600025 华能水电 — 追涨杀跌 回测明细
数据区间: 2017-12-15 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.14M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +13.92%）
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 21 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 |
2018-01-09 |
2018-02-07 |
5.186735553999999 |
4.2957 |
¥-17.2万 |
-17.20% |
RSI走弱 |
| 2 |
2018-11-06 |
2018-11-26 |
3.0840049239999994 |
2.92707 |
¥-4.2万 |
-5.12% |
RSI走弱 |
| 3 |
2019-01-08 |
2019-02-01 |
3.2542259749999993 |
3.22 |
¥-8,436 |
-1.08% |
RSI走弱 |
| 4 |
2019-02-26 |
2019-04-23 |
3.584655074 |
4.05594 |
¥10.2万 |
+13.11% |
RSI走弱 |
| 5 |
2019-07-22 |
2019-09-02 |
4.5158643529999996 |
4.57542 |
¥1.1万 |
+1.29% |
RSI走弱 |
| 6 |
2020-07-07 |
2020-07-24 |
3.9851751939999995 |
3.82617 |
¥-3.6万 |
-4.02% |
RSI走弱 |
| 7 |
2020-08-20 |
2020-09-25 |
4.115344233 |
4.12587 |
¥1,912 |
+0.23% |
RSI走弱 |
| 8 |
2020-11-30 |
2020-12-23 |
4.475812340999999 |
4.41558 |
¥-1.2万 |
-1.38% |
RSI走弱 |
| 9 |
2021-03-12 |
2021-04-27 |
5.146683541999999 |
5.51 |
¥5.9万 |
+7.03% |
RSI走弱 |
| 10 |
2021-09-02 |
2021-10-13 |
5.927697776 |
6.763229999999999 |
¥12.7万 |
+14.06% |
RSI走弱 |
| 11 |
2022-05-30 |
2022-06-21 |
7.179323150999999 |
6.85 |
¥-4.8万 |
-4.62% |
RSI走弱 |
| 12 |
2023-02-23 |
2023-03-22 |
7.049154111999999 |
7.10289 |
¥7,189 |
+0.73% |
RSI走弱 |
| 13 |
2023-09-15 |
2023-10-24 |
7.5598172649999995 |
7.48251 |
¥-1.0万 |
-1.05% |
RSI走弱 |
| 14 |
2023-11-16 |
2024-01-11 |
8.050454411999999 |
8.57142 |
¥6.3万 |
+6.44% |
RSI走弱 |
| 15 |
2024-02-21 |
2024-03-25 |
9.352144801999998 |
9.27 |
¥-9,435 |
-0.91% |
RSI走弱 |
| 16 |
2024-06-04 |
2024-08-06 |
10.283354080999997 |
11.43855 |
¥11.6万 |
+11.20% |
RSI走弱 |
| 17 |
2025-05-21 |
2025-06-05 |
10.013002999999998 |
9.76023 |
¥-2.9万 |
-2.55% |
RSI走弱 |
| 18 |
2025-10-14 |
2025-11-06 |
9.762677924999998 |
9.75024 |
¥-1,759 |
-0.16% |
RSI走弱 |
| 19 |
2026-03-04 |
2026-04-01 |
9.802729936999999 |
9.920069999999999 |
¥1.3万 |
+1.17% |
RSI走弱 |
| 20 |
2026-07-22 |
2026-08-06 |
10.093107024 |
9.780209999999999 |
¥-3.5万 |
-3.13% |
RSI走弱 |
| 21 |
2026-10-15 |
2026-11-13 |
10.533679156 |
10.94 |
¥4.2万 |
+3.83% |
强平 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-01-09 |
RSI强势追入 |
买入 |
5.185179999999999 |
192400.0 |
¥99.8万 |
|
| 2018-02-07 |
RSI走弱 |
卖出 |
4.2957 |
192400.0 |
¥82.6万 |
|
| 2018-11-06 |
RSI强势追入 |
买入 |
3.08308 |
265400.0 |
¥81.8万 |
|
| 2018-11-26 |
RSI走弱 |
卖出 |
2.92707 |
265400.0 |
¥77.7万 |
|
| 2019-01-08 |
RSI强势追入 |
买入 |
3.2532499999999995 |
