600188 兖矿能源 — 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: ¥21.8万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -78.16%）
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 28 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 |
2015-04-03 |
2015-04-16 |
15.890635760999997 |
14.745239999999999 |
¥-7.2万 |
-7.24% |
RSI走弱 |
| 2 |
2015-04-28 |
2015-05-06 |
17.482703238 |
15.204780000000001 |
¥-12.0万 |
-13.06% |
RSI走弱 |
| 3 |
2016-03-04 |
2016-03-29 |
11.324706392999998 |
10.09989 |
¥-8.6万 |
-10.84% |
RSI走弱 |
| 4 |
2016-06-28 |
2016-07-28 |
10.994277293999998 |
11.72826 |
¥4.7万 |
+6.64% |
RSI走弱 |
| 5 |
2017-04-14 |
2017-04-20 |
11.945512578999999 |
11.37861 |
¥-3.6万 |
-4.77% |
RSI走弱 |
| 6 |
2017-06-27 |
2017-08-14 |
12.356045701999998 |
12.447540000000002 |
¥5,187 |
+0.71% |
RSI走弱 |
| 7 |
2018-01-03 |
2018-02-09 |
15.970739784999996 |
15.784199999999998 |
¥-8,799 |
-1.20% |
RSI走弱 |
| 8 |
2019-02-28 |
2019-03-27 |
10.543692158999999 |
10.15983 |
¥-2.7万 |
-3.67% |
RSI走弱 |
| 9 |
2019-04-09 |
2019-04-26 |
12.283684 |
11.188799999999999 |
¥-6.2万 |
-8.94% |
RSI走弱 |
| 10 |
2019-09-05 |
2019-09-27 |
11.144472339 |
10.769219999999999 |
¥-2.2万 |
-3.40% |
RSI走弱 |
| 11 |
2020-01-08 |
2020-01-17 |
10.853255 |
10.169820000000001 |
¥-3.9万 |
-6.33% |
RSI走弱 |
| 12 |
2020-07-07 |
2020-07-20 |
10.30309 |
9.28071 |
¥-5.6万 |
-9.95% |
RSI走弱 |
| 13 |
2020-09-22 |
2020-10-09 |
10.083094020999999 |
9.25074 |
¥-4.3万 |
-8.28% |
RSI走弱 |
| 14 |
2020-11-25 |
2020-12-15 |
11.344732399 |
10.20978 |
¥-4.8万 |
-10.03% |
RSI走弱 |
| 15 |
2021-03-03 |
2021-05-06 |
11.214563359999998 |
12.95 |
¥6.5万 |
+15.44% |
RSI走弱 |
| 16 |
2021-08-30 |
2021-10-11 |
21.037319302999997 |
27.1728 |
¥14.2万 |
+29.13% |
RSI走弱 |
| 17 |
2022-02-14 |
2022-03-16 |
30.089074014999994 |
31.29867 |
¥2.5万 |
+3.99% |
RSI走弱 |
| 18 |
2022-03-28 |
2022-04-19 |
37.62886527399999 |
34.75521 |
¥-5.1万 |
-7.66% |
RSI走弱 |
| 19 |
2022-08-26 |
2022-10-12 |
49.704546891999996 |
49.44051000000001 |
¥-3,374 |
-0.56% |
RSI走弱 |
| 20 |
2023-07-11 |
2023-07-18 |
33.590074 |
18.76122 |
¥-26.9万 |
-44.16% |
RSI走弱 |
| 21 |
2023-09-20 |
2023-10-12 |
21.527956449999998 |
19.82016 |
