600803 新奥股份 — 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: ¥53.8万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -46.24%）
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 22 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 |
2015-03-04 |
2015-04-21 |
16.341220895999996 |
18.86112 |
¥15.1万 |
+15.39% |
RSI走弱 |
| 2 |
2015-06-03 |
2015-06-23 |
25.00246849099999 |
20.98899 |
¥-18.4万 |
-16.08% |
RSI走弱 |
| 3 |
2016-10-11 |
2016-11-29 |
11.91547357 |
12.01797 |
¥8,020 |
+0.83% |
RSI走弱 |
| 4 |
2016-12-14 |
2017-01-16 |
14.929387473 |
13.54644 |
¥-8.9万 |
-9.29% |
RSI走弱 |
| 5 |
2017-04-06 |
2017-04-21 |
15.80474 |
14.565419999999998 |
¥-6.9万 |
-7.87% |
RSI走弱 |
| 6 |
2018-05-09 |
2018-05-31 |
13.527567053 |
12.41757 |
¥-6.7万 |
-8.23% |
RSI走弱 |
| 7 |
2019-02-26 |
2019-04-16 |
11.214563359999998 |
11.73825 |
¥3.4万 |
+4.64% |
RSI走弱 |
| 8 |
2019-09-17 |
2019-10-30 |
11.524966453 |
10.5894 |
¥-6.4万 |
-8.15% |
RSI走弱 |
| 9 |
2020-06-03 |
2020-08-25 |
10.463588134999998 |
12.01797 |
¥10.6万 |
+14.82% |
RSI走弱 |
| 10 |
2020-11-17 |
2020-12-10 |
14.394317 |
13.8861 |
¥-2.9万 |
-3.56% |
RSI走弱 |
| 11 |
2021-01-26 |
2021-02-25 |
16.184854 |
15.74424 |
¥-2.2万 |
-2.75% |
RSI走弱 |
| 12 |
2021-08-31 |
2021-09-24 |
20.706890204 |
19.45053 |
¥-4.7万 |
-6.10% |
RSI走弱 |
| 13 |
2022-06-02 |
2022-06-23 |
18.494016540999997 |
17.57241 |
¥-3.6万 |
-5.01% |
RSI走弱 |
| 14 |
2022-08-24 |
2022-09-16 |
19.615472876999995 |
19.46052 |
¥-5,515 |
-0.82% |
RSI走弱 |
| 15 |
2024-01-10 |
2024-01-23 |
17.182313147999995 |
16.63 |
¥-2.2万 |
-3.24% |
RSI走弱 |
| 16 |
2024-03-12 |
2024-04-02 |
19.605459873999997 |
18.81 |
¥-2.7万 |
-4.09% |
RSI走弱 |
| 17 |
2024-06-11 |
2024-07-11 |
20.596747171 |
20.39958 |
¥-6,282 |
-0.99% |
RSI走弱 |
| 18 |
2024-10-09 |
2024-10-18 |
21.62808648 |
18.8811 |
¥-8.0万 |
-12.73% |
RSI走弱 |
| 19 |
2024-12-26 |
2025-01-10 |
20.62678618 |
19.98 |
¥-1.7万 |
-3.16% |
RSI走弱 |
| 20 |
2025-11-04 |
2025-12-24 |
19.895836960999997 |
20.71926 |
¥2.2万 |
+4.11% |
RSI走弱 |
| 21 |
2026-09-07 |
2026-09-30 |
19.305069784 |
18.37161 |
¥-2.7万 |
-4.86% |
RSI走弱 |
| 22 |
2026-10-30 |
2026-11-13 |
20.716903207 |
21.05 |
¥8,300 |
+1.58% |
强平 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-04 |
RSI强势追入 |
买入 |
16.336319999999997 |
59900.0 |
¥97.9万 |
|
| 2015-04-21 |
RSI走弱 |
卖出 |
18.86112 |
59900.0 |
¥1.13M |
|
| 2015-06-03 |
RSI强势追入 |
买入 |
24.994969999999995 |
45800.0 |
¥1.15M |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
20.98899 |
45800.0 |
¥96.1万 |
|
| 2016-10-11 |
RSI强势追入 |
买入 |
11.9119 |
