601390 中国中铁 — 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: ¥1.40M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +39.97%）
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 16 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 |
2015-03-26 |
2015-05-29 |
12.636409785999998 |
18.431549999999998 |
¥44.5万 |
+45.82% |
RSI走弱 |
| 2 |
2016-08-23 |
2016-09-19 |
7.720025313 |
7.302689999999999 |
¥-7.7万 |
-5.43% |
RSI走弱 |
| 3 |
2016-10-18 |
2016-12-06 |
7.890246363999999 |
9.00099 |
¥19.0万 |
+14.04% |
RSI走弱 |
| 4 |
2017-04-07 |
2017-04-25 |
9.682903999999999 |
8.941049999999999 |
¥-11.9万 |
-7.69% |
RSI走弱 |
| 5 |
2019-02-26 |
2019-03-26 |
7.359557204999998 |
7.322670000000001 |
¥-7,590 |
-0.53% |
RSI走弱 |
| 6 |
2020-07-08 |
2020-07-28 |
5.777502730999999 |
5.50449 |
¥-6.8万 |
-4.75% |
RSI走弱 |
| 7 |
2021-01-15 |
2021-01-25 |
6.047853812 |
5.4945 |
¥-12.5万 |
-9.18% |
RSI走弱 |
| 8 |
2021-09-02 |
2021-09-27 |
6.0278278059999995 |
5.9240699999999995 |
¥-2.1万 |
-1.75% |
RSI走弱 |
| 9 |
2022-01-11 |
2022-02-24 |
6.328217896 |
6.30369 |
¥-5,043 |
-0.42% |
RSI走弱 |
| 10 |
2022-04-12 |
2022-04-22 |
6.808842039999999 |
6.34365 |
¥-8.2万 |
-6.86% |
RSI走弱 |
| 11 |
2022-11-24 |
2022-12-20 |
5.717424713 |
5.694299999999999 |
¥-4,828 |
-0.43% |
RSI走弱 |
| 12 |
2023-03-03 |
2023-05-15 |
6.358256904999999 |
7.992000000000001 |
¥28.8万 |
+25.66% |
RSI走弱 |
| 13 |
2024-01-26 |
2024-04-24 |
6.418334922999999 |
6.873119999999999 |
¥9.9万 |
+7.05% |
RSI走弱 |
| 14 |
2024-10-09 |
2024-11-25 |
6.772031 |
6.4635299999999996 |
¥-6.8万 |
-4.58% |
RSI走弱 |
| 15 |
2025-07-15 |
2025-07-21 |
5.847593751999999 |
5.82417 |
¥-6,215 |
-0.43% |
RSI走弱 |
| 16 |
2025-10-13 |
2025-10-21 |
5.7775027309999984 |
5.62 |
¥-3.9万 |
-2.76% |
RSI走弱 |
逐笔成交记录（共 32 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-26 |
RSI强势追入 |
买入 |
12.632619999999998 |
76800.0 |
¥97.0万 |
|
| 2015-05-29 |
RSI走弱 |
卖出 |
18.431549999999998 |
76800.0 |
¥1.42M |
|
| 2016-08-23 |
RSI强势追入 |
买入 |
7.717709999999999 |
183400.0 |
¥1.42M |
|
| 2016-09-19 |
RSI走弱 |
卖出 |
7.302689999999999 |
183400.0 |
¥1.34M |
|
| 2016-10-18 |
RSI强势追入 |
买入 |
7.887879999999999 |
171200.0 |
¥1.35M |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
9.00099 |
171200.0 |
¥1.54M |
|
| 2017-04-07 |
RSI强势追入 |
买入 |
9.68 |
160100.0 |
¥1.55M |
|
| 2017-04-25 |
RSI走弱 |
卖出 |
8.941049999999999 |
160100.0 |
¥1.43M |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
7.3573499999999985 |
194200.0 |
¥1.43M |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
7.322670000000001 |
194200.0 |
¥1.42M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
5.775769999999999 |
247500.0 |
¥1.43M |
|
| 2020-07-28 |
RSI走弱 |
卖出 |
5.50449 |
247500.0 |
¥1.36M |
|
| 2021-01-15 |
RSI强势追入 |
买入 |
6.04604 |
225200.0 |
¥1.36M |
|
| 2021-01-25 |
RSI走弱 |
卖出 |
5.4945 |
225200.0 |
¥1.24M |
|
| 2021-09-02 |
RSI强势追入 |
买入 |
6.026019999999998 |
199600.0 |
¥1.20M |
|
| 2021-09-27 |
RSI走弱 |
卖出 |
5.9240699999999995 |
199600.0 |
¥1.18M |
|
| 2022-01-11 |
RSI强势追入 |
买入 |
6.326319999999999 |
190900.0 |
¥1.21M |
|
| 2022-02-24 |
RSI走弱 |
卖出 |
6.30369 |
190900.0 |
¥1.20M |
|
| 2022-04-12 |
RSI强势追入 |
买入 |
6.806799999999999 |
175200.0 |
¥1.19M |
|
| 2022-04-22 |
RSI走弱 |
卖出 |
6.34365 |
175200.0 |
¥1.11M |
|
| 2022-11-24 |
RSI强势追入 |
买入 |
5.71571 |
194400.0 |
¥1.11M |
|
| 2022-12-20 |
RSI走弱 |
卖出 |
5.694299999999999 |
194400.0 |
¥1.11M |
|
| 2023-03-03 |
RSI强势追入 |
买入 |
6.35635 |
176800.0 |
¥1.12M |
|
| 2023-05-15 |
RSI走弱 |
卖出 |
7.992000000000001 |
176800.0 |
¥1.41M |
|
| 2024-01-26 |
RSI强势追入 |
买入 |
6.416409999999999 |
219700.0 |
¥1.41M |
|
| 2024-04-24 |
RSI走弱 |
卖出 |
6.873119999999999 |
219700.0 |
¥1.51M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
6.77 |
219700.0 |
¥1.49M |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
6.4635299999999996 |
219700.0 |
¥1.42M |
|
| 2025-07-15 |
RSI强势追入 |
买入 |
5.845839999999999 |
246900.0 |
¥1.44M |
|
| 2025-07-21 |
RSI走弱 |
卖出 |
5.82417 |
246900.0 |
¥1.44M |
|
| 2025-10-13 |
RSI强势追入 |
买入 |
5.775769999999999 |
242500.0 |
¥1.40M |
|
| 2025-10-21 |
RSI走弱 |
卖出 |
5.62 |
242500.0 |
¥1.36M |
|