601688 华泰证券 — 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: ¥59.0万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -41.05%）
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 26 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 |
2015-03-24 |
2015-05-04 |
28.13653843 |
29.16081 |
¥3.6万 |
+3.61% |
RSI走弱 |
| 2 |
2015-10-21 |
2015-11-04 |
18.914562667000002 |
17.01 |
¥-10.4万 |
-10.10% |
RSI走弱 |
| 3 |
2015-11-09 |
2015-11-30 |
21.908450563999995 |
18.601380000000002 |
¥-14.0万 |
-15.12% |
RSI走弱 |
| 4 |
2016-03-22 |
2016-05-09 |
17.692976300999998 |
16.49349 |
¥-5.3万 |
-6.81% |
RSI走弱 |
| 5 |
2016-06-01 |
2016-06-14 |
18.504029543999994 |
17.09289 |
¥-5.6万 |
-7.65% |
RSI走弱 |
| 6 |
2016-07-05 |
2016-07-29 |
20.186214047999993 |
19.290689999999998 |
¥-3.0万 |
-4.46% |
RSI走弱 |
| 7 |
2016-08-17 |
2016-08-29 |
21.718203507000002 |
19.8 |
¥-5.8万 |
-8.86% |
RSI走弱 |
| 8 |
2016-11-01 |
2016-11-24 |
20.406500113999996 |
20.08989 |
¥-9,292 |
-1.58% |
RSI走弱 |
| 9 |
2017-06-27 |
2017-07-05 |
18.183613448 |
17.5 |
¥-2.2万 |
-3.79% |
RSI走弱 |
| 10 |
2017-07-14 |
2017-08-10 |
19.084783717999997 |
19.150830000000006 |
¥1,767 |
+0.32% |
RSI走弱 |
| 11 |
2017-08-29 |
2017-10-11 |
22.549282755999997 |
21.6783 |
¥-2.2万 |
-3.89% |
RSI走弱 |
| 12 |
2018-01-25 |
2018-01-31 |
21.487904438 |
19.64034 |
¥-4.6万 |
-8.63% |
RSI走弱 |
| 13 |
2018-11-05 |
2018-11-27 |
17.552794259 |
16.65333 |
¥-2.5万 |
-5.15% |
RSI走弱 |
| 14 |
2019-02-11 |
2019-03-26 |
19.745641916 |
21.978 |
¥5.3万 |
+11.27% |
RSI走弱 |
| 15 |
2019-06-21 |
2019-07-12 |
22.389074708 |
20.5794 |
¥-4.2万 |
-8.11% |
RSI走弱 |
| 16 |
2019-12-17 |
2020-01-22 |
19.134848733 |
19.380599999999998 |
¥6,022 |
+1.25% |
RSI走弱 |
| 17 |
2020-06-23 |
2020-07-27 |
19.325095789999995 |
20.62935 |
¥3.3万 |
+6.72% |
RSI走弱 |
| 18 |
2021-09-07 |
2021-09-28 |
17.963327382000003 |
17.21277 |
¥-2.2万 |
-4.21% |
RSI走弱 |
| 19 |
2022-06-16 |
2022-07-04 |
14.814442999999999 |
14.01597 |
¥-2.7万 |
-5.42% |
RSI走弱 |
| 20 |
2022-11-16 |
2022-12-20 |
13.127046932999997 |
12.69729 |
¥-1.6万 |
-3.30% |
RSI走弱 |
| 21 |
2023-04-06 |
2023-05-22 |
13.737840116 |
14.02596 |
¥9,397 |
+2.07% |
RSI走弱 |
| 22 |
2023-07-26 |
2023-08-22 |
15.780492727999997 |
16.34364 |
¥1.6万 |
+3.54% |
RSI走弱 |
| 23 |
2024-09-26 |
2024-11-25 |
14.098308223999997 |
17.5824 |
¥11.9万 |
+24.68% |
RSI走弱 |
| 24 |
2025-07-09 |
2025-09-04 |
18.273730475 |
20.52945 |
¥7.4万 |
+12.31% |
RSI走弱 |
| 25 |
2025-10-13 |
2025-11-04 |
22.539269752999996 |
21.40857 |
¥-3.3万 |
-5.05% |
RSI走弱 |
| 26 |
2026-01-07 |
2026-01-16 |
25.603248671 |
23.49648 |
¥-5.3万 |
-8.26% |
RSI走弱 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-24 |
RSI强势追入 |
买入 |
28.1281 |
35300.0 |
¥99.3万 |
|
| 2015-05-04 |
RSI走弱 |
卖出 |
29.16081 |
35300.0 |
¥1.03M |
|
| 2015-10-21 |
RSI强势追入 |
买入 |
18.90889 |
54500.0 |
¥1.03M |
|
| 2015-11-04 |
RSI走弱 |
卖出 |
17.01 |
54500.0 |
¥92.7万 |
|
| 2015-11-09 |
RSI强势追入 |
买入 |
21.901879999999995 |
42400.0 |
¥92.9万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
18.601380000000002 |
42400.0 |
¥78.8万 |
|
| 2016-03-22 |
