601166 兴业银行 — 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: ¥61.9万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -38.11%）
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 |
2015-03-17 |
2015-05-06 |
17.12223513 |
18.23175 |
¥6.4万 |
+6.45% |
RSI走弱 |
| 2 |
2015-11-06 |
2015-11-30 |
16.050843809 |
15.46452 |
¥-3.9万 |
-3.68% |
RSI走弱 |
| 3 |
2015-12-28 |
2016-01-05 |
17.492716240999997 |
16.363619999999997 |
¥-6.6万 |
-6.48% |
RSI走弱 |
| 4 |
2016-11-30 |
2016-12-16 |
17.002079093999996 |
16.54344 |
¥-2.6万 |
-2.73% |
RSI走弱 |
| 5 |
2017-05-31 |
2017-06-15 |
16.501428943999997 |
15.89409 |
¥-3.4万 |
-3.71% |
RSI走弱 |
| 6 |
2017-07-12 |
2017-08-08 |
17.442651226 |
17.46252 |
¥752 |
+0.08% |
RSI走弱 |
| 7 |
2018-01-11 |
2018-02-09 |
18.173600444999998 |
17.832150000000002 |
¥-1.7万 |
-1.91% |
RSI走弱 |
| 8 |
2019-02-11 |
2019-03-26 |
16.321194889999997 |
17.63235 |
¥7.0万 |
+8.00% |
RSI走弱 |
| 9 |
2019-04-17 |
2019-04-29 |
20.42652612 |
19.05093 |
¥-6.4万 |
-6.76% |
RSI走弱 |
| 10 |
2019-07-31 |
2019-08-06 |
19.445251825999996 |
18.031950000000002 |
¥-6.4万 |
-7.30% |
RSI走弱 |
| 11 |
2019-10-15 |
2019-11-21 |
19.054744708999998 |
19.01097 |
¥-2,137 |
-0.26% |
RSI走弱 |
| 12 |
2020-07-09 |
2020-07-16 |
18.574120564999998 |
16.30368 |
¥-10.0万 |
-12.25% |
RSI走弱 |
| 13 |
2020-10-21 |
2020-11-17 |
17.823145339999996 |
17.71227 |
¥-4,694 |
-0.65% |
RSI走弱 |
| 14 |
2020-11-24 |
2020-12-23 |
19.965927982 |
19.77021 |
¥-7,219 |
-1.01% |
RSI走弱 |
| 15 |
2021-01-18 |
2021-03-09 |
22.729516809999993 |
23.74623 |
¥3.1万 |
+4.44% |
RSI走弱 |
| 16 |
2022-01-12 |
2022-03-07 |
21.477891434999997 |
21.46851 |
¥-546 |
-0.07% |
RSI走弱 |
| 17 |
2022-11-30 |
2022-12-21 |
17.702989303999995 |
16.992990000000002 |
¥-3.0万 |
-4.04% |
RSI走弱 |
| 18 |
2023-08-01 |
2023-08-14 |
16.631597982999995 |
16.00398 |
¥-2.7万 |
-3.80% |
RSI走弱 |
| 19 |
2024-01-02 |
2024-01-04 |
14.939400475999996 |
14.645340000000001 |
¥-1.3万 |
-2.00% |
RSI走弱 |
| 20 |
2024-02-08 |
2024-03-20 |
15.930687772999999 |
16.16382 |
¥9,565 |
+1.43% |
RSI走弱 |
| 21 |
2024-05-14 |
2024-06-12 |
17.212352157 |
17.44254 |
¥8,886 |
+1.31% |
RSI走弱 |
| 22 |
2024-10-09 |
2024-11-01 |
19.935888973 |
18.2 |
¥-6.0万 |
-8.73% |
RSI走弱 |
| 23 |
2025-02-17 |
2025-04-02 |
21.12743633 |
21.19 |
¥1,669 |
+0.27% |
RSI走弱 |
| 24 |
2025-05-15 |
2025-06-23 |
23.019893896999992 |
23.13684 |
¥3,014 |
+0.48% |
RSI走弱 |
| 25 |
2026-07-31 |
2026-08-13 |
18.854484648999996 |
18.05193 |
¥-2.7万 |
-4.29% |
RSI走弱 |
| 26 |
2026-10-30 |
2026-11-13 |
19.505329844 |
19.83 |
¥9,944 |
+1.63% |
强平 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-17 |
RSI强势追入 |
买入 |
17.1171 |
58400.0 |
¥100.0万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
18.23175 |
58400.0 |
¥1.06M |
|
| 2015-11-06 |
RSI强势追入 |
买入 |
16.04603 |
65800.0 |
¥1.06M |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
15.46452 |
65800.0 |
¥1.02M |
|
| 2015-12-28 |
RSI强势追入 |
买入 |
17.48747 |
58600.0 |
¥1.03M |
|
| 2016-01-05 |
RSI走弱 |
卖出 |
16.363619999999997 |
58600.0 |
¥95.9万 |
|
| 2016-11-30 |
