-13 |
强平 |
卖出 |
24.46 |
46600 |
¥1.14M |
回测结束强平 |