600031 三一重工 — 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: ¥1.55M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +55.31%）
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 18 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 |
2015-04-01 |
2015-04-30 |
10.133159035999999 |
10.40958 |
¥2.7万 |
+2.70% |
RSI走弱 |
| 2 |
2015-05-27 |
2015-06-19 |
12.816643839999998 |
11.81817 |
¥-8.0万 |
-7.82% |
RSI走弱 |
| 3 |
2016-10-31 |
2016-12-06 |
5.981794000000001 |
6.20379 |
¥3.5万 |
+3.68% |
RSI走弱 |
| 4 |
2017-02-09 |
2017-03-06 |
7.119245133 |
7.14 |
¥2,550 |
+0.26% |
RSI走弱 |
| 5 |
2017-06-16 |
2017-08-14 |
7.339531199 |
8.04195 |
¥9.4万 |
+9.54% |
RSI走弱 |
| 6 |
2017-11-14 |
2017-11-28 |
8.661247594999999 |
8.281709999999999 |
¥-4.7万 |
-4.41% |
RSI走弱 |
| 7 |
2018-01-09 |
2018-01-31 |
9.842781948999999 |
9.0909 |
¥-7.8万 |
-7.67% |
RSI走弱 |
| 8 |
2019-01-29 |
2019-04-23 |
9.031728705999999 |
12.217770000000002 |
¥33.3万 |
+35.24% |
RSI走弱 |
| 9 |
2019-07-29 |
2019-08-07 |
14.669049394999998 |
13.646339999999999 |
¥-9.0万 |
-7.00% |
RSI走弱 |
| 10 |
2019-12-12 |
2020-01-22 |
15.750453719 |
16.2837 |
¥3.9万 |
+3.35% |
RSI走弱 |
| 11 |
2020-04-15 |
2020-05-18 |
19.865797951999998 |
19.66032 |
¥-1.3万 |
-1.06% |
RSI走弱 |
| 12 |
2020-09-04 |
2020-10-26 |
23.290244978 |
23.975999999999996 |
¥3.5万 |
+2.91% |
RSI走弱 |
| 13 |
2020-11-24 |
2021-03-01 |
29.788683924999997 |
41.758199999999995 |
¥49.6万 |
+40.14% |
RSI走弱 |
| 14 |
2023-02-15 |
2023-03-10 |
18.373860505 |
17.82216 |
¥-5.3万 |
-3.03% |
RSI走弱 |
| 15 |
2024-04-11 |
2024-04-24 |
15.379972607999996 |
15.15 |
¥-2.6万 |
-1.52% |
RSI走弱 |
| 16 |
2024-10-09 |
2024-11-19 |
19.085724 |
17.742240000000002 |
¥-11.6万 |
-7.07% |
RSI走弱 |
| 17 |
2025-03-03 |
2025-04-01 |
18.273730475 |
19.13085 |
¥7.3万 |
+4.66% |
RSI走弱 |
| 18 |
2025-09-30 |
2025-10-29 |
23.009880894 |
21.92805 |
¥-7.7万 |
-4.73% |
RSI走弱 |
逐笔成交记录（共 36 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-01 |
RSI强势追入 |
买入 |
10.130119999999998 |
98300.0 |
¥99.6万 |
|
| 2015-04-30 |
RSI走弱 |
卖出 |
10.40958 |
98300.0 |
¥1.02M |
|
| 2015-05-27 |
RSI强势追入 |
买入 |
12.8128 |
79600.0 |
¥1.02M |
|
| 2015-06-19 |
RSI走弱 |
卖出 |
11.81817 |
79600.0 |
¥94.0万 |
|
| 2016-10-31 |
RSI强势追入 |
买入 |
5.98 |
157500.0 |
¥94.2万 |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
6.20379 |
157500.0 |
¥97.7万 |
|
| 2017-02-09 |
RSI强势追入 |
买入 |
7.117109999999999 |
137000.0 |
¥97.5万 |
|
| 2017-03-06 |
RSI走弱 |
卖出 |
7.14 |
137000.0 |
¥97.8万 |
|
| 2017-06-16 |
RSI强势追入 |
买入 |
7.33733 |
133600.0 |
¥98.1万 |
|
| 2017-08-14 |
RSI走弱 |
卖出 |
8.04195 |
133600.0 |
¥1.07M |
|
| 2017-11-14 |
RSI强势追入 |
买入 |
8.65865 |
123400.0 |
¥1.07M |
|
| 2017-11-28 |
RSI走弱 |
卖出 |
8.281709999999999 |
123400.0 |
¥1.02M |
|
| 2018-01-09 |
RSI强势追入 |
买入 |
9.83983 |
103900.0 |
¥1.02M |
|
| 2018-01-31 |
RSI走弱 |
卖出 |
9.0909 |
103900.0 |
¥94.4万 |
|
| 2019-01-29 |
RSI强势追入 |
买入 |
9.02902 |
104500.0 |
¥94.4万 |
|
| 2019-04-23 |
RSI走弱 |
卖出 |
12.217770000000002 |
104500.0 |
¥1.28M |
|
| 2019-07-29 |
RSI强势追入 |
买入 |
14.664649999999998 |
87400.0 |
¥1.28M |
|
| 2019-08-07 |
RSI走弱 |
卖出 |
13.646339999999999 |
87400.0 |
¥1.19M |
|
| 2019-12-12 |
RSI强势追入 |
买入 |
15.745729999999998 |
74100.0 |
¥1.17M |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
16.2837 |
74100.0 |
¥1.21M |
|
| 2020-04-15 |
RSI强势追入 |
买入 |
19.85984 |
62000.0 |
¥1.23M |
|
| 2020-05-18 |
RSI走弱 |
卖出 |
19.66032 |
62000.0 |
¥1.22M |
|
| 2020-09-04 |
RSI强势追入 |
买入 |
23.28326 |
51100.0 |
¥1.19M |
|
| 2020-10-26 |
RSI走弱 |
卖出 |
23.975999999999996 |
51100.0 |
¥1.22M |
|
| 2020-11-24 |
RSI强势追入 |
买入 |
29.779749999999993 |
41500.0 |
¥1.24M |
|
| 2021-03-01 |
RSI走弱 |
卖出 |
41.758199999999995 |
41500.0 |
¥1.73M |
|
| 2023-02-15 |
RSI强势追入 |
买入 |
18.36835 |
95200.0 |
¥1.75M |
|
| 2023-03-10 |
RSI走弱 |
卖出 |
17.82216 |
95200.0 |
¥1.70M |
|
| 2024-04-11 |
RSI强势追入 |
买入 |
15.375359999999997 |
110100.0 |
¥1.69M |
|
| 2024-04-24 |
RSI走弱 |
卖出 |
15.15 |
110100.0 |
¥1.67M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
19.08 |
85800.0 |
¥1.64M |
|
| 2024-11-19 |
RSI走弱 |
卖出 |
17.742240000000002 |
85800.0 |
¥1.52M |
|
| 2025-03-03 |
RSI强势追入 |
买入 |
18.26825 |
85200.0 |
¥1.56M |
|
| 2025-04-01 |
RSI走弱 |
卖出 |
19.13085 |
85200.0 |
¥1.63M |
|
| 2025-09-30 |
RSI强势追入 |
买入 |
23.002979999999997 |
70700.0 |
¥1.63M |
|
| 2025-10-29 |
RSI走弱 |
卖出 |
21.92805 |
70700.0 |
¥1.55M |
|