688009 中国通号 — 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: ¥85.5万
策略: 追涨杀跌
K线 & 交易信号(策略收益 -14.47%)
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 10 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 |
2020-07-08 |
2020-07-17 |
7.119245133 |
6.6933 |
¥-6.0万 |
-6.01% |
RSI走弱 |
| 2 |
2021-09-10 |
2021-09-15 |
5.537190658999999 |
5.2947 |
¥-4.1万 |
-4.41% |
RSI走弱 |
| 3 |
2022-06-06 |
2022-06-23 |
4.736150419 |
4.53546 |
¥-3.8万 |
-4.27% |
RSI走弱 |
| 4 |
2023-02-13 |
2023-05-11 |
5.0065015 |
5.96403 |
¥16.4万 |
+19.09% |
RSI走弱 |
| 5 |
2024-03-06 |
2024-04-29 |
5.176722550999999 |
5.50449 |
¥6.5万 |
+6.30% |
RSI走弱 |
| 6 |
2024-10-09 |
2024-11-25 |
6.878933061 |
6.44355 |
¥-6.7万 |
-6.36% |
RSI走弱 |
| 7 |
2025-07-10 |
2025-08-01 |
5.3369305989999996 |
5.2847100000000005 |
¥-1.0万 |
-1.01% |
RSI走弱 |
| 8 |
2026-01-13 |
2026-01-16 |
5.687385703999999 |
5.41458 |
¥-4.9万 |
-4.83% |
RSI走弱 |
| 9 |
2026-03-12 |
2026-03-20 |
6.318204892999999 |
5.754239999999999 |
¥-8.5万 |
-8.95% |
RSI走弱 |
| 10 |
2026-10-27 |
2026-11-13 |
5.026527505999999 |
4.8951 |
¥-2.3万 |
-2.64% |
RSI走弱 |
逐笔成交记录(共 20 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2020-07-08 |
RSI强势追入 |
买入 |
7.117109999999999 |
139400.0 |
¥99.2万 |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
6.6933 |
139400.0 |
¥93.3万 |
|
| 2021-09-10 |
RSI强势追入 |
买入 |
5.53553 |
168800.0 |
¥93.5万 |
|
| 2021-09-15 |
RSI走弱 |
卖出 |
5.2947 |
168800.0 |
¥89.3万 |
|
| 2022-06-06 |
RSI强势追入 |
买入 |
4.73473 |
189400.0 |
¥89.7万 |
|
| 2022-06-23 |
RSI走弱 |
卖出 |
4.53546 |
189400.0 |
¥85.9万 |
|
| 2023-02-13 |
RSI强势追入 |
买入 |
5.004999999999999 |
171600.0 |
¥85.9万 |
|
| 2023-05-11 |
RSI走弱 |
卖出 |
5.96403 |
171600.0 |
¥1.02M |
|
| 2024-03-06 |
RSI强势追入 |
买入 |
5.17517 |
197900.0 |
¥1.02M |
|
| 2024-04-29 |
RSI走弱 |
卖出 |
5.50449 |
197900.0 |
¥1.09M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
6.876869999999999 |
152200.0 |
¥1.05M |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
6.44355 |
152200.0 |
¥98.0万 |
|
| 2025-07-10 |
RSI强势追入 |
买入 |
5.33533 |
190900.0 |
¥1.02M |
|
| 2025-08-01 |
RSI走弱 |
卖出 |
5.2847100000000005 |
190900.0 |
¥1.01M |
|
| 2026-01-13 |
RSI强势追入 |
买入 |
5.685679999999999 |
177600.0 |
¥1.01M |
|
| 2026-01-16 |
RSI走弱 |
卖出 |
5.41458 |
177600.0 |
¥96.1万 |
|
| 2026-03-12 |
RSI强势追入 |
买入 |
6.316309999999999 |
151000.0 |
¥95.4万 |
|
| 2026-03-20 |
RSI走弱 |
卖出 |
5.754239999999999 |
151000.0 |
¥86.9万 |
|
| 2026-10-27 |
RSI强势追入 |
买入 |
5.025019999999999 |
173700.0 |
¥87.3万 |
|
| 2026-11-13 |
RSI走弱 |
卖出 |
4.8951 |
173700.0 |
¥85.0万 |
|