601009 南京银行 — 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: ¥94.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -5.40%）
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 19 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 |
2015-04-09 |
2015-05-19 |
16.020804799999997 |
16.353630000000003 |
¥2.0万 |
+2.05% |
RSI走弱 |
| 2 |
2015-06-02 |
2015-06-23 |
20.026005999999995 |
18.84114 |
¥-6.0万 |
-5.94% |
RSI走弱 |
| 3 |
2015-07-01 |
2015-07-03 |
22.058645609 |
18.031950000000002 |
¥-16.9万 |
-18.28% |
RSI走弱 |
| 4 |
2015-11-06 |
2015-11-30 |
18.043431405999993 |
16.96302 |
¥-4.6万 |
-6.02% |
RSI走弱 |
| 5 |
2016-11-24 |
2016-12-16 |
11.294667384 |
11.03895 |
¥-1.7万 |
-2.29% |
RSI走弱 |
| 6 |
2017-07-18 |
2017-07-19 |
8.420935522999999 |
8.191799999999999 |
¥-1.4万 |
-2.75% |
RSI走弱 |
| 7 |
2018-01-12 |
2018-02-12 |
8.280753481 |
8.77122 |
¥4.2万 |
+5.89% |
RSI走弱 |
| 8 |
2019-02-14 |
2019-04-29 |
7.139271138999999 |
8.451540000000001 |
¥13.8万 |
+18.35% |
RSI走弱 |
| 9 |
2019-10-09 |
2019-10-30 |
8.721325613 |
8.68131 |
¥-4,326 |
-0.49% |
RSI走弱 |
| 10 |
2020-08-18 |
2020-09-03 |
8.981663691 |
8.34165 |
¥-6.3万 |
-7.15% |
RSI走弱 |
| 11 |
2021-02-09 |
2021-04-13 |
8.811442640000001 |
9.690299999999999 |
¥8.1万 |
+9.94% |
RSI走弱 |
| 12 |
2022-01-12 |
2022-02-28 |
9.622495883 |
9.7902 |
¥1.6万 |
+1.71% |
RSI走弱 |
| 13 |
2022-04-08 |
2022-05-09 |
11.374771407999997 |
11.2887 |
¥-7,183 |
-0.79% |
RSI走弱 |
| 14 |
2024-01-17 |
2024-04-29 |
7.790116334 |
9.01098 |
¥14.3万 |
+15.64% |
RSI走弱 |
| 15 |
2024-05-20 |
2024-06-17 |
9.812742940000001 |
9.58041 |
¥-2.5万 |
-2.40% |
RSI走弱 |
| 16 |
2024-10-09 |
2024-10-10 |
10.953285 |
10.2897 |
¥-6.0万 |
-6.09% |
RSI走弱 |
| 17 |
2025-05-29 |
2025-07-14 |
11.254615371999998 |
11.55 |
¥2.5万 |
+2.59% |
RSI走弱 |
| 18 |
2026-07-31 |
2026-08-17 |
11.635109486 |
11.16882 |
¥-4.0万 |
-4.04% |
RSI走弱 |
| 19 |
2026-08-21 |
2026-09-18 |
11.91547357 |
11.75823 |
¥-1.3万 |
-1.35% |
RSI走弱 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-09 |
RSI强势追入 |
买入 |
16.016 |
62100.0 |
¥99.5万 |
|
| 2015-05-19 |
RSI走弱 |
卖出 |
16.353630000000003 |
62100.0 |
¥1.02M |
|
| 2015-06-02 |
RSI强势追入 |
买入 |
20.019999999999996 |
50500.0 |
¥1.01M |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
18.84114 |
50500.0 |
