601788 光大证券 — 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: ¥1.17M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +16.68%）
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 15 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 |
2015-04-03 |
2015-05-06 |
29.448241822999996 |
32.51745 |
¥10.2万 |
+10.39% |
RSI走弱 |
| 2 |
2015-11-06 |
2015-11-30 |
22.168788641999996 |
22.177799999999994 |
¥116 |
+0.01% |
RSI走弱 |
| 3 |
2016-11-15 |
2016-12-06 |
17.903249364 |
16.992990000000002 |
¥-5.6万 |
-5.11% |
RSI走弱 |
| 4 |
2017-06-01 |
2017-06-13 |
15.369959604999998 |
14.935049999999999 |
¥-3.0万 |
-2.86% |
RSI走弱 |
| 5 |
2018-01-25 |
2018-02-07 |
15.169699544999999 |
14.14584 |
¥-6.8万 |
-6.78% |
RSI走弱 |
| 6 |
2019-02-20 |
2019-03-26 |
11.224576363 |
12.847139999999998 |
¥13.6万 |
+14.42% |
RSI走弱 |
| 7 |
2019-09-17 |
2019-09-27 |
12.215863659999997 |
11.53 |
¥-6.1万 |
-5.64% |
RSI走弱 |
| 8 |
2019-12-18 |
2020-01-22 |
12.526266753 |
12.617370000000001 |
¥7,090 |
+0.70% |
RSI走弱 |
| 9 |
2020-07-02 |
2020-08-10 |
17.172300144999998 |
21.85812 |
¥27.7万 |
+27.25% |
RSI走弱 |
| 10 |
2022-06-13 |
2022-07-11 |
15.700388703999996 |
14.935049999999999 |
¥-6.4万 |
-4.90% |
RSI走弱 |
| 11 |
2022-11-16 |
2022-12-13 |
16.911962066999997 |
15.46 |
¥-10.6万 |
-8.61% |
RSI走弱 |
| 12 |
2023-05-10 |
2023-05-24 |
17.255174999999998 |
15.984 |
¥-8.3万 |
-7.39% |
RSI走弱 |
| 13 |
2024-09-26 |
2024-12-17 |
15.510141646999998 |
19.180799999999998 |
¥24.6万 |
+23.63% |
RSI走弱 |
| 14 |
2025-06-05 |
2025-06-20 |
17.723015309999997 |
17.16282 |
¥-4.1万 |
-3.19% |
RSI走弱 |
| 15 |
2025-08-26 |
2025-09-04 |
20.636799182999997 |
19.12086 |
¥-9.3万 |
-7.37% |
RSI走弱 |
逐笔成交记录（共 30 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-03 |
RSI强势追入 |
买入 |
29.439409999999995 |
33300.0 |
¥98.1万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
32.51745 |
33300.0 |
¥1.08M |
|
| 2015-11-06 |
RSI强势追入 |
买入 |
22.162139999999997 |
49200.0 |
¥1.09M |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
22.177799999999994 |
49200.0 |
¥1.09M |
|
| 2016-11-15 |
RSI强势追入 |
买入 |
17.89788 |
61000.0 |
¥1.09M |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
16.992990000000002 |
61000.0 |
¥1.04M |
|
| 2017-06-01 |
RSI强势追入 |
买入 |
15.365349999999998 |
67400.0 |
¥1.04M |
|
| 2017-06-13 |
RSI走弱 |
卖出 |
14.935049999999999 |
67400.0 |
¥1.01M |
|
| 2018-01-25 |
RSI强势追入 |
买入 |
15.165149999999999 |
66600.0 |
¥1.01M |
|
| 2018-02-07 |
RSI走弱 |
卖出 |
14.14584 |
66600.0 |
¥94.2万 |
|
| 2019-02-20 |
RSI强势追入 |
买入 |
11.22121 |
84200.0 |
¥94.5万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
12.847139999999998 |
84200.0 |
¥1.08M |
|
| 2019-09-17 |
RSI强势追入 |
买入 |
12.2122 |
88000.0 |
¥1.07M |
|
| 2019-09-27 |
RSI走弱 |
卖出 |
11.53 |
88000.0 |
¥1.01M |
|
| 2019-12-18 |
RSI强势追入 |
买入 |
12.522509999999999 |
81200.0 |
¥1.02M |
|
| 2020-01-22 |
RSI走弱 |
卖出 |
12.617370000000001 |
81200.0 |
¥1.02M |
|
| 2020-07-02 |
RSI强势追入 |
买入 |
17.167149999999996 |
59100.0 |
¥1.01M |
|
| 2020-08-10 |
RSI走弱 |
卖出 |
21.85812 |
59100.0 |
¥1.29M |
|
| 2022-06-13 |
RSI强势追入 |
买入 |
15.695679999999996 |
83000.0 |
¥1.30M |
|
| 2022-07-11 |
RSI走弱 |
卖出 |
14.935049999999999 |
83000.0 |
¥1.24M |
|
| 2022-11-16 |
RSI强势追入 |
买入 |
16.906889999999997 |
73000.0 |
¥1.23M |
|
| 2022-12-13 |
RSI走弱 |
卖出 |
15.46 |
73000.0 |
¥1.13M |
|
| 2023-05-10 |
RSI强势追入 |
买入 |
17.25 |
65200.0 |
¥1.13M |
|
| 2023-05-24 |
RSI走弱 |
卖出 |
15.984 |
65200.0 |
¥1.04M |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
15.505489999999998 |
67200.0 |
¥1.04M |
|
| 2024-12-17 |
RSI走弱 |
卖出 |
19.180799999999998 |
67200.0 |
¥1.29M |
|
| 2025-06-05 |
RSI强势追入 |
买入 |
17.717699999999997 |
72400.0 |
¥1.28M |
|
| 2025-06-20 |
RSI走弱 |
卖出 |
17.16282 |
72400.0 |
¥1.24M |
|
| 2025-08-26 |
RSI强势追入 |
买入 |
20.630609999999997 |
60800.0 |
¥1.25M |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
19.12086 |
60800.0 |
¥1.16M |
|