600760 中航沈飞 — 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: ¥89.7万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -10.34%）
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 19 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 |
2015-03-18 |
2015-04-10 |
12.766578825 |
12.86712 |
¥7,493 |
+0.76% |
RSI走弱 |
| 2 |
2015-04-22 |
2015-07-02 |
15.490115641 |
19.16082 |
¥23.3万 |
+23.66% |
RSI走弱 |
| 3 |
2017-01-16 |
2017-03-31 |
21.62808648 |
33.03693 |
¥63.3万 |
+52.70% |
RSI走弱 |
| 4 |
2017-06-20 |
2017-07-12 |
36.026784793999994 |
31.7682 |
¥-22.0万 |
-11.85% |
RSI走弱 |
| 5 |
2018-01-11 |
2018-01-16 |
39.441218817 |
31.51845 |
¥-33.1万 |
-20.11% |
RSI走弱 |
| 6 |
2018-04-03 |
2018-05-11 |
36.94798107 |
35.944019999999995 |
¥-3.6万 |
-2.75% |
RSI走弱 |
| 7 |
2019-09-03 |
2019-09-24 |
35.66631668599999 |
33.3666 |
¥-8.3万 |
-6.48% |
RSI走弱 |
| 8 |
2020-01-09 |
2020-01-15 |
32.642389779999995 |
31.30866 |
¥-4.8万 |
-4.11% |
RSI走弱 |
| 9 |
2020-04-17 |
2020-05-25 |
32.882701852 |
32.887080000000005 |
¥-190 |
-0.02% |
RSI走弱 |
| 10 |
2020-07-13 |
2020-08-21 |
55.07151649999999 |
60.82911 |
¥11.7万 |
+10.42% |
RSI走弱 |
| 11 |
2020-12-28 |
2021-01-28 |
74.59687235 |
78.6213 |
¥6.8万 |
+5.36% |
RSI走弱 |
| 12 |
2021-06-01 |
2021-06-25 |
77.21026613299999 |
57.5424 |
¥-33.7万 |
-25.50% |
RSI走弱 |
| 13 |
2022-08-12 |
2022-08-25 |
67.097133103 |
61.32861 |
¥-8.5万 |
-8.62% |
RSI走弱 |
| 14 |
2024-05-08 |
2024-05-27 |
39.72158290099999 |
38.411550000000005 |
¥-3.0万 |
-3.33% |
RSI走弱 |
| 15 |
2024-06-06 |
2024-06-21 |
41.75422251 |
40.219739999999994 |
¥-3.3万 |
-3.70% |
RSI走弱 |
| 16 |
2024-10-09 |
2024-11-18 |
50.905267 |
50.469480000000004 |
¥-7,440 |
-0.89% |
RSI走弱 |
| 17 |
2025-05-09 |
2025-08-13 |
48.51455 |
59.72022 |
¥19.4万 |
+23.06% |
RSI走弱 |
| 18 |
2025-10-09 |
2025-10-22 |
71.0923213 |
64.16577000000001 |
¥-10.0万 |
-9.77% |
RSI走弱 |
| 19 |
2026-09-02 |
2026-09-15 |
47.701946291999995 |
45.43452 |
¥-4.5万 |
-4.78% |
RSI走弱 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
RSI强势追入 |
买入 |
12.762749999999999 |
77500.0 |
¥98.9万 |
|
| 2015-04-10 |
RSI走弱 |
卖出 |
12.86712 |
77500.0 |
¥99.7万 |
|
| 2015-04-22 |
RSI强势追入 |
买入 |
15.48547 |
63600.0 |
¥98.5万 |
|
| 2015-07-02 |
RSI走弱 |
卖出 |
19.16082 |
63600.0 |
¥1.22M |
|
