601618 中国中冶 — 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: ¥1.12M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +12.28%）
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 18 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 |
2015-03-18 |
2015-06-01 |
4.936410479 |
8.601389999999999 |
¥72.8万 |
+74.19% |
RSI走弱 |
| 2 |
2016-08-22 |
2016-09-19 |
4.30559129 |
4.1 |
¥-8.2万 |
-4.80% |
RSI走弱 |
| 3 |
2016-11-21 |
2016-12-13 |
4.916384473 |
4.74525 |
¥-5.7万 |
-3.51% |
RSI走弱 |
| 4 |
2017-04-07 |
2017-04-25 |
5.50715165 |
5.04495 |
¥-13.2万 |
-8.42% |
RSI走弱 |
| 5 |
2017-07-20 |
2017-08-03 |
5.226787565999999 |
5.03496 |
¥-5.4万 |
-3.70% |
RSI走弱 |
| 6 |
2019-02-26 |
2019-03-27 |
3.2742519810000004 |
3.46653 |
¥8.2万 |
+5.84% |
RSI走弱 |
| 7 |
2020-07-08 |
2020-07-20 |
2.943822882 |
2.75 |
¥-9.7万 |
-6.61% |
RSI走弱 |
| 8 |
2021-01-14 |
2021-01-27 |
3.184134954 |
2.8971 |
¥-12.2万 |
-9.04% |
RSI走弱 |
| 9 |
2021-02-23 |
2021-03-10 |
3.554616065 |
3.10689 |
¥-15.9万 |
-12.62% |
RSI走弱 |
| 10 |
2021-07-22 |
2021-09-28 |
3.3944080169999995 |
4.47552 |
¥34.9万 |
+31.81% |
RSI走弱 |
| 11 |
2022-11-24 |
2022-12-20 |
3.3042909899999993 |
3.2367600000000003 |
¥-3.0万 |
-2.07% |
RSI走弱 |
| 12 |
2023-03-08 |
2023-03-30 |
3.6947981069999996 |
3.74625 |
¥1.9万 |
+1.36% |
RSI走弱 |
| 13 |
2023-04-18 |
2023-05-15 |
4.325617296 |
4.17582 |
¥-5.0万 |
-3.49% |
RSI走弱 |
| 14 |
2024-01-26 |
2024-02-06 |
3.2742519809999995 |
3.08691 |
¥-8.0万 |
-5.75% |
RSI走弱 |
| 15 |
2024-10-09 |
2024-11-25 |
3.4810440000000002 |
3.31668 |
¥-6.1万 |
-4.75% |
RSI走弱 |
| 16 |
2025-07-14 |
2025-08-01 |
3.073991921 |
3.02697 |
¥-2.0万 |
-1.56% |
RSI走弱 |
| 17 |
2025-08-20 |
2025-09-23 |
3.3042909899999993 |
3.30669 |
¥522 |
+0.04% |
RSI走弱 |
| 18 |
2025-10-10 |
2025-10-29 |
4.015214202999999 |
3.6363600000000003 |
¥-11.3万 |
-9.46% |
RSI走弱 |
逐笔成交记录（共 36 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
RSI强势追入 |
买入 |
4.93493 |
198900.0 |
¥98.2万 |
|
| 2015-06-01 |
RSI走弱 |
卖出 |
8.601389999999999 |
198900.0 |
¥1.71M |
|
| 2016-08-22 |
RSI强势追入 |
买入 |
4.3043 |
397800.0 |
¥1.71M |
|
| 2016-09-19 |
RSI走弱 |
卖出 |
4.1 |
397800.0 |
¥1.63M |
|
| 2016-11-21 |
RSI强势追入 |
买入 |
4.91491 |
331400.0 |
¥1.63M |
|
| 2016-12-13 |
RSI走弱 |
卖出 |
4.74525 |
331400.0 |
¥1.57M |
|
| 2017-04-07 |
RSI强势追入 |
买入 |
5.5055 |
284300.0 |
¥1.57M |
|
| 2017-04-25 |
RSI走弱 |
卖出 |
5.04495 |
284300.0 |
¥1.43M |
|
| 2017-07-20 |
RSI强势追入 |
买入 |
5.225219999999999 |
277100.0 |
¥1.45M |
|
| 2017-08-03 |
RSI走弱 |
卖出 |
5.03496 |
277100.0 |
¥1.39M |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
3.27327 |
427800.0 |
¥1.40M |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
3.46653 |
427800.0 |
¥1.48M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
2.9429399999999997 |
498400.0 |
¥1.47M |
|
| 2020-07-20 |
RSI走弱 |
卖出 |
2.75 |
498400.0 |
¥1.37M |
|
| 2021-01-14 |
RSI强势追入 |
买入 |
3.1831799999999997 |
424400.0 |
¥1.35M |
|
| 2021-01-27 |
RSI走弱 |
卖出 |
2.8971 |
424400.0 |
¥1.23M |
|
| 2021-02-23 |
RSI强势追入 |
买入 |
3.5535499999999995 |
355500.0 |
¥1.26M |
|
| 2021-03-10 |
RSI走弱 |
卖出 |
3.10689 |
355500.0 |
¥1.10M |
|
| 2021-07-22 |
RSI强势追入 |
买入 |
3.3933899999999997 |
323400.0 |
¥1.10M |
|
| 2021-09-28 |
RSI走弱 |
卖出 |
4.47552 |
323400.0 |
¥1.45M |
|
| 2022-11-24 |
RSI强势追入 |
买入 |
3.3032999999999992 |
431800.0 |
¥1.43M |
|
| 2022-12-20 |
RSI走弱 |
卖出 |
3.2367600000000003 |
431800.0 |
¥1.40M |
|
| 2023-03-08 |
RSI强势追入 |
买入 |
3.6936899999999993 |
382100.0 |
¥1.41M |
|
| 2023-03-30 |
RSI走弱 |
卖出 |
3.74625 |
382100.0 |
¥1.43M |
|
| 2023-04-18 |
RSI强势追入 |
买入 |
4.32432 |
331200.0 |
¥1.43M |
|
| 2023-05-15 |
RSI走弱 |
卖出 |
4.17582 |
331200.0 |
¥1.38M |
|
| 2024-01-26 |
RSI强势追入 |
买入 |
3.2732699999999997 |
422700.0 |
¥1.38M |
|
| 2024-02-06 |
RSI走弱 |
卖出 |
3.08691 |
422700.0 |
¥1.30M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
3.48 |
369400.0 |
¥1.29M |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
3.31668 |
369400.0 |
¥1.22M |
|
| 2025-07-14 |
RSI强势追入 |
买入 |
3.0730699999999995 |
407400.0 |
¥1.25M |
|
| 2025-08-01 |
RSI走弱 |
卖出 |
3.02697 |
407400.0 |
¥1.23M |
|
| 2025-08-20 |
RSI强势追入 |
买入 |
3.3032999999999992 |
370800.0 |
¥1.23M |
|
| 2025-09-23 |
RSI走弱 |
卖出 |
3.30669 |
370800.0 |
¥1.23M |
|
| 2025-10-10 |
RSI强势追入 |
买入 |
4.014009999999999 |
297500.0 |
¥1.19M |
|
| 2025-10-29 |
RSI走弱 |
卖出 |
3.6363600000000003 |
297500.0 |
¥1.08M |
|