000617 中油资本 — 追涨杀跌 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥44.7万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -55.27%）
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 20 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 |
2015-01-28 |
2015-02-06 |
11.354745401999997 |
10.27971 |
¥-9.4万 |
-9.49% |
RSI走弱 |
| 2 |
2015-03-19 |
2015-05-07 |
12.315993689999997 |
14.16582 |
¥13.5万 |
+14.99% |
RSI走弱 |
| 3 |
2015-05-27 |
2015-06-19 |
18.564107562 |
18.05193 |
¥-2.9万 |
-2.79% |
RSI走弱 |
| 4 |
2016-09-28 |
2016-11-07 |
16.711702007 |
16.32366 |
¥-2.3万 |
-2.35% |
RSI走弱 |
| 5 |
2017-01-12 |
2017-01-18 |
21.678151494999998 |
18.56142 |
¥-14.0万 |
-14.40% |
RSI走弱 |
| 6 |
2018-11-19 |
2018-11-26 |
12.015603599999999 |
10.86912 |
¥-8.0万 |
-9.57% |
RSI走弱 |
| 7 |
2019-02-19 |
2019-03-29 |
11.464888434999999 |
13.27671 |
¥12.1万 |
+15.77% |
RSI走弱 |
| 8 |
2019-09-10 |
2019-09-27 |
13.31729399 |
12.30768 |
¥-6.8万 |
-7.61% |
RSI走弱 |
| 9 |
2020-06-23 |
2020-07-10 |
10.593757174 |
8.191799999999999 |
¥-18.6万 |
-22.70% |
RSI走弱 |
| 10 |
2021-04-01 |
2021-04-08 |
7.559817264999999 |
6.54345 |
¥-8.0万 |
-13.47% |
RSI走弱 |
| 11 |
2021-09-10 |
2021-09-28 |
5.6873857039999995 |
5.3946 |
¥-2.9万 |
-5.18% |
RSI走弱 |
| 12 |
2022-08-15 |
2022-09-19 |
4.991497 |
4.80519 |
¥-2.0万 |
-3.76% |
RSI走弱 |
| 13 |
2022-11-22 |
2022-12-16 |
5.156696545 |
6.1938 |
¥10.1万 |
+20.08% |
RSI走弱 |
| 14 |
2023-03-16 |
2023-03-27 |
6.989076094 |
6.33366 |
¥-5.6万 |
-9.40% |
RSI走弱 |
| 15 |
2023-05-11 |
2023-05-22 |
9.662898 |
7.8021899999999995 |
¥-10.4万 |
-19.28% |
RSI走弱 |
| 16 |
2024-01-26 |
2024-02-06 |
5.887645763999999 |
5.14485 |
¥-5.6万 |
-12.64% |
RSI走弱 |
| 17 |
2024-09-26 |
2024-11-18 |
6.087905823999999 |
8.01198 |
¥12.3万 |
+31.57% |
RSI走弱 |
| 18 |
2025-07-09 |
2025-08-05 |
8.661247594999999 |
8.47152 |
¥-1.1万 |
-2.22% |
RSI走弱 |
| 19 |
2025-08-22 |
2025-09-10 |
10.763978224999999 |
10.33 |
¥-2.0万 |
-4.06% |
RSI走弱 |
| 20 |
2026-03-20 |
2026-04-15 |
10.50315 |
9.67032 |
¥-3.8万 |
-7.96% |
RSI走弱 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-01-28 |
RSI强势追入 |
买入 |
11.351339999999999 |
87600.0 |
¥99.5万 |
|
| 2015-02-06 |
RSI走弱 |
卖出 |
10.27971 |
87600.0 |
¥90.0万 |
|
| 2015-03-19 |
RSI强势追入 |
买入 |
12.312299999999999 |
73300.0 |
¥90.3万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
14.16582 |
73300.0 |
