600918 中泰证券 — 追涨杀跌 回测明细
数据区间: 2020-06-03 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥80.0万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -20.02%）
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 10 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 |
2020-06-29 |
2020-08-12 |
13.307280986999997 |
16.25373 |
¥21.2万 |
+22.10% |
RSI走弱 |
| 2 |
2020-12-01 |
2020-12-10 |
16.241090865999997 |
15.26472 |
¥-7.1万 |
-6.04% |
RSI走弱 |
| 3 |
2021-11-26 |
2021-12-21 |
10.373471107999999 |
10.019969999999999 |
¥-3.9万 |
-3.44% |
RSI走弱 |
| 4 |
2022-06-16 |
2022-07-04 |
8.130558436000001 |
7.53246 |
¥-8.1万 |
-7.38% |
RSI走弱 |
| 5 |
2023-01-19 |
2023-02-17 |
6.999089096999999 |
6.84315 |
¥-2.3万 |
-2.26% |
RSI走弱 |
| 6 |
2023-04-19 |
2023-05-22 |
7.659947294999999 |
7.222770000000001 |
¥-5.7万 |
-5.74% |
RSI走弱 |
| 7 |
2023-08-01 |
2023-08-22 |
7.6699602979999995 |
7.64235 |
¥-3,633 |
-0.39% |
RSI走弱 |
| 8 |
2023-11-08 |
2023-11-23 |
7.459687235 |
7.2627299999999995 |
¥-2.5万 |
-2.67% |
RSI走弱 |
| 9 |
2024-10-09 |
2024-11-18 |
7.960337385 |
6.93306 |
¥-11.6万 |
-12.93% |
RSI走弱 |
| 10 |
2025-07-14 |
2025-09-04 |
6.80204 |
6.8331599999999995 |
¥3,398 |
+0.43% |
RSI走弱 |
逐笔成交记录（共 20 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-06-29 |
RSI强势追入 |
买入 |
13.303289999999997 |
72100.0 |
¥95.9万 |
|
| 2020-08-12 |
RSI走弱 |
卖出 |
16.25373 |
72100.0 |
¥1.17M |
|
| 2020-12-01 |
RSI强势追入 |
买入 |
16.236219999999996 |
72600.0 |
¥1.18M |
|
| 2020-12-10 |
RSI走弱 |
卖出 |
15.26472 |
72600.0 |
¥1.11M |
|
| 2021-11-26 |
RSI强势追入 |
买入 |
10.370359999999998 |
109300.0 |
¥1.13M |
|
| 2021-12-21 |
RSI走弱 |
卖出 |
10.019969999999999 |
109300.0 |
¥1.09M |
|
| 2022-06-16 |
RSI强势追入 |
买入 |
8.12812 |
134700.0 |
¥1.10M |
|
| 2022-07-04 |
RSI走弱 |
卖出 |
7.53246 |
134700.0 |
¥1.01M |
|
| 2023-01-19 |
RSI强势追入 |
买入 |
6.996989999999999 |
145700.0 |
¥1.02M |
|
| 2023-02-17 |
RSI走弱 |
卖出 |
6.84315 |
145700.0 |
¥99.7万 |
|
| 2023-04-19 |
RSI强势追入 |
买入 |
7.657649999999999 |
129000.0 |
¥98.8万 |
|
| 2023-05-22 |
RSI走弱 |
卖出 |
7.222770000000001 |
129000.0 |
¥93.1万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
7.66766 |
121500.0 |
¥93.2万 |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
7.64235 |
121500.0 |
¥92.8万 |
|
| 2023-11-08 |
RSI强势追入 |
买入 |
7.45745 |
125400.0 |
¥93.5万 |
|
| 2023-11-23 |
RSI走弱 |
卖出 |
7.2627299999999995 |
125400.0 |
¥91.0万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
7.957949999999999 |
113000.0 |
¥90.0万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
6.93306 |
113000.0 |
¥78.3万 |
|
| 2025-07-14 |
RSI强势追入 |
买入 |
6.8 |
116900.0 |
¥79.5万 |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
6.8331599999999995 |
116900.0 |
¥79.9万 |
|