601377 兴业证券 — 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: ¥60.9万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -39.10%）
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 22 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 |
2015-04-08 |
2015-05-06 |
16.911962066999994 |
16.983 |
¥3,891 |
+0.39% |
RSI走弱 |
| 2 |
2015-11-10 |
2015-11-30 |
11.835369545999999 |
10.55943 |
¥-10.7万 |
-10.81% |
RSI走弱 |
| 3 |
2016-11-04 |
2016-12-06 |
8.160597444999999 |
8.20179 |
¥4,230 |
+0.47% |
RSI走弱 |
| 4 |
2017-07-14 |
2017-08-14 |
7.850194351999999 |
7.66233 |
¥-2.2万 |
-2.42% |
RSI走弱 |
| 5 |
2017-09-01 |
2017-09-28 |
8.601169577 |
8.36163 |
¥-2.5万 |
-2.81% |
RSI走弱 |
| 6 |
2018-01-25 |
2018-02-02 |
8.050454411999999 |
7.48251 |
¥-6.0万 |
-7.08% |
RSI走弱 |
| 7 |
2018-10-26 |
2018-12-07 |
4.996488497 |
5.02 |
¥3,437 |
+0.44% |
RSI走弱 |
| 8 |
2019-02-20 |
2019-03-27 |
5.987775794 |
6.78321 |
¥10.6万 |
+13.25% |
RSI走弱 |
| 9 |
2019-12-17 |
2020-02-03 |
6.598568976999999 |
6.12 |
¥-6.5万 |
-7.28% |
RSI走弱 |
| 10 |
2020-07-01 |
2020-08-12 |
6.758777025 |
8.00199 |
¥15.1万 |
+18.36% |
RSI走弱 |
| 11 |
2021-05-27 |
2021-06-16 |
10.113133029999998 |
9.40059 |
¥-6.9万 |
-7.07% |
RSI走弱 |
| 12 |
2021-08-24 |
2021-08-27 |
11.605070476999996 |
10.009979999999999 |
¥-12.6万 |
-13.77% |
RSI走弱 |
| 13 |
2021-12-09 |
2022-01-07 |
9.862807955 |
9.56043 |
¥-2.4万 |
-3.09% |
RSI走弱 |
| 14 |
2022-06-16 |
2022-07-06 |
7.752325000000001 |
6.82317 |
¥-9.1万 |
-12.01% |
RSI走弱 |
| 15 |
2023-01-16 |
2023-02-16 |
6.488425943999999 |
6.46353 |
¥-2,802 |
-0.41% |
RSI走弱 |
| 16 |
2023-04-18 |
2023-04-25 |
6.898959066999998 |
6.473520000000001 |
¥-4.2万 |
-6.19% |
RSI走弱 |
| 17 |
2023-08-01 |
2023-08-22 |
6.949024082 |
6.78321 |
¥-1.5万 |
-2.42% |
RSI走弱 |
| 18 |
2024-08-01 |
2024-08-21 |
5.4570866350000005 |
5.08491 |
¥-4.2万 |
-6.85% |
RSI走弱 |
| 19 |
2024-09-26 |
2024-11-18 |
5.537190659 |
6.50349 |
¥10.0万 |
+17.42% |
RSI走弱 |
| 20 |
2025-06-12 |
2025-06-20 |
6.228087866 |
5.904090000000001 |
¥-3.4万 |
-5.23% |
RSI走弱 |
| 21 |
2025-07-25 |
2025-09-02 |
6.788816033999999 |
6.70329 |
¥-8,237 |
-1.29% |
RSI走弱 |
| 22 |
2025-12-09 |
2026-01-09 |
7.579843271 |
7.2627299999999995 |
¥-2.6万 |
-4.21% |
RSI走弱 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-08 |
RSI强势追入 |
买入 |
16.906889999999997 |
59000.0 |
¥99.8万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
16.983 |
59000.0 |
¥1.00M |
|
| 2015-11-10 |
RSI强势追入 |
买入 |
11.831819999999999 |
83600.0 |
¥98.9万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
10.55943 |
83600.0 |
¥88.3万 |
|
| 2016-11-04 |
RSI强势追入 |
买入 |
8.15815 |
109200.0 |
