601857 中国石油 — 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: ¥1.07M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +6.78%）
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 |
2015-04-20 |
2015-05-07 |
13.217163959999997 |
12.587399999999999 |
¥-4.7万 |
-4.79% |
RSI走弱 |
| 2 |
2016-09-01 |
2016-09-13 |
7.529778255999999 |
7.292700000000001 |
¥-3.0万 |
-3.18% |
RSI走弱 |
| 3 |
2016-11-23 |
2017-02-17 |
7.619895282999999 |
8.2917 |
¥8.0万 |
+8.78% |
RSI走弱 |
| 4 |
2017-07-18 |
2017-08-14 |
8.060467415 |
7.932060000000001 |
¥-1.6万 |
-1.62% |
RSI走弱 |
| 5 |
2017-10-20 |
2017-11-16 |
8.220675463 |
8.131860000000001 |
¥-1.1万 |
-1.11% |
RSI走弱 |
| 6 |
2018-01-05 |
2018-02-07 |
8.541091558999998 |
8.941049999999999 |
¥4.5万 |
+4.65% |
RSI走弱 |
| 7 |
2018-05-21 |
2018-05-31 |
8.450974531999996 |
7.92207 |
¥-6.4万 |
-6.29% |
RSI走弱 |
| 8 |
2018-09-17 |
2018-10-19 |
8.661247594999999 |
8.131860000000001 |
¥-5.9万 |
-6.14% |
RSI走弱 |
| 9 |
2019-02-26 |
2019-03-26 |
7.810142339999999 |
7.62237 |
¥-2.2万 |
-2.43% |
RSI走弱 |
| 10 |
2020-01-07 |
2020-01-16 |
6.171851 |
5.87412 |
¥-4.2万 |
-4.85% |
RSI走弱 |
| 11 |
2020-07-08 |
2020-07-17 |
4.676072400999999 |
4.3956 |
¥-5.0万 |
-6.03% |
RSI走弱 |
| 12 |
2021-02-19 |
2021-03-22 |
4.345643301999999 |
4.305689999999999 |
¥-7,370 |
-0.95% |
RSI走弱 |
| 13 |
2021-05-11 |
2021-07-09 |
4.555916364999999 |
5.0149799999999995 |
¥7.7万 |
+10.04% |
RSI走弱 |
| 14 |
2021-09-06 |
2021-10-25 |
5.036540509 |
5.754239999999999 |
¥12.1万 |
+14.22% |
RSI走弱 |
| 15 |
2022-01-14 |
2022-01-24 |
5.461638 |
5.1948 |
¥-4.8万 |
-4.91% |
RSI走弱 |
| 16 |
2022-06-15 |
2022-06-21 |
6.188035854 |
5.4445500000000004 |
¥-11.1万 |
-12.04% |
RSI走弱 |
| 17 |
2023-03-03 |
2023-05-25 |
5.376982611 |
7.192800000000001 |
¥27.6万 |
+33.73% |
RSI走弱 |
| 18 |
2024-01-05 |
2024-01-22 |
7.399609216999999 |
7.13286 |
¥-3.9万 |
-3.63% |
RSI走弱 |
| 19 |
2024-01-29 |
2024-05-07 |
8.400909516999999 |
9.950040000000001 |
¥19.1万 |
+18.40% |
RSI走弱 |
| 20 |
2024-12-26 |
2025-01-21 |
9.022706 |
8.521469999999999 |
¥-6.9万 |
-5.58% |
RSI走弱 |
| 21 |
2025-06-11 |
2025-06-26 |
8.741351619 |
8.68131 |
¥-8,413 |
-0.72% |
RSI走弱 |
| 22 |
2025-10-24 |
2025-12-11 |
9.171910747999998 |
9.620370000000001 |
¥5.6万 |
+4.86% |
RSI走弱 |
| 23 |
2026-01-05 |
2026-01-09 |
10.413122999999999 |
9.97002 |
¥-5.2万 |
-4.28% |
RSI走弱 |
| 24 |
2026-03-05 |
2026-03-26 |
12.666448794999997 |
11.6883 |
¥-8.6万 |
-7.75% |
RSI走弱 |
| 25 |
2026-07-21 |
2026-08-14 |
10.864108255 |
10.469520000000001 |
¥-3.9万 |
-3.66% |
RSI走弱 |
| 26 |
2026-10-14 |
2026-11-06 |
12.265928674999998 |
12.527459999999998 |
¥2.2万 |
+2.10% |
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 |
|---|
| 2015-04-20 |
RSI强势追入 |
买入 |
13.213199999999997 |
74400.0 |
¥98.3万 |
|
| 2015-05-07 |
RSI走弱 |
卖出 |
12.587399999999999 |
74400.0 |
¥93.6万 |
|
| 2016-09-01 |
RSI强势追入 |
买入 |
7.527519999999999 |
125900.0 |
¥94.8万 |
|
| 2016-09-13 |
RSI走弱 |
卖出 |
7.292700000000001 |
125900.0 |
¥91.8万 |
|
| 2016-11-23 |
RSI强势追入 |
买入 |
7.617609999999999 |
119900.0 |
¥91.4万 |
|
| 2017-02-17 |
RSI走弱 |
卖出 |
8.2917 |
119900.0 |
¥99.4万 |
|
| 2017-07-18 |
RSI强势追入 |
买入 |
