601878 浙商证券 — 追涨杀跌 回测明细
数据区间: 2017-06-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥53.4万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -46.56%）
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 |
2017-07-20 |
2017-09-25 |
16.942001076 |
20.998980000000003 |
¥23.5万 |
+23.91% |
RSI走弱 |
| 2 |
2018-11-19 |
2018-12-11 |
8.260727475 |
7.792200000000001 |
¥-6.9万 |
-5.70% |
RSI走弱 |
| 3 |
2019-02-27 |
2019-04-16 |
10.253315072 |
11.098889999999999 |
¥9.3万 |
+8.21% |
RSI走弱 |
| 4 |
2019-09-17 |
2019-09-27 |
9.522365852999998 |
8.83116 |
¥-9.0万 |
-7.29% |
RSI走弱 |
| 5 |
2019-12-17 |
2020-02-03 |
9.262027774999998 |
9.51 |
¥3.1万 |
+2.65% |
RSI走弱 |
| 6 |
2020-07-13 |
2020-08-13 |
19.525355849999997 |
15.444540000000002 |
¥-24.1万 |
-20.92% |
RSI走弱 |
| 7 |
2020-10-13 |
2020-10-26 |
17.252404169 |
15.71427 |
¥-8.2万 |
-8.94% |
RSI走弱 |
| 8 |
2022-06-13 |
2022-07-11 |
10.473601138 |
10.82916 |
¥2.9万 |
+3.36% |
RSI走弱 |
| 9 |
2023-01-20 |
2023-02-09 |
10.943282 |
10.41957 |
¥-4.3万 |
-4.81% |
RSI走弱 |
| 10 |
2023-08-01 |
2023-08-22 |
10.763978224999997 |
10.4895 |
¥-2.2万 |
-2.58% |
RSI走弱 |
| 11 |
2023-11-22 |
2023-12-07 |
10.934199276 |
10.38 |
¥-4.3万 |
-5.10% |
RSI走弱 |
| 12 |
2023-12-13 |
2023-12-21 |
11.454875431999998 |
10.439549999999999 |
¥-7.1万 |
-8.89% |
RSI走弱 |
| 13 |
2024-03-27 |
2024-04-03 |
11.244602369 |
10.60938 |
¥-4.0万 |
-5.68% |
RSI走弱 |
| 14 |
2024-05-14 |
2024-05-27 |
12.215863659999998 |
11.23875 |
¥-5.4万 |
-8.03% |
RSI走弱 |
| 15 |
2024-10-09 |
2024-11-18 |
15.389985610999997 |
13.09689 |
¥-9.1万 |
-14.93% |
RSI走弱 |
| 16 |
2025-07-29 |
2025-09-04 |
11.675161498 |
11.538450000000003 |
¥-6,434 |
-1.20% |
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 |
|---|
| 2017-07-20 |
RSI强势追入 |
买入 |
16.93692 |
58000.0 |
¥98.3万 |
|
| 2017-09-25 |
RSI走弱 |
卖出 |
20.998980000000003 |
58000.0 |
¥1.22M |
|
| 2018-11-19 |
RSI强势追入 |
买入 |
8.258249999999999 |
147000.0 |
¥1.21M |
|
| 2018-12-11 |
RSI走弱 |
卖出 |
7.792200000000001 |
147000.0 |
¥1.15M |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
10.25024 |
110900.0 |
¥1.14M |
|
| 2019-04-16 |
RSI走弱 |
卖出 |
11.098889999999999 |
110900.0 |
¥1.23M |
|
| 2019-09-17 |
RSI强势追入 |
买入 |
9.519509999999999 |
130000.0 |
¥1.24M |
|
| 2019-09-27 |
RSI走弱 |
卖出 |
8.83116 |
130000.0 |
¥1.15M |
|
| 2019-12-17 |
RSI强势追入 |
买入 |
9.25925 |
125900.0 |
¥1.17M |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
9.51 |
125900.0 |
¥1.20M |
|
| 2020-07-13 |
RSI强势追入 |
买入 |
19.519499999999994 |
59100.0 |
¥1.15M |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
15.444540000000002 |
59100.0 |
¥91.2万 |
|
| 2020-10-13 |
RSI强势追入 |
买入 |
17.24723 |
53100.0 |
¥91.6万 |
|
| 2020-10-26 |
RSI走弱 |
卖出 |
15.71427 |
53100.0 |
¥83.4万 |
|
| 2022-06-13 |
RSI强势追入 |
买入 |
10.47046 |
81500.0 |
¥85.4万 |
|
| 2022-07-11 |
RSI走弱 |
卖出 |
10.82916 |
81500.0 |
¥88.2万 |
|
| 2023-01-20 |
RSI强势追入 |
买入 |
10.94 |
82400.0 |
¥90.2万 |
|
| 2023-02-09 |
RSI走弱 |
卖出 |
10.41957 |
82400.0 |
¥85.8万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
10.760749999999998 |
79000.0 |
¥85.0万 |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
10.4895 |
79000.0 |
¥82.8万 |
|
| 2023-11-22 |
RSI强势追入 |
买入 |
10.930919999999999 |
76300.0 |
¥83.4万 |
|
| 2023-12-07 |
RSI走弱 |
卖出 |
10.38 |
76300.0 |
¥79.2万 |
|
| 2023-12-13 |
RSI强势追入 |
买入 |
11.451439999999998 |
69500.0 |
¥79.6万 |
|
| 2023-12-21 |
RSI走弱 |
卖出 |
10.439549999999999 |
69500.0 |
¥72.5万 |
|
| 2024-03-27 |
RSI强势追入 |
买入 |
11.24123 |
63400.0 |
¥71.3万 |
|
| 2024-04-03 |
RSI走弱 |
卖出 |
10.60938 |
63400.0 |
¥67.2万 |
|
| 2024-05-14 |
RSI强势追入 |
买入 |
12.212199999999998 |
55000.0 |
¥67.2万 |
|
| 2024-05-27 |
RSI走弱 |
卖出 |
11.23875 |
55000.0 |
¥61.8万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
15.385369999999998 |
39700.0 |
¥61.1万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
13.09689 |
39700.0 |
¥52.0万 |
|
| 2025-07-29 |
RSI强势追入 |
买入 |
11.671660000000001 |
45900.0 |
¥53.6万 |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
11.538450000000003 |
45900.0 |
¥52.9万 |
|