601601 中国太保 — 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: ¥56.3万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -43.75%）
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 |
2015-11-05 |
2016-01-05 |
26.644600982999997 |
26.94303 |
¥1.1万 |
+1.09% |
RSI走弱 |
| 2 |
2016-04-21 |
2016-05-09 |
27.185303144999995 |
26.10387 |
¥-4.0万 |
-4.01% |
RSI走弱 |
| 3 |
2016-09-05 |
2016-10-18 |
28.266707468999996 |
28.63 |
¥1.2万 |
+1.25% |
RSI走弱 |
| 4 |
2016-11-22 |
2016-12-02 |
30.649802182999995 |
30.08988 |
¥-1.8万 |
-1.86% |
RSI走弱 |
| 5 |
2017-05-15 |
2017-08-07 |
28.917552663999995 |
34.17579 |
¥17.4万 |
+18.15% |
RSI走弱 |
| 6 |
2017-08-29 |
2017-09-15 |
38.22964545399999 |
36.743219999999994 |
¥-4.4万 |
-3.92% |
RSI走弱 |
| 7 |
2017-10-31 |
2017-11-30 |
41.75422251 |
42.57738 |
¥2.1万 |
+1.94% |
RSI走弱 |
| 8 |
2019-02-26 |
2019-03-11 |
36.84785103999999 |
32.667300000000004 |
¥-12.7万 |
-11.37% |
RSI走弱 |
| 9 |
2019-04-17 |
2019-05-07 |
37.40857920799999 |
34.54542 |
¥-7.5万 |
-7.68% |
RSI走弱 |
| 10 |
2019-12-18 |
2020-01-17 |
37.728995303999994 |
37.6623 |
¥-1,887 |
-0.21% |
RSI走弱 |
| 11 |
2020-07-09 |
2020-07-17 |
33.493495034999995 |
30.32964 |
¥-8.5万 |
-9.47% |
RSI走弱 |
| 12 |
2020-11-27 |
2020-12-23 |
38.0494114 |
35.774190000000004 |
¥-5.0万 |
-6.01% |
RSI走弱 |
| 13 |
2021-01-20 |
2021-01-25 |
42.03458659399999 |
37.3626 |
¥-8.6万 |
-11.14% |
RSI走弱 |
| 14 |
2021-02-24 |
2021-03-11 |
44.81820142799999 |
41.90805 |
¥-4.5万 |
-6.52% |
RSI走弱 |
| 15 |
2022-11-23 |
2022-12-27 |
23.430427019999996 |
23.816159999999996 |
¥1.0万 |
+1.62% |
RSI走弱 |
| 16 |
2023-02-15 |
2023-03-09 |
27.625875276999995 |
27.16281 |
¥-1.1万 |
-1.71% |
RSI走弱 |
| 17 |
2023-04-19 |
2023-05-24 |
30.439529119999992 |
30.0699 |
¥-8,027 |
-1.24% |
RSI走弱 |
| 18 |
2024-02-23 |
2024-03-05 |
26.924965066999995 |
24.81516 |
¥-5.0万 |
-7.86% |
RSI走弱 |
| 19 |
2024-04-30 |
2024-06-13 |
26.584522965 |
28.05192 |
¥3.2万 |
+5.49% |
RSI走弱 |
| 20 |
2024-10-09 |
2024-11-13 |
40.001996999999996 |
35.5 |
¥-6.8万 |
-11.28% |
RSI走弱 |
| 21 |
2025-05-15 |
2025-07-22 |
34.404678308 |
36.59337 |
¥3.4万 |
+6.33% |
RSI走弱 |
| 22 |
2025-12-19 |
2026-01-26 |
41.00324728499999 |
41.96 |
¥1.3万 |
+2.30% |
RSI走弱 |
| 23 |
2026-09-04 |
2026-09-17 |
33.964106176 |
31.8681 |
¥-3.7万 |
-6.20% |
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 |
|---|
| 2015-11-05 |
RSI强势追入 |
买入 |
26.636609999999997 |
36800.0 |
¥98.1万 |
|
| 2016-01-05 |
RSI走弱 |
卖出 |
26.94303 |
36800.0 |
¥99.1万 |
|
| 2016-04-21 |
RSI强势追入 |
买入 |
27.177149999999994 |
36700.0 |
¥99.8万 |
|
| 2016-05-09 |
RSI走弱 |
卖出 |
26.10387 |
36700.0 |
¥95.8万 |
|
| 2016-09-05 |
RSI强势追入 |
买入 |
28.258229999999998 |
34200.0 |
¥96.7万 |
|
| 2016-10-18 |
RSI走弱 |
卖出 |
28.63 |
34200.0 |
