600036 招商银行 — 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: ¥76.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -23.36%）
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 |
2015-05-18 |
17.452664228999996 |
16.992990000000002 |
¥-2.6万 |
-2.66% |
RSI走弱 |
| 2 |
2015-06-09 |
2015-06-19 |
21.177501344999996 |
18.981 |
¥-10.1万 |
-10.40% |
RSI走弱 |
| 3 |
2016-04-20 |
2016-05-11 |
17.132248133 |
17.06 |
¥-3,930 |
-0.45% |
RSI走弱 |
| 4 |
2016-08-18 |
2016-09-13 |
18.353834498999998 |
17.9 |
¥-2.2万 |
-2.50% |
RSI走弱 |
| 5 |
2016-11-24 |
2016-12-16 |
18.794406630999998 |
18.22176 |
¥-2.6万 |
-3.08% |
RSI走弱 |
| 6 |
2017-05-16 |
2017-06-15 |
20.576721164999995 |
21.2787 |
¥2.7万 |
+3.38% |
RSI走弱 |
| 7 |
2017-06-28 |
2017-08-14 |
24.141350232999994 |
24.575400000000002 |
¥1.5万 |
+1.77% |
RSI走弱 |
| 8 |
2017-11-20 |
2017-12-08 |
29.418202813999997 |
28.09188 |
¥-3.9万 |
-4.54% |
RSI走弱 |
| 9 |
2018-01-22 |
2018-02-08 |
32.221843654 |
31.91805 |
¥-7,928 |
-0.97% |
RSI走弱 |
| 10 |
2019-02-12 |
2019-05-07 |
29.428215816999998 |
34.14582 |
¥13.0万 |
+16.00% |
RSI走弱 |
| 11 |
2019-06-20 |
2019-07-09 |
36.90792905799999 |
35.544419999999995 |
¥-3.5万 |
-3.72% |
RSI走弱 |
| 12 |
2020-07-08 |
2020-07-16 |
40.953182269999985 |
36.013949999999994 |
¥-10.9万 |
-12.09% |
RSI走弱 |
| 13 |
2020-10-22 |
2020-12-14 |
41.053312299999995 |
43.32 |
¥4.4万 |
+5.49% |
RSI走弱 |
| 14 |
2021-01-13 |
2021-03-01 |
49.374117792999996 |
51.05889 |
¥2.8万 |
+3.38% |
RSI走弱 |
| 15 |
2023-01-17 |
2023-02-07 |
40.502597134999995 |
38.4615 |
¥-4.4万 |
-5.07% |
RSI走弱 |
| 16 |
2023-08-01 |
2023-08-14 |
35.576199659 |
32.767199999999995 |
¥-6.5万 |
-7.92% |
RSI走弱 |
| 17 |
2024-01-22 |
2024-03-15 |
29.798696927999995 |
31.208759999999998 |
¥3.6万 |
+4.70% |
RSI走弱 |
| 18 |
2024-04-26 |
2024-05-27 |
34.44473031999999 |
34.81515 |
¥8,315 |
+1.05% |
RSI走弱 |
| 19 |
2024-10-09 |
2024-11-13 |
39.731916 |
37.55241 |
¥-4.4万 |
-5.51% |
RSI走弱 |
| 20 |
2025-03-10 |
2025-03-27 |
43.546550047000004 |
42.74 |
¥-1.4万 |
-1.88% |
RSI走弱 |
| 21 |
2025-06-17 |
2025-07-14 |
45.939657763999996 |
45.60435 |
¥-5,689 |
-0.76% |
RSI走弱 |
| 22 |
2026-09-07 |
2026-11-13 |
41.704157495 |
42.93 |
¥2.2万 |
+2.91% |
强平 |
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 |
17.447429999999997 |
57000.0 |
¥99.5万 |
|
| 2015-05-18 |
RSI走弱 |
卖出 |
16.992990000000002 |
57000.0 |
¥96.8万 |
|
| 2015-06-09 |
RSI强势追入 |
买入 |
21.171149999999997 |
45900.0 |
¥97.2万 |
|
| 2015-06-19 |
RSI走弱 |
卖出 |
18.981 |
45900.0 |
¥87.1万 |
|
| 2016-04-20 |
RSI强势追入 |
买入 |
17.12711 |
50800.0 |
¥87.0万 |
|
| 2016-05-11 |
RSI走弱 |
卖出 |
17.06 |
50800.0 |
