601628 中国人寿 — 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: ¥94.5万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -5.46%）
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 19 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 |
2016-08-16 |
2016-08-30 |
22.429126719999996 |
21.418560000000003 |
¥-4.5万 |
-4.53% |
RSI走弱 |
| 2 |
2016-11-22 |
2016-12-16 |
24.722104406999996 |
23.95602 |
¥-3.0万 |
-3.13% |
RSI走弱 |
| 3 |
2017-05-15 |
2017-06-16 |
27.746031312999992 |
26.86311 |
¥-3.0万 |
-3.21% |
RSI走弱 |
| 4 |
2017-10-31 |
2017-11-29 |
30.729906207 |
32.12784 |
¥4.0万 |
+4.52% |
RSI走弱 |
| 5 |
2019-02-21 |
2019-03-26 |
25.112611523999995 |
27.572400000000002 |
¥9.1万 |
+9.76% |
RSI走弱 |
| 6 |
2019-07-02 |
2019-08-05 |
29.70891 |
28.95102 |
¥-2.6万 |
-2.58% |
RSI走弱 |
| 7 |
2019-10-22 |
2019-11-25 |
30.619763173999996 |
32.8 |
¥7.0万 |
+7.09% |
RSI走弱 |
| 8 |
2020-07-09 |
2020-09-08 |
41.073338306 |
40.959 |
¥-3,292 |
-0.31% |
RSI走弱 |
| 9 |
2020-10-22 |
2020-11-02 |
51.04628929399999 |
46.4535 |
¥-9.4万 |
-9.02% |
RSI走弱 |
| 10 |
2022-06-16 |
2022-07-15 |
28.887513655 |
28.431540000000002 |
¥-1.6万 |
-1.61% |
RSI走弱 |
| 11 |
2022-11-30 |
2023-01-18 |
35.365926596 |
35.884080000000004 |
¥1.3万 |
+1.43% |
RSI走弱 |
| 12 |
2023-05-05 |
2023-05-25 |
40.05201199999999 |
37.442519999999995 |
¥-6.3万 |
-6.54% |
RSI走弱 |
| 13 |
2024-02-19 |
2024-03-05 |
30.739919209999993 |
29.32065 |
¥-4.2万 |
-4.65% |
RSI走弱 |
| 14 |
2024-05-07 |
2024-06-07 |
31.651102482999995 |
31.25871 |
¥-1.1万 |
-1.27% |
RSI走弱 |
| 15 |
2024-09-03 |
2024-11-25 |
34.20441824799999 |
41.60835 |
¥18.4万 |
+21.61% |
RSI走弱 |
| 16 |
2025-05-15 |
2025-07-10 |
39.461244822999994 |
39.7602 |
¥7,434 |
+0.73% |
RSI走弱 |
| 17 |
2025-07-29 |
2025-08-04 |
42.455132719999995 |
40.3 |
¥-5.3万 |
-5.10% |
RSI走弱 |
| 18 |
2025-10-17 |
2025-11-19 |
42.575288756 |
43.09686 |
¥1.2万 |
+1.19% |
RSI走弱 |
| 19 |
2026-01-07 |
2026-01-23 |
49.584390856 |
46.613339999999994 |
¥-6.0万 |
-6.02% |
RSI走弱 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-08-16 |
RSI强势追入 |
买入 |
22.422399999999996 |
44400.0 |
¥99.6万 |
|
| 2016-08-30 |
RSI走弱 |
卖出 |
21.418560000000003 |
44400.0 |
¥95.1万 |
|
| 2016-11-22 |
RSI强势追入 |
买入 |
24.714689999999997 |
38400.0 |
¥94.9万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
23.95602 |
38400.0 |