8.05805 |
122900.0 |
¥99.1万 |
|
| 2017-08-14 |
RSI走弱 |
卖出 |
7.932060000000001 |
122900.0 |
¥97.5万 |
|
| 2017-10-20 |
RSI强势追入 |
买入 |
8.21821 |
118900.0 |
¥97.7万 |
|
| 2017-11-16 |
RSI走弱 |
卖出 |
8.131860000000001 |
118900.0 |
¥96.7万 |
|
| 2018-01-05 |
RSI强势追入 |
买入 |
8.538529999999998 |
113700.0 |
¥97.1万 |
|
| 2018-02-07 |
RSI走弱 |
卖出 |
8.941049999999999 |
113700.0 |
¥1.02M |
|
| 2018-05-21 |
RSI强势追入 |
买入 |
8.448439999999998 |
119800.0 |
¥1.01M |
|
| 2018-05-31 |
RSI走弱 |
卖出 |
7.92207 |
119800.0 |
¥94.9万 |
|
| 2018-09-17 |
RSI强势追入 |
买入 |
8.65865 |
110200.0 |
¥95.4万 |
|
| 2018-10-19 |
RSI走弱 |
卖出 |
8.131860000000001 |
110200.0 |
¥89.6万 |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
7.8077999999999985 |
114100.0 |
¥89.1万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
7.62237 |
114100.0 |
¥86.9万 |
|
| 2020-01-07 |
RSI强势追入 |
买入 |
6.17 |
140300.0 |
¥86.6万 |
|
| 2020-01-16 |
RSI走弱 |
卖出 |
5.87412 |
140300.0 |
¥82.4万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
4.674669999999999 |
177100.0 |
¥82.8万 |
|
| 2020-07-17 |
RSI走弱 |
卖出 |
4.3956 |
177100.0 |
¥77.8万 |
|
| 2021-02-19 |
RSI强势追入 |
买入 |
4.344339999999999 |
178700.0 |
¥77.7万 |
|
| 2021-03-22 |
RSI走弱 |
卖出 |
4.305689999999999 |
178700.0 |
¥76.9万 |
|
| 2021-05-11 |
RSI强势追入 |
买入 |
4.554549999999999 |
169300.0 |
¥77.1万 |
|
| 2021-07-09 |
RSI走弱 |
卖出 |
5.0149799999999995 |
169300.0 |
¥84.9万 |
|
| 2021-09-06 |
RSI强势追入 |
买入 |
5.03503 |
168800.0 |
¥85.0万 |
|
| 2021-10-25 |
RSI走弱 |
卖出 |
5.754239999999999 |
168800.0 |
¥97.1万 |
|
| 2022-01-14 |
RSI强势追入 |
买入 |
5.46 |
177500.0 |
¥96.9万 |
|
| 2022-01-24 |
RSI走弱 |
卖出 |
5.1948 |
177500.0 |
¥92.2万 |
|
| 2022-06-15 |
RSI强势追入 |
买入 |
6.186179999999999 |
149000.0 |
¥92.2万 |
|
| 2022-06-21 |
RSI走弱 |
卖出 |
5.4445500000000004 |
149000.0 |
¥81.1万 |
|
| 2023-03-03 |
RSI强势追入 |
买入 |
5.375369999999999 |
152000.0 |
¥81.7万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
7.192800000000001 |
152000.0 |
¥1.09M |
|
| 2024-01-05 |
RSI强势追入 |
买入 |
7.397389999999999 |
146600.0 |
¥1.08M |
|
| 2024-01-22 |
RSI走弱 |
卖出 |
7.13286 |
146600.0 |
¥1.05M |
|
| 2024-01-29 |
RSI强势追入 |
买入 |
8.39839 |
123500.0 |
¥1.04M |
|
| 2024-05-07 |
RSI走弱 |
卖出 |
9.950040000000001 |
123500.0 |
¥1.23M |
|
| 2024-12-26 |
RSI强势追入 |
买入 |
9.02 |
137500.0 |
¥1.24M |
|
| 2025-01-21 |
RSI走弱 |
卖出 |
8.521469999999999 |
137500.0 |
¥1.17M |
|
| 2025-06-11 |
RSI强势追入 |
买入 |
8.73873 |
134300.0 |
¥1.17M |
|
| 2025-06-26 |
RSI走弱 |
卖出 |
8.68131 |
134300.0 |
¥1.17M |
|
| 2025-10-24 |
RSI强势追入 |
买入 |
9.16916 |
126700.0 |
¥1.16M |
|
| 2025-12-11 |
RSI走弱 |
卖出 |
9.620370000000001 |
126700.0 |
¥1.22M |
|
| 2026-01-05 |
RSI强势追入 |
买入 |
10.41 |
117100.0 |
¥1.22M |
|
| 2026-01-09 |
RSI走弱 |
卖出 |
9.97002 |
117100.0 |
¥1.17M |
|
| 2026-03-05 |
RSI强势追入 |
买入 |
12.662649999999998 |
88100.0 |
¥1.12M |
|
| 2026-03-26 |
RSI走弱 |
卖出 |
11.6883 |
88100.0 |
¥1.03M |
|
| 2026-07-21 |
RSI强势追入 |
买入 |
10.86085 |
98200.0 |
¥1.07M |
|
| 2026-08-14 |
RSI走弱 |
卖出 |
10.469520000000001 |
98200.0 |
¥1.03M |
|
| 2026-10-14 |
RSI强势追入 |
买入 |
12.262249999999998 |
85000.0 |
¥1.04M |
|
| 2026-11-06 |
RSI走弱 |
卖出 |
12.527459999999998 |
85000.0 |
¥1.06M |
|