RSI强势追入 |
买入 |
17.68767 |
43800.0 |
¥77.5万 |
|
| 2016-05-09 |
RSI走弱 |
卖出 |
16.49349 |
43800.0 |
¥72.2万 |
|
| 2016-06-01 |
RSI强势追入 |
买入 |
18.498479999999997 |
39800.0 |
¥73.6万 |
|
| 2016-06-14 |
RSI走弱 |
卖出 |
17.09289 |
39800.0 |
¥68.0万 |
|
| 2016-07-05 |
RSI强势追入 |
买入 |
20.180159999999997 |
33300.0 |
¥67.2万 |
|
| 2016-07-29 |
RSI走弱 |
卖出 |
19.290689999999998 |
33300.0 |
¥64.2万 |
|
| 2016-08-17 |
RSI强势追入 |
买入 |
21.711689999999997 |
29900.0 |
¥64.9万 |
|
| 2016-08-29 |
RSI走弱 |
卖出 |
19.8 |
29900.0 |
¥59.2万 |
|
| 2016-11-01 |
RSI强势追入 |
买入 |
20.400379999999995 |
28800.0 |
¥58.8万 |
|
| 2016-11-24 |
RSI走弱 |
卖出 |
20.08989 |
28800.0 |
¥57.8万 |
|
| 2017-06-27 |
RSI强势追入 |
买入 |
18.17816 |
32000.0 |
¥58.2万 |
|
| 2017-07-05 |
RSI走弱 |
卖出 |
17.5 |
32000.0 |
¥56.0万 |
|
| 2017-07-14 |
RSI强势追入 |
买入 |
19.07906 |
29300.0 |
¥55.9万 |
|
| 2017-08-10 |
RSI走弱 |
卖出 |
19.150830000000006 |
29300.0 |
¥56.1万 |
|
| 2017-08-29 |
RSI强势追入 |
买入 |
22.542519999999996 |
24700.0 |
¥55.7万 |
|
| 2017-10-11 |
RSI走弱 |
卖出 |
21.6783 |
24700.0 |
¥53.5万 |
|
| 2018-01-25 |
RSI强势追入 |
买入 |
21.48146 |
25000.0 |
¥53.7万 |
|
| 2018-01-31 |
RSI走弱 |
卖出 |
19.64034 |
25000.0 |
¥49.1万 |
|
| 2018-11-05 |
RSI强势追入 |
买入 |
17.54753 |
27900.0 |
¥49.0万 |
|
| 2018-11-27 |
RSI走弱 |
卖出 |
16.65333 |
27900.0 |
¥46.4万 |
|
| 2019-02-11 |
RSI强势追入 |
买入 |
19.73972 |
23800.0 |
¥47.0万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
21.978 |
23800.0 |
¥52.3万 |
|
| 2019-06-21 |
RSI强势追入 |
买入 |
22.38236 |
23400.0 |
¥52.4万 |
|
| 2019-07-12 |
RSI走弱 |
卖出 |
20.5794 |
23400.0 |
¥48.1万 |
|
| 2019-12-17 |
RSI强势追入 |
买入 |
19.129109999999997 |
25100.0 |
¥48.0万 |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
19.380599999999998 |
25100.0 |
¥48.6万 |
|
| 2020-06-23 |
RSI强势追入 |
买入 |
19.3193 |
25100.0 |
¥48.5万 |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
20.62935 |
25100.0 |
¥51.8万 |
|
| 2021-09-07 |
RSI强势追入 |
买入 |
17.95794 |
28700.0 |
¥51.6万 |
|
| 2021-09-28 |
RSI走弱 |
卖出 |
17.21277 |
28700.0 |
¥49.4万 |
|
| 2022-06-16 |
RSI强势追入 |
买入 |
14.81 |
33500.0 |
¥49.6万 |
|
| 2022-07-04 |
RSI走弱 |
卖出 |
14.01597 |
33500.0 |
¥46.9万 |
|
| 2022-11-16 |
RSI强势追入 |
买入 |
13.123109999999999 |
35800.0 |
¥47.0万 |
|
| 2022-12-20 |
RSI走弱 |
卖出 |
12.69729 |
35800.0 |
¥45.4万 |
|
| 2023-04-06 |
RSI强势追入 |
买入 |
13.73372 |
33100.0 |
¥45.5万 |
|
| 2023-05-22 |
RSI走弱 |
卖出 |
14.02596 |
33100.0 |
¥46.4万 |
|
| 2023-07-26 |
RSI强势追入 |
买入 |
15.775759999999998 |
29500.0 |
¥46.6万 |
|
| 2023-08-22 |
RSI走弱 |
卖出 |
16.34364 |
29500.0 |
¥48.2万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
14.094079999999998 |
34100.0 |
¥48.1万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
17.5824 |
34100.0 |
¥59.9万 |
|
| 2025-07-09 |
RSI强势追入 |
买入 |
18.26825 |
32900.0 |
¥60.1万 |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
20.52945 |
32900.0 |
¥67.5万 |
|
| 2025-10-13 |
RSI强势追入 |
买入 |
22.53251 |
29000.0 |
¥65.4万 |
|
| 2025-11-04 |
RSI走弱 |
卖出 |
21.40857 |
29000.0 |
¥62.1万 |
|
| 2026-01-07 |
RSI强势追入 |
买入 |
25.59557 |
25000.0 |
¥64.0万 |
|
| 2026-01-16 |
RSI走弱 |
卖出 |
23.49648 |
25000.0 |
¥58.7万 |
|