600309 烟台万华 — 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: ¥1.16M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +16.17%）
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 |
2015-04-17 |
2015-05-04 |
26.444340923 |
24.7752 |
¥-6.3万 |
-6.34% |
RSI走弱 |
| 2 |
2015-05-27 |
2015-06-17 |
28.206629450999998 |
26.3736 |
¥-6.1万 |
-6.53% |
RSI走弱 |
| 3 |
2016-06-16 |
2016-08-26 |
17.542781255999998 |
19.23075 |
¥8.4万 |
+9.59% |
RSI走弱 |
| 4 |
2017-01-04 |
2017-03-24 |
22.869698852 |
26.25 |
¥14.1万 |
+14.75% |
RSI走弱 |
| 5 |
2017-04-17 |
2017-04-28 |
29.017682693999994 |
27.6723 |
¥-5.0万 |
-4.67% |
RSI走弱 |
| 6 |
2017-06-29 |
2017-08-14 |
28.617162573999998 |
31.46 |
¥10.2万 |
+9.90% |
RSI走弱 |
| 7 |
2017-09-13 |
2017-10-17 |
42.0546126 |
38.4615 |
¥-9.8万 |
-8.57% |
RSI走弱 |
| 8 |
2018-06-11 |
2018-06-29 |
47.441608214 |
43.46 |
¥-8.8万 |
-8.42% |
RSI走弱 |
| 9 |
2018-07-19 |
2018-08-06 |
52.948759863999996 |
47.952 |
¥-9.1万 |
-9.46% |
RSI走弱 |
| 10 |
2019-02-12 |
2019-03-11 |
35.446030619999995 |
37.55 |
¥5.2万 |
+5.90% |
RSI走弱 |
| 11 |
2019-04-03 |
2019-04-29 |
47.041088093999996 |
43.86 |
¥-6.2万 |
-6.79% |
RSI走弱 |
| 12 |
2019-11-26 |
2020-02-03 |
49.013649685000004 |
46.72 |
¥-4.1万 |
-4.71% |
RSI走弱 |
| 13 |
2020-07-03 |
2020-09-10 |
54.270476259999995 |
70.56936 |
¥24.6万 |
+29.99% |
RSI走弱 |
| 14 |
2020-11-11 |
2020-11-26 |
90.11702699999998 |
83.61630000000001 |
¥-7.7万 |
-7.24% |
RSI走弱 |
| 15 |
2021-01-06 |
2021-03-03 |
97.82703930999999 |
122.94693 |
¥25.3万 |
+25.64% |
RSI走弱 |
| 16 |
2021-07-13 |
2021-07-27 |
127.585684226 |
118.53135 |
¥-8.8万 |
-7.12% |
RSI走弱 |
| 17 |
2023-02-21 |
2023-03-09 |
104.09517918799997 |
100.57932000000001 |
¥-3.9万 |
-3.41% |
RSI走弱 |
| 18 |
2023-07-27 |
2023-08-17 |
95.42862000000001 |
93.16674 |
¥-2.7万 |
-2.40% |
RSI走弱 |
| 19 |
2024-04-02 |
2024-06-03 |
84.60987534999998 |
87.16275 |
¥3.2万 |
+2.99% |
RSI走弱 |
| 20 |
2024-10-09 |
2024-10-17 |
92.02759999999999 |
79.04088 |
¥-15.5万 |
-14.14% |
RSI走弱 |
| 21 |
2025-07-21 |
2025-09-19 |
60.068004996999996 |
65.59434 |
¥8.9万 |
+9.17% |
RSI走弱 |
| 22 |
2025-12-18 |
2026-02-03 |
74.326521269 |
81.59832 |
¥10.3万 |
+9.75% |
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 |
|---|
| 2015-04-17 |
RSI强势追入 |
买入 |
26.43641 |
37800.0 |
¥100.0万 |
|
| 2015-05-04 |
RSI走弱 |
卖出 |
24.7752 |
37800.0 |
¥93.6万 |
|
| 2015-05-27 |
RSI强势追入 |
买入 |
28.198169999999998 |
33100.0 |
¥93.4万 |
|
| 2015-06-17 |
RSI走弱 |
卖出 |
26.3736 |
33100.0 |
¥87.3万 |
|
| 2016-06-16 |
RSI强势追入 |
买入 |
17.537519999999997 |
49700.0 |
¥87.2万 |
|
| 2016-08-26 |
