601021 春秋航空 — 追涨杀跌 回测明细
数据区间: 2015-01-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.21M
策略: 追涨杀跌
K线 & 交易信号(策略收益 +20.88%)
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 15 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 |
2015-02-12 |
2015-06-18 |
65.98568977000001 |
127.38249 |
¥92.0万 |
+92.99% |
RSI走弱 |
| 2 |
2017-08-31 |
2017-09-22 |
34.32457428399999 |
33.78618 |
¥-3.0万 |
-1.60% |
RSI走弱 |
| 3 |
2017-11-02 |
2017-12-05 |
36.94798106999999 |
37.89207 |
¥4.7万 |
+2.52% |
RSI走弱 |
| 4 |
2019-02-27 |
2019-04-23 |
35.34590059 |
38.841120000000004 |
¥19.0万 |
+9.86% |
RSI走弱 |
| 5 |
2020-06-09 |
2020-06-23 |
39.441218817 |
36.25371 |
¥-17.2万 |
-8.11% |
RSI走弱 |
| 6 |
2020-08-14 |
2020-09-25 |
43.61664106799999 |
45.0549 |
¥6.3万 |
+3.27% |
RSI走弱 |
| 7 |
2020-11-18 |
2020-12-23 |
50.065015 |
49.95999 |
¥-4,777 |
-0.24% |
RSI走弱 |
| 8 |
2021-01-05 |
2021-01-15 |
57.134195118 |
51.0 |
¥-21.5万 |
-10.76% |
RSI走弱 |
| 9 |
2022-02-10 |
2022-02-15 |
60.37840808999999 |
56.503440000000005 |
¥-11.6万 |
-6.45% |
RSI走弱 |
| 10 |
2022-06-28 |
2022-07-12 |
54.87125643999999 |
51.2487 |
¥-11.1万 |
-6.63% |
RSI走弱 |
| 11 |
2022-12-13 |
2023-01-12 |
64.35357028099999 |
61.90803 |
¥-6.0万 |
-3.83% |
RSI走弱 |
| 12 |
2024-10-09 |
2024-10-16 |
60.068004996999996 |
51.997949999999996 |
¥-19.6万 |
-13.46% |
RSI走弱 |
| 13 |
2025-05-22 |
2025-06-16 |
59.076717699999996 |
57.06288 |
¥-4.5万 |
-3.44% |
RSI走弱 |
| 14 |
2025-11-11 |
2025-11-19 |
58.415859501999996 |
55.0 |
¥-7.4万 |
-5.88% |
RSI走弱 |
| 15 |
2026-11-06 |
2026-11-13 |
44.137317223999986 |
44.6 |
¥1.2万 |
+1.02% |
强平 |
逐笔成交记录(共 30 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-02-12 |
RSI强势追入 |
买入 |
65.9659 |
15000.0 |
¥99.0万 |
|
| 2015-06-18 |
RSI走弱 |
卖出 |
127.38249 |
15000.0 |
¥1.91M |
|
| 2017-08-31 |
RSI强势追入 |
买入 |
34.31428 |
55400.0 |
¥1.90M |
|
| 2017-09-22 |
RSI走弱 |
卖出 |
33.78618 |
55400.0 |
¥1.87M |
|
| 2017-11-02 |
RSI强势追入 |
买入 |
36.936899999999994 |
50600.0 |
¥1.87M |
|
| 2017-12-05 |
RSI走弱 |
卖出 |
37.89207 |
50600.0 |
¥1.92M |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
35.3353 |
54600.0 |
¥1.93M |
|
| 2019-04-23 |
RSI走弱 |
卖出 |
38.841120000000004 |
54600.0 |
¥2.12M |
|
| 2020-06-09 |
RSI强势追入 |
买入 |
39.42939 |
53900.0 |
¥2.13M |
|
| 2020-06-23 |
RSI走弱 |
卖出 |
36.25371 |
53900.0 |
¥1.95M |
|
| 2020-08-14 |
RSI强势追入 |
买入 |
43.603559999999995 |
44500.0 |
¥1.94M |
|
| 2020-09-25 |
RSI走弱 |
卖出 |
45.0549 |
44500.0 |
¥2.00M |
|
| 2020-11-18 |
RSI强势追入 |
买入 |
50.05 |
39800.0 |
¥1.99M |
|
| 2020-12-23 |
RSI走弱 |
卖出 |
49.95999 |
39800.0 |
¥1.99M |
|
| 2021-01-05 |
RSI强势追入 |
买入 |
57.117059999999995 |
35000.0 |
¥2.00M |
|
| 2021-01-15 |
RSI走弱 |
卖出 |
51.0 |
35000.0 |
¥1.78M |
|
| 2022-02-10 |
RSI强势追入 |
买入 |
60.36029999999999 |
29700.0 |
¥1.79M |
|
| 2022-02-15 |
RSI走弱 |
卖出 |
56.503440000000005 |
29700.0 |
¥1.68M |
|
| 2022-06-28 |
RSI强势追入 |
买入 |
54.85479999999999 |
30600.0 |
¥1.68M |
|
| 2022-07-12 |
RSI走弱 |
卖出 |
51.2487 |
30600.0 |
¥1.57M |
|
| 2022-12-13 |
RSI强势追入 |
买入 |
64.33426999999999 |
24300.0 |
¥1.56M |
|
| 2023-01-12 |
RSI走弱 |
卖出 |
61.90803 |
24300.0 |
¥1.50M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
60.049989999999994 |
24200.0 |
¥1.45M |
|
| 2024-10-16 |
RSI走弱 |
卖出 |
51.997949999999996 |
24200.0 |
¥1.26M |
|
| 2025-05-22 |
RSI强势追入 |
买入 |
59.05899999999999 |
22200.0 |
¥1.31M |
|
| 2025-06-16 |
RSI走弱 |
卖出 |
57.06288 |
22200.0 |
¥1.27M |
|
| 2025-11-11 |
RSI强势追入 |
买入 |
58.39833999999999 |
21600.0 |
¥1.26M |
|
| 2025-11-19 |
RSI走弱 |
卖出 |
55.0 |
21600.0 |
¥1.19M |
|
| 2026-11-06 |
RSI强势追入 |
买入 |
44.12407999999999 |
26200.0 |
¥1.16M |
|
| 2026-11-13 |
强平 |
卖出 |
44.6 |
26200 |
¥1.17M |
回测结束强平 |