600809 山西汾酒 — 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: ¥1.22M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +21.65%）
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 30 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 |
2015-04-15 |
2015-05-04 |
23.997196999999996 |
23.126849999999997 |
¥-3.6万 |
-3.66% |
RSI走弱 |
| 2 |
2015-06-11 |
2015-06-23 |
27.445641223 |
24.2757 |
¥-10.9万 |
-11.58% |
RSI走弱 |
| 3 |
2015-12-22 |
2016-01-05 |
19.134848733 |
17.762220000000003 |
¥-6.1万 |
-7.20% |
RSI走弱 |
| 4 |
2016-05-06 |
2016-07-20 |
21.0273063 |
23.2767 |
¥8.3万 |
+10.66% |
RSI走弱 |
| 5 |
2016-10-27 |
2016-11-22 |
23.049932906 |
22.177799999999998 |
¥-3.3万 |
-3.81% |
RSI走弱 |
| 6 |
2017-02-21 |
2017-03-30 |
28.436928519999995 |
29.98998 |
¥4.5万 |
+5.43% |
RSI走弱 |
| 7 |
2017-06-13 |
2017-07-11 |
35.145640529999994 |
33.55641000000001 |
¥-4.0万 |
-4.55% |
RSI走弱 |
| 8 |
2017-07-28 |
2017-11-20 |
38.289723472 |
56.0439 |
¥39.2万 |
+46.32% |
RSI走弱 |
| 9 |
2018-01-19 |
2018-02-07 |
65.214688539 |
53.926019999999994 |
¥-21.4万 |
-17.33% |
RSI走弱 |
| 10 |
2019-02-12 |
2019-04-25 |
41.503897435 |
57.3426 |
¥38.8万 |
+38.12% |
RSI走弱 |
| 11 |
2019-06-26 |
2019-08-02 |
64.88425943999998 |
64.935 |
¥678 |
+0.05% |
RSI走弱 |
| 12 |
2019-09-02 |
2019-09-12 |
76.94992805499999 |
72.39 |
¥-8.4万 |
-5.95% |
RSI走弱 |
| 13 |
2019-10-16 |
2019-12-02 |
84.60987535 |
89.79012 |
¥7.9万 |
+6.09% |
RSI走弱 |
| 14 |
2020-04-29 |
2020-08-13 |
108.44082248999997 |
161.84798999999998 |
¥68.3万 |
+49.21% |
RSI走弱 |
| 15 |
2020-08-28 |
2020-10-27 |
189.19569168499999 |
203.30649 |
¥15.3万 |
+7.43% |
RSI走弱 |
| 16 |
2020-11-11 |
2020-12-01 |
247.891915271 |
241.74801000000005 |
¥-5.5万 |
-2.51% |
RSI走弱 |
| 17 |
2020-12-14 |
2021-01-29 |
290.27695696999996 |
362.55 |
¥53.4万 |
+24.86% |
RSI走弱 |
| 18 |
2021-02-19 |
2021-02-23 |
450.595148003 |
365.634 |
¥-50.2万 |
-18.88% |
RSI走弱 |
| 19 |
2021-04-28 |
2021-06-24 |
402.02207044999994 |
429.57 |
¥14.8万 |
+6.82% |
RSI走弱 |
| 20 |
2022-06-28 |
2022-07-12 |
316.11050471 |
291.66803999999996 |
¥-17.9万 |
-7.76% |
RSI走弱 |
| 21 |
2023-01-16 |
2023-02-06 |
306.918567956 |
283.39632 |
¥-16.8万 |
-7.69% |
RSI走弱 |
| 22 |
2023-07-28 |
2023-08-24 |
233.413112933 |
222.8769 |
¥-9.0万 |
-4.54% |
RSI走弱 |
| 23 |
2023-09-05 |
2023-09-22 |
260.83872815 |
241.2585 |
¥-14.3万 |
-7.53% |
RSI走弱 |