RSI走弱 |
卖出 |
19.23075 |
49700.0 |
¥95.5万 |
|
| 2017-01-04 |
RSI强势追入 |
买入 |
22.86284 |
41800.0 |
¥95.6万 |
|
| 2017-03-24 |
RSI走弱 |
卖出 |
26.25 |
41800.0 |
¥1.10M |
|
| 2017-04-17 |
RSI强势追入 |
买入 |
29.008979999999994 |
37100.0 |
¥1.08M |
|
| 2017-04-28 |
RSI走弱 |
卖出 |
27.6723 |
37100.0 |
¥1.03M |
|
| 2017-06-29 |
RSI强势追入 |
买入 |
28.608579999999996 |
36100.0 |
¥1.03M |
|
| 2017-08-14 |
RSI走弱 |
卖出 |
31.46 |
36100.0 |
¥1.14M |
|
| 2017-09-13 |
RSI强势追入 |
买入 |
42.042 |
27100.0 |
¥1.14M |
|
| 2017-10-17 |
RSI走弱 |
卖出 |
38.4615 |
27100.0 |
¥1.04M |
|
| 2018-06-11 |
RSI强势追入 |
买入 |
47.42738 |
22100.0 |
¥1.05M |
|
| 2018-06-29 |
RSI走弱 |
卖出 |
43.46 |
22100.0 |
¥96.0万 |
|
| 2018-07-19 |
RSI强势追入 |
买入 |
52.93288 |
18100.0 |
¥95.8万 |
|
| 2018-08-06 |
RSI走弱 |
卖出 |
47.952 |
18100.0 |
¥86.8万 |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
35.435399999999994 |
24700.0 |
¥87.6万 |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
37.55 |
24700.0 |
¥92.7万 |
|
| 2019-04-03 |
RSI强势追入 |
买入 |
47.026979999999995 |
19400.0 |
¥91.3万 |
|
| 2019-04-29 |
RSI走弱 |
卖出 |
43.86 |
19400.0 |
¥85.1万 |
|
| 2019-11-26 |
RSI强势追入 |
买入 |
48.99895 |
17600.0 |
¥86.3万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
46.72 |
17600.0 |
¥82.2万 |
|
| 2020-07-03 |
RSI强势追入 |
买入 |
54.2542 |
15100.0 |
¥81.9万 |
|
| 2020-09-10 |
RSI走弱 |
卖出 |
70.56936 |
15100.0 |
¥1.07M |
|
| 2020-11-11 |
RSI强势追入 |
买入 |
90.08999999999997 |
11800.0 |
¥1.06M |
|
| 2020-11-26 |
RSI走弱 |
卖出 |
83.61630000000001 |
11800.0 |
¥98.6万 |
|
| 2021-01-06 |
RSI强势追入 |
买入 |
97.79769999999999 |
10100.0 |
¥98.8万 |
|
| 2021-03-03 |
RSI走弱 |
卖出 |
122.94693 |
10100.0 |
¥1.24M |
|
| 2021-07-13 |
RSI强势追入 |
买入 |
127.54741999999999 |
9700.0 |
¥1.24M |
|
| 2021-07-27 |
RSI走弱 |
卖出 |
118.53135 |
9700.0 |
¥1.15M |
|
| 2023-02-21 |
RSI强势追入 |
买入 |
104.06395999999998 |
11100.0 |
¥1.16M |
|
| 2023-03-09 |
RSI走弱 |
卖出 |
100.57932000000001 |
11100.0 |
¥1.12M |
|
| 2023-07-27 |
RSI强势追入 |
买入 |
95.4 |
11700.0 |
¥1.12M |
|
| 2023-08-17 |
RSI走弱 |
卖出 |
93.16674 |
11700.0 |
¥1.09M |
|
| 2024-04-02 |
RSI强势追入 |
买入 |
84.58449999999999 |
12800.0 |
¥1.08M |
|
| 2024-06-03 |
RSI走弱 |
卖出 |
87.16275 |
12800.0 |
¥1.12M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
92.0 |
11900.0 |
¥1.10M |
|
| 2024-10-17 |
RSI走弱 |
卖出 |
79.04088 |
11900.0 |
¥94.0万 |
|
| 2025-07-21 |
RSI强势追入 |
买入 |
60.049989999999994 |
16100.0 |
¥96.7万 |
|
| 2025-09-19 |
RSI走弱 |
卖出 |
65.59434 |
16100.0 |
¥1.06M |
|
| 2025-12-18 |
RSI强势追入 |
买入 |
74.30422999999999 |
14200.0 |
¥1.06M |
|
| 2026-02-03 |
RSI走弱 |
卖出 |
81.59832 |
14200.0 |
¥1.16M |
|