600547 山东黄金 — 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: ¥50.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -49.38%）
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 26 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 |
2015-01-27 |
2015-02-10 |
28.036408399999996 |
23.62635 |
¥-15.4万 |
-15.76% |
RSI走弱 |
| 2 |
2015-04-24 |
2015-05-07 |
30.018982993999998 |
28.971 |
¥-2.9万 |
-3.52% |
RSI走弱 |
| 3 |
2015-12-15 |
2016-01-05 |
22.52925675 |
19.98 |
¥-9.1万 |
-11.34% |
RSI走弱 |
| 4 |
2016-03-02 |
2016-03-28 |
26.003768791 |
25.18479 |
¥-2.2万 |
-3.18% |
RSI走弱 |
| 5 |
2016-04-12 |
2016-04-26 |
30.469568128999992 |
28.63134 |
¥-4.3万 |
-6.06% |
RSI走弱 |
| 6 |
2016-06-17 |
2016-07-26 |
37.01807209099999 |
42.547410000000006 |
¥9.4万 |
+14.90% |
RSI走弱 |
| 7 |
2017-07-20 |
2017-08-24 |
32.0416096 |
32.13783 |
¥2,009 |
+0.27% |
RSI走弱 |
| 8 |
2018-01-09 |
2018-01-31 |
32.24186966 |
31.588380000000004 |
¥-1.5万 |
-2.06% |
RSI走弱 |
| 9 |
2018-10-15 |
2018-11-12 |
26.013781793999996 |
25.024949999999997 |
¥-2.8万 |
-3.83% |
RSI走弱 |
| 10 |
2018-12-12 |
2019-01-09 |
29.237968759999998 |
28.971 |
¥-6,616 |
-0.94% |
RSI走弱 |
| 11 |
2019-02-21 |
2019-03-11 |
33.0429099 |
32.0679 |
¥-2.1万 |
-2.98% |
RSI走弱 |
| 12 |
2019-06-17 |
2019-08-02 |
34.815211430999994 |
41.91804 |
¥13.6万 |
+20.37% |
RSI走弱 |
| 13 |
2019-08-14 |
2019-08-21 |
47.261374159999995 |
36.963 |
¥-16.9万 |
-21.81% |
RSI走弱 |
| 14 |
2020-01-07 |
2020-01-23 |
36.837838037 |
33.27669 |
¥-6.1万 |
-9.69% |
RSI走弱 |
| 15 |
2020-02-25 |
2020-03-02 |
37.398566204999995 |
33.0 |
¥-6.7万 |
-11.79% |
RSI走弱 |
| 16 |
2020-07-10 |
2020-07-17 |
40.74221899999999 |
36.963 |
¥-4.7万 |
-9.30% |
RSI走弱 |
| 17 |
2021-09-10 |
2021-09-28 |
19.345121795999997 |
18.83115 |
¥-1.3万 |
-2.69% |
RSI走弱 |
| 18 |
2022-04-12 |
2022-04-21 |
22.849672845999997 |
20.979 |
¥-3.8万 |
-8.21% |
RSI走弱 |
| 19 |
2022-11-10 |
2022-12-13 |
18.534068553 |
19.40058 |
¥2.0万 |
+4.64% |
RSI走弱 |
| 20 |
2023-03-21 |
2023-05-12 |
21.377761404999998 |
24.54543 |
¥6.4万 |
+14.78% |
RSI走弱 |
| 21 |
2024-03-08 |
2024-05-06 |
25.40762 |
28.261710000000004 |
¥5.7万 |
+11.20% |
RSI走弱 |
| 22 |
2025-03-21 |
2025-04-08 |
27.155264135999996 |
25.2747 |
¥-3.9万 |
-6.95% |
RSI走弱 |
| 23 |
2025-04-14 |
2025-05-13 |
29.438228819999996 |
29.0709 |
¥-6,656 |
-1.28% |
RSI走弱 |
| 24 |
2025-09-02 |
2025-10-21 |
36.046810799999996 |
38.841120000000004 |
¥4.0万 |
+7.72% |
RSI走弱 |
| 25 |
2026-01-13 |
2026-02-05 |
44.85825343999999 |
45.954 |
¥1.3万 |
+2.41% |
RSI走弱 |
| 26 |
2026-09-01 |
2026-09-18 |
38.0494114 |
33.4665 |
¥-6.9万 |
-12.07% |
RSI走弱 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-01-27 |
RSI强势追入 |
买入 |
28.028 |
34800.0 |
¥97.6万 |
|
| 2015-02-10 |
RSI走弱 |
卖出 |
23.62635 |
34800.0 |
¥82.2万 |
|
| 2015-04-24 |
RSI强势追入 |
买入 |
30.00998 |
27500.0 |
¥82.6万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
28.971 |
27500.0 |
¥79.6万 |
|
| 2015-12-15 |
RSI强势追入 |
买入 |
22.522499999999997 |
35500.0 |
¥80.0万 |
|
| 2016-01-05 |
RSI走弱 |
卖出 |
19.98 |
35500.0 |
¥70.9万 |
