601211 国泰君安 — 追涨杀跌 回测明细
数据区间: 2015-06-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥81.7万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -18.30%）
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 18 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 |
2016-08-16 |
2016-09-13 |
19.074770715 |
18.07191 |
¥-5.2万 |
-5.29% |
RSI走弱 |
| 2 |
2016-11-30 |
2016-12-16 |
19.575420864999998 |
18.70128 |
¥-4.2万 |
-4.49% |
RSI走弱 |
| 3 |
2017-05-26 |
2017-08-08 |
18.904549663999997 |
20.079900000000002 |
¥5.6万 |
+6.19% |
RSI走弱 |
| 4 |
2018-01-24 |
2018-02-07 |
20.786994228 |
19.77021 |
¥-4.7万 |
-4.92% |
RSI走弱 |
| 5 |
2019-02-14 |
2019-03-26 |
17.753054318999997 |
19.350630000000002 |
¥8.1万 |
+8.97% |
RSI走弱 |
| 6 |
2019-09-10 |
2019-09-24 |
19.064757711999995 |
18.1818 |
¥-4.6万 |
-4.66% |
RSI走弱 |
| 7 |
2019-12-18 |
2020-02-03 |
18.383873507999997 |
15.81 |
¥-13.2万 |
-14.03% |
RSI走弱 |
| 8 |
2020-06-23 |
2020-07-27 |
16.962027082000002 |
18.4815 |
¥7.2万 |
+8.93% |
RSI走弱 |
| 9 |
2021-08-25 |
2021-09-30 |
18.433938523 |
18.12186 |
¥-1.5万 |
-1.72% |
RSI走弱 |
| 10 |
2022-06-16 |
2022-07-07 |
15.674701 |
15.04494 |
¥-3.5万 |
-4.05% |
RSI走弱 |
| 11 |
2023-04-06 |
2023-04-24 |
15.009491496999999 |
14.70528 |
¥-1.7万 |
-2.06% |
RSI走弱 |
| 12 |
2023-05-10 |
2023-05-22 |
15.700388703999998 |
14.99499 |
¥-3.7万 |
-4.52% |
RSI走弱 |
| 13 |
2023-08-07 |
2023-08-22 |
15.670349694999997 |
14.96502 |
¥-3.5万 |
-4.53% |
RSI走弱 |
| 14 |
2024-10-15 |
2024-11-25 |
18.023405399999998 |
19.10088 |
¥4.2万 |
+5.95% |
RSI走弱 |
| 15 |
2025-05-15 |
2025-05-27 |
18.023405399999998 |
17.3826 |
¥-2.8万 |
-3.58% |
RSI走弱 |
| 16 |
2025-06-09 |
2025-09-03 |
18.574120564999998 |
20.42955 |
¥7.6万 |
+9.96% |
RSI走弱 |
| 17 |
2026-01-07 |
2026-01-16 |
22.278931675 |
20.4795 |
¥-6.8万 |
-8.10% |
RSI走弱 |
| 18 |
2026-06-12 |
2026-08-03 |
17.232378163 |
18.24174 |
¥4.5万 |
+5.83% |
RSI走弱 |
逐笔成交记录（共 36 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-08-16 |
RSI强势追入 |
买入 |
19.069049999999997 |
52000.0 |
¥99.2万 |
|
| 2016-09-13 |
RSI走弱 |
卖出 |
18.07191 |
52000.0 |
¥93.9万 |
|
| 2016-11-30 |
RSI强势追入 |
买入 |
19.56955 |
47900.0 |
¥93.8万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
18.70128 |
47900.0 |
¥89.6万 |
|
| 2017-05-26 |
RSI强势追入 |
买入 |
18.89888 |
47500.0 |
¥89.8万 |
|
| 2017-08-08 |
RSI走弱 |
卖出 |
20.079900000000002 |
47500.0 |
¥95.4万 |
|
| 2018-01-24 |
RSI强势追入 |
买入 |
20.78076 |
46200.0 |
¥96.0万 |
|
| 2018-02-07 |
RSI走弱 |
卖出 |
19.77021 |
46200.0 |
¥91.3万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
17.747729999999997 |
50900.0 |
¥90.4万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
19.350630000000002 |
50900.0 |
¥98.5万 |
|
| 2019-09-10 |
RSI强势追入 |
买入 |
19.059039999999996 |
51800.0 |
¥98.8万 |
|
| 2019-09-24 |
RSI走弱 |
卖出 |
18.1818 |
51800.0 |
¥94.2万 |
|
| 2019-12-18 |
RSI强势追入 |
买入 |
18.378359999999997 |
51100.0 |
¥93.9万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
15.81 |
51100.0 |
¥80.8万 |
|
| 2020-06-23 |
RSI强势追入 |
买入 |
16.95694 |
47500.0 |
¥80.6万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
18.4815 |
47500.0 |
¥87.8万 |
|
| 2021-08-25 |
RSI强势追入 |
买入 |
18.42841 |
47000.0 |
¥86.6万 |
|
| 2021-09-30 |
RSI走弱 |
卖出 |
18.12186 |
47000.0 |
¥85.1万 |
|
| 2022-06-16 |
RSI强势追入 |
买入 |
15.67 |
55500.0 |
¥87.0万 |
|
| 2022-07-07 |
RSI走弱 |
卖出 |
15.04494 |
55500.0 |
¥83.5万 |
|
| 2023-04-06 |
RSI强势追入 |
买入 |
15.00499 |
55700.0 |
¥83.6万 |
|
| 2023-04-24 |
RSI走弱 |
卖出 |
14.70528 |
55700.0 |
¥81.9万 |
|
| 2023-05-10 |
RSI强势追入 |
买入 |
15.69568 |
51800.0 |
¥81.3万 |
|
| 2023-05-22 |
RSI走弱 |
卖出 |
14.99499 |
51800.0 |
¥77.7万 |
|
| 2023-08-07 |
RSI强势追入 |
买入 |
15.665649999999998 |
49100.0 |
¥76.9万 |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
14.96502 |
49100.0 |
¥73.5万 |
|
| 2024-10-15 |
RSI强势追入 |
买入 |
18.017999999999997 |
39300.0 |
¥70.8万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
19.10088 |
39300.0 |
¥75.0万 |
|
| 2025-05-15 |
RSI强势追入 |
买入 |
18.017999999999997 |
43600.0 |
¥78.6万 |
|
| 2025-05-27 |
RSI走弱 |
卖出 |
17.3826 |
43600.0 |
¥75.8万 |
|
| 2025-06-09 |
RSI强势追入 |
买入 |
18.56855 |
41100.0 |
¥76.3万 |
|
| 2025-09-03 |
RSI走弱 |
卖出 |
20.42955 |
41100.0 |
¥83.9万 |
|
| 2026-01-07 |
RSI强势追入 |
买入 |
22.272249999999996 |
37500.0 |
¥83.5万 |
|
| 2026-01-16 |
RSI走弱 |
卖出 |
20.4795 |
37500.0 |
¥76.8万 |
|
| 2026-06-12 |
RSI强势追入 |
买入 |
17.22721 |
44600.0 |
¥76.9万 |
|
| 2026-08-03 |
RSI走弱 |
卖出 |
18.24174 |
44600.0 |
¥81.3万 |
|