RSI强势追入 |
买入 |
16.996979999999997 |
56300.0 |
¥95.7万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
16.54344 |
56300.0 |
¥93.1万 |
|
| 2017-05-31 |
RSI强势追入 |
买入 |
16.49648 |
56300.0 |
¥92.9万 |
|
| 2017-06-15 |
RSI走弱 |
卖出 |
15.89409 |
56300.0 |
¥89.5万 |
|
| 2017-07-12 |
RSI强势追入 |
买入 |
17.43742 |
51400.0 |
¥89.7万 |
|
| 2017-08-08 |
RSI走弱 |
卖出 |
17.46252 |
51400.0 |
¥89.7万 |
|
| 2018-01-11 |
RSI强势追入 |
买入 |
18.168149999999997 |
49300.0 |
¥89.6万 |
|
| 2018-02-09 |
RSI走弱 |
卖出 |
17.832150000000002 |
49300.0 |
¥87.9万 |
|
| 2019-02-11 |
RSI强势追入 |
买入 |
16.3163 |
53600.0 |
¥87.5万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
17.63235 |
53600.0 |
¥94.5万 |
|
| 2019-04-17 |
RSI强势追入 |
买入 |
20.420399999999997 |
46000.0 |
¥94.0万 |
|
| 2019-04-29 |
RSI走弱 |
卖出 |
19.05093 |
46000.0 |
¥87.6万 |
|
| 2019-07-31 |
RSI强势追入 |
买入 |
19.43942 |
45400.0 |
¥88.3万 |
|
| 2019-08-06 |
RSI走弱 |
卖出 |
18.031950000000002 |
45400.0 |
¥81.8万 |
|
| 2019-10-15 |
RSI强势追入 |
买入 |
19.04903 |
43200.0 |
¥82.3万 |
|
| 2019-11-21 |
RSI走弱 |
卖出 |
19.01097 |
43200.0 |
¥82.1万 |
|
| 2020-07-09 |
RSI强势追入 |
买入 |
18.56855 |
43900.0 |
¥81.5万 |
|
| 2020-07-16 |
RSI走弱 |
卖出 |
16.30368 |
43900.0 |
¥71.6万 |
|
| 2020-10-21 |
RSI强势追入 |
买入 |
17.8178 |
40400.0 |
¥72.0万 |
|
| 2020-11-17 |
RSI走弱 |
卖出 |
17.71227 |
40400.0 |
¥71.5万 |
|
| 2020-11-24 |
RSI强势追入 |
买入 |
19.95994 |
35800.0 |
¥71.5万 |
|
| 2020-12-23 |
RSI走弱 |
卖出 |
19.77021 |
35800.0 |
¥70.8万 |
|
| 2021-01-18 |
RSI强势追入 |
买入 |
22.722699999999996 |
31100.0 |
¥70.7万 |
|
| 2021-03-09 |
RSI走弱 |
卖出 |
23.74623 |
31100.0 |
¥73.8万 |
|
| 2022-01-12 |
RSI强势追入 |
买入 |
21.471449999999997 |
34500.0 |
¥74.1万 |
|
| 2022-03-07 |
RSI走弱 |
卖出 |
21.46851 |
34500.0 |
¥74.0万 |
|
| 2022-11-30 |
RSI强势追入 |
买入 |
17.69768 |
41400.0 |
¥73.3万 |
|
| 2022-12-21 |
RSI走弱 |
卖出 |
16.992990000000002 |
41400.0 |
¥70.3万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
16.626609999999996 |
42500.0 |
¥70.7万 |
|
| 2023-08-14 |
RSI走弱 |
卖出 |
16.00398 |
42500.0 |
¥68.0万 |
|
| 2024-01-02 |
RSI强势追入 |
买入 |
14.934919999999996 |
42100.0 |
¥62.9万 |
|
| 2024-01-04 |
RSI走弱 |
卖出 |
14.645340000000001 |
42100.0 |
¥61.6万 |
|
| 2024-02-08 |
RSI强势追入 |
买入 |
15.925909999999998 |
41900.0 |
¥66.7万 |
|
| 2024-03-20 |
RSI走弱 |
卖出 |
16.16382 |
41900.0 |
¥67.7万 |
|
| 2024-05-14 |
RSI强势追入 |
买入 |
17.20719 |
39500.0 |
¥68.0万 |
|
| 2024-06-12 |
RSI走弱 |
卖出 |
17.44254 |
39500.0 |
¥68.9万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
19.92991 |
34300.0 |
¥68.4万 |
|
| 2024-11-01 |
RSI走弱 |
卖出 |
18.2 |
34300.0 |
¥62.4万 |
|
| 2025-02-17 |
RSI强势追入 |
买入 |
21.1211 |
29700.0 |
¥62.7万 |
|
| 2025-04-02 |
RSI走弱 |
卖出 |
21.19 |
29700.0 |
¥62.9万 |
|
| 2025-05-15 |
RSI强势追入 |
买入 |
23.012989999999995 |
27400.0 |
¥63.1万 |
|
| 2025-06-23 |
RSI走弱 |
卖出 |
23.13684 |
27400.0 |
¥63.4万 |
|
| 2026-07-31 |
RSI强势追入 |
买入 |
18.848829999999996 |
33100.0 |
¥62.4万 |
|
| 2026-08-13 |
RSI走弱 |
卖出 |
18.05193 |
33100.0 |
¥59.7万 |
|
| 2026-10-30 |
RSI强势追入 |
买入 |
19.49948 |
31200.0 |
¥60.9万 |
|
| 2026-11-13 |
强平 |
卖出 |
19.83 |
31200 |
¥61.9万 |
回测结束强平 |