600999 招商证券 — 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: ¥76.5万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -23.46%）
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 24 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 |
2015-05-06 |
31.109330000000003 |
34.55541 |
¥11.0万 |
+11.04% |
RSI走弱 |
| 2 |
2015-11-06 |
2015-11-30 |
21.618073477 |
20.33964 |
¥-6.5万 |
-5.94% |
RSI走弱 |
| 3 |
2016-03-22 |
2016-04-22 |
18.774380625 |
17.16282 |
¥-8.8万 |
-8.61% |
RSI走弱 |
| 4 |
2016-07-07 |
2016-07-29 |
17.412612217 |
16.84314 |
¥-3.1万 |
-3.30% |
RSI走弱 |
| 5 |
2016-08-16 |
2016-09-12 |
18.704289603999996 |
17.37261 |
¥-6.5万 |
-7.15% |
RSI走弱 |
| 6 |
2016-11-14 |
2016-12-06 |
19.255004768999996 |
18.04194 |
¥-5.4万 |
-6.33% |
RSI走弱 |
| 7 |
2017-05-26 |
2017-07-19 |
16.721715009999993 |
16.96302 |
¥1.1万 |
+1.41% |
RSI走弱 |
| 8 |
2017-08-29 |
2017-10-18 |
19.495316840999998 |
20.20977 |
¥3.0万 |
+3.63% |
RSI走弱 |
| 9 |
2018-01-25 |
2018-02-07 |
20.376461104999997 |
19.06092 |
¥-5.4万 |
-6.48% |
RSI走弱 |
| 10 |
2019-02-13 |
2019-03-26 |
15.299868584 |
17.21277 |
¥9.9万 |
+12.47% |
RSI走弱 |
| 11 |
2019-09-10 |
2019-09-27 |
17.652924288999994 |
16.94304 |
¥-3.6万 |
-4.05% |
RSI走弱 |
| 12 |
2019-12-18 |
2020-02-04 |
17.803119334 |
15.79 |
¥-9.6万 |
-11.33% |
RSI走弱 |
| 13 |
2020-06-23 |
2020-07-27 |
18.994666691 |
20.79918 |
¥7.1万 |
+9.47% |
RSI走弱 |
| 14 |
2020-12-03 |
2020-12-14 |
24.101298221 |
21.95802 |
¥-7.3万 |
-8.92% |
RSI走弱 |
| 15 |
2021-01-14 |
2021-02-02 |
26.224054857 |
24.515459999999997 |
¥-4.9万 |
-6.54% |
RSI走弱 |
| 16 |
2022-06-13 |
2022-07-07 |
13.978152188000001 |
14.015969999999998 |
¥1,671 |
+0.24% |
RSI走弱 |
| 17 |
2023-01-17 |
2023-02-09 |
14.218464259999998 |
13.896090000000001 |
¥-1.6万 |
-2.30% |
RSI走弱 |
| 18 |
2023-05-09 |
2023-05-22 |
15.119634529999999 |
14.24574 |
¥-4.0万 |
-5.81% |
RSI走弱 |
| 19 |
2023-08-01 |
2023-08-22 |
14.919374470000001 |
14.6853 |
¥-1.0万 |
-1.60% |
RSI走弱 |
| 20 |
2024-04-29 |
2024-05-24 |
15.159686542 |
14.355629999999998 |
¥-3.4万 |
-5.33% |
RSI走弱 |
| 21 |
2024-09-26 |
2024-11-19 |
15.890635760999997 |
19.63035 |
¥14.2万 |
+23.50% |
RSI走弱 |
| 22 |
2025-07-25 |
2025-09-04 |
18.534068553 |
18.17181 |
¥-1.5万 |
-1.98% |
RSI走弱 |
| 23 |
2026-01-07 |
2026-01-19 |
17.82314534 |
16.81317 |
¥-4.2万 |
-5.69% |
RSI走弱 |
| 24 |
2026-05-26 |
2026-07-17 |
17.522755249999996 |
19.270709999999998 |
¥6.9万 |
+9.94% |
RSI走弱 |
逐笔成交记录（共 48 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 |
31.1 |
32000.0 |
¥99.5万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
34.55541 |
32000.0 |
¥1.11M |
|
| 2015-11-06 |
RSI强势追入 |
买入 |
21.611589999999996 |
50800.0 |
¥1.10M |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
20.33964 |
50800.0 |
¥1.03M |
|
| 2016-03-22 |
RSI强势追入 |
买入 |
18.768749999999997 |
54300.0 |
¥1.02M |
|
| 2016-04-22 |
RSI走弱 |
卖出 |
17.16282 |
54300.0 |
¥93.2万 |
|
| 2016-07-07 |
