601336 新华保险 — 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: ¥47.5万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -52.51%）
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 |
2015-05-07 |
2015-05-29 |
62.08061859999999 |
60.09983999999999 |
¥-3.1万 |
-3.22% |
RSI走弱 |
| 2 |
2015-11-09 |
2015-11-30 |
50.245249054 |
45.10485 |
¥-9.8万 |
-10.26% |
RSI走弱 |
| 3 |
2016-06-01 |
2016-06-14 |
41.94446956699999 |
39.38 |
¥-5.3万 |
-6.14% |
RSI走弱 |
| 4 |
2016-08-16 |
2016-09-02 |
46.56046394999999 |
42.29766 |
¥-7.4万 |
-9.18% |
RSI走弱 |
| 5 |
2016-11-14 |
2016-12-07 |
44.978409475999996 |
44.92503 |
¥-1,096 |
-0.15% |
RSI走弱 |
| 6 |
2017-05-04 |
2017-06-16 |
45.559163649999995 |
49.250699999999995 |
¥6.0万 |
+8.07% |
RSI走弱 |
| 7 |
2017-07-18 |
2017-08-22 |
60.047978990999994 |
58.55 |
¥-2.0万 |
-2.52% |
RSI走弱 |
| 8 |
2017-11-13 |
2017-11-28 |
67.38751018999999 |
63.886050000000004 |
¥-4.0万 |
-5.22% |
RSI走弱 |
| 9 |
2018-07-24 |
2018-08-03 |
49.56436484999999 |
44.91504 |
¥-6.9万 |
-9.41% |
RSI走弱 |
| 10 |
2019-02-27 |
2019-05-06 |
50.065014999999995 |
54.595349999999996 |
¥6.0万 |
+9.02% |
RSI走弱 |
| 11 |
2020-01-03 |
2020-02-03 |
51.06631529999999 |
43.19 |
¥-11.3万 |
-15.45% |
RSI走弱 |
| 12 |
2020-07-08 |
2020-07-27 |
56.0728168 |
51.848099999999995 |
¥-4.6万 |
-7.56% |
RSI走弱 |
| 13 |
2020-08-18 |
2020-08-27 |
67.08712009999998 |
58.4415 |
¥-7.4万 |
-12.91% |
RSI走弱 |
| 14 |
2022-06-16 |
2022-07-12 |
32.079621 |
30.68928 |
¥-2.2万 |
-4.36% |
RSI走弱 |
| 15 |
2022-12-06 |
2022-12-20 |
30.239269059999998 |
28.451520000000002 |
¥-2.8万 |
-5.94% |
RSI走弱 |
| 16 |
2023-01-06 |
2023-02-01 |
31.981531582 |
31.08888 |
¥-1.3万 |
-2.82% |
RSI走弱 |
| 17 |
2023-05-04 |
2023-05-25 |
38.01937239099999 |
36.99297 |
¥-1.2万 |
-2.73% |
RSI走弱 |
| 18 |
2023-07-31 |
2023-08-18 |
45.60922866499998 |
42.34 |
¥-3.1万 |
-7.20% |
RSI走弱 |
| 19 |
2024-02-23 |
2024-03-08 |
33.84395014 |
31.2687 |
¥-3.0万 |
-7.64% |
RSI走弱 |
| 20 |
2024-05-21 |
2024-05-31 |
34.484782331999995 |
32.52 |
¥-2.1万 |
-5.73% |
RSI走弱 |
| 21 |
2024-09-26 |
2024-11-25 |
37.248371160000005 |
46.99296 |
¥9.0万 |
+26.12% |
RSI走弱 |
| 22 |
2025-06-13 |
2025-08-12 |
55.62223166499999 |
62.497440000000005 |
¥5.3万 |
+12.33% |
RSI走弱 |
| 23 |
2026-01-07 |
2026-02-13 |
80.60467414999998 |
78.48144 |
¥-1.3万 |
-2.66% |
RSI走弱 |
逐笔成交记录（共 46 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
RSI强势追入 |
买入 |
62.06199999999999 |
15400.0 |
¥95.6万 |
|
| 2015-05-29 |
RSI走弱 |
卖出 |
60.09983999999999 |
15400.0 |
¥92.5万 |
|
| 2015-11-09 |
RSI强势追入 |
买入 |
50.23018 |
19100.0 |
¥96.0万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
45.10485 |
19100.0 |
¥86.1万 |
|
| 2016-06-01 |
RSI强势追入 |
买入 |
41.931889999999996 |
20500.0 |
¥86.0万 |
|
| 2016-06-14 |
RSI走弱 |
卖出 |
39.38 |
20500.0 |
¥80.7万 |
