601600 中国铝业 — 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: ¥1.37M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +36.61%）
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 20 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 |
2015-04-21 |
2015-05-29 |
8.210662459999998 |
8.98101 |
¥9.1万 |
+9.35% |
RSI走弱 |
| 2 |
2016-11-14 |
2016-12-19 |
4.345643301999998 |
4.3956 |
¥1.2万 |
+1.12% |
RSI走弱 |
| 3 |
2017-01-24 |
2017-02-28 |
4.886345463999999 |
4.935059999999999 |
¥1.1万 |
+0.97% |
RSI走弱 |
| 4 |
2017-07-10 |
2018-02-27 |
4.90637147 |
6.55 |
¥37.2万 |
+33.46% |
RSI走弱 |
| 5 |
2019-02-28 |
2019-03-26 |
4.215474263 |
4.21578 |
¥-337 |
-0.02% |
RSI走弱 |
| 6 |
2020-07-08 |
2020-08-12 |
3.2542259749999998 |
3.2467499999999996 |
¥-3,813 |
-0.26% |
RSI走弱 |
| 7 |
2020-11-10 |
2020-12-15 |
3.2942779869999996 |
3.65634 |
¥16.2万 |
+10.96% |
RSI走弱 |
| 8 |
2021-02-24 |
2021-03-24 |
4.335630298999999 |
3.82617 |
¥-19.1万 |
-11.78% |
RSI走弱 |
| 9 |
2021-05-11 |
2021-06-09 |
5.537190658999999 |
5.08 |
¥-11.5万 |
-8.28% |
RSI走弱 |
| 10 |
2021-08-31 |
2021-09-28 |
7.559817264999999 |
7.95 |
¥6.8万 |
+5.13% |
RSI走弱 |
| 11 |
2022-03-08 |
2022-03-10 |
6.90897207 |
6.1937999999999995 |
¥-13.8万 |
-10.38% |
RSI走弱 |
| 12 |
2022-12-06 |
2022-12-22 |
4.806241439999999 |
4.5854099999999995 |
¥-5.8万 |
-4.62% |
RSI走弱 |
| 13 |
2023-01-20 |
2023-03-13 |
5.046553511999999 |
5.44 |
¥9.4万 |
+7.76% |
RSI走弱 |
| 14 |
2023-04-13 |
2023-05-12 |
6.188035853999999 |
5.994 |
¥-4.1万 |
-3.16% |
RSI走弱 |
| 15 |
2023-09-05 |
2023-09-26 |
6.758777024999999 |
6.36363 |
¥-7.3万 |
-5.87% |
RSI走弱 |
| 16 |
2024-02-26 |
2024-04-24 |
6.107931829999999 |
6.8931 |
¥15.1万 |
+12.82% |
RSI走弱 |
| 17 |
2024-10-09 |
2024-10-31 |
8.50255 |
7.6423499999999995 |
¥-13.2万 |
-10.14% |
RSI走弱 |
| 18 |
2025-07-22 |
2025-09-05 |
7.589856273999999 |
7.40259 |
¥-3.0万 |
-2.50% |
RSI走弱 |
| 19 |
2025-10-10 |
2025-12-12 |
8.591156573999998 |
10.669319999999999 |
¥28.1万 |
+24.15% |
RSI走弱 |
| 20 |
2026-01-07 |
2026-02-03 |
13.978152188000001 |
13.0869 |
¥-9.3万 |
-6.40% |
RSI走弱 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-21 |
RSI强势追入 |
买入 |
8.208199999999998 |
118900.0 |
¥97.6万 |
|
| 2015-05-29 |
RSI走弱 |
卖出 |
8.98101 |
118900.0 |
¥1.07M |
|
| 2016-11-14 |
RSI强势追入 |
买入 |
4.344339999999999 |
244900.0 |
¥1.06M |
|
| 2016-12-19 |
RSI走弱 |
卖出 |
4.3956 |
244900.0 |
¥1.08M |
|
| 2017-01-24 |
RSI强势追入 |
买入 |
