600233 圆通速递 — 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: ¥1.49M
策略: 追涨杀跌
K线 & 交易信号(策略收益 +48.61%)
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 17 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 |
2015-06-01 |
13.066968915 |
24.40557 |
¥86.3万 |
+86.72% |
RSI走弱 |
| 2 |
2015-11-23 |
2015-12-14 |
21.828346540000002 |
20.059919999999998 |
¥-15.1万 |
-8.13% |
RSI走弱 |
| 3 |
2015-12-28 |
2016-04-27 |
25.312871584 |
17.282700000000002 |
¥-53.8万 |
-31.74% |
RSI走弱 |
| 4 |
2016-08-29 |
2016-12-07 |
23.670739091999998 |
29.31 |
¥27.8万 |
+23.79% |
RSI走弱 |
| 5 |
2017-09-21 |
2017-10-31 |
21.758255519 |
20.65932 |
¥-7.2万 |
-5.08% |
RSI走弱 |
| 6 |
2018-03-09 |
2018-03-26 |
18.323795489999995 |
15.64434 |
¥-20.0万 |
-14.65% |
RSI走弱 |
| 7 |
2019-01-22 |
2019-03-11 |
11.444862428999999 |
13.0 |
¥15.9万 |
+13.55% |
RSI走弱 |
| 8 |
2020-01-22 |
2020-02-04 |
14.208451257 |
13.12686 |
¥-10.2万 |
-7.64% |
RSI走弱 |
| 9 |
2020-02-07 |
2020-02-27 |
15.840570746 |
14.095889999999999 |
¥-13.6万 |
-11.04% |
RSI走弱 |
| 10 |
2020-06-08 |
2020-06-29 |
14.468789334999999 |
14.87511 |
¥3.0万 |
+2.78% |
RSI走弱 |
| 11 |
2020-09-03 |
2020-09-10 |
18.023405399999998 |
15.24474 |
¥-17.1万 |
-15.44% |
RSI走弱 |
| 12 |
2021-09-03 |
2021-11-08 |
10.653835191999999 |
13.776209999999999 |
¥28.1万 |
+29.27% |
RSI走弱 |
| 13 |
2021-11-22 |
2021-12-30 |
17.0221051 |
16.50348 |
¥-3.8万 |
-3.08% |
RSI走弱 |
| 14 |
2024-03-14 |
2024-05-31 |
14.859296451999999 |
16.453529999999997 |
¥12.8万 |
+10.70% |
RSI走弱 |
| 15 |
2024-10-09 |
2024-10-31 |
17.495247 |
16.67331 |
¥-6.2万 |
-4.73% |
RSI走弱 |
| 16 |
2025-07-28 |
2025-10-10 |
15.0195045 |
18.0819 |
¥25.3万 |
+20.35% |
RSI走弱 |
| 17 |
2026-03-02 |
2026-03-24 |
19.485303838 |
19.04094 |
¥-3.5万 |
-2.31% |
RSI走弱 |
逐笔成交记录(共 34 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 |
13.063049999999999 |
76200.0 |
¥99.6万 |
|
| 2015-06-01 |
RSI走弱 |
卖出 |
24.40557 |
76200.0 |
¥1.86M |
|
| 2015-11-23 |
RSI强势追入 |
买入 |
21.8218 |
84900.0 |
¥1.85M |
|
| 2015-12-14 |
RSI走弱 |
卖出 |
20.059919999999998 |
84900.0 |
¥1.70M |
|
| 2015-12-28 |
RSI强势追入 |
买入 |
25.30528 |
67000.0 |
¥1.70M |
|
| 2016-04-27 |
RSI走弱 |
卖出 |
17.282700000000002 |
67000.0 |
¥1.16M |
|
| 2016-08-29 |
RSI强势追入 |
买入 |
23.663639999999997 |
49300.0 |
¥1.17M |
|
| 2016-12-07 |
RSI走弱 |
卖出 |
29.31 |
49300.0 |
¥1.44M |
|
| 2017-09-21 |
RSI强势追入 |
买入 |
21.75173 |
65500.0 |
¥1.43M |
|
| 2017-10-31 |
RSI走弱 |
卖出 |
20.65932 |
65500.0 |
¥1.35M |
|
| 2018-03-09 |
RSI强势追入 |
买入 |
18.318299999999997 |
74600.0 |
¥1.37M |
|
| 2018-03-26 |
RSI走弱 |
卖出 |
15.64434 |
74600.0 |
¥1.17M |
|
| 2019-01-22 |
RSI强势追入 |
买入 |
11.441429999999999 |
102200.0 |
¥1.17M |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
13.0 |
102200.0 |
¥1.33M |
|
| 2020-01-22 |
RSI强势追入 |
买入 |
14.204189999999999 |
93900.0 |
¥1.33M |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
13.12686 |
93900.0 |
¥1.23M |
|
| 2020-02-07 |
RSI强势追入 |
买入 |
15.835819999999998 |
77800.0 |
¥1.23M |
|
| 2020-02-27 |
RSI走弱 |
卖出 |
14.095889999999999 |
77800.0 |
¥1.10M |
|
| 2020-06-08 |
RSI强势追入 |
买入 |
14.464449999999996 |
74600.0 |
¥1.08M |
|
| 2020-06-29 |
RSI走弱 |
卖出 |
14.87511 |
74600.0 |
¥1.11M |
|
| 2020-09-03 |
RSI强势追入 |
买入 |
18.017999999999997 |
61300.0 |
¥1.10M |
|
| 2020-09-10 |
RSI走弱 |
卖出 |
15.24474 |
61300.0 |
¥93.4万 |
|
| 2021-09-03 |
RSI强势追入 |
买入 |
10.65064 |
90000.0 |
¥95.9万 |
|
| 2021-11-08 |
RSI走弱 |
卖出 |
13.776209999999999 |
90000.0 |
¥1.24M |
|
| 2021-11-22 |
RSI强势追入 |
买入 |
17.017 |
72600.0 |
¥1.24M |
|
| 2021-12-30 |
RSI走弱 |
卖出 |
16.50348 |
72600.0 |
¥1.20M |
|
| 2024-03-14 |
RSI强势追入 |
买入 |
14.85484 |
80500.0 |
¥1.20M |
|
| 2024-05-31 |
RSI走弱 |
卖出 |
16.453529999999997 |
80500.0 |
¥1.32M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
17.49 |
74400.0 |
¥1.30M |
|
| 2024-10-31 |
RSI走弱 |
卖出 |
16.67331 |
74400.0 |
¥1.24M |
|
| 2025-07-28 |
RSI强势追入 |
买入 |
15.015 |
82600.0 |
¥1.24M |
|
| 2025-10-10 |
RSI走弱 |
卖出 |
18.0819 |
82600.0 |
¥1.49M |
|
| 2026-03-02 |
RSI强势追入 |
买入 |
19.47946 |
77200.0 |
¥1.50M |
|
| 2026-03-24 |
RSI走弱 |
卖出 |
19.04094 |
77200.0 |
¥1.47M |
|