600018 上港集团 — 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: ¥1.01M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +1.06%）
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 |
2015-03-20 |
2015-05-08 |
7.399609216999998 |
9.02097 |
¥21.8万 |
+21.87% |
RSI走弱 |
| 2 |
2016-07-14 |
2016-08-11 |
5.407021620000001 |
5.25474 |
¥-3.5万 |
-2.85% |
RSI走弱 |
| 3 |
2016-11-30 |
2016-12-07 |
5.427047625999999 |
5.25474 |
¥-3.8万 |
-3.20% |
RSI走弱 |
| 4 |
2017-02-17 |
2017-03-10 |
6.117944833 |
5.70429 |
¥-7.6万 |
-6.79% |
RSI走弱 |
| 5 |
2017-06-02 |
2017-06-14 |
6.378282910999999 |
6.11 |
¥-4.5万 |
-4.23% |
RSI走弱 |
| 6 |
2017-07-11 |
2017-08-08 |
6.518464953 |
6.54345 |
¥3,562 |
+0.35% |
RSI走弱 |
| 7 |
2017-10-19 |
2017-11-24 |
7.0691801179999985 |
7.32267 |
¥3.6万 |
+3.55% |
RSI走弱 |
| 8 |
2019-02-26 |
2019-04-29 |
5.997788796999999 |
7.9720200000000006 |
¥34.9万 |
+32.88% |
RSI走弱 |
| 9 |
2020-07-08 |
2020-07-20 |
4.676072400999999 |
4.45554 |
¥-6.7万 |
-4.74% |
RSI走弱 |
| 10 |
2021-06-04 |
2021-06-07 |
4.996488497 |
4.74525 |
¥-6.5万 |
-5.06% |
RSI走弱 |
| 11 |
2021-07-07 |
2021-07-28 |
5.266839578 |
4.94505 |
¥-7.8万 |
-6.14% |
RSI走弱 |
| 12 |
2021-08-31 |
2021-10-13 |
5.5472036619999985 |
5.84415 |
¥6.4万 |
+5.32% |
RSI走弱 |
| 13 |
2021-12-07 |
2022-01-26 |
5.707411709999999 |
5.68431 |
¥-5,400 |
-0.43% |
RSI走弱 |
| 14 |
2023-04-19 |
2023-04-27 |
5.737450719 |
5.55444 |
¥-4.1万 |
-3.22% |
RSI走弱 |
| 15 |
2024-01-15 |
2024-01-23 |
5.306891589999998 |
5.12487 |
¥-4.2万 |
-3.46% |
RSI走弱 |
| 16 |
2024-01-29 |
2024-02-19 |
5.517164653 |
5.30469 |
¥-4.5万 |
-3.88% |
RSI走弱 |
| 17 |
2024-04-10 |
2024-05-16 |
5.627307685999999 |
5.65434 |
¥5,100 |
+0.45% |
RSI走弱 |
| 18 |
2024-10-09 |
2024-10-18 |
6.618594982999999 |
6.11388 |
¥-8.6万 |
-7.65% |
RSI走弱 |
| 19 |
2026-09-02 |
2026-09-23 |
5.567229667999999 |
5.34465 |
¥-4.2万 |
-4.03% |
RSI走弱 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-20 |
RSI强势追入 |
买入 |
7.397389999999999 |
134800.0 |
¥99.7万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
9.02097 |
134800.0 |
¥1.22M |
|
| 2016-07-14 |
RSI强势追入 |
买入 |
5.405400000000001 |
224800.0 |
¥1.22M |
|
| 2016-08-11 |
RSI走弱 |
卖出 |
5.25474 |
224800.0 |
¥1.18M |
|
| 2016-11-30 |
RSI强势追入 |
买入 |
