600160 巨化股份 — 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: ¥61.2万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -38.80%）
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 |
2015-03-05 |
2015-04-21 |
7.890246363999999 |
8.65134 |
¥9.4万 |
+9.61% |
RSI走弱 |
| 2 |
2015-05-27 |
2015-06-23 |
11.174511347999996 |
11.538450000000003 |
¥3.5万 |
+3.23% |
RSI走弱 |
| 3 |
2015-08-11 |
2015-08-28 |
14.298568283999998 |
11.8881 |
¥-19.0万 |
-16.88% |
RSI走弱 |
| 4 |
2015-11-16 |
2016-01-08 |
17.492716240999997 |
21.6783 |
¥22.4万 |
+23.89% |
RSI走弱 |
| 5 |
2017-05-03 |
2017-05-22 |
14.118334229999997 |
12.70728 |
¥-11.5万 |
-10.02% |
RSI走弱 |
| 6 |
2019-02-12 |
2019-03-11 |
7.399609216999998 |
7.6923 |
¥4.1万 |
+3.92% |
RSI走弱 |
| 7 |
2019-04-09 |
2019-04-26 |
9.952985 |
8.6913 |
¥-13.5万 |
-12.70% |
RSI走弱 |
| 8 |
2020-02-25 |
2020-03-10 |
8.541091558999998 |
7.44255 |
¥-12.0万 |
-12.89% |
RSI走弱 |
| 9 |
2020-07-09 |
2020-07-20 |
7.629908286 |
7.16283 |
¥-5.1万 |
-6.15% |
RSI走弱 |
| 10 |
2020-11-20 |
2020-12-04 |
7.629908285999999 |
7.50249 |
¥-1.3万 |
-1.70% |
RSI走弱 |
| 11 |
2021-06-04 |
2021-06-15 |
10.193237053999997 |
9.1908 |
¥-7.5万 |
-9.86% |
RSI走弱 |
| 12 |
2021-07-13 |
2021-08-04 |
10.884134260999998 |
10.98 |
¥5,758 |
+0.85% |
RSI走弱 |
| 13 |
2021-08-31 |
2021-09-28 |
15.930687772999999 |
15.41457 |
¥-2.3万 |
-3.27% |
RSI走弱 |
| 14 |
2022-02-23 |
2022-03-08 |
14.81924444 |
13.75623 |
¥-4.8万 |
-7.20% |
RSI走弱 |
| 15 |
2022-07-19 |
2022-08-25 |
16.080882818 |
16.32366 |
¥9,254 |
+1.48% |
RSI走弱 |
| 16 |
2022-11-07 |
2022-11-28 |
17.943301375999997 |
16.473509999999997 |
¥-5.2万 |
-8.22% |
RSI走弱 |
| 17 |
2023-02-16 |
2023-03-15 |
18.013392396999997 |
17.90208 |
¥-3,769 |
-0.65% |
RSI走弱 |
| 18 |
2023-07-24 |
2023-08-25 |
15.690375700999999 |
15.414569999999998 |
¥-1.0万 |
-1.79% |
RSI走弱 |
| 19 |
2024-02-20 |
2024-04-24 |
18.313782486999994 |
21.83814 |
¥10.9万 |
+19.21% |
RSI走弱 |
| 20 |
2024-10-09 |
2024-11-25 |
21.487904438 |
20.4795 |
¥-3.1万 |
-4.72% |
RSI走弱 |
| 21 |
2025-05-08 |
2025-05-28 |
27.595836268 |
25.58439 |
¥-4.7万 |
-7.32% |
RSI走弱 |
| 22 |
2025-06-19 |
2025-07-10 |
28.657214585999995 |
27.52245 |
¥-2.4万 |
-3.99% |
RSI走弱 |
| 23 |
2025-08-20 |
2025-10-15 |
31.020283293999995 |
36.3636 |
¥9.9万 |
+17.19% |
RSI走弱 |
| 24 |
2026-03-03 |
2026-03-13 |
43.356302989999996 |
39.41055 |
¥-6.1万 |
-9.13% |
RSI走弱 |
| 25 |
2026-06-16 |
2026-07-09 |
46.119891818 |
45.87408 |
¥-3,400 |
-0.56% |
RSI走弱 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-05 |
RSI强势追入 |
买入 |
7.887879999999999 |
123300.0 |
¥97.3万 |
|
| 2015-04-21 |
RSI走弱 |
卖出 |
8.65134 |
123300.0 |
¥1.07M |
|
| 2015-05-27 |
RSI强势追入 |
买入 |
11.171159999999999 |
97600.0 |
¥1.09M |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
11.538450000000003 |
97600.0 |
¥1.13M |
|
| 2015-08-11 |
RSI强势追入 |
买入 |
14.294279999999997 |
78800.0 |
¥1.13M |
|
| 2015-08-28 |
RSI走弱 |
卖出 |
11.8881 |
78800.0 |
¥93.7万 |
|
| 2015-11-16 |
