600029 南方航空 — 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: ¥58.1万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -41.87%）
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 25 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 |
2015-05-07 |
7.119245132999999 |
9.24075 |
¥29.7万 |
+29.76% |
RSI走弱 |
| 2 |
2015-06-10 |
2015-07-03 |
12.215863659999997 |
10.63935 |
¥-16.2万 |
-12.93% |
RSI走弱 |
| 3 |
2016-05-06 |
2016-05-26 |
7.0691801179999985 |
6.73326 |
¥-5.4万 |
-4.78% |
RSI走弱 |
| 4 |
2016-07-14 |
2016-08-08 |
8.61118258 |
7.83216 |
¥-9.8万 |
-9.07% |
RSI走弱 |
| 5 |
2017-01-11 |
2017-02-07 |
7.509752249999999 |
7.16283 |
¥-4.4万 |
-4.65% |
RSI走弱 |
| 6 |
2017-02-27 |
2017-04-26 |
7.760077324999999 |
7.85214 |
¥1.1万 |
+1.16% |
RSI走弱 |
| 7 |
2017-06-02 |
2017-06-29 |
8.781403630999998 |
8.62137 |
¥-1.7万 |
-1.85% |
RSI走弱 |
| 8 |
2017-11-03 |
2018-01-08 |
9.131858736 |
11.8881 |
¥27.8万 |
+30.14% |
RSI走弱 |
| 9 |
2018-02-06 |
2018-02-09 |
12.51625375 |
10.84914 |
¥-15.8万 |
-13.35% |
RSI走弱 |
| 10 |
2018-11-16 |
2018-12-18 |
7.109232129999999 |
7.14285 |
¥4,624 |
+0.44% |
RSI走弱 |
| 11 |
2019-02-27 |
2019-03-11 |
8.360857504999998 |
7.712279999999999 |
¥-8.2万 |
-7.78% |
RSI走弱 |
| 12 |
2019-04-08 |
2019-04-23 |
9.372170808 |
8.47152 |
¥-9.1万 |
-9.64% |
RSI走弱 |
| 13 |
2020-06-10 |
2020-06-16 |
5.6717010000000005 |
5.1748199999999995 |
¥-7.7万 |
-8.79% |
RSI走弱 |
| 14 |
2020-09-16 |
2020-09-23 |
6.438360928999998 |
6.05394 |
¥-4.8万 |
-6.00% |
RSI走弱 |
| 15 |
2021-03-16 |
2021-04-14 |
7.059167114999999 |
6.653339999999999 |
¥-4.4万 |
-5.78% |
RSI走弱 |
| 16 |
2021-09-09 |
2021-09-16 |
6.057866814999998 |
5.8241700000000005 |
¥-2.8万 |
-3.89% |
RSI走弱 |
| 17 |
2021-10-15 |
2021-11-29 |
6.478412940999999 |
6.0939 |
¥-4.1万 |
-5.96% |
RSI走弱 |
| 18 |
2022-01-05 |
2022-02-23 |
6.939011079 |
7.2227700000000015 |
¥2.6万 |
+4.06% |
RSI走弱 |
| 19 |
2022-06-29 |
2022-07-07 |
7.339531198999999 |
6.60339 |
¥-6.7万 |
-10.06% |
RSI走弱 |
| 20 |
2024-05-23 |
2024-06-14 |
6.127957835999999 |
5.7642299999999995 |
¥-3.6万 |
-5.96% |
RSI走弱 |
| 21 |
2024-10-09 |
2024-12-23 |
6.258126875 |
6.6833100000000005 |
¥3.8万 |
+6.76% |
RSI走弱 |
| 22 |
2025-08-27 |
2025-09-04 |
6.067879818 |
5.81418 |
¥-2.5万 |
-4.21% |
RSI走弱 |
| 23 |
2025-10-21 |
2025-11-26 |
6.6085819799999985 |
6.763229999999999 |
¥1.3万 |
+2.31% |
RSI走弱 |
| 24 |
2025-12-22 |
2026-01-15 |
7.710012309999999 |
7.55244 |
¥-1.2万 |
-2.07% |
RSI走弱 |
| 25 |
2026-11-06 |
2026-11-13 |
5.106631529999999 |
5.09 |
¥-2,010 |
-0.36% |
强平 |
逐笔成交记录（共 50 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 |
7.117109999999999 |
140100.0 |
¥99.7万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
9.24075 |
140100.0 |
¥1.29M |
|
| 2015-06-10 |
RSI强势追入 |
买入 |
12.212199999999998 |
102500.0 |
¥1.25M |
|
| 2015-07-03 |
RSI走弱 |
卖出 |
10.63935 |
102500.0 |
¥1.09M |
|
| 2016-05-06 |
RSI强势追入 |
买入 |
7.067059999999999 |
159900.0 |
¥1.13M |
|
| 2016-05-26 |
RSI走弱 |
卖出 |
6.73326 |
159900.0 |
¥1.08M |
|
| 2016-07-14 |
