601668 中国建筑 — 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: ¥87.0万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -12.98%）
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 |
2015-04-01 |
2015-05-19 |
7.649934291999999 |
9.21078 |
¥20.2万 |
+20.37% |
RSI走弱 |
| 2 |
2015-11-09 |
2015-11-27 |
7.069180118 |
6.593400000000001 |
¥-8.1万 |
-6.76% |
RSI走弱 |
| 3 |
2016-08-04 |
2016-09-14 |
5.891767 |
6.17382 |
¥5.3万 |
+4.76% |
RSI走弱 |
| 4 |
2016-10-19 |
2016-12-15 |
6.698699006999999 |
8.80119 |
¥36.6万 |
+31.35% |
RSI走弱 |
| 5 |
2017-03-27 |
2017-04-27 |
9.462287834999998 |
9.28071 |
¥-3.0万 |
-1.95% |
RSI走弱 |
| 6 |
2017-07-24 |
2017-08-04 |
10.723926213 |
9.99999 |
¥-10.2万 |
-6.78% |
RSI走弱 |
| 7 |
2018-01-19 |
2018-02-08 |
10.353445101999998 |
9.83016 |
¥-7.1万 |
-5.08% |
RSI走弱 |
| 8 |
2018-12-05 |
2018-12-24 |
5.997788796999999 |
5.734260000000001 |
¥-5.8万 |
-4.42% |
RSI走弱 |
| 9 |
2020-01-06 |
2020-01-22 |
5.957736785 |
5.62437 |
¥-7.1万 |
-5.62% |
RSI走弱 |
| 10 |
2021-09-02 |
2021-09-17 |
5.106631529999999 |
4.94505 |
¥-3.8万 |
-3.19% |
RSI走弱 |
| 11 |
2022-01-11 |
2022-01-17 |
5.376982610999999 |
5.004989999999999 |
¥-8.1万 |
-6.95% |
RSI走弱 |
| 12 |
2022-04-07 |
2022-04-26 |
5.967749787999999 |
5.65 |
¥-5.8万 |
-5.35% |
RSI走弱 |
| 13 |
2022-11-28 |
2022-12-20 |
5.617294682999999 |
5.53446 |
¥-1.5万 |
-1.50% |
RSI走弱 |
| 14 |
2024-01-30 |
2024-03-14 |
5.186735553999998 |
5.17 |
¥-3,559 |
-0.35% |
RSI走弱 |
| 15 |
2024-05-20 |
2024-06-06 |
5.857606754999999 |
5.58441 |
¥-4.7万 |
-4.69% |
RSI走弱 |
| 16 |
2024-10-09 |
2024-11-13 |
6.338230898999999 |
6.06 |
¥-4.2万 |
-4.42% |
RSI走弱 |
| 17 |
2025-05-15 |
2025-06-10 |
5.757476724999999 |
5.63436 |
¥-2.0万 |
-2.17% |
RSI走弱 |
| 18 |
2025-07-08 |
2025-07-18 |
5.967749787999999 |
5.84415 |
¥-1.9万 |
-2.10% |
RSI走弱 |
| 19 |
2026-11-02 |
2026-11-12 |
4.615994382999999 |
4.54545 |
¥-1.4万 |
-1.56% |
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 |
|---|
| 2015-04-01 |
RSI强势追入 |
买入 |
7.647639999999999 |
129900.0 |
¥99.4万 |
|
| 2015-05-19 |
RSI走弱 |
卖出 |
9.21078 |
129900.0 |
¥1.20M |
|
| 2015-11-09 |
RSI强势追入 |
买入 |
7.06706 |
168700.0 |
¥1.19M |
|
| 2015-11-27 |
RSI走弱 |
卖出 |
6.593400000000001 |
168700.0 |
¥1.11M |
|
| 2016-08-04 |
RSI强势追入 |
买入 |
