600019 宝钢股份 — 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: ¥86.4万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -13.57%）
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 |
2015-04-22 |
2015-05-08 |
8.320805493 |
8.27172 |
¥-6,173 |
-0.62% |
RSI走弱 |
| 2 |
2016-04-15 |
2016-04-29 |
5.967749787999999 |
5.55444 |
¥-6.9万 |
-6.95% |
RSI走弱 |
| 3 |
2016-10-12 |
2016-12-23 |
5.687385703999999 |
6.30369 |
¥9.8万 |
+10.80% |
RSI走弱 |
| 4 |
2017-07-12 |
2017-09-11 |
7.209362159999999 |
7.94205 |
¥10.3万 |
+10.13% |
RSI走弱 |
| 5 |
2017-11-10 |
2017-12-07 |
8.280753481 |
8.3916 |
¥1.5万 |
+1.31% |
RSI走弱 |
| 6 |
2018-01-30 |
2018-03-05 |
10.023016003 |
9.61038 |
¥-4.7万 |
-4.15% |
RSI走弱 |
| 7 |
2019-02-27 |
2019-03-15 |
7.629908285999999 |
7.2927 |
¥-4.8万 |
-4.45% |
RSI走弱 |
| 8 |
2020-07-08 |
2020-07-20 |
5.196748557 |
4.88511 |
¥-6.3万 |
-6.02% |
RSI走弱 |
| 9 |
2020-10-29 |
2020-12-07 |
5.427047625999999 |
6.06393 |
¥11.4万 |
+11.70% |
RSI走弱 |
| 10 |
2021-02-24 |
2021-03-25 |
7.920285372999998 |
7.90209 |
¥-2,828 |
-0.26% |
RSI走弱 |
| 11 |
2021-09-01 |
2021-09-27 |
10.21326306 |
9.600389999999999 |
¥-6.6万 |
-6.03% |
RSI走弱 |
| 12 |
2022-12-06 |
2022-12-27 |
5.927697776 |
5.55444 |
¥-6.5万 |
-6.32% |
RSI走弱 |
| 13 |
2023-01-17 |
2023-03-13 |
6.127957835999999 |
6.48351 |
¥5.5万 |
+5.77% |
RSI走弱 |
| 14 |
2023-07-28 |
2023-08-22 |
6.288165883999999 |
6.15384 |
¥-2.2万 |
-2.17% |
RSI走弱 |
| 15 |
2024-02-21 |
2024-03-22 |
6.578542970999998 |
6.53346 |
¥-7,118 |
-0.72% |
RSI走弱 |
| 16 |
2024-04-17 |
2024-05-08 |
6.979063090999999 |
6.8331599999999995 |
¥-2.1万 |
-2.12% |
RSI走弱 |
| 17 |
2024-10-09 |
2024-11-13 |
6.972091 |
6.6 |
¥-5.1万 |
-5.37% |
RSI走弱 |
| 18 |
2025-03-07 |
2025-04-01 |
7.369570208 |
7.24275 |
¥-1.6万 |
-1.75% |
RSI走弱 |
| 19 |
2025-07-07 |
2025-08-13 |
7.079193120999999 |
7.2127799999999995 |
¥1.7万 |
+1.86% |
RSI走弱 |
| 20 |
2025-11-07 |
2025-11-24 |
7.720025313 |
7.2727200000000005 |
¥-5.3万 |
-5.82% |
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 |
|---|
| 2015-04-22 |
RSI强势追入 |
买入 |
8.31831 |
119700.0 |
¥99.6万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
8.27172 |
119700.0 |
¥99.0万 |
|
| 2016-04-15 |
RSI强势追入 |
买入 |
5.965959999999999 |
166400.0 |
¥99.3万 |
|
| 2016-04-29 |
RSI走弱 |
卖出 |
5.55444 |
166400.0 |
¥92.4万 |
|
| 2016-10-12 |
RSI强势追入 |
买入 |
5.685679999999999 |
159100.0 |
¥90.5万 |
|
