601238 广汽集团 — 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: ¥32.3万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -67.67%）
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 |
2015-03-19 |
2015-05-08 |
9.792716933999998 |
11.2887 |
¥15.2万 |
+15.24% |
RSI走弱 |
| 2 |
2015-06-16 |
2015-06-30 |
15.500128643999998 |
14.3856 |
¥-8.1万 |
-7.22% |
RSI走弱 |
| 3 |
2015-07-27 |
2015-08-25 |
18.804419634 |
15.62 |
¥-17.7万 |
-16.96% |
RSI走弱 |
| 4 |
2015-11-10 |
2015-11-30 |
22.939789872999995 |
20.4795 |
¥-9.4万 |
-10.75% |
RSI走弱 |
| 5 |
2016-05-11 |
2016-05-26 |
24.341610292999995 |
22.947029999999998 |
¥-4.5万 |
-5.76% |
RSI走弱 |
| 6 |
2016-08-11 |
2016-08-17 |
25.733417709999998 |
24.01596 |
¥-5.0万 |
-6.70% |
RSI走弱 |
| 7 |
2016-11-07 |
2016-12-06 |
24.732117409999997 |
23.9 |
¥-2.4万 |
-3.39% |
RSI走弱 |
| 8 |
2017-02-22 |
2017-04-10 |
26.584522964999998 |
25.4745 |
¥-2.8万 |
-4.20% |
RSI走弱 |
| 9 |
2017-06-20 |
2017-06-30 |
28.096486417999994 |
25.8741 |
¥-5.2万 |
-7.94% |
RSI走弱 |
| 10 |
2017-10-17 |
2017-11-03 |
28.627175577 |
27.222749999999998 |
¥-3.0万 |
-4.93% |
RSI走弱 |
| 11 |
2019-02-14 |
2019-03-15 |
11.414823419999998 |
11.53 |
¥5,586 |
+0.98% |
RSI走弱 |
| 12 |
2019-04-10 |
2019-04-29 |
13.337319996 |
12.89709 |
¥-1.9万 |
-3.33% |
RSI走弱 |
| 13 |
2019-08-30 |
2019-10-25 |
11.915473569999998 |
12.03795 |
¥5,563 |
+1.00% |
RSI走弱 |
| 14 |
2020-07-31 |
2020-08-26 |
10.854095251999999 |
10.25973 |
¥-3.1万 |
-5.50% |
RSI走弱 |
| 15 |
2020-10-26 |
2020-12-08 |
11.945512578999999 |
12.95703 |
¥4.5万 |
+8.44% |
RSI走弱 |
| 16 |
2021-07-09 |
2021-07-28 |
14.879322458 |
13.366620000000001 |
¥-5.8万 |
-10.19% |
RSI走弱 |
| 17 |
2021-08-31 |
2021-09-17 |
18.153574439 |
17.25273 |
¥-2.5万 |
-4.99% |
RSI走弱 |
| 18 |
2022-05-25 |
2022-06-30 |
14.308581286999997 |
15.484499999999999 |
¥4.0万 |
+8.19% |
RSI走弱 |
| 19 |
2023-07-05 |
2023-07-18 |
11.0143033 |
10.65 |
¥-1.8万 |
-3.34% |
RSI走弱 |
| 20 |
2024-10-09 |
2024-10-18 |
8.901559666999999 |
7.8021899999999995 |
¥-6.2万 |
-12.38% |
RSI走弱 |
| 21 |
2024-11-13 |
2024-11-27 |
9.272040778000001 |
8.48151 |
¥-3.8万 |
-8.55% |
RSI走弱 |
| 22 |
2024-12-04 |
2024-12-24 |
10.463588134999998 |
9.35064 |
¥-4.3万 |
-10.66% |
RSI走弱 |
| 23 |
2025-08-26 |
2025-09-02 |
8.080493420999998 |
7.75224 |
¥-1.5万 |
-4.09% |
RSI走弱 |
| 24 |
2025-12-01 |
2025-12-16 |
9.262027775 |
8.3916 |
¥-3.4万 |
-9.42% |
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 |
|---|
| 2015-03-19 |
RSI强势追入 |
买入 |
9.789779999999999 |
101700.0 |
¥99.6万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
11.2887 |
101700.0 |
¥1.15M |
|
| 2015-06-16 |
RSI强势追入 |
买入 |
15.495479999999999 |
72400.0 |
¥1.12M |
|
| 2015-06-30 |
RSI走弱 |
卖出 |
14.3856 |
72400.0 |
¥1.04M |
|
| 2015-07-27 |
RSI强势追入 |
买入 |
18.79878 |
55500.0 |
¥1.04M |
|
| 2015-08-25 |
RSI走弱 |
卖出 |
15.62 |
55500.0 |
¥86.7万 |
