600674 川投能源 — 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: ¥73.2万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -26.75%）
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 24 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 |
2015-04-24 |
2015-05-07 |
26.53445795 |
23.88609 |
¥-9.9万 |
-10.01% |
RSI走弱 |
| 2 |
2016-07-29 |
2016-08-26 |
9.252014771999999 |
9.16083 |
¥-9,149 |
-1.02% |
RSI走弱 |
| 3 |
2016-11-30 |
2016-12-13 |
9.302079786999997 |
8.91108 |
¥-3.8万 |
-4.23% |
RSI走弱 |
| 4 |
2017-03-21 |
2017-03-29 |
9.221975763 |
8.98101 |
¥-2.3万 |
-2.64% |
RSI走弱 |
| 5 |
2017-04-14 |
2017-05-22 |
9.452274831999999 |
9.300690000000001 |
¥-1.4万 |
-1.63% |
RSI走弱 |
| 6 |
2017-07-10 |
2017-07-17 |
10.023016002999999 |
9.70029 |
¥-2.6万 |
-3.25% |
RSI走弱 |
| 7 |
2017-10-30 |
2017-11-30 |
10.053055011999996 |
9.99 |
¥-5,185 |
-0.66% |
RSI走弱 |
| 8 |
2019-01-02 |
2019-01-11 |
8.681273601 |
8.30169 |
¥-3.5万 |
-4.40% |
RSI走弱 |
| 9 |
2019-01-28 |
2019-03-27 |
8.901559667 |
9.260729999999999 |
¥3.0万 |
+4.00% |
RSI走弱 |
| 10 |
2019-08-29 |
2019-10-23 |
10.053015 |
9.8901 |
¥-1.3万 |
-1.65% |
RSI走弱 |
| 11 |
2020-07-03 |
2020-07-17 |
9.582443870999999 |
9.45054 |
¥-1.1万 |
-1.41% |
RSI走弱 |
| 12 |
2020-11-11 |
2020-12-08 |
10.473601138000001 |
10.139850000000001 |
¥-2.4万 |
-3.22% |
RSI走弱 |
| 13 |
2021-03-15 |
2021-04-16 |
12.536279755999999 |
11.89809 |
¥-3.7万 |
-5.12% |
RSI走弱 |
| 14 |
2021-09-09 |
2021-10-12 |
13.036929906 |
12.987 |
¥-2,820 |
-0.41% |
RSI走弱 |
| 15 |
2022-07-07 |
2022-07-26 |
13.026916902999998 |
12.86712 |
¥-8,707 |
-1.26% |
RSI走弱 |
| 16 |
2023-01-19 |
2023-03-28 |
12.543762 |
12.96702 |
¥2.3万 |
+3.34% |
RSI走弱 |
| 17 |
2023-04-11 |
2023-06-02 |
13.918074169999999 |
14.5854 |
¥3.4万 |
+4.76% |
RSI走弱 |
| 18 |
2024-01-04 |
2024-01-12 |
15.329907592999998 |
14.56542 |
¥-3.7万 |
-5.02% |
RSI走弱 |
| 19 |
2024-03-08 |
2024-04-29 |
16.721715009999993 |
16.63335 |
¥-3,930 |
-0.56% |
RSI走弱 |
| 20 |
2024-05-31 |
2024-07-29 |
18.083483417999997 |
19.170810000000003 |
¥4.2万 |
+5.98% |
RSI走弱 |
| 21 |
2025-04-07 |
2025-05-30 |
16.32119489 |
16.92306 |
¥2.6万 |
+3.66% |
RSI走弱 |
| 22 |
2026-03-04 |
2026-03-31 |
14.979452488 |
15.07491 |
¥4,656 |
+0.61% |
RSI走弱 |
| 23 |
2026-07-21 |
2026-08-05 |
16.22106486 |
15.31467 |
¥-4.3万 |
-5.62% |
RSI走弱 |
| 24 |
2026-10-09 |
2026-11-06 |
16.952014078999998 |
16.97301 |
¥685 |
+0.09% |
RSI走弱 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-24 |
RSI强势追入 |
买入 |
26.5265 |
37100.0 |
¥98.4万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
23.88609 |
37100.0 |
¥88.6万 |
|
| 2016-07-29 |
RSI强势追入 |
买入 |
9.249239999999999 |
97400.0 |
¥90.1万 |
|
| 2016-08-26 |
RSI走弱 |
卖出 |
9.16083 |
97400.0 |
¥89.2万 |
|
| 2016-11-30 |
RSI强势追入 |
买入 |
9.299289999999997 |
95400.0 |
¥88.7万 |
|
| 2016-12-13 |
