600585 海螺水泥 — 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: ¥64.9万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -35.13%）
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 20 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 |
2015-04-14 |
2015-05-06 |
24.271519271999995 |
23.4765 |
¥-3.3万 |
-3.30% |
RSI走弱 |
| 2 |
2016-07-13 |
2016-09-19 |
15.92067477 |
16.85 |
¥5.6万 |
+5.81% |
RSI走弱 |
| 3 |
2016-11-15 |
2016-12-16 |
18.52405555 |
17.26272 |
¥-7.0万 |
-6.84% |
RSI走弱 |
| 4 |
2017-01-23 |
2017-03-10 |
18.904549663999997 |
19.99998 |
¥5.5万 |
+5.76% |
RSI走弱 |
| 5 |
2017-07-10 |
2017-08-07 |
23.059945909000003 |
23.25672 |
¥8,161 |
+0.82% |
RSI走弱 |
| 6 |
2017-09-15 |
2017-10-11 |
25.517653000000003 |
24.16581 |
¥-5.4万 |
-5.33% |
RSI走弱 |
| 7 |
2017-11-20 |
2017-12-18 |
28.016382393999997 |
27.95 |
¥-2,527 |
-0.27% |
RSI走弱 |
| 8 |
2018-01-09 |
2018-02-09 |
34.09427521499999 |
31.04892 |
¥-8.6万 |
-8.96% |
RSI走弱 |
| 9 |
2019-02-12 |
2019-04-26 |
33.223143953999994 |
39.50046 |
¥16.4万 |
+18.86% |
RSI走弱 |
| 10 |
2019-09-09 |
2019-10-30 |
43.396355002 |
41.758199999999995 |
¥-3.9万 |
-3.80% |
RSI走弱 |
| 11 |
2019-11-26 |
2020-01-22 |
47.872167342999994 |
49.57038 |
¥3.5万 |
+3.52% |
RSI走弱 |
| 12 |
2021-09-14 |
2021-09-27 |
49.684520885999994 |
43.34661 |
¥-13.2万 |
-12.78% |
RSI走弱 |
| 13 |
2022-01-07 |
2022-01-14 |
43.25617296 |
40.159800000000004 |
¥-6.4万 |
-7.19% |
RSI走弱 |
| 14 |
2023-02-21 |
2023-03-08 |
31.811310530999997 |
30.2697 |
¥-4.1万 |
-4.87% |
RSI走弱 |
| 15 |
2023-08-01 |
2023-08-14 |
27.0351081 |
25.18479 |
¥-5.4万 |
-6.87% |
RSI走弱 |
| 16 |
2024-02-19 |
2024-03-05 |
24.251493265999997 |
23.31666 |
¥-2.9万 |
-3.88% |
RSI走弱 |
| 17 |
2024-05-17 |
2024-06-03 |
25.402988611 |
23.976 |
¥-4.0万 |
-5.65% |
RSI走弱 |
| 18 |
2024-10-09 |
2024-11-18 |
25.90777 |
26.02 |
¥2,663 |
+0.40% |
RSI走弱 |
| 19 |
2025-03-18 |
2025-04-02 |
25.202728550999996 |
24.175799999999995 |
¥-2.8万 |
-4.10% |
RSI走弱 |
| 20 |
2026-01-30 |
2026-03-10 |
24.631987379999998 |
24.64533 |
¥155 |
+0.02% |
RSI走弱 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-14 |
RSI强势追入 |
买入 |
24.264239999999997 |
41000.0 |
¥99.5万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
23.4765 |
41000.0 |
¥96.2万 |
|
| 2016-07-13 |
RSI强势追入 |
买入 |
15.915899999999999 |
60500.0 |
¥96.3万 |
|
| 2016-09-19 |
RSI走弱 |
卖出 |
16.85 |
60500.0 |
¥1.02M |
|
| 2016-11-15 |
RSI强势追入 |
买入 |
18.5185 |
