601288 农业银行 — 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: ¥74.2万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -25.80%）
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 27 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 |
2016-06-01 |
2016-07-08 |
3.190957 |
3.08691 |
¥-3.3万 |
-3.29% |
RSI走弱 |
| 2 |
2016-08-16 |
2016-09-13 |
3.2609779999999993 |
3.1468499999999997 |
¥-3.4万 |
-3.53% |
RSI走弱 |
| 3 |
2016-12-12 |
2016-12-16 |
3.2642389779999994 |
3.1468499999999997 |
¥-3.4万 |
-3.63% |
RSI走弱 |
| 4 |
2017-02-03 |
2017-03-10 |
3.210963 |
3.22677 |
¥4,143 |
+0.46% |
RSI走弱 |
| 5 |
2017-04-05 |
2017-04-19 |
3.334329999 |
3.2567399999999997 |
¥-2.1万 |
-2.36% |
RSI走弱 |
| 6 |
2017-05-15 |
2017-06-16 |
3.4644990379999996 |
3.43656 |
¥-7,361 |
-0.84% |
RSI走弱 |
| 7 |
2017-07-27 |
2017-08-11 |
3.744863122 |
3.61638 |
¥-3.0万 |
-3.46% |
RSI走弱 |
| 8 |
2017-08-28 |
2017-09-04 |
3.9150841729999994 |
3.6863099999999998 |
¥-4.9万 |
-5.87% |
RSI走弱 |
| 9 |
2018-01-16 |
2018-02-09 |
4.115344233000001 |
4.16583 |
¥9,473 |
+1.20% |
RSI走弱 |
| 10 |
2018-09-25 |
2018-10-12 |
3.8650191579999995 |
3.65634 |
¥-4.3万 |
-5.43% |
RSI走弱 |
| 11 |
2019-02-14 |
2019-03-11 |
3.7611280000000002 |
3.6863099999999998 |
¥-1.5万 |
-2.02% |
RSI走弱 |
| 12 |
2019-10-25 |
2019-11-12 |
3.661098 |
3.56643 |
¥-2.0万 |
-2.62% |
RSI走弱 |
| 13 |
2020-07-08 |
2020-07-13 |
3.724837116 |
3.34665 |
¥-7.4万 |
-10.18% |
RSI走弱 |
| 14 |
2021-03-16 |
2021-04-07 |
3.424447026 |
3.32667 |
¥-1.9万 |
-2.88% |
RSI走弱 |
| 15 |
2022-01-10 |
2022-01-18 |
2.993887897 |
2.9570400000000006 |
¥-7,981 |
-1.26% |
RSI走弱 |
| 16 |
2022-04-07 |
2022-04-28 |
3.10403093 |
3.02 |
¥-1.7万 |
-2.74% |
RSI走弱 |
| 17 |
2023-03-08 |
2023-05-25 |
3.0139139029999997 |
3.38661 |
¥7.5万 |
+12.33% |
RSI走弱 |
| 18 |
2023-10-16 |
2023-10-25 |
3.724837116 |
3.6163799999999995 |
¥-2.0万 |
-2.94% |
RSI走弱 |
| 19 |
2024-01-30 |
2024-03-20 |
3.9150841729999994 |
4.07592 |
¥2.7万 |
+4.08% |
RSI走弱 |
| 20 |
2024-04-19 |
2024-05-07 |
4.485825343999999 |
4.33566 |
¥-2.3万 |
-3.38% |
RSI走弱 |
| 21 |
2024-07-17 |
2024-08-07 |
4.716124412999999 |
4.56543 |
¥-2.2万 |
-3.22% |
RSI走弱 |
| 22 |
2024-08-20 |
2024-08-30 |
4.896358466999999 |
4.66533 |
¥-3.1万 |
-4.75% |
RSI走弱 |
| 23 |
2024-12-11 |
2025-01-13 |
5.046553512 |
5.07492 |
¥3,264 |
+0.53% |
RSI走弱 |
| 24 |
2025-04-25 |
2025-09-17 |
5.607281679999999 |
6.993 |
¥15.3万 |
+24.68% |
RSI走弱 |
| 25 |
2025-10-17 |
2025-11-27 |
7.499739246999999 |
7.94205 |
¥4.5万 |
+5.87% |
RSI走弱 |
| 26 |
2026-07-31 |
2026-08-06 |
6.898959066999999 |
6.48351 |
¥-4.8万 |
-6.05% |
RSI走弱 |
| 27 |
2026-10-20 |
2026-11-12 |
7.479713240999998 |
7.212779999999999 |
¥-2.8万 |
-3.60% |
RSI走弱 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-06-01 |
RSI强势追入 |
买入 |
3.19 |
312400.0 |
¥99.7万 |
|
| 2016-07-08 |
RSI走弱 |
卖出 |
3.08691 |
312400.0 |
¥96.4万 |
|
| 2016-08-16 |
RSI强势追入 |
买入 |
3.26 |
296600.0 |
¥96.7万 |
|
| 2016-09-13 |
RSI走弱 |
卖出 |
3.1468499999999997 |
296600.0 |
¥93.3万 |
|
| 2016-12-12 |
RSI强势追入 |
买入 |
3.2632599999999994 |
284400.0 |
¥92.8万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
3.1468499999999997 |
284400.0 |
¥89.5万 |
|
| 2017-02-03 |
RSI强势追入 |
买入 |
3.21 |
279200.0 |
¥89.7万 |
|
