688041 海光信息 — 追涨杀跌 回测明细
数据区间: 2022-08-12 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.69M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +69.07%）
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 |
2023-02-07 |
2023-05-11 |
48.46293451999999 |
77.69223 |
¥59.0万 |
+60.26% |
RSI走弱 |
| 2 |
2023-11-09 |
2023-11-27 |
68.09843340299999 |
63.936 |
¥-9.6万 |
-6.14% |
RSI走弱 |
| 3 |
2023-12-07 |
2023-12-26 |
75.08750949699997 |
72.77714999999999 |
¥-4.6万 |
-3.11% |
RSI走弱 |
| 4 |
2024-02-20 |
2024-03-13 |
84.31949826299997 |
81.29862 |
¥-5.1万 |
-3.61% |
RSI走弱 |
| 5 |
2024-10-09 |
2024-11-18 |
120.34628305699998 |
122.7771 |
¥2.7万 |
+1.99% |
RSI走弱 |
| 6 |
2024-12-26 |
2025-01-06 |
155.20154649999998 |
137.60226 |
¥-15.9万 |
-11.37% |
RSI走弱 |
| 7 |
2025-02-28 |
2025-03-21 |
169.55085 |
151.3485 |
¥-13.5万 |
-10.76% |
RSI走弱 |
| 8 |
2025-08-15 |
2025-10-15 |
150.22508400899997 |
228.06 |
¥56.8万 |
+51.77% |
RSI走弱 |
| 9 |
2026-01-12 |
2026-02-05 |
246.870588965 |
238.60116 |
¥-5.7万 |
-3.38% |
RSI走弱 |
| 10 |
2026-04-28 |
2026-06-01 |
290.37708699999996 |
299.47022999999996 |
¥5.0万 |
+3.10% |
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 |
|---|
| 2023-02-07 |
RSI强势追入 |
买入 |
48.44839999999999 |
20200.0 |
¥97.9万 |
|
| 2023-05-11 |
RSI走弱 |
卖出 |
77.69223 |
20200.0 |
¥1.57M |
|
| 2023-11-09 |
RSI强势追入 |
买入 |
68.07800999999999 |
23000.0 |
¥1.57M |
|
| 2023-11-27 |
RSI走弱 |
卖出 |
63.936 |
23000.0 |
¥1.47M |
|
| 2023-12-07 |
RSI强势追入 |
买入 |
75.06498999999998 |
19600.0 |
¥1.47M |
|
| 2023-12-26 |
RSI走弱 |
卖出 |
72.77714999999999 |
19600.0 |
¥1.43M |
|
| 2024-02-20 |
RSI强势追入 |
买入 |
84.29420999999998 |
16700.0 |
¥1.41M |
|
| 2024-03-13 |
RSI走弱 |
卖出 |
81.29862 |
16700.0 |
¥1.36M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
120.31018999999998 |
11200.0 |
¥1.35M |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
122.7771 |
11200.0 |
¥1.37M |
|
| 2024-12-26 |
RSI强势追入 |
买入 |
155.15499999999997 |
9000.0 |
¥1.40M |
|
| 2025-01-06 |
RSI走弱 |
卖出 |
137.60226 |
9000.0 |
¥1.24M |
|
| 2025-02-28 |
RSI强势追入 |
买入 |
169.5 |
7400.0 |
¥1.25M |
|
| 2025-03-21 |
RSI走弱 |
卖出 |
151.3485 |
7400.0 |
¥1.12M |
|
| 2025-08-15 |
RSI强势追入 |
买入 |
150.18003 |
7300.0 |
¥1.10M |
|
| 2025-10-15 |
RSI走弱 |
卖出 |
228.06 |
7300.0 |
¥1.66M |
|
| 2026-01-12 |
RSI强势追入 |
买入 |
246.79655 |
6800.0 |
¥1.68M |
|
| 2026-02-05 |
RSI走弱 |
卖出 |
238.60116 |
6800.0 |
¥1.62M |
|
| 2026-04-28 |
RSI强势追入 |
买入 |
290.28999999999996 |
5500.0 |
¥1.60M |
|
| 2026-06-01 |
RSI走弱 |
卖出 |
299.47022999999996 |
5500.0 |
¥1.65M |
|