¥86.6万 |
|
| 2016-08-18 |
RSI强势追入 |
买入 |
18.348329999999997 |
47000.0 |
¥86.3万 |
|
| 2016-09-13 |
RSI走弱 |
卖出 |
17.9 |
47000.0 |
¥84.1万 |
|
| 2016-11-24 |
RSI强势追入 |
买入 |
18.788769999999996 |
44800.0 |
¥84.2万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
18.22176 |
44800.0 |
¥81.6万 |
|
| 2017-05-16 |
RSI强势追入 |
买入 |
20.570549999999997 |
39500.0 |
¥81.3万 |
|
| 2017-06-15 |
RSI走弱 |
卖出 |
21.2787 |
39500.0 |
¥84.0万 |
|
| 2017-06-28 |
RSI强势追入 |
买入 |
24.134109999999996 |
34700.0 |
¥83.8万 |
|
| 2017-08-14 |
RSI走弱 |
卖出 |
24.575400000000002 |
34700.0 |
¥85.3万 |
|
| 2017-11-20 |
RSI强势追入 |
买入 |
29.409379999999995 |
29200.0 |
¥85.9万 |
|
| 2017-12-08 |
RSI走弱 |
卖出 |
28.09188 |
29200.0 |
¥82.0万 |
|
| 2018-01-22 |
RSI强势追入 |
买入 |
32.21218 |
25300.0 |
¥81.5万 |
|
| 2018-02-08 |
RSI走弱 |
卖出 |
31.91805 |
25300.0 |
¥80.7万 |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
29.419389999999996 |
27600.0 |
¥81.2万 |
|
| 2019-05-07 |
RSI走弱 |
卖出 |
34.14582 |
27600.0 |
¥94.2万 |
|
| 2019-06-20 |
RSI强势追入 |
买入 |
36.89686 |
25600.0 |
¥94.5万 |
|
| 2019-07-09 |
RSI走弱 |
卖出 |
35.544419999999995 |
25600.0 |
¥91.0万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
40.94089999999999 |
22100.0 |
¥90.5万 |
|
| 2020-07-16 |
RSI走弱 |
卖出 |
36.013949999999994 |
22100.0 |
¥79.6万 |
|
| 2020-10-22 |
RSI强势追入 |
买入 |
41.041 |
19500.0 |
¥80.1万 |
|
| 2020-12-14 |
RSI走弱 |
卖出 |
43.32 |
19500.0 |
¥84.4万 |
|
| 2021-01-13 |
RSI强势追入 |
买入 |
49.359309999999994 |
16900.0 |
¥83.4万 |
|
| 2021-03-01 |
RSI走弱 |
卖出 |
51.05889 |
16900.0 |
¥86.3万 |
|
| 2023-01-17 |
RSI强势追入 |
买入 |
40.490449999999996 |
21500.0 |
¥87.1万 |
|
| 2023-02-07 |
RSI走弱 |
卖出 |
38.4615 |
21500.0 |
¥82.7万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
35.565529999999995 |
23200.0 |
¥82.5万 |
|
| 2023-08-14 |
RSI走弱 |
卖出 |
32.767199999999995 |
23200.0 |
¥76.0万 |
|
| 2024-01-22 |
RSI强势追入 |
买入 |
29.789759999999998 |
25600.0 |
¥76.3万 |
|
| 2024-03-15 |
RSI走弱 |
卖出 |
31.208759999999998 |
25600.0 |
¥79.9万 |
|
| 2024-04-26 |
RSI强势追入 |
买入 |
34.4344 |
23100.0 |
¥79.6万 |
|
| 2024-05-27 |
RSI走弱 |
卖出 |
34.81515 |
23100.0 |
¥80.4万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
39.72 |
20100.0 |
¥79.9万 |
|
| 2024-11-13 |
RSI走弱 |
卖出 |
37.55241 |
20100.0 |
¥75.5万 |
|
| 2025-03-10 |
RSI强势追入 |
买入 |
43.53349 |
17400.0 |
¥75.8万 |
|
| 2025-03-27 |
RSI走弱 |
卖出 |
42.74 |
17400.0 |
¥74.3万 |
|
| 2025-06-17 |
RSI强势追入 |
买入 |
45.92588 |
16300.0 |
¥74.9万 |
|
| 2025-07-14 |
RSI走弱 |
卖出 |
45.60435 |
16300.0 |
¥74.3万 |
|
| 2026-09-07 |
RSI强势追入 |
买入 |
41.691649999999996 |
17800.0 |
¥74.2万 |
|
| 2026-11-13 |
强平 |
卖出 |
42.93 |
17800 |
¥76.4万 |
回测结束强平 |