600027 华电国际 — 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: ¥84.3万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -15.68%）
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 |
2015-03-25 |
2015-05-08 |
6.949024082 |
8.01198 |
¥15.3万 |
+15.26% |
RSI走弱 |
| 2 |
2016-11-30 |
2016-12-09 |
5.246813572 |
5.11488 |
¥-2.9万 |
-2.54% |
RSI走弱 |
| 3 |
2017-02-17 |
2017-03-08 |
5.2167745629999995 |
5.0949 |
¥-2.6万 |
-2.37% |
RSI走弱 |
| 4 |
2018-03-12 |
2018-03-19 |
3.9250971759999995 |
3.70629 |
¥-6.1万 |
-5.60% |
RSI走弱 |
| 5 |
2018-05-25 |
2018-06-08 |
4.105331229999999 |
3.8161799999999997 |
¥-7.3万 |
-7.07% |
RSI走弱 |
| 6 |
2018-07-19 |
2018-08-09 |
4.435760328999999 |
4.14 |
¥-6.4万 |
-6.70% |
RSI走弱 |
| 7 |
2019-08-02 |
2019-08-29 |
4.015214202999999 |
3.9360599999999994 |
¥-1.8万 |
-2.00% |
RSI走弱 |
| 8 |
2020-08-21 |
2020-09-04 |
4.235500269 |
3.87612 |
¥-7.3万 |
-8.51% |
RSI走弱 |
| 9 |
2021-03-15 |
2021-04-14 |
3.474512041 |
3.46653 |
¥-2,088 |
-0.26% |
RSI走弱 |
| 10 |
2021-08-24 |
2021-10-11 |
3.7348501189999994 |
4.4955 |
¥16.2万 |
+20.33% |
RSI走弱 |
| 11 |
2021-12-08 |
2022-01-07 |
4.555916364999999 |
4.6953000000000005 |
¥2.8万 |
+3.03% |
RSI走弱 |
| 12 |
2022-07-08 |
2022-07-29 |
4.696098407 |
4.29 |
¥-8.5万 |
-8.67% |
RSI走弱 |
| 13 |
2022-08-17 |
2022-09-29 |
5.216774562999999 |
5.994 |
¥13.5万 |
+14.86% |
RSI走弱 |
| 14 |
2023-01-04 |
2023-01-13 |
6.438360928999998 |
5.754239999999999 |
¥-11.0万 |
-10.65% |
RSI走弱 |
| 15 |
2024-01-05 |
2024-01-22 |
5.497138646999999 |
5.27472 |
¥-3.8万 |
-4.07% |
RSI走弱 |
| 16 |
2024-02-26 |
2024-04-24 |
6.418334923 |
6.853140000000001 |
¥6.0万 |
+6.74% |
RSI走弱 |
| 17 |
2025-02-27 |
2025-03-07 |
5.647333692 |
5.32467 |
¥-5.5万 |
-5.74% |
RSI走弱 |
| 18 |
2026-03-03 |
2026-03-24 |
5.2067615599999995 |
5.1748199999999995 |
¥-5,805 |
-0.64% |
RSI走弱 |
| 19 |
2026-05-12 |
2026-06-08 |
5.246813572 |
5.0949 |
¥-2.6万 |
-2.92% |
RSI走弱 |
| 20 |
2026-10-09 |
2026-11-06 |
5.176722550999999 |
5.0149799999999995 |
¥-2.7万 |
-3.15% |
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 |
|---|
| 2015-03-25 |
RSI强势追入 |
买入 |
6.94694 |
143800.0 |
¥99.9万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
8.01198 |
143800.0 |
¥1.15M |
|
| 2016-11-30 |
RSI强势追入 |
买入 |
5.24524 |
218300.0 |
¥1.15M |
|
| 2016-12-09 |
RSI走弱 |
卖出 |
5.11488 |
218300.0 |
¥1.12M |
|
| 2017-02-17 |
RSI强势追入 |
买入 |