¥97.9万 |
|
| 2016-11-22 |
RSI强势追入 |
买入 |
30.640609999999995 |
31600.0 |
¥96.9万 |
|
| 2016-12-02 |
RSI走弱 |
卖出 |
30.08988 |
31600.0 |
¥95.1万 |
|
| 2017-05-15 |
RSI强势追入 |
买入 |
28.908879999999996 |
33100.0 |
¥95.7万 |
|
| 2017-08-07 |
RSI走弱 |
卖出 |
34.17579 |
33100.0 |
¥1.13M |
|
| 2017-08-29 |
RSI强势追入 |
买入 |
38.21817999999999 |
29600.0 |
¥1.13M |
|
| 2017-09-15 |
RSI走弱 |
卖出 |
36.743219999999994 |
29600.0 |
¥1.09M |
|
| 2017-10-31 |
RSI强势追入 |
买入 |
41.7417 |
25900.0 |
¥1.08M |
|
| 2017-11-30 |
RSI走弱 |
卖出 |
42.57738 |
25900.0 |
¥1.10M |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
36.83679999999999 |
30200.0 |
¥1.11M |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
32.667300000000004 |
30200.0 |
¥98.6万 |
|
| 2019-04-17 |
RSI强势追入 |
买入 |
37.39735999999999 |
26200.0 |
¥98.0万 |
|
| 2019-05-07 |
RSI走弱 |
卖出 |
34.54542 |
26200.0 |
¥90.5万 |
|
| 2019-12-18 |
RSI强势追入 |
买入 |
37.717679999999994 |
24200.0 |
¥91.3万 |
|
| 2020-01-17 |
RSI走弱 |
卖出 |
37.6623 |
24200.0 |
¥91.1万 |
|
| 2020-07-09 |
RSI强势追入 |
买入 |
33.48345 |
26900.0 |
¥90.1万 |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
30.32964 |
26900.0 |
¥81.6万 |
|
| 2020-11-27 |
RSI强势追入 |
买入 |
38.038 |
21700.0 |
¥82.6万 |
|
| 2020-12-23 |
RSI走弱 |
卖出 |
35.774190000000004 |
21700.0 |
¥77.6万 |
|
| 2021-01-20 |
RSI强势追入 |
买入 |
42.02197999999999 |
18300.0 |
¥76.9万 |
|
| 2021-01-25 |
RSI走弱 |
卖出 |
37.3626 |
18300.0 |
¥68.4万 |
|
| 2021-02-24 |
RSI强势追入 |
买入 |
44.804759999999995 |
15300.0 |
¥68.6万 |
|
| 2021-03-11 |
RSI走弱 |
卖出 |
41.90805 |
15300.0 |
¥64.1万 |
|
| 2022-11-23 |
RSI强势追入 |
买入 |
23.423399999999997 |
27300.0 |
¥64.0万 |
|
| 2022-12-27 |
RSI走弱 |
卖出 |
23.816159999999996 |
27300.0 |
¥65.0万 |
|
| 2023-02-15 |
RSI强势追入 |
买入 |
27.617589999999996 |
23500.0 |
¥64.9万 |
|
| 2023-03-09 |
RSI走弱 |
卖出 |
27.16281 |
23500.0 |
¥63.8万 |
|
| 2023-04-19 |
RSI强势追入 |
买入 |
30.430399999999995 |
21200.0 |
¥64.5万 |
|
| 2023-05-24 |
RSI走弱 |
卖出 |
30.0699 |
21200.0 |
¥63.7万 |
|
| 2024-02-23 |
RSI强势追入 |
买入 |
26.916889999999995 |
23500.0 |
¥63.3万 |
|
| 2024-03-05 |
RSI走弱 |
卖出 |
24.81516 |
23500.0 |
¥58.3万 |
|
| 2024-04-30 |
RSI强势追入 |
买入 |
26.576549999999997 |
22000.0 |
¥58.5万 |
|
| 2024-06-13 |
RSI走弱 |
卖出 |
28.05192 |
22000.0 |
¥61.7万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
39.99 |
15100.0 |
¥60.4万 |
|
| 2024-11-13 |
RSI走弱 |
卖出 |
35.5 |
15100.0 |
¥53.6万 |
|
| 2025-05-15 |
RSI强势追入 |
买入 |
34.39436 |
15800.0 |
¥54.4万 |
|
| 2025-07-22 |
RSI走弱 |
卖出 |
36.59337 |
15800.0 |
¥57.8万 |
|
| 2025-12-19 |
RSI强势追入 |
买入 |
40.99095 |
14200.0 |
¥58.2万 |
|
| 2026-01-26 |
RSI走弱 |
卖出 |
41.96 |
14200.0 |
¥59.6万 |
|
| 2026-09-04 |
RSI强势追入 |
买入 |
33.95392 |
17500.0 |
¥59.4万 |
|
| 2026-09-17 |
RSI走弱 |
卖出 |
31.8681 |
17500.0 |
¥55.8万 |
|