601318 中国平安 — 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: ¥1.03M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +2.81%）
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 20 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 |
2015-05-18 |
86.23586299999998 |
83.7162 |
¥-2.9万 |
-2.95% |
RSI走弱 |
| 2 |
2016-08-15 |
2016-09-27 |
33.593625065 |
34.195769999999996 |
¥1.7万 |
+1.76% |
RSI走弱 |
| 3 |
2016-11-22 |
2016-12-16 |
35.856563742999995 |
35.42454 |
¥-1.2万 |
-1.23% |
RSI走弱 |
| 4 |
2017-04-28 |
2017-08-11 |
37.949281369999994 |
50.149800000000006 |
¥31.3万 |
+32.11% |
RSI走弱 |
| 5 |
2017-08-30 |
2017-09-12 |
57.074117099999995 |
54.42552 |
¥-6.0万 |
-4.67% |
RSI走弱 |
| 6 |
2017-10-18 |
2017-12-04 |
58.13549541799999 |
67.5324 |
¥19.8万 |
+16.13% |
RSI走弱 |
| 7 |
2019-02-12 |
2019-05-07 |
64.439326 |
81.69822 |
¥37.9万 |
+26.75% |
RSI走弱 |
| 8 |
2019-06-21 |
2019-08-02 |
88.064361385 |
86.01389999999999 |
¥-4.2万 |
-2.36% |
RSI走弱 |
| 9 |
2020-07-10 |
2020-07-27 |
85.120538503 |
77.20272 |
¥-16.2万 |
-9.33% |
RSI走弱 |
| 10 |
2020-12-02 |
2020-12-14 |
93.501422014 |
86.56335 |
¥-11.8万 |
-7.45% |
RSI走弱 |
| 11 |
2022-12-06 |
2022-12-27 |
47.341478183999996 |
45.22473 |
¥-6.6万 |
-4.50% |
RSI走弱 |
| 12 |
2023-01-10 |
2023-02-07 |
50.925273 |
48.4515 |
¥-6.9万 |
-4.89% |
RSI走弱 |
| 13 |
2023-05-08 |
2023-05-24 |
54.060203196999986 |
49.810140000000004 |
¥-10.6万 |
-7.89% |
RSI走弱 |
| 14 |
2023-08-01 |
2023-08-14 |
52.56826574999999 |
48.28 |
¥-10.1万 |
-8.19% |
RSI走弱 |
| 15 |
2024-02-22 |
2024-03-20 |
43.416381007999995 |
41.70825 |
¥-4.5万 |
-3.96% |
RSI走弱 |
| 16 |
2024-05-21 |
2024-06-07 |
45.13861752399999 |
42.5574 |
¥-6.2万 |
-5.75% |
RSI走弱 |
| 17 |
2024-10-09 |
2024-11-18 |
60.018 |
56.0439 |
¥-6.6万 |
-6.65% |
RSI走弱 |
| 18 |
2025-05-15 |
2025-06-20 |
54.46072331699999 |
53.19 |
¥-2.3万 |
-2.36% |
RSI走弱 |
| 19 |
2025-06-25 |
2025-08-20 |
56.87385703999999 |
58.03191 |
¥1.9万 |
+2.01% |
RSI走弱 |
| 20 |
2025-12-09 |
2026-01-13 |
63.48243901999999 |
67.78 |
¥6.5万 |
+6.74% |
RSI走弱 |
逐笔成交记录（共 40 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 |
86.21 |
11500.0 |
¥99.2万 |
|
| 2015-05-18 |
RSI走弱 |
卖出 |
83.7162 |
11500.0 |
¥96.2万 |
|
| 2016-08-15 |
RSI强势追入 |
买入 |
33.583549999999995 |
28800.0 |
¥96.7万 |
|
| 2016-09-27 |
RSI走弱 |
卖出 |
34.195769999999996 |
28800.0 |
¥98.5万 |
|
| 2016-11-22 |
RSI强势追入 |
买入 |
35.84581 |
27400.0 |