¥-2.7万 |
-7.96% |
RSI走弱 |
| 22 |
2024-02-20 |
2024-03-13 |
25.152663536 |
24.38559 |
¥-9,680 |
-3.08% |
RSI走弱 |
| 23 |
2024-10-09 |
2024-11-01 |
16.594977 |
15.43 |
¥-2.1万 |
-7.05% |
RSI走弱 |
| 24 |
2025-07-25 |
2025-08-01 |
13.574071000000002 |
12.59739 |
¥-2.0万 |
-7.22% |
RSI走弱 |
| 25 |
2025-10-17 |
2025-11-17 |
14.819244439999999 |
14.73525 |
¥-1,574 |
-0.60% |
RSI走弱 |
| 26 |
2026-02-12 |
2026-04-01 |
16.681662997999997 |
18.981 |
¥3.6万 |
+13.75% |
RSI走弱 |
| 27 |
2026-04-30 |
2026-05-15 |
23.200127951 |
20.28969 |
¥-3.7万 |
-12.57% |
RSI走弱 |
| 28 |
2026-06-04 |
2026-06-16 |
25.0325075 |
20.72925 |
¥-4.3万 |
-17.22% |
RSI走弱 |
逐笔成交记录（共 56 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-03 |
RSI强势追入 |
买入 |
15.885869999999997 |
62600.0 |
¥99.5万 |
|
| 2015-04-16 |
RSI走弱 |
卖出 |
14.745239999999999 |
62600.0 |
¥92.3万 |
|
| 2015-04-28 |
RSI强势追入 |
买入 |
17.47746 |
52400.0 |
¥91.6万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
15.204780000000001 |
52400.0 |
¥79.6万 |
|
| 2016-03-04 |
RSI强势追入 |
买入 |
11.321309999999999 |
70400.0 |
¥79.7万 |
|
| 2016-03-29 |
RSI走弱 |
卖出 |
10.09989 |
70400.0 |
¥71.1万 |
|
| 2016-06-28 |
RSI强势追入 |
买入 |
10.990979999999999 |
63800.0 |
¥70.1万 |
|
| 2016-07-28 |
RSI走弱 |
卖出 |
11.72826 |
63800.0 |
¥74.8万 |
|
| 2017-04-14 |
RSI强势追入 |
买入 |
11.94193 |
63900.0 |
¥76.3万 |
|
| 2017-04-20 |
RSI走弱 |
卖出 |
11.37861 |
63900.0 |
¥72.7万 |
|
| 2017-06-27 |
RSI强势追入 |
买入 |
12.352339999999998 |
59100.0 |
¥73.0万 |
|
| 2017-08-14 |
RSI走弱 |
卖出 |
12.447540000000002 |
59100.0 |
¥73.5万 |
|
| 2018-01-03 |
RSI强势追入 |
买入 |
15.965949999999996 |
46000.0 |
¥73.5万 |
|
| 2018-02-09 |
RSI走弱 |
卖出 |
15.784199999999998 |
46000.0 |
¥72.6万 |
|
| 2019-02-28 |
RSI强势追入 |
买入 |
10.540529999999999 |
69000.0 |
¥72.8万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
10.15983 |
69000.0 |
¥70.1万 |
|
| 2019-04-09 |
RSI强势追入 |
买入 |
12.28 |
56300.0 |
¥69.2万 |
|
| 2019-04-26 |
RSI走弱 |
卖出 |
11.188799999999999 |
56300.0 |
¥63.0万 |
|
| 2019-09-05 |
RSI强势追入 |
买入 |
11.14113 |
57200.0 |
¥63.7万 |
|
| 2019-09-27 |
RSI走弱 |
卖出 |
10.769219999999999 |
57200.0 |
¥61.6万 |
|
| 2020-01-08 |
RSI强势追入 |
买入 |
10.85 |
56900.0 |
¥61.8万 |
|
| 2020-01-17 |
RSI走弱 |
卖出 |