|
| 2016-03-02 |
RSI强势追入 |
买入 |
25.995969999999996 |
26800.0 |
¥69.7万 |
|
| 2016-03-28 |
RSI走弱 |
卖出 |
25.18479 |
26800.0 |
¥67.5万 |
|
| 2016-04-12 |
RSI强势追入 |
买入 |
30.46042999999999 |
23100.0 |
¥70.4万 |
|
| 2016-04-26 |
RSI走弱 |
卖出 |
28.63134 |
23100.0 |
¥66.1万 |
|
| 2016-06-17 |
RSI强势追入 |
买入 |
37.006969999999995 |
17000.0 |
¥62.9万 |
|
| 2016-07-26 |
RSI走弱 |
卖出 |
42.547410000000006 |
17000.0 |
¥72.3万 |
|
| 2017-07-20 |
RSI强势追入 |
买入 |
32.032 |
23200.0 |
¥74.3万 |
|
| 2017-08-24 |
RSI走弱 |
卖出 |
32.13783 |
23200.0 |
¥74.5万 |
|
| 2018-01-09 |
RSI强势追入 |
买入 |
32.2322 |
23300.0 |
¥75.1万 |
|
| 2018-01-31 |
RSI走弱 |
卖出 |
31.588380000000004 |
23300.0 |
¥73.6万 |
|
| 2018-10-15 |
RSI强势追入 |
买入 |
26.005979999999997 |
28300.0 |
¥73.6万 |
|
| 2018-11-12 |
RSI走弱 |
卖出 |
25.024949999999997 |
28300.0 |
¥70.8万 |
|
| 2018-12-12 |
RSI强势追入 |
买入 |
29.2292 |
24000.0 |
¥70.2万 |
|
| 2019-01-09 |
RSI走弱 |
卖出 |
28.971 |
24000.0 |
¥69.5万 |
|
| 2019-02-21 |
RSI强势追入 |
买入 |
33.032999999999994 |
21100.0 |
¥69.7万 |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
32.0679 |
21100.0 |
¥67.6万 |
|
| 2019-06-17 |
RSI强势追入 |
买入 |
34.80477 |
19200.0 |
¥66.8万 |
|
| 2019-08-02 |
RSI走弱 |
卖出 |
41.91804 |
19200.0 |
¥80.5万 |
|
| 2019-08-14 |
RSI强势追入 |
买入 |
47.2472 |
16400.0 |
¥77.5万 |
|
| 2019-08-21 |
RSI走弱 |
卖出 |
36.963 |
16400.0 |
¥60.6万 |
|
| 2020-01-07 |
RSI强势追入 |
买入 |
36.826789999999995 |
17100.0 |
¥63.0万 |
|
| 2020-01-23 |
RSI走弱 |
卖出 |
33.27669 |
17100.0 |
¥56.9万 |
|
| 2020-02-25 |
RSI强势追入 |
买入 |
37.38735 |
15300.0 |
¥57.2万 |
|
| 2020-03-02 |
RSI走弱 |
卖出 |
33.0 |
15300.0 |
¥50.5万 |
|
| 2020-07-10 |
RSI强势追入 |
买入 |
40.73 |
12500.0 |
¥50.9万 |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
36.963 |
12500.0 |
¥46.2万 |
|
| 2021-09-10 |
RSI强势追入 |
买入 |
19.339319999999997 |
24600.0 |
¥47.6万 |
|
| 2021-09-28 |
RSI走弱 |
卖出 |
18.83115 |
24600.0 |
¥46.3万 |
|
| 2022-04-12 |
RSI强势追入 |
买入 |
22.842819999999996 |
20100.0 |
¥45.9万 |
|
| 2022-04-21 |
RSI走弱 |
卖出 |
20.979 |
20100.0 |
¥42.2万 |
|
| 2022-11-10 |
RSI强势追入 |
买入 |
18.52851 |
22700.0 |
¥42.1万 |
|
| 2022-12-13 |
RSI走弱 |
卖出 |
19.40058 |
22700.0 |
¥44.0万 |
|
| 2023-03-21 |
RSI强势追入 |
买入 |
21.37135 |
20400.0 |
¥43.6万 |
|
| 2023-05-12 |
RSI走弱 |
卖出 |
24.54543 |
20400.0 |
¥50.1万 |
|
| 2024-03-08 |
RSI强势追入 |
买入 |
25.4 |
20000.0 |
¥50.8万 |
|
| 2024-05-06 |
RSI走弱 |
卖出 |
28.261710000000004 |
20000.0 |
¥56.5万 |
|
| 2025-03-21 |
RSI强势追入 |
买入 |
27.147119999999994 |
20800.0 |
¥56.5万 |
|
| 2025-04-08 |
RSI走弱 |
卖出 |
25.2747 |
20800.0 |
¥52.6万 |
|
| 2025-04-14 |
RSI强势追入 |
买入 |
29.429399999999994 |
17700.0 |
¥52.1万 |
|
| 2025-05-13 |
RSI走弱 |
卖出 |
29.0709 |
17700.0 |
¥51.4万 |
|
| 2025-09-02 |
RSI强势追入 |
买入 |
36.035999999999994 |
14400.0 |
¥51.9万 |
|
| 2025-10-21 |
RSI走弱 |
卖出 |
38.841120000000004 |
14400.0 |
¥55.9万 |
|
| 2026-01-13 |
RSI强势追入 |
买入 |
44.84479999999999 |
12400.0 |
¥55.6万 |
|
| 2026-02-05 |
RSI走弱 |
卖出 |
45.954 |
12400.0 |
¥57.0万 |
|
| 2026-09-01 |
RSI强势追入 |
买入 |
38.038 |
15100.0 |
¥57.5万 |
|
| 2026-09-18 |
RSI走弱 |
卖出 |
33.4665 |
15100.0 |
¥50.5万 |
|