603799 华友钴业 — 追涨杀跌 回测明细
数据区间: 2015-01-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.99M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +98.82%）
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 22 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 |
2015-02-27 |
2015-05-08 |
20.807020234 |
21.20877 |
¥1.9万 |
+1.90% |
RSI走弱 |
| 2 |
2015-05-26 |
2015-07-01 |
30.119113023999994 |
24.7752 |
¥-18.0万 |
-17.77% |
RSI走弱 |
| 3 |
2015-11-10 |
2015-12-29 |
22.0286066 |
25.75 |
¥13.9万 |
+16.86% |
RSI走弱 |
| 4 |
2016-05-16 |
2016-07-26 |
27.635888279999996 |
37.31265 |
¥33.3万 |
+34.97% |
RSI走弱 |
| 5 |
2017-02-24 |
2017-03-27 |
56.0728168 |
49.850100000000005 |
¥-14.4万 |
-11.12% |
RSI走弱 |
| 6 |
2017-06-15 |
2017-07-28 |
53.419371004999995 |
57.49 |
¥8.8万 |
+7.59% |
RSI走弱 |
| 7 |
2017-08-31 |
2017-09-26 |
79.10272369999998 |
81.74 |
¥4.1万 |
+3.30% |
RSI走弱 |
| 8 |
2018-03-01 |
2018-03-30 |
119.16474870299997 |
116.34354 |
¥-3.0万 |
-2.40% |
RSI走弱 |
| 9 |
2019-02-27 |
2019-03-26 |
39.050711699999994 |
37.512449999999994 |
¥-4.9万 |
-3.97% |
RSI走弱 |
| 10 |
2019-08-09 |
2019-08-27 |
26.754744016 |
24.43554 |
¥-10.4万 |
-8.70% |
RSI走弱 |
| 11 |
2019-11-28 |
2020-02-10 |
30.820023233999997 |
41.91804 |
¥39.8万 |
+35.97% |
RSI走弱 |
| 12 |
2020-02-13 |
2020-02-21 |
55.07151649999999 |
46.11383999999999 |
¥-24.6万 |
-16.29% |
RSI走弱 |
| 13 |
2020-07-08 |
2020-07-24 |
43.186081939000005 |
41.08887 |
¥-6.1万 |
-4.88% |
RSI走弱 |
| 14 |
2020-11-11 |
2021-02-26 |
45.549150647 |
84.915 |
¥1.03M |
+86.37% |
RSI走弱 |
| 15 |
2021-06-01 |
2021-06-17 |
102.282825645 |
86.90301 |
¥-33.1万 |
-15.06% |
RSI走弱 |
| 16 |
2021-07-07 |
2021-07-29 |
120.15603599999999 |
128.30157 |
¥12.7万 |
+6.75% |
RSI走弱 |
| 17 |
2022-06-07 |
2022-06-09 |
107.09908008799998 |
81.38853 |
¥-48.6万 |
-24.03% |
RSI走弱 |
| 18 |
2023-02-02 |
2023-02-13 |
68.0204 |
62.65 |
¥-12.2万 |
-7.92% |
RSI走弱 |
| 19 |
2024-10-09 |
2024-11-25 |
31.691154494999992 |
32.727239999999995 |
¥4.5万 |
+3.24% |
RSI走弱 |
| 20 |
2025-03-04 |
2025-03-31 |
34.64499038 |
34.31565 |
¥-1.4万 |
-0.98% |
RSI走弱 |
| 21 |
2025-06-24 |
2025-11-05 |
37.819112331 |
57.961980000000004 |
¥76.7万 |
+53.22% |
RSI走弱 |
| 22 |
2026-01-08 |
2026-02-02 |
76.719628986 |
68.77116000000001 |
¥-22.8万 |
-10.39% |
RSI走弱 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-27 |
RSI强势追入 |
买入 |
20.80078 |
47900.0 |
¥99.7万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
21.20877 |
47900.0 |
¥1.02M |
|
| 2015-05-26 |
RSI强势追入 |
买入 |
30.110079999999996 |
33700.0 |
¥1.02M |
|
| 2015-07-01 |
RSI走弱 |
卖出 |
24.7752 |
33700.0 |
¥83.5万 |
|
| 2015-11-10 |
RSI强势追入 |
买入 |
22.022 |
37500.0 |
¥82.6万 |