¥89.1万 |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
8.20179 |
109200.0 |
¥89.5万 |
|
| 2017-07-14 |
RSI强势追入 |
买入 |
7.847839999999999 |
114400.0 |
¥89.8万 |
|
| 2017-08-14 |
RSI走弱 |
卖出 |
7.66233 |
114400.0 |
¥87.6万 |
|
| 2017-09-01 |
RSI强势追入 |
买入 |
8.59859 |
102000.0 |
¥87.7万 |
|
| 2017-09-28 |
RSI走弱 |
卖出 |
8.36163 |
102000.0 |
¥85.3万 |
|
| 2018-01-25 |
RSI强势追入 |
买入 |
8.048039999999999 |
105000.0 |
¥84.5万 |
|
| 2018-02-02 |
RSI走弱 |
卖出 |
7.48251 |
105000.0 |
¥78.5万 |
|
| 2018-10-26 |
RSI强势追入 |
买入 |
4.99499 |
156200.0 |
¥78.0万 |
|
| 2018-12-07 |
RSI走弱 |
卖出 |
5.02 |
156200.0 |
¥78.4万 |
|
| 2019-02-20 |
RSI强势追入 |
买入 |
5.98598 |
133000.0 |
¥79.6万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
6.78321 |
133000.0 |
¥90.2万 |
|
| 2019-12-17 |
RSI强势追入 |
买入 |
6.596589999999999 |
136200.0 |
¥89.9万 |
|
| 2020-02-03 |
RSI走弱 |
卖出 |
6.12 |
136200.0 |
¥83.3万 |
|
| 2020-07-01 |
RSI强势追入 |
买入 |
6.756749999999999 |
121900.0 |
¥82.4万 |
|
| 2020-08-12 |
RSI走弱 |
卖出 |
8.00199 |
121900.0 |
¥97.5万 |
|
| 2021-05-27 |
RSI强势追入 |
买入 |
10.1101 |
96500.0 |
¥97.6万 |
|
| 2021-06-16 |
RSI走弱 |
卖出 |
9.40059 |
96500.0 |
¥90.7万 |
|
| 2021-08-24 |
RSI强势追入 |
买入 |
11.601589999999998 |
78700.0 |
¥91.3万 |
|
| 2021-08-27 |
RSI走弱 |
卖出 |
10.009979999999999 |
78700.0 |
¥78.8万 |
|
| 2021-12-09 |
RSI强势追入 |
买入 |
9.859849999999998 |
79900.0 |
¥78.8万 |
|
| 2022-01-07 |
RSI走弱 |
卖出 |
9.56043 |
79900.0 |
¥76.4万 |
|
| 2022-06-16 |
RSI强势追入 |
买入 |
7.75 |
97900.0 |
¥75.9万 |
|
| 2022-07-06 |
RSI走弱 |
卖出 |
6.82317 |
97900.0 |
¥66.8万 |
|
| 2023-01-16 |
RSI强势追入 |
买入 |
6.48648 |
104400.0 |
¥67.7万 |
|
| 2023-02-16 |
RSI走弱 |
卖出 |
6.46353 |
104400.0 |
¥67.5万 |
|
| 2023-04-18 |
RSI强势追入 |
买入 |
6.896889999999999 |
97200.0 |
¥67.1万 |
|
| 2023-04-25 |
RSI走弱 |
卖出 |
6.473520000000001 |
97200.0 |
¥62.9万 |
|
| 2023-08-01 |
RSI强势追入 |
买入 |
6.94694 |
90700.0 |
¥63.0万 |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
6.78321 |
90700.0 |
¥61.5万 |
|
| 2024-08-01 |
RSI强势追入 |
买入 |
5.45545 |
113100.0 |
¥61.7万 |
|
| 2024-08-21 |
RSI走弱 |
卖出 |
5.08491 |
113100.0 |
¥57.5万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
5.5355300000000005 |
103700.0 |
¥57.4万 |
|
| 2024-11-18 |
RSI走弱 |
卖出 |
6.50349 |
103700.0 |
¥67.4万 |
|
| 2025-06-12 |
RSI强势追入 |
买入 |
6.22622 |
104300.0 |
¥65.0万 |
|
| 2025-06-20 |
RSI走弱 |
卖出 |
5.904090000000001 |
104300.0 |
¥61.6万 |
|
| 2025-07-25 |
RSI强势追入 |
买入 |
6.786779999999999 |
94100.0 |
¥63.9万 |
|
| 2025-09-02 |
RSI走弱 |
卖出 |
6.70329 |
94100.0 |
¥63.1万 |
|
| 2025-12-09 |
RSI强势追入 |
买入 |
7.57757 |
82200.0 |
¥62.3万 |
|
| 2026-01-09 |
RSI走弱 |
卖出 |
7.2627299999999995 |
82200.0 |
¥59.7万 |
|