600519 贵州茅台 — 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: ¥2.28M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +127.91%）
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 |
2015-04-20 |
2015-06-08 |
230.29906899999997 |
251.25849000000002 |
¥8.8万 |
+9.07% |
RSI走弱 |
| 2 |
2015-10-27 |
2015-11-25 |
217.38229512999993 |
211.48829999999998 |
¥-2.9万 |
-2.74% |
RSI走弱 |
| 3 |
2016-03-07 |
2016-04-21 |
238.419614433 |
240.2595 |
¥7,778 |
+0.74% |
RSI走弱 |
| 4 |
2016-06-06 |
2016-08-18 |
282.3666846 |
307.64205 |
¥9.3万 |
+8.92% |
RSI走弱 |
| 5 |
2016-12-09 |
2016-12-26 |
337.6384611599999 |
318.71097 |
¥-6.5万 |
-5.63% |
RSI走弱 |
| 6 |
2017-01-05 |
2017-07-04 |
350.455105 |
458.50104 |
¥33.5万 |
+30.79% |
RSI走弱 |
| 7 |
2017-09-29 |
2017-11-24 |
516.6709548 |
635.2641 |
¥32.0万 |
+22.92% |
RSI走弱 |
| 8 |
2018-01-09 |
2018-01-30 |
753.1880986629999 |
735.264 |
¥-4.2万 |
-2.41% |
RSI走弱 |
| 9 |
2019-01-16 |
2019-05-08 |
658.8555974 |
860.0 |
¥50.2万 |
+30.49% |
RSI走弱 |
| 10 |
2019-06-25 |
2019-07-18 |
993.2898975999998 |
960.5385000000001 |
¥-7.3万 |
-3.33% |
RSI走弱 |
| 11 |
2019-08-15 |
2019-09-12 |
1029.3367083999997 |
1066.0 |
¥7.3万 |
+3.53% |
RSI走弱 |
| 12 |
2020-04-20 |
2020-08-13 |
1222.5876663 |
1628.37 |
¥68.9万 |
+33.15% |
RSI走弱 |
| 13 |
2020-09-01 |
2020-09-10 |
1794.3301375999997 |
1702.03626 |
¥-14.8万 |
-5.17% |
RSI走弱 |
| 14 |
2021-01-04 |
2021-02-25 |
2002.5805739940001 |
2206.791 |
¥26.5万 |
+10.16% |
RSI走弱 |
| 15 |
2021-10-14 |
2021-11-02 |
1931.4381876789998 |
1794.9032999999997 |
¥-20.6万 |
-7.10% |
RSI走弱 |
| 16 |
2021-11-30 |
2022-01-06 |
1987.98161562 |
2019.98799 |
¥4.4万 |
+1.58% |
RSI走弱 |
| 17 |
2022-06-20 |
2022-07-20 |
1952.5355849999999 |
1956.79125 |
¥5,136 |
+0.19% |
RSI走弱 |
| 18 |
2022-12-13 |
2023-02-07 |
1739.2586210999998 |
1806.27192 |
¥10.6万 |
+3.82% |
RSI走弱 |
| 19 |
2023-07-26 |
2023-08-15 |
1830.9276635649999 |
1807.191 |
¥-3.9万 |
-1.33% |
RSI走弱 |
| 20 |
2024-09-30 |
2024-11-20 |
1694.2001075999997 |
1541.457 |
¥-26.0万 |
-9.04% |
RSI走弱 |
| 21 |
2025-03-17 |
2025-04-03 |
1658.487397 |
1529.01 |
¥-20.8万 |
-7.83% |
RSI走弱 |
| 22 |
2026-02-06 |
2026-03-03 |
1557.0219664999997 |
1438.6598999999997 |
¥-17.8万 |
-7.63% |
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 |
|---|
| 2015-04-20 |
RSI强势追入 |
买入 |
230.22999999999996 |
4200.0 |
¥96.7万 |
|
| 2015-06-08 |
RSI走弱 |
卖出 |
251.25849000000002 |
4200.0 |
¥1.05M |
|
| 2015-10-27 |
RSI强势追入 |
买入 |
217.31709999999995 |
4900.0 |
¥1.07M |
|
| 2015-11-25 |
RSI走弱 |
卖出 |
211.48829999999998 |
4900.0 |
¥1.04M |
|
| 2016-03-07 |
RSI强势追入 |
买入 |
