601901 方正证券 — 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: ¥24.7万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -75.28%）
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 24 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 |
2015-04-14 |
2015-05-04 |
15.800518733999997 |
15.024959999999998 |
¥-4.9万 |
-4.94% |
RSI走弱 |
| 2 |
2015-11-06 |
2015-11-30 |
8.91157267 |
9.1908 |
¥2.9万 |
+3.10% |
RSI走弱 |
| 3 |
2016-11-15 |
2016-12-05 |
8.991676693999999 |
8.20179 |
¥-8.6万 |
-8.81% |
RSI走弱 |
| 4 |
2017-02-13 |
2017-03-22 |
8.230688466 |
8.20179 |
¥-3,374 |
-0.38% |
RSI走弱 |
| 5 |
2017-05-26 |
2017-07-13 |
8.891546664 |
9.15084 |
¥2.6万 |
+2.89% |
RSI走弱 |
| 6 |
2018-07-02 |
2018-07-19 |
6.6185949829999995 |
6.37362 |
¥-3.4万 |
-3.73% |
RSI走弱 |
| 7 |
2019-01-09 |
2019-01-28 |
7.2093621599999995 |
6.15384 |
¥-12.6万 |
-14.67% |
RSI走弱 |
| 8 |
2019-02-27 |
2019-03-27 |
7.760077324999998 |
7.252740000000001 |
¥-5.0万 |
-6.57% |
RSI走弱 |
| 9 |
2019-09-17 |
2019-09-27 |
7.229388166 |
7.012979999999999 |
¥-2.1万 |
-3.02% |
RSI走弱 |
| 10 |
2019-12-25 |
2020-02-03 |
7.7901163339999995 |
7.24 |
¥-4.8万 |
-7.09% |
RSI走弱 |
| 11 |
2020-07-07 |
2020-08-27 |
9.011702699999999 |
8.62137 |
¥-2.8万 |
-4.36% |
RSI走弱 |
| 12 |
2020-10-30 |
2020-11-13 |
9.522365852999998 |
8.82117 |
¥-4.4万 |
-7.39% |
RSI走弱 |
| 13 |
2021-01-05 |
2021-01-14 |
11.014303299999998 |
9.02097 |
¥-10.0万 |
-18.12% |
RSI走弱 |
| 14 |
2021-04-23 |
2021-05-10 |
9.572430868 |
8.7912 |
¥-3.8万 |
-8.19% |
RSI走弱 |
| 15 |
2022-06-16 |
2022-07-06 |
7.082124 |
6.65334 |
¥-2.6万 |
-6.08% |
RSI走弱 |
| 16 |
2022-11-07 |
2022-11-22 |
6.999089097000001 |
6.70329 |
¥-1.6万 |
-4.25% |
RSI走弱 |
| 17 |
2023-08-01 |
2023-08-22 |
7.0892061239999995 |
7.382609999999999 |
¥1.5万 |
+4.11% |
RSI走弱 |
| 18 |
2023-11-09 |
2023-11-28 |
9.111832729999998 |
8.68131 |
¥-1.9万 |
-4.75% |
RSI走弱 |
| 19 |
2024-03-04 |
2024-03-15 |
8.040441409 |
7.32267 |
¥-3.3万 |
-8.95% |
RSI走弱 |
| 20 |
2024-04-30 |
2024-05-24 |
9.061767714999998 |
8.38161 |
¥-2.6万 |
-7.53% |
RSI走弱 |
| 21 |
2024-10-09 |
2024-11-18 |
9.962937984999998 |
8.72127 |
¥-3.9万 |
-12.49% |
RSI走弱 |
| 22 |
2025-07-25 |
2025-08-04 |
8.380883510999999 |
8.03196 |
¥-1.2万 |
-4.19% |
RSI走弱 |
| 23 |
2025-08-19 |
2025-09-04 |
8.591156574 |
8.27172 |
¥-1.0万 |
-3.75% |
RSI走弱 |
| 24 |
2026-06-26 |
2026-07-20 |
7.40962222 |
6.97 |
¥-1.5万 |
-5.96% |
RSI走弱 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-14 |
RSI强势追入 |
买入 |
15.795779999999997 |
62800.0 |
¥99.2万 |
|
| 2015-05-04 |
RSI走弱 |
卖出 |
15.024959999999998 |
62800.0 |
¥94.3万 |
|
| 2015-11-06 |
RSI强势追入 |
买入 |
8.9089 |
106200.0 |
¥94.6万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
9.1908 |
106200.0 |
¥97.6万 |
|
| 2016-11-15 |
RSI强势追入 |
买入 |
8.98898 |
108500.0 |
¥97.6万 |
|
| 2016-12-05 |
RSI走弱 |
卖出 |
8.20179 |
108500.0 |
¥89.0万 |
|
| 2017-02-13 |