RSI强势追入 |
买入 |
17.48747 |
53500.0 |
¥93.6万 |
|
| 2016-01-08 |
RSI走弱 |
卖出 |
21.6783 |
53500.0 |
¥1.16M |
|
| 2017-05-03 |
RSI强势追入 |
买入 |
14.114099999999997 |
81600.0 |
¥1.15M |
|
| 2017-05-22 |
RSI走弱 |
卖出 |
12.70728 |
81600.0 |
¥1.04M |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
7.397389999999999 |
140700.0 |
¥1.04M |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
7.6923 |
140700.0 |
¥1.08M |
|
| 2019-04-09 |
RSI强势追入 |
买入 |
9.95 |
106900.0 |
¥1.06M |
|
| 2019-04-26 |
RSI走弱 |
卖出 |
8.6913 |
106900.0 |
¥92.9万 |
|
| 2020-02-25 |
RSI强势追入 |
买入 |
8.538529999999998 |
108600.0 |
¥92.8万 |
|
| 2020-03-10 |
RSI走弱 |
卖出 |
7.44255 |
108600.0 |
¥80.8万 |
|
| 2020-07-09 |
RSI强势追入 |
买入 |
7.627619999999999 |
108300.0 |
¥82.6万 |
|
| 2020-07-20 |
RSI走弱 |
卖出 |
7.16283 |
108300.0 |
¥77.6万 |
|
| 2020-11-20 |
RSI强势追入 |
买入 |
7.627619999999999 |
101800.0 |
¥77.7万 |
|
| 2020-12-04 |
RSI走弱 |
卖出 |
7.50249 |
101800.0 |
¥76.4万 |
|
| 2021-06-04 |
RSI强势追入 |
买入 |
10.190179999999998 |
74800.0 |
¥76.2万 |
|
| 2021-06-15 |
RSI走弱 |
卖出 |
9.1908 |
74800.0 |
¥68.7万 |
|
| 2021-07-13 |
RSI强势追入 |
买入 |
10.880869999999998 |
62200.0 |
¥67.7万 |
|
| 2021-08-04 |
RSI走弱 |
卖出 |
10.98 |
62200.0 |
¥68.3万 |
|
| 2021-08-31 |
RSI强势追入 |
买入 |
15.92591 |
43600.0 |
¥69.5万 |
|
| 2021-09-28 |
RSI走弱 |
卖出 |
15.41457 |
43600.0 |
¥67.2万 |
|
| 2022-02-23 |
RSI强势追入 |
买入 |
14.8148 |
45200.0 |
¥67.0万 |
|
| 2022-03-08 |
RSI走弱 |
卖出 |
13.75623 |
45200.0 |
¥62.2万 |
|
| 2022-07-19 |
RSI强势追入 |
买入 |
16.07606 |
38900.0 |
¥62.6万 |
|
| 2022-08-25 |
RSI走弱 |
卖出 |
16.32366 |
38900.0 |
¥63.5万 |
|
| 2022-11-07 |
RSI强势追入 |
买入 |
17.93792 |
35300.0 |
¥63.3万 |
|
| 2022-11-28 |
RSI走弱 |
卖出 |
16.473509999999997 |
35300.0 |
¥58.1万 |
|
| 2023-02-16 |
RSI强势追入 |
买入 |
18.007989999999996 |
32300.0 |
¥58.2万 |
|
| 2023-03-15 |
RSI走弱 |
卖出 |
17.90208 |
32300.0 |
¥57.8万 |
|
| 2023-07-24 |
RSI强势追入 |
买入 |
15.685669999999998 |
36500.0 |
¥57.3万 |
|
| 2023-08-25 |
RSI走弱 |
卖出 |
15.414569999999998 |
36500.0 |
¥56.2万 |
|
| 2024-02-20 |
RSI强势追入 |
买入 |
18.308289999999996 |
30900.0 |
¥56.6万 |
|
| 2024-04-24 |
RSI走弱 |
卖出 |
21.83814 |
30900.0 |
¥67.5万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
21.48146 |
30800.0 |
¥66.2万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
20.4795 |
30800.0 |
¥63.1万 |
|
| 2025-05-08 |
RSI强势追入 |
买入 |
27.587559999999996 |
23300.0 |
¥64.3万 |
|
| 2025-05-28 |
RSI走弱 |
卖出 |
25.58439 |
23300.0 |
¥59.6万 |
|
| 2025-06-19 |
RSI强势追入 |
买入 |
28.648619999999998 |
20900.0 |
¥59.9万 |
|
| 2025-07-10 |
RSI走弱 |
卖出 |
27.52245 |
20900.0 |
¥57.5万 |
|
| 2025-08-20 |
RSI强势追入 |
买入 |
31.010979999999993 |
18500.0 |
¥57.4万 |
|
| 2025-10-15 |
RSI走弱 |
卖出 |
36.3636 |
18500.0 |
¥67.3万 |
|
| 2026-03-03 |
RSI强势追入 |
买入 |
43.34329999999999 |
15500.0 |
¥67.2万 |
|
| 2026-03-13 |
RSI走弱 |
卖出 |
39.41055 |
15500.0 |
¥61.1万 |
|
| 2026-06-16 |
RSI强势追入 |
买入 |
46.10605999999999 |
13100.0 |
¥60.4万 |
|
| 2026-07-09 |
RSI走弱 |
卖出 |
45.87408 |
13100.0 |
¥60.1万 |
|