603288 海天味业 — 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: ¥65.3万
策略: 追涨杀跌
K线 & 交易信号(策略收益 -34.68%)
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 21 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 |
2015-03-04 |
47.051101097 |
45.954 |
¥-2.3万 |
-2.36% |
RSI走弱 |
| 2 |
2015-04-08 |
2015-04-16 |
59.97788796999999 |
33.4665 |
¥-42.7万 |
-44.22% |
RSI走弱 |
| 3 |
2017-01-17 |
2017-02-06 |
31.629486 |
29.91006 |
¥-2.9万 |
-5.46% |
RSI走弱 |
| 4 |
2017-03-24 |
2017-05-09 |
34.19440524499999 |
35.81415 |
¥2.4万 |
+4.71% |
RSI走弱 |
| 5 |
2017-06-09 |
2017-07-04 |
41.543949446999996 |
38.8611 |
¥-3.5万 |
-6.49% |
RSI走弱 |
| 6 |
2017-09-22 |
2017-11-24 |
44.627954370999994 |
50.82912000000001 |
¥6.9万 |
+13.86% |
RSI走弱 |
| 7 |
2018-05-14 |
2018-06-28 |
67.73796529499998 |
70.20972 |
¥2.1万 |
+3.62% |
RSI走弱 |
| 8 |
2018-09-28 |
2018-10-16 |
79.1027237 |
71.4285 |
¥-5.8万 |
-9.73% |
RSI走弱 |
| 9 |
2019-02-12 |
2019-03-11 |
75.868523731 |
74.31561 |
¥-1.1万 |
-2.08% |
RSI走弱 |
| 10 |
2019-04-02 |
2019-07-05 |
86.11182579999998 |
102.20769 |
¥9.8万 |
+18.66% |
RSI走弱 |
| 11 |
2019-09-02 |
2019-10-09 |
114.63887134699998 |
108.77112 |
¥-3.2万 |
-5.15% |
RSI走弱 |
| 12 |
2020-04-01 |
2020-05-08 |
125.777722 |
107.49239999999999 |
¥-8.6万 |
-14.56% |
RSI走弱 |
| 13 |
2020-07-08 |
2020-09-08 |
129.26786872999998 |
161.50833 |
¥12.6万 |
+24.90% |
RSI走弱 |
| 14 |
2020-12-07 |
2021-01-28 |
183.2379549 |
199.4004 |
¥5.5万 |
+8.79% |
RSI走弱 |
| 15 |
2021-10-25 |
2021-11-25 |
120.25616602999997 |
117.37250999999999 |
¥-1.6万 |
-2.43% |
RSI走弱 |
| 16 |
2022-07-01 |
2022-07-12 |
90.56761213499999 |
84.79512000000001 |
¥-4.3万 |
-6.40% |
RSI走弱 |
| 17 |
2022-12-07 |
2023-01-04 |
80.31429706299998 |
77.41251 |
¥-2.3万 |
-3.64% |
RSI走弱 |
| 18 |
2024-02-22 |
2024-03-26 |
39.751621910000004 |
40.0599 |
¥4,533 |
+0.75% |
RSI走弱 |
| 19 |
2024-09-26 |
2024-11-25 |
38.660204582999995 |
44.08587 |
¥8.6万 |
+14.00% |
RSI走弱 |
| 20 |
2025-08-26 |
2025-09-18 |
41.17346833599999 |
40.23972 |
¥-1.6万 |
-2.30% |
RSI走弱 |
| 21 |
2026-04-02 |
2026-04-24 |
41.614040468 |
39.8 |
¥-3.0万 |
-4.39% |
RSI走弱 |
逐笔成交记录(共 42 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 |
47.036989999999996 |
21100.0 |
¥99.3万 |
|
| 2015-03-04 |
RSI走弱 |
卖出 |
45.954 |
21100.0 |
¥96.9万 |
|
| 2015-04-08 |
RSI强势追入 |
买入 |
59.95989999999999 |
16100.0 |
¥96.6万 |
|
| 2015-04-16 |
RSI走弱 |
卖出 |
33.4665 |
16100.0 |
¥53.9万 |
|
| 2017-01-17 |
RSI强势追入 |
买入 |
31.62 |
17000.0 |
¥53.8万 |
|
| 2017-02-06 |
