601111 中国国航 — 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: ¥48.3万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -51.72%）
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 25 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 |
2015-03-19 |
2015-05-08 |
9.722625912999998 |
10.7 |
¥9.7万 |
+10.02% |
RSI走弱 |
| 2 |
2016-07-18 |
2016-08-12 |
7.900259366999999 |
7.6923 |
¥-2.9万 |
-2.66% |
RSI走弱 |
| 3 |
2016-12-02 |
2016-12-07 |
8.010402399999998 |
7.67232 |
¥-4.5万 |
-4.25% |
RSI走弱 |
| 4 |
2017-02-21 |
2017-04-27 |
7.890246363999999 |
8.68131 |
¥10.2万 |
+9.99% |
RSI走弱 |
| 5 |
2017-06-02 |
2017-06-21 |
10.413523119999999 |
9.70029 |
¥-7.7万 |
-6.88% |
RSI走弱 |
| 6 |
2017-10-31 |
2017-12-13 |
9.342131798999999 |
10.17981 |
¥9.3万 |
+8.93% |
RSI走弱 |
| 7 |
2018-02-06 |
2018-02-12 |
13.547593058999997 |
12.1 |
¥-11.7万 |
-10.71% |
RSI走弱 |
| 8 |
2019-02-27 |
2019-03-11 |
10.073081018 |
9.08 |
¥-10.1万 |
-9.89% |
RSI走弱 |
| 9 |
2019-04-02 |
2019-04-23 |
11.124446332999998 |
10.3896 |
¥-6.1万 |
-6.63% |
RSI走弱 |
| 10 |
2019-11-05 |
2019-11-15 |
8.821455642999998 |
8.50149 |
¥-3.1万 |
-3.66% |
RSI走弱 |
| 11 |
2019-12-31 |
2020-01-09 |
9.482313841 |
9.260729999999999 |
¥-1.9万 |
-2.37% |
RSI走弱 |
| 12 |
2020-09-16 |
2020-09-24 |
7.940311378999998 |
7.44255 |
¥-5.1万 |
-6.30% |
RSI走弱 |
| 13 |
2020-12-03 |
2020-12-10 |
8.400909516999999 |
7.7522400000000005 |
¥-5.9万 |
-7.75% |
RSI走弱 |
| 14 |
2021-02-22 |
2021-03-09 |
8.200649456999999 |
7.88211 |
¥-2.7万 |
-3.91% |
RSI走弱 |
| 15 |
2021-09-09 |
2021-09-16 |
7.710012309999999 |
7.362629999999999 |
¥-3.1万 |
-4.53% |
RSI走弱 |
| 16 |
2021-10-14 |
2021-11-25 |
8.240701469 |
8.40159 |
¥1.2万 |
+1.92% |
RSI走弱 |
| 17 |
2022-01-06 |
2022-02-24 |
9.432248825999999 |
9.8901 |
¥3.1万 |
+4.82% |
RSI走弱 |
| 18 |
2022-06-28 |
2022-07-08 |
10.603770176999998 |
10.30968 |
¥-1.9万 |
-2.80% |
RSI走弱 |
| 19 |
2022-12-14 |
2022-12-29 |
11.735239516 |
10.60938 |
¥-6.4万 |
-9.62% |
RSI走弱 |
| 20 |
2024-10-09 |
2024-10-16 |
7.542262 |
6.84315 |
¥-5.5万 |
-9.30% |
RSI走弱 |
| 21 |
2024-11-25 |
2024-12-17 |
7.950324381999998 |
8.091899999999999 |
¥9,518 |
+1.75% |
RSI走弱 |
| 22 |
2025-09-17 |
2025-10-14 |
7.930298375999999 |
7.71228 |
¥-1.5万 |
-2.78% |
RSI走弱 |
| 23 |
2025-10-20 |
2025-11-03 |
8.471000538 |
7.78221 |
¥-4.4万 |
-8.16% |
RSI走弱 |
| 24 |
2026-01-05 |
2026-01-14 |
9.231988766 |
8.74125 |
¥-2.6万 |
-5.34% |
RSI走弱 |
| 25 |
2026-11-04 |
2026-11-13 |
6.087905823999999 |
6.21 |
¥9,282 |
+1.97% |
强平 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
RSI强势追入 |
买入 |
9.71971 |
99300.0 |
¥96.5万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
10.7 |
99300.0 |
¥1.06M |
|
| 2016-07-18 |
RSI强势追入 |
买入 |
7.8978899999999985 |
137300.0 |
¥1.08M |
|
| 2016-08-12 |
RSI走弱 |
卖出 |
7.6923 |
137300.0 |
¥1.06M |
|
| 2016-12-02 |
RSI强势追入 |
买入 |
8.008 |
132500.0 |
¥1.06M |
|
| 2016-12-07 |
RSI走弱 |
卖出 |
7.67232 |
132500.0 |
¥1.02M |
|
