601398 工商银行 — 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: ¥77.3万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -22.69%）
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 26 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 |
2015-04-14 |
2015-05-06 |
5.306891589999999 |
5.13486 |
¥-3.3万 |
-3.27% |
RSI走弱 |
| 2 |
2016-03-10 |
2016-04-08 |
4.365669307999999 |
4.25 |
¥-2.6万 |
-2.68% |
RSI走弱 |
| 3 |
2016-06-01 |
2016-07-11 |
4.361308 |
4.275720000000001 |
¥-1.9万 |
-1.99% |
RSI走弱 |
| 4 |
2016-08-15 |
2016-09-07 |
4.5158643529999996 |
4.465529999999999 |
¥-1.1万 |
-1.14% |
RSI走弱 |
| 5 |
2016-11-29 |
2016-12-16 |
4.555916364999999 |
4.44555 |
¥-2.2万 |
-2.45% |
RSI走弱 |
| 6 |
2017-02-03 |
2017-03-23 |
4.595968376999999 |
4.66533 |
¥1.3万 |
+1.48% |
RSI走弱 |
| 7 |
2017-04-05 |
2017-04-20 |
4.846293451999999 |
4.72527 |
¥-2.3万 |
-2.53% |
RSI走弱 |
| 8 |
2017-05-15 |
2017-06-16 |
5.056566514999999 |
5.03496 |
¥-4,008 |
-0.46% |
RSI走弱 |
| 9 |
2017-07-26 |
2017-09-18 |
5.487125644 |
5.7942 |
¥4.9万 |
+5.56% |
RSI走弱 |
| 10 |
2018-01-16 |
2018-02-09 |
6.438360928999999 |
6.5734200000000005 |
¥1.9万 |
+2.07% |
RSI走弱 |
| 11 |
2018-09-25 |
2018-10-12 |
5.6773727009999995 |
5.4 |
¥-4.6万 |
-4.91% |
RSI走弱 |
| 12 |
2019-02-11 |
2019-03-11 |
5.627307686 |
5.57442 |
¥-8,648 |
-0.97% |
RSI走弱 |
| 13 |
2019-04-17 |
2019-04-26 |
5.997788797 |
5.70429 |
¥-4.4万 |
-4.92% |
RSI走弱 |
| 14 |
2019-10-15 |
2019-11-12 |
5.717424713 |
5.7642299999999995 |
¥6,644 |
+0.79% |
RSI走弱 |
| 15 |
2020-12-01 |
2020-12-09 |
5.316904593 |
5.13486 |
¥-2.9万 |
-3.45% |
RSI走弱 |
| 16 |
2021-02-23 |
2021-03-22 |
5.356956604999999 |
5.32 |
¥-5,891 |
-0.72% |
RSI走弱 |
| 17 |
2023-03-09 |
2023-05-25 |
4.4057213200000005 |
4.72527 |
¥5.9万 |
+7.22% |
RSI走弱 |
| 18 |
2023-10-16 |
2023-10-26 |
4.886345464 |
4.71 |
¥-3.2万 |
-3.64% |
RSI走弱 |
| 19 |
2024-01-29 |
2024-03-13 |
5.086605523999999 |
5.184810000000001 |
¥1.6万 |
+1.90% |
RSI走弱 |
| 20 |
2024-06-28 |
2024-08-01 |
5.697398707 |
5.82417 |
¥1.9万 |
+2.19% |
RSI走弱 |
| 21 |
2024-08-20 |
2024-09-02 |
6.268139877999999 |
5.894100000000001 |
¥-5.3万 |
-6.00% |
RSI走弱 |
| 22 |
2024-12-25 |
2025-01-14 |
6.778803030999999 |
6.58341 |
¥-2.4万 |
-2.91% |
RSI走弱 |
| 23 |
2025-06-23 |
2025-07-23 |
7.369570208 |
7.582409999999999 |
¥2.3万 |
+2.86% |
RSI走弱 |
| 24 |
2025-10-28 |
2025-12-04 |
7.9102723699999995 |
8.06193 |
¥1.6万 |
+1.89% |
RSI走弱 |
| 25 |
2026-07-31 |
2026-08-06 |
7.980363390999999 |
7.53246 |
¥-4.6万 |
-5.64% |
RSI走弱 |
| 26 |
2026-10-20 |
2026-11-05 |
8.61118258 |
8.37162 |
¥-2.2万 |
-2.81% |
RSI走弱 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-14 |
RSI强势追入 |
买入 |
5.305299999999999 |
187300.0 |
¥99.4万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
5.13486 |
187300.0 |
¥96.1万 |
|
| 2016-03-10 |
RSI强势追入 |
买入 |
4.36436 |
218600.0 |
¥95.4万 |
|
| 2016-04-08 |
RSI走弱 |
卖出 |
4.25 |
218600.0 |
¥92.9万 |
|
| 2016-06-01 |
RSI强势追入 |
买入 |
4.36 |
215300.0 |
¥93.9万 |
|
| 2016-07-11 |
RSI走弱 |
卖出 |
4.275720000000001 |
215300.0 |
¥92.0万 |
|
| 2016-08-15 |