RSI强势追入 |
买入 |
17.40739 |
54500.0 |
¥94.9万 |
|
| 2016-07-29 |
RSI走弱 |
卖出 |
16.84314 |
54500.0 |
¥91.8万 |
|
| 2016-08-16 |
RSI强势追入 |
买入 |
18.698679999999996 |
48300.0 |
¥90.3万 |
|
| 2016-09-12 |
RSI走弱 |
卖出 |
17.37261 |
48300.0 |
¥83.9万 |
|
| 2016-11-14 |
RSI强势追入 |
买入 |
19.249229999999997 |
44300.0 |
¥85.3万 |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
18.04194 |
44300.0 |
¥79.9万 |
|
| 2017-05-26 |
RSI强势追入 |
买入 |
16.716699999999996 |
47800.0 |
¥79.9万 |
|
| 2017-07-19 |
RSI走弱 |
卖出 |
16.96302 |
47800.0 |
¥81.1万 |
|
| 2017-08-29 |
RSI强势追入 |
买入 |
19.489469999999997 |
41800.0 |
¥81.5万 |
|
| 2017-10-18 |
RSI走弱 |
卖出 |
20.20977 |
41800.0 |
¥84.5万 |
|
| 2018-01-25 |
RSI强势追入 |
买入 |
20.37035 |
40900.0 |
¥83.3万 |
|
| 2018-02-07 |
RSI走弱 |
卖出 |
19.06092 |
40900.0 |
¥77.9万 |
|
| 2019-02-13 |
RSI强势追入 |
买入 |
15.29528 |
51800.0 |
¥79.3万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
17.21277 |
51800.0 |
¥89.1万 |
|
| 2019-09-10 |
RSI强势追入 |
买入 |
17.647629999999996 |
50200.0 |
¥88.6万 |
|
| 2019-09-27 |
RSI走弱 |
卖出 |
16.94304 |
50200.0 |
¥85.0万 |
|
| 2019-12-18 |
RSI强势追入 |
买入 |
17.79778 |
47700.0 |
¥84.9万 |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
15.79 |
47700.0 |
¥75.3万 |
|
| 2020-06-23 |
RSI强势追入 |
买入 |
18.98897 |
39500.0 |
¥75.0万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
20.79918 |
39500.0 |
¥82.1万 |
|
| 2020-12-03 |
RSI强势追入 |
买入 |
24.09407 |
34000.0 |
¥81.9万 |
|
| 2020-12-14 |
RSI走弱 |
卖出 |
21.95802 |
34000.0 |
¥74.6万 |
|
| 2021-01-14 |
RSI强势追入 |
买入 |
26.216189999999997 |
28300.0 |
¥74.2万 |
|
| 2021-02-02 |
RSI走弱 |
卖出 |
24.515459999999997 |
28300.0 |
¥69.4万 |
|
| 2022-06-13 |
RSI强势追入 |
买入 |
13.97396 |
49700.0 |
¥69.5万 |
|
| 2022-07-07 |
RSI走弱 |
卖出 |
14.015969999999998 |
49700.0 |
¥69.6万 |
|
| 2023-01-17 |
RSI强势追入 |
买入 |
14.214199999999996 |
49400.0 |
¥70.2万 |
|
| 2023-02-09 |
RSI走弱 |
卖出 |
13.896090000000001 |
49400.0 |
¥68.6万 |
|
| 2023-05-09 |
RSI强势追入 |
买入 |
15.115099999999998 |
45600.0 |
¥68.9万 |
|
| 2023-05-22 |
RSI走弱 |
卖出 |
14.24574 |
45600.0 |
¥64.9万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
14.914900000000001 |
43600.0 |
¥65.0万 |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
14.6853 |
43600.0 |
¥64.0万 |
|
| 2024-04-29 |
RSI强势追入 |
买入 |
15.15514 |
42100.0 |
¥63.8万 |
|
| 2024-05-24 |
RSI走弱 |
卖出 |
14.355629999999998 |
42100.0 |
¥60.4万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
15.885869999999997 |
38100.0 |
¥60.5万 |
|
| 2024-11-19 |
RSI走弱 |
卖出 |
19.63035 |
38100.0 |
¥74.8万 |
|
| 2025-07-25 |
RSI强势追入 |
买入 |
18.52851 |
40500.0 |
¥75.1万 |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
18.17181 |
40500.0 |
¥73.6万 |
|
| 2026-01-07 |
RSI强势追入 |
买入 |
17.8178 |
41400.0 |
¥73.8万 |
|
| 2026-01-19 |
RSI走弱 |
卖出 |
16.81317 |
41400.0 |
¥69.6万 |
|
| 2026-05-26 |
RSI强势追入 |
买入 |
17.5175 |
39600.0 |
¥69.4万 |
|
| 2026-07-17 |
RSI走弱 |
卖出 |
19.270709999999998 |
39600.0 |
¥76.3万 |
|