601006 大秦铁路 — 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: ¥78.5万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -21.54%）
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 |
2015-04-14 |
2015-05-07 |
12.275941678 |
12.197790000000001 |
¥-6,529 |
-0.67% |
RSI走弱 |
| 2 |
2016-08-16 |
2016-08-30 |
6.588555973999999 |
6.30369 |
¥-4.3万 |
-4.35% |
RSI走弱 |
| 3 |
2016-10-24 |
2016-12-15 |
6.768790027999999 |
7.0529399999999995 |
¥4.0万 |
+4.17% |
RSI走弱 |
| 4 |
2017-03-29 |
2017-06-07 |
7.389596214 |
8.04195 |
¥8.7万 |
+8.80% |
RSI走弱 |
| 5 |
2017-07-10 |
2017-08-03 |
8.871520658 |
8.70129 |
¥-2.1万 |
-1.95% |
RSI走弱 |
| 6 |
2017-10-26 |
2017-11-02 |
9.342131798999999 |
8.91108 |
¥-4.9万 |
-4.64% |
RSI走弱 |
| 7 |
2018-01-04 |
2018-02-01 |
9.302079786999997 |
9.64035 |
¥3.6万 |
+3.61% |
RSI走弱 |
| 8 |
2018-06-15 |
2018-06-29 |
9.161897744999997 |
8.05194 |
¥-12.7万 |
-12.14% |
RSI走弱 |
| 9 |
2019-01-30 |
2019-03-11 |
8.691286603999998 |
8.44155 |
¥-2.6万 |
-2.90% |
RSI走弱 |
| 10 |
2019-12-20 |
2020-01-14 |
8.180623451 |
7.95 |
¥-2.5万 |
-2.85% |
RSI走弱 |
| 11 |
2020-11-30 |
2020-12-15 |
6.8488940519999995 |
6.5934 |
¥-3.2万 |
-3.76% |
RSI走弱 |
| 12 |
2021-03-10 |
2021-04-16 |
6.828868045999999 |
6.8331599999999995 |
¥273 |
+0.03% |
RSI走弱 |
| 13 |
2021-09-02 |
2021-11-02 |
6.208061860000001 |
6.293699999999999 |
¥1.1万 |
+1.35% |
RSI走弱 |
| 14 |
2022-01-12 |
2022-02-25 |
6.578542970999999 |
6.78321 |
¥2.6万 |
+3.08% |
RSI走弱 |
| 15 |
2022-08-31 |
2022-10-25 |
6.448373931999999 |
6.6233699999999995 |
¥2.3万 |
+2.68% |
RSI走弱 |
| 16 |
2023-03-06 |
2023-04-11 |
7.0691801179999985 |
7.13286 |
¥7,760 |
+0.87% |
RSI走弱 |
| 17 |
2023-04-18 |
2023-05-23 |
7.6699602979999995 |
7.57242 |
¥-1.2万 |
-1.30% |
RSI走弱 |
| 18 |
2024-10-09 |
2024-10-29 |
6.8320490000000005 |
6.5134799999999995 |
¥-4.1万 |
-4.69% |
RSI走弱 |
| 19 |
2026-03-12 |
2026-04-07 |
5.376982611 |
5.184810000000001 |
¥-3.1万 |
-3.60% |
RSI走弱 |
| 20 |
2026-10-14 |
2026-10-22 |
5.0065015 |
4.80519 |
¥-3.3万 |
-4.05% |
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 |
|---|
| 2015-04-14 |
RSI强势追入 |
买入 |
12.27226 |
79800.0 |
¥98.0万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
12.197790000000001 |
79800.0 |
¥97.3万 |
|
| 2016-08-16 |
RSI强势追入 |
买入 |
6.58658 |
150700.0 |
¥99.3万 |
|
| 2016-08-30 |
RSI走弱 |
卖出 |
6.30369 |
150700.0 |
¥95.0万 |
|
| 2016-10-24 |
RSI强势追入 |
买入 |
6.766759999999999 |
