601633 长城汽车 — 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: ¥2.41M
策略: 追涨杀跌
K线 & 交易信号(策略收益 +140.98%)
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 20 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 |
2015-10-13 |
2015-10-14 |
12.446162728999997 |
12.257729999999999 |
¥-5,129 |
-1.54% |
RSI走弱 |
| 2 |
2016-07-05 |
2016-08-26 |
9.392196814 |
10.249740000000001 |
¥9.0万 |
+9.10% |
RSI走弱 |
| 3 |
2017-02-07 |
2017-03-20 |
12.005590597 |
12.2877 |
¥2.5万 |
+2.32% |
RSI走弱 |
| 4 |
2017-04-12 |
2017-04-28 |
14.408711316999998 |
12.67731 |
¥-12.9万 |
-12.04% |
RSI走弱 |
| 5 |
2017-06-13 |
2017-07-13 |
13.817944139999998 |
13.146840000000001 |
¥-4.8万 |
-4.89% |
RSI走弱 |
| 6 |
2018-01-09 |
2018-01-31 |
12.806630836999998 |
12.1878 |
¥-4.5万 |
-4.86% |
RSI走弱 |
| 7 |
2019-02-11 |
2019-03-11 |
6.898959066999999 |
7.3726199999999995 |
¥6.1万 |
+6.83% |
RSI走弱 |
| 8 |
2019-04-04 |
2019-05-06 |
9.161897744999997 |
8.76123 |
¥-4.1万 |
-4.40% |
RSI走弱 |
| 9 |
2019-10-29 |
2019-11-29 |
8.711312609999998 |
9.1908 |
¥5.0万 |
+5.47% |
RSI走弱 |
| 10 |
2020-02-26 |
2020-03-10 |
9.372170808 |
8.48151 |
¥-8.9万 |
-9.53% |
RSI走弱 |
| 11 |
2020-07-13 |
2020-12-04 |
9.652534892 |
25.054920000000003 |
¥1.37M |
+159.49% |
RSI走弱 |
| 12 |
2020-12-24 |
2021-02-08 |
33.029906 |
39.1608 |
¥40.9万 |
+18.53% |
RSI走弱 |
| 13 |
2021-06-10 |
2021-08-19 |
39.821712931 |
55.144800000000004 |
¥1.00M |
+38.44% |
RSI走弱 |
| 14 |
2022-05-19 |
2022-07-05 |
32.922753864 |
35.954010000000004 |
¥32.6万 |
+9.17% |
RSI走弱 |
| 15 |
2023-02-22 |
2023-03-13 |
33.984132181999996 |
29.030939999999998 |
¥-57.5万 |
-14.60% |
RSI走弱 |
| 16 |
2023-08-01 |
2023-08-15 |
29.247981762999995 |
26.95302 |
¥-26.4万 |
-7.87% |
RSI走弱 |
| 17 |
2023-10-19 |
2023-11-13 |
30.639189 |
28.1718 |
¥-25.0万 |
-8.08% |
RSI走弱 |
| 18 |
2024-04-12 |
2024-05-27 |
25.63328768 |
26.033939999999998 |
¥4.3万 |
+1.53% |
RSI走弱 |
| 19 |
2024-10-09 |
2024-10-31 |
32.019603000000004 |
26.40357 |
¥-51.2万 |
-17.56% |
RSI走弱 |
| 20 |
2025-08-19 |
2025-09-19 |
25.017503 |
24.96501 |
¥-5,776 |
-0.24% |
RSI走弱 |
逐笔成交记录(共 40 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-10-13 |
RSI强势追入 |
买入 |
12.442429999999998 |
26700.0 |
¥33.2万 |
|
| 2015-10-14 |
RSI走弱 |
卖出 |
12.257729999999999 |
26700.0 |
¥32.7万 |
|
| 2016-07-05 |
RSI强势追入 |
买入 |
9.38938 |
105900.0 |
¥99.5万 |
|
| 2016-08-26 |
RSI走弱 |
卖出 |
10.249740000000001 |
105900.0 |
¥1.09M |
|
| 2017-02-07 |