RSI走弱 |
卖出 |
29.91006 |
17000.0 |
¥50.8万 |
|
| 2017-03-24 |
RSI强势追入 |
买入 |
34.184149999999995 |
15100.0 |
¥51.6万 |
|
| 2017-05-09 |
RSI走弱 |
卖出 |
35.81415 |
15100.0 |
¥54.1万 |
|
| 2017-06-09 |
RSI强势追入 |
买入 |
41.53149 |
13000.0 |
¥54.0万 |
|
| 2017-07-04 |
RSI走弱 |
卖出 |
38.8611 |
13000.0 |
¥50.5万 |
|
| 2017-09-22 |
RSI强势追入 |
买入 |
44.61456999999999 |
11200.0 |
¥50.0万 |
|
| 2017-11-24 |
RSI走弱 |
卖出 |
50.82912000000001 |
11200.0 |
¥56.9万 |
|
| 2018-05-14 |
RSI强势追入 |
买入 |
67.71764999999999 |
8400.0 |
¥56.9万 |
|
| 2018-06-28 |
RSI走弱 |
卖出 |
70.20972 |
8400.0 |
¥59.0万 |
|
| 2018-09-28 |
RSI强势追入 |
买入 |
79.079 |
7500.0 |
¥59.3万 |
|
| 2018-10-16 |
RSI走弱 |
卖出 |
71.4285 |
7500.0 |
¥53.6万 |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
75.84576999999999 |
7100.0 |
¥53.9万 |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
74.31561 |
7100.0 |
¥52.7万 |
|
| 2019-04-02 |
RSI强势追入 |
买入 |
86.08599999999997 |
6100.0 |
¥52.5万 |
|
| 2019-07-05 |
RSI走弱 |
卖出 |
102.20769 |
6100.0 |
¥62.3万 |
|
| 2019-09-02 |
RSI强势追入 |
买入 |
114.60448999999998 |
5400.0 |
¥61.9万 |
|
| 2019-10-09 |
RSI走弱 |
卖出 |
108.77112 |
5400.0 |
¥58.7万 |
|
| 2020-04-01 |
RSI强势追入 |
买入 |
125.74 |
4700.0 |
¥59.1万 |
|
| 2020-05-08 |
RSI走弱 |
卖出 |
107.49239999999999 |
4700.0 |
¥50.5万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
129.2291 |
3900.0 |
¥50.4万 |
|
| 2020-09-08 |
RSI走弱 |
卖出 |
161.50833 |
3900.0 |
¥63.0万 |
|
| 2020-12-07 |
RSI强势追入 |
买入 |
183.183 |
3400.0 |
¥62.3万 |
|
| 2021-01-28 |
RSI走弱 |
卖出 |
199.4004 |
3400.0 |
¥67.8万 |
|
| 2021-10-25 |
RSI强势追入 |
买入 |
120.22009999999999 |
5600.0 |
¥67.3万 |
|
| 2021-11-25 |
RSI走弱 |
卖出 |
117.37250999999999 |
5600.0 |
¥65.7万 |
|
| 2022-07-01 |
RSI强势追入 |
买入 |
90.54044999999999 |
7400.0 |
¥67.0万 |
|
| 2022-07-12 |
RSI走弱 |
卖出 |
84.79512000000001 |
7400.0 |
¥62.7万 |
|
| 2022-12-07 |
RSI强势追入 |
买入 |
80.29020999999999 |
7800.0 |
¥62.6万 |
|
| 2023-01-04 |
RSI走弱 |
卖出 |
77.41251 |
7800.0 |
¥60.4万 |
|
| 2024-02-22 |
RSI强势追入 |
买入 |
39.7397 |
15300.0 |
¥60.8万 |
|
| 2024-03-26 |
RSI走弱 |
卖出 |
40.0599 |
15300.0 |
¥61.3万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
38.64861 |
15800.0 |
¥61.1万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
44.08587 |
15800.0 |
¥69.6万 |
|
| 2025-08-26 |
RSI强势追入 |
买入 |
41.16111999999999 |
16900.0 |
¥69.6万 |
|
| 2025-09-18 |
RSI走弱 |
卖出 |
40.23972 |
16900.0 |
¥68.0万 |
|
| 2026-04-02 |
RSI强势追入 |
买入 |
41.60156 |
16200.0 |
¥67.4万 |
|
| 2026-04-24 |
RSI走弱 |
卖出 |
39.8 |
16200.0 |
¥64.5万 |
|