601898 中煤能源 — 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 -25.42%）
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 21 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 |
2015-04-22 |
2015-05-08 |
8.61118258 |
7.91208 |
¥-8.1万 |
-8.15% |
RSI走弱 |
| 2 |
2015-06-10 |
2015-07-02 |
10.824056243000001 |
9.97002 |
¥-7.0万 |
-7.92% |
RSI走弱 |
| 3 |
2016-07-06 |
2016-08-23 |
5.487125644 |
5.61438 |
¥1.9万 |
+2.29% |
RSI走弱 |
| 4 |
2016-10-26 |
2016-11-30 |
6.858907054999999 |
6.41358 |
¥-5.5万 |
-6.52% |
RSI走弱 |
| 5 |
2017-06-30 |
2017-08-14 |
5.877632760999999 |
6.1438500000000005 |
¥3.6万 |
+4.50% |
RSI走弱 |
| 6 |
2018-01-10 |
2018-02-02 |
6.157996844999999 |
5.88411 |
¥-3.8万 |
-4.48% |
RSI走弱 |
| 7 |
2019-02-27 |
2019-03-26 |
5.146683541999999 |
5.11488 |
¥-5,207 |
-0.65% |
RSI走弱 |
| 8 |
2019-09-03 |
2019-09-23 |
5.076592520999999 |
4.86513 |
¥-3.4万 |
-4.19% |
RSI走弱 |
| 9 |
2020-01-08 |
2020-01-16 |
5.156696545 |
4.88511 |
¥-4.1万 |
-5.30% |
RSI走弱 |
| 10 |
2020-07-07 |
2020-07-20 |
4.4057213200000005 |
4.0459499999999995 |
¥-5.9万 |
-8.19% |
RSI走弱 |
| 11 |
2020-11-24 |
2020-12-09 |
4.475812340999999 |
4.28571 |
¥-2.9万 |
-4.28% |
RSI走弱 |
| 12 |
2021-03-02 |
2021-05-21 |
5.016514502999999 |
6.993 |
¥25.1万 |
+39.36% |
RSI走弱 |
| 13 |
2021-09-10 |
2021-09-28 |
9.41222282 |
8.73126 |
¥-6.3万 |
-7.26% |
RSI走弱 |
| 14 |
2022-03-08 |
2022-03-16 |
7.639921288999999 |
6.56343 |
¥-11.5万 |
-14.12% |
RSI走弱 |
| 15 |
2022-04-14 |
2022-04-26 |
9.662547895 |
8.521469999999999 |
¥-8.5万 |
-11.84% |
RSI走弱 |
| 16 |
2023-05-09 |
2023-05-26 |
9.332118796 |
8.871120000000001 |
¥-3.1万 |
-4.97% |
RSI走弱 |
| 17 |
2023-11-30 |
2024-03-12 |
9.282053780999998 |
11.91807 |
¥17.0万 |
+28.36% |
RSI走弱 |
| 18 |
2025-07-24 |
2025-08-19 |
12.285954681 |
11.938049999999999 |
¥-2.2万 |
-2.86% |
RSI走弱 |
| 19 |
2025-10-17 |
2025-11-24 |
13.267228974999998 |
13.94604 |
¥3.8万 |
+5.08% |
RSI走弱 |
| 20 |
2026-03-03 |
2026-04-10 |
16.591545971 |
17.16282 |
¥2.7万 |
+3.41% |
RSI走弱 |
| 21 |
2026-09-01 |
2026-09-08 |
15.890635760999995 |
14.525459999999999 |
¥-6.9万 |
-8.62% |
RSI走弱 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-22 |
RSI强势追入 |
买入 |
8.6086 |
115200.0 |
¥99.2万 |
|
| 2015-05-08 |
RSI走弱 |
卖出 |
7.91208 |
115200.0 |
¥91.1万 |
|
| 2015-06-10 |
RSI强势追入 |
买入 |
10.82081 |
81500.0 |
¥88.2万 |
|
| 2015-07-02 |
RSI走弱 |
卖出 |
9.97002 |
81500.0 |
¥81.2万 |
|
| 2016-07-06 |
RSI强势追入 |
买入 |
5.48548 |
154400.0 |
¥84.7万 |
|
| 2016-08-23 |
RSI走弱 |