¥92.0万 |
|
| 2017-05-15 |
RSI强势追入 |
买入 |
27.737709999999996 |
33200.0 |
¥92.1万 |
|
| 2017-06-16 |
RSI走弱 |
卖出 |
26.86311 |
33200.0 |
¥89.2万 |
|
| 2017-10-31 |
RSI强势追入 |
买入 |
30.720689999999998 |
28800.0 |
¥88.5万 |
|
| 2017-11-29 |
RSI走弱 |
卖出 |
32.12784 |
28800.0 |
¥92.5万 |
|
| 2019-02-21 |
RSI强势追入 |
买入 |
25.105079999999994 |
37000.0 |
¥92.9万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
27.572400000000002 |
37000.0 |
¥1.02M |
|
| 2019-07-02 |
RSI强势追入 |
买入 |
29.7 |
34300.0 |
¥1.02M |
|
| 2019-08-05 |
RSI走弱 |
卖出 |
28.95102 |
34300.0 |
¥99.3万 |
|
| 2019-10-22 |
RSI强势追入 |
买入 |
30.610579999999995 |
32300.0 |
¥98.9万 |
|
| 2019-11-25 |
RSI走弱 |
卖出 |
32.8 |
32300.0 |
¥1.06M |
|
| 2020-07-09 |
RSI强势追入 |
买入 |
41.06102 |
26000.0 |
¥1.07M |
|
| 2020-09-08 |
RSI走弱 |
卖出 |
40.959 |
26000.0 |
¥1.06M |
|
| 2020-10-22 |
RSI强势追入 |
买入 |
51.03097999999999 |
20400.0 |
¥1.04M |
|
| 2020-11-02 |
RSI走弱 |
卖出 |
46.4535 |
20400.0 |
¥94.7万 |
|
| 2022-06-16 |
RSI强势追入 |
买入 |
28.87885 |
33600.0 |
¥97.1万 |
|
| 2022-07-15 |
RSI走弱 |
卖出 |
28.431540000000002 |
33600.0 |
¥95.5万 |
|
| 2022-11-30 |
RSI强势追入 |
买入 |
35.35532 |
26600.0 |
¥94.1万 |
|
| 2023-01-18 |
RSI走弱 |
卖出 |
35.884080000000004 |
26600.0 |
¥95.4万 |
|
| 2023-05-05 |
RSI强势追入 |
买入 |
40.03999999999999 |
24000.0 |
¥96.1万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
37.442519999999995 |
24000.0 |
¥89.8万 |
|
| 2024-02-19 |
RSI强势追入 |
买入 |
30.730699999999995 |
29300.0 |
¥90.1万 |
|
| 2024-03-05 |
RSI走弱 |
卖出 |
29.32065 |
29300.0 |
¥85.9万 |
|
| 2024-05-07 |
RSI强势追入 |
买入 |
31.641609999999996 |
27200.0 |
¥86.1万 |
|
| 2024-06-07 |
RSI走弱 |
卖出 |
31.25871 |
27200.0 |
¥85.0万 |
|
| 2024-09-03 |
RSI强势追入 |
买入 |
34.19415999999999 |
24900.0 |
¥85.2万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
41.60835 |
24900.0 |
¥1.04M |
|
| 2025-05-15 |
RSI强势追入 |
买入 |
39.44940999999999 |
25900.0 |
¥1.02M |
|
| 2025-07-10 |
RSI走弱 |
卖出 |
39.7602 |
25900.0 |
¥1.03M |
|
| 2025-07-29 |
RSI强势追入 |
买入 |
42.44239999999999 |
24400.0 |
¥1.04M |
|
| 2025-08-04 |
RSI走弱 |
卖出 |
40.3 |
24400.0 |
¥98.3万 |
|
| 2025-10-17 |
RSI强势追入 |
买入 |
42.56252 |
23100.0 |
¥98.3万 |
|
| 2025-11-19 |
RSI走弱 |
卖出 |
43.09686 |
23100.0 |
¥99.5万 |
|
| 2026-01-07 |
RSI强势追入 |
买入 |
49.56952 |
20100.0 |
¥99.7万 |
|
| 2026-01-23 |
RSI走弱 |
卖出 |
46.613339999999994 |
20100.0 |
¥93.7万 |
|