601766 中国南车 — 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: ¥1.75M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +75.40%）
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 17 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 |
2015-01-28 |
2015-06-11 |
13.90417 |
26.59338 |
¥89.9万 |
+91.20% |
RSI走弱 |
| 2 |
2016-08-22 |
2016-09-02 |
9.702599906999998 |
9.16083 |
¥-10.6万 |
-5.61% |
RSI走弱 |
| 3 |
2016-11-23 |
2016-12-09 |
10.423536122999998 |
10.349639999999999 |
¥-1.3万 |
-0.74% |
RSI走弱 |
| 4 |
2017-10-27 |
2017-11-15 |
10.894147263999999 |
10.55943 |
¥-5.5万 |
-3.10% |
RSI走弱 |
| 5 |
2018-01-03 |
2018-01-16 |
12.766578824999998 |
11.75823 |
¥-13.6万 |
-7.93% |
RSI走弱 |
| 6 |
2018-12-14 |
2018-12-27 |
9.532378855999998 |
9.07092 |
¥-7.6万 |
-4.87% |
RSI走弱 |
| 7 |
2020-07-08 |
2020-07-17 |
6.20806186 |
5.94405 |
¥-6.4万 |
-4.28% |
RSI走弱 |
| 8 |
2021-01-08 |
2021-02-01 |
5.987775793999999 |
6.1938 |
¥4.8万 |
+3.41% |
RSI走弱 |
| 9 |
2021-08-30 |
2021-09-16 |
6.498438947 |
6.473520000000001 |
¥-6,049 |
-0.41% |
RSI走弱 |
| 10 |
2022-11-09 |
2022-12-16 |
5.2167745629999995 |
5.1948 |
¥-6,657 |
-0.45% |
RSI走弱 |
| 11 |
2023-02-02 |
2023-03-30 |
5.437060628999999 |
5.9240699999999995 |
¥13.2万 |
+8.92% |
RSI走弱 |
| 12 |
2023-04-06 |
2023-05-12 |
6.668659997999999 |
6.58341 |
¥-2.1万 |
-1.31% |
RSI走弱 |
| 13 |
2024-01-26 |
2024-05-06 |
5.687385703999999 |
7.07292 |
¥38.8万 |
+24.32% |
RSI走弱 |
| 14 |
2024-10-09 |
2024-11-13 |
8.60258 |
8.17182 |
¥-10.0万 |
-5.04% |
RSI走弱 |
| 15 |
2025-07-15 |
2025-08-01 |
7.489726244 |
7.38261 |
¥-2.7万 |
-1.46% |
RSI走弱 |
| 16 |
2026-07-21 |
2026-08-17 |
6.0378408089999995 |
5.87412 |
¥-5.1万 |
-2.74% |
RSI走弱 |
| 17 |
2026-10-15 |
2026-11-03 |
6.428347925999999 |
6.24375 |
¥-5.1万 |
-2.90% |
RSI走弱 |
逐笔成交记录（共 34 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-01-28 |
RSI强势追入 |
买入 |
13.9 |
70900.0 |
¥98.6万 |
|
| 2015-06-11 |
RSI走弱 |
卖出 |
26.59338 |
70900.0 |
¥1.88M |
|
| 2016-08-22 |
RSI强势追入 |
买入 |
9.699689999999999 |
194700.0 |
¥1.89M |
|
| 2016-09-02 |
RSI走弱 |
卖出 |
9.16083 |
194700.0 |
¥1.78M |
|
| 2016-11-23 |
RSI强势追入 |
买入 |
10.420409999999999 |
171500.0 |
¥1.79M |
|
| 2016-12-09 |
RSI走弱 |
卖出 |
10.349639999999999 |
171500.0 |
¥1.77M |
|
| 2017-10-27 |
RSI强势追入 |
买入 |
10.89088 |
161500.0 |
¥1.76M |
|
| 2017-11-15 |
RSI走弱 |
卖出 |
10.55943 |
161500.0 |
¥1.70M |
|
| 2018-01-03 |
RSI强势追入 |
买入 |
12.762749999999999 |
134800.0 |
¥1.72M |
|
| 2018-01-16 |
RSI走弱 |
卖出 |
11.75823 |
134800.0 |
¥1.58M |
|
| 2018-12-14 |
RSI强势追入 |
买入 |
9.529519999999998 |
164600.0 |
¥1.57M |
|
| 2018-12-27 |
RSI走弱 |
卖出 |
9.07092 |
164600.0 |
¥1.49M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
6.2062 |
241900.0 |
¥1.50M |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
5.94405 |
241900.0 |
¥1.44M |
|
| 2021-01-08 |
RSI强势追入 |
买入 |
5.98598 |
235000.0 |
¥1.41M |
|
| 2021-02-01 |
RSI走弱 |
卖出 |
6.1938 |
235000.0 |
¥1.46M |
|
| 2021-08-30 |
RSI强势追入 |
买入 |
6.49649 |
225200.0 |
¥1.46M |
|
| 2021-09-16 |
RSI走弱 |
卖出 |
6.473520000000001 |
225200.0 |
¥1.46M |
|
| 2022-11-09 |
RSI强势追入 |
买入 |
5.215209999999999 |
282900.0 |
¥1.48M |
|
| 2022-12-16 |
RSI走弱 |
卖出 |
5.1948 |
282900.0 |
¥1.47M |
|
| 2023-02-02 |
RSI强势追入 |
买入 |
5.435429999999999 |
272800.0 |
¥1.48M |
|
| 2023-03-30 |
RSI走弱 |
卖出 |
5.9240699999999995 |
272800.0 |
¥1.62M |
|
| 2023-04-06 |
RSI强势追入 |
买入 |
6.666659999999999 |
239300.0 |
¥1.60M |
|
| 2023-05-12 |
RSI走弱 |
卖出 |
6.58341 |
239300.0 |
¥1.57M |
|
| 2024-01-26 |
RSI强势追入 |
买入 |
5.685679999999999 |
280300.0 |
¥1.59M |
|
| 2024-05-06 |
RSI走弱 |
卖出 |
7.07292 |
280300.0 |
¥1.98M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
8.6 |
229700.0 |
¥1.98M |
|
| 2024-11-13 |
RSI走弱 |
卖出 |
8.17182 |
229700.0 |
¥1.88M |
|
| 2025-07-15 |
RSI强势追入 |
买入 |
7.48748 |
249600.0 |
¥1.87M |
|
| 2025-08-01 |
RSI走弱 |
卖出 |
7.38261 |
249600.0 |
¥1.84M |
|
| 2026-07-21 |
RSI强势追入 |
买入 |
6.036029999999999 |
306700.0 |
¥1.85M |
|
| 2026-08-17 |
RSI走弱 |
卖出 |
5.87412 |
306700.0 |
¥1.80M |
|
| 2026-10-15 |
RSI强势追入 |
买入 |
6.426419999999999 |
274600.0 |
¥1.77M |
|
| 2026-11-03 |
RSI走弱 |
卖出 |
6.24375 |
274600.0 |
¥1.71M |
|