| 2017-03-10 |
RSI走弱 |
卖出 |
3.22677 |
279200.0 |
¥90.1万 |
|
| 2017-04-05 |
RSI强势追入 |
买入 |
3.3333299999999997 |
269600.0 |
¥89.9万 |
|
| 2017-04-19 |
RSI走弱 |
卖出 |
3.2567399999999997 |
269600.0 |
¥87.8万 |
|
| 2017-05-15 |
RSI强势追入 |
买入 |
3.4634599999999995 |
254100.0 |
¥88.0万 |
|
| 2017-06-16 |
RSI走弱 |
卖出 |
3.43656 |
254100.0 |
¥87.3万 |
|
| 2017-07-27 |
RSI强势追入 |
买入 |
3.74374 |
233100.0 |
¥87.3万 |
|
| 2017-08-11 |
RSI走弱 |
卖出 |
3.61638 |
233100.0 |
¥84.3万 |
|
| 2017-08-28 |
RSI强势追入 |
买入 |
3.9139099999999996 |
215300.0 |
¥84.3万 |
|
| 2017-09-04 |
RSI走弱 |
卖出 |
3.6863099999999998 |
215300.0 |
¥79.3万 |
|
| 2018-01-16 |
RSI强势追入 |
买入 |
4.11411 |
192400.0 |
¥79.2万 |
|
| 2018-02-09 |
RSI走弱 |
卖出 |
4.16583 |
192400.0 |
¥80.1万 |
|
| 2018-09-25 |
RSI强势追入 |
买入 |
3.8638599999999994 |
204100.0 |
¥78.9万 |
|
| 2018-10-12 |
RSI走弱 |
卖出 |
3.65634 |
204100.0 |
¥74.6万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
3.76 |
201900.0 |
¥75.9万 |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
3.6863099999999998 |
201900.0 |
¥74.4万 |
|
| 2019-10-25 |
RSI强势追入 |
买入 |
3.66 |
203800.0 |
¥74.6万 |
|
| 2019-11-12 |
RSI走弱 |
卖出 |
3.56643 |
203800.0 |
¥72.7万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
3.7237199999999997 |
194300.0 |
¥72.4万 |
|
| 2020-07-13 |
RSI走弱 |
卖出 |
3.34665 |
194300.0 |
¥65.0万 |
|
| 2021-03-16 |
RSI强势追入 |
买入 |
3.4234199999999997 |
190400.0 |
¥65.2万 |
|
| 2021-04-07 |
RSI走弱 |
卖出 |
3.32667 |
190400.0 |
¥63.3万 |
|
| 2022-01-10 |
RSI强势追入 |
买入 |
2.9929900000000003 |
211500.0 |
¥63.3万 |
|
| 2022-01-18 |
RSI走弱 |
卖出 |
2.9570400000000006 |
211500.0 |
¥62.5万 |
|
| 2022-04-07 |
RSI强势追入 |
买入 |
3.1031 |
201400.0 |
¥62.5万 |
|
| 2022-04-28 |
RSI走弱 |
卖出 |
3.02 |
201400.0 |
¥60.8万 |
|
| 2023-03-08 |
RSI强势追入 |
买入 |
3.0130099999999995 |
201800.0 |
¥60.8万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
3.38661 |
201800.0 |
¥68.3万 |
|
| 2023-10-16 |
RSI强势追入 |
买入 |
3.7237199999999997 |
183400.0 |
¥68.3万 |
|
| 2023-10-25 |
RSI走弱 |
卖出 |
3.6163799999999995 |
183400.0 |
¥66.3万 |
|
| 2024-01-30 |
RSI强势追入 |
买入 |
3.913909999999999 |
169300.0 |
¥66.3万 |
|
| 2024-03-20 |
RSI走弱 |
卖出 |
4.07592 |
169300.0 |
¥69.0万 |
|
| 2024-04-19 |
RSI强势追入 |
买入 |
4.48448 |
153500.0 |
¥68.9万 |
|
| 2024-05-07 |
RSI走弱 |
卖出 |
4.33566 |
153500.0 |
¥66.5万 |
|
| 2024-07-17 |
RSI强势追入 |
买入 |
4.714709999999999 |
141400.0 |
¥66.7万 |
|
| 2024-08-07 |
RSI走弱 |
卖出 |
4.56543 |
141400.0 |
¥64.5万 |
|
| 2024-08-20 |
RSI强势追入 |
买入 |
4.894889999999999 |
131800.0 |
¥64.5万 |
|
| 2024-08-30 |
RSI走弱 |
卖出 |
4.66533 |
131800.0 |
¥61.5万 |
|
| 2024-12-11 |
RSI强势追入 |
买入 |
5.045039999999999 |
121600.0 |
¥61.4万 |
|
| 2025-01-13 |
RSI走弱 |
卖出 |
5.07492 |
121600.0 |
¥61.7万 |
|
| 2025-04-25 |
RSI强势追入 |
买入 |
5.605599999999999 |
110400.0 |
¥61.9万 |
|
| 2025-09-17 |
RSI走弱 |
卖出 |
6.993 |
110400.0 |
¥77.2万 |
|
| 2025-10-17 |
RSI强势追入 |
买入 |
7.497489999999999 |
102700.0 |
¥77.0万 |
|
| 2025-11-27 |
RSI走弱 |
卖出 |
7.94205 |
102700.0 |
¥81.5万 |
|
| 2026-07-31 |
RSI强势追入 |
买入 |
6.896889999999999 |
114500.0 |
¥79.0万 |
|
| 2026-08-06 |
RSI走弱 |
卖出 |
6.48351 |
114500.0 |
¥74.2万 |
|
| 2026-10-20 |
RSI强势追入 |
买入 |
7.4774699999999985 |
102400.0 |
¥76.6万 |
|
| 2026-11-12 |
RSI走弱 |
卖出 |
7.212779999999999 |
102400.0 |
¥73.8万 |
|