603986 兆易创新 — 追涨杀跌 回测明细
数据区间: 2016-08-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.63M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +62.85%）
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 |
2017-03-17 |
2017-04-14 |
243.81662304999998 |
179.39042999999998 |
¥-25.8万 |
-26.45% |
RSI走弱 |
| 2 |
2017-09-01 |
2017-10-20 |
95.00337246399998 |
115.66422 |
¥15.9万 |
+21.71% |
RSI走弱 |
| 3 |
2018-03-02 |
2018-04-13 |
150.195045 |
182.83698 |
¥17.9万 |
+21.70% |
RSI走弱 |
| 4 |
2019-02-26 |
2019-04-16 |
89.47619480799997 |
99.4005 |
¥11.9万 |
+11.06% |
RSI走弱 |
| 5 |
2019-07-17 |
2019-08-02 |
101.61195444399998 |
88.08 |
¥-15.9万 |
-13.34% |
RSI走弱 |
| 6 |
2019-08-22 |
2019-10-09 |
110.77385218899998 |
139.63023 |
¥26.8万 |
+26.01% |
RSI走弱 |
| 7 |
2019-12-10 |
2019-12-24 |
195.10336345499996 |
186.05376 |
¥-6.0万 |
-4.67% |
RSI走弱 |
| 8 |
2020-01-14 |
2020-03-05 |
256.53313686 |
323.676 |
¥31.5万 |
+26.14% |
RSI走弱 |
| 9 |
2020-07-10 |
2020-07-17 |
272.4838506389999 |
239.65010999999998 |
¥-18.4万 |
-12.08% |
RSI走弱 |
| 10 |
2020-11-10 |
2020-11-27 |
222.2886666 |
200.80899 |
¥-13.1万 |
-9.69% |
RSI走弱 |
| 11 |
2021-07-01 |
2021-07-19 |
187.19309108499996 |
164.835 |
¥-14.8万 |
-11.97% |
RSI走弱 |
| 12 |
2021-07-30 |
2021-08-10 |
212.37579362999995 |
189.56025 |
¥-11.7万 |
-10.77% |
RSI走弱 |
| 13 |
2022-11-18 |
2022-12-23 |
105.93757173999998 |
98.4015 |
¥-6.8万 |
-7.14% |
RSI走弱 |
| 14 |
2023-01-18 |
2023-02-20 |
119.15473569999999 |
108.62127000000001 |
¥-7.9万 |
-8.87% |
RSI走弱 |
| 15 |
2023-04-04 |
2023-04-25 |
129.71845386500001 |
120.2796 |
¥-6.0万 |
-7.30% |
RSI走弱 |
| 16 |
2024-06-18 |
2024-07-24 |
94.32248825999999 |
88.6113 |
¥-4.7万 |
-6.08% |
RSI走弱 |
| 17 |
2024-10-09 |
2024-11-19 |
97.22625912999997 |
86.98292999999998 |
¥-7.6万 |
-10.56% |
RSI走弱 |
| 18 |
2024-12-20 |
2025-01-07 |
110.84394320999999 |
100.33955999999999 |
¥-6.1万 |
-9.50% |
RSI走弱 |
| 19 |
2025-01-16 |
2025-02-19 |
132.24173062100002 |
123.33653999999999 |
¥-3.9万 |
-6.76% |
RSI走弱 |
| 20 |
2025-08-22 |
2025-11-13 |
135.29569653599998 |
211.88 |
¥30.6万 |
+56.56% |
RSI走弱 |
| 21 |
2026-01-08 |
2026-03-04 |
259.33677769999997 |
272.89 |
¥4.3万 |
+5.19% |
RSI走弱 |
| 22 |
2026-05-08 |
2026-07-09 |
341.44340229999995 |
632.367 |
¥72.7万 |
+85.15% |
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 |
|---|
| 2017-03-17 |
RSI强势追入 |
买入 |
243.74349999999998 |
4000.0 |
¥97.5万 |
|
| 2017-04-14 |
RSI走弱 |
卖出 |
179.39042999999998 |
4000.0 |
¥71.7万 |
|
| 2017-09-01 |
RSI强势追入 |
买入 |
94.97487999999998 |
7700.0 |
¥73.2万 |
|
| 2017-10-20 |
RSI走弱 |
卖出 |
115.66422 |
7700.0 |
¥89.0万 |
|
| 2018-03-02 |
RSI强势追入 |
买入 |
150.14999999999998 |
5500.0 |
