601800 中国交建 — 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: ¥56.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -43.39%）
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 |
2015-04-02 |
2015-05-07 |
18.32379549 |
18.611369999999997 |
¥1.5万 |
+1.54% |
RSI走弱 |
| 2 |
2015-11-06 |
2015-11-30 |
16.22106486 |
14.085899999999999 |
¥-13.0万 |
-13.19% |
RSI走弱 |
| 3 |
2016-08-16 |
2016-09-06 |
11.725226513 |
11.538450000000001 |
¥-1.4万 |
-1.62% |
RSI走弱 |
| 4 |
2016-10-19 |
2016-12-06 |
13.016903899999999 |
14.2 |
¥7.8万 |
+9.06% |
RSI走弱 |
| 5 |
2017-02-13 |
2017-03-07 |
17.923275369999995 |
17.082900000000002 |
¥-4.5万 |
-4.72% |
RSI走弱 |
| 6 |
2017-03-22 |
2017-04-17 |
18.544081556 |
17.96202 |
¥-2.8万 |
-3.17% |
RSI走弱 |
| 7 |
2018-07-26 |
2018-08-20 |
13.377372007999998 |
12.687299999999999 |
¥-4.5万 |
-5.19% |
RSI走弱 |
| 8 |
2019-02-26 |
2019-03-28 |
12.235889666 |
12.0879 |
¥-1.0万 |
-1.24% |
RSI走弱 |
| 9 |
2019-04-09 |
2019-04-24 |
14.068269215 |
13.3866 |
¥-4.0万 |
-4.87% |
RSI走弱 |
| 10 |
2020-03-04 |
2020-03-17 |
9.862807955 |
9.04095 |
¥-6.4万 |
-8.36% |
RSI走弱 |
| 11 |
2020-07-09 |
2020-07-17 |
8.711312609999998 |
8.07192 |
¥-5.3万 |
-7.37% |
RSI走弱 |
| 12 |
2021-09-06 |
2021-09-28 |
8.671260598 |
8.24 |
¥-3.3万 |
-5.00% |
RSI走弱 |
| 13 |
2021-12-21 |
2022-01-17 |
8.390896514 |
8.34165 |
¥-3,840 |
-0.62% |
RSI走弱 |
| 14 |
2022-02-11 |
2022-02-25 |
10.723926213000002 |
9.98001 |
¥-4.3万 |
-6.96% |
RSI走弱 |
| 15 |
2022-11-24 |
2022-12-20 |
8.591156574 |
8.30169 |
¥-2.0万 |
-3.40% |
RSI走弱 |
| 16 |
2023-03-03 |
2023-03-30 |
10.163198044999998 |
10.419569999999998 |
¥1.4万 |
+2.49% |
RSI走弱 |
| 17 |
2024-01-29 |
2024-03-08 |
8.511052549999999 |
8.24175 |
¥-1.8万 |
-3.19% |
RSI走弱 |
| 18 |
2024-04-17 |
2024-05-06 |
9.211962759999997 |
8.93 |
¥-1.7万 |
-3.09% |
RSI走弱 |
| 19 |
2024-10-09 |
2024-11-25 |
9.962988000000001 |
10.39959 |
¥2.3万 |
+4.35% |
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 |
|---|
| 2015-04-02 |
RSI强势追入 |
买入 |
18.318299999999997 |
53300.0 |
¥97.7万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
18.611369999999997 |
53300.0 |
¥99.2万 |
|
| 2015-11-06 |
RSI强势追入 |
买入 |
16.216199999999997 |
60600.0 |
¥98.3万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
14.085899999999999 |