140100.0 |
¥94.8万 |
|
| 2016-12-15 |
RSI走弱 |
卖出 |
7.0529399999999995 |
140100.0 |
¥98.8万 |
|
| 2017-03-29 |
RSI强势追入 |
买入 |
7.387379999999999 |
133400.0 |
¥98.6万 |
|
| 2017-06-07 |
RSI走弱 |
卖出 |
8.04195 |
133400.0 |
¥1.07M |
|
| 2017-07-10 |
RSI强势追入 |
买入 |
8.868859999999998 |
121000.0 |
¥1.07M |
|
| 2017-08-03 |
RSI走弱 |
卖出 |
8.70129 |
121000.0 |
¥1.05M |
|
| 2017-10-26 |
RSI强势追入 |
买入 |
9.339329999999999 |
111900.0 |
¥1.05M |
|
| 2017-11-02 |
RSI走弱 |
卖出 |
8.91108 |
111900.0 |
¥99.7万 |
|
| 2018-01-04 |
RSI强势追入 |
买入 |
9.299289999999997 |
108000.0 |
¥1.00M |
|
| 2018-02-01 |
RSI走弱 |
卖出 |
9.64035 |
108000.0 |
¥1.04M |
|
| 2018-06-15 |
RSI强势追入 |
买入 |
9.159149999999999 |
113800.0 |
¥1.04M |
|
| 2018-06-29 |
RSI走弱 |
卖出 |
8.05194 |
113800.0 |
¥91.6万 |
|
| 2019-01-30 |
RSI强势追入 |
买入 |
8.688679999999998 |
104600.0 |
¥90.9万 |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
8.44155 |
104600.0 |
¥88.3万 |
|
| 2019-12-20 |
RSI强势追入 |
买入 |
8.17817 |
108600.0 |
¥88.8万 |
|
| 2020-01-14 |
RSI走弱 |
卖出 |
7.95 |
108600.0 |
¥86.3万 |
|
| 2020-11-30 |
RSI强势追入 |
买入 |
6.846839999999999 |
125800.0 |
¥86.2万 |
|
| 2020-12-15 |
RSI走弱 |
卖出 |
6.5934 |
125800.0 |
¥82.9万 |
|
| 2021-03-10 |
RSI强势追入 |
买入 |
6.82682 |
121600.0 |
¥83.0万 |
|
| 2021-04-16 |
RSI走弱 |
卖出 |
6.8331599999999995 |
121600.0 |
¥83.1万 |
|
| 2021-09-02 |
RSI强势追入 |
买入 |
6.2062 |
134100.0 |
¥83.3万 |
|
| 2021-11-02 |
RSI走弱 |
卖出 |
6.293699999999999 |
134100.0 |
¥84.4万 |
|
| 2022-01-12 |
RSI强势追入 |
买入 |
6.576569999999999 |
127800.0 |
¥84.1万 |
|
| 2022-02-25 |
RSI走弱 |
卖出 |
6.78321 |
127800.0 |
¥86.7万 |
|
| 2022-08-31 |
RSI强势追入 |
买入 |
6.44644 |
134400.0 |
¥86.7万 |
|
| 2022-10-25 |
RSI走弱 |
卖出 |
6.6233699999999995 |
134400.0 |
¥89.0万 |
|
| 2023-03-06 |
RSI强势追入 |
买入 |
7.067059999999999 |
126100.0 |
¥89.1万 |
|
| 2023-04-11 |
RSI走弱 |
卖出 |
7.13286 |
126100.0 |
¥89.9万 |
|
| 2023-04-18 |
RSI强势追入 |
买入 |
7.66766 |
117300.0 |
¥90.0万 |
|
| 2023-05-23 |
RSI走弱 |
卖出 |
7.57242 |
117300.0 |
¥88.8万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
6.83 |
128200.0 |
¥87.6万 |
|
| 2024-10-29 |
RSI走弱 |
卖出 |
6.5134799999999995 |
128200.0 |
¥83.5万 |
|
| 2026-03-12 |
RSI强势追入 |
买入 |
5.375369999999999 |
157700.0 |
¥84.8万 |
|
| 2026-04-07 |
RSI走弱 |
卖出 |
5.184810000000001 |
157700.0 |
¥81.7万 |
|
| 2026-10-14 |
RSI强势追入 |
买入 |
5.004999999999999 |
162900.0 |
¥81.6万 |
|
| 2026-10-22 |
RSI走弱 |
卖出 |
4.80519 |
162900.0 |
¥78.3万 |
|