600061 国投安信 — 追涨杀跌 回测明细
数据区间: 2015-01-07 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥52.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -47.40%）
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 |
2015-05-06 |
26.424314916999997 |
27.4725 |
¥3.9万 |
+3.94% |
RSI走弱 |
| 2 |
2015-07-20 |
2015-07-22 |
34.050212 |
27.58 |
¥-17.7万 |
-19.03% |
RSI走弱 |
| 3 |
2015-11-10 |
2015-12-29 |
25.533157649999996 |
26.1738 |
¥2.1万 |
+2.48% |
RSI走弱 |
| 4 |
2017-07-20 |
2017-08-09 |
16.601558973999996 |
15.73425 |
¥-4.6万 |
-5.25% |
RSI走弱 |
| 5 |
2018-11-05 |
2018-12-11 |
9.512352849999997 |
10.009979999999999 |
¥4.2万 |
+5.20% |
RSI走弱 |
| 6 |
2019-02-28 |
2019-04-26 |
13.417424019999999 |
13.82616 |
¥2.5万 |
+3.02% |
RSI走弱 |
| 7 |
2019-06-18 |
2019-07-10 |
14.418724319999999 |
13.39659 |
¥-6.4万 |
-7.12% |
RSI走弱 |
| 8 |
2020-01-03 |
2020-02-04 |
14.969439484999999 |
11.55 |
¥-18.8万 |
-22.87% |
RSI走弱 |
| 9 |
2020-06-24 |
2020-07-27 |
12.896747864 |
14.36562 |
¥7.2万 |
+11.36% |
RSI走弱 |
| 10 |
2021-09-08 |
2021-09-28 |
9.792716933999998 |
8.871120000000001 |
¥-6.8万 |
-9.44% |
RSI走弱 |
| 11 |
2022-06-16 |
2022-06-28 |
6.818855042999998 |
6.36363 |
¥-4.4万 |
-6.70% |
RSI走弱 |
| 12 |
2022-12-06 |
2022-12-20 |
6.9690500879999995 |
6.543449999999999 |
¥-3.7万 |
-6.14% |
RSI走弱 |
| 13 |
2023-01-20 |
2023-02-20 |
6.959037084999999 |
6.723270000000001 |
¥-2.0万 |
-3.42% |
RSI走弱 |
| 14 |
2023-05-10 |
2023-05-23 |
7.960337385 |
7.41258 |
¥-3.8万 |
-6.91% |
RSI走弱 |
| 15 |
2023-08-07 |
2023-08-22 |
8.140571439 |
7.68231 |
¥-2.9万 |
-5.66% |
RSI走弱 |
| 16 |
2024-09-26 |
2024-11-25 |
6.558516964999999 |
7.522469999999999 |
¥6.9万 |
+14.66% |
RSI走弱 |
| 17 |
2025-06-26 |
2025-08-01 |
7.639921288999999 |
7.56243 |
¥-5,807 |
-1.04% |
RSI走弱 |
| 18 |
2025-08-19 |
2025-09-03 |
8.170610447999998 |
8.121870000000001 |
¥-3,429 |
-0.63% |
RSI走弱 |
| 19 |
2026-01-07 |
2026-01-19 |
7.920285372999999 |
7.5924 |
¥-2.3万 |
-4.17% |
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 |
26.416389999999996 |
37500.0 |
¥99.1万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
27.4725 |
37500.0 |
¥1.03M |
|
| 2015-07-20 |
RSI强势追入 |
买入 |
34.04 |
27300.0 |
¥93.0万 |
|
| 2015-07-22 |
RSI走弱 |
卖出 |
27.58 |
27300.0 |
¥75.3万 |
|
| 2015-11-10 |
RSI强势追入 |
买入 |
25.525499999999997 |
32800.0 |
