600515 海南机场 — 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: ¥45.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -54.44%）
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 21 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 |
2015-04-21 |
9.412222819999998 |
11.63835 |
¥23.4万 |
+23.61% |
RSI走弱 |
| 2 |
2015-05-28 |
2016-01-05 |
17.272430174999997 |
14.5854 |
¥-18.8万 |
-15.58% |
RSI走弱 |
| 3 |
2017-07-27 |
2017-10-17 |
11.143342 |
13.6863 |
¥23.8万 |
+22.78% |
RSI走弱 |
| 4 |
2019-03-04 |
2019-03-29 |
5.637320689 |
5.78421 |
¥3.3万 |
+2.57% |
RSI走弱 |
| 5 |
2019-12-23 |
2020-02-04 |
4.30559129 |
4.1 |
¥-6.1万 |
-4.80% |
RSI走弱 |
| 6 |
2020-03-12 |
2020-03-20 |
6.007801799999999 |
5.36463 |
¥-13.0万 |
-10.73% |
RSI走弱 |
| 7 |
2020-05-28 |
2020-06-04 |
5.687385703999998 |
5.16483 |
¥-10.2万 |
-9.22% |
RSI走弱 |
| 8 |
2020-07-10 |
2020-07-29 |
7.0791931209999985 |
6.74325 |
¥-4.8万 |
-4.77% |
RSI走弱 |
| 9 |
2020-09-17 |
2020-10-12 |
9.81274294 |
8.62137 |
¥-11.2万 |
-12.17% |
RSI走弱 |
| 10 |
2021-01-28 |
2021-02-22 |
7.4396612289999995 |
6.45 |
¥-11.4万 |
-13.33% |
RSI走弱 |
| 11 |
2021-03-05 |
2021-03-16 |
9.31209279 |
7.872120000000001 |
¥-11.5万 |
-15.49% |
RSI走弱 |
| 12 |
2021-03-30 |
2021-04-30 |
9.522365852999998 |
8.92 |
¥-3.9万 |
-6.35% |
RSI走弱 |
| 13 |
2021-05-17 |
2021-06-11 |
10.733939216 |
10.92906 |
¥1.1万 |
+1.79% |
RSI走弱 |
| 14 |
2022-08-25 |
2022-09-20 |
3.6547460949999993 |
3.49 |
¥-2.7万 |
-4.54% |
RSI走弱 |
| 15 |
2022-12-08 |
2023-01-11 |
5.086605523999999 |
4.815180000000001 |
¥-3.1万 |
-5.36% |
RSI走弱 |
| 16 |
2023-04-04 |
2023-04-24 |
4.886345463999999 |
4.55544 |
¥-3.7万 |
-6.80% |
RSI走弱 |
| 17 |
2023-12-04 |
2023-12-14 |
4.105331229999999 |
3.87612 |
¥-2.9万 |
-5.61% |
RSI走弱 |
| 18 |
2024-10-09 |
2024-10-18 |
3.831149 |
3.2867100000000002 |
¥-6.8万 |
-14.24% |
RSI走弱 |
| 19 |
2024-11-07 |
2024-12-17 |
3.905071169999999 |
3.85614 |
¥-5,204 |
-1.28% |
RSI走弱 |
| 20 |
2025-07-09 |
2025-08-15 |
3.6547460949999993 |
3.77622 |
¥1.3万 |
+3.29% |
RSI走弱 |
| 21 |
2025-10-21 |
2025-11-24 |
4.615994382999999 |
4.975020000000001 |
¥3.2万 |
+7.75% |
RSI走弱 |
逐笔成交记录（共 42 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 |
9.4094 |
105500.0 |
¥99.3万 |
|
| 2015-04-21 |
RSI走弱 |
卖出 |
11.63835 |
105500.0 |
¥1.23M |
|
| 2015-05-28 |
RSI强势追入 |
买入 |
17.267249999999997 |
69700.0 |
¥1.20M |
|
| 2016-01-05 |
RSI走弱 |
卖出 |
14.5854 |
69700.0 |
¥1.02M |
|
| 2017-07-27 |
RSI强势追入 |
买入 |
11.14 |
93600.0 |
