600406 国电南瑞 — 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: ¥1.08M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +8.19%）
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 18 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 |
2015-05-07 |
18.125436 |
21.498480000000004 |
¥18.5万 |
+18.57% |
RSI走弱 |
| 2 |
2015-06-02 |
2015-06-17 |
28.336798490000003 |
25.924049999999998 |
¥-9.8万 |
-8.54% |
RSI走弱 |
| 3 |
2016-07-19 |
2016-11-01 |
14.408711317000002 |
15.284700000000003 |
¥6.6万 |
+6.05% |
RSI走弱 |
| 4 |
2017-06-13 |
2017-06-26 |
18.073470415 |
16.28 |
¥-11.4万 |
-9.95% |
RSI走弱 |
| 5 |
2017-11-06 |
2017-11-30 |
17.662937292 |
18.961019999999998 |
¥7.5万 |
+7.32% |
RSI走弱 |
| 6 |
2018-05-04 |
2018-05-23 |
17.963327382 |
17.73225 |
¥-1.5万 |
-1.32% |
RSI走弱 |
| 7 |
2018-09-28 |
2018-10-12 |
17.542781255999998 |
16.11387 |
¥-9.0万 |
-8.17% |
RSI走弱 |
| 8 |
2019-03-14 |
2019-04-09 |
23.006899999999998 |
20.81916 |
¥-9.4万 |
-9.54% |
RSI走弱 |
| 9 |
2019-09-06 |
2019-12-04 |
19.565407861999997 |
22.50747 |
¥13.7万 |
+15.00% |
RSI走弱 |
| 10 |
2020-07-09 |
2020-07-27 |
22.0286066 |
21.08889 |
¥-4.5万 |
-4.29% |
RSI走弱 |
| 11 |
2020-11-17 |
2020-12-03 |
23.83094714 |
22.80717 |
¥-4.3万 |
-4.32% |
RSI走弱 |
| 12 |
2020-12-29 |
2021-02-24 |
26.674639991999996 |
30.109859999999998 |
¥12.3万 |
+12.84% |
RSI走弱 |
| 13 |
2021-11-26 |
2021-12-28 |
44.55786334999999 |
41.4585 |
¥-7.5万 |
-6.98% |
RSI走弱 |
| 14 |
2024-03-05 |
2024-04-08 |
23.730817109999997 |
23.60637 |
¥-5,564 |
-0.55% |
RSI走弱 |
| 15 |
2024-04-19 |
2024-04-29 |
25.833547739999997 |
23.976 |
¥-7.2万 |
-7.22% |
RSI走弱 |
| 16 |
2024-09-18 |
2024-10-18 |
25.873599752 |
25.824150000000003 |
¥-2,059 |
-0.22% |
RSI走弱 |
| 17 |
2025-10-10 |
2025-11-17 |
23.410401013999994 |
23.74623 |
¥1.3万 |
+1.40% |
RSI走弱 |
| 18 |
2026-01-14 |
2026-03-20 |
24.441740322999998 |
27.95202 |
¥13.5万 |
+14.33% |
RSI走弱 |
逐笔成交记录（共 36 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 |
18.12 |
55000.0 |
¥99.7万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
21.498480000000004 |
55000.0 |
¥1.18M |
|
| 2015-06-02 |
RSI强势追入 |
买入 |
28.3283 |
40600.0 |
¥1.15M |
|
| 2015-06-17 |
RSI走弱 |
卖出 |
25.924049999999998 |
40600.0 |
¥1.05M |
|
| 2016-07-19 |
RSI强势追入 |
买入 |
14.404390000000001 |
75300.0 |
¥1.08M |
|
| 2016-11-01 |
RSI走弱 |
卖出 |
15.284700000000003 |
75300.0 |
¥1.15M |
|
| 2017-06-13 |
RSI强势追入 |
买入 |
18.06805 |
63200.0 |
¥1.14M |
|
| 2017-06-26 |
RSI走弱 |
卖出 |
16.28 |
63200.0 |
¥1.03M |
|
| 2017-11-06 |
RSI强势追入 |
买入 |
17.657639999999997 |
58400.0 |
¥1.03M |
|
| 2017-11-30 |
RSI走弱 |
卖出 |
18.961019999999998 |
58400.0 |
¥1.11M |
|
| 2018-05-04 |
RSI强势追入 |
买入 |
17.95794 |
61800.0 |
¥1.11M |
|
| 2018-05-23 |
RSI走弱 |
卖出 |
17.73225 |
61800.0 |
¥1.10M |
|
| 2018-09-28 |
RSI强势追入 |
买入 |
17.537519999999997 |
62500.0 |
¥1.10M |
|
| 2018-10-12 |
RSI走弱 |
卖出 |
16.11387 |
62500.0 |
¥1.01M |
|
| 2019-03-14 |
RSI强势追入 |
买入 |
23.0 |
43000.0 |
¥98.9万 |
|
| 2019-04-09 |
RSI走弱 |
卖出 |
20.81916 |
43000.0 |
¥89.5万 |
|
| 2019-09-06 |
RSI强势追入 |
买入 |
19.55954 |
46800.0 |
¥91.6万 |
|
| 2019-12-04 |
RSI走弱 |
卖出 |
22.50747 |
46800.0 |
¥1.05M |
|
| 2020-07-09 |
RSI强势追入 |
买入 |
22.022 |
47200.0 |
¥1.04M |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
21.08889 |
47200.0 |
¥99.5万 |
|
| 2020-11-17 |
RSI强势追入 |
买入 |
23.8238 |
42100.0 |
¥1.00M |
|
| 2020-12-03 |
RSI走弱 |
卖出 |
22.80717 |
42100.0 |
¥96.0万 |
|
| 2020-12-29 |
RSI强势追入 |
买入 |
26.666639999999997 |
35900.0 |
¥95.8万 |
|
| 2021-02-24 |
RSI走弱 |
卖出 |
30.109859999999998 |
35900.0 |
¥1.08M |
|
| 2021-11-26 |
RSI强势追入 |
买入 |
44.544499999999985 |
24100.0 |
¥1.07M |
|
| 2021-12-28 |
RSI走弱 |
卖出 |
41.4585 |
24100.0 |
¥99.9万 |
|
| 2024-03-05 |
RSI强势追入 |
买入 |
23.723699999999997 |
42300.0 |
¥1.00M |
|
| 2024-04-08 |
RSI走弱 |
卖出 |
23.60637 |
42300.0 |
¥99.8万 |
|
| 2024-04-19 |
RSI强势追入 |
买入 |
25.825799999999997 |
38500.0 |
¥99.5万 |
|
| 2024-04-29 |
RSI走弱 |
卖出 |
23.976 |
38500.0 |
¥92.3万 |
|
| 2024-09-18 |
RSI强势追入 |
买入 |
25.86584 |
36000.0 |
¥93.1万 |
|
| 2024-10-18 |
RSI走弱 |
卖出 |
25.824150000000003 |
36000.0 |
¥92.9万 |
|
| 2025-10-10 |
RSI强势追入 |
买入 |
23.403379999999995 |
39800.0 |
¥93.2万 |
|
| 2025-11-17 |
RSI走弱 |
卖出 |
23.74623 |
39800.0 |
¥94.5万 |
|
| 2026-01-14 |
RSI强势追入 |
买入 |
24.434409999999996 |
38600.0 |
¥94.3万 |
|
| 2026-03-20 |
RSI走弱 |
卖出 |
27.95202 |
38600.0 |
¥1.08M |
|