601066 中信建投 — 追涨杀跌 回测明细
数据区间: 2018-06-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.37M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +136.68%）
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 16 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 |
2018-11-20 |
2018-12-25 |
10.563718165 |
9.00099 |
¥-14.4万 |
-14.82% |
RSI走弱 |
| 2 |
2019-02-14 |
2019-04-12 |
12.796617834 |
24.23 |
¥75.0万 |
+89.29% |
RSI走弱 |
| 3 |
2019-09-06 |
2019-10-08 |
22.509230743999996 |
22.38 |
¥-9,679 |
-0.60% |
RSI走弱 |
| 4 |
2019-12-17 |
2020-03-02 |
26.864887048999993 |
32.97699 |
¥35.8万 |
+22.71% |
RSI走弱 |
| 5 |
2020-06-23 |
2020-08-27 |
37.73900830699999 |
51.02892 |
¥68.4万 |
+35.17% |
RSI走弱 |
| 6 |
2021-05-27 |
2021-06-15 |
34.374639298999995 |
30.7692 |
¥-27.5万 |
-10.52% |
RSI走弱 |
| 7 |
2021-09-08 |
2021-10-08 |
33.34329998999999 |
31.11885 |
¥-15.6万 |
-6.70% |
RSI走弱 |
| 8 |
2022-06-16 |
2022-07-14 |
28.0084 |
26.573400000000003 |
¥-11.2万 |
-5.15% |
RSI走弱 |
| 9 |
2022-11-16 |
2022-11-22 |
26.584522964999998 |
24.555419999999998 |
¥-15.8万 |
-7.66% |
RSI走弱 |
| 10 |
2023-01-18 |
2023-02-17 |
26.904939060999997 |
25.744229999999998 |
¥-8.4万 |
-4.34% |
RSI走弱 |
| 11 |
2023-07-31 |
2023-08-22 |
26.824835037 |
26.053919999999998 |
¥-5.4万 |
-2.90% |
RSI走弱 |
| 12 |
2023-11-08 |
2023-11-30 |
26.244080862999997 |
25.81416 |
¥-3.0万 |
-1.67% |
RSI走弱 |
| 13 |
2024-09-26 |
2024-11-25 |
20.917163266999996 |
27.02295 |
¥51.0万 |
+29.15% |
RSI走弱 |
| 14 |
2025-07-18 |
2025-09-05 |
25.683352695 |
26.6733 |
¥8.7万 |
+3.82% |
RSI走弱 |
| 15 |
2025-12-17 |
2026-01-09 |
26.844861042999995 |
26.093880000000002 |
¥-6.7万 |
-2.83% |
RSI走弱 |
| 16 |
2026-06-03 |
2026-07-14 |
25.543170653 |
26.323649999999997 |
¥6.9万 |
+3.02% |
RSI走弱 |
逐笔成交记录（共 32 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-11-20 |
RSI强势追入 |
买入 |
10.56055 |
92200.0 |
¥97.4万 |
|
| 2018-12-25 |
RSI走弱 |
卖出 |
9.00099 |
92200.0 |
¥83.0万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
12.792779999999999 |
65600.0 |
¥83.9万 |
|
| 2019-04-12 |
RSI走弱 |
卖出 |
24.23 |
65600.0 |
¥1.59M |
|
| 2019-09-06 |
RSI强势追入 |
买入 |
22.50248 |
71200.0 |
¥1.60M |
|
| 2019-10-08 |
RSI走弱 |
卖出 |
22.38 |
71200.0 |
¥1.59M |
|
| 2019-12-17 |
RSI强势追入 |
买入 |
26.856829999999995 |
58600.0 |
¥1.57M |
|
| 2020-03-02 |
RSI走弱 |
卖出 |
32.97699 |
58600.0 |
¥1.93M |
|
| 2020-06-23 |
RSI强势追入 |
买入 |
37.727689999999996 |
51500.0 |
¥1.94M |
|
| 2020-08-27 |
RSI走弱 |
卖出 |
51.02892 |
51500.0 |
¥2.63M |
|
| 2021-05-27 |
RSI强势追入 |
买入 |
34.364329999999995 |
76200.0 |
¥2.62M |
|
| 2021-06-15 |
RSI走弱 |
卖出 |
30.7692 |
76200.0 |
¥2.34M |
|
| 2021-09-08 |
RSI强势追入 |
买入 |
33.333299999999994 |
69800.0 |
¥2.33M |
|
| 2021-10-08 |
RSI走弱 |
卖出 |
31.11885 |
69800.0 |
¥2.17M |
|
| 2022-06-16 |
RSI强势追入 |
买入 |
28.0 |
77800.0 |
¥2.18M |
|
| 2022-07-14 |
RSI走弱 |
卖出 |
26.573400000000003 |
77800.0 |
¥2.07M |
|
| 2022-11-16 |
RSI强势追入 |
买入 |
26.576549999999997 |
77600.0 |
¥2.06M |
|
| 2022-11-22 |
RSI走弱 |
卖出 |
24.555419999999998 |
77600.0 |
¥1.90M |
|
| 2023-01-18 |
RSI强势追入 |
买入 |
26.896869999999996 |
71800.0 |
¥1.93M |
|
| 2023-02-17 |
RSI走弱 |
卖出 |
25.744229999999998 |
71800.0 |
¥1.85M |
|
| 2023-07-31 |
RSI强势追入 |
买入 |
26.816789999999997 |
68800.0 |
¥1.85M |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
26.053919999999998 |
68800.0 |
¥1.79M |
|
| 2023-11-08 |
RSI强势追入 |
买入 |
26.236209999999996 |
67800.0 |
¥1.78M |
|
| 2023-11-30 |
RSI走弱 |
卖出 |
25.81416 |
67800.0 |
¥1.75M |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
20.91089 |
83700.0 |
¥1.75M |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
27.02295 |
83700.0 |
¥2.26M |
|
| 2025-07-18 |
RSI强势追入 |
买入 |
25.675649999999997 |
88100.0 |
¥2.26M |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
26.6733 |
88100.0 |
¥2.35M |
|
| 2025-12-17 |
RSI强势追入 |
买入 |
26.836809999999996 |
87800.0 |
¥2.36M |
|
| 2026-01-09 |
RSI走弱 |
卖出 |
26.093880000000002 |
87800.0 |
¥2.29M |
|
| 2026-06-03 |
RSI强势追入 |
买入 |
25.53551 |
88700.0 |
¥2.27M |
|
| 2026-07-14 |
RSI走弱 |
卖出 |
26.323649999999997 |
88700.0 |
¥2.33M |
|