600926 杭州银行 — 追涨杀跌 回测明细
数据区间: 2016-10-27 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥71.5万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -28.51%）
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 17 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 |
2017-02-21 |
2017-03-23 |
23.180101944999997 |
21.90807 |
¥-5.5万 |
-5.52% |
RSI走弱 |
| 2 |
2018-01-22 |
2018-02-02 |
12.796617834 |
12.0879 |
¥-5.2万 |
-5.57% |
RSI走弱 |
| 3 |
2019-02-12 |
2019-03-26 |
7.930298375999999 |
8.5914 |
¥7.4万 |
+8.30% |
RSI走弱 |
| 4 |
2019-10-15 |
2019-11-18 |
8.821455642999998 |
8.92107 |
¥1.1万 |
+1.10% |
RSI走弱 |
| 5 |
2020-01-14 |
2020-02-03 |
9.692586904 |
8.30169 |
¥-14.0万 |
-14.38% |
RSI走弱 |
| 6 |
2020-05-29 |
2020-06-16 |
8.961637684999998 |
8.74125 |
¥-2.1万 |
-2.49% |
RSI走弱 |
| 7 |
2020-07-08 |
2020-07-27 |
10.393497114 |
9.45054 |
¥-7.4万 |
-9.10% |
RSI走弱 |
| 8 |
2020-08-14 |
2020-09-25 |
10.91417327 |
12.07791 |
¥7.8万 |
+10.63% |
RSI走弱 |
| 9 |
2020-10-22 |
2020-11-11 |
13.908061167 |
12.987 |
¥-5.4万 |
-6.65% |
RSI走弱 |
| 10 |
2021-02-08 |
2021-03-01 |
17.12223513 |
16.363619999999997 |
¥-3.4万 |
-4.46% |
RSI走弱 |
| 11 |
2023-05-10 |
2023-05-25 |
12.836669846 |
12.1878 |
¥-3.7万 |
-5.08% |
RSI走弱 |
| 12 |
2024-01-30 |
2024-03-14 |
10.864108254999998 |
10.80918 |
¥-3,705 |
-0.54% |
RSI走弱 |
| 13 |
2024-04-18 |
2024-06-06 |
11.805330536999998 |
13.12686 |
¥7.7万 |
+11.16% |
RSI走弱 |
| 14 |
2024-10-09 |
2024-11-07 |
14.038230205999998 |
13.706280000000001 |
¥-1.8万 |
-2.39% |
RSI走弱 |
| 15 |
2025-05-23 |
2025-07-16 |
15.750453718999998 |
16.6833 |
¥4.4万 |
+5.89% |
RSI走弱 |
| 16 |
2026-03-16 |
2026-03-24 |
17.172300144999994 |
16.243740000000003 |
¥-4.3万 |
-5.44% |
RSI走弱 |
| 17 |
2026-09-11 |
2026-09-29 |
17.695307 |
16.81317 |
¥-3.8万 |
-5.01% |
RSI走弱 |
逐笔成交记录（共 34 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-02-21 |
RSI强势追入 |
买入 |
23.173149999999996 |
43000.0 |
¥99.7万 |
|
| 2017-03-23 |
RSI走弱 |
卖出 |
21.90807 |
43000.0 |
¥94.2万 |
|
| 2018-01-22 |
RSI强势追入 |
买入 |
12.792779999999999 |
73000.0 |
¥93.4万 |
|
| 2018-02-02 |
RSI走弱 |
卖出 |
12.0879 |
73000.0 |
¥88.2万 |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
7.9279199999999985 |
112500.0 |
¥89.2万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
8.5914 |
112500.0 |
¥96.6万 |
|
| 2019-10-15 |
RSI强势追入 |
买入 |
8.81881 |
108900.0 |
¥96.1万 |
|
| 2019-11-18 |
RSI走弱 |
卖出 |
8.92107 |
108900.0 |
¥97.1万 |
|
| 2020-01-14 |
RSI强势追入 |
买入 |
9.68968 |
100500.0 |
¥97.4万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
8.30169 |
100500.0 |
¥83.4万 |
|
| 2020-05-29 |
RSI强势追入 |
买入 |
8.958949999999998 |
92400.0 |
¥82.8万 |
|
| 2020-06-16 |
RSI走弱 |
卖出 |
8.74125 |
92400.0 |
¥80.7万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
10.39038 |
78000.0 |
¥81.1万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
9.45054 |
78000.0 |
¥73.7万 |
|
| 2020-08-14 |
RSI强势追入 |
买入 |
10.9109 |
67500.0 |
¥73.7万 |
|
| 2020-09-25 |
RSI走弱 |
卖出 |
12.07791 |
67500.0 |
¥81.5万 |
|
| 2020-10-22 |
RSI强势追入 |
买入 |
13.903889999999999 |
58700.0 |
¥81.6万 |
|
| 2020-11-11 |
RSI走弱 |
卖出 |
12.987 |
58700.0 |
¥76.2万 |
|
| 2021-02-08 |
RSI强势追入 |
买入 |
17.1171 |
44700.0 |
¥76.5万 |
|
| 2021-03-01 |
RSI走弱 |
卖出 |
16.363619999999997 |
44700.0 |
¥73.1万 |
|
| 2023-05-10 |
RSI强势追入 |
买入 |
12.83282 |
56400.0 |
¥72.4万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
12.1878 |
56400.0 |
¥68.7万 |
|
| 2024-01-30 |
RSI强势追入 |
买入 |
10.86085 |
63700.0 |
¥69.2万 |
|
| 2024-03-14 |
RSI走弱 |
卖出 |
10.80918 |
63700.0 |
¥68.8万 |
|
| 2024-04-18 |
RSI强势追入 |
买入 |
11.801789999999999 |
58300.0 |
¥68.8万 |
|
| 2024-06-06 |
RSI走弱 |
卖出 |
13.12686 |
58300.0 |
¥76.5万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
14.034019999999998 |
53400.0 |
¥75.0万 |
|
| 2024-11-07 |
RSI走弱 |
卖出 |
13.706280000000001 |
53400.0 |
¥73.2万 |
|
| 2025-05-23 |
RSI强势追入 |
买入 |
15.745729999999998 |
47600.0 |
¥75.0万 |
|
| 2025-07-16 |
RSI走弱 |
卖出 |
16.6833 |
47600.0 |
¥79.4万 |
|
| 2026-03-16 |
RSI强势追入 |
买入 |
17.167149999999996 |
46200.0 |
¥79.3万 |
|
| 2026-03-24 |
RSI走弱 |
卖出 |
16.243740000000003 |
46200.0 |
¥75.0万 |
|
| 2026-09-11 |
RSI强势追入 |
买入 |
17.69 |
42400.0 |
¥75.0万 |
|
| 2026-09-29 |
RSI走弱 |
卖出 |
16.81317 |
42400.0 |
¥71.3万 |
|