600023 浙能电力 — 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: ¥52.9万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -47.09%）
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 23 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 |
2015-03-24 |
2015-05-07 |
7.329518195999999 |
8.181809999999999 |
¥11.6万 |
+11.59% |
RSI走弱 |
| 2 |
2015-06-04 |
2015-06-23 |
13.51755405 |
10.59939 |
¥-24.1万 |
-21.61% |
RSI走弱 |
| 3 |
2016-08-18 |
2016-09-12 |
5.467099637999999 |
5.27472 |
¥-3.1万 |
-3.55% |
RSI走弱 |
| 4 |
2016-11-17 |
2016-12-13 |
5.557216664999999 |
5.41458 |
¥-2.2万 |
-2.60% |
RSI走弱 |
| 5 |
2018-01-23 |
2018-02-09 |
5.927697776 |
5.544449999999999 |
¥-5.3万 |
-6.49% |
RSI走弱 |
| 6 |
2018-07-23 |
2018-08-07 |
5.041512 |
4.95504 |
¥-1.3万 |
-1.74% |
RSI走弱 |
| 7 |
2019-02-27 |
2019-03-29 |
4.796228437 |
4.7951999999999995 |
¥-388 |
-0.05% |
RSI走弱 |
| 8 |
2020-07-07 |
2020-07-17 |
3.70111 |
3.5464499999999997 |
¥-3.1万 |
-4.21% |
RSI走弱 |
| 9 |
2020-09-01 |
2020-09-24 |
3.7949281369999994 |
3.74625 |
¥-9,467 |
-1.31% |
RSI走弱 |
| 10 |
2021-03-17 |
2021-04-14 |
3.7048111099999996 |
3.73626 |
¥5,844 |
+0.82% |
RSI走弱 |
| 11 |
2021-09-10 |
2021-10-13 |
4.135370239 |
3.7662300000000006 |
¥-6.3万 |
-8.95% |
RSI走弱 |
| 12 |
2022-07-12 |
2022-07-22 |
3.804941139999999 |
3.5664300000000004 |
¥-4.1万 |
-6.30% |
RSI走弱 |
| 13 |
2023-02-14 |
2023-03-24 |
3.794928137 |
3.77622 |
¥-3,210 |
-0.52% |
RSI走弱 |
| 14 |
2023-04-18 |
2023-06-15 |
4.255526274999999 |
4.74525 |
¥7.0万 |
+11.47% |
RSI走弱 |
| 15 |
2023-12-11 |
2023-12-20 |
4.811443 |
4.66533 |
¥-2.1万 |
-3.07% |
RSI走弱 |
| 16 |
2024-01-04 |
2024-01-23 |
5.036540509 |
4.845149999999999 |
¥-2.5万 |
-3.83% |
RSI走弱 |
| 17 |
2024-01-30 |
2024-03-04 |
5.336930599 |
5.24475 |
¥-1.1万 |
-1.76% |
RSI走弱 |
| 18 |
2024-03-12 |
2024-04-24 |
5.947723781999999 |
6.293699999999999 |
¥3.6万 |
+5.79% |
RSI走弱 |
| 19 |
2024-07-02 |
2024-07-18 |
7.429648225999998 |
6.93306 |
¥-4.4万 |
-6.71% |
RSI走弱 |
| 20 |
2025-07-08 |
2025-07-10 |
5.637320688999999 |
5.2347600000000005 |
¥-4.4万 |
-7.17% |
RSI走弱 |
| 21 |
2026-03-02 |
2026-03-24 |
5.306891589999999 |
5.2947 |
¥-1,479 |
-0.26% |
RSI走弱 |
| 22 |
2026-04-29 |
2026-05-22 |
5.841752 |
5.68431 |
¥-1.5万 |
-2.72% |
RSI走弱 |
| 23 |
2026-10-15 |
2026-10-26 |
5.471640999999999 |
5.1948 |
¥-2.8万 |
-5.09% |
RSI走弱 |
逐笔成交记录（共 46 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-24 |
RSI强势追入 |
买入 |
7.327319999999999 |
136100.0 |
¥99.8万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
8.181809999999999 |
136100.0 |
¥1.11M |
|
| 2015-06-04 |
RSI强势追入 |
买入 |
13.513499999999999 |
82400.0 |
¥1.11M |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
10.59939 |
82400.0 |
¥87.3万 |
|
| 2016-08-18 |
RSI强势追入 |
买入 |
