601088 中国神华 — 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: ¥38.4万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -61.56%）
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 26 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 |
2015-04-24 |
2015-05-06 |
23.330296989999997 |
21.76821 |
¥-6.6万 |
-6.72% |
RSI走弱 |
| 2 |
2015-06-10 |
2015-06-19 |
24.93237747 |
22.257720000000003 |
¥-9.5万 |
-10.75% |
RSI走弱 |
| 3 |
2016-04-14 |
2016-04-28 |
15.480102638 |
14.47551 |
¥-5.5万 |
-6.52% |
RSI走弱 |
| 4 |
2016-07-13 |
2016-08-25 |
15.019504499999998 |
14.8 |
¥-1.2万 |
-1.49% |
RSI走弱 |
| 5 |
2016-10-25 |
2016-12-01 |
17.22236516 |
16.97301 |
¥-1.1万 |
-1.48% |
RSI走弱 |
| 6 |
2017-03-22 |
2017-09-18 |
19.455264828999997 |
20.32965 |
¥3.3万 |
+4.46% |
RSI走弱 |
| 7 |
2017-11-15 |
2017-12-08 |
23.190114947999998 |
21.69828 |
¥-5.0万 |
-6.46% |
RSI走弱 |
| 8 |
2018-02-02 |
2018-02-12 |
26.734718009999998 |
23.966009999999997 |
¥-7.7万 |
-10.38% |
RSI走弱 |
| 9 |
2018-10-11 |
2018-10-19 |
20.276331074999998 |
18.94104 |
¥-4.2万 |
-6.61% |
RSI走弱 |
| 10 |
2019-06-25 |
2019-07-09 |
20.32639609 |
19.090889999999998 |
¥-3.8万 |
-6.11% |
RSI走弱 |
| 11 |
2020-01-07 |
2020-01-16 |
18.724315609999998 |
17.81217 |
¥-2.9万 |
-4.90% |
RSI走弱 |
| 12 |
2020-11-10 |
2020-12-15 |
17.973340385 |
17.4825 |
¥-1.5万 |
-2.76% |
RSI走弱 |
| 13 |
2021-09-03 |
2021-10-11 |
19.915862967 |
21.768210000000003 |
¥5.0万 |
+9.27% |
RSI走弱 |
| 14 |
2022-04-14 |
2022-04-26 |
31.87138854899999 |
28.771199999999997 |
¥-5.7万 |
-9.75% |
RSI走弱 |
| 15 |
2022-05-30 |
2022-06-17 |
34.634977377 |
32.19777 |
¥-3.8万 |
-7.06% |
RSI走弱 |
| 16 |
2022-08-26 |
2022-09-19 |
32.0096 |
31.07 |
¥-1.5万 |
-2.96% |
RSI走弱 |
| 17 |
2023-05-10 |
2023-05-26 |
31.64108948 |
29.86011 |
¥-2.7万 |
-5.66% |
RSI走弱 |
| 18 |
2023-09-14 |
2023-10-25 |
30.309360080999998 |
30.84912 |
¥7,958 |
+1.75% |
RSI走弱 |
| 19 |
2024-01-05 |
2024-03-13 |
33.373338999 |
37.12284 |
¥5.2万 |
+11.20% |
RSI走弱 |
| 20 |
2024-04-17 |
2024-04-29 |
41.654092479999996 |
39.44052 |
¥-2.7万 |
-5.34% |
RSI走弱 |
| 21 |
2025-07-03 |
2025-07-08 |
41.71251000000001 |
37.71225 |
¥-4.7万 |
-9.62% |
RSI走弱 |
| 22 |
2025-10-16 |
2025-11-19 |
40.802987224999995 |
41.808150000000005 |
¥1.1万 |
+2.43% |
RSI走弱 |
| 23 |
2026-03-10 |
2026-04-09 |
46.049800797 |
46.7532 |
¥6,480 |
+1.50% |
RSI走弱 |
| 24 |
2026-06-09 |
2026-06-15 |
49.56436484999999 |
45.5544 |
¥-3.6万 |
-8.12% |
RSI走弱 |
| 25 |
2026-09-01 |
2026-09-08 |
48.843428634 |
45.954 |
¥-2.5万 |
-5.94% |
RSI走弱 |
| 26 |
2026-10-19 |
2026-11-06 |
50.13510602099999 |
48.43152 |
¥-1.3万 |
-3.43% |
RSI走弱 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-24 |
RSI强势追入 |
买入 |
23.3233 |
42100.0 |
¥98.2万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
21.76821 |
42100.0 |
¥91.6万 |
|
| 2015-06-10 |
RSI强势追入 |
买入 |
24.924899999999997 |
35400.0 |
¥88.3万 |
|
| 2015-06-19 |
RSI走弱 |
卖出 |
22.257720000000003 |
35400.0 |
¥78.8万 |
|
| 2016-04-14 |
RSI强势追入 |
买入 |
15.475460000000002 |
54100.0 |
¥83.7万 |
|
| 2016-04-28 |
RSI走弱 |
