600660 福耀玻璃 — 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: ¥1.26M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +26.10%）
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 |
2015-02-27 |
2015-04-16 |
15.079582517999999 |
15.983999999999998 |
¥5.9万 |
+5.97% |
RSI走弱 |
| 2 |
2015-11-10 |
2015-11-30 |
14.548893358999997 |
13.796190000000001 |
¥-5.5万 |
-5.20% |
RSI走弱 |
| 3 |
2016-07-13 |
2016-09-02 |
15.279842577999997 |
16.273709999999998 |
¥6.5万 |
+6.47% |
RSI走弱 |
| 4 |
2016-10-11 |
2016-11-10 |
18.413912516999993 |
17.55 |
¥-5.0万 |
-4.72% |
RSI走弱 |
| 5 |
2016-11-30 |
2016-12-06 |
19.405199814 |
18.02 |
¥-7.3万 |
-7.17% |
RSI走弱 |
| 6 |
2017-03-14 |
2017-05-03 |
20.626786179999996 |
21.96 |
¥6.1万 |
+6.43% |
RSI走弱 |
| 7 |
2017-06-09 |
2017-07-05 |
25.823534736999996 |
24.73524 |
¥-4.3万 |
-4.24% |
RSI走弱 |
| 8 |
2017-09-25 |
2017-11-27 |
24.892325458 |
27.10287 |
¥8.5万 |
+8.85% |
RSI走弱 |
| 9 |
2019-02-13 |
2019-03-11 |
24.662026388999998 |
23.87 |
¥-3.4万 |
-3.24% |
RSI走弱 |
| 10 |
2019-04-11 |
2019-04-29 |
27.0351081 |
24.96501 |
¥-7.8万 |
-7.68% |
RSI走弱 |
| 11 |
2020-01-02 |
2020-02-04 |
24.031207199999997 |
22.79 |
¥-4.9万 |
-5.19% |
RSI走弱 |
| 12 |
2020-06-10 |
2020-10-16 |
22.036609000000002 |
31.55841 |
¥38.2万 |
+43.17% |
RSI走弱 |
| 13 |
2020-11-03 |
2020-12-07 |
38.830425634 |
39.2607 |
¥1.4万 |
+1.08% |
RSI走弱 |
| 14 |
2020-12-25 |
2021-02-22 |
46.570476953 |
57.4425 |
¥29.9万 |
+23.31% |
RSI走弱 |
| 15 |
2021-06-15 |
2021-07-02 |
58.0754174 |
54.4455 |
¥-9.9万 |
-6.28% |
RSI走弱 |
| 16 |
2021-10-27 |
2021-11-10 |
51.607017461999995 |
46.833119999999994 |
¥-13.6万 |
-9.28% |
RSI走弱 |
| 17 |
2022-06-06 |
2022-07-04 |
41.894404552 |
40.89906 |
¥-3.2万 |
-2.41% |
RSI走弱 |
| 18 |
2023-02-06 |
2023-02-16 |
39.30103677499999 |
37.70226 |
¥-5.3万 |
-4.10% |
RSI走弱 |
| 19 |
2023-07-03 |
2023-08-16 |
35.906628758 |
36.67329 |
¥2.6万 |
+2.10% |
RSI走弱 |
| 20 |
2024-02-08 |
2024-03-20 |
41.413780408 |
42.57738 |
¥3.6万 |
+2.78% |
RSI走弱 |
| 21 |
2024-05-06 |
2024-05-20 |
49.96488497 |
47.792159999999996 |
¥-5.8万 |
-4.38% |
RSI走弱 |
| 22 |
2024-09-19 |
2024-11-19 |
50.826003228 |
56.66328000000001 |
¥14.2万 |
+11.45% |
RSI走弱 |
| 23 |
2025-01-02 |
2025-01-21 |
62.491151722999994 |
59.430510000000005 |
¥-6.9万 |
-4.93% |
RSI走弱 |
| 24 |
2025-03-17 |
2025-03-20 |
61.51845 |
57.39255 |
¥-9.0万 |
-6.73% |
RSI走弱 |
| 25 |
2025-08-22 |
2025-10-14 |
64.08321919999999 |
69.97995 |
¥11.3万 |
+9.17% |
RSI走弱 |
| 26 |
2026-07-30 |
2026-08-14 |
59.076717699999996 |
54.65529 |
¥-10.2万 |
-7.51% |
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 |
|---|
| 2015-02-27 |
RSI强势追入 |
买入 |
15.075059999999999 |
66100.0 |
¥99.7万 |
|
| 2015-04-16 |
RSI走弱 |
卖出 |
15.983999999999998 |
66100.0 |
¥1.06M |
|
| 2015-11-10 |
RSI强势追入 |
买入 |
14.544529999999998 |
72400.0 |
¥1.05M |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
13.796190000000001 |
72400.0 |
¥99.9万 |
|
| 2016-07-13 |
RSI强势追入 |
买入 |
15.275259999999998 |
65500.0 |
¥1.00M |
|
| 2016-09-02 |
RSI走弱 |
卖出 |
16.273709999999998 |
65500.0 |
¥1.07M |
|
| 2016-10-11 |
