600887 伊利股份 — 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: ¥37.0万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -63.03%）
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 |
2015-03-24 |
2015-05-19 |
30.639789179999998 |
34.92 |
¥13.9万 |
+13.94% |
RSI走弱 |
| 2 |
2015-05-26 |
2015-05-29 |
43.656693080000004 |
20.1798 |
¥-61.1万 |
-53.79% |
RSI走弱 |
| 3 |
2015-12-23 |
2016-01-05 |
18.313782486999994 |
14.91 |
¥-9.8万 |
-18.61% |
RSI走弱 |
| 4 |
2016-07-07 |
2016-08-22 |
17.352534198999997 |
17.982 |
¥1.5万 |
+3.60% |
RSI走弱 |
| 5 |
2016-11-30 |
2016-12-06 |
20.026005999999995 |
18.13185 |
¥-4.2万 |
-9.49% |
RSI走弱 |
| 6 |
2017-06-09 |
2017-07-19 |
20.346422096 |
20.309669999999997 |
¥-840 |
-0.21% |
RSI走弱 |
| 7 |
2017-08-10 |
2017-11-29 |
22.929776869999994 |
29.780189999999997 |
¥11.8万 |
+29.84% |
RSI走弱 |
| 8 |
2018-01-10 |
2018-01-30 |
34.54486034999999 |
32.97699 |
¥-2.4万 |
-4.57% |
RSI走弱 |
| 9 |
2019-02-14 |
2019-05-10 |
25.583222664999997 |
29.7702 |
¥8.1万 |
+16.33% |
RSI走弱 |
| 10 |
2019-07-03 |
2019-07-17 |
34.254483263 |
32.35761 |
¥-3.2万 |
-5.57% |
RSI走弱 |
| 11 |
2020-01-14 |
2020-02-03 |
33.159945 |
27.7 |
¥-9.0万 |
-16.49% |
RSI走弱 |
| 12 |
2020-07-08 |
2020-08-14 |
33.64369008 |
34.80516 |
¥1.6万 |
+3.42% |
RSI走弱 |
| 13 |
2020-09-01 |
2020-09-18 |
41.73419650399999 |
38.291669999999996 |
¥-3.9万 |
-8.28% |
RSI走弱 |
| 14 |
2021-01-06 |
2021-01-29 |
51.56696545 |
44.27568 |
¥-6.1万 |
-14.17% |
RSI走弱 |
| 15 |
2021-10-11 |
2021-11-22 |
39.711569897999986 |
40.91904 |
¥1.1万 |
+3.01% |
RSI走弱 |
| 16 |
2023-01-17 |
2023-02-07 |
33.553573053 |
31.098869999999998 |
¥-2.8万 |
-7.34% |
RSI走弱 |
| 17 |
2024-02-08 |
2024-03-26 |
28.356824495999994 |
28.4715 |
¥1,327 |
+0.37% |
RSI走弱 |
| 18 |
2024-10-09 |
2024-11-26 |
28.50855 |
28.251720000000006 |
¥-3,237 |
-0.93% |
RSI走弱 |
| 19 |
2025-11-19 |
2025-12-11 |
29.628475876999996 |
28.52145 |
¥-1.3万 |
-3.77% |
RSI走弱 |
| 20 |
2026-05-06 |
2026-05-22 |
27.485693235 |
26.92305 |
¥-7,020 |
-2.08% |
RSI走弱 |
| 21 |
2026-07-22 |
2026-08-10 |
26.944991073 |
26.08 |
¥-1.1万 |
-3.24% |
RSI走弱 |
| 22 |
2026-10-12 |
2026-11-13 |
27.695966298 |
31.74 |
¥4.7万 |
+14.57% |
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 |
|---|
| 2015-03-24 |
RSI强势追入 |
买入 |
30.630599999999998 |
32600.0 |
¥99.9万 |
|
| 2015-05-19 |
RSI走弱 |
卖出 |
34.92 |
32600.0 |
¥1.14M |
|
| 2015-05-26 |
RSI强势追入 |
买入 |
43.643600000000006 |
26000.0 |
¥1.14M |
|
| 2015-05-29 |
RSI走弱 |
卖出 |
20.1798 |
26000.0 |
¥52.5万 |
|
| 2015-12-23 |
RSI强势追入 |
买入 |
18.308289999999996 |
28700.0 |
¥52.6万 |
|
| 2016-01-05 |
RSI走弱 |
卖出 |
14.91 |
28700.0 |
