601669 中国水电 — 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: ¥2.38M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +138.36%）
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 12 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 |
2015-03-20 |
2015-06-01 |
8.741351619 |
14.545440000000001 |
¥65.1万 |
+66.35% |
RSI走弱 |
| 2 |
2016-08-17 |
2016-09-22 |
6.328217896000001 |
6.2537400000000005 |
¥-2.0万 |
-1.21% |
RSI走弱 |
| 3 |
2016-10-24 |
2016-12-06 |
7.049154111999999 |
7.31268 |
¥6.0万 |
+3.71% |
RSI走弱 |
| 4 |
2017-03-27 |
2017-04-26 |
7.9102723699999995 |
7.9720200000000006 |
¥1.3万 |
+0.75% |
RSI走弱 |
| 5 |
2019-02-27 |
2019-03-27 |
5.787515734 |
5.66433 |
¥-3.6万 |
-2.16% |
RSI走弱 |
| 6 |
2020-07-08 |
2020-08-07 |
4.2855652840000005 |
4.14585 |
¥-5.4万 |
-3.29% |
RSI走弱 |
| 7 |
2021-07-28 |
2021-10-11 |
4.435760328999999 |
7.40259 |
¥1.06M |
+66.83% |
RSI走弱 |
| 8 |
2023-03-02 |
2023-03-27 |
7.569830267999998 |
7.44255 |
¥-4.5万 |
-1.71% |
RSI走弱 |
| 9 |
2024-10-09 |
2024-11-25 |
5.801740000000001 |
5.5944 |
¥-9.1万 |
-3.60% |
RSI走弱 |
| 10 |
2025-07-14 |
2025-08-28 |
5.046553511999999 |
6.03396 |
¥49.3万 |
+19.53% |
RSI走弱 |
| 11 |
2026-01-19 |
2026-02-03 |
5.757476724999998 |
5.58441 |
¥-9.1万 |
-3.04% |
RSI走弱 |
| 12 |
2026-03-16 |
2026-03-23 |
7.10923213 |
5.754239999999999 |
¥-55.2万 |
-19.08% |
RSI走弱 |
逐笔成交记录（共 24 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-20 |
RSI强势追入 |
买入 |
8.73873 |
112200.0 |
¥98.1万 |
|
| 2015-06-01 |
RSI走弱 |
卖出 |
14.545440000000001 |
112200.0 |
¥1.63M |
|
| 2016-08-17 |
RSI强势追入 |
买入 |
6.32632 |
257800.0 |
¥1.63M |
|
| 2016-09-22 |
RSI走弱 |
卖出 |
6.2537400000000005 |
257800.0 |
¥1.61M |
|
| 2016-10-24 |
RSI强势追入 |
买入 |
7.047039999999999 |
230500.0 |
¥1.62M |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
7.31268 |
230500.0 |
¥1.69M |
|
| 2017-03-27 |
RSI强势追入 |
买入 |
7.9079 |
211200.0 |
¥1.67M |
|
| 2017-04-26 |
RSI走弱 |
卖出 |
7.9720200000000006 |
211200.0 |
¥1.68M |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
5.78578 |
288800.0 |
¥1.67M |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
5.66433 |
288800.0 |
¥1.64M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
4.28428 |
384700.0 |
¥1.65M |
|
| 2020-08-07 |
RSI走弱 |
卖出 |
4.14585 |
384700.0 |
¥1.59M |
|
| 2021-07-28 |
RSI强势追入 |
买入 |
4.434429999999999 |
356500.0 |
¥1.58M |
|
| 2021-10-11 |
RSI走弱 |
卖出 |
7.40259 |
356500.0 |
¥2.64M |
|
| 2023-03-02 |
RSI强势追入 |
买入 |
7.5675599999999985 |
348800.0 |
¥2.64M |
|
| 2023-03-27 |
RSI走弱 |
卖出 |
7.44255 |
348800.0 |
¥2.60M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
5.8 |
436800.0 |
¥2.53M |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
5.5944 |
436800.0 |
¥2.44M |
|
| 2025-07-14 |
RSI强势追入 |
买入 |
5.045039999999999 |
500100.0 |
¥2.52M |
|
| 2025-08-28 |
RSI走弱 |
卖出 |
6.03396 |
500100.0 |
¥3.02M |
|
| 2026-01-19 |
RSI强势追入 |
买入 |
5.755749999999999 |
521900.0 |
¥3.00M |
|
| 2026-02-03 |
RSI走弱 |
卖出 |
5.58441 |
521900.0 |
¥2.91M |
|
| 2026-03-16 |
RSI强势追入 |
买入 |
7.107099999999999 |
406900.0 |
¥2.89M |
|
| 2026-03-23 |
RSI走弱 |
卖出 |
5.754239999999999 |
406900.0 |
¥2.34M |
|