601818 光大银行 — 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: ¥74.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -25.41%）
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 20 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 |
2015-03-19 |
2015-05-06 |
4.766189427999999 |
5.264729999999999 |
¥10.2万 |
+10.43% |
RSI走弱 |
| 2 |
2015-11-10 |
2015-11-30 |
4.605981379999999 |
4.20579 |
¥-9.3万 |
-8.72% |
RSI走弱 |
| 3 |
2016-07-04 |
2016-08-30 |
3.8049411399999995 |
3.88611 |
¥2.1万 |
+2.10% |
RSI走弱 |
| 4 |
2016-11-29 |
2016-12-16 |
4.135370239 |
3.9860100000000003 |
¥-3.7万 |
-3.64% |
RSI走弱 |
| 5 |
2017-02-17 |
2017-03-10 |
4.1654092480000005 |
4.11588 |
¥-1.2万 |
-1.22% |
RSI走弱 |
| 6 |
2017-07-18 |
2017-08-10 |
4.315604292999999 |
4.12587 |
¥-4.3万 |
-4.43% |
RSI走弱 |
| 7 |
2017-11-23 |
2017-12-13 |
4.215474263 |
4.11588 |
¥-2.2万 |
-2.39% |
RSI走弱 |
| 8 |
2018-01-18 |
2018-02-09 |
4.285565284 |
4.41558 |
¥2.8万 |
+3.00% |
RSI走弱 |
| 9 |
2018-09-25 |
2018-10-12 |
3.905071169999999 |
3.73626 |
¥-4.1万 |
-4.35% |
RSI走弱 |
| 10 |
2019-02-26 |
2019-03-14 |
4.255526275 |
4.16583 |
¥-1.9万 |
-2.14% |
RSI走弱 |
| 11 |
2019-09-16 |
2019-11-12 |
3.9851751939999995 |
4.33566 |
¥7.7万 |
+8.76% |
RSI走弱 |
| 12 |
2020-06-03 |
2020-06-15 |
3.8850451639999997 |
3.73626 |
¥-3.7万 |
-3.86% |
RSI走弱 |
| 13 |
2020-07-08 |
2020-07-16 |
4.355656304999999 |
3.95604 |
¥-8.3万 |
-9.20% |
RSI走弱 |
| 14 |
2020-10-20 |
2020-10-30 |
4.0452532119999995 |
3.9 |
¥-3.0万 |
-3.62% |
RSI走弱 |
| 15 |
2022-11-28 |
2022-12-26 |
2.933809879 |
3.0069899999999996 |
¥2.0万 |
+2.46% |
RSI走弱 |
| 16 |
2023-04-21 |
2023-05-23 |
3.1941479569999993 |
3.26673 |
¥1.9万 |
+2.24% |
RSI走弱 |
| 17 |
2024-01-26 |
2024-03-29 |
3.0739919209999997 |
3.07692 |
¥552 |
+0.07% |
RSI走弱 |
| 18 |
2024-07-19 |
2024-07-25 |
3.371011 |
3.17682 |
¥-4.9万 |
-5.79% |
RSI走弱 |
| 19 |
2024-10-09 |
2024-10-31 |
3.644733091999999 |
3.39 |
¥-5.6万 |
-7.02% |
RSI走弱 |
| 20 |
2025-06-24 |
2025-07-23 |
4.225487265999999 |
4.23576 |
¥1,578 |
+0.21% |
RSI走弱 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
RSI强势追入 |
买入 |
4.764759999999999 |
205900.0 |
¥98.1万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
5.264729999999999 |
205900.0 |
¥1.08M |
|
| 2015-11-10 |
RSI强势追入 |
买入 |
4.604599999999999 |
231300.0 |
¥1.07M |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
4.20579 |
231300.0 |
¥97.3万 |
|
| 2016-07-04 |
