601899 紫金矿业 — 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: ¥1.46M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +45.80%）
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 25 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 |
2015-03-26 |
2015-06-23 |
4.511353 |
5.574419999999999 |
¥23.4万 |
+23.53% |
RSI走弱 |
| 2 |
2016-06-17 |
2016-07-25 |
3.3543560049999996 |
3.5064899999999994 |
¥5.3万 |
+4.50% |
RSI走弱 |
| 3 |
2016-11-10 |
2016-12-06 |
3.4044210199999996 |
3.5064900000000003 |
¥3.6万 |
+2.97% |
RSI走弱 |
| 4 |
2017-07-05 |
2017-08-17 |
3.444473031999999 |
3.76623 |
¥12.3万 |
+9.31% |
RSI走弱 |
| 5 |
2017-09-05 |
2017-09-19 |
4.245513271999999 |
3.95604 |
¥-9.7万 |
-6.85% |
RSI走弱 |
| 6 |
2017-12-26 |
2018-02-09 |
4.165409248 |
4.45554 |
¥9.3万 |
+6.93% |
RSI走弱 |
| 7 |
2019-02-22 |
2019-03-15 |
3.4244470259999997 |
3.44655 |
¥8,672 |
+0.62% |
RSI走弱 |
| 8 |
2019-06-26 |
2019-07-11 |
3.8049411399999995 |
3.5964 |
¥-7.7万 |
-5.51% |
RSI走弱 |
| 9 |
2019-11-26 |
2020-01-22 |
3.7448631220000004 |
4.32567 |
¥21.0万 |
+15.47% |
RSI走弱 |
| 10 |
2020-07-02 |
2020-08-13 |
4.5158643529999996 |
5.70429 |
¥40.8万 |
+26.28% |
RSI走弱 |
| 11 |
2020-09-02 |
2020-09-23 |
7.259427174999999 |
6.5734200000000005 |
¥-18.6万 |
-9.48% |
RSI走弱 |
| 12 |
2020-11-04 |
2020-12-14 |
7.659947295 |
8.2917 |
¥14.8万 |
+8.22% |
RSI走弱 |
| 13 |
2021-01-07 |
2021-01-29 |
10.443562128999998 |
9.8901 |
¥-10.3万 |
-5.33% |
RSI走弱 |
| 14 |
2021-02-23 |
2021-03-05 |
14.11833423 |
10.769219999999999 |
¥-42.2万 |
-23.74% |
RSI走弱 |
| 15 |
2021-09-14 |
2021-09-22 |
12.11573363 |
10.4895 |
¥-18.7万 |
-13.45% |
RSI走弱 |
| 16 |
2022-03-04 |
2022-03-11 |
11.825356542999998 |
10.87911 |
¥-9.9万 |
-8.03% |
RSI走弱 |
| 17 |
2022-11-10 |
2022-12-21 |
9.191936753999999 |
10.039950000000001 |
¥10.3万 |
+9.19% |
RSI走弱 |
| 18 |
2023-01-10 |
2023-02-13 |
11.454875431999998 |
11.02 |
¥-4.7万 |
-3.83% |
RSI走弱 |
| 19 |
2023-04-13 |
2023-04-25 |
13.517554050000001 |
12.817169999999999 |
¥-6.2万 |
-5.21% |
RSI走弱 |
| 20 |
2024-02-21 |
2024-05-24 |
13.076981918000001 |
17.59 |
¥38.9万 |
+34.47% |
RSI走弱 |
| 21 |
2024-10-09 |
2024-11-01 |
17.723015309999994 |
16.70328 |
¥-8.7万 |
-5.78% |
RSI走弱 |
| 22 |
2025-03-21 |
2025-04-07 |
18.023405399999998 |
15.4 |
¥-20.7万 |
-14.58% |
RSI走弱 |
| 23 |
2025-07-04 |
2025-07-10 |
20.096097021 |
18.90108 |
¥-7.3万 |
-5.97% |
RSI走弱 |
| 24 |
2025-08-26 |
2025-11-05 |
22.218853657 |
27.89208 |
¥29.4万 |
+25.50% |
RSI走弱 |
| 25 |
2026-01-07 |
2026-02-03 |
37.648891279999994 |
37.80216 |
¥5,464 |
+0.38% |
RSI走弱 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-26 |
RSI强势追入 |
买入 |
4.51 |
220500.0 |
¥99.5万 |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
5.574419999999999 |
220500.0 |
¥1.23M |
|
| 2016-06-17 |
RSI强势追入 |
买入 |
3.35335 |
353400.0 |
¥1.19M |
|
| 2016-07-25 |
RSI走弱 |
卖出 |
3.5064899999999994 |
353400.0 |
¥1.24M |
|
| 2016-11-10 |
RSI强势追入 |
买入 |
3.4034 |
357400.0 |
¥1.22M |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
