603019 中科曙光 — 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: ¥4.22M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +322.11%）
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 19 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 |
2015-01-27 |
2015-06-08 |
54.07021619999999 |
128.3715 |
¥1.35M |
+137.35% |
RSI走弱 |
| 2 |
2015-11-03 |
2015-11-30 |
89.10571369699998 |
89.61030000000001 |
¥1.3万 |
+0.54% |
RSI走弱 |
| 3 |
2017-04-11 |
2017-04-20 |
30.519633143999997 |
27.45252 |
¥-23.5万 |
-10.08% |
RSI走弱 |
| 4 |
2017-09-06 |
2017-11-27 |
32.852662843 |
45.47448 |
¥79.7万 |
+38.38% |
RSI走弱 |
| 5 |
2018-03-07 |
2018-04-13 |
48.242648454 |
49.300650000000005 |
¥6.3万 |
+2.16% |
RSI走弱 |
| 6 |
2019-02-15 |
2019-04-12 |
42.625353771 |
58.88106 |
¥1.13M |
+38.09% |
RSI走弱 |
| 7 |
2019-09-10 |
2019-09-26 |
40.292084 |
36.4635 |
¥-39.1万 |
-9.53% |
RSI走弱 |
| 8 |
2020-01-16 |
2020-02-04 |
42.85565283999999 |
36.31 |
¥-56.5万 |
-15.30% |
RSI走弱 |
| 9 |
2020-02-25 |
2020-03-02 |
51.887381545999986 |
46.4535 |
¥-32.1万 |
-10.50% |
RSI走弱 |
| 10 |
2020-07-13 |
2020-07-27 |
49.644468874 |
42.377579999999995 |
¥-40.8万 |
-14.66% |
RSI走弱 |
| 11 |
2021-07-20 |
2021-08-16 |
31.540959450000003 |
29.97 |
¥-12.0万 |
-5.01% |
RSI走弱 |
| 12 |
2022-01-24 |
2022-01-28 |
31.721193504 |
29.04093 |
¥-19.4万 |
-8.48% |
RSI走弱 |
| 13 |
2023-02-03 |
2023-05-12 |
24.912351463999993 |
46.433519999999994 |
¥1.83M |
+86.33% |
RSI走弱 |
| 14 |
2024-03-01 |
2024-03-28 |
49.013649685 |
47.2527 |
¥-14.0万 |
-3.62% |
RSI走弱 |
| 15 |
2024-10-10 |
2024-12-12 |
56.0728168 |
73.87605 |
¥1.21M |
+31.71% |
RSI走弱 |
| 16 |
2025-08-15 |
2025-09-05 |
73.27515595400001 |
79.51041000000001 |
¥41.9万 |
+8.48% |
RSI走弱 |
| 17 |
2025-09-17 |
2025-10-20 |
108.28061444199999 |
107.02287000000001 |
¥-6.3万 |
-1.19% |
RSI走弱 |
| 18 |
2026-05-07 |
2026-05-22 |
99.82994 |
93.16674 |
¥-35.9万 |
-6.70% |
RSI走弱 |
| 19 |
2026-07-01 |
2026-07-20 |
107.729899277 |
90.76914 |
¥-79.0万 |
-15.77% |
RSI走弱 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-01-27 |
RSI强势追入 |
买入 |
54.053999999999995 |
18200.0 |
¥98.4万 |
|
| 2015-06-08 |
RSI走弱 |
卖出 |
128.3715 |
18200.0 |
¥2.34M |
|
| 2015-11-03 |
RSI强势追入 |
买入 |
89.07898999999999 |
26200.0 |
¥2.33M |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
89.61030000000001 |
