600570 恒生电子 — 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: ¥53.5万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -46.47%）
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 |
2015-02-16 |
2015-04-29 |
71.09232130000001 |
106.0 |
¥48.8万 |
+49.06% |
RSI走弱 |
| 2 |
2015-10-21 |
2015-11-30 |
72.0216 |
64.81512 |
¥-14.8万 |
-10.03% |
RSI走弱 |
| 3 |
2016-03-23 |
2016-04-22 |
58.07541739999999 |
50.95899 |
¥-16.3万 |
-12.28% |
RSI走弱 |
| 4 |
2016-06-07 |
2016-07-08 |
69.099733703 |
63.106829999999995 |
¥-10.1万 |
-8.70% |
RSI走弱 |
| 5 |
2017-06-16 |
2017-07-13 |
44.567876352999996 |
43.046910000000004 |
¥-3.7万 |
-3.44% |
RSI走弱 |
| 6 |
2017-09-04 |
2017-09-26 |
55.071516499999994 |
50.42952 |
¥-8.8万 |
-8.46% |
RSI走弱 |
| 7 |
2018-04-03 |
2018-04-24 |
62.24082664799998 |
58.69125 |
¥-5.4万 |
-5.73% |
RSI走弱 |
| 8 |
2019-01-30 |
2019-03-28 |
63.83289412499999 |
80.57934 |
¥23.4万 |
+26.20% |
RSI走弱 |
| 9 |
2019-09-03 |
2019-09-26 |
78.69219057699999 |
76.92300000000002 |
¥-2.6万 |
-2.28% |
RSI走弱 |
| 10 |
2020-01-21 |
2020-02-04 |
87.29336015399998 |
79.82 |
¥-9.4万 |
-8.59% |
RSI走弱 |
| 11 |
2020-02-21 |
2020-03-10 |
103.254086936 |
91.0 |
¥-11.8万 |
-11.89% |
RSI走弱 |
| 12 |
2020-05-20 |
2020-06-08 |
108.64108255 |
83.99 |
¥-20.2万 |
-22.71% |
RSI走弱 |
| 13 |
2020-07-08 |
2020-07-17 |
117.412473178 |
105.90399 |
¥-6.7万 |
-9.83% |
RSI走弱 |
| 14 |
2022-11-01 |
2022-11-29 |
41.684131489 |
39.99996 |
¥-2.5万 |
-4.07% |
RSI走弱 |
| 15 |
2023-01-19 |
2023-02-20 |
46.05981379999999 |
44.455499999999994 |
¥-2.1万 |
-3.51% |
RSI走弱 |
| 16 |
2023-04-06 |
2023-04-11 |
54.881269443 |
48.951 |
¥-5.9万 |
-10.83% |
RSI走弱 |
| 17 |
2023-06-21 |
2023-06-29 |
49.774637913 |
45.01494 |
¥-4.8万 |
-9.59% |
RSI走弱 |
| 18 |
2024-10-11 |
2024-11-26 |
24.411701314 |
28.071900000000003 |
¥6.7万 |
+14.96% |
RSI走弱 |
| 19 |
2025-02-13 |
2025-03-03 |
32.44212971999999 |
30.51945 |
¥-3.1万 |
-5.95% |
RSI走弱 |
| 20 |
2025-06-17 |
2025-09-03 |
30.569698158999998 |
35.844120000000004 |
¥8.7万 |
+17.22% |
RSI走弱 |
| 21 |
2026-01-15 |
2026-02-02 |
34.344600289999995 |
30.8691 |
¥-5.9万 |
-10.15% |
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 |
|---|
| 2015-02-16 |
RSI强势追入 |
买入 |
71.071 |
14000.0 |
¥99.5万 |
|
| 2015-04-29 |
RSI走弱 |
卖出 |
106.0 |
14000.0 |
¥1.48M |
|
| 2015-10-21 |
RSI强势追入 |
买入 |
72.0 |
20500.0 |
¥1.48M |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
64.81512 |
20500.0 |
¥1.33M |
|
| 2016-03-23 |
RSI强势追入 |
买入 |
58.057999999999986 |
22900.0 |
¥1.33M |
