601117 中国化学 — 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: ¥1.02M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +1.93%）
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 21 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 |
2015-05-08 |
10.363458105 |
10.799190000000001 |
¥4.1万 |
+4.17% |
RSI走弱 |
| 2 |
2016-10-17 |
2016-12-07 |
5.847593751999999 |
6.37362 |
¥9.2万 |
+8.96% |
RSI走弱 |
| 3 |
2017-02-14 |
2017-04-25 |
7.389596213999999 |
7.342649999999999 |
¥-7,456 |
-0.67% |
RSI走弱 |
| 4 |
2017-07-19 |
2017-08-03 |
7.770090327999999 |
7.352639999999999 |
¥-6.0万 |
-5.40% |
RSI走弱 |
| 5 |
2018-01-05 |
2018-02-02 |
7.0892061239999995 |
6.90309 |
¥-2.8万 |
-2.65% |
RSI走弱 |
| 6 |
2019-02-26 |
2019-04-24 |
6.107931829999998 |
6.48351 |
¥6.3万 |
+6.12% |
RSI走弱 |
| 7 |
2019-09-16 |
2019-09-26 |
6.0178148029999985 |
5.78421 |
¥-4.3万 |
-3.91% |
RSI走弱 |
| 8 |
2019-10-15 |
2019-12-09 |
6.20806186 |
6.22377 |
¥2,310 |
+0.22% |
RSI走弱 |
| 9 |
2020-01-21 |
2020-02-04 |
7.129258136 |
6.22377 |
¥-13.3万 |
-12.73% |
RSI走弱 |
| 10 |
2020-07-09 |
2020-07-16 |
6.248113871999999 |
5.85414 |
¥-5.9万 |
-6.33% |
RSI走弱 |
| 11 |
2020-11-17 |
2020-12-10 |
6.0478538120000005 |
6.013979999999999 |
¥-5,088 |
-0.59% |
RSI走弱 |
| 12 |
2021-02-23 |
2021-03-26 |
6.758777025 |
6.5234700000000005 |
¥-3.0万 |
-3.51% |
RSI走弱 |
| 13 |
2021-06-17 |
2021-09-22 |
7.519765252999999 |
11.878110000000001 |
¥47.2万 |
+57.91% |
RSI走弱 |
| 14 |
2021-12-06 |
2021-12-29 |
12.396097714 |
11.80818 |
¥-6.1万 |
-4.77% |
RSI走弱 |
| 15 |
2023-03-03 |
2023-03-28 |
9.752664922000001 |
9.64 |
¥-1.5万 |
-1.18% |
RSI走弱 |
| 16 |
2024-05-10 |
2024-06-18 |
7.60988228 |
7.842149999999999 |
¥3.7万 |
+3.02% |
RSI走弱 |
| 17 |
2024-10-09 |
2024-11-26 |
8.51105255 |
8.08191 |
¥-6.3万 |
-5.07% |
RSI走弱 |
| 18 |
2025-05-14 |
2025-06-20 |
7.990376393999999 |
7.632359999999999 |
¥-5.4万 |
-4.51% |
RSI走弱 |
| 19 |
2025-07-23 |
2025-08-05 |
8.190636454 |
7.94205 |
¥-3.5万 |
-3.06% |
RSI走弱 |
| 20 |
2026-01-08 |
2026-02-03 |
8.190636454 |
8.31168 |
¥1.6万 |
+1.45% |
RSI走弱 |
| 21 |
2026-03-13 |
2026-03-20 |
9.982963991 |
9.01098 |
¥-11.0万 |
-9.76% |
RSI走弱 |
逐笔成交记录（共 42 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 |
10.360349999999999 |
95100.0 |
¥98.6万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
10.799190000000001 |
95100.0 |
¥1.03M |
|
| 2016-10-17 |
RSI强势追入 |
买入 |
5.845839999999999 |
175200.0 |
¥1.02M |
|
| 2016-12-07 |
RSI走弱 |
卖出 |
6.37362 |
175200.0 |
¥1.12M |
|
| 2017-02-14 |
RSI强势追入 |
买入 |
