600030 中信证券 — 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: ¥1.01M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +0.93%）
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 19 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 |
2015-03-24 |
2015-05-05 |
33.319993000000004 |
33.79617 |
¥1.4万 |
+1.40% |
RSI走弱 |
| 2 |
2015-11-06 |
2015-11-30 |
18.504029543999994 |
17.772209999999998 |
¥-4.0万 |
-3.98% |
RSI走弱 |
| 3 |
2016-03-22 |
2016-04-11 |
18.173600444999995 |
17.682299999999998 |
¥-2.6万 |
-2.73% |
RSI走弱 |
| 4 |
2016-08-16 |
2016-08-23 |
17.923275369999995 |
16.76322 |
¥-6.1万 |
-6.50% |
RSI走弱 |
| 5 |
2017-06-27 |
2017-07-19 |
17.272430174999997 |
16.77321 |
¥-2.6万 |
-2.92% |
RSI走弱 |
| 6 |
2018-01-19 |
2018-02-07 |
21.387774408 |
20.94903 |
¥-1.8万 |
-2.08% |
RSI走弱 |
| 7 |
2019-02-12 |
2019-03-27 |
18.904549663999997 |
23.096880000000002 |
¥18.6万 |
+22.14% |
RSI走弱 |
| 8 |
2019-06-25 |
2019-07-19 |
23.63068708 |
22.83 |
¥-3.5万 |
-3.42% |
RSI走弱 |
| 9 |
2019-12-17 |
2020-02-03 |
23.350322996 |
21.51 |
¥-7.8万 |
-7.91% |
RSI走弱 |
| 10 |
2020-07-08 |
2020-07-27 |
31.260595366 |
28.61136 |
¥-7.8万 |
-8.50% |
RSI走弱 |
| 11 |
2021-12-10 |
2022-01-07 |
26.604548970999996 |
25.51446 |
¥-3.4万 |
-4.13% |
RSI走弱 |
| 12 |
2022-11-16 |
2022-12-21 |
19.735628912999996 |
19.82016 |
¥3,175 |
+0.40% |
RSI走弱 |
| 13 |
2023-01-17 |
2023-02-07 |
21.397787410999996 |
20.92905 |
¥-1.8万 |
-2.22% |
RSI走弱 |
| 14 |
2023-05-10 |
2023-05-22 |
22.52925675 |
21.24873 |
¥-4.5万 |
-5.71% |
RSI走弱 |
| 15 |
2023-07-26 |
2023-08-22 |
21.578021465 |
23.20677 |
¥5.6万 |
+7.52% |
RSI走弱 |
| 16 |
2024-07-23 |
2024-08-12 |
19.875810955 |
18.80118 |
¥-4.3万 |
-5.44% |
RSI走弱 |
| 17 |
2024-09-26 |
2024-11-26 |
21.037319303 |
29.650320000000004 |
¥30.7万 |
+40.90% |
RSI走弱 |
| 18 |
2025-07-24 |
2025-09-04 |
29.598436867999993 |
29.73024 |
¥4,375 |
+0.42% |
RSI走弱 |
| 19 |
2026-01-07 |
2026-01-09 |
30.219063000000002 |
28.51146 |
¥-6.1万 |
-5.68% |
RSI走弱 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-24 |
RSI强势追入 |
买入 |
33.31 |
29900.0 |
¥99.6万 |
|
| 2015-05-05 |
RSI走弱 |
卖出 |
33.79617 |
29900.0 |
¥1.01M |
|
| 2015-11-06 |
RSI强势追入 |
买入 |
18.498479999999997 |
54200.0 |
¥1.00M |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
17.772209999999998 |
54200.0 |
¥96.3万 |
|
| 2016-03-22 |
RSI强势追入 |
买入 |
18.168149999999997 |
52000.0 |
¥94.5万 |
|
| 2016-04-11 |
RSI走弱 |
卖出 |
17.682299999999998 |
52000.0 |
¥91.9万 |
|
| 2016-08-16 |
RSI强势追入 |
买入 |
17.917899999999996 |
52400.0 |
¥93.9万 |
|
| 2016-08-23 |
RSI走弱 |
卖出 |
16.76322 |
52400.0 |
¥87.8万 |
|
| 2017-06-27 |
RSI强势追入 |
买入 |
17.267249999999997 |
51200.0 |
¥88.4万 |
|
| 2017-07-19 |
RSI走弱 |
卖出 |
16.77321 |
51200.0 |
¥85.9万 |
|
| 2018-01-19 |
RSI强势追入 |
买入 |
21.381359999999997 |
40000.0 |
¥85.6万 |
|
| 2018-02-07 |
RSI走弱 |
卖出 |
20.94903 |
40000.0 |
¥83.8万 |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
18.89888 |
44500.0 |
¥84.1万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
23.096880000000002 |
44500.0 |
¥1.03M |
|
| 2019-06-25 |
RSI强势追入 |
买入 |
23.6236 |
43400.0 |
¥1.03M |
|
| 2019-07-19 |
RSI走弱 |
卖出 |
22.83 |
43400.0 |
¥99.1万 |
|
| 2019-12-17 |
RSI强势追入 |
买入 |
23.34332 |
42500.0 |
¥99.2万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
21.51 |
42500.0 |
¥91.4万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
31.251219999999996 |
29300.0 |
¥91.6万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
28.61136 |
29300.0 |
¥83.8万 |
|
| 2021-12-10 |
RSI强势追入 |
买入 |
26.596569999999996 |
31000.0 |
¥82.5万 |
|
| 2022-01-07 |
RSI走弱 |
卖出 |
25.51446 |
31000.0 |
¥79.1万 |
|
| 2022-11-16 |
RSI强势追入 |
买入 |
19.729709999999997 |
40400.0 |
¥79.7万 |
|
| 2022-12-21 |
RSI走弱 |
卖出 |
19.82016 |
40400.0 |
¥80.0万 |
|
| 2023-01-17 |
RSI强势追入 |
买入 |
21.39137 |
37300.0 |
¥79.8万 |
|
| 2023-02-07 |
RSI走弱 |
卖出 |
20.92905 |
37300.0 |
¥78.0万 |
|
| 2023-05-10 |
RSI强势追入 |
买入 |
22.522499999999997 |
34600.0 |
¥78.0万 |
|
| 2023-05-22 |
RSI走弱 |
卖出 |
21.24873 |
34600.0 |
¥73.5万 |
|
| 2023-07-26 |
RSI强势追入 |
买入 |
21.57155 |
34400.0 |
¥74.2万 |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
23.20677 |
34400.0 |
¥79.8万 |
|
| 2024-07-23 |
RSI强势追入 |
买入 |
19.86985 |
39500.0 |
¥78.5万 |
|
| 2024-08-12 |
RSI走弱 |
卖出 |
18.80118 |
39500.0 |
¥74.2万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
21.03101 |
35700.0 |
¥75.1万 |
|
| 2024-11-26 |
RSI走弱 |
卖出 |
29.650320000000004 |
35700.0 |
¥1.06M |
|
| 2025-07-24 |
RSI强势追入 |
买入 |
29.58956 |
35600.0 |
¥1.05M |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
29.73024 |
35600.0 |
¥1.06M |
|
| 2026-01-07 |
RSI强势追入 |
买入 |
30.21 |
35300.0 |
¥1.07M |
|
| 2026-01-09 |
RSI走弱 |
卖出 |
28.51146 |
35300.0 |
¥1.01M |
|