600938 中国海油 — 追涨杀跌 回测明细
数据区间: 2022-04-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥88.8万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -11.17%）
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 12 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 |
2022-05-31 |
2022-06-21 |
19.525355849999997 |
17.23275 |
¥-11.7万 |
-11.77% |
RSI走弱 |
| 2 |
2022-08-26 |
2022-09-19 |
17.232378162999996 |
15.993990000000002 |
¥-6.2万 |
-7.21% |
RSI走弱 |
| 3 |
2023-03-07 |
2023-03-22 |
17.272430174999997 |
16.983 |
¥-1.4万 |
-1.71% |
RSI走弱 |
| 4 |
2023-04-18 |
2023-05-24 |
19.635889000000002 |
18.511470000000003 |
¥-4.6万 |
-5.75% |
RSI走弱 |
| 5 |
2023-09-08 |
2023-10-20 |
19.585873999999997 |
20.22975 |
¥2.4万 |
+3.26% |
RSI走弱 |
| 6 |
2024-01-29 |
2024-04-24 |
22.909750863999996 |
28.5714 |
¥19.3万 |
+24.68% |
RSI走弱 |
| 7 |
2024-07-03 |
2024-07-18 |
35.215731551 |
32.417550000000006 |
¥-7.8万 |
-7.97% |
RSI走弱 |
| 8 |
2024-10-09 |
2024-10-21 |
30.359105000000003 |
28.211759999999998 |
¥-6.1万 |
-7.10% |
RSI走弱 |
| 9 |
2024-12-31 |
2025-01-21 |
29.608449870999998 |
28.20177 |
¥-4.0万 |
-4.78% |
RSI走弱 |
| 10 |
2025-06-10 |
2025-06-25 |
26.594535967999995 |
26.07 |
¥-1.6万 |
-2.00% |
RSI走弱 |
| 11 |
2025-11-13 |
2025-11-25 |
29.057734705999998 |
28.111859999999997 |
¥-2.5万 |
-3.28% |
RSI走弱 |
| 12 |
2026-01-27 |
2026-04-02 |
33.383352002 |
39.1608 |
¥13.0万 |
+17.27% |
RSI走弱 |
逐笔成交记录（共 24 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-05-31 |
RSI强势追入 |
买入 |
19.519499999999997 |
51100.0 |
¥99.8万 |
|
| 2022-06-21 |
RSI走弱 |
卖出 |
17.23275 |
51100.0 |
¥88.0万 |
|
| 2022-08-26 |
RSI强势追入 |
买入 |
17.22721 |
49700.0 |
¥85.6万 |
|
| 2022-09-19 |
RSI走弱 |
卖出 |
15.993990000000002 |
49700.0 |
¥79.5万 |
|
| 2023-03-07 |
RSI强势追入 |
买入 |
17.267249999999997 |
47500.0 |
¥82.0万 |
|
| 2023-03-22 |
RSI走弱 |
卖出 |
16.983 |
47500.0 |
¥80.6万 |
|
| 2023-04-18 |
RSI强势追入 |
买入 |
19.63 |
40500.0 |
¥79.5万 |
|
| 2023-05-24 |
RSI走弱 |
卖出 |
18.511470000000003 |
40500.0 |
¥74.9万 |
|
| 2023-09-08 |
RSI强势追入 |
买入 |
19.58 |
38400.0 |
¥75.2万 |
|
| 2023-10-20 |
RSI走弱 |
卖出 |
20.22975 |
38400.0 |
¥77.7万 |
|
| 2024-01-29 |
RSI强势追入 |
买入 |
22.902879999999996 |
34200.0 |
¥78.4万 |
|
| 2024-04-24 |
RSI走弱 |
卖出 |
28.5714 |
34200.0 |
¥97.7万 |
|
| 2024-07-03 |
RSI强势追入 |
买入 |
35.205169999999995 |
27700.0 |
¥97.5万 |
|
| 2024-07-18 |
RSI走弱 |
卖出 |
32.417550000000006 |
27700.0 |
¥89.8万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
30.35 |
28500.0 |
¥86.5万 |
|
| 2024-10-21 |
RSI走弱 |
卖出 |
28.211759999999998 |
28500.0 |
¥80.4万 |
|
| 2024-12-31 |
RSI强势追入 |
买入 |
29.599569999999996 |
28300.0 |
¥83.8万 |
|
| 2025-01-21 |
RSI走弱 |
卖出 |
28.20177 |
28300.0 |
¥79.8万 |
|
| 2025-06-10 |
RSI强势追入 |
买入 |
26.586559999999995 |
30000.0 |
¥79.8万 |
|
| 2025-06-25 |
RSI走弱 |
卖出 |
26.07 |
30000.0 |
¥78.2万 |
|
| 2025-11-13 |
RSI强势追入 |
买入 |
29.049019999999995 |
26300.0 |
¥76.4万 |
|
| 2025-11-25 |
RSI走弱 |
卖出 |
28.111859999999997 |
26300.0 |
¥73.9万 |
|
| 2026-01-27 |
RSI强势追入 |
买入 |
33.37334 |
22500.0 |
¥75.1万 |
|
| 2026-04-02 |
RSI走弱 |
卖出 |
39.1608 |
22500.0 |
¥88.1万 |
|