¥42.8万 |
|
| 2016-07-07 |
RSI强势追入 |
买入 |
17.347329999999996 |
24700.0 |
¥42.9万 |
|
| 2016-08-22 |
RSI走弱 |
卖出 |
17.982 |
24700.0 |
¥44.4万 |
|
| 2016-11-30 |
RSI强势追入 |
买入 |
20.019999999999996 |
22100.0 |
¥44.3万 |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
18.13185 |
22100.0 |
¥40.1万 |
|
| 2017-06-09 |
RSI强势追入 |
买入 |
20.34032 |
19600.0 |
¥39.9万 |
|
| 2017-07-19 |
RSI走弱 |
卖出 |
20.309669999999997 |
19600.0 |
¥39.8万 |
|
| 2017-08-10 |
RSI强势追入 |
买入 |
22.922899999999995 |
17300.0 |
¥39.7万 |
|
| 2017-11-29 |
RSI走弱 |
卖出 |
29.780189999999997 |
17300.0 |
¥51.5万 |
|
| 2018-01-10 |
RSI强势追入 |
买入 |
34.534499999999994 |
15000.0 |
¥51.8万 |
|
| 2018-01-30 |
RSI走弱 |
卖出 |
32.97699 |
15000.0 |
¥49.5万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
25.575549999999996 |
19400.0 |
¥49.6万 |
|
| 2019-05-10 |
RSI走弱 |
卖出 |
29.7702 |
19400.0 |
¥57.7万 |
|
| 2019-07-03 |
RSI强势追入 |
买入 |
34.244209999999995 |
16700.0 |
¥57.2万 |
|
| 2019-07-17 |
RSI走弱 |
卖出 |
32.35761 |
16700.0 |
¥54.0万 |
|
| 2020-01-14 |
RSI强势追入 |
买入 |
33.15 |
16500.0 |
¥54.7万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
27.7 |
16500.0 |
¥45.7万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
33.6336 |
13500.0 |
¥45.4万 |
|
| 2020-08-14 |
RSI走弱 |
卖出 |
34.80516 |
13500.0 |
¥47.0万 |
|
| 2020-09-01 |
RSI强势追入 |
买入 |
41.72167999999999 |
11200.0 |
¥46.7万 |
|
| 2020-09-18 |
RSI走弱 |
卖出 |
38.291669999999996 |
11200.0 |
¥42.9万 |
|
| 2021-01-06 |
RSI强势追入 |
买入 |
51.5515 |
8400.0 |
¥43.3万 |
|
| 2021-01-29 |
RSI走弱 |
卖出 |
44.27568 |
8400.0 |
¥37.2万 |
|
| 2021-10-11 |
RSI强势追入 |
买入 |
39.699659999999994 |
9300.0 |
¥36.9万 |
|
| 2021-11-22 |
RSI走弱 |
卖出 |
40.91904 |
9300.0 |
¥38.0万 |
|
| 2023-01-17 |
RSI强势追入 |
买入 |
33.54351 |
11400.0 |
¥38.3万 |
|
| 2023-02-07 |
RSI走弱 |
卖出 |
31.098869999999998 |
11400.0 |
¥35.4万 |
|
| 2024-02-08 |
RSI强势追入 |
买入 |
28.348319999999994 |
12500.0 |
¥35.4万 |
|
| 2024-03-26 |
RSI走弱 |
卖出 |
28.4715 |
12500.0 |
¥35.6万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
28.5 |
12200.0 |
¥34.8万 |
|
| 2024-11-26 |
RSI走弱 |
卖出 |
28.251720000000006 |
12200.0 |
¥34.5万 |
|
| 2025-11-19 |
RSI强势追入 |
买入 |
29.619589999999995 |
11900.0 |
¥35.3万 |
|
| 2025-12-11 |
RSI走弱 |
卖出 |
28.52145 |
11900.0 |
¥33.9万 |
|
| 2026-05-06 |
RSI强势追入 |
买入 |
27.477449999999997 |
12300.0 |
¥33.8万 |
|
| 2026-05-22 |
RSI走弱 |
卖出 |
26.92305 |
12300.0 |
¥33.1万 |
|
| 2026-07-22 |
RSI强势追入 |
买入 |
26.936909999999997 |
12200.0 |
¥32.9万 |
|
| 2026-08-10 |
RSI走弱 |
卖出 |
26.08 |
12200.0 |
¥31.8万 |
|
| 2026-10-12 |
RSI强势追入 |
买入 |
27.687659999999997 |
11600.0 |
¥32.1万 |
|
| 2026-11-13 |
强平 |
卖出 |
31.74 |
11600 |
¥36.8万 |
回测结束强平 |