¥82.6万 |
|
| 2018-04-13 |
RSI走弱 |
卖出 |
182.83698 |
5500.0 |
¥1.01M |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
89.44935999999998 |
12000.0 |
¥1.07M |
|
| 2019-04-16 |
RSI走弱 |
卖出 |
99.4005 |
12000.0 |
¥1.19M |
|
| 2019-07-17 |
RSI强势追入 |
买入 |
101.58147999999998 |
11700.0 |
¥1.19M |
|
| 2019-08-02 |
RSI走弱 |
卖出 |
88.08 |
11700.0 |
¥1.03M |
|
| 2019-08-22 |
RSI强势追入 |
买入 |
110.74062999999998 |
9300.0 |
¥1.03M |
|
| 2019-10-09 |
RSI走弱 |
卖出 |
139.63023 |
9300.0 |
¥1.30M |
|
| 2019-12-10 |
RSI强势追入 |
买入 |
195.04484999999997 |
6600.0 |
¥1.29M |
|
| 2019-12-24 |
RSI走弱 |
卖出 |
186.05376 |
6600.0 |
¥1.23M |
|
| 2020-01-14 |
RSI强势追入 |
买入 |
256.45619999999997 |
4700.0 |
¥1.21M |
|
| 2020-03-05 |
RSI走弱 |
卖出 |
323.676 |
4700.0 |
¥1.52M |
|
| 2020-07-10 |
RSI强势追入 |
买入 |
272.40212999999994 |
5600.0 |
¥1.53M |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
239.65010999999998 |
5600.0 |
¥1.34M |
|
| 2020-11-10 |
RSI强势追入 |
买入 |
222.22199999999998 |
6100.0 |
¥1.36M |
|
| 2020-11-27 |
RSI走弱 |
卖出 |
200.80899 |
6100.0 |
¥1.22M |
|
| 2021-07-01 |
RSI强势追入 |
买入 |
187.13694999999996 |
6600.0 |
¥1.24M |
|
| 2021-07-19 |
RSI走弱 |
卖出 |
164.835 |
6600.0 |
¥1.09M |
|
| 2021-07-30 |
RSI强势追入 |
买入 |
212.31209999999996 |
5100.0 |
¥1.08M |
|
| 2021-08-10 |
RSI走弱 |
卖出 |
189.56025 |
5100.0 |
¥96.6万 |
|
| 2022-11-18 |
RSI强势追入 |
买入 |
105.90579999999999 |
9000.0 |
¥95.3万 |
|
| 2022-12-23 |
RSI走弱 |
卖出 |
98.4015 |
9000.0 |
¥88.5万 |
|
| 2023-01-18 |
RSI强势追入 |
买入 |
119.11899999999999 |
7500.0 |
¥89.4万 |
|
| 2023-02-20 |
RSI走弱 |
卖出 |
108.62127000000001 |
7500.0 |
¥81.4万 |
|
| 2023-04-04 |
RSI强势追入 |
买入 |
129.67955 |
6300.0 |
¥81.7万 |
|
| 2023-04-25 |
RSI走弱 |
卖出 |
120.2796 |
6300.0 |
¥75.8万 |
|
| 2024-06-18 |
RSI强势追入 |
买入 |
94.29419999999999 |
8200.0 |
¥77.3万 |
|
| 2024-07-24 |
RSI走弱 |
卖出 |
88.6113 |
8200.0 |
¥72.6万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
97.19709999999998 |
7400.0 |
¥71.9万 |
|
| 2024-11-19 |
RSI走弱 |
卖出 |
86.98292999999998 |
7400.0 |
¥64.3万 |
|
| 2024-12-20 |
RSI强势追入 |
买入 |
110.81069999999998 |
5800.0 |
¥64.3万 |
|
| 2025-01-07 |
RSI走弱 |
卖出 |
100.33955999999999 |
5800.0 |
¥58.2万 |
|
| 2025-01-16 |
RSI强势追入 |
买入 |
132.20207 |
4400.0 |
¥58.2万 |
|
| 2025-02-19 |
RSI走弱 |
卖出 |
123.33653999999999 |
4400.0 |
¥54.3万 |
|
| 2025-08-22 |
RSI强势追入 |
买入 |
135.25511999999998 |
4000.0 |
¥54.1万 |
|
| 2025-11-13 |
RSI走弱 |
卖出 |
211.88 |
4000.0 |
¥84.7万 |
|
| 2026-01-08 |
RSI强势追入 |
买入 |
259.25899999999996 |
3200.0 |
¥83.0万 |
|
| 2026-03-04 |
RSI走弱 |
卖出 |
272.89 |
3200.0 |
¥87.3万 |
|
| 2026-05-08 |
RSI强势追入 |
买入 |
341.34099999999995 |
2500.0 |
¥85.4万 |
|
| 2026-07-09 |
RSI走弱 |
卖出 |
632.367 |
2500.0 |
¥1.58M |
|