601319 中国人保 — 追涨杀跌 回测明细
数据区间: 2018-11-16 ~ 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 +1.50%）
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 12 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 |
2019-02-27 |
2019-03-29 |
7.5498042619999985 |
8.99 |
¥18.8万 |
+19.04% |
RSI走弱 |
| 2 |
2019-09-16 |
2019-09-26 |
9.442832000000001 |
8.81118 |
¥-8.0万 |
-6.72% |
RSI走弱 |
| 3 |
2020-07-08 |
2020-07-20 |
8.000389397 |
7.34265 |
¥-9.1万 |
-8.25% |
RSI走弱 |
| 4 |
2022-06-15 |
2022-07-11 |
5.086605523999999 |
4.91508 |
¥-3.5万 |
-3.40% |
RSI走弱 |
| 5 |
2022-09-06 |
2022-09-21 |
5.126657536 |
4.92507 |
¥-3.9万 |
-3.96% |
RSI走弱 |
| 6 |
2023-04-19 |
2023-05-25 |
5.587255674 |
6.04395 |
¥7.7万 |
+8.14% |
RSI走弱 |
| 7 |
2024-08-01 |
2024-08-12 |
5.737450719 |
5.45454 |
¥-5.1万 |
-4.96% |
RSI走弱 |
| 8 |
2024-09-02 |
2024-11-25 |
5.987775794 |
7.042949999999999 |
¥17.0万 |
+17.59% |
RSI走弱 |
| 9 |
2025-05-15 |
2025-07-10 |
8.170610448 |
8.521469999999999 |
¥4.8万 |
+4.26% |
RSI走弱 |
| 10 |
2025-10-28 |
2025-11-06 |
8.891546664000002 |
8.4915 |
¥-5.4万 |
-4.53% |
RSI走弱 |
| 11 |
2026-01-08 |
2026-01-22 |
9.842781948999999 |
9.16083 |
¥-7.8万 |
-6.96% |
RSI走弱 |
| 12 |
2026-09-02 |
2026-10-14 |
7.9002593669999985 |
7.5924 |
¥-4.1万 |
-3.93% |
RSI走弱 |
逐笔成交记录（共 24 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-02-27 |
RSI强势追入 |
买入 |
7.547539999999999 |
131100.0 |
¥99.0万 |
|
| 2019-03-29 |
RSI走弱 |
卖出 |
8.99 |
131100.0 |
¥1.18M |
|
| 2019-09-16 |
RSI强势追入 |
买入 |
9.44 |
125700.0 |
¥1.19M |
|
| 2019-09-26 |
RSI走弱 |
卖出 |
8.81118 |
125700.0 |
¥1.11M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
7.99799 |
138300.0 |
¥1.11M |
|
| 2020-07-20 |
RSI走弱 |
卖出 |
7.34265 |
138300.0 |
¥1.02M |
|
| 2022-06-15 |
RSI强势追入 |
买入 |
5.08508 |
199600.0 |
¥1.02M |
|
| 2022-07-11 |
RSI走弱 |
卖出 |
4.91508 |
199600.0 |
¥98.1万 |
|
| 2022-09-06 |
RSI强势追入 |
买入 |
5.12512 |
191700.0 |
¥98.3万 |
|
| 2022-09-21 |
RSI走弱 |
卖出 |
4.92507 |
191700.0 |
¥94.4万 |
|
| 2023-04-19 |
RSI强势追入 |
买入 |
5.585579999999999 |
168600.0 |
¥94.2万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
6.04395 |
168600.0 |
¥1.02M |
|
| 2024-08-01 |
RSI强势追入 |
买入 |
5.73573 |
177500.0 |
¥1.02M |
|
| 2024-08-12 |
RSI走弱 |
卖出 |
5.45454 |
177500.0 |
¥96.8万 |
|
| 2024-09-02 |
RSI强势追入 |
买入 |
5.98598 |
161100.0 |
¥96.5万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
7.042949999999999 |
161100.0 |
¥1.13M |
|
| 2025-05-15 |
RSI强势追入 |
买入 |
8.168159999999999 |
137800.0 |
¥1.13M |
|
| 2025-07-10 |
RSI走弱 |
卖出 |
8.521469999999999 |
137800.0 |
¥1.17M |
|
| 2025-10-28 |
RSI强势追入 |
买入 |
8.88888 |
133300.0 |
¥1.19M |
|
| 2025-11-06 |
RSI走弱 |
卖出 |
8.4915 |
133300.0 |
¥1.13M |
|
| 2026-01-08 |
RSI强势追入 |
买入 |
9.83983 |
113800.0 |
¥1.12M |
|
| 2026-01-22 |
RSI走弱 |
卖出 |
9.16083 |
113800.0 |
¥1.04M |
|
| 2026-09-02 |
RSI强势追入 |
买入 |
7.897889999999999 |
133000.0 |
¥1.05M |
|
| 2026-10-14 |
RSI走弱 |
卖出 |
7.5924 |
133000.0 |
¥1.01M |
|