239700.0 |
¥78.0万 |
|
| 2019-02-01 |
RSI走弱 |
卖出 |
3.22 |
239700.0 |
¥77.2万 |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
3.58358 |
216600.0 |
¥77.6万 |
|
| 2019-04-23 |
RSI走弱 |
卖出 |
4.05594 |
216600.0 |
¥87.8万 |
|
| 2019-07-22 |
RSI强势追入 |
买入 |
4.51451 |
193500.0 |
¥87.4万 |
|
| 2019-09-02 |
RSI走弱 |
卖出 |
4.57542 |
193500.0 |
¥88.5万 |
|
| 2020-07-07 |
RSI强势追入 |
买入 |
3.9839799999999994 |
223100.0 |
¥88.9万 |
|
| 2020-07-24 |
RSI走弱 |
卖出 |
3.82617 |
223100.0 |
¥85.3万 |
|
| 2020-08-20 |
RSI强势追入 |
买入 |
4.11411 |
205900.0 |
¥84.7万 |
|
| 2020-09-25 |
RSI走弱 |
卖出 |
4.12587 |
205900.0 |
¥84.9万 |
|
| 2020-11-30 |
RSI强势追入 |
买入 |
4.474469999999999 |
191100.0 |
¥85.5万 |
|
| 2020-12-23 |
RSI走弱 |
卖出 |
4.41558 |
191100.0 |
¥84.4万 |
|
| 2021-03-12 |
RSI强势追入 |
买入 |
5.145139999999999 |
163600.0 |
¥84.2万 |
|
| 2021-04-27 |
RSI走弱 |
卖出 |
5.51 |
163600.0 |
¥90.1万 |
|
| 2021-09-02 |
RSI强势追入 |
买入 |
5.92592 |
152300.0 |
¥90.3万 |
|
| 2021-10-13 |
RSI走弱 |
卖出 |
6.763229999999999 |
152300.0 |
¥1.03M |
|
| 2022-05-30 |
RSI强势追入 |
买入 |
7.177169999999999 |
143600.0 |
¥1.03M |
|
| 2022-06-21 |
RSI走弱 |
卖出 |
6.85 |
143600.0 |
¥98.3万 |
|
| 2023-02-23 |
RSI强势追入 |
买入 |
7.047039999999999 |
139300.0 |
¥98.2万 |
|
| 2023-03-22 |
RSI走弱 |
卖出 |
7.10289 |
139300.0 |
¥98.9万 |
|
| 2023-09-15 |
RSI强势追入 |
买入 |
7.557549999999999 |
130600.0 |
¥98.7万 |
|
| 2023-10-24 |
RSI走弱 |
卖出 |
7.48251 |
130600.0 |
¥97.7万 |
|
| 2023-11-16 |
RSI强势追入 |
买入 |
8.048039999999999 |
121500.0 |
¥97.8万 |
|
| 2024-01-11 |
RSI走弱 |
卖出 |
8.57142 |
121500.0 |
¥1.04M |
|
| 2024-02-21 |
RSI强势追入 |
买入 |
9.349339999999998 |
111100.0 |
¥1.04M |
|
| 2024-03-25 |
RSI走弱 |
卖出 |
9.27 |
111100.0 |
¥1.03M |
|
| 2024-06-04 |
RSI强势追入 |
买入 |
10.280269999999998 |
100500.0 |
¥1.03M |
|
| 2024-08-06 |
RSI走弱 |
卖出 |
11.43855 |
100500.0 |
¥1.15M |
|
| 2025-05-21 |
RSI强势追入 |
买入 |
10.009999999999998 |
114700.0 |
¥1.15M |
|
| 2025-06-05 |
RSI走弱 |
卖出 |
9.76023 |
114700.0 |
¥1.12M |
|
| 2025-10-14 |
RSI强势追入 |
买入 |
9.759749999999999 |
114500.0 |
¥1.12M |
|
| 2025-11-06 |
RSI走弱 |
卖出 |
9.75024 |
114500.0 |
¥1.12M |
|
| 2026-03-04 |
RSI强势追入 |
买入 |
9.799789999999998 |
113600.0 |
¥1.11M |
|
| 2026-04-01 |
RSI走弱 |
卖出 |
9.920069999999999 |
113600.0 |
¥1.13M |
|
| 2026-07-22 |
RSI强势追入 |
买入 |
10.090079999999999 |
110700.0 |
¥1.12M |
|
| 2026-08-06 |
RSI走弱 |
卖出 |
9.780209999999999 |
110700.0 |
¥1.08M |
|
| 2026-10-15 |
RSI强势追入 |
买入 |
10.530520000000001 |
103800.0 |
¥1.09M |
|
| 2026-11-13 |
强平 |
卖出 |
10.94 |
103800 |
¥1.14M |
回测结束强平 |