10.169820000000001 |
56900.0 |
¥57.8万 |
|
| 2020-07-07 |
RSI强势追入 |
买入 |
10.3 |
54900.0 |
¥56.6万 |
|
| 2020-07-20 |
RSI走弱 |
卖出 |
9.28071 |
54900.0 |
¥50.9万 |
|
| 2020-09-22 |
RSI强势追入 |
买入 |
10.08007 |
51300.0 |
¥51.7万 |
|
| 2020-10-09 |
RSI走弱 |
卖出 |
9.25074 |
51300.0 |
¥47.4万 |
|
| 2020-11-25 |
RSI强势追入 |
买入 |
11.34133 |
42100.0 |
¥47.8万 |
|
| 2020-12-15 |
RSI走弱 |
卖出 |
10.20978 |
42100.0 |
¥43.0万 |
|
| 2021-03-03 |
RSI强势追入 |
买入 |
11.211199999999998 |
37800.0 |
¥42.4万 |
|
| 2021-05-06 |
RSI走弱 |
卖出 |
12.95 |
37800.0 |
¥48.9万 |
|
| 2021-08-30 |
RSI强势追入 |
买入 |
21.03101 |
23200.0 |
¥48.8万 |
|
| 2021-10-11 |
RSI走弱 |
卖出 |
27.1728 |
23200.0 |
¥63.0万 |
|
| 2022-02-14 |
RSI强势追入 |
买入 |
30.080049999999996 |
21200.0 |
¥63.8万 |
|
| 2022-03-16 |
RSI走弱 |
卖出 |
31.29867 |
21200.0 |
¥66.3万 |
|
| 2022-03-28 |
RSI强势追入 |
买入 |
37.61758 |
17600.0 |
¥66.2万 |
|
| 2022-04-19 |
RSI走弱 |
卖出 |
34.75521 |
17600.0 |
¥61.2万 |
|
| 2022-08-26 |
RSI强势追入 |
买入 |
49.68964 |
12100.0 |
¥60.1万 |
|
| 2022-10-12 |
RSI走弱 |
卖出 |
49.44051000000001 |
12100.0 |
¥59.8万 |
|
| 2023-07-11 |
RSI强势追入 |
买入 |
33.58 |
18100.0 |
¥60.8万 |
|
| 2023-07-18 |
RSI走弱 |
卖出 |
18.76122 |
18100.0 |
¥33.9万 |
|
| 2023-09-20 |
RSI强势追入 |
买入 |
21.521499999999996 |
15600.0 |
¥33.6万 |
|
| 2023-10-12 |
RSI走弱 |
卖出 |
19.82016 |
15600.0 |
¥30.9万 |
|
| 2024-02-20 |
RSI强势追入 |
买入 |
25.14512 |
12500.0 |
¥31.4万 |
|
| 2024-03-13 |
RSI走弱 |
卖出 |
24.38559 |
12500.0 |
¥30.5万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
16.59 |
18300.0 |
¥30.4万 |
|
| 2024-11-01 |
RSI走弱 |
卖出 |
15.43 |
18300.0 |
¥28.2万 |
|
| 2025-07-25 |
RSI强势追入 |
买入 |
13.57 |
20900.0 |
¥28.4万 |
|
| 2025-08-01 |
RSI走弱 |
卖出 |
12.59739 |
20900.0 |
¥26.3万 |
|
| 2025-10-17 |
RSI强势追入 |
买入 |
14.8148 |
17800.0 |
¥26.4万 |
|
| 2025-11-17 |
RSI走弱 |
卖出 |
14.73525 |
17800.0 |
¥26.2万 |
|
| 2026-02-12 |
RSI强势追入 |
买入 |
16.67666 |
15700.0 |
¥26.2万 |
|
| 2026-04-01 |
RSI走弱 |
卖出 |
18.981 |
15700.0 |
¥29.8万 |
|
| 2026-04-30 |
RSI强势追入 |
买入 |
23.19317 |
12800.0 |
¥29.7万 |
|
| 2026-05-15 |
RSI走弱 |
卖出 |
20.28969 |
12800.0 |
¥26.0万 |
|
| 2026-06-04 |
RSI强势追入 |
买入 |
25.025 |
10000.0 |
¥25.0万 |
|
| 2026-06-16 |
RSI走弱 |
卖出 |
20.72925 |
10000.0 |
¥20.7万 |
|