601360 三六零 — 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: ¥1.48M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +47.96%）
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 17 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 |
2015-03-03 |
2015-05-06 |
10.864108255 |
14.935049999999999 |
¥37.0万 |
+37.43% |
RSI走弱 |
| 2 |
2015-05-21 |
2015-06-19 |
19.805719933999995 |
21.35862 |
¥10.7万 |
+7.81% |
RSI走弱 |
| 3 |
2015-12-03 |
2015-12-14 |
17.652924288999994 |
15.8841 |
¥-14.6万 |
-10.05% |
RSI走弱 |
| 4 |
2016-06-13 |
2016-07-19 |
13.307280986999995 |
13.636350000000002 |
¥3.2万 |
+2.44% |
RSI走弱 |
| 5 |
2017-12-04 |
2018-01-23 |
47.684301 |
46.5534 |
¥-2.9万 |
-2.40% |
RSI走弱 |
| 6 |
2018-09-07 |
2018-09-28 |
30.039009 |
26.1738 |
¥-16.9万 |
-12.89% |
RSI走弱 |
| 7 |
2019-02-14 |
2019-03-29 |
22.539269753 |
25.22475 |
¥13.4万 |
+11.88% |
RSI走弱 |
| 8 |
2019-09-02 |
2019-10-09 |
22.178801644999997 |
22.99698 |
¥4.7万 |
+3.66% |
RSI走弱 |
| 9 |
2020-02-25 |
2020-02-28 |
28.026395396999995 |
22.976999999999997 |
¥-23.4万 |
-18.04% |
RSI走弱 |
| 10 |
2020-07-10 |
2020-07-17 |
21.296387000000003 |
19.23075 |
¥-10.8万 |
-9.73% |
RSI走弱 |
| 11 |
2023-02-13 |
2023-04-28 |
9.272040778 |
14.86512 |
¥59.6万 |
+60.27% |
RSI走弱 |
| 12 |
2024-03-05 |
2024-03-27 |
9.81274294 |
8.841149999999999 |
¥-15.5万 |
-9.93% |
RSI走弱 |
| 13 |
2024-10-09 |
2024-12-16 |
9.382814000000002 |
12.0879 |
¥40.5万 |
+28.79% |
RSI走弱 |
| 14 |
2025-02-07 |
2025-02-28 |
12.856695852 |
11.538450000000001 |
¥-18.5万 |
-10.28% |
RSI走弱 |
| 15 |
2025-07-21 |
2025-08-11 |
10.733939216 |
10.53945 |
¥-3.0万 |
-1.84% |
RSI走弱 |
| 16 |
2025-11-04 |
2025-12-04 |
12.766578825 |
12.3876 |
¥-4.8万 |
-3.00% |
RSI走弱 |
| 17 |
2026-01-16 |
2026-01-27 |
13.207150956999996 |
12.277709999999999 |
¥-10.7万 |
-7.07% |
RSI走弱 |
逐笔成交记录（共 34 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-03 |
RSI强势追入 |
买入 |
10.86085 |
90900.0 |
¥98.8万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
14.935049999999999 |
90900.0 |
¥1.36M |
|
| 2015-05-21 |
RSI强势追入 |
买入 |
19.79978 |
69000.0 |
¥1.37M |
|
| 2015-06-19 |
RSI走弱 |
卖出 |
21.35862 |
69000.0 |
¥1.47M |
|
| 2015-12-03 |
RSI强势追入 |
买入 |
17.647629999999996 |
82500.0 |
¥1.46M |
|
| 2015-12-14 |
RSI走弱 |
卖出 |
15.8841 |
82500.0 |
¥1.31M |
|
| 2016-06-13 |
RSI强势追入 |
买入 |
13.303289999999995 |
98900.0 |
¥1.32M |
|
| 2016-07-19 |
RSI走弱 |
卖出 |
13.636350000000002 |
98900.0 |
¥1.35M |
|
| 2017-12-04 |
RSI强势追入 |
买入 |
47.67 |
25600.0 |
¥1.22M |
|
| 2018-01-23 |
RSI走弱 |
卖出 |
46.5534 |
25600.0 |
¥1.19M |
|
| 2018-09-07 |
RSI强势追入 |
买入 |
30.03 |
43700.0 |
¥1.31M |
|
| 2018-09-28 |
RSI走弱 |
卖出 |
26.1738 |
43700.0 |
¥1.14M |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
22.53251 |
50200.0 |
¥1.13M |
|
| 2019-03-29 |
RSI走弱 |
卖出 |
25.22475 |
50200.0 |
¥1.27M |
|
| 2019-09-02 |
RSI强势追入 |
买入 |
22.172149999999995 |
58300.0 |
¥1.29M |
|
| 2019-10-09 |
RSI走弱 |
卖出 |
22.99698 |
58300.0 |
¥1.34M |
|
| 2020-02-25 |
RSI强势追入 |
买入 |
28.017989999999994 |
46200.0 |
¥1.29M |
|
| 2020-02-28 |
RSI走弱 |
卖出 |
22.976999999999997 |
46200.0 |
¥1.06M |
|
| 2020-07-10 |
RSI强势追入 |
买入 |
21.29 |
52100.0 |
¥1.11M |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
19.23075 |
52100.0 |
¥1.00M |
|
| 2023-02-13 |
RSI强势追入 |
买入 |
9.26926 |
106700.0 |
¥98.9万 |
|
| 2023-04-28 |
RSI走弱 |
卖出 |
14.86512 |
106700.0 |
¥1.59M |
|
| 2024-03-05 |
RSI强势追入 |
买入 |
9.8098 |
159600.0 |
¥1.57M |
|
| 2024-03-27 |
RSI走弱 |
卖出 |
8.841149999999999 |
159600.0 |
¥1.41M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
9.38 |
149900.0 |
¥1.41M |
|
| 2024-12-16 |
RSI走弱 |
卖出 |
12.0879 |
149900.0 |
¥1.81M |
|
| 2025-02-07 |
RSI强势追入 |
买入 |
12.852839999999999 |
139800.0 |
¥1.80M |
|
| 2025-02-28 |
RSI走弱 |
卖出 |
11.538450000000001 |
139800.0 |
¥1.61M |
|
| 2025-07-21 |
RSI强势追入 |
买入 |
10.73072 |
151300.0 |
¥1.62M |
|
| 2025-08-11 |
RSI走弱 |
卖出 |
10.53945 |
151300.0 |
¥1.59M |
|
| 2025-11-04 |
RSI强势追入 |
买入 |
12.762749999999999 |
126600.0 |
¥1.62M |
|
| 2025-12-04 |
RSI走弱 |
卖出 |
12.3876 |
126600.0 |
¥1.57M |
|
| 2026-01-16 |
RSI强势追入 |
买入 |
13.203189999999998 |
114500.0 |
¥1.51M |
|
| 2026-01-27 |
RSI走弱 |
卖出 |
12.277709999999999 |
114500.0 |
¥1.41M |
|