600010 包钢股份 — 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: ¥95.3万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -4.69%）
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 20 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 |
2015-02-03 |
2015-02-10 |
5.3269175959999995 |
4.70529 |
¥-11.7万 |
-11.70% |
RSI走弱 |
| 2 |
2015-03-17 |
2015-05-08 |
6.047853812 |
5.994 |
¥-8,125 |
-0.92% |
RSI走弱 |
| 3 |
2017-02-17 |
2017-03-20 |
3.1040309299999995 |
3.0669299999999997 |
¥-1.1万 |
-1.22% |
RSI走弱 |
| 4 |
2017-08-02 |
2017-08-21 |
2.7736018309999997 |
2.6673299999999998 |
¥-3.3万 |
-3.86% |
RSI走弱 |
| 5 |
2019-02-26 |
2019-03-27 |
1.6821845039999999 |
1.80819 |
¥6.2万 |
+7.46% |
RSI走弱 |
| 6 |
2020-07-09 |
2020-07-20 |
1.2315993689999998 |
1.14885 |
¥-6.0万 |
-6.75% |
RSI走弱 |
| 7 |
2020-09-10 |
2020-09-14 |
1.2716513809999999 |
1.17882 |
¥-6.0万 |
-7.33% |
RSI走弱 |
| 8 |
2020-11-25 |
2020-12-07 |
1.261638378 |
1.1987999999999999 |
¥-3.9万 |
-5.01% |
RSI走弱 |
| 9 |
2021-01-22 |
2021-01-26 |
1.220366 |
1.16 |
¥-3.6万 |
-4.98% |
RSI走弱 |
| 10 |
2021-02-24 |
2021-03-24 |
1.4418724319999996 |
1.5784200000000002 |
¥6.5万 |
+9.44% |
RSI走弱 |
| 11 |
2021-07-15 |
2021-09-28 |
2.0827046240000002 |
3.08691 |
¥36.6万 |
+48.17% |
RSI走弱 |
| 12 |
2022-06-24 |
2022-07-12 |
2.4031207199999995 |
2.26773 |
¥-6.3万 |
-5.66% |
RSI走弱 |
| 13 |
2023-02-02 |
2023-02-17 |
2.10273063 |
1.998 |
¥-5.3万 |
-5.01% |
RSI走弱 |
| 14 |
2023-07-06 |
2023-07-13 |
1.8924575669999995 |
1.82817 |
¥-3.4万 |
-3.43% |
RSI走弱 |
| 15 |
2023-08-02 |
2023-08-14 |
1.9224965759999997 |
1.8281699999999999 |
¥-4.8万 |
-4.93% |
RSI走弱 |
| 16 |
2024-03-20 |
2024-04-17 |
1.6621584979999997 |
1.6 |
¥-3.4万 |
-3.77% |
RSI走弱 |
| 17 |
2024-10-09 |
2024-12-18 |
1.810543 |
1.95 |
¥6.8万 |
+7.67% |
RSI走弱 |
| 18 |
2025-07-15 |
2025-09-04 |
2.1227566359999996 |
2.53746 |
¥18.8万 |
+19.50% |
RSI走弱 |
| 19 |
2026-01-13 |
2026-01-20 |
2.6808039999999997 |
2.32767 |
¥-15.1万 |
-13.20% |
RSI走弱 |
| 20 |
2026-02-27 |
2026-03-17 |
2.9638488879999993 |
2.81718 |
¥-4.9万 |
-4.98% |
RSI走弱 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-03 |
RSI强势追入 |
买入 |
5.32532 |
187000.0 |
¥99.6万 |
|
| 2015-02-10 |
RSI走弱 |
卖出 |
4.70529 |
187000.0 |
¥88.0万 |
|
| 2015-03-17 |
RSI强势追入 |
买入 |
6.04604 |
146000.0 |
¥88.3万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
5.994 |
146000.0 |
¥87.5万 |
|
| 2017-02-17 |
RSI强势追入 |
买入 |