5.465459999999999 |
159400.0 |
¥87.1万 |
|
| 2016-09-12 |
RSI走弱 |
卖出 |
5.27472 |
159400.0 |
¥84.1万 |
|
| 2016-11-17 |
RSI强势追入 |
买入 |
5.555549999999999 |
151300.0 |
¥84.1万 |
|
| 2016-12-13 |
RSI走弱 |
卖出 |
5.41458 |
151300.0 |
¥81.9万 |
|
| 2018-01-23 |
RSI强势追入 |
买入 |
5.92592 |
138600.0 |
¥82.2万 |
|
| 2018-02-09 |
RSI走弱 |
卖出 |
5.544449999999999 |
138600.0 |
¥76.8万 |
|
| 2018-07-23 |
RSI强势追入 |
买入 |
5.04 |
146800.0 |
¥74.0万 |
|
| 2018-08-07 |
RSI走弱 |
卖出 |
4.95504 |
146800.0 |
¥72.7万 |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
4.79479 |
157200.0 |
¥75.4万 |
|
| 2019-03-29 |
RSI走弱 |
卖出 |
4.7951999999999995 |
157200.0 |
¥75.4万 |
|
| 2020-07-07 |
RSI强势追入 |
买入 |
3.7 |
196100.0 |
¥72.6万 |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
3.5464499999999997 |
196100.0 |
¥69.5万 |
|
| 2020-09-01 |
RSI强势追入 |
买入 |
3.7937899999999996 |
190100.0 |
¥72.1万 |
|
| 2020-09-24 |
RSI走弱 |
卖出 |
3.74625 |
190100.0 |
¥71.2万 |
|
| 2021-03-17 |
RSI强势追入 |
买入 |
3.7037 |
192700.0 |
¥71.4万 |
|
| 2021-04-14 |
RSI走弱 |
卖出 |
3.73626 |
192700.0 |
¥72.0万 |
|
| 2021-09-10 |
RSI强势追入 |
买入 |
4.13413 |
169900.0 |
¥70.3万 |
|
| 2021-10-13 |
RSI走弱 |
卖出 |
3.7662300000000006 |
169900.0 |
¥64.0万 |
|
| 2022-07-12 |
RSI强势追入 |
买入 |
3.8037999999999994 |
172200.0 |
¥65.5万 |
|
| 2022-07-22 |
RSI走弱 |
卖出 |
3.5664300000000004 |
172200.0 |
¥61.4万 |
|
| 2023-02-14 |
RSI强势追入 |
买入 |
3.7937899999999996 |
161800.0 |
¥61.4万 |
|
| 2023-03-24 |
RSI走弱 |
卖出 |
3.77622 |
161800.0 |
¥61.1万 |
|
| 2023-04-18 |
RSI强势追入 |
买入 |
4.25425 |
143600.0 |
¥61.1万 |
|
| 2023-06-15 |
RSI走弱 |
卖出 |
4.74525 |
143600.0 |
¥68.1万 |
|
| 2023-12-11 |
RSI强势追入 |
买入 |
4.81 |
140800.0 |
¥67.7万 |
|
| 2023-12-20 |
RSI走弱 |
卖出 |
4.66533 |
140800.0 |
¥65.7万 |
|
| 2024-01-04 |
RSI强势追入 |
买入 |
5.03503 |
131700.0 |
¥66.3万 |
|
| 2024-01-23 |
RSI走弱 |
卖出 |
4.845149999999999 |
131700.0 |
¥63.8万 |
|
| 2024-01-30 |
RSI强势追入 |
买入 |
5.33533 |
118600.0 |
¥63.3万 |
|
| 2024-03-04 |
RSI走弱 |
卖出 |
5.24475 |
118600.0 |
¥62.2万 |
|
| 2024-03-12 |
RSI强势追入 |
买入 |
5.945939999999999 |
104600.0 |
¥62.2万 |
|
| 2024-04-24 |
RSI走弱 |
卖出 |
6.293699999999999 |
104600.0 |
¥65.8万 |
|
| 2024-07-02 |
RSI强势追入 |
买入 |
7.427419999999999 |
88700.0 |
¥65.9万 |
|
| 2024-07-18 |
RSI走弱 |
卖出 |
6.93306 |
88700.0 |
¥61.5万 |
|
| 2025-07-08 |
RSI强势追入 |
买入 |
5.635629999999999 |
109700.0 |
¥61.8万 |
|
| 2025-07-10 |
RSI走弱 |
卖出 |
5.2347600000000005 |
109700.0 |
¥57.4万 |
|
| 2026-03-02 |
RSI强势追入 |
买入 |
5.3053 |
107300.0 |
¥56.9万 |
|
| 2026-03-24 |
RSI走弱 |
卖出 |
5.2947 |
107300.0 |
¥56.8万 |
|
| 2026-04-29 |
RSI强势追入 |
买入 |
5.84 |
96900.0 |
¥56.6万 |
|
| 2026-05-22 |
RSI走弱 |
卖出 |
5.68431 |
96900.0 |
¥55.1万 |
|
| 2026-10-15 |
RSI强势追入 |
买入 |
5.47 |
101500.0 |
¥55.5万 |
|
| 2026-10-26 |
RSI走弱 |
卖出 |
5.1948 |
101500.0 |
¥52.7万 |
|