卖出 |
14.47551 |
54100.0 |
¥78.3万 |
|
| 2016-07-13 |
RSI强势追入 |
买入 |
15.014999999999997 |
51800.0 |
¥77.8万 |
|
| 2016-08-25 |
RSI走弱 |
卖出 |
14.8 |
51800.0 |
¥76.6万 |
|
| 2016-10-25 |
RSI强势追入 |
买入 |
17.2172 |
44500.0 |
¥76.6万 |
|
| 2016-12-01 |
RSI走弱 |
卖出 |
16.97301 |
44500.0 |
¥75.5万 |
|
| 2017-03-22 |
RSI强势追入 |
买入 |
19.449429999999996 |
38100.0 |
¥74.1万 |
|
| 2017-09-18 |
RSI走弱 |
卖出 |
20.32965 |
38100.0 |
¥77.4万 |
|
| 2017-11-15 |
RSI强势追入 |
买入 |
23.183159999999997 |
33600.0 |
¥77.9万 |
|
| 2017-12-08 |
RSI走弱 |
卖出 |
21.69828 |
33600.0 |
¥72.9万 |
|
| 2018-02-02 |
RSI强势追入 |
买入 |
26.726699999999997 |
27600.0 |
¥73.8万 |
|
| 2018-02-12 |
RSI走弱 |
卖出 |
23.966009999999997 |
27600.0 |
¥66.1万 |
|
| 2018-10-11 |
RSI强势追入 |
买入 |
20.270249999999997 |
31600.0 |
¥64.1万 |
|
| 2018-10-19 |
RSI走弱 |
卖出 |
18.94104 |
31600.0 |
¥59.8万 |
|
| 2019-06-25 |
RSI强势追入 |
买入 |
20.3203 |
30600.0 |
¥62.2万 |
|
| 2019-07-09 |
RSI走弱 |
卖出 |
19.090889999999998 |
30600.0 |
¥58.4万 |
|
| 2020-01-07 |
RSI强势追入 |
买入 |
18.7187 |
31100.0 |
¥58.2万 |
|
| 2020-01-16 |
RSI走弱 |
卖出 |
17.81217 |
31100.0 |
¥55.4万 |
|
| 2020-11-10 |
RSI强势追入 |
买入 |
17.96795 |
31000.0 |
¥55.7万 |
|
| 2020-12-15 |
RSI走弱 |
卖出 |
17.4825 |
31000.0 |
¥54.2万 |
|
| 2021-09-03 |
RSI强势追入 |
买入 |
19.909889999999997 |
26900.0 |
¥53.6万 |
|
| 2021-10-11 |
RSI走弱 |
卖出 |
21.768210000000003 |
26900.0 |
¥58.5万 |
|
| 2022-04-14 |
RSI强势追入 |
买入 |
31.861829999999994 |
18400.0 |
¥58.6万 |
|
| 2022-04-26 |
RSI走弱 |
卖出 |
28.771199999999997 |
18400.0 |
¥52.9万 |
|
| 2022-05-30 |
RSI强势追入 |
买入 |
34.62459 |
15400.0 |
¥53.3万 |
|
| 2022-06-17 |
RSI走弱 |
卖出 |
32.19777 |
15400.0 |
¥49.6万 |
|
| 2022-08-26 |
RSI强势追入 |
买入 |
32.0 |
15300.0 |
¥49.0万 |
|
| 2022-09-19 |
RSI走弱 |
卖出 |
31.07 |
15300.0 |
¥47.5万 |
|
| 2023-05-10 |
RSI强势追入 |
买入 |
31.6316 |
15200.0 |
¥48.1万 |
|
| 2023-05-26 |
RSI走弱 |
卖出 |
29.86011 |
15200.0 |
¥45.4万 |
|
| 2023-09-14 |
RSI强势追入 |
买入 |
30.300269999999998 |
15000.0 |
¥45.5万 |
|
| 2023-10-25 |
RSI走弱 |
卖出 |
30.84912 |
15000.0 |
¥46.3万 |
|
| 2024-01-05 |
RSI强势追入 |
买入 |
33.36333 |
13800.0 |
¥46.1万 |
|
| 2024-03-13 |
RSI走弱 |
卖出 |
37.12284 |
13800.0 |
¥51.2万 |
|
| 2024-04-17 |
RSI强势追入 |
买入 |
41.6416 |
12300.0 |
¥51.2万 |
|
| 2024-04-29 |
RSI走弱 |
卖出 |
39.44052 |
12300.0 |
¥48.5万 |
|
| 2025-07-03 |
RSI强势追入 |
买入 |
41.7 |
11700.0 |
¥48.8万 |
|
| 2025-07-08 |
RSI走弱 |
卖出 |
37.71225 |
11700.0 |
¥44.1万 |
|
| 2025-10-16 |
RSI强势追入 |
买入 |
40.790749999999996 |
10700.0 |
¥43.7万 |
|
| 2025-11-19 |
RSI走弱 |
卖出 |
41.808150000000005 |
10700.0 |
¥44.7万 |
|
| 2026-03-10 |
RSI强势追入 |
买入 |
46.03599 |
9400.0 |
¥43.3万 |
|
| 2026-04-09 |
RSI走弱 |
卖出 |
46.7532 |
9400.0 |
¥43.9万 |
|
| 2026-06-09 |
RSI强势追入 |
买入 |
49.549499999999995 |
9000.0 |
¥44.6万 |
|
| 2026-06-15 |
RSI走弱 |
卖出 |
45.5544 |
9000.0 |
¥41.0万 |
|
| 2026-09-01 |
RSI强势追入 |
买入 |
48.828779999999995 |
8600.0 |
¥42.0万 |
|
| 2026-09-08 |
RSI走弱 |
卖出 |
45.954 |
8600.0 |
¥39.5万 |
|
| 2026-10-19 |
RSI强势追入 |
买入 |
50.12006999999999 |
7700.0 |
¥38.6万 |
|
| 2026-11-06 |
RSI走弱 |
卖出 |
48.43152 |
7700.0 |
¥37.3万 |
|