600111 包钢稀土 — 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: ¥1.14M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +13.67%）
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 |
2015-04-27 |
2015-05-12 |
33.94408017 |
21.488490000000002 |
¥-36.4万 |
-36.71% |
RSI走弱 |
| 2 |
2015-11-13 |
2015-11-19 |
16.664997999999997 |
15.304680000000001 |
¥-5.1万 |
-8.19% |
RSI走弱 |
| 3 |
2016-11-14 |
2016-12-01 |
13.497528043999997 |
12.99 |
¥-2.2万 |
-3.79% |
RSI走弱 |
| 4 |
2017-07-07 |
2017-08-24 |
12.125746632999997 |
17.34264 |
¥24.1万 |
+42.98% |
RSI走弱 |
| 5 |
2019-02-27 |
2019-03-29 |
10.964238285 |
10.789200000000001 |
¥-1.3万 |
-1.63% |
RSI走弱 |
| 6 |
2019-05-24 |
2019-06-26 |
12.606370776999997 |
12.50748 |
¥-6,220 |
-0.81% |
RSI走弱 |
| 7 |
2020-01-07 |
2020-01-20 |
11.244602368999999 |
10.709280000000001 |
¥-3.7万 |
-4.79% |
RSI走弱 |
| 8 |
2020-07-10 |
2020-08-24 |
12.245902669 |
12.93705 |
¥4.2万 |
+5.61% |
RSI走弱 |
| 9 |
2020-11-27 |
2020-12-10 |
14.084223999999999 |
12.65733 |
¥-7.9万 |
-10.16% |
RSI走弱 |
| 10 |
2021-01-14 |
2021-03-19 |
15.379972607999996 |
19.4805 |
¥18.9万 |
+26.62% |
RSI走弱 |
| 11 |
2021-07-13 |
2021-08-18 |
32.84264983999999 |
39.450509999999994 |
¥18.1万 |
+20.08% |
RSI走弱 |
| 12 |
2021-08-31 |
2021-09-22 |
52.808577822 |
49.70025 |
¥-6.4万 |
-5.91% |
RSI走弱 |
| 13 |
2022-06-14 |
2022-06-22 |
40.933156264 |
36.972989999999996 |
¥-9.7万 |
-9.70% |
RSI走弱 |
| 14 |
2023-01-31 |
2023-02-17 |
28.977630681999997 |
27.9 |
¥-3.4万 |
-3.75% |
RSI走弱 |
| 15 |
2023-07-06 |
2023-07-18 |
26.0078 |
23.876099999999997 |
¥-7.1万 |
-8.22% |
RSI走弱 |
| 16 |
2024-04-10 |
2024-04-23 |
21.40642 |
19.72026 |
¥-6.4万 |
-7.90% |
RSI走弱 |
| 17 |
2024-10-09 |
2024-11-27 |
22.30669 |
22.58739 |
¥9,149 |
+1.23% |
RSI走弱 |
| 18 |
2025-04-10 |
2025-04-21 |
25.222754557 |
23.3766 |
¥-5.5万 |
-7.35% |
RSI走弱 |
| 19 |
2025-07-17 |
2025-09-19 |
28.837448639999998 |
47.75219999999999 |
¥45.6万 |
+65.54% |
RSI走弱 |
| 20 |
2026-01-08 |
2026-02-03 |
49.78493100000001 |
48.76119 |
¥-2.4万 |
-2.09% |
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 |
|---|
| 2015-04-27 |
RSI强势追入 |
买入 |
33.933899999999994 |
29200.0 |
¥99.1万 |
|
| 2015-05-12 |
RSI走弱 |
卖出 |
21.488490000000002 |
29200.0 |
¥62.7万 |
|
| 2015-11-13 |
RSI强势追入 |
买入 |
16.66 |
37300.0 |
¥62.2万 |
|
| 2015-11-19 |
RSI走弱 |
卖出 |
15.304680000000001 |
37300.0 |
¥57.1万 |
|
| 2016-11-14 |
