601018 宁波港 — 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: ¥1.40M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +40.37%）
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 19 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 |
2015-03-19 |
2015-06-23 |
5.176722550999999 |
10.379610000000001 |
¥99.8万 |
+100.45% |
RSI走弱 |
| 2 |
2016-11-16 |
2016-12-05 |
5.40702162 |
5.1948 |
¥-7.9万 |
-3.95% |
RSI走弱 |
| 3 |
2017-02-15 |
2017-03-13 |
5.346943601999999 |
5.264729999999999 |
¥-3.0万 |
-1.57% |
RSI走弱 |
| 4 |
2017-03-28 |
2017-04-27 |
5.597268677 |
5.50449 |
¥-3.2万 |
-1.69% |
RSI走弱 |
| 5 |
2017-07-26 |
2017-08-23 |
6.107931829999998 |
6.04395 |
¥-2.0万 |
-1.08% |
RSI走弱 |
| 6 |
2019-02-26 |
2019-05-07 |
3.8750321609999996 |
4.765229999999999 |
¥42.1万 |
+22.94% |
RSI走弱 |
| 7 |
2020-01-08 |
2020-01-22 |
3.9250971759999995 |
3.76623 |
¥-9.1万 |
-4.08% |
RSI走弱 |
| 8 |
2020-03-30 |
2020-04-02 |
3.8011399999999997 |
3.37662 |
¥-23.6万 |
-11.19% |
RSI走弱 |
| 9 |
2020-07-08 |
2020-08-12 |
3.9351101789999996 |
3.97602 |
¥1.9万 |
+1.01% |
RSI走弱 |
| 10 |
2021-09-03 |
2021-09-30 |
3.9451231819999997 |
3.93606 |
¥-5,054 |
-0.26% |
RSI走弱 |
| 11 |
2021-12-07 |
2021-12-27 |
4.075292221 |
3.93606 |
¥-6.5万 |
-3.45% |
RSI走弱 |
| 12 |
2022-03-04 |
2022-03-09 |
4.465799338 |
4.01598 |
¥-18.6万 |
-10.10% |
RSI走弱 |
| 13 |
2023-04-19 |
2023-05-11 |
3.7849151339999993 |
3.73626 |
¥-2.2万 |
-1.32% |
RSI走弱 |
| 14 |
2023-11-28 |
2023-12-29 |
3.5946680769999997 |
3.56643 |
¥-1.4万 |
-0.82% |
RSI走弱 |
| 15 |
2024-10-09 |
2024-11-25 |
3.925097175999999 |
3.7162800000000002 |
¥-8.7万 |
-5.35% |
RSI走弱 |
| 16 |
2025-03-19 |
2025-04-08 |
3.7148241129999997 |
3.45 |
¥-11.0万 |
-7.16% |
RSI走弱 |
| 17 |
2025-05-16 |
2025-05-26 |
3.7849151339999993 |
3.6263699999999996 |
¥-5.9万 |
-4.22% |
RSI走弱 |
| 18 |
2026-01-30 |
2026-03-23 |
3.875032161 |
4.065930000000001 |
¥6.8万 |
+4.89% |
RSI走弱 |
| 19 |
2026-10-15 |
2026-10-23 |
3.70481111 |
3.53646 |
¥-6.7万 |
-4.57% |
RSI走弱 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
RSI强势追入 |
买入 |
5.17517 |
192000.0 |
¥99.4万 |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
10.379610000000001 |
192000.0 |
¥1.99M |
|
| 2016-11-16 |
RSI强势追入 |
买入 |
5.4054 |
368100.0 |
¥1.99M |
|
| 2016-12-05 |
RSI走弱 |
卖出 |
5.1948 |
368100.0 |
¥1.91M |
|
| 2017-02-15 |
RSI强势追入 |
买入 |
