603369 今世缘 — 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: ¥42.8万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -57.16%）
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 |
2015-03-27 |
2015-05-06 |
30.089024 |
31.548419999999997 |
¥4.8万 |
+4.82% |
RSI走弱 |
| 2 |
2015-05-27 |
2015-06-19 |
45.0585135 |
40.159800000000004 |
¥-11.2万 |
-10.90% |
RSI走弱 |
| 3 |
2015-11-05 |
2015-12-09 |
32.44212972 |
32.737230000000004 |
¥8,073 |
+0.88% |
RSI走弱 |
| 4 |
2016-03-31 |
2016-04-21 |
32.562285756 |
31.43853 |
¥-3.2万 |
-3.48% |
RSI走弱 |
| 5 |
2016-05-04 |
2016-05-09 |
38.0494114 |
14.17581 |
¥-56.8万 |
-62.75% |
RSI走弱 |
| 6 |
2017-02-23 |
2017-03-21 |
14.11833423 |
13.606380000000001 |
¥-1.2万 |
-3.66% |
RSI走弱 |
| 7 |
2017-07-24 |
2017-08-25 |
14.148373239 |
15.474509999999999 |
¥3.1万 |
+9.34% |
RSI走弱 |
| 8 |
2018-01-15 |
2018-01-30 |
17.212352157 |
16.38 |
¥-1.7万 |
-4.86% |
RSI走弱 |
| 9 |
2018-05-09 |
2018-06-20 |
21.047332305999998 |
20.79 |
¥-4,296 |
-1.25% |
RSI走弱 |
| 10 |
2019-02-12 |
2019-04-12 |
18.023405399999998 |
25.72425 |
¥14.2万 |
+42.68% |
RSI走弱 |
| 11 |
2019-07-03 |
2019-07-22 |
29.83874894 |
27.482490000000002 |
¥-3.8万 |
-7.92% |
RSI走弱 |
| 12 |
2019-09-23 |
2019-10-21 |
33.233156957 |
31.39857 |
¥-2.4万 |
-5.55% |
RSI走弱 |
| 13 |
2020-01-13 |
2020-01-23 |
35.035497496999994 |
32.75721 |
¥-2.7万 |
-6.53% |
RSI走弱 |
| 14 |
2020-05-12 |
2020-07-27 |
35.115601520999995 |
41.90805 |
¥7.5万 |
+19.31% |
RSI走弱 |
| 15 |
2020-08-31 |
2020-09-10 |
53.56956604999999 |
48.24171 |
¥-4.6万 |
-9.97% |
RSI走弱 |
| 16 |
2020-12-18 |
2021-01-19 |
57.19427313599999 |
58.86108 |
¥1.2万 |
+2.88% |
RSI走弱 |
| 17 |
2021-05-27 |
2021-06-09 |
58.355781484 |
55.21473 |
¥-2.3万 |
-5.41% |
RSI走弱 |
| 18 |
2021-11-22 |
2021-12-28 |
58.07541739999999 |
56.16378 |
¥-1.3万 |
-3.32% |
RSI走弱 |
| 19 |
2022-12-12 |
2023-03-08 |
47.60181626199999 |
61.0389 |
¥11.0万 |
+28.19% |
RSI走弱 |
| 20 |
2023-08-01 |
2023-08-15 |
60.69882418599999 |
57.80214 |
¥-2.4万 |
-4.80% |
RSI走弱 |
| 21 |
2024-02-08 |
2024-04-11 |
52.007537582 |
54.945 |
¥2.7万 |
+5.62% |
RSI走弱 |
| 22 |
2024-10-09 |
2024-10-31 |
52.41572 |
43.506449999999994 |
¥-8.3万 |
-17.02% |
RSI走弱 |
| 23 |
2025-02-25 |
2025-04-08 |
49.06371469999999 |
51.25869 |
¥1.9万 |
+4.44% |
RSI走弱 |
| 24 |
2025-08-21 |
2025-09-16 |
42.902867 |
41.88807 |
¥-1.1万 |
-2.39% |
RSI走弱 |
| 25 |
2026-11-02 |
2026-11-13 |
33.713781101 |
33.27 |
¥-5,808 |
-1.35% |
强平 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-27 |
RSI强势追入 |
买入 |
30.08 |
32900.0 |
¥99.0万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
31.548419999999997 |
32900.0 |
¥1.04M |
|
| 2015-05-27 |
RSI强势追入 |
买入 |
45.044999999999995 |
22900.0 |
¥1.03M |
|
| 2015-06-19 |
RSI走弱 |
卖出 |
40.159800000000004 |
22900.0 |
¥91.9万 |
|
| 2015-11-05 |
RSI强势追入 |
买入 |
32.432399999999994 |
28300.0 |
¥91.8万 |
|
| 2015-12-09 |
RSI走弱 |
卖出 |
32.737230000000004 |
28300.0 |
¥92.6万 |
|