81100.0 |
¥96.6万 |
|
| 2016-11-29 |
RSI走弱 |
卖出 |
12.01797 |
81100.0 |
¥97.4万 |
|
| 2016-12-14 |
RSI强势追入 |
买入 |
14.924909999999999 |
64400.0 |
¥96.1万 |
|
| 2017-01-16 |
RSI走弱 |
卖出 |
13.54644 |
64400.0 |
¥87.2万 |
|
| 2017-04-06 |
RSI强势追入 |
买入 |
15.8 |
55400.0 |
¥87.6万 |
|
| 2017-04-21 |
RSI走弱 |
卖出 |
14.565419999999998 |
55400.0 |
¥80.7万 |
|
| 2018-05-09 |
RSI强势追入 |
买入 |
13.523509999999998 |
60300.0 |
¥81.6万 |
|
| 2018-05-31 |
RSI走弱 |
卖出 |
12.41757 |
60300.0 |
¥74.9万 |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
11.211199999999998 |
66300.0 |
¥74.4万 |
|
| 2019-04-16 |
RSI走弱 |
卖出 |
11.73825 |
66300.0 |
¥77.8万 |
|
| 2019-09-17 |
RSI强势追入 |
买入 |
11.52151 |
67800.0 |
¥78.1万 |
|
| 2019-10-30 |
RSI走弱 |
卖出 |
10.5894 |
67800.0 |
¥71.8万 |
|
| 2020-06-03 |
RSI强势追入 |
买入 |
10.460449999999998 |
68400.0 |
¥71.6万 |
|
| 2020-08-25 |
RSI走弱 |
卖出 |
12.01797 |
68400.0 |
¥82.2万 |
|
| 2020-11-17 |
RSI强势追入 |
买入 |
14.39 |
56500.0 |
¥81.3万 |
|
| 2020-12-10 |
RSI走弱 |
卖出 |
13.8861 |
56500.0 |
¥78.4万 |
|
| 2021-01-26 |
RSI强势追入 |
买入 |
16.18 |
48900.0 |
¥79.1万 |
|
| 2021-02-25 |
RSI走弱 |
卖出 |
15.74424 |
48900.0 |
¥77.0万 |
|
| 2021-08-31 |
RSI强势追入 |
买入 |
20.70068 |
36900.0 |
¥76.4万 |
|
| 2021-09-24 |
RSI走弱 |
卖出 |
19.45053 |
36900.0 |
¥71.8万 |
|
| 2022-06-02 |
RSI强势追入 |
买入 |
18.488469999999996 |
38800.0 |
¥71.8万 |
|
| 2022-06-23 |
RSI走弱 |
卖出 |
17.57241 |
38800.0 |
¥68.2万 |
|
| 2022-08-24 |
RSI强势追入 |
买入 |
19.609589999999997 |
34300.0 |
¥67.3万 |
|
| 2022-09-16 |
RSI走弱 |
卖出 |
19.46052 |
34300.0 |
¥66.7万 |
|
| 2024-01-10 |
RSI强势追入 |
买入 |
17.177159999999997 |
39800.0 |
¥68.4万 |
|
| 2024-01-23 |
RSI走弱 |
卖出 |
16.63 |
39800.0 |
¥66.2万 |
|
| 2024-03-12 |
RSI强势追入 |
买入 |
19.599579999999996 |
33900.0 |
¥66.5万 |
|
| 2024-04-02 |
RSI走弱 |
卖出 |
18.81 |
33900.0 |
¥63.7万 |
|
| 2024-06-11 |
RSI强势追入 |
买入 |
20.59057 |
30900.0 |
¥63.6万 |
|
| 2024-07-11 |
RSI走弱 |
卖出 |
20.39958 |
30900.0 |
¥63.0万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
21.6216 |
29100.0 |
¥62.9万 |
|
| 2024-10-18 |
RSI走弱 |
卖出 |
18.8811 |
29100.0 |
¥54.9万 |
|
| 2024-12-26 |
RSI强势追入 |
买入 |
20.6206 |
26500.0 |
¥54.7万 |
|
| 2025-01-10 |
RSI走弱 |
卖出 |
19.98 |
26500.0 |
¥52.9万 |
|
| 2025-11-04 |
RSI强势追入 |
买入 |
19.88987 |
26700.0 |
¥53.1万 |
|
| 2025-12-24 |
RSI走弱 |
卖出 |
20.71926 |
26700.0 |
¥55.3万 |
|
| 2026-09-07 |
RSI强势追入 |
买入 |
19.29928 |
28700.0 |
¥55.4万 |
|
| 2026-09-30 |
RSI走弱 |
卖出 |
18.37161 |
28700.0 |
¥52.7万 |
|
| 2026-10-30 |
RSI强势追入 |
买入 |
20.71069 |
25400.0 |
¥52.6万 |
|
| 2026-11-13 |
强平 |
卖出 |
21.05 |
25400 |
¥53.5万 |
回测结束强平 |