688008 澜起科技 — 追涨杀跌 回测明细
数据区间: 2019-07-22 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥64.8万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -35.23%）
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 17 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 |
2020-01-20 |
2020-02-04 |
86.806034 |
80.51939999999999 |
¥-7.2万 |
-7.27% |
RSI走弱 |
| 2 |
2020-02-13 |
2020-02-28 |
115.05941747299998 |
84.915 |
¥-23.8万 |
-26.22% |
RSI走弱 |
| 3 |
2020-05-07 |
2020-05-22 |
104.93627143999997 |
91.11878999999999 |
¥-9.0万 |
-13.19% |
RSI走弱 |
| 4 |
2020-07-14 |
2020-07-17 |
116.91506399999999 |
98.89101 |
¥-9.0万 |
-15.44% |
RSI走弱 |
| 5 |
2020-12-11 |
2020-12-28 |
86.41221589 |
81.918 |
¥-2.6万 |
-5.23% |
RSI走弱 |
| 6 |
2021-01-15 |
2021-01-20 |
98.02729937 |
88.71119999999999 |
¥-4.5万 |
-9.53% |
RSI走弱 |
| 7 |
2021-11-02 |
2021-12-07 |
72.04355658499999 |
74.34558 |
¥1.4万 |
+3.16% |
RSI走弱 |
| 8 |
2022-11-04 |
2022-12-15 |
66.236014845 |
65.92401 |
¥-2,256 |
-0.50% |
RSI走弱 |
| 9 |
2023-03-24 |
2023-04-25 |
69.59037084999999 |
68.94099 |
¥-4,288 |
-0.96% |
RSI走弱 |
| 10 |
2023-11-08 |
2023-12-08 |
57.434585208 |
57.06288 |
¥-2,955 |
-0.68% |
RSI走弱 |
| 11 |
2024-06-24 |
2024-07-24 |
56.57346694999999 |
59.59035 |
¥2.3万 |
+5.30% |
RSI走弱 |
| 12 |
2024-10-09 |
2024-11-04 |
76.0988228 |
64.81512 |
¥-6.4万 |
-14.85% |
RSI走弱 |
| 13 |
2024-12-27 |
2025-01-02 |
79.71390699999999 |
67.76217 |
¥-5.9万 |
-15.02% |
RSI走弱 |
| 14 |
2025-02-28 |
2025-03-14 |
83.00779487 |
75.16476 |
¥-3.1万 |
-9.48% |
RSI走弱 |
| 15 |
2025-08-26 |
2025-11-03 |
101.13133029999997 |
133.866 |
¥9.8万 |
+32.33% |
RSI走弱 |
| 16 |
2026-01-08 |
2026-03-03 |
134.67489034999997 |
159.89994000000002 |
¥7.6万 |
+18.69% |
RSI走弱 |
| 17 |
2026-04-28 |
2026-06-09 |
172.92456180999997 |
233.34642000000002 |
¥16.3万 |
+34.90% |
RSI走弱 |
逐笔成交记录（共 34 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-01-20 |
RSI强势追入 |
买入 |
86.78 |
11400.0 |
¥99.0万 |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
80.51939999999999 |
11400.0 |
¥91.8万 |
|
| 2020-02-13 |
RSI强势追入 |
买入 |
115.02490999999998 |
7900.0 |
¥90.9万 |
|
| 2020-02-28 |
RSI走弱 |
卖出 |
84.915 |
7900.0 |
¥67.1万 |
|
| 2020-05-07 |
RSI强势追入 |
买入 |
104.90479999999998 |
6500.0 |
¥68.2万 |
|
| 2020-05-22 |
RSI走弱 |
卖出 |
91.11878999999999 |
6500.0 |
¥59.2万 |
|
| 2020-07-14 |
RSI强势追入 |
买入 |
116.88 |
5000.0 |
¥58.5万 |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
98.89101 |
5000.0 |
¥49.4万 |
|
| 2020-12-11 |
RSI强势追入 |
买入 |
86.38629999999999 |
5800.0 |
¥50.1万 |
|
| 2020-12-28 |
RSI走弱 |
卖出 |
81.918 |
5800.0 |
¥47.5万 |
|
| 2021-01-15 |
RSI强势追入 |
买入 |
97.9979 |
4800.0 |
¥47.1万 |
|
| 2021-01-20 |
RSI走弱 |
卖出 |
88.71119999999999 |
4800.0 |
¥42.6万 |
|
| 2021-11-02 |
RSI强势追入 |
买入 |
72.02194999999999 |
6000.0 |
¥43.2万 |
|
| 2021-12-07 |
RSI走弱 |
卖出 |
74.34558 |
6000.0 |
¥44.6万 |
|
| 2022-11-04 |
RSI强势追入 |
买入 |
66.21615 |
6800.0 |
¥45.0万 |
|
| 2022-12-15 |
RSI走弱 |
卖出 |
65.92401 |
6800.0 |
¥44.8万 |
|
| 2023-03-24 |
RSI强势追入 |
买入 |
69.56949999999999 |
6400.0 |
¥44.5万 |
|
| 2023-04-25 |
RSI走弱 |
卖出 |
68.94099 |
6400.0 |
¥44.1万 |
|
| 2023-11-08 |
RSI强势追入 |
买入 |
57.417359999999995 |
7600.0 |
¥43.7万 |
|
| 2023-12-08 |
RSI走弱 |
卖出 |
57.06288 |
7600.0 |
¥43.4万 |
|
| 2024-06-24 |
RSI强势追入 |
买入 |
56.55649999999999 |
7700.0 |
¥43.6万 |
|
| 2024-07-24 |
RSI走弱 |
卖出 |
59.59035 |
7700.0 |
¥45.9万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
76.076 |
5700.0 |
¥43.4万 |
|
| 2024-11-04 |
RSI走弱 |
卖出 |
64.81512 |
5700.0 |
¥36.9万 |
|
| 2024-12-27 |
RSI强势追入 |
买入 |
79.69 |
4900.0 |
¥39.1万 |
|
| 2025-01-02 |
RSI走弱 |
卖出 |
67.76217 |
4900.0 |
¥33.2万 |
|
| 2025-02-28 |
RSI强势追入 |
买入 |
82.9829 |
4000.0 |
¥33.2万 |
|
| 2025-03-14 |
RSI走弱 |
卖出 |
75.16476 |
4000.0 |
¥30.1万 |
|
| 2025-08-26 |
RSI强势追入 |
买入 |
101.10099999999998 |
3000.0 |
¥30.3万 |
|
| 2025-11-03 |
RSI走弱 |
卖出 |
133.866 |
3000.0 |
¥40.1万 |
|
| 2026-01-08 |
RSI强势追入 |
买入 |
134.63449999999997 |
3000.0 |
¥40.4万 |
|
| 2026-03-03 |
RSI走弱 |
卖出 |
159.89994000000002 |
3000.0 |
¥48.0万 |
|
| 2026-04-28 |
RSI强势追入 |
买入 |
172.87269999999998 |
2700.0 |
¥46.7万 |
|
| 2026-06-09 |
RSI走弱 |
卖出 |
233.34642000000002 |
2700.0 |
¥63.0万 |
|