5.215209999999999 |
213200.0 |
¥1.11M |
|
| 2017-03-08 |
RSI走弱 |
卖出 |
5.0949 |
213200.0 |
¥1.09M |
|
| 2018-03-12 |
RSI强势追入 |
买入 |
3.92392 |
278900.0 |
¥1.09M |
|
| 2018-03-19 |
RSI走弱 |
卖出 |
3.70629 |
278900.0 |
¥1.03M |
|
| 2018-05-25 |
RSI强势追入 |
买入 |
4.104099999999999 |
251700.0 |
¥1.03M |
|
| 2018-06-08 |
RSI走弱 |
卖出 |
3.8161799999999997 |
251700.0 |
¥96.0万 |
|
| 2018-07-19 |
RSI强势追入 |
买入 |
4.434429999999999 |
215100.0 |
¥95.4万 |
|
| 2018-08-09 |
RSI走弱 |
卖出 |
4.14 |
215100.0 |
¥89.0万 |
|
| 2019-08-02 |
RSI强势追入 |
买入 |
4.014009999999999 |
221100.0 |
¥88.8万 |
|
| 2019-08-29 |
RSI走弱 |
卖出 |
3.9360599999999994 |
221100.0 |
¥87.0万 |
|
| 2020-08-21 |
RSI强势追入 |
买入 |
4.23423 |
201800.0 |
¥85.5万 |
|
| 2020-09-04 |
RSI走弱 |
卖出 |
3.87612 |
201800.0 |
¥78.2万 |
|
| 2021-03-15 |
RSI强势追入 |
买入 |
3.47347 |
231400.0 |
¥80.4万 |
|
| 2021-04-14 |
RSI走弱 |
卖出 |
3.46653 |
231400.0 |
¥80.2万 |
|
| 2021-08-24 |
RSI强势追入 |
买入 |
3.7337299999999995 |
213100.0 |
¥79.6万 |
|
| 2021-10-11 |
RSI走弱 |
卖出 |
4.4955 |
213100.0 |
¥95.8万 |
|
| 2021-12-08 |
RSI强势追入 |
买入 |
4.554549999999999 |
206500.0 |
¥94.1万 |
|
| 2022-01-07 |
RSI走弱 |
卖出 |
4.6953000000000005 |
206500.0 |
¥96.9万 |
|
| 2022-07-08 |
RSI强势追入 |
买入 |
4.69469 |
209500.0 |
¥98.4万 |
|
| 2022-07-29 |
RSI走弱 |
卖出 |
4.29 |
209500.0 |
¥89.8万 |
|
| 2022-08-17 |
RSI强势追入 |
买入 |
5.215209999999999 |
173600.0 |
¥90.6万 |
|
| 2022-09-29 |
RSI走弱 |
卖出 |
5.994 |
173600.0 |
¥1.04M |
|
| 2023-01-04 |
RSI强势追入 |
买入 |
6.436429999999999 |
161000.0 |
¥1.04M |
|
| 2023-01-13 |
RSI走弱 |
卖出 |
5.754239999999999 |
161000.0 |
¥92.6万 |
|
| 2024-01-05 |
RSI强势追入 |
买入 |
5.495489999999999 |
168500.0 |
¥92.6万 |
|
| 2024-01-22 |
RSI走弱 |
卖出 |
5.27472 |
168500.0 |
¥88.9万 |
|
| 2024-02-26 |
RSI强势追入 |
买入 |
6.416409999999999 |
138600.0 |
¥89.0万 |
|
| 2024-04-24 |
RSI走弱 |
卖出 |
6.853140000000001 |
138600.0 |
¥95.0万 |
|
| 2025-02-27 |
RSI强势追入 |
买入 |
5.645639999999999 |
169200.0 |
¥95.6万 |
|
| 2025-03-07 |
RSI走弱 |
卖出 |
5.32467 |
169200.0 |
¥90.1万 |
|
| 2026-03-03 |
RSI强势追入 |
买入 |
5.2052 |
173300.0 |
¥90.2万 |
|
| 2026-03-24 |
RSI走弱 |
卖出 |
5.1748199999999995 |
173300.0 |
¥89.7万 |
|
| 2026-05-12 |
RSI强势追入 |
买入 |
5.24524 |
170900.0 |
¥89.7万 |
|
| 2026-06-08 |
RSI走弱 |
卖出 |
5.0949 |
170900.0 |
¥87.0万 |
|
| 2026-10-09 |
RSI强势追入 |
买入 |
5.17517 |
168100.0 |
¥87.0万 |
|
| 2026-11-06 |
RSI走弱 |
卖出 |
5.0149799999999995 |
168100.0 |
¥84.3万 |
|