7.387379999999999 |
151700.0 |
¥1.12M |
|
| 2017-04-25 |
RSI走弱 |
卖出 |
7.342649999999999 |
151700.0 |
¥1.11M |
|
| 2017-07-19 |
RSI强势追入 |
买入 |
7.76776 |
144000.0 |
¥1.12M |
|
| 2017-08-03 |
RSI走弱 |
卖出 |
7.352639999999999 |
144000.0 |
¥1.06M |
|
| 2018-01-05 |
RSI强势追入 |
买入 |
7.08708 |
149300.0 |
¥1.06M |
|
| 2018-02-02 |
RSI走弱 |
卖出 |
6.90309 |
149300.0 |
¥1.03M |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
6.106099999999999 |
169100.0 |
¥1.03M |
|
| 2019-04-24 |
RSI走弱 |
卖出 |
6.48351 |
169100.0 |
¥1.10M |
|
| 2019-09-16 |
RSI强势追入 |
买入 |
6.016009999999999 |
182700.0 |
¥1.10M |
|
| 2019-09-26 |
RSI走弱 |
卖出 |
5.78421 |
182700.0 |
¥1.06M |
|
| 2019-10-15 |
RSI强势追入 |
买入 |
6.2062 |
166900.0 |
¥1.04M |
|
| 2019-12-09 |
RSI走弱 |
卖出 |
6.22377 |
166900.0 |
¥1.04M |
|
| 2020-01-21 |
RSI强势追入 |
买入 |
7.12712 |
147000.0 |
¥1.05M |
|
| 2020-02-04 |
RSI走弱 |
卖出 |
6.22377 |
147000.0 |
¥91.5万 |
|
| 2020-07-09 |
RSI强势追入 |
买入 |
6.246239999999999 |
147900.0 |
¥92.4万 |
|
| 2020-07-16 |
RSI走弱 |
卖出 |
5.85414 |
147900.0 |
¥86.6万 |
|
| 2020-11-17 |
RSI强势追入 |
买入 |
6.04604 |
142600.0 |
¥86.2万 |
|
| 2020-12-10 |
RSI走弱 |
卖出 |
6.013979999999999 |
142600.0 |
¥85.7万 |
|
| 2021-02-23 |
RSI强势追入 |
买入 |
6.756749999999999 |
125800.0 |
¥85.0万 |
|
| 2021-03-26 |
RSI走弱 |
卖出 |
6.5234700000000005 |
125800.0 |
¥82.0万 |
|
| 2021-06-17 |
RSI强势追入 |
买入 |
7.517509999999999 |
108300.0 |
¥81.4万 |
|
| 2021-09-22 |
RSI走弱 |
卖出 |
11.878110000000001 |
108300.0 |
¥1.29M |
|
| 2021-12-06 |
RSI强势追入 |
买入 |
12.39238 |
103600.0 |
¥1.28M |
|
| 2021-12-29 |
RSI走弱 |
卖出 |
11.80818 |
103600.0 |
¥1.22M |
|
| 2023-03-03 |
RSI强势追入 |
买入 |
9.74974 |
127300.0 |
¥1.24M |
|
| 2023-03-28 |
RSI走弱 |
卖出 |
9.64 |
127300.0 |
¥1.23M |
|
| 2024-05-10 |
RSI强势追入 |
买入 |
7.607599999999999 |
161000.0 |
¥1.23M |
|
| 2024-06-18 |
RSI走弱 |
卖出 |
7.842149999999999 |
161000.0 |
¥1.26M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
8.5085 |
145700.0 |
¥1.24M |
|
| 2024-11-26 |
RSI走弱 |
卖出 |
8.08191 |
145700.0 |
¥1.18M |
|
| 2025-05-14 |
RSI强势追入 |
买入 |
7.9879799999999985 |
149900.0 |
¥1.20M |
|
| 2025-06-20 |
RSI走弱 |
卖出 |
7.632359999999999 |
149900.0 |
¥1.14M |
|
| 2025-07-23 |
RSI强势追入 |
买入 |
8.18818 |
140000.0 |
¥1.15M |
|
| 2025-08-05 |
RSI走弱 |
卖出 |
7.94205 |
140000.0 |
¥1.11M |
|
| 2026-01-08 |
RSI强势追入 |
买入 |
8.18818 |
134600.0 |
¥1.10M |
|
| 2026-02-03 |
RSI走弱 |
卖出 |
8.31168 |
134600.0 |
¥1.12M |
|
| 2026-03-13 |
RSI强势追入 |
买入 |
9.97997 |
112800.0 |
¥1.13M |
|
| 2026-03-20 |
RSI走弱 |
卖出 |
9.01098 |
112800.0 |
¥1.02M |
|