601328 交通银行 — 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: ¥64.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -35.41%）
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 23 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 |
2015-06-10 |
2015-06-23 |
9.111832729999998 |
7.57242 |
¥-16.3万 |
-16.92% |
RSI走弱 |
| 2 |
2016-07-05 |
2016-07-15 |
5.747463721999999 |
5.6 |
¥-2.2万 |
-2.59% |
RSI走弱 |
| 3 |
2016-11-24 |
2016-12-16 |
5.857606755 |
5.804189999999999 |
¥-7,645 |
-0.94% |
RSI走弱 |
| 4 |
2017-02-17 |
2017-03-20 |
6.178022850999999 |
6.15384 |
¥-3,399 |
-0.42% |
RSI走弱 |
| 5 |
2017-07-27 |
2017-08-10 |
6.478412941 |
6.313680000000001 |
¥-2.1万 |
-2.57% |
RSI走弱 |
| 6 |
2017-08-29 |
2017-09-14 |
6.678673000999998 |
6.443550000000001 |
¥-2.8万 |
-3.55% |
RSI走弱 |
| 7 |
2018-01-22 |
2018-02-12 |
6.718725012999999 |
6.5934 |
¥-1.4万 |
-1.89% |
RSI走弱 |
| 8 |
2019-02-26 |
2019-03-11 |
6.478412940999998 |
6.30369 |
¥-2.0万 |
-2.73% |
RSI走弱 |
| 9 |
2019-06-21 |
2019-06-26 |
6.288165883999999 |
6.0839099999999995 |
¥-2.4万 |
-3.28% |
RSI走弱 |
| 10 |
2020-07-08 |
2020-07-15 |
5.647333691999999 |
5.04495 |
¥-7.4万 |
-10.69% |
RSI走弱 |
| 11 |
2021-03-16 |
2021-05-06 |
4.746163422 |
4.81 |
¥8,192 |
+1.31% |
RSI走弱 |
| 12 |
2021-09-09 |
2021-09-23 |
4.565929367999999 |
4.46 |
¥-1.5万 |
-2.35% |
RSI走弱 |
| 13 |
2022-01-10 |
2022-02-25 |
4.7361504189999994 |
4.83516 |
¥1.3万 |
+2.06% |
RSI走弱 |
| 14 |
2022-11-28 |
2022-12-21 |
4.696098407 |
4.67532 |
¥-2,948 |
-0.47% |
RSI走弱 |
| 15 |
2023-03-06 |
2023-05-25 |
5.016514503 |
5.564430000000001 |
¥6.8万 |
+10.89% |
RSI走弱 |
| 16 |
2023-10-13 |
2023-10-25 |
5.867619758 |
5.754239999999999 |
¥-1.3万 |
-1.96% |
RSI走弱 |
| 17 |
2024-02-06 |
2024-03-14 |
6.1579968449999996 |
6.18381 |
¥2,645 |
+0.39% |
RSI走弱 |
| 18 |
2024-04-17 |
2024-06-17 |
6.688686003999999 |
6.77322 |
¥8,390 |
+1.23% |
RSI走弱 |
| 19 |
2024-07-03 |
2024-07-12 |
7.649934291999998 |
7.36263 |
¥-2.6万 |
-3.78% |
RSI走弱 |
| 20 |
2024-08-20 |
2024-08-30 |
7.940311378999998 |
7.512479999999999 |
¥-3.6万 |
-5.42% |
RSI走弱 |
| 21 |
2025-06-23 |
2025-07-18 |
7.950324381999998 |
8.00199 |
¥3,897 |
+0.62% |
RSI走弱 |
| 22 |
2026-06-15 |
2026-06-22 |
7.149284141999998 |
6.663330000000001 |
¥-4.3万 |
-6.83% |
RSI走弱 |
| 23 |
2026-10-09 |
2026-11-13 |
7.850194351999998 |
8.58 |
¥5.5万 |
+9.26% |
强平 |
逐笔成交记录（共 46 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-10 |
RSI强势追入 |
买入 |
9.109099999999998 |
106000.0 |
¥96.6万 |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
7.57242 |
106000.0 |
¥80.2万 |
|
| 2016-07-05 |
RSI强势追入 |
买入 |
5.74574 |
145500.0 |
¥83.6万 |
|
| 2016-07-15 |
RSI走弱 |
卖出 |
5.6 |
145500.0 |
¥81.5万 |
|
| 2016-11-24 |
RSI强势追入 |
买入 |
5.855849999999999 |
138600.0 |
¥81.2万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