5.89 |
190100.0 |
¥1.12M |
|
| 2016-09-14 |
RSI走弱 |
卖出 |
6.17382 |
190100.0 |
¥1.17M |
|
| 2016-10-19 |
RSI强势追入 |
买入 |
6.6966899999999985 |
174500.0 |
¥1.17M |
|
| 2016-12-15 |
RSI走弱 |
卖出 |
8.80119 |
174500.0 |
¥1.54M |
|
| 2017-03-27 |
RSI强势追入 |
买入 |
9.459449999999999 |
160800.0 |
¥1.52M |
|
| 2017-04-27 |
RSI走弱 |
卖出 |
9.28071 |
160800.0 |
¥1.49M |
|
| 2017-07-24 |
RSI强势追入 |
买入 |
10.72071 |
140800.0 |
¥1.51M |
|
| 2017-08-04 |
RSI走弱 |
卖出 |
9.99999 |
140800.0 |
¥1.41M |
|
| 2018-01-19 |
RSI强势追入 |
买入 |
10.35034 |
135700.0 |
¥1.40M |
|
| 2018-02-08 |
RSI走弱 |
卖出 |
9.83016 |
135700.0 |
¥1.33M |
|
| 2018-12-05 |
RSI强势追入 |
买入 |
5.99599 |
220400.0 |
¥1.32M |
|
| 2018-12-24 |
RSI走弱 |
卖出 |
5.734260000000001 |
220400.0 |
¥1.26M |
|
| 2020-01-06 |
RSI强势追入 |
买入 |
5.9559500000000005 |
213200.0 |
¥1.27M |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
5.62437 |
213200.0 |
¥1.20M |
|
| 2021-09-02 |
RSI强势追入 |
买入 |
5.105099999999999 |
235100.0 |
¥1.20M |
|
| 2021-09-17 |
RSI走弱 |
卖出 |
4.94505 |
235100.0 |
¥1.16M |
|
| 2022-01-11 |
RSI强势追入 |
买入 |
5.375369999999999 |
217100.0 |
¥1.17M |
|
| 2022-01-17 |
RSI走弱 |
卖出 |
5.004989999999999 |
217100.0 |
¥1.09M |
|
| 2022-04-07 |
RSI强势追入 |
买入 |
5.965959999999999 |
181700.0 |
¥1.08M |
|
| 2022-04-26 |
RSI走弱 |
卖出 |
5.65 |
181700.0 |
¥1.03M |
|
| 2022-11-28 |
RSI强势追入 |
买入 |
5.615609999999999 |
178900.0 |
¥1.00M |
|
| 2022-12-20 |
RSI走弱 |
卖出 |
5.53446 |
178900.0 |
¥99.0万 |
|
| 2024-01-30 |
RSI强势追入 |
买入 |
5.185179999999999 |
194600.0 |
¥1.01M |
|
| 2024-03-14 |
RSI走弱 |
卖出 |
5.17 |
194600.0 |
¥1.01M |
|
| 2024-05-20 |
RSI强势追入 |
买入 |
5.855849999999999 |
172100.0 |
¥1.01M |
|
| 2024-06-06 |
RSI走弱 |
卖出 |
5.58441 |
172100.0 |
¥96.1万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
6.336329999999999 |
150400.0 |
¥95.3万 |
|
| 2024-11-13 |
RSI走弱 |
卖出 |
6.06 |
150400.0 |
¥91.1万 |
|
| 2025-05-15 |
RSI强势追入 |
买入 |
5.755749999999999 |
159300.0 |
¥91.7万 |
|
| 2025-06-10 |
RSI走弱 |
卖出 |
5.63436 |
159300.0 |
¥89.7万 |
|
| 2025-07-08 |
RSI强势追入 |
买入 |
5.965959999999999 |
150900.0 |
¥90.1万 |
|
| 2025-07-18 |
RSI走弱 |
卖出 |
5.84415 |
150900.0 |
¥88.2万 |
|
| 2026-11-02 |
RSI强势追入 |
买入 |
4.61461 |
189400.0 |
¥87.4万 |
|
| 2026-11-12 |
RSI走弱 |
卖出 |
4.54545 |
189400.0 |
¥86.1万 |
|