3.5064900000000003 |
357400.0 |
¥1.25M |
|
| 2017-07-05 |
RSI强势追入 |
买入 |
3.4434399999999994 |
382300.0 |
¥1.32M |
|
| 2017-08-17 |
RSI走弱 |
卖出 |
3.76623 |
382300.0 |
¥1.44M |
|
| 2017-09-05 |
RSI强势追入 |
买入 |
4.24424 |
335100.0 |
¥1.42M |
|
| 2017-09-19 |
RSI走弱 |
卖出 |
3.95604 |
335100.0 |
¥1.33M |
|
| 2017-12-26 |
RSI强势追入 |
买入 |
4.16416 |
321500.0 |
¥1.34M |
|
| 2018-02-09 |
RSI走弱 |
卖出 |
4.45554 |
321500.0 |
¥1.43M |
|
| 2019-02-22 |
RSI强势追入 |
买入 |
3.4234199999999997 |
411600.0 |
¥1.41M |
|
| 2019-03-15 |
RSI走弱 |
卖出 |
3.44655 |
411600.0 |
¥1.42M |
|
| 2019-06-26 |
RSI强势追入 |
买入 |
3.8037999999999994 |
368700.0 |
¥1.40M |
|
| 2019-07-11 |
RSI走弱 |
卖出 |
3.5964 |
368700.0 |
¥1.33M |
|
| 2019-11-26 |
RSI强势追入 |
买入 |
3.7437400000000003 |
362900.0 |
¥1.36M |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
4.32567 |
362900.0 |
¥1.57M |
|
| 2020-07-02 |
RSI强势追入 |
买入 |
4.51451 |
343700.0 |
¥1.55M |
|
| 2020-08-13 |
RSI走弱 |
卖出 |
5.70429 |
343700.0 |
¥1.96M |
|
| 2020-09-02 |
RSI强势追入 |
买入 |
7.257249999999999 |
270300.0 |
¥1.96M |
|
| 2020-09-23 |
RSI走弱 |
卖出 |
6.5734200000000005 |
270300.0 |
¥1.78M |
|
| 2020-11-04 |
RSI强势追入 |
买入 |
7.657649999999999 |
235100.0 |
¥1.80M |
|
| 2020-12-14 |
RSI走弱 |
卖出 |
8.2917 |
235100.0 |
¥1.95M |
|
| 2021-01-07 |
RSI强势追入 |
买入 |
10.44043 |
185300.0 |
¥1.94M |
|
| 2021-01-29 |
RSI走弱 |
卖出 |
9.8901 |
185300.0 |
¥1.83M |
|
| 2021-02-23 |
RSI强势追入 |
买入 |
14.114099999999999 |
126000.0 |
¥1.78M |
|
| 2021-03-05 |
RSI走弱 |
卖出 |
10.769219999999999 |
126000.0 |
¥1.36M |
|
| 2021-09-14 |
RSI强势追入 |
买入 |
12.112099999999998 |
114800.0 |
¥1.39M |
|
| 2021-09-22 |
RSI走弱 |
卖出 |
10.4895 |
114800.0 |
¥1.20M |
|
| 2022-03-04 |
RSI强势追入 |
买入 |
11.82181 |
104100.0 |
¥1.23M |
|
| 2022-03-11 |
RSI走弱 |
卖出 |
10.87911 |
104100.0 |
¥1.13M |
|
| 2022-11-10 |
RSI强势追入 |
买入 |
9.189179999999999 |
122400.0 |
¥1.13M |
|
| 2022-12-21 |
RSI走弱 |
卖出 |
10.039950000000001 |
122400.0 |
¥1.23M |
|
| 2023-01-10 |
RSI强势追入 |
买入 |
11.45144 |
108400.0 |
¥1.24M |
|
| 2023-02-13 |
RSI走弱 |
卖出 |
11.02 |
108400.0 |
¥1.19M |
|
| 2023-04-13 |
RSI强势追入 |
买入 |
13.5135 |
88000.0 |
¥1.19M |
|
| 2023-04-25 |
RSI走弱 |
卖出 |
12.817169999999999 |
88000.0 |
¥1.13M |
|
| 2024-02-21 |
RSI强势追入 |
买入 |
13.073060000000002 |
86400.0 |
¥1.13M |
|
| 2024-05-24 |
RSI走弱 |
卖出 |
17.59 |
86400.0 |
¥1.52M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
17.717699999999997 |
84600.0 |
¥1.50M |
|
| 2024-11-01 |
RSI走弱 |
卖出 |
16.70328 |
84600.0 |
¥1.41M |
|
| 2025-03-21 |
RSI强势追入 |
买入 |
18.017999999999997 |
78900.0 |
¥1.42M |
|
| 2025-04-07 |
RSI走弱 |
卖出 |
15.4 |
78900.0 |
¥1.21M |
|
| 2025-07-04 |
RSI强势追入 |
买入 |
20.090069999999997 |
60400.0 |
¥1.21M |
|
| 2025-07-10 |
RSI走弱 |
卖出 |
18.90108 |
60400.0 |
¥1.14M |
|
| 2025-08-26 |
RSI强势追入 |
买入 |
22.212190000000003 |
51900.0 |
¥1.15M |
|
| 2025-11-05 |
RSI走弱 |
卖出 |
27.89208 |
51900.0 |
¥1.45M |
|
| 2026-01-07 |
RSI强势追入 |
买入 |
37.6376 |
38500.0 |
¥1.45M |
|
| 2026-02-03 |
RSI走弱 |
卖出 |
37.80216 |
38500.0 |
¥1.45M |
|