RSI强势追入 |
买入 |
18.408389999999994 |
57900.0 |
¥1.07M |
|
| 2016-11-10 |
RSI走弱 |
卖出 |
17.55 |
57900.0 |
¥1.02M |
|
| 2016-11-30 |
RSI强势追入 |
买入 |
19.399379999999997 |
52300.0 |
¥1.01M |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
18.02 |
52300.0 |
¥94.2万 |
|
| 2017-03-14 |
RSI强势追入 |
买入 |
20.6206 |
45700.0 |
¥94.3万 |
|
| 2017-05-03 |
RSI走弱 |
卖出 |
21.96 |
45700.0 |
¥1.00M |
|
| 2017-06-09 |
RSI强势追入 |
买入 |
25.815789999999996 |
38900.0 |
¥1.00M |
|
| 2017-07-05 |
RSI走弱 |
卖出 |
24.73524 |
38900.0 |
¥96.2万 |
|
| 2017-09-25 |
RSI强势追入 |
买入 |
24.884859999999996 |
38600.0 |
¥96.1万 |
|
| 2017-11-27 |
RSI走弱 |
卖出 |
27.10287 |
38600.0 |
¥1.05M |
|
| 2019-02-13 |
RSI强势追入 |
买入 |
24.654629999999997 |
42400.0 |
¥1.05M |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
23.87 |
42400.0 |
¥1.01M |
|
| 2019-04-11 |
RSI强势追入 |
买入 |
27.026999999999997 |
37400.0 |
¥1.01M |
|
| 2019-04-29 |
RSI走弱 |
卖出 |
24.96501 |
37400.0 |
¥93.3万 |
|
| 2020-01-02 |
RSI强势追入 |
买入 |
24.023999999999997 |
38900.0 |
¥93.5万 |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
22.79 |
38900.0 |
¥88.6万 |
|
| 2020-06-10 |
RSI强势追入 |
买入 |
22.03 |
40200.0 |
¥88.6万 |
|
| 2020-10-16 |
RSI走弱 |
卖出 |
31.55841 |
40200.0 |
¥1.27M |
|
| 2020-11-03 |
RSI强势追入 |
买入 |
38.81878 |
32700.0 |
¥1.27M |
|
| 2020-12-07 |
RSI走弱 |
卖出 |
39.2607 |
32700.0 |
¥1.28M |
|
| 2020-12-25 |
RSI强势追入 |
买入 |
46.556509999999996 |
27500.0 |
¥1.28M |
|
| 2021-02-22 |
RSI走弱 |
卖出 |
57.4425 |
27500.0 |
¥1.58M |
|
| 2021-06-15 |
RSI强势追入 |
买入 |
58.05799999999999 |
27200.0 |
¥1.58M |
|
| 2021-07-02 |
RSI走弱 |
卖出 |
54.4455 |
27200.0 |
¥1.48M |
|
| 2021-10-27 |
RSI强势追入 |
买入 |
51.591539999999995 |
28500.0 |
¥1.47M |
|
| 2021-11-10 |
RSI走弱 |
卖出 |
46.833119999999994 |
28500.0 |
¥1.33M |
|
| 2022-06-06 |
RSI强势追入 |
买入 |
41.881840000000004 |
32100.0 |
¥1.34M |
|
| 2022-07-04 |
RSI走弱 |
卖出 |
40.89906 |
32100.0 |
¥1.31M |
|
| 2023-02-06 |
RSI强势追入 |
买入 |
39.289249999999996 |
33200.0 |
¥1.30M |
|
| 2023-02-16 |
RSI走弱 |
卖出 |
37.70226 |
33200.0 |
¥1.25M |
|
| 2023-07-03 |
RSI强势追入 |
买入 |
35.89586 |
35000.0 |
¥1.26M |
|
| 2023-08-16 |
RSI走弱 |
卖出 |
36.67329 |
35000.0 |
¥1.28M |
|
| 2024-02-08 |
RSI强势追入 |
买入 |
41.40136 |
31100.0 |
¥1.29M |
|
| 2024-03-20 |
RSI走弱 |
卖出 |
42.57738 |
31100.0 |
¥1.32M |
|
| 2024-05-06 |
RSI强势追入 |
买入 |
49.94989999999999 |
26400.0 |
¥1.32M |
|
| 2024-05-20 |
RSI走弱 |
卖出 |
47.792159999999996 |
26400.0 |
¥1.26M |
|
| 2024-09-19 |
RSI强势追入 |
买入 |
50.81075999999999 |
24400.0 |
¥1.24M |
|
| 2024-11-19 |
RSI走弱 |
卖出 |
56.66328000000001 |
24400.0 |
¥1.38M |
|
| 2025-01-02 |
RSI强势追入 |
买入 |
62.472409999999996 |
22500.0 |
¥1.41M |
|
| 2025-01-21 |
RSI走弱 |
卖出 |
59.430510000000005 |
22500.0 |
¥1.34M |
|
| 2025-03-17 |
RSI强势追入 |
买入 |
61.5 |
21700.0 |
¥1.33M |
|
| 2025-03-20 |
RSI走弱 |
卖出 |
57.39255 |
21700.0 |
¥1.25M |
|
| 2025-08-22 |
RSI强势追入 |
买入 |
64.064 |
19200.0 |
¥1.23M |
|
| 2025-10-14 |
RSI走弱 |
卖出 |
69.97995 |
19200.0 |
¥1.34M |
|
| 2026-07-30 |
RSI强势追入 |
买入 |
59.05899999999999 |
22900.0 |
¥1.35M |
|
| 2026-08-14 |
RSI走弱 |
卖出 |
54.65529 |
22900.0 |
¥1.25M |
|