60600.0 |
¥85.3万 |
|
| 2016-08-16 |
RSI强势追入 |
买入 |
11.72171 |
74900.0 |
¥87.8万 |
|
| 2016-09-06 |
RSI走弱 |
卖出 |
11.538450000000001 |
74900.0 |
¥86.4万 |
|
| 2016-10-19 |
RSI强势追入 |
买入 |
13.012999999999998 |
66000.0 |
¥85.9万 |
|
| 2016-12-06 |
RSI走弱 |
卖出 |
14.2 |
66000.0 |
¥93.7万 |
|
| 2017-02-13 |
RSI强势追入 |
买入 |
17.917899999999996 |
52800.0 |
¥94.6万 |
|
| 2017-03-07 |
RSI走弱 |
卖出 |
17.082900000000002 |
52800.0 |
¥90.2万 |
|
| 2017-03-22 |
RSI强势追入 |
买入 |
18.53852 |
48100.0 |
¥89.2万 |
|
| 2017-04-17 |
RSI走弱 |
卖出 |
17.96202 |
48100.0 |
¥86.4万 |
|
| 2018-07-26 |
RSI强势追入 |
买入 |
13.373359999999998 |
65300.0 |
¥87.4万 |
|
| 2018-08-20 |
RSI走弱 |
卖出 |
12.687299999999999 |
65300.0 |
¥82.8万 |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
12.23222 |
67700.0 |
¥82.8万 |
|
| 2019-03-28 |
RSI走弱 |
卖出 |
12.0879 |
67700.0 |
¥81.8万 |
|
| 2019-04-09 |
RSI强势追入 |
买入 |
14.06405 |
57900.0 |
¥81.5万 |
|
| 2019-04-24 |
RSI走弱 |
卖出 |
13.3866 |
57900.0 |
¥77.5万 |
|
| 2020-03-04 |
RSI强势追入 |
买入 |
9.859849999999998 |
77400.0 |
¥76.3万 |
|
| 2020-03-17 |
RSI走弱 |
卖出 |
9.04095 |
77400.0 |
¥70.0万 |
|
| 2020-07-09 |
RSI强势追入 |
买入 |
8.708699999999999 |
82200.0 |
¥71.6万 |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
8.07192 |
82200.0 |
¥66.3万 |
|
| 2021-09-06 |
RSI强势追入 |
买入 |
8.66866 |
76400.0 |
¥66.2万 |
|
| 2021-09-28 |
RSI走弱 |
卖出 |
8.24 |
76400.0 |
¥62.9万 |
|
| 2021-12-21 |
RSI强势追入 |
买入 |
8.38838 |
74200.0 |
¥62.3万 |
|
| 2022-01-17 |
RSI走弱 |
卖出 |
8.34165 |
74200.0 |
¥61.9万 |
|
| 2022-02-11 |
RSI强势追入 |
买入 |
10.72071 |
57500.0 |
¥61.7万 |
|
| 2022-02-25 |
RSI走弱 |
卖出 |
9.98001 |
57500.0 |
¥57.4万 |
|
| 2022-11-24 |
RSI强势追入 |
买入 |
8.588579999999999 |
67800.0 |
¥58.2万 |
|
| 2022-12-20 |
RSI走弱 |
卖出 |
8.30169 |
67800.0 |
¥56.3万 |
|
| 2023-03-03 |
RSI强势追入 |
买入 |
10.16015 |
55400.0 |
¥56.3万 |
|
| 2023-03-30 |
RSI走弱 |
卖出 |
10.419569999999998 |
55400.0 |
¥57.7万 |
|
| 2024-01-29 |
RSI强势追入 |
买入 |
8.5085 |
67700.0 |
¥57.6万 |
|
| 2024-03-08 |
RSI走弱 |
卖出 |
8.24175 |
67700.0 |
¥55.8万 |
|
| 2024-04-17 |
RSI强势追入 |
买入 |
9.209199999999997 |
59000.0 |
¥54.4万 |
|
| 2024-05-06 |
RSI走弱 |
卖出 |
8.93 |
59000.0 |
¥52.7万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
9.96 |
52600.0 |
¥52.4万 |
|
| 2024-11-25 |
RSI走弱 |
卖出 |
10.39959 |
52600.0 |
¥54.7万 |
|