600219 南山铝业 — 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: ¥57.5万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -42.54%）
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 22 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 |
2015-04-24 |
2015-05-06 |
12.896747864 |
11.188799999999999 |
¥-13.0万 |
-13.27% |
RSI走弱 |
| 2 |
2016-06-16 |
2016-07-28 |
7.800129336999999 |
7.70229 |
¥-1.1万 |
-1.28% |
RSI走弱 |
| 3 |
2017-02-03 |
2017-02-28 |
3.4745120409999997 |
3.37 |
¥-2.6万 |
-3.04% |
RSI走弱 |
| 4 |
2017-04-14 |
2017-04-21 |
3.5245770559999996 |
3.39 |
¥-3.2万 |
-3.85% |
RSI走弱 |
| 5 |
2017-07-05 |
2017-08-24 |
3.3944080169999995 |
3.7862099999999996 |
¥9.1万 |
+11.51% |
RSI走弱 |
| 6 |
2019-02-27 |
2019-03-27 |
2.4932377470000002 |
2.62737 |
¥4.7万 |
+5.35% |
RSI走弱 |
| 7 |
2020-01-14 |
2020-02-03 |
2.4031207199999995 |
2.02 |
¥-15.0万 |
-15.97% |
RSI走弱 |
| 8 |
2020-07-08 |
2020-08-13 |
2.292977687 |
2.36763 |
¥2.5万 |
+3.22% |
RSI走弱 |
| 9 |
2020-11-12 |
2020-12-08 |
2.693497807 |
2.71728 |
¥6,911 |
+0.85% |
RSI走弱 |
| 10 |
2021-01-06 |
2021-01-27 |
3.5045510499999994 |
3.35664 |
¥-3.4万 |
-4.25% |
RSI走弱 |
| 11 |
2021-02-22 |
2021-03-03 |
4.656046395000001 |
3.8461500000000006 |
¥-13.6万 |
-17.42% |
RSI走弱 |
| 12 |
2021-05-11 |
2021-05-27 |
4.145383241999999 |
3.95604 |
¥-2.9万 |
-4.60% |
RSI走弱 |
| 13 |
2021-07-15 |
2021-09-02 |
4.425747326 |
4.995 |
¥7.9万 |
+12.83% |
RSI走弱 |
| 14 |
2021-12-13 |
2021-12-28 |
4.936410478999999 |
4.54545 |
¥-5.6万 |
-7.95% |
RSI走弱 |
| 15 |
2023-02-02 |
2023-02-17 |
3.711113 |
3.53646 |
¥-3.1万 |
-4.73% |
RSI走弱 |
| 16 |
2023-08-02 |
2023-08-15 |
3.2742519809999995 |
3.14685 |
¥-2.4万 |
-3.92% |
RSI走弱 |
| 17 |
2024-03-11 |
2024-04-24 |
3.2442129719999997 |
3.26673 |
¥3,903 |
+0.66% |
RSI走弱 |
| 18 |
2024-10-09 |
2024-11-18 |
4.351305 |
4.095899999999999 |
¥-3.4万 |
-5.90% |
RSI走弱 |
| 19 |
2025-07-25 |
2025-08-01 |
4.1553962449999995 |
3.91608 |
¥-3.2万 |
-5.79% |
RSI走弱 |
| 20 |
2025-08-27 |
2025-09-01 |
4.365669307999999 |
4.07592 |
¥-3.5万 |
-6.67% |
RSI走弱 |
| 21 |
2025-10-31 |
2025-11-27 |
4.7461634219999995 |
4.78521 |
¥3,889 |
+0.79% |
RSI走弱 |
| 22 |
2026-01-08 |
2026-03-18 |
5.767489727999999 |
6.683310000000001 |
¥7.8万 |
+15.84% |
RSI走弱 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-24 |
RSI强势追入 |
买入 |
12.89288 |
75800.0 |
¥97.8万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
11.188799999999999 |
75800.0 |
¥84.8万 |
|
| 2016-06-16 |
RSI强势追入 |
买入 |
7.797789999999999 |
111200.0 |
¥86.7万 |
|
| 2016-07-28 |
RSI走弱 |
卖出 |
7.70229 |
111200.0 |
¥85.6万 |
|
| 2017-02-03 |
RSI强势追入 |
买入 |
3.47347 |
246700.0 |
¥85.7万 |
|
| 2017-02-28 |