26200.0 |
¥2.35M |
|
| 2017-04-11 |
RSI强势追入 |
买入 |
30.510479999999998 |
76400.0 |
¥2.33M |
|
| 2017-04-20 |
RSI走弱 |
卖出 |
27.45252 |
76400.0 |
¥2.10M |
|
| 2017-09-06 |
RSI强势追入 |
买入 |
32.84281 |
63200.0 |
¥2.08M |
|
| 2017-11-27 |
RSI走弱 |
卖出 |
45.47448 |
63200.0 |
¥2.87M |
|
| 2018-03-07 |
RSI强势追入 |
买入 |
48.228179999999995 |
60100.0 |
¥2.90M |
|
| 2018-04-13 |
RSI走弱 |
卖出 |
49.300650000000005 |
60100.0 |
¥2.96M |
|
| 2019-02-15 |
RSI强势追入 |
买入 |
42.61257 |
69700.0 |
¥2.97M |
|
| 2019-04-12 |
RSI走弱 |
卖出 |
58.88106 |
69700.0 |
¥4.10M |
|
| 2019-09-10 |
RSI强势追入 |
买入 |
40.28 |
101900.0 |
¥4.11M |
|
| 2019-09-26 |
RSI走弱 |
卖出 |
36.4635 |
101900.0 |
¥3.71M |
|
| 2020-01-16 |
RSI强势追入 |
买入 |
42.84279999999999 |
86200.0 |
¥3.69M |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
36.31 |
86200.0 |
¥3.13M |
|
| 2020-02-25 |
RSI强势追入 |
买入 |
51.87181999999999 |
58900.0 |
¥3.06M |
|
| 2020-03-02 |
RSI走弱 |
卖出 |
46.4535 |
58900.0 |
¥2.74M |
|
| 2020-07-13 |
RSI强势追入 |
买入 |
49.62957999999999 |
56100.0 |
¥2.79M |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
42.377579999999995 |
56100.0 |
¥2.38M |
|
| 2021-07-20 |
RSI强势追入 |
买入 |
31.5315 |
76000.0 |
¥2.40M |
|
| 2021-08-16 |
RSI走弱 |
卖出 |
29.97 |
76000.0 |
¥2.28M |
|
| 2022-01-24 |
RSI强势追入 |
买入 |
31.711679999999994 |
72300.0 |
¥2.29M |
|
| 2022-01-28 |
RSI走弱 |
卖出 |
29.04093 |
72300.0 |
¥2.10M |
|
| 2023-02-03 |
RSI强势追入 |
买入 |
24.90487999999999 |
85000.0 |
¥2.12M |
|
| 2023-05-12 |
RSI走弱 |
卖出 |
46.433519999999994 |
85000.0 |
¥3.95M |
|
| 2024-03-01 |
RSI强势追入 |
买入 |
48.99895 |
79100.0 |
¥3.88M |
|
| 2024-03-28 |
RSI走弱 |
卖出 |
47.2527 |
79100.0 |
¥3.74M |
|
| 2024-10-10 |
RSI强势追入 |
买入 |
56.056 |
67800.0 |
¥3.80M |
|
| 2024-12-12 |
RSI走弱 |
卖出 |
73.87605 |
67800.0 |
¥5.01M |
|
| 2025-08-15 |
RSI强势追入 |
买入 |
73.25318 |
67400.0 |
¥4.94M |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
79.51041000000001 |
67400.0 |
¥5.36M |
|
| 2025-09-17 |
RSI强势追入 |
买入 |
108.24814 |
48500.0 |
¥5.25M |
|
| 2025-10-20 |
RSI走弱 |
卖出 |
107.02287000000001 |
48500.0 |
¥5.19M |
|
| 2026-05-07 |
RSI强势追入 |
买入 |
99.8 |
53600.0 |
¥5.35M |
|
| 2026-05-22 |
RSI走弱 |
卖出 |
93.16674 |
53600.0 |
¥4.99M |
|
| 2026-07-01 |
RSI强势追入 |
买入 |
107.69758999999999 |
46500.0 |
¥5.01M |
|
| 2026-07-20 |
RSI走弱 |
卖出 |
90.76914 |
46500.0 |
¥4.22M |
|