RSI强势追入 |
买入 |
8.22822 |
107600.0 |
¥88.6万 |
|
| 2017-03-22 |
RSI走弱 |
卖出 |
8.20179 |
107600.0 |
¥88.2万 |
|
| 2017-05-26 |
RSI强势追入 |
买入 |
8.88888 |
99400.0 |
¥88.4万 |
|
| 2017-07-13 |
RSI走弱 |
卖出 |
9.15084 |
99400.0 |
¥90.9万 |
|
| 2018-07-02 |
RSI强势追入 |
买入 |
6.61661 |
136500.0 |
¥90.3万 |
|
| 2018-07-19 |
RSI走弱 |
卖出 |
6.37362 |
136500.0 |
¥87.0万 |
|
| 2019-01-09 |
RSI强势追入 |
买入 |
7.207199999999999 |
119300.0 |
¥86.0万 |
|
| 2019-01-28 |
RSI走弱 |
卖出 |
6.15384 |
119300.0 |
¥73.4万 |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
7.757749999999998 |
97300.0 |
¥75.5万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
7.252740000000001 |
97300.0 |
¥70.5万 |
|
| 2019-09-17 |
RSI强势追入 |
买入 |
7.227219999999999 |
96800.0 |
¥70.0万 |
|
| 2019-09-27 |
RSI走弱 |
卖出 |
7.012979999999999 |
96800.0 |
¥67.9万 |
|
| 2019-12-25 |
RSI强势追入 |
买入 |
7.78778 |
86200.0 |
¥67.2万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
7.24 |
86200.0 |
¥62.4万 |
|
| 2020-07-07 |
RSI强势追入 |
买入 |
9.008999999999999 |
70800.0 |
¥63.8万 |
|
| 2020-08-27 |
RSI走弱 |
卖出 |
8.62137 |
70800.0 |
¥61.0万 |
|
| 2020-10-30 |
RSI强势追入 |
买入 |
9.519509999999999 |
63100.0 |
¥60.1万 |
|
| 2020-11-13 |
RSI走弱 |
卖出 |
8.82117 |
63100.0 |
¥55.6万 |
|
| 2021-01-05 |
RSI强势追入 |
买入 |
11.011 |
50300.0 |
¥55.4万 |
|
| 2021-01-14 |
RSI走弱 |
卖出 |
9.02097 |
50300.0 |
¥45.4万 |
|
| 2021-04-23 |
RSI强势追入 |
买入 |
9.56956 |
48000.0 |
¥45.9万 |
|
| 2021-05-10 |
RSI走弱 |
卖出 |
8.7912 |
48000.0 |
¥42.2万 |
|
| 2022-06-16 |
RSI强势追入 |
买入 |
7.08 |
60100.0 |
¥42.6万 |
|
| 2022-07-06 |
RSI走弱 |
卖出 |
6.65334 |
60100.0 |
¥40.0万 |
|
| 2022-11-07 |
RSI强势追入 |
买入 |
6.996989999999999 |
54900.0 |
¥38.4万 |
|
| 2022-11-22 |
RSI走弱 |
卖出 |
6.70329 |
54900.0 |
¥36.8万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
7.087079999999999 |
53100.0 |
¥37.6万 |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
7.382609999999999 |
53100.0 |
¥39.2万 |
|
| 2023-11-09 |
RSI强势追入 |
买入 |
9.109099999999998 |
44000.0 |
¥40.1万 |
|
| 2023-11-28 |
RSI走弱 |
卖出 |
8.68131 |
44000.0 |
¥38.2万 |
|
| 2024-03-04 |
RSI强势追入 |
买入 |
8.03803 |
45400.0 |
¥36.5万 |
|
| 2024-03-15 |
RSI走弱 |
卖出 |
7.32267 |
45400.0 |
¥33.2万 |
|
| 2024-04-30 |
RSI强势追入 |
买入 |
9.05905 |
38000.0 |
¥34.4万 |
|
| 2024-05-24 |
RSI走弱 |
卖出 |
8.38161 |
38000.0 |
¥31.8万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
9.959949999999997 |
31400.0 |
¥31.3万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
8.72127 |
31400.0 |
¥27.4万 |
|
| 2025-07-25 |
RSI强势追入 |
买入 |
8.378369999999999 |
33700.0 |
¥28.2万 |
|
| 2025-08-04 |
RSI走弱 |
卖出 |
8.03196 |
33700.0 |
¥27.1万 |
|
| 2025-08-19 |
RSI强势追入 |
买入 |
8.588579999999999 |
31400.0 |
¥27.0万 |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
8.27172 |
31400.0 |
¥26.0万 |
|
| 2026-06-26 |
RSI强势追入 |
买入 |
7.4074 |
34800.0 |
¥25.8万 |
|
| 2026-07-20 |
RSI走弱 |
卖出 |
6.97 |
34800.0 |
¥24.2万 |
|