RSI走弱 |
卖出 |
3.37 |
246700.0 |
¥83.1万 |
|
| 2017-04-14 |
RSI强势追入 |
买入 |
3.5235199999999995 |
235200.0 |
¥82.9万 |
|
| 2017-04-21 |
RSI走弱 |
卖出 |
3.39 |
235200.0 |
¥79.7万 |
|
| 2017-07-05 |
RSI强势追入 |
买入 |
3.3933899999999997 |
232800.0 |
¥79.0万 |
|
| 2017-08-24 |
RSI走弱 |
卖出 |
3.7862099999999996 |
232800.0 |
¥88.1万 |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
2.49249 |
355600.0 |
¥88.7万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
2.62737 |
355600.0 |
¥93.4万 |
|
| 2020-01-14 |
RSI强势追入 |
买入 |
2.4023999999999996 |
390200.0 |
¥93.8万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
2.02 |
390200.0 |
¥78.8万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
2.29229 |
342200.0 |
¥78.5万 |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
2.36763 |
342200.0 |
¥81.0万 |
|
| 2020-11-12 |
RSI强势追入 |
买入 |
2.69269 |
300900.0 |
¥81.0万 |
|
| 2020-12-08 |
RSI走弱 |
卖出 |
2.71728 |
300900.0 |
¥81.7万 |
|
| 2021-01-06 |
RSI强势追入 |
买入 |
3.5034999999999994 |
231400.0 |
¥81.1万 |
|
| 2021-01-27 |
RSI走弱 |
卖出 |
3.35664 |
231400.0 |
¥77.6万 |
|
| 2021-02-22 |
RSI强势追入 |
买入 |
4.65465 |
168000.0 |
¥78.2万 |
|
| 2021-03-03 |
RSI走弱 |
卖出 |
3.8461500000000006 |
168000.0 |
¥64.6万 |
|
| 2021-05-11 |
RSI强势追入 |
买入 |
4.144139999999999 |
150600.0 |
¥62.4万 |
|
| 2021-05-27 |
RSI走弱 |
卖出 |
3.95604 |
150600.0 |
¥59.6万 |
|
| 2021-07-15 |
RSI强势追入 |
买入 |
4.42442 |
138800.0 |
¥61.4万 |
|
| 2021-09-02 |
RSI走弱 |
卖出 |
4.995 |
138800.0 |
¥69.3万 |
|
| 2021-12-13 |
RSI强势追入 |
买入 |
4.93493 |
142100.0 |
¥70.1万 |
|
| 2021-12-28 |
RSI走弱 |
卖出 |
4.54545 |
142100.0 |
¥64.6万 |
|
| 2023-02-02 |
RSI强势追入 |
买入 |
3.71 |
173900.0 |
¥64.5万 |
|
| 2023-02-17 |
RSI走弱 |
卖出 |
3.53646 |
173900.0 |
¥61.5万 |
|
| 2023-08-02 |
RSI强势追入 |
买入 |
3.2732699999999992 |
187500.0 |
¥61.4万 |
|
| 2023-08-15 |
RSI走弱 |
卖出 |
3.14685 |
187500.0 |
¥59.0万 |
|
| 2024-03-11 |
RSI强势追入 |
买入 |
3.24324 |
181200.0 |
¥58.8万 |
|
| 2024-04-24 |
RSI走弱 |
卖出 |
3.26673 |
181200.0 |
¥59.2万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
4.35 |
134100.0 |
¥58.4万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
4.095899999999999 |
134100.0 |
¥54.9万 |
|
| 2025-07-25 |
RSI强势追入 |
买入 |
4.15415 |
134300.0 |
¥55.8万 |
|
| 2025-08-01 |
RSI走弱 |
卖出 |
3.91608 |
134300.0 |
¥52.6万 |
|
| 2025-08-27 |
RSI强势追入 |
买入 |
4.36436 |
120700.0 |
¥52.7万 |
|
| 2025-09-01 |
RSI走弱 |
卖出 |
4.07592 |
120700.0 |
¥49.2万 |
|
| 2025-10-31 |
RSI强势追入 |
买入 |
4.744739999999999 |
103400.0 |
¥49.1万 |
|
| 2025-11-27 |
RSI走弱 |
卖出 |
4.78521 |
103400.0 |
¥49.5万 |
|
| 2026-01-08 |
RSI强势追入 |
买入 |
5.765759999999999 |
84900.0 |
¥49.0万 |
|
| 2026-03-18 |
RSI走弱 |
卖出 |
6.683310000000001 |
84900.0 |
¥56.7万 |
|