5.425419999999999 |
216800.0 |
¥1.18M |
|
| 2016-12-07 |
RSI走弱 |
卖出 |
5.25474 |
216800.0 |
¥1.14M |
|
| 2017-02-17 |
RSI强势追入 |
买入 |
6.116109999999999 |
183000.0 |
¥1.12M |
|
| 2017-03-10 |
RSI走弱 |
卖出 |
5.70429 |
183000.0 |
¥1.04M |
|
| 2017-06-02 |
RSI强势追入 |
买入 |
6.376369999999999 |
166800.0 |
¥1.06M |
|
| 2017-06-14 |
RSI走弱 |
卖出 |
6.11 |
166800.0 |
¥1.02M |
|
| 2017-07-11 |
RSI强势追入 |
买入 |
6.516509999999999 |
154700.0 |
¥1.01M |
|
| 2017-08-08 |
RSI走弱 |
卖出 |
6.54345 |
154700.0 |
¥1.01M |
|
| 2017-10-19 |
RSI强势追入 |
买入 |
7.067059999999999 |
144100.0 |
¥1.02M |
|
| 2017-11-24 |
RSI走弱 |
卖出 |
7.32267 |
144100.0 |
¥1.05M |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
5.99599 |
177100.0 |
¥1.06M |
|
| 2019-04-29 |
RSI走弱 |
卖出 |
7.9720200000000006 |
177100.0 |
¥1.41M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
4.674669999999999 |
301700.0 |
¥1.41M |
|
| 2020-07-20 |
RSI走弱 |
卖出 |
4.45554 |
301700.0 |
¥1.34M |
|
| 2021-06-04 |
RSI强势追入 |
买入 |
4.99499 |
258600.0 |
¥1.29M |
|
| 2021-06-07 |
RSI走弱 |
卖出 |
4.74525 |
258600.0 |
¥1.23M |
|
| 2021-07-07 |
RSI强势追入 |
买入 |
5.26526 |
242300.0 |
¥1.28M |
|
| 2021-07-28 |
RSI走弱 |
卖出 |
4.94505 |
242300.0 |
¥1.20M |
|
| 2021-08-31 |
RSI强势追入 |
买入 |
5.545539999999998 |
216400.0 |
¥1.20M |
|
| 2021-10-13 |
RSI走弱 |
卖出 |
5.84415 |
216400.0 |
¥1.26M |
|
| 2021-12-07 |
RSI强势追入 |
买入 |
5.705699999999999 |
217700.0 |
¥1.24M |
|
| 2022-01-26 |
RSI走弱 |
卖出 |
5.68431 |
217700.0 |
¥1.24M |
|
| 2023-04-19 |
RSI强势追入 |
买入 |
5.73573 |
219400.0 |
¥1.26M |
|
| 2023-04-27 |
RSI走弱 |
卖出 |
5.55444 |
219400.0 |
¥1.22M |
|
| 2024-01-15 |
RSI强势追入 |
买入 |
5.305299999999999 |
230000.0 |
¥1.22M |
|
| 2024-01-23 |
RSI走弱 |
卖出 |
5.12487 |
230000.0 |
¥1.18M |
|
| 2024-01-29 |
RSI强势追入 |
买入 |
5.515509999999999 |
212100.0 |
¥1.17M |
|
| 2024-02-19 |
RSI走弱 |
卖出 |
5.30469 |
212100.0 |
¥1.12M |
|
| 2024-04-10 |
RSI强势追入 |
买入 |
5.62562 |
201300.0 |
¥1.13M |
|
| 2024-05-16 |
RSI走弱 |
卖出 |
5.65434 |
201300.0 |
¥1.14M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
6.61661 |
169100.0 |
¥1.12M |
|
| 2024-10-18 |
RSI走弱 |
卖出 |
6.11388 |
169100.0 |
¥1.03M |
|
| 2026-09-02 |
RSI强势追入 |
买入 |
5.565559999999999 |
189100.0 |
¥1.05M |
|
| 2026-09-23 |
RSI走弱 |
卖出 |
5.34465 |
189100.0 |
¥1.01M |
|