¥1.04M |
|
| 2017-10-17 |
RSI走弱 |
卖出 |
13.6863 |
93600.0 |
¥1.28M |
|
| 2019-03-04 |
RSI强势追入 |
买入 |
5.635629999999999 |
227400.0 |
¥1.28M |
|
| 2019-03-29 |
RSI走弱 |
卖出 |
5.78421 |
227400.0 |
¥1.31M |
|
| 2019-12-23 |
RSI强势追入 |
买入 |
4.3043 |
297100.0 |
¥1.28M |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
4.1 |
297100.0 |
¥1.22M |
|
| 2020-03-12 |
RSI强势追入 |
买入 |
6.005999999999999 |
201900.0 |
¥1.21M |
|
| 2020-03-20 |
RSI走弱 |
卖出 |
5.36463 |
201900.0 |
¥1.08M |
|
| 2020-05-28 |
RSI强势追入 |
买入 |
5.685679999999999 |
195500.0 |
¥1.11M |
|
| 2020-06-04 |
RSI走弱 |
卖出 |
5.16483 |
195500.0 |
¥1.01M |
|
| 2020-07-10 |
RSI强势追入 |
买入 |
7.077069999999999 |
141400.0 |
¥1.00M |
|
| 2020-07-29 |
RSI走弱 |
卖出 |
6.74325 |
141400.0 |
¥95.3万 |
|
| 2020-09-17 |
RSI强势追入 |
买入 |
9.8098 |
94100.0 |
¥92.3万 |
|
| 2020-10-12 |
RSI走弱 |
卖出 |
8.62137 |
94100.0 |
¥81.1万 |
|
| 2021-01-28 |
RSI强势追入 |
买入 |
7.43743 |
115000.0 |
¥85.6万 |
|
| 2021-02-22 |
RSI走弱 |
卖出 |
6.45 |
115000.0 |
¥74.2万 |
|
| 2021-03-05 |
RSI强势追入 |
买入 |
9.3093 |
79500.0 |
¥74.0万 |
|
| 2021-03-16 |
RSI走弱 |
卖出 |
7.872120000000001 |
79500.0 |
¥62.6万 |
|
| 2021-03-30 |
RSI强势追入 |
买入 |
9.519509999999999 |
64600.0 |
¥61.5万 |
|
| 2021-04-30 |
RSI走弱 |
卖出 |
8.92 |
64600.0 |
¥57.6万 |
|
| 2021-05-17 |
RSI强势追入 |
买入 |
10.73072 |
54800.0 |
¥58.8万 |
|
| 2021-06-11 |
RSI走弱 |
卖出 |
10.92906 |
54800.0 |
¥59.9万 |
|
| 2022-08-25 |
RSI强势追入 |
买入 |
3.6536499999999994 |
162300.0 |
¥59.3万 |
|
| 2022-09-20 |
RSI走弱 |
卖出 |
3.49 |
162300.0 |
¥56.6万 |
|
| 2022-12-08 |
RSI强势追入 |
买入 |
5.08508 |
113800.0 |
¥57.9万 |
|
| 2023-01-11 |
RSI走弱 |
卖出 |
4.815180000000001 |
113800.0 |
¥54.8万 |
|
| 2023-04-04 |
RSI强势追入 |
买入 |
4.884879999999999 |
111000.0 |
¥54.2万 |
|
| 2023-04-24 |
RSI走弱 |
卖出 |
4.55544 |
111000.0 |
¥50.6万 |
|
| 2023-12-04 |
RSI强势追入 |
买入 |
4.104099999999999 |
124200.0 |
¥51.0万 |
|
| 2023-12-14 |
RSI走弱 |
卖出 |
3.87612 |
124200.0 |
¥48.1万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
3.83 |
123900.0 |
¥47.5万 |
|
| 2024-10-18 |
RSI走弱 |
卖出 |
3.2867100000000002 |
123900.0 |
¥40.7万 |
|
| 2024-11-07 |
RSI强势追入 |
买入 |
3.9038999999999993 |
103900.0 |
¥40.6万 |
|
| 2024-12-17 |
RSI走弱 |
卖出 |
3.85614 |
103900.0 |
¥40.1万 |
|
| 2025-07-09 |
RSI强势追入 |
买入 |
3.6536499999999994 |
111500.0 |
¥40.8万 |
|
| 2025-08-15 |
RSI走弱 |
卖出 |
3.77622 |
111500.0 |
¥42.1万 |
|
| 2025-10-21 |
RSI强势追入 |
买入 |
4.61461 |
90700.0 |
¥41.9万 |
|
| 2025-11-24 |
RSI走弱 |
卖出 |
4.975020000000001 |
90700.0 |
¥45.1万 |
|