600919 江苏银行 — 追涨杀跌 回测明细
数据区间: 2016-08-02 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥73.5万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -26.54%）
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 |
2016-08-24 |
2016-09-13 |
13.097007924 |
10.97901 |
¥-16.1万 |
-16.20% |
RSI走弱 |
| 2 |
2016-11-29 |
2016-12-06 |
11.254615371999998 |
10.529459999999998 |
¥-5.4万 |
-6.47% |
RSI走弱 |
| 3 |
2017-07-18 |
2017-07-28 |
9.612482879999998 |
9.260729999999999 |
¥-2.9万 |
-3.69% |
RSI走弱 |
| 4 |
2018-01-22 |
2018-02-02 |
8.120545432999998 |
7.82217 |
¥-2.8万 |
-3.70% |
RSI走弱 |
| 5 |
2019-02-14 |
2019-03-26 |
6.368269908 |
6.993 |
¥7.1万 |
+9.78% |
RSI走弱 |
| 6 |
2019-10-15 |
2019-11-15 |
7.169310147999999 |
7.062930000000001 |
¥-1.2万 |
-1.51% |
RSI走弱 |
| 7 |
2020-07-08 |
2020-07-20 |
6.538490959 |
6.12387 |
¥-5.0万 |
-6.37% |
RSI走弱 |
| 8 |
2021-03-12 |
2021-04-12 |
6.318204892999998 |
6.203790000000001 |
¥-1.4万 |
-1.84% |
RSI走弱 |
| 9 |
2021-04-30 |
2021-06-21 |
6.888946063999999 |
7.20279 |
¥3.3万 |
+4.52% |
RSI走弱 |
| 10 |
2022-01-13 |
2022-02-25 |
6.548503962 |
6.6933 |
¥1.6万 |
+2.18% |
RSI走弱 |
| 11 |
2022-04-07 |
2022-04-27 |
7.40962222 |
7.06293 |
¥-3.6万 |
-4.71% |
RSI走弱 |
| 12 |
2023-04-19 |
2023-05-25 |
7.499739246999999 |
7.46253 |
¥-3,874 |
-0.53% |
RSI走弱 |
| 13 |
2024-01-15 |
2024-03-14 |
6.928998075999999 |
7.512479999999999 |
¥6.1万 |
+8.39% |
RSI走弱 |
| 14 |
2024-04-19 |
2024-04-29 |
8.230688466000002 |
7.6323599999999985 |
¥-5.8万 |
-7.30% |
RSI走弱 |
| 15 |
2024-08-23 |
2024-09-02 |
8.150584442 |
7.75224 |
¥-3.6万 |
-4.92% |
RSI走弱 |
| 16 |
2024-10-09 |
2024-11-25 |
8.420935522999999 |
8.85114 |
¥3.5万 |
+5.08% |
RSI走弱 |
| 17 |
2024-12-27 |
2025-01-14 |
9.762677924999998 |
9.4905 |
¥-2.1万 |
-2.82% |
RSI走弱 |
| 18 |
2025-04-30 |
2025-07-16 |
10.343432099000001 |
11.79819 |
¥10.0万 |
+14.03% |
RSI走弱 |
| 19 |
2026-03-17 |
2026-03-24 |
10.904160266999998 |
10.45 |
¥-3.4万 |
-4.19% |
RSI走弱 |
| 20 |
2026-06-15 |
2026-06-22 |
11.885434560999999 |
11.16882 |
¥-4.7万 |
-6.06% |
RSI走弱 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-08-24 |
RSI强势追入 |
买入 |
13.093079999999999 |
75800.0 |
¥99.3万 |
|
| 2016-09-13 |
RSI走弱 |
卖出 |
10.97901 |
75800.0 |
¥83.2万 |
|
| 2016-11-29 |
RSI强势追入 |
买入 |
11.25124 |
73700.0 |
¥82.9万 |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
10.529459999999998 |
73700.0 |
¥77.6万 |
|
| 2017-07-18 |
RSI强势追入 |
买入 |
9.609599999999999 |
80400.0 |
