601186 中国铁建 — 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: ¥1.01M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +0.79%）
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 17 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 |
2015-03-20 |
2015-05-08 |
16.291155880999998 |
20.45952 |
¥25.5万 |
+25.55% |
RSI走弱 |
| 2 |
2016-10-18 |
2016-12-15 |
9.722625912999998 |
11.43855 |
¥22.0万 |
+17.61% |
RSI走弱 |
| 3 |
2017-02-14 |
2017-03-08 |
13.066968915 |
12.7 |
¥-4.2万 |
-2.84% |
RSI走弱 |
| 4 |
2017-03-27 |
2017-04-25 |
13.547593059 |
13.16682 |
¥-4.0万 |
-2.84% |
RSI走弱 |
| 5 |
2017-07-17 |
2017-08-03 |
12.866708854999999 |
12.587399999999999 |
¥-3.1万 |
-2.20% |
RSI走弱 |
| 6 |
2018-07-31 |
2018-09-06 |
10.283354080999997 |
10.019969999999999 |
¥-3.5万 |
-2.59% |
RSI走弱 |
| 7 |
2018-12-14 |
2018-12-21 |
11.925486572999997 |
11.16882 |
¥-8.3万 |
-6.37% |
RSI走弱 |
| 8 |
2019-03-06 |
2019-03-11 |
11.825356543 |
11.098889999999999 |
¥-7.7万 |
-6.17% |
RSI走弱 |
| 9 |
2020-03-04 |
2020-03-19 |
10.463588134999998 |
9.94005 |
¥-5.8万 |
-5.03% |
RSI走弱 |
| 10 |
2021-09-03 |
2021-09-28 |
8.681273601 |
8.02 |
¥-8.5万 |
-7.64% |
RSI走弱 |
| 11 |
2022-01-10 |
2022-02-07 |
8.360857504999998 |
8.191799999999999 |
¥-2.1万 |
-2.05% |
RSI走弱 |
| 12 |
2022-11-24 |
2022-12-20 |
7.810142339999999 |
7.92207 |
¥1.4万 |
+1.40% |
RSI走弱 |
| 13 |
2023-03-09 |
2023-03-30 |
8.762628 |
8.91108 |
¥1.7万 |
+1.66% |
RSI走弱 |
| 14 |
2023-04-18 |
2023-05-15 |
10.713913209999998 |
11.05893 |
¥3.3万 |
+3.19% |
RSI走弱 |
| 15 |
2024-01-26 |
2024-03-14 |
8.410922520000002 |
8.211780000000001 |
¥-2.5万 |
-2.40% |
RSI走弱 |
| 16 |
2024-10-09 |
2024-11-25 |
9.352805 |
9.16083 |
¥-2.1万 |
-2.08% |
RSI走弱 |
| 17 |
2025-07-14 |
2025-07-29 |
8.300779486999998 |
8.20179 |
¥-1.2万 |
-1.22% |
RSI走弱 |
逐笔成交记录（共 34 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-20 |
RSI强势追入 |
买入 |
16.28627 |
61200.0 |
¥99.7万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
20.45952 |
61200.0 |
¥1.25M |
|
| 2016-10-18 |
RSI强势追入 |
买入 |
9.71971 |
128300.0 |
¥1.25M |
|
| 2016-12-15 |
RSI走弱 |
卖出 |
11.43855 |
128300.0 |
¥1.47M |
|
| 2017-02-14 |
RSI强势追入 |
买入 |
13.063049999999999 |
112600.0 |
¥1.47M |
|
| 2017-03-08 |
RSI走弱 |
卖出 |
12.7 |
112600.0 |
¥1.43M |
|
| 2017-03-27 |
RSI强势追入 |
买入 |
13.543529999999999 |
104600.0 |
¥1.42M |
|
| 2017-04-25 |
RSI走弱 |
卖出 |
13.16682 |
104600.0 |
¥1.38M |
|
| 2017-07-17 |
RSI强势追入 |
买入 |
12.862849999999998 |
108200.0 |
¥1.39M |
|
| 2017-08-03 |
RSI走弱 |
卖出 |
12.587399999999999 |
108200.0 |
¥1.36M |
|
| 2018-07-31 |
RSI强势追入 |
买入 |
10.280269999999998 |
130200.0 |
¥1.34M |
|
| 2018-09-06 |
RSI走弱 |
卖出 |
10.019969999999999 |
130200.0 |
¥1.30M |
|
| 2018-12-14 |
RSI强势追入 |
买入 |
11.921909999999999 |
109300.0 |
¥1.30M |
|
| 2018-12-21 |
RSI走弱 |
卖出 |
11.16882 |
109300.0 |
¥1.22M |
|
| 2019-03-06 |
RSI强势追入 |
买入 |
11.82181 |
105100.0 |
¥1.24M |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
11.098889999999999 |
105100.0 |
¥1.17M |
|
| 2020-03-04 |
RSI强势追入 |
买入 |
10.460449999999998 |
110400.0 |
¥1.16M |
|
| 2020-03-19 |
RSI走弱 |
卖出 |
9.94005 |
110400.0 |
¥1.10M |
|
| 2021-09-03 |
RSI强势追入 |
买入 |
8.678669999999999 |
127600.0 |
¥1.11M |
|
| 2021-09-28 |
RSI走弱 |
卖出 |
8.02 |
127600.0 |
¥1.02M |
|
| 2022-01-10 |
RSI强势追入 |
买入 |
8.358349999999998 |
122500.0 |
¥1.02M |
|
| 2022-02-07 |
RSI走弱 |
卖出 |
8.191799999999999 |
122500.0 |
¥1.00M |
|
| 2022-11-24 |
RSI强势追入 |
买入 |
7.8077999999999985 |
126100.0 |
¥98.5万 |
|
| 2022-12-20 |
RSI走弱 |
卖出 |
7.92207 |
126100.0 |
¥99.9万 |
|
| 2023-03-09 |
RSI强势追入 |
买入 |
8.76 |
115400.0 |
¥1.01M |
|
| 2023-03-30 |
RSI走弱 |
卖出 |
8.91108 |
115400.0 |
¥1.03M |
|
| 2023-04-18 |
RSI强势追入 |
买入 |
10.710699999999997 |
96100.0 |
¥1.03M |
|
| 2023-05-15 |
RSI走弱 |
卖出 |
11.05893 |
96100.0 |
¥1.06M |
|
| 2024-01-26 |
RSI强势追入 |
买入 |
8.4084 |
126000.0 |
¥1.06M |
|
| 2024-03-14 |
RSI走弱 |
卖出 |
8.211780000000001 |
126000.0 |
¥1.03M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
9.35 |
109100.0 |
¥1.02M |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
9.16083 |
109100.0 |
¥99.9万 |
|
| 2025-07-14 |
RSI强势追入 |
买入 |
8.298289999999998 |
122800.0 |
¥1.02M |
|
| 2025-07-29 |
RSI走弱 |
卖出 |
8.20179 |
122800.0 |
¥1.01M |
|