|
| 2016-04-22 |
RSI走弱 |
卖出 |
50.95899 |
22900.0 |
¥1.17M |
|
| 2016-06-07 |
RSI强势追入 |
买入 |
69.07901 |
16800.0 |
¥1.16M |
|
| 2016-07-08 |
RSI走弱 |
卖出 |
63.106829999999995 |
16800.0 |
¥1.06M |
|
| 2017-06-16 |
RSI强势追入 |
买入 |
44.554509999999986 |
23800.0 |
¥1.06M |
|
| 2017-07-13 |
RSI走弱 |
卖出 |
43.046910000000004 |
23800.0 |
¥1.02M |
|
| 2017-09-04 |
RSI强势追入 |
买入 |
55.05499999999999 |
18800.0 |
¥1.04M |
|
| 2017-09-26 |
RSI走弱 |
卖出 |
50.42952 |
18800.0 |
¥94.8万 |
|
| 2018-04-03 |
RSI强势追入 |
买入 |
62.22215999999999 |
15000.0 |
¥93.4万 |
|
| 2018-04-24 |
RSI走弱 |
卖出 |
58.69125 |
15000.0 |
¥88.0万 |
|
| 2019-01-30 |
RSI强势追入 |
买入 |
63.81374999999999 |
14000.0 |
¥89.4万 |
|
| 2019-03-28 |
RSI走弱 |
卖出 |
80.57934 |
14000.0 |
¥1.13M |
|
| 2019-09-03 |
RSI强势追入 |
买入 |
78.66859 |
14300.0 |
¥1.13M |
|
| 2019-09-26 |
RSI走弱 |
卖出 |
76.92300000000002 |
14300.0 |
¥1.10M |
|
| 2020-01-21 |
RSI强势追入 |
买入 |
87.26718 |
12600.0 |
¥1.10M |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
79.82 |
12600.0 |
¥1.01M |
|
| 2020-02-21 |
RSI强势追入 |
买入 |
103.22312 |
9600.0 |
¥99.1万 |
|
| 2020-03-10 |
RSI走弱 |
卖出 |
91.0 |
9600.0 |
¥87.3万 |
|
| 2020-05-20 |
RSI强势追入 |
买入 |
108.60849999999999 |
8200.0 |
¥89.1万 |
|
| 2020-06-08 |
RSI走弱 |
卖出 |
83.99 |
8200.0 |
¥68.9万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
117.37726 |
5800.0 |
¥68.1万 |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
105.90399 |
5800.0 |
¥61.4万 |
|
| 2022-11-01 |
RSI强势追入 |
买入 |
41.67163 |
14900.0 |
¥62.1万 |
|
| 2022-11-29 |
RSI走弱 |
卖出 |
39.99996 |
14900.0 |
¥59.6万 |
|
| 2023-01-19 |
RSI强势追入 |
买入 |
46.04599999999999 |
12900.0 |
¥59.4万 |
|
| 2023-02-20 |
RSI走弱 |
卖出 |
44.455499999999994 |
12900.0 |
¥57.3万 |
|
| 2023-04-06 |
RSI强势追入 |
买入 |
54.86481 |
10000.0 |
¥54.9万 |
|
| 2023-04-11 |
RSI走弱 |
卖出 |
48.951 |
10000.0 |
¥48.9万 |
|
| 2023-06-21 |
RSI强势追入 |
买入 |
49.75971 |
10100.0 |
¥50.3万 |
|
| 2023-06-29 |
RSI走弱 |
卖出 |
45.01494 |
10100.0 |
¥45.5万 |
|
| 2024-10-11 |
RSI强势追入 |
买入 |
24.404379999999996 |
18400.0 |
¥44.9万 |
|
| 2024-11-26 |
RSI走弱 |
卖出 |
28.071900000000003 |
18400.0 |
¥51.6万 |
|
| 2025-02-13 |
RSI强势追入 |
买入 |
32.432399999999994 |
16300.0 |
¥52.9万 |
|
| 2025-03-03 |
RSI走弱 |
卖出 |
30.51945 |
16300.0 |
¥49.7万 |
|
| 2025-06-17 |
RSI强势追入 |
买入 |
30.560529999999996 |
16500.0 |
¥50.4万 |
|
| 2025-09-03 |
RSI走弱 |
卖出 |
35.844120000000004 |
16500.0 |
¥59.1万 |
|
| 2026-01-15 |
RSI强势追入 |
买入 |
34.33429999999999 |
16800.0 |
¥57.7万 |
|
| 2026-02-02 |
RSI走弱 |
卖出 |
30.8691 |
16800.0 |
¥51.8万 |
|