688126 沪硅产业 — 追涨杀跌 回测明细
数据区间: 2020-04-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.45M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +44.89%）
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 |
2020-05-19 |
2020-07-27 |
20.52665615 |
37.82214 |
¥83.5万 |
+84.20% |
RSI走弱 |
| 2 |
2021-06-02 |
2021-07-05 |
27.0351081 |
26.58 |
¥-3.1万 |
-1.71% |
RSI走弱 |
| 3 |
2021-07-28 |
2021-08-16 |
33.04290989999999 |
31.21875 |
¥-9.7万 |
-5.55% |
RSI走弱 |
| 4 |
2023-02-01 |
2023-02-24 |
20.907150264 |
20.1798 |
¥-6.0万 |
-3.51% |
RSI走弱 |
| 5 |
2023-03-15 |
2023-04-14 |
23.079971914999998 |
22.8771 |
¥-1.5万 |
-0.91% |
RSI走弱 |
| 6 |
2024-06-13 |
2024-06-26 |
15.039530505999998 |
14.06592 |
¥-10.5万 |
-6.50% |
RSI走弱 |
| 7 |
2024-10-11 |
2024-11-18 |
22.72951681 |
21.93804 |
¥-5.1万 |
-3.51% |
RSI走弱 |
| 8 |
2025-09-25 |
2025-10-24 |
24.732117409999997 |
23.70627 |
¥-6.0万 |
-4.18% |
RSI走弱 |
| 9 |
2026-04-21 |
2026-06-03 |
20.52665615 |
24.8751 |
¥29.4万 |
+21.15% |
RSI走弱 |
| 10 |
2026-06-30 |
2026-07-09 |
38.95058167 |
32.98698 |
¥-26.1万 |
-15.34% |
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 |
|---|
| 2020-05-19 |
RSI强势追入 |
买入 |
20.5205 |
48300.0 |
¥99.1万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
37.82214 |
48300.0 |
¥1.83M |
|
| 2021-06-02 |
RSI强势追入 |
买入 |
27.026999999999997 |
66800.0 |
¥1.81M |
|
| 2021-07-05 |
RSI走弱 |
卖出 |
26.58 |
66800.0 |
¥1.78M |
|
| 2021-07-28 |
RSI强势追入 |
买入 |
33.032999999999994 |
52800.0 |
¥1.74M |
|
| 2021-08-16 |
RSI走弱 |
卖出 |
31.21875 |
52800.0 |
¥1.65M |
|
| 2023-02-01 |
RSI强势追入 |
买入 |
20.900879999999997 |
81400.0 |
¥1.70M |
|
| 2023-02-24 |
RSI走弱 |
卖出 |
20.1798 |
81400.0 |
¥1.64M |
|
| 2023-03-15 |
RSI强势追入 |
买入 |
23.07305 |
70500.0 |
¥1.63M |
|
| 2023-04-14 |
RSI走弱 |
卖出 |
22.8771 |
70500.0 |
¥1.61M |
|
| 2024-06-13 |
RSI强势追入 |
买入 |
15.035019999999998 |
107800.0 |
¥1.62M |
|
| 2024-06-26 |
RSI走弱 |
卖出 |
14.06592 |
107800.0 |
¥1.52M |
|
| 2024-10-11 |
RSI强势追入 |
买入 |
22.722699999999996 |
64200.0 |
¥1.46M |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
21.93804 |
64200.0 |
¥1.41M |
|
| 2025-09-25 |
RSI强势追入 |
买入 |
24.724699999999995 |
58400.0 |
¥1.44M |
|
| 2025-10-24 |
RSI走弱 |
卖出 |
23.70627 |
58400.0 |
¥1.38M |
|
| 2026-04-21 |
RSI强势追入 |
买入 |
20.5205 |
67800.0 |
¥1.39M |
|
| 2026-06-03 |
RSI走弱 |
卖出 |
24.8751 |
67800.0 |
¥1.69M |
|
| 2026-06-30 |
RSI强势追入 |
买入 |
38.9389 |
43700.0 |
¥1.70M |
|
| 2026-07-09 |
RSI走弱 |
卖出 |
32.98698 |
43700.0 |
¥1.44M |
|