RSI走弱 |
卖出 |
8.91108 |
95400.0 |
¥85.0万 |
|
| 2017-03-21 |
RSI强势追入 |
买入 |
9.21921 |
92400.0 |
¥85.2万 |
|
| 2017-03-29 |
RSI走弱 |
卖出 |
8.98101 |
92400.0 |
¥83.0万 |
|
| 2017-04-14 |
RSI强势追入 |
买入 |
9.44944 |
87600.0 |
¥82.8万 |
|
| 2017-05-22 |
RSI走弱 |
卖出 |
9.300690000000001 |
87600.0 |
¥81.4万 |
|
| 2017-07-10 |
RSI强势追入 |
买入 |
10.02001 |
81200.0 |
¥81.4万 |
|
| 2017-07-17 |
RSI走弱 |
卖出 |
9.70029 |
81200.0 |
¥78.7万 |
|
| 2017-10-30 |
RSI强势追入 |
买入 |
10.050039999999997 |
78500.0 |
¥78.9万 |
|
| 2017-11-30 |
RSI走弱 |
卖出 |
9.99 |
78500.0 |
¥78.4万 |
|
| 2019-01-02 |
RSI强势追入 |
买入 |
8.678669999999999 |
90400.0 |
¥78.5万 |
|
| 2019-01-11 |
RSI走弱 |
卖出 |
8.30169 |
90400.0 |
¥75.0万 |
|
| 2019-01-28 |
RSI强势追入 |
买入 |
8.89889 |
84500.0 |
¥75.2万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
9.260729999999999 |
84500.0 |
¥78.2万 |
|
| 2019-08-29 |
RSI强势追入 |
买入 |
10.05 |
77600.0 |
¥78.0万 |
|
| 2019-10-23 |
RSI走弱 |
卖出 |
9.8901 |
77600.0 |
¥76.7万 |
|
| 2020-07-03 |
RSI强势追入 |
买入 |
9.579569999999999 |
80000.0 |
¥76.7万 |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
9.45054 |
80000.0 |
¥75.6万 |
|
| 2020-11-11 |
RSI强势追入 |
买入 |
10.47046 |
72100.0 |
¥75.5万 |
|
| 2020-12-08 |
RSI走弱 |
卖出 |
10.139850000000001 |
72100.0 |
¥73.1万 |
|
| 2021-03-15 |
RSI强势追入 |
买入 |
12.532519999999998 |
56900.0 |
¥71.3万 |
|
| 2021-04-16 |
RSI走弱 |
卖出 |
11.89809 |
56900.0 |
¥67.7万 |
|
| 2021-09-09 |
RSI强势追入 |
买入 |
13.033019999999999 |
52400.0 |
¥68.3万 |
|
| 2021-10-12 |
RSI走弱 |
卖出 |
12.987 |
52400.0 |
¥68.0万 |
|
| 2022-07-07 |
RSI强势追入 |
买入 |
13.023009999999998 |
53200.0 |
¥69.3万 |
|
| 2022-07-26 |
RSI走弱 |
卖出 |
12.86712 |
53200.0 |
¥68.4万 |
|
| 2023-01-19 |
RSI强势追入 |
买入 |
12.54 |
54500.0 |
¥68.4万 |
|
| 2023-03-28 |
RSI走弱 |
卖出 |
12.96702 |
54500.0 |
¥70.6万 |
|
| 2023-04-11 |
RSI强势追入 |
买入 |
13.913899999999998 |
50900.0 |
¥70.8万 |
|
| 2023-06-02 |
RSI走弱 |
卖出 |
14.5854 |
50900.0 |
¥74.2万 |
|
| 2024-01-04 |
RSI强势追入 |
买入 |
15.325309999999998 |
48300.0 |
¥74.0万 |
|
| 2024-01-12 |
RSI走弱 |
卖出 |
14.56542 |
48300.0 |
¥70.3万 |
|
| 2024-03-08 |
RSI强势追入 |
买入 |
16.716699999999996 |
42100.0 |
¥70.4万 |
|
| 2024-04-29 |
RSI走弱 |
卖出 |
16.63335 |
42100.0 |
¥70.0万 |
|
| 2024-05-31 |
RSI强势追入 |
买入 |
18.078059999999997 |
38700.0 |
¥70.0万 |
|
| 2024-07-29 |
RSI走弱 |
卖出 |
19.170810000000003 |
38700.0 |
¥74.2万 |
|
| 2025-04-07 |
RSI强势追入 |
买入 |
16.3163 |
44400.0 |
¥72.5万 |
|
| 2025-05-30 |
RSI走弱 |
卖出 |
16.92306 |
44400.0 |
¥75.1万 |
|
| 2026-03-04 |
RSI强势追入 |
买入 |
14.97496 |
51200.0 |
¥76.7万 |
|
| 2026-03-31 |
RSI走弱 |
卖出 |
15.07491 |
51200.0 |
¥77.2万 |
|
| 2026-07-21 |
RSI强势追入 |
买入 |
16.216199999999997 |
47700.0 |
¥77.4万 |
|
| 2026-08-05 |
RSI走弱 |
卖出 |
15.31467 |
47700.0 |
¥73.0万 |
|
| 2026-10-09 |
RSI强势追入 |
买入 |
16.94693 |
43100.0 |
¥73.1万 |
|
| 2026-11-06 |
RSI走弱 |
卖出 |
16.97301 |
43100.0 |
¥73.1万 |
|