600011 华能国际 — 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: ¥73.2万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -26.78%）
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 22 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 |
2015-04-15 |
2015-07-03 |
9.322796 |
10.29969 |
¥10.3万 |
+10.45% |
RSI走弱 |
| 2 |
2016-07-05 |
2016-07-11 |
7.810142339999998 |
7.1128800000000005 |
¥-9.9万 |
-8.95% |
RSI走弱 |
| 3 |
2016-11-28 |
2016-12-09 |
7.389596213999999 |
7.3726199999999995 |
¥-2,598 |
-0.26% |
RSI走弱 |
| 4 |
2017-02-16 |
2017-03-20 |
7.519765252999998 |
7.57242 |
¥6,696 |
+0.67% |
RSI走弱 |
| 5 |
2018-03-12 |
2018-04-04 |
6.9790630909999996 |
6.35364 |
¥-9.0万 |
-8.99% |
RSI走弱 |
| 6 |
2018-07-19 |
2018-08-09 |
7.3195051929999995 |
7.07292 |
¥-3.1万 |
-3.40% |
RSI走弱 |
| 7 |
2019-08-05 |
2019-08-27 |
6.758777025 |
6.48351 |
¥-3.6万 |
-4.10% |
RSI走弱 |
| 8 |
2020-07-08 |
2020-08-07 |
4.666059398 |
4.60539 |
¥-1.1万 |
-1.33% |
RSI走弱 |
| 9 |
2020-08-21 |
2020-09-23 |
5.767489727999999 |
5.4945 |
¥-3.9万 |
-4.76% |
RSI走弱 |
| 10 |
2021-08-20 |
2021-10-14 |
4.585955374 |
6.4935 |
¥32.7万 |
+41.55% |
RSI走弱 |
| 11 |
2021-12-08 |
2022-01-06 |
7.720025313 |
8.43156 |
¥10.3万 |
+9.18% |
RSI走弱 |
| 12 |
2022-07-13 |
2022-07-15 |
8.160597444999999 |
7.38261 |
¥-11.7万 |
-9.56% |
RSI走弱 |
| 13 |
2022-08-26 |
2022-09-20 |
8.551104561999995 |
8.2917 |
¥-3.4万 |
-3.06% |
RSI走弱 |
| 14 |
2023-03-07 |
2023-04-04 |
8.681273601 |
8.36163 |
¥-4.0万 |
-3.71% |
RSI走弱 |
| 15 |
2023-05-05 |
2023-05-22 |
10.002989996999998 |
9.260729999999999 |
¥-7.7万 |
-7.45% |
RSI走弱 |
| 16 |
2024-01-11 |
2024-01-22 |
8.581143570999998 |
8.14185 |
¥-4.9万 |
-5.15% |
RSI走弱 |
| 17 |
2024-04-15 |
2024-04-23 |
10.103120026999997 |
9.53046 |
¥-5.2万 |
-5.70% |
RSI走弱 |
| 18 |
2024-10-09 |
2024-10-16 |
7.80234 |
7.022970000000001 |
¥-8.5万 |
-10.02% |
RSI走弱 |
| 19 |
2025-10-30 |
2025-11-18 |
8.250714471999999 |
7.872120000000001 |
¥-3.6万 |
-4.62% |
RSI走弱 |
| 20 |
2026-03-16 |
2026-03-24 |
7.840181348999999 |
7.5924 |
¥-2.4万 |
-3.19% |
RSI走弱 |
| 21 |
2026-05-13 |
2026-06-15 |
7.649934291999999 |
8.04195 |
¥3.7万 |
+5.09% |
RSI走弱 |
| 22 |
2026-10-12 |
2026-10-28 |
7.319505192999999 |
7.1 |
¥-2.3万 |
-3.03% |
RSI走弱 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-15 |
RSI强势追入 |
买入 |
9.32 |
105900.0 |
¥98.7万 |
|
| 2015-07-03 |
RSI走弱 |
卖出 |
10.29969 |
105900.0 |
¥1.09M |
|
| 2016-07-05 |
RSI强势追入 |
买入 |
7.8077999999999985 |
140900.0 |
¥1.10M |
|
| 2016-07-11 |
RSI走弱 |
卖出 |
7.1128800000000005 |
140900.0 |
¥1.00M |
|
| 2016-11-28 |
RSI强势追入 |
买入 |
7.387379999999999 |
135400.0 |