RSI强势追入 |
买入 |
4.51451 |
204400.0 |
¥92.3万 |
|
| 2016-09-07 |
RSI走弱 |
卖出 |
4.465529999999999 |
204400.0 |
¥91.2万 |
|
| 2016-11-29 |
RSI强势追入 |
买入 |
4.554549999999999 |
199900.0 |
¥91.1万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
4.44555 |
199900.0 |
¥88.8万 |
|
| 2017-02-03 |
RSI强势追入 |
买入 |
4.594589999999999 |
192900.0 |
¥88.7万 |
|
| 2017-03-23 |
RSI走弱 |
卖出 |
4.66533 |
192900.0 |
¥90.0万 |
|
| 2017-04-05 |
RSI强势追入 |
买入 |
4.84484 |
186000.0 |
¥90.1万 |
|
| 2017-04-20 |
RSI走弱 |
卖出 |
4.72527 |
186000.0 |
¥87.9万 |
|
| 2017-05-15 |
RSI强势追入 |
买入 |
5.05505 |
173400.0 |
¥87.7万 |
|
| 2017-06-16 |
RSI走弱 |
卖出 |
5.03496 |
173400.0 |
¥87.3万 |
|
| 2017-07-26 |
RSI强势追入 |
买入 |
5.48548 |
159400.0 |
¥87.5万 |
|
| 2017-09-18 |
RSI走弱 |
卖出 |
5.7942 |
159400.0 |
¥92.3万 |
|
| 2018-01-16 |
RSI强势追入 |
买入 |
6.436429999999999 |
143400.0 |
¥92.3万 |
|
| 2018-02-09 |
RSI走弱 |
卖出 |
6.5734200000000005 |
143400.0 |
¥94.2万 |
|
| 2018-09-25 |
RSI强势追入 |
买入 |
5.675669999999999 |
163700.0 |
¥92.9万 |
|
| 2018-10-12 |
RSI走弱 |
卖出 |
5.4 |
163700.0 |
¥88.4万 |
|
| 2019-02-11 |
RSI强势追入 |
买入 |
5.62562 |
158500.0 |
¥89.2万 |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
5.57442 |
158500.0 |
¥88.3万 |
|
| 2019-04-17 |
RSI强势追入 |
买入 |
5.99599 |
147800.0 |
¥88.6万 |
|
| 2019-04-26 |
RSI走弱 |
卖出 |
5.70429 |
147800.0 |
¥84.3万 |
|
| 2019-10-15 |
RSI强势追入 |
买入 |
5.71571 |
147400.0 |
¥84.3万 |
|
| 2019-11-12 |
RSI走弱 |
卖出 |
5.7642299999999995 |
147400.0 |
¥84.9万 |
|
| 2020-12-01 |
RSI强势追入 |
买入 |
5.315309999999999 |
159800.0 |
¥85.0万 |
|
| 2020-12-09 |
RSI走弱 |
卖出 |
5.13486 |
159800.0 |
¥82.0万 |
|
| 2021-02-23 |
RSI强势追入 |
买入 |
5.355349999999999 |
152800.0 |
¥81.9万 |
|
| 2021-03-22 |
RSI走弱 |
卖出 |
5.32 |
152800.0 |
¥81.3万 |
|
| 2023-03-09 |
RSI强势追入 |
买入 |
4.4044 |
185200.0 |
¥81.6万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
4.72527 |
185200.0 |
¥87.5万 |
|
| 2023-10-16 |
RSI强势追入 |
买入 |
4.884879999999999 |
178700.0 |
¥87.3万 |
|
| 2023-10-26 |
RSI走弱 |
卖出 |
4.71 |
178700.0 |
¥84.1万 |
|
| 2024-01-29 |
RSI强势追入 |
买入 |
5.08508 |
165400.0 |
¥84.1万 |
|
| 2024-03-13 |
RSI走弱 |
卖出 |
5.184810000000001 |
165400.0 |
¥85.7万 |
|
| 2024-06-28 |
RSI强势追入 |
买入 |
5.69569 |
150500.0 |
¥85.7万 |
|
| 2024-08-01 |
RSI走弱 |
卖出 |
5.82417 |
150500.0 |
¥87.6万 |
|
| 2024-08-20 |
RSI强势追入 |
买入 |
6.266259999999999 |
139800.0 |
¥87.6万 |
|
| 2024-09-02 |
RSI走弱 |
卖出 |
5.894100000000001 |
139800.0 |
¥82.4万 |
|
| 2024-12-25 |
RSI强势追入 |
买入 |
6.776769999999999 |
121600.0 |
¥82.4万 |
|
| 2025-01-14 |
RSI走弱 |
卖出 |
6.58341 |
121600.0 |
¥80.0万 |
|
| 2025-06-23 |
RSI强势追入 |
买入 |
7.36736 |
108600.0 |
¥80.0万 |
|
| 2025-07-23 |
RSI走弱 |
卖出 |
7.582409999999999 |
108600.0 |
¥82.3万 |
|
| 2025-10-28 |
RSI强势追入 |
买入 |
7.9079 |
104100.0 |
¥82.3万 |
|
| 2025-12-04 |
RSI走弱 |
卖出 |
8.06193 |
104100.0 |
¥83.9万 |
|
| 2026-07-31 |
RSI强势追入 |
买入 |
7.977969999999999 |
102900.0 |
¥82.1万 |
|
| 2026-08-06 |
RSI走弱 |
卖出 |
7.53246 |
102900.0 |
¥77.5万 |
|
| 2026-10-20 |
RSI强势追入 |
买入 |
8.6086 |
92100.0 |
¥79.3万 |
|
| 2026-11-05 |
RSI走弱 |
卖出 |
8.37162 |
92100.0 |
¥77.1万 |
|