| 2016-03-31 |
RSI强势追入 |
买入 |
32.55252 |
28600.0 |
¥93.1万 |
|
| 2016-04-21 |
RSI走弱 |
卖出 |
31.43853 |
28600.0 |
¥89.9万 |
|
| 2016-05-04 |
RSI强势追入 |
买入 |
38.038 |
23800.0 |
¥90.6万 |
|
| 2016-05-09 |
RSI走弱 |
卖出 |
14.17581 |
23800.0 |
¥33.7万 |
|
| 2017-02-23 |
RSI强势追入 |
买入 |
14.114099999999999 |
23900.0 |
¥33.7万 |
|
| 2017-03-21 |
RSI走弱 |
卖出 |
13.606380000000001 |
23900.0 |
¥32.5万 |
|
| 2017-07-24 |
RSI强势追入 |
买入 |
14.144129999999999 |
23100.0 |
¥32.7万 |
|
| 2017-08-25 |
RSI走弱 |
卖出 |
15.474509999999999 |
23100.0 |
¥35.7万 |
|
| 2018-01-15 |
RSI强势追入 |
买入 |
17.20719 |
20900.0 |
¥36.0万 |
|
| 2018-01-30 |
RSI走弱 |
卖出 |
16.38 |
20900.0 |
¥34.2万 |
|
| 2018-05-09 |
RSI强势追入 |
买入 |
21.041019999999996 |
16300.0 |
¥34.3万 |
|
| 2018-06-20 |
RSI走弱 |
卖出 |
20.79 |
16300.0 |
¥33.9万 |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
18.017999999999997 |
18500.0 |
¥33.3万 |
|
| 2019-04-12 |
RSI走弱 |
卖出 |
25.72425 |
18500.0 |
¥47.6万 |
|
| 2019-07-03 |
RSI强势追入 |
买入 |
29.8298 |
16000.0 |
¥47.7万 |
|
| 2019-07-22 |
RSI走弱 |
卖出 |
27.482490000000002 |
16000.0 |
¥44.0万 |
|
| 2019-09-23 |
RSI强势追入 |
买入 |
33.223189999999995 |
13200.0 |
¥43.9万 |
|
| 2019-10-21 |
RSI走弱 |
卖出 |
31.39857 |
13200.0 |
¥41.4万 |
|
| 2020-01-13 |
RSI强势追入 |
买入 |
35.024989999999995 |
11900.0 |
¥41.7万 |
|
| 2020-01-23 |
RSI走弱 |
卖出 |
32.75721 |
11900.0 |
¥39.0万 |
|
| 2020-05-12 |
RSI强势追入 |
买入 |
35.10507 |
11000.0 |
¥38.6万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
41.90805 |
11000.0 |
¥46.1万 |
|
| 2020-08-31 |
RSI强势追入 |
买入 |
53.55349999999999 |
8600.0 |
¥46.1万 |
|
| 2020-09-10 |
RSI走弱 |
卖出 |
48.24171 |
8600.0 |
¥41.5万 |
|
| 2020-12-18 |
RSI强势追入 |
买入 |
57.17711999999999 |
7200.0 |
¥41.2万 |
|
| 2021-01-19 |
RSI走弱 |
卖出 |
58.86108 |
7200.0 |
¥42.4万 |
|
| 2021-05-27 |
RSI强势追入 |
买入 |
58.33828 |
7300.0 |
¥42.6万 |
|
| 2021-06-09 |
RSI走弱 |
卖出 |
55.21473 |
7300.0 |
¥40.3万 |
|
| 2021-11-22 |
RSI强势追入 |
买入 |
58.05799999999999 |
6900.0 |
¥40.1万 |
|
| 2021-12-28 |
RSI走弱 |
卖出 |
56.16378 |
6900.0 |
¥38.7万 |
|
| 2022-12-12 |
RSI强势追入 |
买入 |
47.58754 |
8200.0 |
¥39.0万 |
|
| 2023-03-08 |
RSI走弱 |
卖出 |
61.0389 |
8200.0 |
¥50.0万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
60.68061999999999 |
8200.0 |
¥49.8万 |
|
| 2023-08-15 |
RSI走弱 |
卖出 |
57.80214 |
8200.0 |
¥47.4万 |
|
| 2024-02-08 |
RSI强势追入 |
买入 |
51.99193999999999 |
9200.0 |
¥47.8万 |
|
| 2024-04-11 |
RSI走弱 |
卖出 |
54.945 |
9200.0 |
¥50.5万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
52.4 |
9300.0 |
¥48.7万 |
|
| 2024-10-31 |
RSI走弱 |
卖出 |
43.506449999999994 |
9300.0 |
¥40.4万 |
|
| 2025-02-25 |
RSI强势追入 |
买入 |
49.04899999999999 |
8500.0 |
¥41.7万 |
|
| 2025-04-08 |
RSI走弱 |
卖出 |
51.25869 |
8500.0 |
¥43.6万 |
|
| 2025-08-21 |
RSI强势追入 |
买入 |
42.89 |
10300.0 |
¥44.2万 |
|
| 2025-09-16 |
RSI走弱 |
卖出 |
41.88807 |
10300.0 |
¥43.1万 |
|
| 2026-11-02 |
RSI强势追入 |
买入 |
33.703669999999995 |
12800.0 |
¥43.2万 |
|
| 2026-11-13 |
强平 |
卖出 |
33.27 |
12800 |
¥42.6万 |
回测结束强平 |