¥1.00M |
|
| 2016-12-09 |
RSI走弱 |
卖出 |
7.3726199999999995 |
135400.0 |
¥99.8万 |
|
| 2017-02-16 |
RSI强势追入 |
买入 |
7.517509999999999 |
132900.0 |
¥99.9万 |
|
| 2017-03-20 |
RSI走弱 |
卖出 |
7.57242 |
132900.0 |
¥1.01M |
|
| 2018-03-12 |
RSI强势追入 |
买入 |
6.976969999999999 |
143600.0 |
¥1.00M |
|
| 2018-04-04 |
RSI走弱 |
卖出 |
6.35364 |
143600.0 |
¥91.2万 |
|
| 2018-07-19 |
RSI强势追入 |
买入 |
7.31731 |
124000.0 |
¥90.8万 |
|
| 2018-08-09 |
RSI走弱 |
卖出 |
7.07292 |
124000.0 |
¥87.7万 |
|
| 2019-08-05 |
RSI强势追入 |
买入 |
6.756749999999999 |
129900.0 |
¥87.8万 |
|
| 2019-08-27 |
RSI走弱 |
卖出 |
6.48351 |
129900.0 |
¥84.2万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
4.66466 |
181000.0 |
¥84.5万 |
|
| 2020-08-07 |
RSI走弱 |
卖出 |
4.60539 |
181000.0 |
¥83.3万 |
|
| 2020-08-21 |
RSI强势追入 |
买入 |
5.765759999999999 |
141900.0 |
¥81.8万 |
|
| 2020-09-23 |
RSI走弱 |
卖出 |
5.4945 |
141900.0 |
¥77.9万 |
|
| 2021-08-20 |
RSI强势追入 |
买入 |
4.58458 |
171800.0 |
¥78.8万 |
|
| 2021-10-14 |
RSI走弱 |
卖出 |
6.4935 |
171800.0 |
¥1.12M |
|
| 2021-12-08 |
RSI强势追入 |
买入 |
7.717709999999999 |
144600.0 |
¥1.12M |
|
| 2022-01-06 |
RSI走弱 |
卖出 |
8.43156 |
144600.0 |
¥1.22M |
|
| 2022-07-13 |
RSI强势追入 |
买入 |
8.15815 |
149600.0 |
¥1.22M |
|
| 2022-07-15 |
RSI走弱 |
卖出 |
7.38261 |
149600.0 |
¥1.10M |
|
| 2022-08-26 |
RSI强势追入 |
买入 |
8.548539999999997 |
129300.0 |
¥1.11M |
|
| 2022-09-20 |
RSI走弱 |
卖出 |
8.2917 |
129300.0 |
¥1.07M |
|
| 2023-03-07 |
RSI强势追入 |
买入 |
8.678669999999999 |
123800.0 |
¥1.07M |
|
| 2023-04-04 |
RSI走弱 |
卖出 |
8.36163 |
123800.0 |
¥1.03M |
|
| 2023-05-05 |
RSI强势追入 |
买入 |
9.999989999999999 |
103900.0 |
¥1.04M |
|
| 2023-05-22 |
RSI走弱 |
卖出 |
9.260729999999999 |
103900.0 |
¥96.2万 |
|
| 2024-01-11 |
RSI强势追入 |
买入 |
8.57857 |
111900.0 |
¥96.0万 |
|
| 2024-01-22 |
RSI走弱 |
卖出 |
8.14185 |
111900.0 |
¥91.1万 |
|
| 2024-04-15 |
RSI强势追入 |
买入 |
10.100089999999998 |
90200.0 |
¥91.1万 |
|
| 2024-04-23 |
RSI走弱 |
卖出 |
9.53046 |
90200.0 |
¥85.9万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
7.8 |
108200.0 |
¥84.4万 |
|
| 2024-10-16 |
RSI走弱 |
卖出 |
7.022970000000001 |
108200.0 |
¥76.0万 |
|
| 2025-10-30 |
RSI强势追入 |
买入 |
8.24824 |
93800.0 |
¥77.4万 |
|
| 2025-11-18 |
RSI走弱 |
卖出 |
7.872120000000001 |
93800.0 |
¥73.8万 |
|
| 2026-03-16 |
RSI强势追入 |
买入 |
7.8378299999999985 |
94200.0 |
¥73.9万 |
|
| 2026-03-24 |
RSI走弱 |
卖出 |
7.5924 |
94200.0 |
¥71.5万 |
|
| 2026-05-13 |
RSI强势追入 |
买入 |
7.647639999999999 |
93700.0 |
¥71.7万 |
|
| 2026-06-15 |
RSI走弱 |
卖出 |
8.04195 |
93700.0 |
¥75.3万 |
|
| 2026-10-12 |
RSI强势追入 |
买入 |
7.317309999999999 |
102600.0 |
¥75.1万 |
|
| 2026-10-28 |
RSI走弱 |
卖出 |
7.1 |
102600.0 |
¥72.8万 |
|