¥95.1万 |
|
| 2015-07-01 |
RSI强势追入 |
买入 |
22.05203 |
41900.0 |
¥92.4万 |
|
| 2015-07-03 |
RSI走弱 |
卖出 |
18.031950000000002 |
41900.0 |
¥75.5万 |
|
| 2015-11-06 |
RSI强势追入 |
买入 |
18.038019999999996 |
42700.0 |
¥77.0万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
16.96302 |
42700.0 |
¥72.4万 |
|
| 2016-11-24 |
RSI强势追入 |
买入 |
11.291279999999999 |
65300.0 |
¥73.8万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
11.03895 |
65300.0 |
¥72.1万 |
|
| 2017-07-18 |
RSI强势追入 |
买入 |
8.41841 |
60400.0 |
¥50.9万 |
|
| 2017-07-19 |
RSI走弱 |
卖出 |
8.191799999999999 |
60400.0 |
¥49.5万 |
|
| 2018-01-12 |
RSI强势追入 |
买入 |
8.27827 |
86000.0 |
¥71.2万 |
|
| 2018-02-12 |
RSI走弱 |
卖出 |
8.77122 |
86000.0 |
¥75.4万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
7.13713 |
105600.0 |
¥75.4万 |
|
| 2019-04-29 |
RSI走弱 |
卖出 |
8.451540000000001 |
105600.0 |
¥89.2万 |
|
| 2019-10-09 |
RSI强势追入 |
买入 |
8.71871 |
101500.0 |
¥88.5万 |
|
| 2019-10-30 |
RSI走弱 |
卖出 |
8.68131 |
101500.0 |
¥88.1万 |
|
| 2020-08-18 |
RSI强势追入 |
买入 |
8.97897 |
98500.0 |
¥88.5万 |
|
| 2020-09-03 |
RSI走弱 |
卖出 |
8.34165 |
98500.0 |
¥82.1万 |
|
| 2021-02-09 |
RSI强势追入 |
买入 |
8.8088 |
92700.0 |
¥81.7万 |
|
| 2021-04-13 |
RSI走弱 |
卖出 |
9.690299999999999 |
92700.0 |
¥89.8万 |
|
| 2022-01-12 |
RSI强势追入 |
买入 |
9.619609999999998 |
94100.0 |
¥90.5万 |
|
| 2022-02-28 |
RSI走弱 |
卖出 |
9.7902 |
94100.0 |
¥92.1万 |
|
| 2022-04-08 |
RSI强势追入 |
买入 |
11.371359999999997 |
80300.0 |
¥91.3万 |
|
| 2022-05-09 |
RSI走弱 |
卖出 |
11.2887 |
80300.0 |
¥90.6万 |
|
| 2024-01-17 |
RSI强势追入 |
买入 |
7.78778 |
117200.0 |
¥91.3万 |
|
| 2024-04-29 |
RSI走弱 |
卖出 |
9.01098 |
117200.0 |
¥1.06M |
|
| 2024-05-20 |
RSI强势追入 |
买入 |
9.8098 |
107700.0 |
¥1.06M |
|
| 2024-06-17 |
RSI走弱 |
卖出 |
9.58041 |
107700.0 |
¥1.03M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
10.95 |
90300.0 |
¥98.9万 |
|
| 2024-10-10 |
RSI走弱 |
卖出 |
10.2897 |
90300.0 |
¥92.9万 |
|
| 2025-05-29 |
RSI强势追入 |
买入 |
11.25124 |
85700.0 |
¥96.5万 |
|
| 2025-07-14 |
RSI走弱 |
卖出 |
11.55 |
85700.0 |
¥99.0万 |
|
| 2026-07-31 |
RSI强势追入 |
买入 |
11.631619999999998 |
84400.0 |
¥98.2万 |
|
| 2026-08-17 |
RSI走弱 |
卖出 |
11.16882 |
84400.0 |
¥94.2万 |
|
| 2026-08-21 |
RSI强势追入 |
买入 |
11.9119 |
80100.0 |
¥95.4万 |
|
| 2026-09-18 |
RSI走弱 |
卖出 |
11.75823 |
80100.0 |
¥94.2万 |
|