RSI强势追入 |
买入 |
12.00199 |
90000.0 |
¥1.08M |
|
| 2017-03-20 |
RSI走弱 |
卖出 |
12.2877 |
90000.0 |
¥1.11M |
|
| 2017-04-12 |
RSI强势追入 |
买入 |
14.404389999999998 |
74100.0 |
¥1.07M |
|
| 2017-04-28 |
RSI走弱 |
卖出 |
12.67731 |
74100.0 |
¥93.9万 |
|
| 2017-06-13 |
RSI强势追入 |
买入 |
13.813799999999999 |
70600.0 |
¥97.6万 |
|
| 2017-07-13 |
RSI走弱 |
卖出 |
13.146840000000001 |
70600.0 |
¥92.8万 |
|
| 2018-01-09 |
RSI强势追入 |
买入 |
12.802789999999998 |
72700.0 |
¥93.1万 |
|
| 2018-01-31 |
RSI走弱 |
卖出 |
12.1878 |
72700.0 |
¥88.6万 |
|
| 2019-02-11 |
RSI强势追入 |
买入 |
6.896889999999999 |
128500.0 |
¥88.7万 |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
7.3726199999999995 |
128500.0 |
¥94.7万 |
|
| 2019-04-04 |
RSI强势追入 |
买入 |
9.159149999999999 |
102900.0 |
¥94.3万 |
|
| 2019-05-06 |
RSI走弱 |
卖出 |
8.76123 |
102900.0 |
¥90.1万 |
|
| 2019-10-29 |
RSI强势追入 |
买入 |
8.708699999999999 |
104100.0 |
¥90.7万 |
|
| 2019-11-29 |
RSI走弱 |
卖出 |
9.1908 |
104100.0 |
¥95.6万 |
|
| 2020-02-26 |
RSI强势追入 |
买入 |
9.369359999999999 |
99800.0 |
¥93.5万 |
|
| 2020-03-10 |
RSI走弱 |
卖出 |
8.48151 |
99800.0 |
¥84.6万 |
|
| 2020-07-13 |
RSI强势追入 |
买入 |
9.64964 |
88700.0 |
¥85.6万 |
|
| 2020-12-04 |
RSI走弱 |
卖出 |
25.054920000000003 |
88700.0 |
¥2.22M |
|
| 2020-12-24 |
RSI强势追入 |
买入 |
33.02 |
66800.0 |
¥2.21M |
|
| 2021-02-08 |
RSI走弱 |
卖出 |
39.1608 |
66800.0 |
¥2.62M |
|
| 2021-06-10 |
RSI强势追入 |
买入 |
39.80977 |
65600.0 |
¥2.61M |
|
| 2021-08-19 |
RSI走弱 |
卖出 |
55.144800000000004 |
65600.0 |
¥3.62M |
|
| 2022-05-19 |
RSI强势追入 |
买入 |
32.91288 |
107900.0 |
¥3.55M |
|
| 2022-07-05 |
RSI走弱 |
卖出 |
35.954010000000004 |
107900.0 |
¥3.88M |
|
| 2023-02-22 |
RSI强势追入 |
买入 |
33.97393999999999 |
115900.0 |
¥3.94M |
|
| 2023-03-13 |
RSI走弱 |
卖出 |
29.030939999999998 |
115900.0 |
¥3.36M |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
29.239209999999996 |
114500.0 |
¥3.35M |
|
| 2023-08-15 |
RSI走弱 |
卖出 |
26.95302 |
114500.0 |
¥3.09M |
|
| 2023-10-19 |
RSI强势追入 |
买入 |
30.63 |
100800.0 |
¥3.09M |
|
| 2023-11-13 |
RSI走弱 |
卖出 |
28.1718 |
100800.0 |
¥2.84M |
|
| 2024-04-12 |
RSI强势追入 |
买入 |
25.6256 |
110700.0 |
¥2.84M |
|
| 2024-05-27 |
RSI走弱 |
卖出 |
26.033939999999998 |
110700.0 |
¥2.88M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
32.01 |
91100.0 |
¥2.92M |
|
| 2024-10-31 |
RSI走弱 |
卖出 |
26.40357 |
91100.0 |
¥2.40M |
|
| 2025-08-19 |
RSI强势追入 |
买入 |
25.01 |
96300.0 |
¥2.41M |
|
| 2025-09-19 |
RSI走弱 |
卖出 |
24.96501 |
96300.0 |
¥2.40M |
|