| 24 |
2024-03-13 |
2024-04-12 |
252.82832574999995 |
243.1566 |
¥-6.7万 |
-3.85% |
RSI走弱 |
| 25 |
2024-05-08 |
2024-05-24 |
270.42117202099996 |
257.35239 |
¥-8.3万 |
-4.86% |
RSI走弱 |
| 26 |
2024-10-09 |
2024-10-18 |
225.0675 |
182.3175 |
¥-30.0万 |
-19.02% |
RSI走弱 |
| 27 |
2025-03-12 |
2025-04-22 |
217.2821651 |
213.23 |
¥-2.5万 |
-1.89% |
RSI走弱 |
| 28 |
2025-08-21 |
2025-09-23 |
197.546536187 |
194.805 |
¥-1.8万 |
-1.42% |
RSI走弱 |
| 29 |
2026-07-31 |
2026-08-07 |
124.16123719999997 |
119.47041 |
¥-4.5万 |
-3.81% |
RSI走弱 |
| 30 |
2026-11-04 |
2026-11-13 |
133.119924 |
129.25 |
¥-3.6万 |
-2.94% |
强平 |
逐笔成交记录（共 60 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-15 |
RSI强势追入 |
买入 |
23.99 |
41400.0 |
¥99.3万 |
|
| 2015-05-04 |
RSI走弱 |
卖出 |
23.126849999999997 |
41400.0 |
¥95.7万 |
|
| 2015-06-11 |
RSI强势追入 |
买入 |
27.437409999999996 |
34400.0 |
¥94.4万 |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
24.2757 |
34400.0 |
¥83.5万 |
|
| 2015-12-22 |
RSI强势追入 |
买入 |
19.129109999999997 |
44200.0 |
¥84.6万 |
|
| 2016-01-05 |
RSI走弱 |
卖出 |
17.762220000000003 |
44200.0 |
¥78.5万 |
|
| 2016-05-06 |
RSI强势追入 |
买入 |
21.020999999999997 |
36900.0 |
¥77.6万 |
|
| 2016-07-20 |
RSI走弱 |
卖出 |
23.2767 |
36900.0 |
¥85.9万 |
|
| 2016-10-27 |
RSI强势追入 |
买入 |
23.04302 |
37300.0 |
¥86.0万 |
|
| 2016-11-22 |
RSI走弱 |
卖出 |
22.177799999999998 |
37300.0 |
¥82.7万 |
|
| 2017-02-21 |
RSI强势追入 |
买入 |
28.428399999999996 |
29300.0 |
¥83.3万 |
|
| 2017-03-30 |
RSI走弱 |
卖出 |
29.98998 |
29300.0 |
¥87.8万 |
|
| 2017-06-13 |
RSI强势追入 |
买入 |
35.135099999999994 |
25200.0 |
¥88.6万 |
|
| 2017-07-11 |
RSI走弱 |
卖出 |
33.55641000000001 |
25200.0 |
¥84.5万 |
|
| 2017-07-28 |
RSI强势追入 |
买入 |
38.27824 |
22100.0 |
¥84.6万 |
|
| 2017-11-20 |
RSI走弱 |
卖出 |
56.0439 |
22100.0 |
¥1.24M |
|
| 2018-01-19 |
RSI强势追入 |
买入 |
65.19512999999999 |
18900.0 |
¥1.23M |
|
| 2018-02-07 |
RSI走弱 |
卖出 |
53.926019999999994 |
18900.0 |
¥1.02M |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
41.49145 |
24500.0 |
¥1.02M |
|
| 2019-04-25 |
RSI走弱 |
卖出 |
57.3426 |
24500.0 |
¥1.40M |
|
| 2019-06-26 |
RSI强势追入 |
买入 |
64.86479999999999 |
21700.0 |
¥1.41M |
|
| 2019-08-02 |
RSI走弱 |
卖出 |
64.935 |
21700.0 |
¥1.41M |
|
| 2019-09-02 |
RSI强势追入 |
买入 |
76.92684999999999 |
18300.0 |
¥1.41M |
|
| 2019-09-12 |
RSI走弱 |
卖出 |
72.39 |
18300.0 |
¥1.32M |
|
| 2019-10-16 |
RSI强势追入 |
买入 |