RSI强势追入 |
买入 |
3.8037999999999994 |
264000.0 |
¥1.00M |
|
| 2016-08-30 |
RSI走弱 |
卖出 |
3.88611 |
264000.0 |
¥1.03M |
|
| 2016-11-29 |
RSI强势追入 |
买入 |
4.13413 |
247500.0 |
¥1.02M |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
3.9860100000000003 |
247500.0 |
¥98.6万 |
|
| 2017-02-17 |
RSI强势追入 |
买入 |
4.16416 |
237900.0 |
¥99.1万 |
|
| 2017-03-10 |
RSI走弱 |
卖出 |
4.11588 |
237900.0 |
¥97.9万 |
|
| 2017-07-18 |
RSI强势追入 |
买入 |
4.314309999999999 |
225800.0 |
¥97.4万 |
|
| 2017-08-10 |
RSI走弱 |
卖出 |
4.12587 |
225800.0 |
¥93.1万 |
|
| 2017-11-23 |
RSI强势追入 |
买入 |
4.21421 |
221000.0 |
¥93.2万 |
|
| 2017-12-13 |
RSI走弱 |
卖出 |
4.11588 |
221000.0 |
¥90.9万 |
|
| 2018-01-18 |
RSI强势追入 |
买入 |
4.28428 |
213700.0 |
¥91.6万 |
|
| 2018-02-09 |
RSI走弱 |
卖出 |
4.41558 |
213700.0 |
¥94.3万 |
|
| 2018-09-25 |
RSI强势追入 |
买入 |
3.9038999999999993 |
239200.0 |
¥93.4万 |
|
| 2018-10-12 |
RSI走弱 |
卖出 |
3.73626 |
239200.0 |
¥89.3万 |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
4.25425 |
209700.0 |
¥89.2万 |
|
| 2019-03-14 |
RSI走弱 |
卖出 |
4.16583 |
209700.0 |
¥87.3万 |
|
| 2019-09-16 |
RSI强势追入 |
买入 |
3.9839799999999994 |
220700.0 |
¥88.0万 |
|
| 2019-11-12 |
RSI走弱 |
卖出 |
4.33566 |
220700.0 |
¥95.7万 |
|
| 2020-06-03 |
RSI强势追入 |
买入 |
3.8838799999999996 |
246700.0 |
¥95.8万 |
|
| 2020-06-15 |
RSI走弱 |
卖出 |
3.73626 |
246700.0 |
¥92.1万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
4.354349999999999 |
207300.0 |
¥90.3万 |
|
| 2020-07-16 |
RSI走弱 |
卖出 |
3.95604 |
207300.0 |
¥82.0万 |
|
| 2020-10-20 |
RSI强势追入 |
买入 |
4.04404 |
206800.0 |
¥83.7万 |
|
| 2020-10-30 |
RSI走弱 |
卖出 |
3.9 |
206800.0 |
¥80.6万 |
|
| 2022-11-28 |
RSI强势追入 |
买入 |
2.93293 |
272800.0 |
¥80.0万 |
|
| 2022-12-26 |
RSI走弱 |
卖出 |
3.0069899999999996 |
272800.0 |
¥82.0万 |
|
| 2023-04-21 |
RSI强势追入 |
买入 |
3.1931899999999995 |
259300.0 |
¥82.8万 |
|
| 2023-05-23 |
RSI走弱 |
卖出 |
3.26673 |
259300.0 |
¥84.7万 |
|
| 2024-01-26 |
RSI强势追入 |
买入 |
3.0730699999999995 |
275500.0 |
¥84.7万 |
|
| 2024-03-29 |
RSI走弱 |
卖出 |
3.07692 |
275500.0 |
¥84.7万 |
|
| 2024-07-19 |
RSI强势追入 |
买入 |
3.37 |
251100.0 |
¥84.6万 |
|
| 2024-07-25 |
RSI走弱 |
卖出 |
3.17682 |
251100.0 |
¥79.7万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
3.643639999999999 |
218500.0 |
¥79.6万 |
|
| 2024-10-31 |
RSI走弱 |
卖出 |
3.39 |
218500.0 |
¥74.0万 |
|
| 2025-06-24 |
RSI强势追入 |
买入 |
4.224219999999999 |
175300.0 |
¥74.1万 |
|
| 2025-07-23 |
RSI走弱 |
卖出 |
4.23576 |
175300.0 |
¥74.2万 |
|