601727 上海电气 — 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: ¥2.24M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +123.69%）
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 16 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 |
2015-01-28 |
2015-02-10 |
10.763978224999997 |
9.28071 |
¥-13.4万 |
-13.81% |
RSI走弱 |
| 2 |
2015-04-15 |
2015-06-16 |
12.426136723 |
21.8781 |
¥65.6万 |
+76.01% |
RSI走弱 |
| 3 |
2017-07-04 |
2017-08-03 |
7.880233360999999 |
7.64235 |
¥-4.6万 |
-3.05% |
RSI走弱 |
| 4 |
2017-10-30 |
2017-11-09 |
8.651234592000002 |
8.08191 |
¥-9.7万 |
-6.61% |
RSI走弱 |
| 5 |
2018-05-16 |
2018-05-31 |
6.137970838999999 |
6.02 |
¥-2.7万 |
-1.95% |
RSI走弱 |
| 6 |
2019-02-26 |
2019-04-26 |
5.50715165 |
6.15384 |
¥15.8万 |
+11.71% |
RSI走弱 |
| 7 |
2019-12-17 |
2020-01-23 |
4.956436484999999 |
4.92507 |
¥-9,771 |
-0.66% |
RSI走弱 |
| 8 |
2020-06-09 |
2020-07-27 |
4.946423482 |
5.42457 |
¥14.0万 |
+9.63% |
RSI走弱 |
| 9 |
2020-12-09 |
2020-12-30 |
5.6973987070000005 |
5.45454 |
¥-7.0万 |
-4.29% |
RSI走弱 |
| 10 |
2021-08-13 |
2021-09-15 |
4.766189427999999 |
4.56543 |
¥-6.5万 |
-4.24% |
RSI走弱 |
| 11 |
2023-03-07 |
2023-03-15 |
4.335630298999999 |
4.21578 |
¥-4.2万 |
-2.79% |
RSI走弱 |
| 12 |
2023-03-21 |
2023-04-25 |
4.605981379999999 |
4.515479999999999 |
¥-2.9万 |
-1.99% |
RSI走弱 |
| 13 |
2024-10-09 |
2024-11-29 |
4.8563064549999995 |
8.44155 |
¥1.05M |
+73.77% |
RSI走弱 |
| 14 |
2025-07-30 |
2025-09-04 |
8.112433 |
8.181809999999999 |
¥2.0万 |
+0.82% |
RSI走弱 |
| 15 |
2025-09-26 |
2025-10-20 |
9.772690927999998 |
9.28071 |
¥-12.7万 |
-5.06% |
RSI走弱 |
| 16 |
2026-01-13 |
2026-01-28 |
9.492326843999999 |
8.931059999999999 |
¥-14.1万 |
-5.94% |
RSI走弱 |
逐笔成交记录（共 32 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-01-28 |
RSI强势追入 |
买入 |
10.760749999999998 |
90500.0 |
¥97.4万 |
|
| 2015-02-10 |
RSI走弱 |
卖出 |
9.28071 |
90500.0 |
¥84.0万 |
|
| 2015-04-15 |
RSI强势追入 |
买入 |
12.42241 |
69500.0 |
¥86.4万 |
|
| 2015-06-16 |
RSI走弱 |
卖出 |
21.8781 |
69500.0 |
¥1.52M |
|
| 2017-07-04 |
RSI强势追入 |
买入 |
7.877869999999999 |
192200.0 |
¥1.51M |
|
| 2017-08-03 |
RSI走弱 |
卖出 |
7.64235 |
192200.0 |
¥1.47M |
|
| 2017-10-30 |
RSI强势追入 |
买入 |
8.64864 |
169200.0 |
¥1.46M |
|
| 2017-11-09 |
RSI走弱 |
卖出 |
8.08191 |
169200.0 |
¥1.37M |
|
| 2018-05-16 |
RSI强势追入 |
买入 |
6.13613 |
223500.0 |
¥1.37M |
|
| 2018-05-31 |
RSI走弱 |
卖出 |
6.02 |
223500.0 |
¥1.35M |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
5.5055 |
245500.0 |
¥1.35M |
|
| 2019-04-26 |
RSI走弱 |
卖出 |
6.15384 |
245500.0 |
¥1.51M |
|
| 2019-12-17 |
RSI强势追入 |
买入 |
4.954949999999999 |
297500.0 |
¥1.47M |
|
| 2020-01-23 |
RSI走弱 |
卖出 |
4.92507 |
297500.0 |
¥1.46M |
|
| 2020-06-09 |
RSI强势追入 |
买入 |
4.94494 |
293300.0 |
¥1.45M |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
5.42457 |
293300.0 |
¥1.59M |
|
| 2020-12-09 |
RSI强势追入 |
买入 |
5.69569 |
286300.0 |
¥1.63M |
|
| 2020-12-30 |
RSI走弱 |
卖出 |
5.45454 |
286300.0 |
¥1.56M |
|
| 2021-08-13 |
RSI强势追入 |
买入 |
4.764759999999999 |
321400.0 |
¥1.53M |
|
| 2021-09-15 |
RSI走弱 |
卖出 |
4.56543 |
321400.0 |
¥1.47M |
|
| 2023-03-07 |
RSI强势追入 |
买入 |
4.33433 |
345700.0 |
¥1.50M |
|
| 2023-03-15 |
RSI走弱 |
卖出 |
4.21578 |
345700.0 |
¥1.46M |
|
| 2023-03-21 |
RSI强势追入 |
买入 |
4.604599999999999 |
317100.0 |
¥1.46M |
|
| 2023-04-25 |
RSI走弱 |
卖出 |
4.515479999999999 |
317100.0 |
¥1.43M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
4.854849999999999 |
293000.0 |
¥1.42M |
|
| 2024-11-29 |
RSI走弱 |
卖出 |
8.44155 |
293000.0 |
¥2.47M |
|
| 2025-07-30 |
RSI强势追入 |
买入 |
8.11 |
298600.0 |
¥2.42M |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
8.181809999999999 |
298600.0 |
¥2.44M |
|
| 2025-09-26 |
RSI强势追入 |
买入 |
9.769759999999998 |
255700.0 |
¥2.50M |
|
| 2025-10-20 |
RSI走弱 |
卖出 |
9.28071 |
255700.0 |
¥2.37M |
|
| 2026-01-13 |
RSI强势追入 |
买入 |
9.489479999999999 |
250000.0 |
¥2.37M |
|
| 2026-01-28 |
RSI走弱 |
卖出 |
8.931059999999999 |
250000.0 |
¥2.23M |
|