84.58449999999999 |
15300.0 |
¥1.29M |
|
| 2019-12-02 |
RSI走弱 |
卖出 |
89.79012 |
15300.0 |
¥1.37M |
|
| 2020-04-29 |
RSI强势追入 |
买入 |
108.40829999999998 |
12800.0 |
¥1.39M |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
161.84798999999998 |
12800.0 |
¥2.07M |
|
| 2020-08-28 |
RSI强势追入 |
买入 |
189.13894999999997 |
10900.0 |
¥2.06M |
|
| 2020-10-27 |
RSI走弱 |
卖出 |
203.30649 |
10900.0 |
¥2.22M |
|
| 2020-11-11 |
RSI强势追入 |
买入 |
247.81756999999996 |
8900.0 |
¥2.21M |
|
| 2020-12-01 |
RSI走弱 |
卖出 |
241.74801000000005 |
8900.0 |
¥2.15M |
|
| 2020-12-14 |
RSI强势追入 |
买入 |
290.18989999999997 |
7400.0 |
¥2.15M |
|
| 2021-01-29 |
RSI走弱 |
卖出 |
362.55 |
7400.0 |
¥2.68M |
|
| 2021-02-19 |
RSI强势追入 |
买入 |
450.46000999999995 |
5900.0 |
¥2.66M |
|
| 2021-02-23 |
RSI走弱 |
卖出 |
365.634 |
5900.0 |
¥2.16M |
|
| 2021-04-28 |
RSI强势追入 |
买入 |
401.90149999999994 |
5400.0 |
¥2.17M |
|
| 2021-06-24 |
RSI走弱 |
卖出 |
429.57 |
5400.0 |
¥2.32M |
|
| 2022-06-28 |
RSI强势追入 |
买入 |
316.0157 |
7300.0 |
¥2.31M |
|
| 2022-07-12 |
RSI走弱 |
卖出 |
291.66803999999996 |
7300.0 |
¥2.13M |
|
| 2023-01-16 |
RSI强势追入 |
买入 |
306.82651999999996 |
7100.0 |
¥2.18M |
|
| 2023-02-06 |
RSI走弱 |
卖出 |
283.39632 |
7100.0 |
¥2.01M |
|
| 2023-07-28 |
RSI强势追入 |
买入 |
233.34311 |
8500.0 |
¥1.98M |
|
| 2023-08-24 |
RSI走弱 |
卖出 |
222.8769 |
8500.0 |
¥1.89M |
|
| 2023-09-05 |
RSI强势追入 |
买入 |
260.7605 |
7300.0 |
¥1.90M |
|
| 2023-09-22 |
RSI走弱 |
卖出 |
241.2585 |
7300.0 |
¥1.76M |
|
| 2024-03-13 |
RSI强势追入 |
买入 |
252.75249999999997 |
6900.0 |
¥1.74M |
|
| 2024-04-12 |
RSI走弱 |
卖出 |
243.1566 |
6900.0 |
¥1.68M |
|
| 2024-05-08 |
RSI强势追入 |
买入 |
270.34006999999997 |
6300.0 |
¥1.70M |
|
| 2024-05-24 |
RSI走弱 |
卖出 |
257.35239 |
6300.0 |
¥1.62M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
225.0 |
7000.0 |
¥1.58M |
|
| 2024-10-18 |
RSI走弱 |
卖出 |
182.3175 |
7000.0 |
¥1.28M |
|
| 2025-03-12 |
RSI强势追入 |
买入 |
217.21699999999998 |
6100.0 |
¥1.33M |
|
| 2025-04-22 |
RSI走弱 |
卖出 |
213.23 |
6100.0 |
¥1.30M |
|
| 2025-08-21 |
RSI强势追入 |
买入 |
197.48728999999997 |
6600.0 |
¥1.30M |
|
| 2025-09-23 |
RSI走弱 |
卖出 |
194.805 |
6600.0 |
¥1.29M |
|
| 2026-07-31 |
RSI强势追入 |
买入 |
124.12399999999998 |
9500.0 |
¥1.18M |
|
| 2026-08-07 |
RSI走弱 |
卖出 |
119.47041 |
9500.0 |
¥1.13M |
|
| 2026-11-04 |
RSI强势追入 |
买入 |
133.08 |
9300.0 |
¥1.24M |
|
| 2026-11-13 |
强平 |
卖出 |
129.25 |
9300 |
¥1.20M |
回测结束强平 |