600958 东方证券 — 追涨杀跌 回测明细
数据区间: 2015-03-23 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.09M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +8.53%）
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 18 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 |
2015-06-19 |
31.010270290999998 |
33.4665 |
¥7.8万 |
+7.89% |
RSI走弱 |
| 2 |
2015-11-06 |
2015-11-30 |
23.43042702 |
22.177799999999998 |
¥-5.7万 |
-5.37% |
RSI走弱 |
| 3 |
2017-07-11 |
2017-08-14 |
14.628997382999998 |
14.855129999999999 |
¥1.5万 |
+1.52% |
RSI走弱 |
| 4 |
2018-11-20 |
2018-11-26 |
10.193237053999997 |
9.31068 |
¥-8.9万 |
-8.69% |
RSI走弱 |
| 5 |
2019-02-19 |
2019-03-27 |
9.81274294 |
11.218770000000001 |
¥13.5万 |
+14.29% |
RSI走弱 |
| 6 |
2019-09-12 |
2019-09-24 |
11.244602368999999 |
10.4895 |
¥-7.3万 |
-6.74% |
RSI走弱 |
| 7 |
2019-12-18 |
2020-01-09 |
10.573731167999998 |
10.4895 |
¥-8,275 |
-0.83% |
RSI走弱 |
| 8 |
2020-07-08 |
2020-07-27 |
11.995577593999998 |
11.318670000000001 |
¥-5.7万 |
-5.67% |
RSI走弱 |
| 9 |
2021-05-31 |
2021-06-15 |
10.11313303 |
9.58041 |
¥-4.9万 |
-5.30% |
RSI走弱 |
| 10 |
2021-07-26 |
2021-09-28 |
12.315993689999999 |
15.43455 |
¥22.4万 |
+25.28% |
RSI走弱 |
| 11 |
2021-12-10 |
2021-12-21 |
15.92067477 |
15.13485 |
¥-5.4万 |
-4.96% |
RSI走弱 |
| 12 |
2022-11-14 |
2022-12-20 |
8.971650687999999 |
8.77122 |
¥-2.4万 |
-2.26% |
RSI走弱 |
| 13 |
2023-01-11 |
2023-02-07 |
10.213263059999997 |
10.27971 |
¥6,444 |
+0.62% |
RSI走弱 |
| 14 |
2023-04-12 |
2023-04-25 |
11.514953449999997 |
10.55943 |
¥-8.6万 |
-8.33% |
RSI走弱 |
| 15 |
2023-08-07 |
2023-08-22 |
11.094407323999999 |
10.349639999999999 |
¥-6.4万 |
-6.74% |
RSI走弱 |
| 16 |
2024-08-01 |
2024-08-23 |
8.471000538 |
8.27172 |
¥-2.1万 |
-2.38% |
RSI走弱 |
| 17 |
2024-09-26 |
2024-11-19 |
9.011702699999999 |
10.769219999999999 |
¥16.9万 |
+19.47% |
RSI走弱 |
| 18 |
2025-07-22 |
2025-09-02 |
10.844082248999998 |
11.25873 |
¥3.9万 |
+3.79% |
RSI走弱 |
逐笔成交记录（共 36 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 |
31.000969999999995 |
31800.0 |
¥98.6万 |
|
| 2015-06-19 |
RSI走弱 |
卖出 |
33.4665 |
31800.0 |
¥1.06M |
|
| 2015-11-06 |
RSI强势追入 |
买入 |
23.423399999999997 |
45400.0 |
¥1.06M |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
22.177799999999998 |
45400.0 |
¥1.01M |
|
| 2017-07-11 |
RSI强势追入 |
买入 |
14.624609999999997 |
69600.0 |
¥1.02M |
|
| 2017-08-14 |
RSI走弱 |
卖出 |
14.855129999999999 |
69600.0 |
¥1.03M |
|
| 2018-11-20 |
RSI强势追入 |
买入 |
10.190179999999998 |
100300.0 |
¥1.02M |
|
| 2018-11-26 |
RSI走弱 |
卖出 |
9.31068 |
100300.0 |
¥93.4万 |
|
| 2019-02-19 |
RSI强势追入 |
买入 |
9.8098 |
96200.0 |
¥94.4万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
11.218770000000001 |
96200.0 |
¥1.08M |
|
| 2019-09-12 |
RSI强势追入 |
买入 |
11.241229999999998 |
96200.0 |
¥1.08M |
|
| 2019-09-24 |
RSI走弱 |
卖出 |
10.4895 |
96200.0 |
¥1.01M |
|
| 2019-12-18 |
RSI强势追入 |
买入 |
10.570559999999999 |
94700.0 |
¥1.00M |
|
| 2020-01-09 |
RSI走弱 |
卖出 |
10.4895 |
94700.0 |
¥99.3万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
11.99198 |
83100.0 |
¥99.7万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
11.318670000000001 |
83100.0 |
¥94.0万 |
|
| 2021-05-31 |
RSI强势追入 |
买入 |
10.1101 |
91800.0 |
¥92.8万 |
|
| 2021-06-15 |
RSI走弱 |
卖出 |
9.58041 |
91800.0 |
¥87.9万 |
|
| 2021-07-26 |
RSI强势追入 |
买入 |
12.312299999999999 |
71900.0 |
¥88.6万 |
|
| 2021-09-28 |
RSI走弱 |
卖出 |
15.43455 |
71900.0 |
¥1.11M |
|
| 2021-12-10 |
RSI强势追入 |
买入 |
15.915899999999999 |
68500.0 |
¥1.09M |
|
| 2021-12-21 |
RSI走弱 |
卖出 |
15.13485 |
68500.0 |
¥1.04M |
|
| 2022-11-14 |
RSI强势追入 |
买入 |
8.96896 |
118200.0 |
¥1.06M |
|
| 2022-12-20 |
RSI走弱 |
卖出 |
8.77122 |
118200.0 |
¥1.04M |
|
| 2023-01-11 |
RSI强势追入 |
买入 |
10.210199999999999 |
101700.0 |
¥1.04M |
|
| 2023-02-07 |
RSI走弱 |
卖出 |
10.27971 |
101700.0 |
¥1.05M |
|
| 2023-04-12 |
RSI强势追入 |
买入 |
11.511499999999998 |
89200.0 |
¥1.03M |
|
| 2023-04-25 |
RSI走弱 |
卖出 |
10.55943 |
89200.0 |
¥94.2万 |
|
| 2023-08-07 |
RSI强势追入 |
买入 |
11.091079999999998 |
85800.0 |
¥95.2万 |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
10.349639999999999 |
85800.0 |
¥88.8万 |
|
| 2024-08-01 |
RSI强势追入 |
买入 |
8.46846 |
105200.0 |
¥89.1万 |
|
| 2024-08-23 |
RSI走弱 |
卖出 |
8.27172 |
105200.0 |
¥87.0万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
9.008999999999999 |
96500.0 |
¥87.0万 |
|
| 2024-11-19 |
RSI走弱 |
卖出 |
10.769219999999999 |
96500.0 |
¥1.04M |
|
| 2025-07-22 |
RSI强势追入 |
买入 |
10.840829999999999 |
95900.0 |
¥1.04M |
|
| 2025-09-02 |
RSI走弱 |
卖出 |
11.25873 |
95900.0 |
¥1.08M |
|