|
| 2016-08-16 |
RSI强势追入 |
买入 |
46.546499999999995 |
17400.0 |
¥81.0万 |
|
| 2016-09-02 |
RSI走弱 |
卖出 |
42.29766 |
17400.0 |
¥73.6万 |
|
| 2016-11-14 |
RSI强势追入 |
买入 |
44.96492 |
16400.0 |
¥73.8万 |
|
| 2016-12-07 |
RSI走弱 |
卖出 |
44.92503 |
16400.0 |
¥73.7万 |
|
| 2017-05-04 |
RSI强势追入 |
买入 |
45.5455 |
16200.0 |
¥73.8万 |
|
| 2017-06-16 |
RSI走弱 |
卖出 |
49.250699999999995 |
16200.0 |
¥79.8万 |
|
| 2017-07-18 |
RSI强势追入 |
买入 |
60.02996999999999 |
13200.0 |
¥79.3万 |
|
| 2017-08-22 |
RSI走弱 |
卖出 |
58.55 |
13200.0 |
¥77.3万 |
|
| 2017-11-13 |
RSI强势追入 |
买入 |
67.36729999999999 |
11500.0 |
¥77.5万 |
|
| 2017-11-28 |
RSI走弱 |
卖出 |
63.886050000000004 |
11500.0 |
¥73.4万 |
|
| 2018-07-24 |
RSI强势追入 |
买入 |
49.549499999999995 |
14700.0 |
¥72.9万 |
|
| 2018-08-03 |
RSI走弱 |
卖出 |
44.91504 |
14700.0 |
¥66.0万 |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
50.05 |
13200.0 |
¥66.1万 |
|
| 2019-05-06 |
RSI走弱 |
卖出 |
54.595349999999996 |
13200.0 |
¥72.0万 |
|
| 2020-01-03 |
RSI强势追入 |
买入 |
51.050999999999995 |
14300.0 |
¥73.0万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
43.19 |
14300.0 |
¥61.7万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
56.05599999999999 |
10800.0 |
¥60.6万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
51.848099999999995 |
10800.0 |
¥56.0万 |
|
| 2020-08-18 |
RSI强势追入 |
买入 |
67.067 |
8500.0 |
¥57.0万 |
|
| 2020-08-27 |
RSI走弱 |
卖出 |
58.4415 |
8500.0 |
¥49.7万 |
|
| 2022-06-16 |
RSI强势追入 |
买入 |
32.07 |
15400.0 |
¥49.4万 |
|
| 2022-07-12 |
RSI走弱 |
卖出 |
30.68928 |
15400.0 |
¥47.2万 |
|
| 2022-12-06 |
RSI强势追入 |
买入 |
30.230199999999996 |
15600.0 |
¥47.2万 |
|
| 2022-12-20 |
RSI走弱 |
卖出 |
28.451520000000002 |
15600.0 |
¥44.4万 |
|
| 2023-01-06 |
RSI强势追入 |
买入 |
31.971939999999996 |
14000.0 |
¥44.8万 |
|
| 2023-02-01 |
RSI走弱 |
卖出 |
31.08888 |
14000.0 |
¥43.5万 |
|
| 2023-05-04 |
RSI强势追入 |
买入 |
38.00796999999999 |
11200.0 |
¥42.6万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
36.99297 |
11200.0 |
¥41.4万 |
|
| 2023-07-31 |
RSI强势追入 |
买入 |
45.59554999999999 |
9300.0 |
¥42.4万 |
|
| 2023-08-18 |
RSI走弱 |
卖出 |
42.34 |
9300.0 |
¥39.4万 |
|
| 2024-02-23 |
RSI强势追入 |
买入 |
33.8338 |
11600.0 |
¥39.3万 |
|
| 2024-03-08 |
RSI走弱 |
卖出 |
31.2687 |
11600.0 |
¥36.3万 |
|
| 2024-05-21 |
RSI强势追入 |
买入 |
34.474439999999994 |
10400.0 |
¥35.9万 |
|
| 2024-05-31 |
RSI走弱 |
卖出 |
32.52 |
10400.0 |
¥33.8万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
37.2372 |
9200.0 |
¥34.3万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
46.99296 |
9200.0 |
¥43.2万 |
|
| 2025-06-13 |
RSI强势追入 |
买入 |
55.605549999999994 |
7700.0 |
¥42.8万 |
|
| 2025-08-12 |
RSI走弱 |
卖出 |
62.497440000000005 |
7700.0 |
¥48.1万 |
|
| 2026-01-07 |
RSI强势追入 |
买入 |
80.58049999999999 |
6000.0 |
¥48.4万 |
|
| 2026-02-13 |
RSI走弱 |
卖出 |
78.48144 |
6000.0 |
¥47.1万 |
|