¥83.7万 |
|
| 2015-12-29 |
RSI走弱 |
卖出 |
26.1738 |
32800.0 |
¥85.8万 |
|
| 2017-07-20 |
RSI强势追入 |
买入 |
16.596579999999996 |
52700.0 |
¥87.5万 |
|
| 2017-08-09 |
RSI走弱 |
卖出 |
15.73425 |
52700.0 |
¥82.9万 |
|
| 2018-11-05 |
RSI强势追入 |
买入 |
9.5095 |
85700.0 |
¥81.5万 |
|
| 2018-12-11 |
RSI走弱 |
卖出 |
10.009979999999999 |
85700.0 |
¥85.8万 |
|
| 2019-02-28 |
RSI强势追入 |
买入 |
13.4134 |
61300.0 |
¥82.2万 |
|
| 2019-04-26 |
RSI走弱 |
卖出 |
13.82616 |
61300.0 |
¥84.7万 |
|
| 2019-06-18 |
RSI强势追入 |
买入 |
14.414399999999999 |
62500.0 |
¥90.1万 |
|
| 2019-07-10 |
RSI走弱 |
卖出 |
13.39659 |
62500.0 |
¥83.7万 |
|
| 2020-01-03 |
RSI强势追入 |
买入 |
14.964949999999998 |
54900.0 |
¥82.2万 |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
11.55 |
54900.0 |
¥63.4万 |
|
| 2020-06-24 |
RSI强势追入 |
买入 |
12.89288 |
49400.0 |
¥63.7万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
14.36562 |
49400.0 |
¥70.9万 |
|
| 2021-09-08 |
RSI强势追入 |
买入 |
9.789779999999999 |
73900.0 |
¥72.4万 |
|
| 2021-09-28 |
RSI走弱 |
卖出 |
8.871120000000001 |
73900.0 |
¥65.5万 |
|
| 2022-06-16 |
RSI强势追入 |
买入 |
6.8168099999999985 |
95700.0 |
¥65.3万 |
|
| 2022-06-28 |
RSI走弱 |
卖出 |
6.36363 |
95700.0 |
¥60.9万 |
|
| 2022-12-06 |
RSI强势追入 |
买入 |
6.966959999999999 |
86400.0 |
¥60.2万 |
|
| 2022-12-20 |
RSI走弱 |
卖出 |
6.543449999999999 |
86400.0 |
¥56.5万 |
|
| 2023-01-20 |
RSI强势追入 |
买入 |
6.956949999999999 |
82600.0 |
¥57.5万 |
|
| 2023-02-20 |
RSI走弱 |
卖出 |
6.723270000000001 |
82600.0 |
¥55.5万 |
|
| 2023-05-10 |
RSI强势追入 |
买入 |
7.95795 |
68600.0 |
¥54.6万 |
|
| 2023-05-23 |
RSI走弱 |
卖出 |
7.41258 |
68600.0 |
¥50.8万 |
|
| 2023-08-07 |
RSI强势追入 |
买入 |
8.13813 |
62400.0 |
¥50.8万 |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
7.68231 |
62400.0 |
¥47.9万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
6.556549999999999 |
71500.0 |
¥46.9万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
7.522469999999999 |
71500.0 |
¥53.8万 |
|
| 2025-06-26 |
RSI强势追入 |
买入 |
7.637629999999999 |
72800.0 |
¥55.6万 |
|
| 2025-08-01 |
RSI走弱 |
卖出 |
7.56243 |
72800.0 |
¥55.0万 |
|
| 2025-08-19 |
RSI强势追入 |
买入 |
8.168159999999999 |
67000.0 |
¥54.7万 |
|
| 2025-09-03 |
RSI走弱 |
卖出 |
8.121870000000001 |
67000.0 |
¥54.4万 |
|
| 2026-01-07 |
RSI强势追入 |
买入 |
7.917909999999998 |
69100.0 |
¥54.7万 |
|
| 2026-01-19 |
RSI走弱 |
卖出 |
7.5924 |
69100.0 |
¥52.4万 |
|