55200.0 |
¥1.02M |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
17.26272 |
55200.0 |
¥95.3万 |
|
| 2017-01-23 |
RSI强势追入 |
买入 |
18.89888 |
50300.0 |
¥95.1万 |
|
| 2017-03-10 |
RSI走弱 |
卖出 |
19.99998 |
50300.0 |
¥1.01M |
|
| 2017-07-10 |
RSI强势追入 |
买入 |
23.05303 |
43000.0 |
¥99.2万 |
|
| 2017-08-07 |
RSI走弱 |
卖出 |
23.25672 |
43000.0 |
¥100.0万 |
|
| 2017-09-15 |
RSI强势追入 |
买入 |
25.51 |
39500.0 |
¥1.01M |
|
| 2017-10-11 |
RSI走弱 |
卖出 |
24.16581 |
39500.0 |
¥95.4万 |
|
| 2017-11-20 |
RSI强势追入 |
买入 |
28.007979999999996 |
33800.0 |
¥94.7万 |
|
| 2017-12-18 |
RSI走弱 |
卖出 |
27.95 |
33800.0 |
¥94.4万 |
|
| 2018-01-09 |
RSI强势追入 |
买入 |
34.08404999999999 |
28100.0 |
¥95.8万 |
|
| 2018-02-09 |
RSI走弱 |
卖出 |
31.04892 |
28100.0 |
¥87.2万 |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
33.213179999999994 |
26200.0 |
¥87.0万 |
|
| 2019-04-26 |
RSI走弱 |
卖出 |
39.50046 |
26200.0 |
¥1.03M |
|
| 2019-09-09 |
RSI强势追入 |
买入 |
43.38334 |
23900.0 |
¥1.04M |
|
| 2019-10-30 |
RSI走弱 |
卖出 |
41.758199999999995 |
23900.0 |
¥99.8万 |
|
| 2019-11-26 |
RSI强势追入 |
买入 |
47.85780999999999 |
20700.0 |
¥99.1万 |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
49.57038 |
20700.0 |
¥1.03M |
|
| 2021-09-14 |
RSI强势追入 |
买入 |
49.669619999999995 |
20800.0 |
¥1.03M |
|
| 2021-09-27 |
RSI走弱 |
卖出 |
43.34661 |
20800.0 |
¥90.1万 |
|
| 2022-01-07 |
RSI强势追入 |
买入 |
43.2432 |
20700.0 |
¥89.5万 |
|
| 2022-01-14 |
RSI走弱 |
卖出 |
40.159800000000004 |
20700.0 |
¥83.1万 |
|
| 2023-02-21 |
RSI强势追入 |
买入 |
31.801769999999998 |
26200.0 |
¥83.3万 |
|
| 2023-03-08 |
RSI走弱 |
卖出 |
30.2697 |
26200.0 |
¥79.3万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
27.026999999999997 |
29200.0 |
¥78.9万 |
|
| 2023-08-14 |
RSI走弱 |
卖出 |
25.18479 |
29200.0 |
¥73.5万 |
|
| 2024-02-19 |
RSI强势追入 |
买入 |
24.244219999999995 |
30500.0 |
¥74.0万 |
|
| 2024-03-05 |
RSI走弱 |
卖出 |
23.31666 |
30500.0 |
¥71.1万 |
|
| 2024-05-17 |
RSI强势追入 |
买入 |
25.39537 |
28000.0 |
¥71.1万 |
|
| 2024-06-03 |
RSI走弱 |
卖出 |
23.976 |
28000.0 |
¥67.1万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
25.9 |
25500.0 |
¥66.1万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
26.02 |
25500.0 |
¥66.3万 |
|
| 2025-03-18 |
RSI强势追入 |
买入 |
25.195169999999994 |
26600.0 |
¥67.0万 |
|
| 2025-04-02 |
RSI走弱 |
卖出 |
24.175799999999995 |
26600.0 |
¥64.3万 |
|
| 2026-01-30 |
RSI强势追入 |
买入 |
24.624599999999997 |
26000.0 |
¥64.0万 |
|
| 2026-03-10 |
RSI走弱 |
卖出 |
24.64533 |
26000.0 |
¥64.1万 |
|