| 2016-12-23 |
RSI走弱 |
卖出 |
6.30369 |
159100.0 |
¥1.00M |
|
| 2017-07-12 |
RSI强势追入 |
买入 |
7.207199999999999 |
141300.0 |
¥1.02M |
|
| 2017-09-11 |
RSI走弱 |
卖出 |
7.94205 |
141300.0 |
¥1.12M |
|
| 2017-11-10 |
RSI强势追入 |
买入 |
8.27827 |
135300.0 |
¥1.12M |
|
| 2017-12-07 |
RSI走弱 |
卖出 |
8.3916 |
135300.0 |
¥1.14M |
|
| 2018-01-30 |
RSI强势追入 |
买入 |
10.02001 |
113500.0 |
¥1.14M |
|
| 2018-03-05 |
RSI走弱 |
卖出 |
9.61038 |
113500.0 |
¥1.09M |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
7.627619999999999 |
142600.0 |
¥1.09M |
|
| 2019-03-15 |
RSI走弱 |
卖出 |
7.2927 |
142600.0 |
¥1.04M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
5.19519 |
199800.0 |
¥1.04M |
|
| 2020-07-20 |
RSI走弱 |
卖出 |
4.88511 |
199800.0 |
¥97.6万 |
|
| 2020-10-29 |
RSI强势追入 |
买入 |
5.425419999999999 |
179300.0 |
¥97.3万 |
|
| 2020-12-07 |
RSI走弱 |
卖出 |
6.06393 |
179300.0 |
¥1.09M |
|
| 2021-02-24 |
RSI强势追入 |
买入 |
7.917909999999998 |
137500.0 |
¥1.09M |
|
| 2021-03-25 |
RSI走弱 |
卖出 |
7.90209 |
137500.0 |
¥1.09M |
|
| 2021-09-01 |
RSI强势追入 |
买入 |
10.210199999999999 |
106900.0 |
¥1.09M |
|
| 2021-09-27 |
RSI走弱 |
卖出 |
9.600389999999999 |
106900.0 |
¥1.03M |
|
| 2022-12-06 |
RSI强势追入 |
买入 |
5.92592 |
173200.0 |
¥1.03M |
|
| 2022-12-27 |
RSI走弱 |
卖出 |
5.55444 |
173200.0 |
¥96.2万 |
|
| 2023-01-17 |
RSI强势追入 |
买入 |
6.126119999999999 |
156700.0 |
¥96.0万 |
|
| 2023-03-13 |
RSI走弱 |
卖出 |
6.48351 |
156700.0 |
¥1.02M |
|
| 2023-07-28 |
RSI强势追入 |
买入 |
6.28628 |
161300.0 |
¥1.01M |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
6.15384 |
161300.0 |
¥99.2万 |
|
| 2024-02-21 |
RSI强势追入 |
买入 |
6.576569999999999 |
151300.0 |
¥99.5万 |
|
| 2024-03-22 |
RSI走弱 |
卖出 |
6.53346 |
151300.0 |
¥98.8万 |
|
| 2024-04-17 |
RSI强势追入 |
买入 |
6.976969999999999 |
140800.0 |
¥98.3万 |
|
| 2024-05-08 |
RSI走弱 |
卖出 |
6.8331599999999995 |
140800.0 |
¥96.2万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
6.97 |
137200.0 |
¥95.7万 |
|
| 2024-11-13 |
RSI走弱 |
卖出 |
6.6 |
137200.0 |
¥90.5万 |
|
| 2025-03-07 |
RSI强势追入 |
买入 |
7.36736 |
123900.0 |
¥91.3万 |
|
| 2025-04-01 |
RSI走弱 |
卖出 |
7.24275 |
123900.0 |
¥89.7万 |
|
| 2025-07-07 |
RSI强势追入 |
买入 |
7.077069999999999 |
126400.0 |
¥89.5万 |
|
| 2025-08-13 |
RSI走弱 |
卖出 |
7.2127799999999995 |
126400.0 |
¥91.1万 |
|
| 2025-11-07 |
RSI强势追入 |
买入 |
7.717709999999999 |
118100.0 |
¥91.2万 |
|
| 2025-11-24 |
RSI走弱 |
卖出 |
7.2727200000000005 |
118100.0 |
¥85.9万 |
|