卖出 |
5.61438 |
154400.0 |
¥86.7万 |
|
| 2016-10-26 |
RSI强势追入 |
买入 |
6.856849999999999 |
123100.0 |
¥84.4万 |
|
| 2016-11-30 |
RSI走弱 |
卖出 |
6.41358 |
123100.0 |
¥78.9万 |
|
| 2017-06-30 |
RSI强势追入 |
买入 |
5.875869999999999 |
137600.0 |
¥80.9万 |
|
| 2017-08-14 |
RSI走弱 |
卖出 |
6.1438500000000005 |
137600.0 |
¥84.5万 |
|
| 2018-01-10 |
RSI强势追入 |
买入 |
6.156149999999999 |
137700.0 |
¥84.8万 |
|
| 2018-02-02 |
RSI走弱 |
卖出 |
5.88411 |
137700.0 |
¥81.0万 |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
5.145139999999999 |
156200.0 |
¥80.4万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
5.11488 |
156200.0 |
¥79.9万 |
|
| 2019-09-03 |
RSI强势追入 |
买入 |
5.075069999999999 |
158300.0 |
¥80.4万 |
|
| 2019-09-23 |
RSI走弱 |
卖出 |
4.86513 |
158300.0 |
¥77.0万 |
|
| 2020-01-08 |
RSI强势追入 |
买入 |
5.15515 |
149300.0 |
¥77.0万 |
|
| 2020-01-16 |
RSI走弱 |
卖出 |
4.88511 |
149300.0 |
¥72.9万 |
|
| 2020-07-07 |
RSI强势追入 |
买入 |
4.4044 |
164000.0 |
¥72.3万 |
|
| 2020-07-20 |
RSI走弱 |
卖出 |
4.0459499999999995 |
164000.0 |
¥66.3万 |
|
| 2020-11-24 |
RSI强势追入 |
买入 |
4.474469999999999 |
149400.0 |
¥66.9万 |
|
| 2020-12-09 |
RSI走弱 |
卖出 |
4.28571 |
149400.0 |
¥64.0万 |
|
| 2021-03-02 |
RSI强势追入 |
买入 |
5.015009999999998 |
126900.0 |
¥63.7万 |
|
| 2021-05-21 |
RSI走弱 |
卖出 |
6.993 |
126900.0 |
¥88.7万 |
|
| 2021-09-10 |
RSI强势追入 |
买入 |
9.4094 |
91900.0 |
¥86.5万 |
|
| 2021-09-28 |
RSI走弱 |
卖出 |
8.73126 |
91900.0 |
¥80.2万 |
|
| 2022-03-08 |
RSI强势追入 |
买入 |
7.63763 |
106700.0 |
¥81.5万 |
|
| 2022-03-16 |
RSI走弱 |
卖出 |
6.56343 |
106700.0 |
¥70.0万 |
|
| 2022-04-14 |
RSI强势追入 |
买入 |
9.65965 |
74000.0 |
¥71.5万 |
|
| 2022-04-26 |
RSI走弱 |
卖出 |
8.521469999999999 |
74000.0 |
¥63.0万 |
|
| 2023-05-09 |
RSI强势追入 |
买入 |
9.32932 |
67700.0 |
¥63.2万 |
|
| 2023-05-26 |
RSI走弱 |
卖出 |
8.871120000000001 |
67700.0 |
¥60.0万 |
|
| 2023-11-30 |
RSI强势追入 |
买入 |
9.279269999999999 |
64700.0 |
¥60.1万 |
|
| 2024-03-12 |
RSI走弱 |
卖出 |
11.91807 |
64700.0 |
¥77.1万 |
|
| 2025-07-24 |
RSI强势追入 |
买入 |
12.282269999999999 |
62300.0 |
¥76.5万 |
|
| 2025-08-19 |
RSI走弱 |
卖出 |
11.938049999999999 |
62300.0 |
¥74.4万 |
|
| 2025-10-17 |
RSI强势追入 |
买入 |
13.263249999999998 |
56200.0 |
¥74.6万 |
|
| 2025-11-24 |
RSI走弱 |
卖出 |
13.94604 |
56200.0 |
¥78.4万 |
|
| 2026-03-03 |
RSI强势追入 |
买入 |
16.58657 |
47400.0 |
¥78.6万 |
|
| 2026-04-10 |
RSI走弱 |
卖出 |
17.16282 |
47400.0 |
¥81.3万 |
|
| 2026-09-01 |
RSI强势追入 |
买入 |
15.885869999999997 |
50100.0 |
¥79.6万 |
|
| 2026-09-08 |
RSI走弱 |
卖出 |
14.525459999999999 |
50100.0 |
¥72.8万 |
|