601456 国联民生 — 追涨杀跌 回测明细
数据区间: 2020-07-31 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥51.8万
策略: 追涨杀跌
K线 & 交易信号(策略收益 -48.16%)
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 10 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 |
2020-08-24 |
2020-11-03 |
16.571519965 |
14.59539 |
¥-11.7万 |
-11.95% |
RSI走弱 |
| 2 |
2020-12-03 |
2020-12-23 |
22.228866659999998 |
19.240740000000002 |
¥-11.6万 |
-13.47% |
RSI走弱 |
| 3 |
2021-12-16 |
2022-01-17 |
14.118334229999999 |
13.676309999999999 |
¥-2.3万 |
-3.16% |
RSI走弱 |
| 4 |
2022-06-13 |
2022-07-07 |
11.715213509999998 |
11.528459999999999 |
¥-1.2万 |
-1.62% |
RSI走弱 |
| 5 |
2022-11-16 |
2022-11-29 |
11.133339 |
10.20978 |
¥-6.0万 |
-8.32% |
RSI走弱 |
| 6 |
2023-08-02 |
2023-08-24 |
10.31339309 |
10.6893 |
¥2.4万 |
+3.61% |
RSI走弱 |
| 7 |
2024-10-09 |
2024-11-18 |
13.707801107 |
12.43755 |
¥-6.4万 |
-9.29% |
RSI走弱 |
| 8 |
2024-12-13 |
2025-01-03 |
13.627697082999997 |
12.1878 |
¥-6.6万 |
-10.59% |
RSI走弱 |
| 9 |
2025-07-15 |
2025-08-11 |
11.41482342 |
11.03 |
¥-1.9万 |
-3.40% |
RSI走弱 |
| 10 |
2025-08-19 |
2025-09-04 |
12.095707624 |
11.448540000000001 |
¥-2.9万 |
-5.38% |
RSI走弱 |
逐笔成交记录(共 20 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2020-08-24 |
RSI强势追入 |
买入 |
16.56655 |
59100.0 |
¥97.9万 |
|
| 2020-11-03 |
RSI走弱 |
卖出 |
14.59539 |
59100.0 |
¥86.2万 |
|
| 2020-12-03 |
RSI强势追入 |
买入 |
22.222199999999997 |
38600.0 |
¥85.8万 |
|
| 2020-12-23 |
RSI走弱 |
卖出 |
19.240740000000002 |
38600.0 |
¥74.2万 |
|
| 2021-12-16 |
RSI强势追入 |
买入 |
14.114099999999999 |
52600.0 |
¥74.3万 |
|
| 2022-01-17 |
RSI走弱 |
卖出 |
13.676309999999999 |
52600.0 |
¥71.9万 |
|
| 2022-06-13 |
RSI强势追入 |
买入 |
11.711699999999999 |
60800.0 |
¥71.2万 |
|
| 2022-07-07 |
RSI走弱 |
卖出 |
11.528459999999999 |
60800.0 |
¥70.1万 |
|
| 2022-11-16 |
RSI强势追入 |
买入 |
11.13 |
64800.0 |
¥72.1万 |
|
| 2022-11-29 |
RSI走弱 |
卖出 |
10.20978 |
64800.0 |
¥66.1万 |
|
| 2023-08-02 |
RSI强势追入 |
买入 |
10.3103 |
64900.0 |
¥66.9万 |
|
| 2023-08-24 |
RSI走弱 |
卖出 |
10.6893 |
64900.0 |
¥69.4万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
13.703689999999998 |
50100.0 |
¥68.7万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
12.43755 |
50100.0 |
¥62.3万 |
|
| 2024-12-13 |
RSI强势追入 |
买入 |
13.623609999999996 |
45700.0 |
¥62.3万 |
|
| 2025-01-03 |
RSI走弱 |
卖出 |
12.1878 |
45700.0 |
¥55.7万 |
|
| 2025-07-15 |
RSI强势追入 |
买入 |
11.4114 |
49100.0 |
¥56.0万 |
|
| 2025-08-11 |
RSI走弱 |
卖出 |
11.03 |
49100.0 |
¥54.1万 |
|
| 2025-08-19 |
RSI强势追入 |
买入 |
12.09208 |
44900.0 |
¥54.3万 |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
11.448540000000001 |
44900.0 |
¥51.4万 |
|