688036 传音控股 — 追涨杀跌 回测明细
数据区间: 2019-09-30 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥68.3万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -31.69%）
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 |
2020-01-03 |
2020-02-25 |
48.162544430000004 |
61.92801 |
¥28.3万 |
+28.54% |
RSI走弱 |
| 2 |
2020-06-09 |
2020-06-16 |
60.57866814999999 |
55.2 |
¥-11.1万 |
-8.91% |
RSI走弱 |
| 3 |
2020-06-24 |
2020-08-14 |
70.59167114999998 |
94.04 |
¥37.7万 |
+33.18% |
RSI走弱 |
| 4 |
2020-11-03 |
2020-12-11 |
126.51429290499998 |
133.95591000000002 |
¥9.0万 |
+5.85% |
RSI走弱 |
| 5 |
2021-01-05 |
2021-02-23 |
158.535876499 |
189.82998 |
¥31.9万 |
+19.70% |
RSI走弱 |
| 6 |
2021-06-30 |
2021-07-13 |
210.05277693399998 |
179.29053 |
¥-28.4万 |
-14.67% |
RSI走弱 |
| 7 |
2022-11-16 |
2022-12-23 |
80.10402399999998 |
76.87305 |
¥-6.8万 |
-4.06% |
RSI走弱 |
| 8 |
2023-02-07 |
2023-02-22 |
94.09218919099999 |
84.915 |
¥-15.6万 |
-9.78% |
RSI走弱 |
| 9 |
2023-03-24 |
2023-04-20 |
106.09777978799997 |
109.0 |
¥3.8万 |
+2.70% |
RSI走弱 |
| 10 |
2023-06-20 |
2023-07-11 |
150.825864189 |
134.47539 |
¥-16.1万 |
-10.87% |
RSI走弱 |
| 11 |
2024-01-02 |
2024-01-11 |
138.08932437299998 |
128.53134 |
¥-9.1万 |
-6.95% |
RSI走弱 |
| 12 |
2024-01-26 |
2024-03-26 |
143.78672308 |
157.15269 |
¥11.3万 |
+9.26% |
RSI走弱 |
| 13 |
2024-10-09 |
2024-10-17 |
115.13952149699999 |
90.0 |
¥-28.4万 |
-21.86% |
RSI走弱 |
| 14 |
2025-02-07 |
2025-02-19 |
107.93015933699999 |
98.2017 |
¥-9.6万 |
-9.04% |
RSI走弱 |
| 15 |
2025-08-05 |
2025-09-05 |
84.30948525999999 |
81.11880000000001 |
¥-3.6万 |
-3.81% |
RSI走弱 |
| 16 |
2025-09-26 |
2025-10-13 |
103.63458104999998 |
83.79612 |
¥-17.9万 |
-19.17% |
RSI走弱 |
| 17 |
2026-05-20 |
2026-06-05 |
66.029803 |
59.680260000000004 |
¥-7.3万 |
-9.64% |
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 |
|---|
| 2020-01-03 |
RSI强势追入 |
买入 |
48.1481 |
20600.0 |
¥99.2万 |
|
| 2020-02-25 |
RSI走弱 |
卖出 |
61.92801 |
20600.0 |
¥1.28M |
|
| 2020-06-09 |
RSI强势追入 |
买入 |
60.56049999999999 |
20500.0 |
¥1.24M |
|
| 2020-06-16 |
RSI走弱 |
卖出 |
55.2 |
20500.0 |
¥1.13M |
|
| 2020-06-24 |
RSI强势追入 |
买入 |
70.57049999999998 |
16100.0 |
¥1.14M |
|
| 2020-08-14 |
RSI走弱 |
卖出 |
94.04 |
16100.0 |
¥1.51M |
|
| 2020-11-03 |
RSI强势追入 |
买入 |
126.47634999999998 |
12200.0 |
¥1.54M |
|
| 2020-12-11 |
RSI走弱 |
卖出 |
133.95591000000002 |
12200.0 |
¥1.63M |
|
| 2021-01-05 |
RSI强势追入 |
买入 |
158.48833 |
10200.0 |
¥1.62M |
|
| 2021-02-23 |
RSI走弱 |
卖出 |
189.82998 |
10200.0 |
¥1.94M |
|
| 2021-06-30 |
RSI强势追入 |
买入 |
209.98977999999997 |
9200.0 |
¥1.93M |
|
| 2021-07-13 |
RSI走弱 |
卖出 |
179.29053 |
9200.0 |
¥1.65M |
|
| 2022-11-16 |
RSI强势追入 |
买入 |
80.07999999999998 |
20800.0 |
¥1.67M |
|
| 2022-12-23 |
RSI走弱 |
卖出 |
76.87305 |
20800.0 |
¥1.60M |
|
| 2023-02-07 |
RSI强势追入 |
买入 |
94.06396999999998 |
17000.0 |
¥1.60M |
|
| 2023-02-22 |
RSI走弱 |
卖出 |
84.915 |
17000.0 |
¥1.44M |
|
| 2023-03-24 |
RSI强势追入 |
买入 |
106.06595999999998 |
13400.0 |
¥1.42M |
|
| 2023-04-20 |
RSI走弱 |
卖出 |
109.0 |
13400.0 |
¥1.46M |
|
| 2023-06-20 |
RSI强势追入 |
买入 |
150.78062999999997 |
9800.0 |
¥1.48M |
|
| 2023-07-11 |
RSI走弱 |
卖出 |
134.47539 |
9800.0 |
¥1.32M |
|
| 2024-01-02 |
RSI强势追入 |
买入 |
138.04790999999997 |
9500.0 |
¥1.31M |
|
| 2024-01-11 |
RSI走弱 |
卖出 |
128.53134 |
9500.0 |
¥1.22M |
|
| 2024-01-26 |
RSI强势追入 |
买入 |
143.7436 |
8500.0 |
¥1.22M |
|
| 2024-03-26 |
RSI走弱 |
卖出 |
157.15269 |
8500.0 |
¥1.34M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
115.10498999999999 |
11300.0 |
¥1.30M |
|
| 2024-10-17 |
RSI走弱 |
卖出 |
90.0 |
11300.0 |
¥1.02M |
|
| 2025-02-07 |
RSI强势追入 |
买入 |
107.89779 |
9800.0 |
¥1.06M |
|
| 2025-02-19 |
RSI走弱 |
卖出 |
98.2017 |
9800.0 |
¥96.2万 |
|
| 2025-08-05 |
RSI强势追入 |
买入 |
84.2842 |
11300.0 |
¥95.3万 |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
81.11880000000001 |
11300.0 |
¥91.6万 |
|
| 2025-09-26 |
RSI强势追入 |
买入 |
103.60349999999998 |
9000.0 |
¥93.3万 |
|
| 2025-10-13 |
RSI走弱 |
卖出 |
83.79612 |
9000.0 |
¥75.4万 |
|
| 2026-05-20 |
RSI强势追入 |
买入 |
66.01 |
11400.0 |
¥75.3万 |
|
| 2026-06-05 |
RSI走弱 |
卖出 |
59.680260000000004 |
11400.0 |
¥68.0万 |
|