688012 中微公司 — 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: ¥98.6万
策略: 追涨杀跌
K线 & 交易信号(策略收益 -1.43%)
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 16 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 |
2019-12-13 |
2020-02-28 |
82.677365771 |
165.77406 |
¥99.7万 |
+100.45% |
RSI走弱 |
| 2 |
2020-05-19 |
2020-06-11 |
211.27436329999998 |
204.0 |
¥-6.9万 |
-3.47% |
RSI走弱 |
| 3 |
2020-07-13 |
2020-07-17 |
268.198285355 |
224.9748 |
¥-30.7万 |
-16.14% |
RSI走弱 |
| 4 |
2021-06-03 |
2021-07-19 |
138.36149600000002 |
152.3475 |
¥16.2万 |
+10.08% |
RSI走弱 |
| 5 |
2021-07-27 |
2021-08-10 |
208.27046239999996 |
182.32748999999998 |
¥-21.6万 |
-12.48% |
RSI走弱 |
| 6 |
2022-06-07 |
2022-06-23 |
126.16383780000001 |
115.0848 |
¥-13.6万 |
-8.81% |
RSI走弱 |
| 7 |
2022-08-08 |
2022-08-25 |
146.750571968 |
130.95891 |
¥-15.2万 |
-10.79% |
RSI走弱 |
| 8 |
2023-03-07 |
2023-05-11 |
122.60922173499998 |
169.32051 |
¥48.1万 |
+38.06% |
RSI走弱 |
| 9 |
2024-10-09 |
2024-12-12 |
192.24965759999998 |
203.796 |
¥10.2万 |
+5.97% |
RSI走弱 |
| 10 |
2025-02-25 |
2025-03-13 |
215.26955149699998 |
200.90889 |
¥-12.3万 |
-6.70% |
RSI走弱 |
| 11 |
2025-07-24 |
2025-08-20 |
198.51779747799998 |
191.42838 |
¥-6.2万 |
-3.60% |
RSI走弱 |
| 12 |
2025-08-29 |
2025-09-05 |
220.28606599999998 |
195.79401000000001 |
¥-18.2万 |
-11.14% |
RSI走弱 |
| 13 |
2025-09-22 |
2025-11-21 |
254.33027619999993 |
275.06465999999995 |
¥12.0万 |
+8.12% |
RSI走弱 |
| 14 |
2026-01-08 |
2026-02-03 |
348.76290749299994 |
340.35929999999996 |
¥-3.8万 |
-2.44% |
RSI走弱 |
| 15 |
2026-05-07 |
2026-06-01 |
390.507117 |
289.71 |
¥-40.4万 |
-25.83% |
RSI走弱 |
| 16 |
2026-06-30 |
2026-07-16 |
457.59423709999993 |
382.79682 |
¥-18.7万 |
-16.37% |
RSI走弱 |
逐笔成交记录(共 32 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2019-12-13 |
RSI强势追入 |
买入 |
82.65256999999998 |
12000.0 |
¥99.2万 |
|
| 2020-02-28 |
RSI走弱 |
卖出 |
165.77406 |
12000.0 |
¥1.99M |
|
| 2020-05-19 |
RSI强势追入 |
买入 |
211.21099999999998 |
9400.0 |
¥1.99M |
|
| 2020-06-11 |
RSI走弱 |
卖出 |
204.0 |
9400.0 |
¥1.92M |
|
| 2020-07-13 |
RSI强势追入 |
买入 |
268.11785 |
7100.0 |
¥1.90M |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
224.9748 |
7100.0 |
¥1.60M |
|
| 2021-06-03 |
RSI强势追入 |
买入 |
138.32 |
11600.0 |
¥1.60M |
|
| 2021-07-19 |
RSI走弱 |
卖出 |
152.3475 |
11600.0 |
¥1.77M |
|
| 2021-07-27 |
RSI强势追入 |
买入 |
208.20799999999997 |
8300.0 |
¥1.73M |
|
| 2021-08-10 |
RSI走弱 |
卖出 |
182.32748999999998 |
8300.0 |
¥1.51M |
|
| 2022-06-07 |
RSI强势追入 |
买入 |
126.12599999999999 |
12200.0 |
¥1.54M |
|
| 2022-06-23 |
RSI走弱 |
卖出 |
115.0848 |
12200.0 |
¥1.40M |
|
| 2022-08-08 |
RSI强势追入 |
买入 |
146.70656 |
9600.0 |
¥1.41M |
|
| 2022-08-25 |
RSI走弱 |
卖出 |
130.95891 |
9600.0 |
¥1.26M |
|
| 2023-03-07 |
RSI强势追入 |
买入 |
122.57244999999999 |
10300.0 |
¥1.26M |
|
| 2023-05-11 |
RSI走弱 |
卖出 |
169.32051 |
10300.0 |
¥1.74M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
192.19199999999998 |
8900.0 |
¥1.71M |
|
| 2024-12-12 |
RSI走弱 |
卖出 |
203.796 |
8900.0 |
¥1.81M |
|
| 2025-02-25 |
RSI强势追入 |
买入 |
215.20498999999998 |
8500.0 |
¥1.83M |
|
| 2025-03-13 |
RSI走弱 |
卖出 |
200.90889 |
8500.0 |
¥1.71M |
|
| 2025-07-24 |
RSI强势追入 |
买入 |
198.45825999999997 |
8700.0 |
¥1.73M |
|
| 2025-08-20 |
RSI走弱 |
卖出 |
191.42838 |
8700.0 |
¥1.66M |
|
| 2025-08-29 |
RSI强势追入 |
买入 |
220.21999999999997 |
7400.0 |
¥1.63M |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
195.79401000000001 |
7400.0 |
¥1.45M |
|
| 2025-09-22 |
RSI强势追入 |
买入 |
254.25399999999996 |
5800.0 |
¥1.48M |
|
| 2025-11-21 |
RSI走弱 |
卖出 |
275.06465999999995 |
5800.0 |
¥1.59M |
|
| 2026-01-08 |
RSI强势追入 |
买入 |
348.65831 |
4500.0 |
¥1.57M |
|
| 2026-02-03 |
RSI走弱 |
卖出 |
340.35929999999996 |
4500.0 |
¥1.53M |
|
| 2026-05-07 |
RSI强势追入 |
买入 |
390.38999999999993 |
4000.0 |
¥1.56M |
|
| 2026-06-01 |
RSI走弱 |
卖出 |
289.71 |
4000.0 |
¥1.16M |
|
| 2026-06-30 |
RSI强势追入 |
买入 |
457.4569999999999 |
2500.0 |
¥1.14M |
|
| 2026-07-16 |
RSI走弱 |
卖出 |
382.79682 |
2500.0 |
¥95.7万 |
|