¥1.04M |
|
| 2015-05-27 |
RSI强势追入 |
买入 |
18.558539999999997 |
56000.0 |
¥1.04M |
|
| 2015-06-19 |
RSI走弱 |
卖出 |
18.05193 |
56000.0 |
¥1.01M |
|
| 2016-09-28 |
RSI强势追入 |
买入 |
16.70669 |
57400.0 |
¥95.9万 |
|
| 2016-11-07 |
RSI走弱 |
卖出 |
16.32366 |
57400.0 |
¥93.7万 |
|
| 2017-01-12 |
RSI强势追入 |
买入 |
21.671649999999996 |
44800.0 |
¥97.1万 |
|
| 2017-01-18 |
RSI走弱 |
卖出 |
18.56142 |
44800.0 |
¥83.1万 |
|
| 2018-11-19 |
RSI强势追入 |
买入 |
12.011999999999999 |
69700.0 |
¥83.7万 |
|
| 2018-11-26 |
RSI走弱 |
卖出 |
10.86912 |
69700.0 |
¥75.7万 |
|
| 2019-02-19 |
RSI强势追入 |
买入 |
11.461449999999997 |
66900.0 |
¥76.7万 |
|
| 2019-03-29 |
RSI走弱 |
卖出 |
13.27671 |
66900.0 |
¥88.8万 |
|
| 2019-09-10 |
RSI强势追入 |
买入 |
13.3133 |
66800.0 |
¥89.0万 |
|
| 2019-09-27 |
RSI走弱 |
卖出 |
12.30768 |
66800.0 |
¥82.2万 |
|
| 2020-06-23 |
RSI强势追入 |
买入 |
10.59058 |
77400.0 |
¥82.0万 |
|
| 2020-07-10 |
RSI走弱 |
卖出 |
8.191799999999999 |
77400.0 |
¥63.4万 |
|
| 2021-04-01 |
RSI强势追入 |
买入 |
7.557549999999999 |
78800.0 |
¥59.6万 |
|
| 2021-04-08 |
RSI走弱 |
卖出 |
6.54345 |
78800.0 |
¥51.5万 |
|
| 2021-09-10 |
RSI强势追入 |
买入 |
5.68568 |
97500.0 |
¥55.5万 |
|
| 2021-09-28 |
RSI走弱 |
卖出 |
5.3946 |
97500.0 |
¥52.6万 |
|
| 2022-08-15 |
RSI强势追入 |
买入 |
4.99 |
104700.0 |
¥52.3万 |
|
| 2022-09-19 |
RSI走弱 |
卖出 |
4.80519 |
104700.0 |
¥50.3万 |
|
| 2022-11-22 |
RSI强势追入 |
买入 |
5.15515 |
98000.0 |
¥50.5万 |
|
| 2022-12-16 |
RSI走弱 |
卖出 |
6.1938 |
98000.0 |
¥60.7万 |
|
| 2023-03-16 |
RSI强势追入 |
买入 |
6.98698 |
84800.0 |
¥59.3万 |
|
| 2023-03-27 |
RSI走弱 |
卖出 |
6.33366 |
84800.0 |
¥53.7万 |
|
| 2023-05-11 |
RSI强势追入 |
买入 |
9.66 |
55700.0 |
¥53.8万 |
|
| 2023-05-22 |
RSI走弱 |
卖出 |
7.8021899999999995 |
55700.0 |
¥43.4万 |
|
| 2024-01-26 |
RSI强势追入 |
买入 |
5.885879999999999 |
74900.0 |
¥44.1万 |
|
| 2024-02-06 |
RSI走弱 |
卖出 |
5.14485 |
74900.0 |
¥38.5万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
6.086079999999999 |
63800.0 |
¥38.8万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
8.01198 |
63800.0 |
¥51.1万 |
|
| 2025-07-09 |
RSI强势追入 |
买入 |
8.65865 |
59500.0 |
¥51.5万 |
|
| 2025-08-05 |
RSI走弱 |
卖出 |
8.47152 |
59500.0 |
¥50.4万 |
|
| 2025-08-22 |
RSI强势追入 |
买入 |
10.760749999999998 |
46300.0 |
¥49.8万 |
|
| 2025-09-10 |
RSI走弱 |
卖出 |
10.33 |
46300.0 |
¥47.8万 |
|
| 2026-03-20 |
RSI强势追入 |
买入 |
10.5 |
45100.0 |
¥47.4万 |
|
| 2026-04-15 |
RSI走弱 |
卖出 |
9.67032 |
45100.0 |
¥43.6万 |
|