RSI强势追入 |
买入 |
8.6086 |
124900.0 |
¥1.08M |
|
| 2016-08-08 |
RSI走弱 |
卖出 |
7.83216 |
124900.0 |
¥97.8万 |
|
| 2017-01-11 |
RSI强势追入 |
买入 |
7.507499999999999 |
127100.0 |
¥95.4万 |
|
| 2017-02-07 |
RSI走弱 |
卖出 |
7.16283 |
127100.0 |
¥91.0万 |
|
| 2017-02-27 |
RSI强势追入 |
买入 |
7.757749999999999 |
118100.0 |
¥91.6万 |
|
| 2017-04-26 |
RSI走弱 |
卖出 |
7.85214 |
118100.0 |
¥92.7万 |
|
| 2017-06-02 |
RSI强势追入 |
买入 |
8.778769999999998 |
107500.0 |
¥94.4万 |
|
| 2017-06-29 |
RSI走弱 |
卖出 |
8.62137 |
107500.0 |
¥92.7万 |
|
| 2017-11-03 |
RSI强势追入 |
买入 |
9.129119999999999 |
101100.0 |
¥92.3万 |
|
| 2018-01-08 |
RSI走弱 |
卖出 |
11.8881 |
101100.0 |
¥1.20M |
|
| 2018-02-06 |
RSI强势追入 |
买入 |
12.5125 |
94300.0 |
¥1.18M |
|
| 2018-02-09 |
RSI走弱 |
卖出 |
10.84914 |
94300.0 |
¥1.02M |
|
| 2018-11-16 |
RSI强势追入 |
买入 |
7.107099999999999 |
146900.0 |
¥1.04M |
|
| 2018-12-18 |
RSI走弱 |
卖出 |
7.14285 |
146900.0 |
¥1.05M |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
8.358349999999998 |
126200.0 |
¥1.06M |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
7.712279999999999 |
126200.0 |
¥97.3万 |
|
| 2019-04-08 |
RSI强势追入 |
买入 |
9.369359999999999 |
100700.0 |
¥94.4万 |
|
| 2019-04-23 |
RSI走弱 |
卖出 |
8.47152 |
100700.0 |
¥85.3万 |
|
| 2020-06-10 |
RSI强势追入 |
买入 |
5.67 |
154000.0 |
¥87.3万 |
|
| 2020-06-16 |
RSI走弱 |
卖出 |
5.1748199999999995 |
154000.0 |
¥79.7万 |
|
| 2020-09-16 |
RSI强势追入 |
买入 |
6.436429999999999 |
124200.0 |
¥80.0万 |
|
| 2020-09-23 |
RSI走弱 |
卖出 |
6.05394 |
124200.0 |
¥75.2万 |
|
| 2021-03-16 |
RSI强势追入 |
买入 |
7.057049999999999 |
107200.0 |
¥75.7万 |
|
| 2021-04-14 |
RSI走弱 |
卖出 |
6.653339999999999 |
107200.0 |
¥71.3万 |
|
| 2021-09-09 |
RSI强势追入 |
买入 |
6.056049999999999 |
117700.0 |
¥71.3万 |
|
| 2021-09-16 |
RSI走弱 |
卖出 |
5.8241700000000005 |
117700.0 |
¥68.5万 |
|
| 2021-10-15 |
RSI强势追入 |
买入 |
6.47647 |
105800.0 |
¥68.5万 |
|
| 2021-11-29 |
RSI走弱 |
卖出 |
6.0939 |
105800.0 |
¥64.5万 |
|
| 2022-01-05 |
RSI强势追入 |
买入 |
6.93693 |
92600.0 |
¥64.3万 |
|
| 2022-02-23 |
RSI走弱 |
卖出 |
7.2227700000000015 |
92600.0 |
¥66.9万 |
|
| 2022-06-29 |
RSI强势追入 |
买入 |
7.33733 |
91400.0 |
¥67.1万 |
|
| 2022-07-07 |
RSI走弱 |
卖出 |
6.60339 |
91400.0 |
¥60.3万 |
|
| 2024-05-23 |
RSI强势追入 |
买入 |
6.126119999999999 |
98500.0 |
¥60.4万 |
|
| 2024-06-14 |
RSI走弱 |
卖出 |
5.7642299999999995 |
98500.0 |
¥56.8万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
6.25625 |
88800.0 |
¥55.6万 |
|
| 2024-12-23 |
RSI走弱 |
卖出 |
6.6833100000000005 |
88800.0 |
¥59.3万 |
|
| 2025-08-27 |
RSI强势追入 |
买入 |
6.066059999999999 |
99700.0 |
¥60.5万 |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
5.81418 |
99700.0 |
¥57.9万 |
|
| 2025-10-21 |
RSI强势追入 |
买入 |
6.6065999999999985 |
87800.0 |
¥58.0万 |
|
| 2025-11-26 |
RSI走弱 |
卖出 |
6.763229999999999 |
87800.0 |
¥59.4万 |
|
| 2025-12-22 |
RSI强势追入 |
买入 |
7.707699999999999 |
77000.0 |
¥59.4万 |
|
| 2026-01-15 |
RSI走弱 |
卖出 |
7.55244 |
77000.0 |
¥58.1万 |
|
| 2026-11-06 |
RSI强势追入 |
买入 |
5.105099999999999 |
110700.0 |
¥56.5万 |
|
| 2026-11-13 |
强平 |
卖出 |
5.09 |
110700 |
¥56.3万 |
回测结束强平 |