600118 中国卫星 — 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: ¥2.30M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +130.16%）
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 21 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 |
2015-03-25 |
2015-04-10 |
34.945380469999996 |
32.91705 |
¥-5.8万 |
-5.83% |
RSI走弱 |
| 2 |
2015-04-29 |
2015-06-17 |
41.55396244999999 |
65.51442 |
¥52.2万 |
+57.61% |
RSI走弱 |
| 3 |
2016-07-05 |
2016-07-28 |
35.926654764 |
33.5664 |
¥-9.6万 |
-6.60% |
RSI走弱 |
| 4 |
2016-11-24 |
2016-12-13 |
33.61008 |
31.1688 |
¥-9.9万 |
-7.29% |
RSI走弱 |
| 5 |
2019-01-08 |
2019-01-30 |
18.685604 |
17.7822 |
¥-6.1万 |
-4.86% |
RSI走弱 |
| 6 |
2019-02-20 |
2019-04-24 |
20.837059242999995 |
24.415560000000003 |
¥20.1万 |
+17.14% |
RSI走弱 |
| 7 |
2019-09-03 |
2019-09-18 |
24.151363235999995 |
23.13684 |
¥-5.9万 |
-4.23% |
RSI走弱 |
| 8 |
2020-01-07 |
2020-03-17 |
22.258905668999997 |
32.80716 |
¥63.4万 |
+47.34% |
RSI走弱 |
| 9 |
2020-07-10 |
2020-07-17 |
37.158254133 |
32.777190000000004 |
¥-23.4万 |
-11.82% |
RSI走弱 |
| 10 |
2020-08-20 |
2020-09-03 |
44.85825343999999 |
37.69226999999999 |
¥-27.6万 |
-16.00% |
RSI走弱 |
| 11 |
2021-01-06 |
2021-01-20 |
36.84785103999999 |
34.055910000000004 |
¥-11.2万 |
-7.60% |
RSI走弱 |
| 12 |
2021-12-30 |
2022-01-12 |
27.485693234999996 |
26.26371 |
¥-6.0万 |
-4.47% |
RSI走弱 |
| 13 |
2022-07-25 |
2022-08-16 |
22.22886666 |
21.24873 |
¥-5.8万 |
-4.44% |
RSI走弱 |
| 14 |
2023-02-22 |
2023-03-29 |
24.932377469999995 |
28.911060000000003 |
¥19.6万 |
+15.92% |
RSI走弱 |
| 15 |
2023-07-05 |
2023-07-20 |
31.000257287999997 |
29.1708 |
¥-8.4万 |
-5.93% |
RSI走弱 |
| 16 |
2024-08-05 |
2024-08-13 |
24.031207199999997 |
21.85812 |
¥-11.8万 |
-9.07% |
RSI走弱 |
| 17 |
2024-10-09 |
2024-11-25 |
26.808040000000002 |
26.613359999999997 |
¥-9,262 |
-0.76% |
RSI走弱 |
| 18 |
2025-08-12 |
2025-09-24 |
30.239269059999994 |
34.17579 |
¥15.9万 |
+12.98% |
RSI走弱 |
| 19 |
2025-10-31 |
2025-11-19 |
44.573368 |
41.67828 |
¥-9.0万 |
-6.52% |
RSI走弱 |
| 20 |
2025-12-12 |
2026-02-02 |
52.66839577999999 |
92.78712 |
¥98.2万 |
+76.12% |
RSI走弱 |
| 21 |
2026-04-22 |
2026-05-18 |
94.03211117299999 |
95.0 |
¥2.1万 |
+1.00% |
RSI走弱 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-25 |
RSI强势追入 |
买入 |
34.93489999999999 |
28600.0 |
¥99.9万 |
|
| 2015-04-10 |
RSI走弱 |
卖出 |
32.91705 |
28600.0 |
¥94.1万 |
|
| 2015-04-29 |
RSI强势追入 |
买入 |
41.54149999999999 |
21800.0 |
¥90.6万 |
|
| 2015-06-17 |
RSI走弱 |
卖出 |
65.51442 |
21800.0 |
¥1.43M |
|
| 2016-07-05 |
RSI强势追入 |
买入 |
