601169 北京银行 — 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: ¥68.0万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -31.97%）
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 |
2015-04-14 |
2015-05-19 |
12.205850656999997 |
12.54744 |
¥2.7万 |
+2.77% |
RSI走弱 |
| 2 |
2015-06-09 |
2015-06-23 |
15.369959604999998 |
13.4865 |
¥-12.6万 |
-12.28% |
RSI走弱 |
| 3 |
2015-12-25 |
2016-01-05 |
10.954225281999998 |
9.87012 |
¥-8.9万 |
-9.92% |
RSI走弱 |
| 4 |
2016-06-01 |
2016-06-14 |
10.713913209999998 |
10.30968 |
¥-3.1万 |
-3.80% |
RSI走弱 |
| 5 |
2016-10-25 |
2016-12-16 |
9.41222282 |
9.88011 |
¥3.9万 |
+4.94% |
RSI走弱 |
| 6 |
2018-01-22 |
2018-02-09 |
7.589856273999999 |
7.202789999999999 |
¥-4.2万 |
-5.13% |
RSI走弱 |
| 7 |
2018-10-08 |
2018-10-12 |
5.991797 |
5.70429 |
¥-3.7万 |
-4.83% |
RSI走弱 |
| 8 |
2019-02-26 |
2019-03-26 |
6.478412940999998 |
6.1438500000000005 |
¥-3.8万 |
-5.19% |
RSI走弱 |
| 9 |
2019-10-15 |
2019-11-12 |
5.647333691999999 |
5.56 |
¥-1.1万 |
-1.58% |
RSI走弱 |
| 10 |
2020-07-03 |
2020-07-16 |
5.0966185269999995 |
4.98501 |
¥-1.5万 |
-2.22% |
RSI走弱 |
| 11 |
2020-12-03 |
2020-12-14 |
5.016514502999999 |
4.8551400000000005 |
¥-2.2万 |
-3.25% |
RSI走弱 |
| 12 |
2021-05-11 |
2021-06-16 |
4.8663194579999995 |
4.88511 |
¥2,328 |
+0.36% |
RSI走弱 |
| 13 |
2022-01-12 |
2022-01-26 |
4.595968376999999 |
4.49 |
¥-1.5万 |
-2.33% |
RSI走弱 |
| 14 |
2022-04-07 |
2022-04-22 |
4.726137415999999 |
4.55544 |
¥-2.3万 |
-3.64% |
RSI走弱 |
| 15 |
2022-11-28 |
2022-12-21 |
4.255526275 |
4.26573 |
¥1,290 |
+0.21% |
RSI走弱 |
| 16 |
2023-04-14 |
2023-05-25 |
4.571371 |
4.65534 |
¥1.1万 |
+1.81% |
RSI走弱 |
| 17 |
2024-01-10 |
2024-04-29 |
4.676072400999999 |
5.47452 |
¥10.7万 |
+17.04% |
RSI走弱 |
| 18 |
2024-10-09 |
2024-10-31 |
5.957736785 |
5.64435 |
¥-3.9万 |
-5.29% |
RSI走弱 |
| 19 |
2025-04-07 |
2025-04-08 |
6.117944833 |
5.894100000000001 |
¥-2.5万 |
-3.69% |
RSI走弱 |
| 20 |
2025-06-19 |
2025-07-17 |
6.818855042999999 |
6.87312 |
¥5,152 |
+0.77% |
RSI走弱 |
| 21 |
2026-09-02 |
2026-10-23 |
5.497138647 |
5.4945 |
¥-530 |
-0.08% |
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 |
|---|
| 2015-04-14 |
RSI强势追入 |
买入 |
12.202189999999998 |
80900.0 |
¥98.7万 |
|
| 2015-05-19 |
RSI走弱 |
卖出 |
12.54744 |
80900.0 |
¥1.01M |
|
| 2015-06-09 |
RSI强势追入 |
买入 |
15.365349999999998 |
66500.0 |
¥1.02M |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
13.4865 |
66500.0 |
¥89.7万 |
|
| 2015-12-25 |
RSI强势追入 |
买入 |
10.950939999999997 |
81700.0 |
¥89.5万 |
|
| 2016-01-05 |