RSI强势追入 |
买入 |
13.493479999999998 |
42500.0 |
¥57.4万 |
|
| 2016-12-01 |
RSI走弱 |
卖出 |
12.99 |
42500.0 |
¥55.2万 |
|
| 2017-07-07 |
RSI强势追入 |
买入 |
12.122109999999997 |
46200.0 |
¥56.0万 |
|
| 2017-08-24 |
RSI走弱 |
卖出 |
17.34264 |
46200.0 |
¥80.1万 |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
10.960949999999999 |
71000.0 |
¥77.8万 |
|
| 2019-03-29 |
RSI走弱 |
卖出 |
10.789200000000001 |
71000.0 |
¥76.6万 |
|
| 2019-05-24 |
RSI强势追入 |
买入 |
12.60259 |
60600.0 |
¥76.4万 |
|
| 2019-06-26 |
RSI走弱 |
卖出 |
12.50748 |
60600.0 |
¥75.8万 |
|
| 2020-01-07 |
RSI强势追入 |
买入 |
11.24123 |
69400.0 |
¥78.0万 |
|
| 2020-01-20 |
RSI走弱 |
卖出 |
10.709280000000001 |
69400.0 |
¥74.3万 |
|
| 2020-07-10 |
RSI强势追入 |
买入 |
12.24223 |
60500.0 |
¥74.1万 |
|
| 2020-08-24 |
RSI走弱 |
卖出 |
12.93705 |
60500.0 |
¥78.2万 |
|
| 2020-11-27 |
RSI强势追入 |
买入 |
14.08 |
55000.0 |
¥77.5万 |
|
| 2020-12-10 |
RSI走弱 |
卖出 |
12.65733 |
55000.0 |
¥69.6万 |
|
| 2021-01-14 |
RSI强势追入 |
买入 |
15.375359999999997 |
46200.0 |
¥71.1万 |
|
| 2021-03-19 |
RSI走弱 |
卖出 |
19.4805 |
46200.0 |
¥90.0万 |
|
| 2021-07-13 |
RSI强势追入 |
买入 |
32.83279999999999 |
27400.0 |
¥90.0万 |
|
| 2021-08-18 |
RSI走弱 |
卖出 |
39.450509999999994 |
27400.0 |
¥1.08M |
|
| 2021-08-31 |
RSI强势追入 |
买入 |
52.792739999999995 |
20400.0 |
¥1.08M |
|
| 2021-09-22 |
RSI走弱 |
卖出 |
49.70025 |
20400.0 |
¥1.01M |
|
| 2022-06-14 |
RSI强势追入 |
买入 |
40.92088 |
24400.0 |
¥99.9万 |
|
| 2022-06-22 |
RSI走弱 |
卖出 |
36.972989999999996 |
24400.0 |
¥90.2万 |
|
| 2023-01-31 |
RSI强势追入 |
买入 |
28.968939999999996 |
31400.0 |
¥91.0万 |
|
| 2023-02-17 |
RSI走弱 |
卖出 |
27.9 |
31400.0 |
¥87.6万 |
|
| 2023-07-06 |
RSI强势追入 |
买入 |
26.0 |
33300.0 |
¥86.6万 |
|
| 2023-07-18 |
RSI走弱 |
卖出 |
23.876099999999997 |
33300.0 |
¥79.5万 |
|
| 2024-04-10 |
RSI强势追入 |
买入 |
21.4 |
37600.0 |
¥80.5万 |
|
| 2024-04-23 |
RSI走弱 |
卖出 |
19.72026 |
37600.0 |
¥74.1万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
22.3 |
33400.0 |
¥74.5万 |
|
| 2024-11-27 |
RSI走弱 |
卖出 |
22.58739 |
33400.0 |
¥75.4万 |
|
| 2025-04-10 |
RSI强势追入 |
买入 |
25.21519 |
29900.0 |
¥75.4万 |
|
| 2025-04-21 |
RSI走弱 |
卖出 |
23.3766 |
29900.0 |
¥69.9万 |
|
| 2025-07-17 |
RSI强势追入 |
买入 |
28.828799999999998 |
24100.0 |
¥69.5万 |
|
| 2025-09-19 |
RSI走弱 |
卖出 |
47.75219999999999 |
24100.0 |
¥1.15M |
|
| 2026-01-08 |
RSI强势追入 |
买入 |
49.77 |
22900.0 |
¥1.14M |
|
| 2026-02-03 |
RSI走弱 |
卖出 |
48.76119 |
22900.0 |
¥1.12M |
|