600028 中国石化 — 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: ¥87.3万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -12.75%）
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 |
2015-04-20 |
2015-05-18 |
7.269440177999999 |
7.2127799999999995 |
¥-7,982 |
-0.81% |
RSI走弱 |
| 2 |
2016-04-07 |
2016-04-21 |
4.996488497 |
4.80519 |
¥-3.8万 |
-3.86% |
RSI走弱 |
| 3 |
2016-08-16 |
2016-09-13 |
5.016514503 |
4.91508 |
¥-2.0万 |
-2.05% |
RSI走弱 |
| 4 |
2016-11-30 |
2017-02-17 |
5.2067615599999995 |
5.804189999999999 |
¥10.6万 |
+11.44% |
RSI走弱 |
| 5 |
2017-05-26 |
2017-06-15 |
6.147983841999999 |
5.95404 |
¥-3.3万 |
-3.18% |
RSI走弱 |
| 6 |
2017-07-18 |
2017-07-25 |
6.278152880999999 |
6.05394 |
¥-3.6万 |
-3.60% |
RSI走弱 |
| 7 |
2017-11-08 |
2017-11-16 |
6.278152880999999 |
5.934060000000001 |
¥-5.3万 |
-5.51% |
RSI走弱 |
| 8 |
2018-01-03 |
2018-02-09 |
6.368269907999999 |
6.43356 |
¥9,098 |
+0.99% |
RSI走弱 |
| 9 |
2019-02-26 |
2019-03-11 |
6.0178148029999985 |
5.83416 |
¥-2.8万 |
-3.08% |
RSI走弱 |
| 10 |
2019-09-12 |
2019-09-19 |
5.256826574999999 |
5.07492 |
¥-3.1万 |
-3.49% |
RSI走弱 |
| 11 |
2020-01-07 |
2020-01-16 |
5.30159 |
5.0949 |
¥-3.4万 |
-3.93% |
RSI走弱 |
| 12 |
2020-11-12 |
2020-12-08 |
4.121236000000001 |
4.1058900000000005 |
¥-3,345 |
-0.40% |
RSI走弱 |
| 13 |
2021-02-19 |
2021-03-22 |
4.415734322999999 |
4.27 |
¥-2.7万 |
-3.33% |
RSI走弱 |
| 14 |
2021-09-06 |
2021-10-14 |
4.365669307999999 |
4.32567 |
¥-7,586 |
-0.95% |
RSI走弱 |
| 15 |
2022-08-31 |
2022-09-20 |
4.2755522809999995 |
4.225770000000001 |
¥-9,439 |
-1.19% |
RSI走弱 |
| 16 |
2022-12-06 |
2022-12-16 |
4.615994382999999 |
4.3956 |
¥-3.8万 |
-4.80% |
RSI走弱 |
| 17 |
2023-02-22 |
2023-05-24 |
4.686085403999999 |
6.1938 |
¥24.0万 |
+32.13% |
RSI走弱 |
| 18 |
2024-02-20 |
2024-03-13 |
6.288165884 |
6.103890000000001 |
¥-2.9万 |
-2.96% |
RSI走弱 |
| 19 |
2024-08-28 |
2024-09-04 |
7.159297145 |
6.5934 |
¥-7.6万 |
-7.93% |
RSI走弱 |
| 20 |
2025-11-19 |
2025-12-15 |
5.817554742999999 |
5.74425 |
¥-1.1万 |
-1.29% |
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 |
|---|
| 2015-04-20 |
RSI强势追入 |
买入 |
7.267259999999999 |
135700.0 |
¥98.6万 |
|
| 2015-05-18 |
RSI走弱 |
卖出 |
7.2127799999999995 |
135700.0 |
¥97.8万 |
|
| 2016-04-07 |
RSI强势追入 |
买入 |
4.99499 |
198500.0 |
¥99.2万 |
|
| 2016-04-21 |
RSI走弱 |
卖出 |
4.80519 |
198500.0 |
¥95.4万 |
|
| 2016-08-16 |
RSI强势追入 |
买入 |