RSI走弱 |
卖出 |
9.87012 |
81700.0 |
¥80.6万 |
|
| 2016-06-01 |
RSI强势追入 |
买入 |
10.710699999999997 |
75300.0 |
¥80.7万 |
|
| 2016-06-14 |
RSI走弱 |
卖出 |
10.30968 |
75300.0 |
¥77.6万 |
|
| 2016-10-25 |
RSI强势追入 |
买入 |
9.4094 |
82900.0 |
¥78.0万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
9.88011 |
82900.0 |
¥81.9万 |
|
| 2018-01-22 |
RSI强势追入 |
买入 |
7.587579999999999 |
107300.0 |
¥81.4万 |
|
| 2018-02-09 |
RSI走弱 |
卖出 |
7.202789999999999 |
107300.0 |
¥77.3万 |
|
| 2018-10-08 |
RSI强势追入 |
买入 |
5.99 |
127000.0 |
¥76.1万 |
|
| 2018-10-12 |
RSI走弱 |
卖出 |
5.70429 |
127000.0 |
¥72.4万 |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
6.476469999999998 |
114100.0 |
¥73.9万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
6.1438500000000005 |
114100.0 |
¥70.1万 |
|
| 2019-10-15 |
RSI强势追入 |
买入 |
5.645639999999999 |
124400.0 |
¥70.3万 |
|
| 2019-11-12 |
RSI走弱 |
卖出 |
5.56 |
124400.0 |
¥69.1万 |
|
| 2020-07-03 |
RSI强势追入 |
买入 |
5.095089999999999 |
135900.0 |
¥69.3万 |
|
| 2020-07-16 |
RSI走弱 |
卖出 |
4.98501 |
135900.0 |
¥67.7万 |
|
| 2020-12-03 |
RSI强势追入 |
买入 |
5.015009999999999 |
134500.0 |
¥67.5万 |
|
| 2020-12-14 |
RSI走弱 |
卖出 |
4.8551400000000005 |
134500.0 |
¥65.3万 |
|
| 2021-05-11 |
RSI强势追入 |
买入 |
4.86486 |
134400.0 |
¥65.4万 |
|
| 2021-06-16 |
RSI走弱 |
卖出 |
4.88511 |
134400.0 |
¥65.6万 |
|
| 2022-01-12 |
RSI强势追入 |
买入 |
4.594589999999999 |
142800.0 |
¥65.6万 |
|
| 2022-01-26 |
RSI走弱 |
卖出 |
4.49 |
142800.0 |
¥64.1万 |
|
| 2022-04-07 |
RSI强势追入 |
买入 |
4.72472 |
135100.0 |
¥63.9万 |
|
| 2022-04-22 |
RSI走弱 |
卖出 |
4.55544 |
135100.0 |
¥61.5万 |
|
| 2022-11-28 |
RSI强势追入 |
买入 |
4.25425 |
144500.0 |
¥61.5万 |
|
| 2022-12-21 |
RSI走弱 |
卖出 |
4.26573 |
144500.0 |
¥61.6万 |
|
| 2023-04-14 |
RSI强势追入 |
买入 |
4.57 |
135600.0 |
¥62.0万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
4.65534 |
135600.0 |
¥63.1万 |
|
| 2024-01-10 |
RSI强势追入 |
买入 |
4.674669999999999 |
134800.0 |
¥63.0万 |
|
| 2024-04-29 |
RSI走弱 |
卖出 |
5.47452 |
134800.0 |
¥73.8万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
5.95595 |
122200.0 |
¥72.8万 |
|
| 2024-10-31 |
RSI走弱 |
卖出 |
5.64435 |
122200.0 |
¥69.0万 |
|
| 2025-04-07 |
RSI强势追入 |
买入 |
6.11611 |
111400.0 |
¥68.2万 |
|
| 2025-04-08 |
RSI走弱 |
卖出 |
5.894100000000001 |
111400.0 |
¥65.6万 |
|
| 2025-06-19 |
RSI强势追入 |
买入 |
6.8168099999999985 |
98700.0 |
¥67.3万 |
|
| 2025-07-17 |
RSI走弱 |
卖出 |
6.87312 |
98700.0 |
¥67.8万 |
|
| 2026-09-02 |
RSI强势追入 |
买入 |
5.495489999999999 |
123600.0 |
¥67.9万 |
|
| 2026-10-23 |
RSI走弱 |
卖出 |
5.4945 |
123600.0 |
¥67.9万 |
|