238.34810999999996 |
4400.0 |
¥1.05M |
|
| 2016-04-21 |
RSI走弱 |
卖出 |
240.2595 |
4400.0 |
¥1.06M |
|
| 2016-06-06 |
RSI强势追入 |
买入 |
282.282 |
3700.0 |
¥1.04M |
|
| 2016-08-18 |
RSI走弱 |
卖出 |
307.64205 |
3700.0 |
¥1.14M |
|
| 2016-12-09 |
RSI强势追入 |
买入 |
337.5371999999999 |
3400.0 |
¥1.15M |
|
| 2016-12-26 |
RSI走弱 |
卖出 |
318.71097 |
3400.0 |
¥1.08M |
|
| 2017-01-05 |
RSI强势追入 |
买入 |
350.35 |
3100.0 |
¥1.09M |
|
| 2017-07-04 |
RSI走弱 |
卖出 |
458.50104 |
3100.0 |
¥1.42M |
|
| 2017-09-29 |
RSI强势追入 |
买入 |
516.516 |
2700.0 |
¥1.40M |
|
| 2017-11-24 |
RSI走弱 |
卖出 |
635.2641 |
2700.0 |
¥1.71M |
|
| 2018-01-09 |
RSI强势追入 |
买入 |
752.9622099999999 |
2300.0 |
¥1.73M |
|
| 2018-01-30 |
RSI走弱 |
卖出 |
735.264 |
2300.0 |
¥1.69M |
|
| 2019-01-16 |
RSI强势追入 |
买入 |
658.6579999999999 |
2500.0 |
¥1.65M |
|
| 2019-05-08 |
RSI走弱 |
卖出 |
860.0 |
2500.0 |
¥2.15M |
|
| 2019-06-25 |
RSI强势追入 |
买入 |
992.9919999999997 |
2200.0 |
¥2.19M |
|
| 2019-07-18 |
RSI走弱 |
卖出 |
960.5385000000001 |
2200.0 |
¥2.11M |
|
| 2019-08-15 |
RSI强势追入 |
买入 |
1029.0279999999998 |
2000.0 |
¥2.06M |
|
| 2019-09-12 |
RSI走弱 |
卖出 |
1066.0 |
2000.0 |
¥2.13M |
|
| 2020-04-20 |
RSI强势追入 |
买入 |
1222.2209999999998 |
1700.0 |
¥2.08M |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
1628.37 |
1700.0 |
¥2.77M |
|
| 2020-09-01 |
RSI强势追入 |
买入 |
1793.792 |
1600.0 |
¥2.87M |
|
| 2020-09-10 |
RSI走弱 |
卖出 |
1702.03626 |
1600.0 |
¥2.72M |
|
| 2021-01-04 |
RSI强势追入 |
买入 |
2001.9799799999998 |
1300.0 |
¥2.60M |
|
| 2021-02-25 |
RSI走弱 |
卖出 |
2206.791 |
1300.0 |
¥2.87M |
|
| 2021-10-14 |
RSI强势追入 |
买入 |
1930.85893 |
1500.0 |
¥2.90M |
|
| 2021-11-02 |
RSI走弱 |
卖出 |
1794.9032999999997 |
1500.0 |
¥2.69M |
|
| 2021-11-30 |
RSI强势追入 |
买入 |
1987.3854000000001 |
1400.0 |
¥2.78M |
|
| 2022-01-06 |
RSI走弱 |
卖出 |
2019.98799 |
1400.0 |
¥2.83M |
|
| 2022-06-20 |
RSI强势追入 |
买入 |
1951.9499999999996 |
1400.0 |
¥2.73M |
|
| 2022-07-20 |
RSI走弱 |
卖出 |
1956.79125 |
1400.0 |
¥2.74M |
|
| 2022-12-13 |
RSI强势追入 |
买入 |
1738.7369999999999 |
1600.0 |
¥2.78M |
|
| 2023-02-07 |
RSI走弱 |
卖出 |
1806.27192 |
1600.0 |
¥2.89M |
|
| 2023-07-26 |
RSI强势追入 |
买入 |
1830.37855 |
1600.0 |
¥2.93M |
|
| 2023-08-15 |
RSI走弱 |
卖出 |
1807.191 |
1600.0 |
¥2.89M |
|
| 2024-09-30 |
RSI强势追入 |
买入 |
1693.6919999999998 |
1700.0 |
¥2.88M |
|
| 2024-11-20 |
RSI走弱 |
卖出 |
1541.457 |
1700.0 |
¥2.62M |
|
| 2025-03-17 |
RSI强势追入 |
买入 |
1657.99 |
1600.0 |
¥2.65M |
|
| 2025-04-03 |
RSI走弱 |
卖出 |
1529.01 |
1600.0 |
¥2.45M |
|
| 2026-02-06 |
RSI强势追入 |
买入 |
1556.5549999999996 |
1500.0 |
¥2.34M |
|
| 2026-03-03 |
RSI走弱 |
卖出 |
1438.6598999999997 |
1500.0 |
¥2.16M |
|