| 2017-02-21 |
RSI强势追入 |
买入 |
7.887879999999999 |
129500.0 |
¥1.02M |
|
| 2017-04-27 |
RSI走弱 |
卖出 |
8.68131 |
129500.0 |
¥1.12M |
|
| 2017-06-02 |
RSI强势追入 |
买入 |
10.410399999999997 |
107000.0 |
¥1.11M |
|
| 2017-06-21 |
RSI走弱 |
卖出 |
9.70029 |
107000.0 |
¥1.04M |
|
| 2017-10-31 |
RSI强势追入 |
买入 |
9.339329999999999 |
111800.0 |
¥1.04M |
|
| 2017-12-13 |
RSI走弱 |
卖出 |
10.17981 |
111800.0 |
¥1.14M |
|
| 2018-02-06 |
RSI强势追入 |
买入 |
13.543529999999997 |
80700.0 |
¥1.09M |
|
| 2018-02-12 |
RSI走弱 |
卖出 |
12.1 |
80700.0 |
¥97.6万 |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
10.07006 |
101300.0 |
¥1.02M |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
9.08 |
101300.0 |
¥92.0万 |
|
| 2019-04-02 |
RSI强势追入 |
买入 |
11.121109999999998 |
82700.0 |
¥92.0万 |
|
| 2019-04-23 |
RSI走弱 |
卖出 |
10.3896 |
82700.0 |
¥85.9万 |
|
| 2019-11-05 |
RSI强势追入 |
买入 |
8.81881 |
95800.0 |
¥84.5万 |
|
| 2019-11-15 |
RSI走弱 |
卖出 |
8.50149 |
95800.0 |
¥81.4万 |
|
| 2019-12-31 |
RSI强势追入 |
买入 |
9.47947 |
86900.0 |
¥82.4万 |
|
| 2020-01-09 |
RSI走弱 |
卖出 |
9.260729999999999 |
86900.0 |
¥80.5万 |
|
| 2020-09-16 |
RSI强势追入 |
买入 |
7.937929999999999 |
101600.0 |
¥80.7万 |
|
| 2020-09-24 |
RSI走弱 |
卖出 |
7.44255 |
101600.0 |
¥75.6万 |
|
| 2020-12-03 |
RSI强势追入 |
买入 |
8.39839 |
90600.0 |
¥76.1万 |
|
| 2020-12-10 |
RSI走弱 |
卖出 |
7.7522400000000005 |
90600.0 |
¥70.2万 |
|
| 2021-02-22 |
RSI强势追入 |
买入 |
8.198189999999999 |
85300.0 |
¥70.0万 |
|
| 2021-03-09 |
RSI走弱 |
卖出 |
7.88211 |
85300.0 |
¥67.2万 |
|
| 2021-09-09 |
RSI强势追入 |
买入 |
7.707699999999998 |
87400.0 |
¥67.4万 |
|
| 2021-09-16 |
RSI走弱 |
卖出 |
7.362629999999999 |
87400.0 |
¥64.3万 |
|
| 2021-10-14 |
RSI强势追入 |
买入 |
8.23823 |
77700.0 |
¥64.0万 |
|
| 2021-11-25 |
RSI走弱 |
卖出 |
8.40159 |
77700.0 |
¥65.3万 |
|
| 2022-01-06 |
RSI强势追入 |
买入 |
9.429419999999999 |
67900.0 |
¥64.0万 |
|
| 2022-02-24 |
RSI走弱 |
卖出 |
9.8901 |
67900.0 |
¥67.1万 |
|
| 2022-06-28 |
RSI强势追入 |
买入 |
10.600589999999999 |
64400.0 |
¥68.3万 |
|
| 2022-07-08 |
RSI走弱 |
卖出 |
10.30968 |
64400.0 |
¥66.4万 |
|
| 2022-12-14 |
RSI强势追入 |
买入 |
11.73172 |
56700.0 |
¥66.5万 |
|
| 2022-12-29 |
RSI走弱 |
卖出 |
10.60938 |
56700.0 |
¥60.1万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
7.54 |
78000.0 |
¥58.8万 |
|
| 2024-10-16 |
RSI走弱 |
卖出 |
6.84315 |
78000.0 |
¥53.4万 |
|
| 2024-11-25 |
RSI强势追入 |
买入 |
7.947939999999998 |
68400.0 |
¥54.4万 |
|
| 2024-12-17 |
RSI走弱 |
卖出 |
8.091899999999999 |
68400.0 |
¥55.3万 |
|
| 2025-09-17 |
RSI强势追入 |
买入 |
7.927919999999999 |
70300.0 |
¥55.7万 |
|
| 2025-10-14 |
RSI走弱 |
卖出 |
7.71228 |
70300.0 |
¥54.2万 |
|
| 2025-10-20 |
RSI强势追入 |
买入 |
8.46846 |
64000.0 |
¥54.2万 |
|
| 2025-11-03 |
RSI走弱 |
卖出 |
7.78221 |
64000.0 |
¥49.8万 |
|
| 2026-01-05 |
RSI强势追入 |
买入 |
9.22922 |
53100.0 |
¥49.0万 |
|
| 2026-01-14 |
RSI走弱 |
卖出 |
8.74125 |
53100.0 |
¥46.4万 |
|
| 2026-11-04 |
RSI强势追入 |
买入 |
6.086079999999999 |
77200.0 |
¥47.0万 |
|
| 2026-11-13 |
强平 |
卖出 |
6.21 |
77200 |
¥47.9万 |
回测结束强平 |