601698 中国卫通 — 追涨杀跌 回测明细
数据区间: 2019-06-28 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.61M
策略: 追涨杀跌
K线 & 交易信号(策略收益 +60.96%)
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 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 |
2019-07-22 |
2019-09-27 |
12.366058704999997 |
12.04794 |
¥-2.6万 |
-2.60% |
RSI走弱 |
| 2 |
2019-12-19 |
2020-03-02 |
12.095707624 |
16.97301 |
¥39.0万 |
+40.28% |
RSI走弱 |
| 3 |
2020-07-13 |
2020-08-13 |
23.029906899999997 |
22.79718 |
¥-1.4万 |
-1.04% |
RSI走弱 |
| 4 |
2021-04-09 |
2021-04-27 |
17.432638222999998 |
17.36262 |
¥-5,732 |
-0.43% |
RSI走弱 |
| 5 |
2021-09-02 |
2021-09-17 |
17.022105099999997 |
15.93405 |
¥-8.4万 |
-6.42% |
RSI走弱 |
| 6 |
2022-09-06 |
2022-09-16 |
12.636409785999998 |
11.078909999999999 |
¥-15.4万 |
-12.35% |
RSI走弱 |
| 7 |
2023-02-23 |
2023-04-12 |
13.827957142999997 |
19.989990000000002 |
¥48.0万 |
+44.52% |
RSI走弱 |
| 8 |
2023-06-28 |
2023-07-10 |
21.407800413999997 |
19.150830000000003 |
¥-16.6万 |
-10.57% |
RSI走弱 |
| 9 |
2023-10-20 |
2023-11-02 |
19.545381855999995 |
18.56142 |
¥-7.0万 |
-5.06% |
RSI走弱 |
| 10 |
2024-08-01 |
2024-08-13 |
17.292456180999995 |
15.654330000000002 |
¥-12.6万 |
-9.50% |
RSI走弱 |
| 11 |
2024-10-09 |
2024-11-04 |
17.745321999999998 |
16.53 |
¥-8.1万 |
-6.88% |
RSI走弱 |
| 12 |
2024-11-08 |
2024-11-26 |
20.42652612 |
20.62935 |
¥1.1万 |
+0.96% |
RSI走弱 |
| 13 |
2025-07-04 |
2025-07-15 |
20.666838191999997 |
19.75023 |
¥-5.0万 |
-4.46% |
RSI走弱 |
| 14 |
2025-08-25 |
2025-09-05 |
21.908450563999995 |
20.95902 |
¥-4.8万 |
-4.36% |
RSI走弱 |
| 15 |
2025-12-17 |
2026-02-06 |
23.931077169999995 |
36.77319 |
¥55.3万 |
+53.62% |
RSI走弱 |
逐笔成交记录(共 30 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2019-07-22 |
RSI强势追入 |
买入 |
12.362349999999998 |
80600.0 |
¥99.7万 |
|
| 2019-09-27 |
RSI走弱 |
卖出 |
12.04794 |
80600.0 |
¥97.1万 |
|
| 2019-12-19 |
RSI强势追入 |
买入 |
12.09208 |
80100.0 |
¥96.9万 |
|
| 2020-03-02 |
RSI走弱 |
卖出 |
16.97301 |
80100.0 |
¥1.36M |
|
| 2020-07-13 |
RSI强势追入 |
买入 |
23.022999999999996 |
56700.0 |
¥1.31M |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
22.79718 |
56700.0 |
¥1.29M |
|
| 2021-04-09 |
RSI强势追入 |
买入 |
17.42741 |
76200.0 |
¥1.33M |
|
| 2021-04-27 |
RSI走弱 |
卖出 |
17.36262 |
76200.0 |
¥1.32M |
|
| 2021-09-02 |
RSI强势追入 |
买入 |
17.017 |
77200.0 |
¥1.31M |
|
| 2021-09-17 |
RSI走弱 |
卖出 |
15.93405 |
77200.0 |
¥1.23M |
|
| 2022-09-06 |
RSI强势追入 |
买入 |
12.632619999999998 |
98400.0 |
¥1.24M |
|
| 2022-09-16 |
RSI走弱 |
卖出 |
11.078909999999999 |
98400.0 |
¥1.09M |
|
| 2023-02-23 |
RSI强势追入 |
买入 |
13.823809999999998 |
77900.0 |
¥1.08M |
|
| 2023-04-12 |
RSI走弱 |
卖出 |
19.989990000000002 |
77900.0 |
¥1.56M |
|
| 2023-06-28 |
RSI强势追入 |
买入 |
21.401379999999996 |
73400.0 |
¥1.57M |
|
| 2023-07-10 |
RSI走弱 |
卖出 |
19.150830000000003 |
73400.0 |
¥1.41M |
|
| 2023-10-20 |
RSI强势追入 |
买入 |
19.539519999999996 |
70300.0 |
¥1.37M |
|
| 2023-11-02 |
RSI走弱 |
卖出 |
18.56142 |
70300.0 |
¥1.30M |
|
| 2024-08-01 |
RSI强势追入 |
买入 |
17.287269999999996 |
76600.0 |
¥1.32M |
|
| 2024-08-13 |
RSI走弱 |
卖出 |
15.654330000000002 |
76600.0 |
¥1.20M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
17.74 |
66700.0 |
¥1.18M |
|
| 2024-11-04 |
RSI走弱 |
卖出 |
16.53 |
66700.0 |
¥1.10M |
|
| 2024-11-08 |
RSI强势追入 |
买入 |
20.420399999999997 |
55800.0 |
¥1.14M |
|
| 2024-11-26 |
RSI走弱 |
卖出 |
20.62935 |
55800.0 |
¥1.15M |
|
| 2025-07-04 |
RSI强势追入 |
买入 |
20.660639999999997 |
54400.0 |
¥1.12M |
|
| 2025-07-15 |
RSI走弱 |
卖出 |
19.75023 |
54400.0 |
¥1.07M |
|
| 2025-08-25 |
RSI强势追入 |
买入 |
21.901879999999995 |
50200.0 |
¥1.10M |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
20.95902 |
50200.0 |
¥1.05M |
|
| 2025-12-17 |
RSI强势追入 |
买入 |
23.923899999999996 |
43100.0 |
¥1.03M |
|
| 2026-02-06 |
RSI走弱 |
卖出 |
36.77319 |
43100.0 |
¥1.58M |
|