|
| 2015-12-29 |
RSI走弱 |
卖出 |
25.75 |
37500.0 |
¥96.5万 |
|
| 2016-05-16 |
RSI强势追入 |
买入 |
27.627599999999997 |
34500.0 |
¥95.3万 |
|
| 2016-07-26 |
RSI走弱 |
卖出 |
37.31265 |
34500.0 |
¥1.29M |
|
| 2017-02-24 |
RSI强势追入 |
买入 |
56.056 |
23100.0 |
¥1.30M |
|
| 2017-03-27 |
RSI走弱 |
卖出 |
49.850100000000005 |
23100.0 |
¥1.15M |
|
| 2017-06-15 |
RSI强势追入 |
买入 |
53.40335 |
21800.0 |
¥1.16M |
|
| 2017-07-28 |
RSI走弱 |
卖出 |
57.49 |
21800.0 |
¥1.25M |
|
| 2017-08-31 |
RSI强势追入 |
买入 |
79.079 |
15700.0 |
¥1.24M |
|
| 2017-09-26 |
RSI走弱 |
卖出 |
81.74 |
15700.0 |
¥1.28M |
|
| 2018-03-01 |
RSI强势追入 |
买入 |
119.12900999999998 |
10600.0 |
¥1.26M |
|
| 2018-03-30 |
RSI走弱 |
卖出 |
116.34354 |
10600.0 |
¥1.23M |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
39.038999999999994 |
31800.0 |
¥1.24M |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
37.512449999999994 |
31800.0 |
¥1.19M |
|
| 2019-08-09 |
RSI强势追入 |
买入 |
26.746719999999996 |
44800.0 |
¥1.20M |
|
| 2019-08-27 |
RSI走弱 |
卖出 |
24.43554 |
44800.0 |
¥1.09M |
|
| 2019-11-28 |
RSI强势追入 |
买入 |
30.810779999999998 |
35900.0 |
¥1.11M |
|
| 2020-02-10 |
RSI走弱 |
卖出 |
41.91804 |
35900.0 |
¥1.50M |
|
| 2020-02-13 |
RSI强势追入 |
买入 |
55.05499999999999 |
27400.0 |
¥1.51M |
|
| 2020-02-21 |
RSI走弱 |
卖出 |
46.11383999999999 |
27400.0 |
¥1.26M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
43.17313 |
28800.0 |
¥1.24M |
|
| 2020-07-24 |
RSI走弱 |
卖出 |
41.08887 |
28800.0 |
¥1.18M |
|
| 2020-11-11 |
RSI强势追入 |
买入 |
45.535489999999996 |
26100.0 |
¥1.19M |
|
| 2021-02-26 |
RSI走弱 |
卖出 |
84.915 |
26100.0 |
¥2.22M |
|
| 2021-06-01 |
RSI强势追入 |
买入 |
102.25215 |
21500.0 |
¥2.20M |
|
| 2021-06-17 |
RSI走弱 |
卖出 |
86.90301 |
21500.0 |
¥1.87M |
|
| 2021-07-07 |
RSI强势追入 |
买入 |
120.11999999999999 |
15700.0 |
¥1.89M |
|
| 2021-07-29 |
RSI走弱 |
卖出 |
128.30157 |
15700.0 |
¥2.01M |
|
| 2022-06-07 |
RSI强势追入 |
买入 |
107.06695999999998 |
18900.0 |
¥2.02M |
|
| 2022-06-09 |
RSI走弱 |
卖出 |
81.38853 |
18900.0 |
¥1.54M |
|
| 2023-02-02 |
RSI强势追入 |
买入 |
68.0 |
22600.0 |
¥1.54M |
|
| 2023-02-13 |
RSI走弱 |
卖出 |
62.65 |
22600.0 |
¥1.42M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
31.681649999999994 |
43500.0 |
¥1.38M |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
32.727239999999995 |
43500.0 |
¥1.42M |
|
| 2025-03-04 |
RSI强势追入 |
买入 |
34.6346 |
41700.0 |
¥1.44M |
|
| 2025-03-31 |
RSI走弱 |
卖出 |
34.31565 |
41700.0 |
¥1.43M |
|
| 2025-06-24 |
RSI强势追入 |
买入 |
37.80777 |
38100.0 |
¥1.44M |
|
| 2025-11-05 |
RSI走弱 |
卖出 |
57.961980000000004 |
38100.0 |
¥2.21M |
|
| 2026-01-08 |
RSI强势追入 |
买入 |
76.69662 |
28600.0 |
¥2.19M |
|
| 2026-02-02 |
RSI走弱 |
卖出 |
68.77116000000001 |
28600.0 |
¥1.97M |
|