600115 东方航空 — 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: ¥83.7万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -16.26%）
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 |
2015-03-19 |
2015-05-08 |
7.372210999999999 |
7.44255 |
¥9,085 |
+0.92% |
RSI走弱 |
| 2 |
2015-05-28 |
2015-07-02 |
9.51235285 |
10.389599999999998 |
¥9.1万 |
+9.19% |
RSI走弱 |
| 3 |
2016-05-06 |
2016-05-27 |
6.928998075999998 |
6.6233699999999995 |
¥-4.8万 |
-4.44% |
RSI走弱 |
| 4 |
2016-12-26 |
2017-01-13 |
7.349544202 |
6.8931000000000004 |
¥-6.4万 |
-6.24% |
RSI走弱 |
| 5 |
2017-11-23 |
2017-12-13 |
7.349544201999999 |
7.07292 |
¥-3.7万 |
-3.79% |
RSI走弱 |
| 6 |
2017-12-27 |
2018-01-18 |
8.220675463 |
7.92207 |
¥-3.4万 |
-3.66% |
RSI走弱 |
| 7 |
2019-02-27 |
2019-04-24 |
5.927697775999999 |
7.072920000000001 |
¥17.5万 |
+19.28% |
RSI走弱 |
| 8 |
2019-12-31 |
2020-01-21 |
5.807541739999999 |
5.30469 |
¥-9.4万 |
-8.69% |
RSI走弱 |
| 9 |
2020-06-10 |
2020-06-16 |
4.591377 |
4.26 |
¥-7.1万 |
-7.25% |
RSI走弱 |
| 10 |
2020-09-17 |
2020-09-23 |
5.507151649999999 |
5.10489 |
¥-6.7万 |
-7.33% |
RSI走弱 |
| 11 |
2021-03-16 |
2021-04-28 |
5.4270476259999985 |
5.40459 |
¥-3,783 |
-0.44% |
RSI走弱 |
| 12 |
2021-09-13 |
2021-09-16 |
4.9864754940000005 |
4.72527 |
¥-4.4万 |
-5.27% |
RSI走弱 |
| 13 |
2022-01-04 |
2022-02-24 |
5.176722551 |
5.51448 |
¥5.3万 |
+6.49% |
RSI走弱 |
| 14 |
2022-06-28 |
2022-07-18 |
5.096618526999999 |
4.92507 |
¥-2.9万 |
-3.39% |
RSI走弱 |
| 15 |
2024-05-21 |
2024-06-26 |
3.9851751939999995 |
3.88611 |
¥-2.1万 |
-2.52% |
RSI走弱 |
| 16 |
2024-12-11 |
2024-12-19 |
4.325617296000001 |
4.05594 |
¥-5.1万 |
-6.26% |
RSI走弱 |
| 17 |
2025-08-21 |
2025-09-02 |
4.1553962449999995 |
4.00599 |
¥-2.8万 |
-3.62% |
RSI走弱 |
| 18 |
2025-10-20 |
2025-11-26 |
4.485825344 |
4.94505 |
¥7.5万 |
+10.20% |
RSI走弱 |
| 19 |
2025-12-18 |
2026-01-27 |
5.617294682999999 |
5.83416 |
¥3.1万 |
+3.83% |
RSI走弱 |
| 20 |
2026-11-06 |
2026-11-13 |
3.50455105 |
3.49 |
¥-3,620 |
-0.45% |
强平 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
RSI强势追入 |
买入 |
7.37 |
133400.0 |
¥98.3万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
7.44255 |
133400.0 |
¥99.3万 |
|
| 2015-05-28 |
RSI强势追入 |
买入 |
9.5095 |
104100.0 |
¥99.0万 |
|
| 2015-07-02 |
RSI走弱 |
卖出 |
10.389599999999998 |
104100.0 |
¥1.08M |
|
| 2016-05-06 |
RSI强势追入 |
