601872 招商轮船 — 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: ¥1.26M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +26.18%）
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 22 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 |
2015-05-08 |
7.009102099999999 |
8.451540000000001 |
¥20.0万 |
+20.54% |
RSI走弱 |
| 2 |
2016-10-25 |
2016-11-03 |
5.6873857039999995 |
5.25474 |
¥-9.1万 |
-7.63% |
RSI走弱 |
| 3 |
2017-03-31 |
2017-04-18 |
5.567229667999999 |
5.32467 |
¥-4.8万 |
-4.39% |
RSI走弱 |
| 4 |
2018-05-22 |
2018-05-31 |
4.225487265999999 |
3.87612 |
¥-8.7万 |
-8.30% |
RSI走弱 |
| 5 |
2018-09-26 |
2018-10-22 |
3.624707086 |
3.63 |
¥1,121 |
+0.12% |
RSI走弱 |
| 6 |
2018-12-04 |
2018-12-18 |
4.315604292999999 |
3.9360600000000003 |
¥-8.5万 |
-8.82% |
RSI走弱 |
| 7 |
2019-02-27 |
2019-03-27 |
4.6260073859999995 |
4.5954 |
¥-6,087 |
-0.69% |
RSI走弱 |
| 8 |
2019-08-23 |
2019-10-31 |
4.636020389 |
5.3946000000000005 |
¥14.4万 |
+16.33% |
RSI走弱 |
| 9 |
2019-12-17 |
2020-01-15 |
7.099219126999999 |
7.20279 |
¥1.5万 |
+1.43% |
RSI走弱 |
| 10 |
2020-07-08 |
2020-07-27 |
7.052115000000001 |
6.1938 |
¥-12.6万 |
-12.20% |
RSI走弱 |
| 11 |
2021-09-07 |
2021-10-13 |
4.646033392 |
4.90509 |
¥5.0万 |
+5.54% |
RSI走弱 |
| 12 |
2022-02-24 |
2022-03-10 |
4.6059813799999985 |
4.36563 |
¥-5.0万 |
-5.25% |
RSI走弱 |
| 13 |
2022-04-06 |
2022-04-27 |
4.936410478999999 |
4.71528 |
¥-4.1万 |
-4.51% |
RSI走弱 |
| 14 |
2022-06-07 |
2022-06-14 |
6.718725012999999 |
5.87412 |
¥-10.9万 |
-12.60% |
RSI走弱 |
| 15 |
2022-07-27 |
2022-09-02 |
7.129258135999999 |
7.02297 |
¥-1.2万 |
-1.52% |
RSI走弱 |
| 16 |
2023-02-06 |
2023-03-20 |
6.748764021999999 |
7.30269 |
¥6.1万 |
+8.18% |
RSI走弱 |
| 17 |
2023-09-25 |
2023-10-12 |
6.7387510189999995 |
6.21 |
¥-6.4万 |
-7.87% |
RSI走弱 |
| 18 |
2024-04-08 |
2024-06-03 |
8.210662459999998 |
8.76 |
¥5.0万 |
+6.66% |
RSI走弱 |
| 19 |
2025-06-17 |
2025-06-25 |
6.608581979999998 |
6.133859999999999 |
¥-5.8万 |
-7.21% |
RSI走弱 |
| 20 |
2025-08-25 |
2025-10-27 |
6.548503962 |
8.32167 |
¥19.9万 |
+27.04% |
RSI走弱 |
| 21 |
2026-01-13 |
2026-04-24 |
10.733939216 |
17.42256 |
¥58.6万 |
+62.26% |
RSI走弱 |
| 22 |
2026-06-25 |
2026-07-01 |
21.027306299999996 |
17.202779999999997 |
¥-26.6万 |
-18.21% |
RSI走弱 |
逐笔成交记录（共 44 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 |
7.007 |
139200.0 |
¥97.6万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
8.451540000000001 |
139200.0 |
¥1.18M |
|
| 2016-10-25 |
RSI强势追入 |
买入 |
5.685679999999999 |
209500.0 |
¥1.19M |
|
| 2016-11-03 |
RSI走弱 |
卖出 |
5.25474 |
209500.0 |
¥1.10M |
|
| 2017-03-31 |
RSI强势追入 |
买入 |
5.565559999999999 |
196400.0 |