5.015009999999999 |
189700.0 |
¥95.2万 |
|
| 2016-09-13 |
RSI走弱 |
卖出 |
4.91508 |
189700.0 |
¥93.2万 |
|
| 2016-11-30 |
RSI强势追入 |
买入 |
5.2052 |
178000.0 |
¥92.7万 |
|
| 2017-02-17 |
RSI走弱 |
卖出 |
5.804189999999999 |
178000.0 |
¥1.03M |
|
| 2017-05-26 |
RSI强势追入 |
买入 |
6.146139999999999 |
168300.0 |
¥1.03M |
|
| 2017-06-15 |
RSI走弱 |
卖出 |
5.95404 |
168300.0 |
¥1.00M |
|
| 2017-07-18 |
RSI强势追入 |
买入 |
6.2762699999999985 |
158800.0 |
¥99.7万 |
|
| 2017-07-25 |
RSI走弱 |
卖出 |
6.05394 |
158800.0 |
¥96.1万 |
|
| 2017-11-08 |
RSI强势追入 |
买入 |
6.2762699999999985 |
153900.0 |
¥96.6万 |
|
| 2017-11-16 |
RSI走弱 |
卖出 |
5.934060000000001 |
153900.0 |
¥91.3万 |
|
| 2018-01-03 |
RSI强势追入 |
买入 |
6.366359999999999 |
143600.0 |
¥91.4万 |
|
| 2018-02-09 |
RSI走弱 |
卖出 |
6.43356 |
143600.0 |
¥92.4万 |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
6.016009999999999 |
152200.0 |
¥91.6万 |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
5.83416 |
152200.0 |
¥88.8万 |
|
| 2019-09-12 |
RSI强势追入 |
买入 |
5.255249999999999 |
170300.0 |
¥89.5万 |
|
| 2019-09-19 |
RSI走弱 |
卖出 |
5.07492 |
170300.0 |
¥86.4万 |
|
| 2020-01-07 |
RSI强势追入 |
买入 |
5.3 |
161300.0 |
¥85.5万 |
|
| 2020-01-16 |
RSI走弱 |
卖出 |
5.0949 |
161300.0 |
¥82.2万 |
|
| 2020-11-12 |
RSI强势追入 |
买入 |
4.12 |
201800.0 |
¥83.2万 |
|
| 2020-12-08 |
RSI走弱 |
卖出 |
4.1058900000000005 |
201800.0 |
¥82.8万 |
|
| 2021-02-19 |
RSI强势追入 |
买入 |
4.414409999999999 |
184800.0 |
¥81.6万 |
|
| 2021-03-22 |
RSI走弱 |
卖出 |
4.27 |
184800.0 |
¥78.9万 |
|
| 2021-09-06 |
RSI强势追入 |
买入 |
4.36436 |
183700.0 |
¥80.2万 |
|
| 2021-10-14 |
RSI走弱 |
卖出 |
4.32567 |
183700.0 |
¥79.4万 |
|
| 2022-08-31 |
RSI强势追入 |
买入 |
4.274269999999999 |
184900.0 |
¥79.1万 |
|
| 2022-09-20 |
RSI走弱 |
卖出 |
4.225770000000001 |
184900.0 |
¥78.1万 |
|
| 2022-12-06 |
RSI强势追入 |
买入 |
4.61461 |
169700.0 |
¥78.3万 |
|
| 2022-12-16 |
RSI走弱 |
卖出 |
4.3956 |
169700.0 |
¥74.6万 |
|
| 2023-02-22 |
RSI强势追入 |
买入 |
4.684679999999999 |
159100.0 |
¥74.6万 |
|
| 2023-05-24 |
RSI走弱 |
卖出 |
6.1938 |
159100.0 |
¥98.5万 |
|
| 2024-02-20 |
RSI强势追入 |
买入 |
6.28628 |
156900.0 |
¥98.7万 |
|
| 2024-03-13 |
RSI走弱 |
卖出 |
6.103890000000001 |
156900.0 |
¥95.7万 |
|
| 2024-08-28 |
RSI强势追入 |
买入 |
7.15715 |
133100.0 |
¥95.3万 |
|
| 2024-09-04 |
RSI走弱 |
卖出 |
6.5934 |
133100.0 |
¥87.7万 |
|
| 2025-11-19 |
RSI强势追入 |
买入 |
5.815809999999999 |
151800.0 |
¥88.3万 |
|
| 2025-12-15 |
RSI走弱 |
卖出 |
5.74425 |
151800.0 |
¥87.2万 |
|