5.804189999999999 |
138600.0 |
¥80.4万 |
|
| 2017-02-17 |
RSI强势追入 |
买入 |
6.176169999999999 |
130600.0 |
¥80.7万 |
|
| 2017-03-20 |
RSI走弱 |
卖出 |
6.15384 |
130600.0 |
¥80.3万 |
|
| 2017-07-27 |
RSI强势追入 |
买入 |
6.476469999999999 |
123400.0 |
¥79.9万 |
|
| 2017-08-10 |
RSI走弱 |
卖出 |
6.313680000000001 |
123400.0 |
¥77.9万 |
|
| 2017-08-29 |
RSI强势追入 |
买入 |
6.676669999999999 |
116500.0 |
¥77.8万 |
|
| 2017-09-14 |
RSI走弱 |
卖出 |
6.443550000000001 |
116500.0 |
¥75.0万 |
|
| 2018-01-22 |
RSI强势追入 |
买入 |
6.716709999999999 |
111500.0 |
¥74.9万 |
|
| 2018-02-12 |
RSI走弱 |
卖出 |
6.5934 |
111500.0 |
¥73.5万 |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
6.476469999999999 |
113000.0 |
¥73.2万 |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
6.30369 |
113000.0 |
¥71.2万 |
|
| 2019-06-21 |
RSI强势追入 |
买入 |
6.28628 |
114500.0 |
¥72.0万 |
|
| 2019-06-26 |
RSI走弱 |
卖出 |
6.0839099999999995 |
114500.0 |
¥69.6万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
5.645639999999999 |
123100.0 |
¥69.5万 |
|
| 2020-07-15 |
RSI走弱 |
卖出 |
5.04495 |
123100.0 |
¥62.1万 |
|
| 2021-03-16 |
RSI强势追入 |
买入 |
4.744739999999999 |
131300.0 |
¥62.3万 |
|
| 2021-05-06 |
RSI走弱 |
卖出 |
4.81 |
131300.0 |
¥63.1万 |
|
| 2021-09-09 |
RSI强势追入 |
买入 |
4.564559999999999 |
138000.0 |
¥63.0万 |
|
| 2021-09-23 |
RSI走弱 |
卖出 |
4.46 |
138000.0 |
¥61.5万 |
|
| 2022-01-10 |
RSI强势追入 |
买入 |
4.73473 |
130000.0 |
¥61.6万 |
|
| 2022-02-25 |
RSI走弱 |
卖出 |
4.83516 |
130000.0 |
¥62.8万 |
|
| 2022-11-28 |
RSI强势追入 |
买入 |
4.69469 |
132900.0 |
¥62.4万 |
|
| 2022-12-21 |
RSI走弱 |
卖出 |
4.67532 |
132900.0 |
¥62.1万 |
|
| 2023-03-06 |
RSI强势追入 |
买入 |
5.015009999999999 |
124900.0 |
¥62.7万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
5.564430000000001 |
124900.0 |
¥69.5万 |
|
| 2023-10-13 |
RSI强势追入 |
买入 |
5.86586 |
117100.0 |
¥68.7万 |
|
| 2023-10-25 |
RSI走弱 |
卖出 |
5.754239999999999 |
117100.0 |
¥67.4万 |
|
| 2024-02-06 |
RSI强势追入 |
买入 |
6.156149999999999 |
110400.0 |
¥68.0万 |
|
| 2024-03-14 |
RSI走弱 |
卖出 |
6.18381 |
110400.0 |
¥68.2万 |
|
| 2024-04-17 |
RSI强势追入 |
买入 |
6.686679999999999 |
101700.0 |
¥68.0万 |
|
| 2024-06-17 |
RSI走弱 |
卖出 |
6.77322 |
101700.0 |
¥68.9万 |
|
| 2024-07-03 |
RSI强势追入 |
买入 |
7.647639999999998 |
90300.0 |
¥69.1万 |
|
| 2024-07-12 |
RSI走弱 |
卖出 |
7.36263 |
90300.0 |
¥66.5万 |
|
| 2024-08-20 |
RSI强势追入 |
买入 |
7.937929999999999 |
83800.0 |
¥66.5万 |
|
| 2024-08-30 |
RSI走弱 |
卖出 |
7.512479999999999 |
83800.0 |
¥62.9万 |
|
| 2025-06-23 |
RSI强势追入 |
买入 |
7.947939999999998 |
79100.0 |
¥62.9万 |
|
| 2025-07-18 |
RSI走弱 |
卖出 |
8.00199 |
79100.0 |
¥63.3万 |
|
| 2026-06-15 |
RSI强势追入 |
买入 |
7.1471399999999985 |
88500.0 |
¥63.3万 |
|
| 2026-06-22 |
RSI走弱 |
卖出 |
6.663330000000001 |
88500.0 |
¥59.0万 |
|
| 2026-10-09 |
RSI强势追入 |
买入 |
7.847839999999998 |
75200.0 |
¥59.0万 |
|
| 2026-11-13 |
强平 |
卖出 |
8.58 |
75200 |
¥64.5万 |
回测结束强平 |