601888 中国国旅 — 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: ¥1.31M
策略: 追涨杀跌
K线 & 交易信号(策略收益 +30.77%)
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 17 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 |
2015-06-10 |
2015-06-29 |
67.68790027999998 |
61.53840000000001 |
¥-9.1万 |
-9.11% |
RSI走弱 |
| 2 |
2016-09-14 |
2016-09-27 |
47.41156920499999 |
45.963989999999995 |
¥-2.7万 |
-3.08% |
RSI走弱 |
| 3 |
2017-02-03 |
2017-04-13 |
45.909618755 |
50.48 |
¥8.7万 |
+9.92% |
RSI走弱 |
| 4 |
2017-06-08 |
2017-06-19 |
58.656171573999984 |
27.65232 |
¥-50.9万 |
-52.87% |
RSI走弱 |
| 5 |
2017-09-05 |
2017-11-28 |
32.559765 |
38.841120000000004 |
¥8.8万 |
+19.26% |
RSI走弱 |
| 6 |
2018-01-17 |
2018-02-07 |
49.16384473 |
49.83012000000001 |
¥7,165 |
+1.32% |
RSI走弱 |
| 7 |
2018-05-16 |
2018-06-28 |
62.811567819 |
62.2377 |
¥-5,155 |
-0.94% |
RSI走弱 |
| 8 |
2019-04-02 |
2019-05-09 |
70.44147610499998 |
72.58734 |
¥1.7万 |
+3.02% |
RSI走弱 |
| 9 |
2019-06-21 |
2019-08-06 |
85.71130568 |
82.27 |
¥-2.3万 |
-4.04% |
RSI走弱 |
| 10 |
2020-01-13 |
2020-01-15 |
91.11832729999999 |
88.75116 |
¥-1.4万 |
-2.63% |
RSI走弱 |
| 11 |
2020-05-06 |
2020-08-20 |
89.61637685 |
191.0 |
¥57.8万 |
+113.07% |
RSI走弱 |
| 12 |
2020-12-18 |
2021-02-25 |
223.06968083399997 |
321.678 |
¥47.3万 |
+44.16% |
RSI走弱 |
| 13 |
2022-06-28 |
2022-08-03 |
213.66747101699997 |
206.05374000000003 |
¥-5.6万 |
-3.59% |
RSI走弱 |
| 14 |
2022-12-19 |
2023-01-31 |
220.346144018 |
217.9818 |
¥-1.7万 |
-1.10% |
RSI走弱 |
| 15 |
2024-10-09 |
2024-10-18 |
80.10402399999998 |
65.38455 |
¥-26.1万 |
-18.40% |
RSI走弱 |
| 16 |
2025-08-26 |
2025-10-10 |
69.099733703 |
69.44049000000001 |
¥5,727 |
+0.46% |
RSI走弱 |
| 17 |
2025-11-03 |
2025-11-24 |
76.0988228 |
79.4205 |
¥5.4万 |
+4.33% |
RSI走弱 |
逐笔成交记录(共 34 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-06-10 |
RSI强势追入 |
买入 |
67.6676 |
14700.0 |
¥99.5万 |
|
| 2015-06-29 |
RSI走弱 |
卖出 |
61.53840000000001 |
14700.0 |
¥90.4万 |
|
| 2016-09-14 |
RSI强势追入 |
买入 |
47.397349999999996 |
18800.0 |
¥89.1万 |
|
| 2016-09-27 |
RSI走弱 |
卖出 |
45.963989999999995 |
18800.0 |
¥86.4万 |
|
| 2017-02-03 |
RSI强势追入 |
买入 |
45.895849999999996 |
19200.0 |
¥88.1万 |
|
| 2017-04-13 |
RSI走弱 |
卖出 |
50.48 |
19200.0 |
¥96.9万 |
|
| 2017-06-08 |
RSI强势追入 |
买入 |
58.63857999999999 |
16400.0 |
¥96.2万 |
|
| 2017-06-19 |
RSI走弱 |
卖出 |
27.65232 |
16400.0 |
¥45.3万 |
|
| 2017-09-05 |
RSI强势追入 |
买入 |
32.55 |
14000.0 |
¥45.6万 |
|
| 2017-11-28 |
RSI走弱 |
卖出 |
38.841120000000004 |
14000.0 |
¥54.4万 |
|
| 2018-01-17 |
RSI强势追入 |
买入 |
49.1491 |
11000.0 |
¥54.1万 |
|
| 2018-02-07 |
RSI走弱 |
卖出 |
49.83012000000001 |
11000.0 |
¥54.8万 |
|
| 2018-05-16 |
RSI强势追入 |
买入 |
62.79272999999999 |
8700.0 |
¥54.6万 |
|
| 2018-06-28 |
RSI走弱 |
卖出 |
62.2377 |
8700.0 |
¥54.1万 |
|
| 2019-04-02 |
RSI强势追入 |
买入 |
70.42034999999998 |
7800.0 |
¥54.9万 |
|
| 2019-05-09 |
RSI走弱 |
卖出 |
72.58734 |
7800.0 |
¥56.6万 |
|
| 2019-06-21 |
RSI强势追入 |
买入 |
85.68559999999998 |
6500.0 |
¥55.7万 |
|
| 2019-08-06 |
RSI走弱 |
卖出 |
82.27 |
6500.0 |
¥53.5万 |
|
| 2020-01-13 |
RSI强势追入 |
买入 |
91.091 |
5700.0 |
¥51.9万 |
|
| 2020-01-15 |
RSI走弱 |
卖出 |
88.75116 |
5700.0 |
¥50.6万 |
|
| 2020-05-06 |
RSI强势追入 |
买入 |
89.58949999999999 |
5700.0 |
¥51.1万 |
|
| 2020-08-20 |
RSI走弱 |
卖出 |
191.0 |
5700.0 |
¥1.09M |
|
| 2020-12-18 |
RSI强势追入 |
买入 |
223.00277999999997 |
4800.0 |
¥1.07M |
|
| 2021-02-25 |
RSI走弱 |
卖出 |
321.678 |
4800.0 |
¥1.54M |
|
| 2022-06-28 |
RSI强势追入 |
买入 |
213.60338999999996 |
7300.0 |
¥1.56M |
|
| 2022-08-03 |
RSI走弱 |
卖出 |
206.05374000000003 |
7300.0 |
¥1.50M |
|
| 2022-12-19 |
RSI强势追入 |
买入 |
220.28006000000002 |
6800.0 |
¥1.50M |
|
| 2023-01-31 |
RSI走弱 |
卖出 |
217.9818 |
6800.0 |
¥1.48M |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
80.07999999999998 |
17700.0 |
¥1.42M |
|
| 2024-10-18 |
RSI走弱 |
卖出 |
65.38455 |
17700.0 |
¥1.16M |
|
| 2025-08-26 |
RSI强势追入 |
买入 |
69.07901 |
17900.0 |
¥1.24M |
|
| 2025-10-10 |
RSI走弱 |
卖出 |
69.44049000000001 |
17900.0 |
¥1.24M |
|
| 2025-11-03 |
RSI强势追入 |
买入 |
76.076 |
16400.0 |
¥1.25M |
|
| 2025-11-24 |
RSI走弱 |
卖出 |
79.4205 |
16400.0 |
¥1.30M |
|