35.91588 |
40700.0 |
¥1.46M |
|
| 2016-07-28 |
RSI走弱 |
卖出 |
33.5664 |
40700.0 |
¥1.37M |
|
| 2016-11-24 |
RSI强势追入 |
买入 |
33.6 |
40400.0 |
¥1.36M |
|
| 2016-12-13 |
RSI走弱 |
卖出 |
31.1688 |
40400.0 |
¥1.26M |
|
| 2019-01-08 |
RSI强势追入 |
买入 |
18.68 |
66900.0 |
¥1.25M |
|
| 2019-01-30 |
RSI走弱 |
卖出 |
17.7822 |
66900.0 |
¥1.19M |
|
| 2019-02-20 |
RSI强势追入 |
买入 |
20.83081 |
56300.0 |
¥1.17M |
|
| 2019-04-24 |
RSI走弱 |
卖出 |
24.415560000000003 |
56300.0 |
¥1.37M |
|
| 2019-09-03 |
RSI强势追入 |
买入 |
24.144119999999994 |
58100.0 |
¥1.40M |
|
| 2019-09-18 |
RSI走弱 |
卖出 |
23.13684 |
58100.0 |
¥1.34M |
|
| 2020-01-07 |
RSI强势追入 |
买入 |
22.252229999999997 |
60200.0 |
¥1.34M |
|
| 2020-03-17 |
RSI走弱 |
卖出 |
32.80716 |
60200.0 |
¥1.97M |
|
| 2020-07-10 |
RSI强势追入 |
买入 |
37.14711 |
53200.0 |
¥1.98M |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
32.777190000000004 |
53200.0 |
¥1.74M |
|
| 2020-08-20 |
RSI强势追入 |
买入 |
44.84479999999999 |
38400.0 |
¥1.72M |
|
| 2020-09-03 |
RSI走弱 |
卖出 |
37.69226999999999 |
38400.0 |
¥1.45M |
|
| 2021-01-06 |
RSI强势追入 |
买入 |
36.83679999999999 |
39800.0 |
¥1.47M |
|
| 2021-01-20 |
RSI走弱 |
卖出 |
34.055910000000004 |
39800.0 |
¥1.36M |
|
| 2021-12-30 |
RSI强势追入 |
买入 |
27.477449999999997 |
48700.0 |
¥1.34M |
|
| 2022-01-12 |
RSI走弱 |
卖出 |
26.26371 |
48700.0 |
¥1.28M |
|
| 2022-07-25 |
RSI强势追入 |
买入 |
22.2222 |
58500.0 |
¥1.30M |
|
| 2022-08-16 |
RSI走弱 |
卖出 |
21.24873 |
58500.0 |
¥1.24M |
|
| 2023-02-22 |
RSI强势追入 |
买入 |
24.924899999999997 |
49300.0 |
¥1.23M |
|
| 2023-03-29 |
RSI走弱 |
卖出 |
28.911060000000003 |
49300.0 |
¥1.42M |
|
| 2023-07-05 |
RSI强势追入 |
买入 |
30.990959999999994 |
45900.0 |
¥1.42M |
|
| 2023-07-20 |
RSI走弱 |
卖出 |
29.1708 |
45900.0 |
¥1.34M |
|
| 2024-08-05 |
RSI强势追入 |
买入 |
24.023999999999997 |
54100.0 |
¥1.30M |
|
| 2024-08-13 |
RSI走弱 |
卖出 |
21.85812 |
54100.0 |
¥1.18M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
26.8 |
45700.0 |
¥1.23M |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
26.613359999999997 |
45700.0 |
¥1.22M |
|
| 2025-08-12 |
RSI强势追入 |
买入 |
30.230199999999996 |
40500.0 |
¥1.22M |
|
| 2025-09-24 |
RSI走弱 |
卖出 |
34.17579 |
40500.0 |
¥1.38M |
|
| 2025-10-31 |
RSI强势追入 |
买入 |
44.56 |
31000.0 |
¥1.38M |
|
| 2025-11-19 |
RSI走弱 |
卖出 |
41.67828 |
31000.0 |
¥1.29M |
|
| 2025-12-12 |
RSI强势追入 |
买入 |
52.652599999999985 |
24500.0 |
¥1.29M |
|
| 2026-02-02 |
RSI走弱 |
卖出 |
92.78712 |
24500.0 |
¥2.27M |
|
| 2026-04-22 |
RSI强势追入 |
买入 |
94.00390999999999 |
22600.0 |
¥2.13M |
|
| 2026-05-18 |
RSI走弱 |
卖出 |
95.0 |
22600.0 |
¥2.15M |
|