| 2017-01-16 |
RSI强势追入 |
买入 |
21.6216 |
55500.0 |
¥1.20M |
|
| 2017-03-31 |
RSI走弱 |
卖出 |
33.03693 |
55500.0 |
¥1.83M |
|
| 2017-06-20 |
RSI强势追入 |
买入 |
36.01597999999999 |
51500.0 |
¥1.86M |
|
| 2017-07-12 |
RSI走弱 |
卖出 |
31.7682 |
51500.0 |
¥1.64M |
|
| 2018-01-11 |
RSI强势追入 |
买入 |
39.42939 |
41700.0 |
¥1.64M |
|
| 2018-01-16 |
RSI走弱 |
卖出 |
31.51845 |
41700.0 |
¥1.31M |
|
| 2018-04-03 |
RSI强势追入 |
买入 |
36.936899999999994 |
35200.0 |
¥1.30M |
|
| 2018-05-11 |
RSI走弱 |
卖出 |
35.944019999999995 |
35200.0 |
¥1.26M |
|
| 2019-09-03 |
RSI强势追入 |
买入 |
35.65561999999999 |
36000.0 |
¥1.28M |
|
| 2019-09-24 |
RSI走弱 |
卖出 |
33.3666 |
36000.0 |
¥1.20M |
|
| 2020-01-09 |
RSI强势追入 |
买入 |
32.6326 |
35700.0 |
¥1.17M |
|
| 2020-01-15 |
RSI走弱 |
卖出 |
31.30866 |
35700.0 |
¥1.12M |
|
| 2020-04-17 |
RSI强势追入 |
买入 |
32.87284 |
34700.0 |
¥1.14M |
|
| 2020-05-25 |
RSI走弱 |
卖出 |
32.887080000000005 |
34700.0 |
¥1.14M |
|
| 2020-07-13 |
RSI强势追入 |
买入 |
55.054999999999986 |
20300.0 |
¥1.12M |
|
| 2020-08-21 |
RSI走弱 |
卖出 |
60.82911 |
20300.0 |
¥1.23M |
|
| 2020-12-28 |
RSI强势追入 |
买入 |
74.57449999999999 |
16900.0 |
¥1.26M |
|
| 2021-01-28 |
RSI走弱 |
卖出 |
78.6213 |
16900.0 |
¥1.33M |
|
| 2021-06-01 |
RSI强势追入 |
买入 |
77.18710999999999 |
17100.0 |
¥1.32M |
|
| 2021-06-25 |
RSI走弱 |
卖出 |
57.5424 |
17100.0 |
¥98.4万 |
|
| 2022-08-12 |
RSI强势追入 |
买入 |
67.07701 |
14700.0 |
¥98.6万 |
|
| 2022-08-25 |
RSI走弱 |
卖出 |
61.32861 |
14700.0 |
¥90.1万 |
|
| 2024-05-08 |
RSI强势追入 |
买入 |
39.709669999999996 |
22900.0 |
¥91.0万 |
|
| 2024-05-27 |
RSI走弱 |
卖出 |
38.411550000000005 |
22900.0 |
¥87.9万 |
|
| 2024-06-06 |
RSI强势追入 |
买入 |
41.7417 |
21100.0 |
¥88.1万 |
|
| 2024-06-21 |
RSI走弱 |
卖出 |
40.219739999999994 |
21100.0 |
¥84.8万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
50.89 |
16500.0 |
¥84.0万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
50.469480000000004 |
16500.0 |
¥83.2万 |
|
| 2025-05-09 |
RSI强势追入 |
买入 |
48.5 |
17300.0 |
¥83.9万 |
|
| 2025-08-13 |
RSI走弱 |
卖出 |
59.72022 |
17300.0 |
¥1.03M |
|
| 2025-10-09 |
RSI强势追入 |
买入 |
71.071 |
14400.0 |
¥1.02M |
|
| 2025-10-22 |
RSI走弱 |
卖出 |
64.16577000000001 |
14400.0 |
¥92.4万 |
|
| 2026-09-02 |
RSI强势追入 |
买入 |
47.687639999999995 |
19600.0 |
¥93.5万 |
|
| 2026-09-15 |
RSI走弱 |
卖出 |
45.43452 |
19600.0 |
¥89.0万 |
|