4.884879999999999 |
224800.0 |
¥1.10M |
|
| 2017-02-28 |
RSI走弱 |
卖出 |
4.935059999999999 |
224800.0 |
¥1.11M |
|
| 2017-07-10 |
RSI强势追入 |
买入 |
4.9049 |
226500.0 |
¥1.11M |
|
| 2018-02-27 |
RSI走弱 |
卖出 |
6.55 |
226500.0 |
¥1.48M |
|
| 2019-02-28 |
RSI强势追入 |
买入 |
4.21421 |
351700.0 |
¥1.48M |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
4.21578 |
351700.0 |
¥1.48M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
3.2532499999999995 |
451300.0 |
¥1.47M |
|
| 2020-08-12 |
RSI走弱 |
卖出 |
3.2467499999999996 |
451300.0 |
¥1.46M |
|
| 2020-11-10 |
RSI强势追入 |
买入 |
3.29329 |
448800.0 |
¥1.48M |
|
| 2020-12-15 |
RSI走弱 |
卖出 |
3.65634 |
448800.0 |
¥1.64M |
|
| 2021-02-24 |
RSI强势追入 |
买入 |
4.33433 |
373900.0 |
¥1.62M |
|
| 2021-03-24 |
RSI走弱 |
卖出 |
3.82617 |
373900.0 |
¥1.43M |
|
| 2021-05-11 |
RSI强势追入 |
买入 |
5.53553 |
250400.0 |
¥1.39M |
|
| 2021-06-09 |
RSI走弱 |
卖出 |
5.08 |
250400.0 |
¥1.27M |
|
| 2021-08-31 |
RSI强势追入 |
买入 |
7.557549999999999 |
174900.0 |
¥1.32M |
|
| 2021-09-28 |
RSI走弱 |
卖出 |
7.95 |
174900.0 |
¥1.39M |
|
| 2022-03-08 |
RSI强势追入 |
买入 |
6.906899999999999 |
191900.0 |
¥1.33M |
|
| 2022-03-10 |
RSI走弱 |
卖出 |
6.1937999999999995 |
191900.0 |
¥1.19M |
|
| 2022-12-06 |
RSI强势追入 |
买入 |
4.804799999999999 |
258900.0 |
¥1.24M |
|
| 2022-12-22 |
RSI走弱 |
卖出 |
4.5854099999999995 |
258900.0 |
¥1.19M |
|
| 2023-01-20 |
RSI强势追入 |
买入 |
5.04504 |
239800.0 |
¥1.21M |
|
| 2023-03-13 |
RSI走弱 |
卖出 |
5.44 |
239800.0 |
¥1.30M |
|
| 2023-04-13 |
RSI强势追入 |
买入 |
6.1861799999999985 |
209600.0 |
¥1.30M |
|
| 2023-05-12 |
RSI走弱 |
卖出 |
5.994 |
209600.0 |
¥1.26M |
|
| 2023-09-05 |
RSI强势追入 |
买入 |
6.756749999999999 |
184600.0 |
¥1.25M |
|
| 2023-09-26 |
RSI走弱 |
卖出 |
6.36363 |
184600.0 |
¥1.17M |
|
| 2024-02-26 |
RSI强势追入 |
买入 |
6.106099999999999 |
192500.0 |
¥1.18M |
|
| 2024-04-24 |
RSI走弱 |
卖出 |
6.8931 |
192500.0 |
¥1.33M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
8.5 |
153400.0 |
¥1.30M |
|
| 2024-10-31 |
RSI走弱 |
卖出 |
7.6423499999999995 |
153400.0 |
¥1.17M |
|
| 2025-07-22 |
RSI强势追入 |
买入 |
7.587579999999999 |
157800.0 |
¥1.20M |
|
| 2025-09-05 |
RSI走弱 |
卖出 |
7.40259 |
157800.0 |
¥1.17M |
|
| 2025-10-10 |
RSI强势追入 |
买入 |
8.588579999999999 |
135300.0 |
¥1.16M |
|
| 2025-12-12 |
RSI走弱 |
卖出 |
10.669319999999999 |
135300.0 |
¥1.44M |
|
| 2026-01-07 |
RSI强势追入 |
买入 |
13.97396 |
104100.0 |
¥1.46M |
|
| 2026-02-03 |
RSI走弱 |
卖出 |
13.0869 |
104100.0 |
¥1.36M |
|