买入 |
6.926919999999999 |
157300.0 |
¥1.09M |
|
| 2016-05-27 |
RSI走弱 |
卖出 |
6.6233699999999995 |
157300.0 |
¥1.04M |
|
| 2016-12-26 |
RSI强势追入 |
买入 |
7.347339999999999 |
139900.0 |
¥1.03M |
|
| 2017-01-13 |
RSI走弱 |
卖出 |
6.8931000000000004 |
139900.0 |
¥96.4万 |
|
| 2017-11-23 |
RSI强势追入 |
买入 |
7.347339999999999 |
133000.0 |
¥97.7万 |
|
| 2017-12-13 |
RSI走弱 |
卖出 |
7.07292 |
133000.0 |
¥94.0万 |
|
| 2017-12-27 |
RSI强势追入 |
买入 |
8.21821 |
113800.0 |
¥93.6万 |
|
| 2018-01-18 |
RSI走弱 |
卖出 |
7.92207 |
113800.0 |
¥90.1万 |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
5.92592 |
153400.0 |
¥90.9万 |
|
| 2019-04-24 |
RSI走弱 |
卖出 |
7.072920000000001 |
153400.0 |
¥1.08M |
|
| 2019-12-31 |
RSI强势追入 |
买入 |
5.805799999999999 |
186900.0 |
¥1.09M |
|
| 2020-01-21 |
RSI走弱 |
卖出 |
5.30469 |
186900.0 |
¥99.1万 |
|
| 2020-06-10 |
RSI强势追入 |
买入 |
4.59 |
213700.0 |
¥98.1万 |
|
| 2020-06-16 |
RSI走弱 |
卖出 |
4.26 |
213700.0 |
¥91.0万 |
|
| 2020-09-17 |
RSI强势追入 |
买入 |
5.5055 |
166300.0 |
¥91.6万 |
|
| 2020-09-23 |
RSI走弱 |
卖出 |
5.10489 |
166300.0 |
¥84.9万 |
|
| 2021-03-16 |
RSI强势追入 |
买入 |
5.425419999999999 |
157100.0 |
¥85.3万 |
|
| 2021-04-28 |
RSI走弱 |
卖出 |
5.40459 |
157100.0 |
¥84.9万 |
|
| 2021-09-13 |
RSI强势追入 |
买入 |
4.98498 |
168800.0 |
¥84.2万 |
|
| 2021-09-16 |
RSI走弱 |
卖出 |
4.72527 |
168800.0 |
¥79.7万 |
|
| 2022-01-04 |
RSI强势追入 |
买入 |
5.17517 |
156600.0 |
¥81.1万 |
|
| 2022-02-24 |
RSI走弱 |
卖出 |
5.51448 |
156600.0 |
¥86.3万 |
|
| 2022-06-28 |
RSI强势追入 |
买入 |
5.095089999999999 |
168100.0 |
¥85.7万 |
|
| 2022-07-18 |
RSI走弱 |
卖出 |
4.92507 |
168100.0 |
¥82.8万 |
|
| 2024-05-21 |
RSI强势追入 |
买入 |
3.98398 |
207400.0 |
¥82.7万 |
|
| 2024-06-26 |
RSI走弱 |
卖出 |
3.88611 |
207400.0 |
¥80.6万 |
|
| 2024-12-11 |
RSI强势追入 |
买入 |
4.32432 |
187300.0 |
¥81.0万 |
|
| 2024-12-19 |
RSI走弱 |
卖出 |
4.05594 |
187300.0 |
¥75.9万 |
|
| 2025-08-21 |
RSI强势追入 |
买入 |
4.15415 |
183200.0 |
¥76.1万 |
|
| 2025-09-02 |
RSI走弱 |
卖出 |
4.00599 |
183200.0 |
¥73.4万 |
|
| 2025-10-20 |
RSI强势追入 |
买入 |
4.48448 |
163600.0 |
¥73.4万 |
|
| 2025-11-26 |
RSI走弱 |
卖出 |
4.94505 |
163600.0 |
¥80.9万 |
|
| 2025-12-18 |
RSI强势追入 |
买入 |
5.615609999999999 |
142100.0 |
¥79.8万 |
|
| 2026-01-27 |
RSI走弱 |
卖出 |
5.83416 |
142100.0 |
¥82.9万 |
|
| 2026-11-06 |
RSI强势追入 |
买入 |
3.5035 |
232100.0 |
¥81.3万 |
|
| 2026-11-13 |
强平 |
卖出 |
3.49 |
232100 |
¥81.0万 |
回测结束强平 |