¥77.3万 |
|
| 2017-07-28 |
RSI走弱 |
卖出 |
9.260729999999999 |
80400.0 |
¥74.4万 |
|
| 2018-01-22 |
RSI强势追入 |
买入 |
8.118109999999998 |
92200.0 |
¥74.9万 |
|
| 2018-02-02 |
RSI走弱 |
卖出 |
7.82217 |
92200.0 |
¥72.1万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
6.36636 |
114100.0 |
¥72.7万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
6.993 |
114100.0 |
¥79.8万 |
|
| 2019-10-15 |
RSI强势追入 |
买入 |
7.167159999999999 |
111100.0 |
¥79.7万 |
|
| 2019-11-15 |
RSI走弱 |
卖出 |
7.062930000000001 |
111100.0 |
¥78.4万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
6.53653 |
119000.0 |
¥77.8万 |
|
| 2020-07-20 |
RSI走弱 |
卖出 |
6.12387 |
119000.0 |
¥72.9万 |
|
| 2021-03-12 |
RSI强势追入 |
买入 |
6.316309999999998 |
116800.0 |
¥73.8万 |
|
| 2021-04-12 |
RSI走弱 |
卖出 |
6.203790000000001 |
116800.0 |
¥72.4万 |
|
| 2021-04-30 |
RSI强势追入 |
买入 |
6.886879999999999 |
105200.0 |
¥72.5万 |
|
| 2021-06-21 |
RSI走弱 |
卖出 |
7.20279 |
105200.0 |
¥75.8万 |
|
| 2022-01-13 |
RSI强势追入 |
买入 |
6.546539999999999 |
114800.0 |
¥75.2万 |
|
| 2022-02-25 |
RSI走弱 |
卖出 |
6.6933 |
114800.0 |
¥76.8万 |
|
| 2022-04-07 |
RSI强势追入 |
买入 |
7.4074 |
103700.0 |
¥76.8万 |
|
| 2022-04-27 |
RSI走弱 |
卖出 |
7.06293 |
103700.0 |
¥73.2万 |
|
| 2023-04-19 |
RSI强势追入 |
买入 |
7.497489999999999 |
98200.0 |
¥73.6万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
7.46253 |
98200.0 |
¥73.3万 |
|
| 2024-01-15 |
RSI强势追入 |
买入 |
6.926919999999999 |
105700.0 |
¥73.2万 |
|
| 2024-03-14 |
RSI走弱 |
卖出 |
7.512479999999999 |
105700.0 |
¥79.4万 |
|
| 2024-04-19 |
RSI强势追入 |
买入 |
8.22822 |
96200.0 |
¥79.2万 |
|
| 2024-04-29 |
RSI走弱 |
卖出 |
7.6323599999999985 |
96200.0 |
¥73.4万 |
|
| 2024-08-23 |
RSI强势追入 |
买入 |
8.14814 |
90500.0 |
¥73.8万 |
|
| 2024-09-02 |
RSI走弱 |
卖出 |
7.75224 |
90500.0 |
¥70.1万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
8.41841 |
81700.0 |
¥68.8万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
8.85114 |
81700.0 |
¥72.3万 |
|
| 2024-12-27 |
RSI强势追入 |
买入 |
9.759749999999999 |
75100.0 |
¥73.3万 |
|
| 2025-01-14 |
RSI走弱 |
卖出 |
9.4905 |
75100.0 |
¥71.3万 |
|
| 2025-04-30 |
RSI强势追入 |
买入 |
10.34033 |
68800.0 |
¥71.2万 |
|
| 2025-07-16 |
RSI走弱 |
卖出 |
11.79819 |
68800.0 |
¥81.1万 |
|
| 2026-03-17 |
RSI强势追入 |
买入 |
10.900889999999999 |
74400.0 |
¥81.1万 |
|
| 2026-03-24 |
RSI走弱 |
卖出 |
10.45 |
74400.0 |
¥77.7万 |
|
| 2026-06-15 |
RSI强势追入 |
买入 |
11.881869999999997 |
65500.0 |
¥77.8万 |
|
| 2026-06-22 |
RSI走弱 |
卖出 |
11.16882 |
65500.0 |
¥73.1万 |
|