¥1.09M |
|
| 2017-04-18 |
RSI走弱 |
卖出 |
5.32467 |
196400.0 |
¥1.05M |
|
| 2018-05-22 |
RSI强势追入 |
买入 |
4.224219999999999 |
249500.0 |
¥1.05M |
|
| 2018-05-31 |
RSI走弱 |
卖出 |
3.87612 |
249500.0 |
¥96.7万 |
|
| 2018-09-26 |
RSI强势追入 |
买入 |
3.62362 |
266700.0 |
¥96.7万 |
|
| 2018-10-22 |
RSI走弱 |
卖出 |
3.63 |
266700.0 |
¥96.8万 |
|
| 2018-12-04 |
RSI强势追入 |
买入 |
4.314309999999999 |
223900.0 |
¥96.6万 |
|
| 2018-12-18 |
RSI走弱 |
卖出 |
3.9360600000000003 |
223900.0 |
¥88.1万 |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
4.624619999999999 |
190300.0 |
¥88.0万 |
|
| 2019-03-27 |
RSI走弱 |
卖出 |
4.5954 |
190300.0 |
¥87.4万 |
|
| 2019-08-23 |
RSI强势追入 |
买入 |
4.63463 |
189800.0 |
¥88.0万 |
|
| 2019-10-31 |
RSI走弱 |
卖出 |
5.3946000000000005 |
189800.0 |
¥1.02M |
|
| 2019-12-17 |
RSI强势追入 |
买入 |
7.097089999999999 |
143400.0 |
¥1.02M |
|
| 2020-01-15 |
RSI走弱 |
卖出 |
7.20279 |
143400.0 |
¥1.03M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
7.05 |
146900.0 |
¥1.04M |
|
| 2020-07-27 |
RSI走弱 |
卖出 |
6.1938 |
146900.0 |
¥91.0万 |
|
| 2021-09-07 |
RSI强势追入 |
买入 |
4.644639999999999 |
195400.0 |
¥90.8万 |
|
| 2021-10-13 |
RSI走弱 |
卖出 |
4.90509 |
195400.0 |
¥95.8万 |
|
| 2022-02-24 |
RSI强势追入 |
买入 |
4.604599999999999 |
208800.0 |
¥96.2万 |
|
| 2022-03-10 |
RSI走弱 |
卖出 |
4.36563 |
208800.0 |
¥91.1万 |
|
| 2022-04-06 |
RSI强势追入 |
买入 |
4.93493 |
184700.0 |
¥91.2万 |
|
| 2022-04-27 |
RSI走弱 |
卖出 |
4.71528 |
184700.0 |
¥87.1万 |
|
| 2022-06-07 |
RSI强势追入 |
买入 |
6.716709999999999 |
128700.0 |
¥86.5万 |
|
| 2022-06-14 |
RSI走弱 |
卖出 |
5.87412 |
128700.0 |
¥75.6万 |
|
| 2022-07-27 |
RSI强势追入 |
买入 |
7.127119999999999 |
107300.0 |
¥76.5万 |
|
| 2022-09-02 |
RSI走弱 |
卖出 |
7.02297 |
107300.0 |
¥75.3万 |
|
| 2023-02-06 |
RSI强势追入 |
买入 |
6.746739999999999 |
110600.0 |
¥74.6万 |
|
| 2023-03-20 |
RSI走弱 |
卖出 |
7.30269 |
110600.0 |
¥80.7万 |
|
| 2023-09-25 |
RSI强势追入 |
买入 |
6.73673 |
120500.0 |
¥81.2万 |
|
| 2023-10-12 |
RSI走弱 |
卖出 |
6.21 |
120500.0 |
¥74.8万 |
|
| 2024-04-08 |
RSI强势追入 |
买入 |
8.208199999999998 |
91000.0 |
¥74.7万 |
|
| 2024-06-03 |
RSI走弱 |
卖出 |
8.76 |
91000.0 |
¥79.7万 |
|
| 2025-06-17 |
RSI强势追入 |
买入 |
6.6065999999999985 |
121100.0 |
¥80.0万 |
|
| 2025-06-25 |
RSI走弱 |
卖出 |
6.133859999999999 |
121100.0 |
¥74.3万 |
|
| 2025-08-25 |
RSI强势追入 |
买入 |
6.546539999999999 |
112300.0 |
¥73.5万 |
|
| 2025-10-27 |
RSI走弱 |
卖出 |
8.32167 |
112300.0 |
¥93.4万 |
|
| 2026-01-13 |
RSI强势追入 |
买入 |
10.73072 |
87700.0 |
¥94.1万 |
|
| 2026-04-24 |
RSI走弱 |
卖出 |
17.42256 |
87700.0 |
¥1.53M |
|
| 2026-06-25 |
RSI强势追入 |
买入 |
21.020999999999997 |
69500.0 |
¥1.46M |
|
| 2026-07-01 |
RSI走弱 |
卖出 |
17.202779999999997 |
69500.0 |
¥1.20M |
|