3.1031 |
277800.0 |
¥86.2万 |
|
| 2017-03-20 |
RSI走弱 |
卖出 |
3.0669299999999997 |
277800.0 |
¥85.2万 |
|
| 2017-08-02 |
RSI强势追入 |
买入 |
2.7727699999999995 |
311100.0 |
¥86.3万 |
|
| 2017-08-21 |
RSI走弱 |
卖出 |
2.6673299999999998 |
311100.0 |
¥83.0万 |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
1.6816799999999998 |
490300.0 |
¥82.5万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
1.80819 |
490300.0 |
¥88.6万 |
|
| 2020-07-09 |
RSI强势追入 |
买入 |
1.2312299999999998 |
717700.0 |
¥88.4万 |
|
| 2020-07-20 |
RSI走弱 |
卖出 |
1.14885 |
717700.0 |
¥82.4万 |
|
| 2020-09-10 |
RSI强势追入 |
买入 |
1.27127 |
638900.0 |
¥81.2万 |
|
| 2020-09-14 |
RSI走弱 |
卖出 |
1.17882 |
638900.0 |
¥75.3万 |
|
| 2020-11-25 |
RSI强势追入 |
买入 |
1.2612599999999998 |
612100.0 |
¥77.2万 |
|
| 2020-12-07 |
RSI走弱 |
卖出 |
1.1987999999999999 |
612100.0 |
¥73.4万 |
|
| 2021-01-22 |
RSI强势追入 |
买入 |
1.22 |
590900.0 |
¥72.1万 |
|
| 2021-01-26 |
RSI走弱 |
卖出 |
1.16 |
590900.0 |
¥68.5万 |
|
| 2021-02-24 |
RSI强势追入 |
买入 |
1.4414399999999998 |
480600.0 |
¥69.3万 |
|
| 2021-03-24 |
RSI走弱 |
卖出 |
1.5784200000000002 |
480600.0 |
¥75.8万 |
|
| 2021-07-15 |
RSI强势追入 |
买入 |
2.08208 |
364600.0 |
¥75.9万 |
|
| 2021-09-28 |
RSI走弱 |
卖出 |
3.08691 |
364600.0 |
¥1.13M |
|
| 2022-06-24 |
RSI强势追入 |
买入 |
2.4023999999999996 |
459800.0 |
¥1.10M |
|
| 2022-07-12 |
RSI走弱 |
卖出 |
2.26773 |
459800.0 |
¥1.04M |
|
| 2023-02-02 |
RSI强势追入 |
买入 |
2.1021 |
506800.0 |
¥1.07M |
|
| 2023-02-17 |
RSI走弱 |
卖出 |
1.998 |
506800.0 |
¥1.01M |
|
| 2023-07-06 |
RSI强势追入 |
买入 |
1.8918899999999996 |
529400.0 |
¥1.00M |
|
| 2023-07-13 |
RSI走弱 |
卖出 |
1.82817 |
529400.0 |
¥96.8万 |
|
| 2023-08-02 |
RSI强势追入 |
买入 |
1.9219199999999996 |
506200.0 |
¥97.3万 |
|
| 2023-08-14 |
RSI走弱 |
卖出 |
1.8281699999999999 |
506200.0 |
¥92.5万 |
|
| 2024-03-20 |
RSI强势追入 |
买入 |
1.6616599999999997 |
546500.0 |
¥90.8万 |
|
| 2024-04-17 |
RSI走弱 |
卖出 |
1.6 |
546500.0 |
¥87.4万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
1.81 |
489000.0 |
¥88.5万 |
|
| 2024-12-18 |
RSI走弱 |
卖出 |
1.95 |
489000.0 |
¥95.3万 |
|
| 2025-07-15 |
RSI强势追入 |
买入 |
2.12212 |
454000.0 |
¥96.4万 |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
2.53746 |
454000.0 |
¥1.15M |
|
| 2026-01-13 |
RSI强势追入 |
买入 |
2.68 |
427500.0 |
¥1.15M |
|
| 2026-01-20 |
RSI走弱 |
卖出 |
2.32767 |
427500.0 |
¥99.5万 |
|
| 2026-02-27 |
RSI强势追入 |
买入 |
2.96296 |
335300.0 |
¥99.4万 |
|
| 2026-03-17 |
RSI走弱 |
卖出 |
2.81718 |
335300.0 |
¥94.4万 |
|