¥98.2万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
35.42454 |
27400.0 |
¥97.0万 |
|
| 2017-04-28 |
RSI强势追入 |
买入 |
37.93789999999999 |
25700.0 |
¥97.5万 |
|
| 2017-08-11 |
RSI走弱 |
卖出 |
50.149800000000006 |
25700.0 |
¥1.29M |
|
| 2017-08-30 |
RSI强势追入 |
买入 |
57.057 |
22500.0 |
¥1.28M |
|
| 2017-09-12 |
RSI走弱 |
卖出 |
54.42552 |
22500.0 |
¥1.22M |
|
| 2017-10-18 |
RSI强势追入 |
买入 |
58.11805999999999 |
21100.0 |
¥1.23M |
|
| 2017-12-04 |
RSI走弱 |
卖出 |
67.5324 |
21100.0 |
¥1.42M |
|
| 2019-02-12 |
RSI强势追入 |
买入 |
64.42 |
22000.0 |
¥1.42M |
|
| 2019-05-07 |
RSI走弱 |
卖出 |
81.69822 |
22000.0 |
¥1.80M |
|
| 2019-06-21 |
RSI强势追入 |
买入 |
88.03795 |
20300.0 |
¥1.79M |
|
| 2019-08-02 |
RSI走弱 |
卖出 |
86.01389999999999 |
20300.0 |
¥1.75M |
|
| 2020-07-10 |
RSI强势追入 |
买入 |
85.09501 |
20400.0 |
¥1.74M |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
77.20272 |
20400.0 |
¥1.57M |
|
| 2020-12-02 |
RSI强势追入 |
买入 |
93.47337999999999 |
17000.0 |
¥1.59M |
|
| 2020-12-14 |
RSI走弱 |
卖出 |
86.56335 |
17000.0 |
¥1.47M |
|
| 2022-12-06 |
RSI强势追入 |
买入 |
47.327279999999995 |
31200.0 |
¥1.48M |
|
| 2022-12-27 |
RSI走弱 |
卖出 |
45.22473 |
31200.0 |
¥1.41M |
|
| 2023-01-10 |
RSI强势追入 |
买入 |
50.91 |
27700.0 |
¥1.41M |
|
| 2023-02-07 |
RSI走弱 |
卖出 |
48.4515 |
27700.0 |
¥1.34M |
|
| 2023-05-08 |
RSI强势追入 |
买入 |
54.043989999999994 |
24900.0 |
¥1.35M |
|
| 2023-05-24 |
RSI走弱 |
卖出 |
49.810140000000004 |
24900.0 |
¥1.24M |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
52.55249999999999 |
23500.0 |
¥1.24M |
|
| 2023-08-14 |
RSI走弱 |
卖出 |
48.28 |
23500.0 |
¥1.13M |
|
| 2024-02-22 |
RSI强势追入 |
买入 |
43.40335999999999 |
26000.0 |
¥1.13M |
|
| 2024-03-20 |
RSI走弱 |
卖出 |
41.70825 |
26000.0 |
¥1.08M |
|
| 2024-05-21 |
RSI强势追入 |
买入 |
45.12507999999999 |
24000.0 |
¥1.08M |
|
| 2024-06-07 |
RSI走弱 |
卖出 |
42.5574 |
24000.0 |
¥1.02M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
60.0 |
16600.0 |
¥99.6万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
56.0439 |
16600.0 |
¥93.0万 |
|
| 2025-05-15 |
RSI强势追入 |
买入 |
54.44438999999999 |
17600.0 |
¥95.9万 |
|
| 2025-06-20 |
RSI走弱 |
卖出 |
53.19 |
17600.0 |
¥93.6万 |
|
| 2025-06-25 |
RSI强势追入 |
买入 |
56.85679999999999 |
16500.0 |
¥93.8万 |
|
| 2025-08-20 |
RSI走弱 |
卖出 |
58.03191 |
16500.0 |
¥95.7万 |
|
| 2025-12-09 |
RSI强势追入 |
买入 |
63.46339999999999 |
15100.0 |
¥95.9万 |
|
| 2026-01-13 |
RSI走弱 |
卖出 |
67.78 |
15100.0 |
¥1.02M |
|