5.345339999999999 |
358300.0 |
¥1.92M |
|
| 2017-03-13 |
RSI走弱 |
卖出 |
5.264729999999999 |
358300.0 |
¥1.89M |
|
| 2017-03-28 |
RSI强势追入 |
买入 |
5.59559 |
335100.0 |
¥1.88M |
|
| 2017-04-27 |
RSI走弱 |
卖出 |
5.50449 |
335100.0 |
¥1.84M |
|
| 2017-07-26 |
RSI强势追入 |
买入 |
6.106099999999999 |
302500.0 |
¥1.85M |
|
| 2017-08-23 |
RSI走弱 |
卖出 |
6.04395 |
302500.0 |
¥1.83M |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
3.8738699999999997 |
473300.0 |
¥1.83M |
|
| 2019-05-07 |
RSI走弱 |
卖出 |
4.765229999999999 |
473300.0 |
¥2.25M |
|
| 2020-01-08 |
RSI强势追入 |
买入 |
3.92392 |
571400.0 |
¥2.24M |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
3.76623 |
571400.0 |
¥2.15M |
|
| 2020-03-30 |
RSI强势追入 |
买入 |
3.8 |
553800.0 |
¥2.11M |
|
| 2020-04-02 |
RSI走弱 |
卖出 |
3.37662 |
553800.0 |
¥1.87M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
3.9339299999999997 |
480100.0 |
¥1.89M |
|
| 2020-08-12 |
RSI走弱 |
卖出 |
3.97602 |
480100.0 |
¥1.91M |
|
| 2021-09-03 |
RSI强势追入 |
买入 |
3.9439399999999996 |
493400.0 |
¥1.95M |
|
| 2021-09-30 |
RSI走弱 |
卖出 |
3.93606 |
493400.0 |
¥1.94M |
|
| 2021-12-07 |
RSI强势追入 |
买入 |
4.07407 |
460600.0 |
¥1.88M |
|
| 2021-12-27 |
RSI走弱 |
卖出 |
3.93606 |
460600.0 |
¥1.81M |
|
| 2022-03-04 |
RSI强势追入 |
买入 |
4.46446 |
412900.0 |
¥1.84M |
|
| 2022-03-09 |
RSI走弱 |
卖出 |
4.01598 |
412900.0 |
¥1.66M |
|
| 2023-04-19 |
RSI强势追入 |
买入 |
3.7837799999999993 |
446800.0 |
¥1.69M |
|
| 2023-05-11 |
RSI走弱 |
卖出 |
3.73626 |
446800.0 |
¥1.67M |
|
| 2023-11-28 |
RSI强势追入 |
买入 |
3.59359 |
464300.0 |
¥1.67M |
|
| 2023-12-29 |
RSI走弱 |
卖出 |
3.56643 |
464300.0 |
¥1.66M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
3.9239199999999994 |
416400.0 |
¥1.63M |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
3.7162800000000002 |
416400.0 |
¥1.55M |
|
| 2025-03-19 |
RSI强势追入 |
买入 |
3.7137099999999994 |
413200.0 |
¥1.53M |
|
| 2025-04-08 |
RSI走弱 |
卖出 |
3.45 |
413200.0 |
¥1.43M |
|
| 2025-05-16 |
RSI强势追入 |
买入 |
3.7837799999999997 |
371600.0 |
¥1.41M |
|
| 2025-05-26 |
RSI走弱 |
卖出 |
3.6263699999999996 |
371600.0 |
¥1.35M |
|
| 2026-01-30 |
RSI强势追入 |
买入 |
3.8738699999999997 |
360200.0 |
¥1.40M |
|
| 2026-03-23 |
RSI走弱 |
卖出 |
4.065930000000001 |
360200.0 |
¥1.46M |
|
| 2026-10-15 |
RSI强势追入 |
买入 |
3.7037000000000004 |
395100.0 |
¥1.46M |
|
| 2026-10-23 |
RSI走弱 |
卖出 |
3.53646 |
395100.0 |
¥1.40M |
|