600460 士兰微 — 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: ¥2.85M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +184.96%）
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 |
2015-03-03 |
2015-05-08 |
6.939011078999999 |
8.221770000000001 |
¥18.4万 |
+18.45% |
RSI走弱 |
| 2 |
2015-05-27 |
2015-06-23 |
11.234589366 |
10.4895 |
¥-7.9万 |
-6.66% |
RSI走弱 |
| 3 |
2015-11-27 |
2016-01-05 |
8.751364622 |
7.50249 |
¥-15.6万 |
-14.30% |
RSI走弱 |
| 4 |
2016-06-03 |
2016-07-15 |
7.930298375999999 |
7.50249 |
¥-5.0万 |
-5.42% |
RSI走弱 |
| 5 |
2017-09-20 |
2017-11-28 |
8.070480417999999 |
10.59 |
¥27.6万 |
+31.18% |
RSI走弱 |
| 6 |
2019-01-29 |
2019-04-26 |
10.153185041999999 |
15.774209999999998 |
¥63.7万 |
+55.32% |
RSI走弱 |
| 7 |
2019-09-17 |
2019-09-26 |
18.403899513999995 |
16.293689999999998 |
¥-20.5万 |
-11.49% |
RSI走弱 |
| 8 |
2020-02-19 |
2020-03-02 |
19.435238823 |
17.5824 |
¥-15.1万 |
-9.56% |
RSI走弱 |
| 9 |
2020-07-09 |
2020-08-20 |
16.331207893 |
17.33265 |
¥8.8万 |
+6.10% |
RSI走弱 |
| 10 |
2020-12-09 |
2021-01-27 |
20.706890203999997 |
23.646330000000003 |
¥21.6万 |
+14.16% |
RSI走弱 |
| 11 |
2021-04-07 |
2021-08-11 |
30.039008999999997 |
60.459480000000006 |
¥1.76M |
+101.21% |
RSI走弱 |
| 12 |
2023-04-10 |
2023-04-24 |
41.372408 |
35.304660000000005 |
¥-51.5万 |
-14.69% |
RSI走弱 |
| 13 |
2024-07-23 |
2024-08-13 |
21.137449332999996 |
20.19978 |
¥-13.2万 |
-4.46% |
RSI走弱 |
| 14 |
2024-10-11 |
2024-11-19 |
24.912351463999993 |
28.301669999999998 |
¥36.7万 |
+13.57% |
RSI走弱 |
| 15 |
2025-07-29 |
2025-09-05 |
26.234067859999996 |
28.52145 |
¥28.0万 |
+8.69% |
RSI走弱 |
| 16 |
2026-01-29 |
2026-02-05 |
33.34329999 |
29.83014 |
¥-36.3万 |
-10.56% |
RSI走弱 |
| 17 |
2026-05-20 |
2026-06-09 |
31.991544584999993 |
32.71725 |
¥7.0万 |
+2.24% |
RSI走弱 |
| 18 |
2026-06-24 |
2026-07-14 |
46.981010076 |
41.4585 |
¥-37.9万 |
-11.78% |
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 |
|---|
| 2015-03-03 |
RSI强势追入 |
买入 |
6.936929999999999 |
143400.0 |
¥99.5万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
8.221770000000001 |
143400.0 |
¥1.18M |
|
| 2015-05-27 |
RSI强势追入 |
买入 |
11.231219999999999 |
105100.0 |
¥1.18M |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
10.4895 |
105100.0 |
¥1.10M |
|
| 2015-11-27 |
RSI强势追入 |
买入 |
8.74874 |
124400.0 |
¥1.09M |
|
| 2016-01-05 |
RSI走弱 |
卖出 |
7.50249 |
124400.0 |
¥93.3万 |
|
| 2016-06-03 |
RSI强势追入 |
买入 |
7.927919999999999 |
117200.0 |
¥92.9万 |
|
| 2016-07-15 |
RSI走弱 |
卖出 |
7.50249 |
117200.0 |
¥87.9万 |
|
| 2017-09-20 |
RSI强势追入 |
买入 |
8.06806 |
109500.0 |
¥88.4万 |
|
| 2017-11-28 |
RSI走弱 |
卖出 |
10.59 |
109500.0 |
¥1.16M |
|
| 2019-01-29 |
RSI强势追入 |
买入 |
10.150139999999999 |
113500.0 |
¥1.15M |
|
| 2019-04-26 |
RSI走弱 |
卖出 |
15.774209999999998 |
113500.0 |
¥1.79M |
|
| 2019-09-17 |
RSI强势追入 |
买入 |
18.398379999999996 |
96700.0 |
¥1.78M |
|
| 2019-09-26 |
RSI走弱 |
卖出 |
16.293689999999998 |
96700.0 |
¥1.58M |
|
| 2020-02-19 |
RSI强势追入 |
买入 |
19.429409999999997 |
81300.0 |
¥1.58M |
|
| 2020-03-02 |
RSI走弱 |
卖出 |
17.5824 |
81300.0 |
¥1.43M |
|
| 2020-07-09 |
RSI强势追入 |
买入 |
16.326309999999996 |
87900.0 |
¥1.44M |
|
| 2020-08-20 |
RSI走弱 |
卖出 |
17.33265 |
87900.0 |
¥1.52M |
|
| 2020-12-09 |
RSI强势追入 |
买入 |
20.70068 |
73500.0 |
¥1.52M |
|
| 2021-01-27 |
RSI走弱 |
卖出 |
23.646330000000003 |
73500.0 |
¥1.74M |
|
| 2021-04-07 |
RSI强势追入 |
买入 |
30.029999999999998 |
58000.0 |
¥1.74M |
|
| 2021-08-11 |
RSI走弱 |
卖出 |
60.459480000000006 |
58000.0 |
¥3.51M |
|
| 2023-04-10 |
RSI强势追入 |
买入 |
41.36 |
84800.0 |
¥3.51M |
|
| 2023-04-24 |
RSI走弱 |
卖出 |
35.304660000000005 |
84800.0 |
¥2.99M |
|
| 2024-07-23 |
RSI强势追入 |
买入 |
21.131109999999996 |
139800.0 |
¥2.96M |
|
| 2024-08-13 |
RSI走弱 |
卖出 |
20.19978 |
139800.0 |
¥2.82M |
|
| 2024-10-11 |
RSI强势追入 |
买入 |
24.904879999999995 |
108500.0 |
¥2.70M |
|
| 2024-11-19 |
RSI走弱 |
卖出 |
28.301669999999998 |
108500.0 |
¥3.07M |
|
| 2025-07-29 |
RSI强势追入 |
买入 |
26.226199999999995 |
122800.0 |
¥3.22M |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
28.52145 |
122800.0 |
¥3.50M |
|
| 2026-01-29 |
RSI强势追入 |
买入 |
33.333299999999994 |
103200.0 |
¥3.44M |
|
| 2026-02-05 |
RSI走弱 |
卖出 |
29.83014 |
103200.0 |
¥3.08M |
|
| 2026-05-20 |
RSI强势追入 |
买入 |
31.981949999999994 |
97300.0 |
¥3.11M |
|
| 2026-06-09 |
RSI走弱 |
卖出 |
32.71725 |
97300.0 |
¥3.18M |
|
| 2026-06-24 |
RSI强势追入 |
买入 |
46.966919999999995 |
68400.0 |
¥3.21M |
|
| 2026-07-14 |
RSI走弱 |
卖出 |
41.4585 |
68400.0 |
¥2.83M |
|