|
| 2015-11-10 |
RSI强势追入 |
买入 |
22.932909999999996 |
38000.0 |
¥87.2万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
20.4795 |
38000.0 |
¥77.8万 |
|
| 2016-05-11 |
RSI强势追入 |
买入 |
24.334309999999995 |
32400.0 |
¥78.9万 |
|
| 2016-05-26 |
RSI走弱 |
卖出 |
22.947029999999998 |
32400.0 |
¥74.3万 |
|
| 2016-08-11 |
RSI强势追入 |
买入 |
25.725699999999996 |
29100.0 |
¥74.9万 |
|
| 2016-08-17 |
RSI走弱 |
卖出 |
24.01596 |
29100.0 |
¥69.9万 |
|
| 2016-11-07 |
RSI强势追入 |
买入 |
24.724699999999995 |
28300.0 |
¥70.0万 |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
23.9 |
28300.0 |
¥67.6万 |
|
| 2017-02-22 |
RSI强势追入 |
买入 |
26.576549999999997 |
25100.0 |
¥66.7万 |
|
| 2017-04-10 |
RSI走弱 |
卖出 |
25.4745 |
25100.0 |
¥63.9万 |
|
| 2017-06-20 |
RSI强势追入 |
买入 |
28.088059999999995 |
23200.0 |
¥65.2万 |
|
| 2017-06-30 |
RSI走弱 |
卖出 |
25.8741 |
23200.0 |
¥60.0万 |
|
| 2017-10-17 |
RSI强势追入 |
买入 |
28.618589999999998 |
20900.0 |
¥59.8万 |
|
| 2017-11-03 |
RSI走弱 |
卖出 |
27.222749999999998 |
20900.0 |
¥56.9万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
11.411399999999997 |
50000.0 |
¥57.1万 |
|
| 2019-03-15 |
RSI走弱 |
卖出 |
11.53 |
50000.0 |
¥57.6万 |
|
| 2019-04-10 |
RSI强势追入 |
买入 |
13.333319999999999 |
42700.0 |
¥57.0万 |
|
| 2019-04-29 |
RSI走弱 |
卖出 |
12.89709 |
42700.0 |
¥55.1万 |
|
| 2019-08-30 |
RSI强势追入 |
买入 |
11.9119 |
46800.0 |
¥55.8万 |
|
| 2019-10-25 |
RSI走弱 |
卖出 |
12.03795 |
46800.0 |
¥56.3万 |
|
| 2020-07-31 |
RSI强势追入 |
买入 |
10.850839999999998 |
51600.0 |
¥56.0万 |
|
| 2020-08-26 |
RSI走弱 |
卖出 |
10.25973 |
51600.0 |
¥52.9万 |
|
| 2020-10-26 |
RSI强势追入 |
买入 |
11.94193 |
44300.0 |
¥52.9万 |
|
| 2020-12-08 |
RSI走弱 |
卖出 |
12.95703 |
44300.0 |
¥57.4万 |
|
| 2021-07-09 |
RSI强势追入 |
买入 |
14.87486 |
38500.0 |
¥57.3万 |
|
| 2021-07-28 |
RSI走弱 |
卖出 |
13.366620000000001 |
38500.0 |
¥51.4万 |
|
| 2021-08-31 |
RSI强势追入 |
买入 |
18.14813 |
28100.0 |
¥51.0万 |
|
| 2021-09-17 |
RSI走弱 |
卖出 |
17.25273 |
28100.0 |
¥48.5万 |
|
| 2022-05-25 |
RSI强势追入 |
买入 |
14.304289999999998 |
34300.0 |
¥49.1万 |
|
| 2022-06-30 |
RSI走弱 |
卖出 |
15.484499999999999 |
34300.0 |
¥53.1万 |
|
| 2023-07-05 |
RSI强势追入 |
买入 |
11.011 |
48200.0 |
¥53.1万 |
|
| 2023-07-18 |
RSI走弱 |
卖出 |
10.65 |
48200.0 |
¥51.3万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
8.89889 |
56700.0 |
¥50.5万 |
|
| 2024-10-18 |
RSI走弱 |
卖出 |
7.8021899999999995 |
56700.0 |
¥44.2万 |
|
| 2024-11-13 |
RSI强势追入 |
买入 |
9.26926 |
48500.0 |
¥45.0万 |
|
| 2024-11-27 |
RSI走弱 |
卖出 |
8.48151 |
48500.0 |
¥41.1万 |
|
| 2024-12-04 |
RSI强势追入 |
买入 |
10.460449999999998 |
38700.0 |
¥40.5万 |
|
| 2024-12-24 |
RSI走弱 |
卖出 |
9.35064 |
38700.0 |
¥36.2万 |
|
| 2025-08-26 |
RSI强势追入 |
买入 |
8.078069999999999 |
45500.0 |
¥36.8万 |
|
| 2025-09-02 |
RSI走弱 |
卖出 |
7.75224 |
45500.0 |
¥35.3万 |
|
| 2025-12-01 |
RSI强势追入 |
买入 |
9.25925 |
38400.0 |
¥35.6万 |
|
| 2025-12-16 |
RSI走弱 |
卖出 |
8.3916 |
38400.0 |
¥32.2万 |
|