601919 中国远洋 — 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: ¥3.92M
策略: 追涨杀跌
K线 & 交易信号（策略收益 +291.53%）
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 19 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 |
2015-06-23 |
7.232169000000002 |
12.37761 |
¥70.4万 |
+71.10% |
RSI走弱 |
| 2 |
2016-11-18 |
2016-12-09 |
5.90767177 |
5.724270000000001 |
¥-5.2万 |
-3.13% |
RSI走弱 |
| 3 |
2017-02-09 |
2017-03-08 |
5.857606754999999 |
6.03396 |
¥4.9万 |
+2.98% |
RSI走弱 |
| 4 |
2017-08-01 |
2017-09-18 |
7.159297144999999 |
7.53246 |
¥8.6万 |
+5.18% |
RSI走弱 |
| 5 |
2018-05-22 |
2018-06-05 |
6.318204892999999 |
5.994 |
¥-9.1万 |
-5.16% |
RSI走弱 |
| 6 |
2019-01-08 |
2019-01-29 |
4.355656304999999 |
4.34565 |
¥-4,387 |
-0.26% |
RSI走弱 |
| 7 |
2019-02-27 |
2019-04-26 |
5.0966185269999995 |
5.61438 |
¥17.0万 |
+10.13% |
RSI走弱 |
| 8 |
2020-07-08 |
2020-09-28 |
4.175422250999999 |
5.53446 |
¥60.4万 |
+32.51% |
RSI走弱 |
| 9 |
2020-11-04 |
2020-12-14 |
6.778803030999999 |
8.90109 |
¥77.0万 |
+31.27% |
RSI走弱 |
| 10 |
2021-01-07 |
2021-01-29 |
13.817944139999998 |
12.81717 |
¥-23.5万 |
-7.27% |
RSI走弱 |
| 11 |
2021-04-12 |
2021-07-15 |
16.631597983 |
22.327650000000002 |
¥1.02M |
+34.21% |
RSI走弱 |
| 12 |
2022-12-08 |
2022-12-15 |
13.427437023 |
10.97901 |
¥-73.4万 |
-18.26% |
RSI走弱 |
| 13 |
2023-12-20 |
2023-12-26 |
10.133159035999999 |
9.8901 |
¥-7.6万 |
-2.43% |
RSI走弱 |
| 14 |
2024-02-23 |
2024-03-20 |
10.753965221999998 |
10.22976 |
¥-15.7万 |
-4.90% |
RSI走弱 |
| 15 |
2024-04-23 |
2024-06-28 |
11.054355311999998 |
14.985 |
¥1.08M |
+35.52% |
RSI走弱 |
| 16 |
2024-09-26 |
2024-11-13 |
13.968139184999995 |
14.435550000000001 |
¥13.6万 |
+3.32% |
RSI走弱 |
| 17 |
2025-05-16 |
2025-06-26 |
15.900648764 |
14.95 |
¥-25.3万 |
-6.01% |
RSI走弱 |
| 18 |
2026-03-04 |
2026-03-24 |
16.50495 |
15.47451 |
¥-24.4万 |
-6.27% |
RSI走弱 |
| 19 |
2026-07-30 |
2026-09-07 |
15.520154649999998 |
16.09389 |
¥13.8万 |
+3.67% |
RSI走弱 |
逐笔成交记录（共 38 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 |
7.23 |
136900.0 |
¥99.0万 |
|
| 2015-06-23 |
RSI走弱 |
卖出 |
12.37761 |
136900.0 |
¥1.69M |
|
| 2016-11-18 |
RSI强势追入 |
买入 |
5.9059 |
279700.0 |
¥1.65M |
|
| 2016-12-09 |
RSI走弱 |
卖出 |
5.724270000000001 |
279700.0 |
¥1.60M |
|
| 2017-02-09 |
RSI强势追入 |
买入 |
5.855849999999999 |
281400.0 |
¥1.65M |
|
| 2017-03-08 |
RSI走弱 |
卖出 |
6.03396 |
281400.0 |
¥1.70M |
|
| 2017-08-01 |
RSI强势追入 |
买入 |
7.15715 |
233200.0 |
¥1.67M |
|
| 2017-09-18 |
RSI走弱 |
卖出 |
7.53246 |
233200.0 |
¥1.76M |
|
| 2018-05-22 |
RSI强势追入 |
买入 |
6.316309999999999 |
278800.0 |
¥1.76M |
|
| 2018-06-05 |
RSI走弱 |
卖出 |
5.994 |
278800.0 |
¥1.67M |
|
| 2019-01-08 |
RSI强势追入 |
买入 |
4.354349999999999 |
387900.0 |
¥1.69M |
|
| 2019-01-29 |
RSI走弱 |
卖出 |
4.34565 |
387900.0 |
¥1.69M |
|
| 2019-02-27 |
RSI强势追入 |
买入 |
5.095089999999999 |
329400.0 |
¥1.68M |
|
| 2019-04-26 |
RSI走弱 |
卖出 |
5.61438 |
329400.0 |
¥1.85M |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
4.174169999999999 |
445100.0 |
¥1.86M |
|
| 2020-09-28 |
RSI走弱 |
卖出 |
5.53446 |
445100.0 |
¥2.46M |
|
| 2020-11-04 |
RSI强势追入 |
买入 |
6.776769999999998 |
363100.0 |
¥2.46M |
|
| 2020-12-14 |
RSI走弱 |
卖出 |
8.90109 |
363100.0 |
¥3.23M |
|
| 2021-01-07 |
RSI强势追入 |
买入 |
13.813799999999999 |
233700.0 |
¥3.23M |
|
| 2021-01-29 |
RSI走弱 |
卖出 |
12.81717 |
233700.0 |
¥2.99M |
|
| 2021-04-12 |
RSI强势追入 |
买入 |
16.626609999999996 |
179700.0 |
¥2.99M |
|
| 2021-07-15 |
RSI走弱 |
卖出 |
22.327650000000002 |
179700.0 |
¥4.01M |
|
| 2022-12-08 |
RSI强势追入 |
买入 |
13.423409999999999 |
299500.0 |
¥4.02M |
|
| 2022-12-15 |
RSI走弱 |
卖出 |
10.97901 |
299500.0 |
¥3.29M |
|
| 2023-12-20 |
RSI强势追入 |
买入 |
10.130119999999998 |
309600.0 |
¥3.14M |
|
| 2023-12-26 |
RSI走弱 |
卖出 |
9.8901 |
309600.0 |
¥3.06M |
|
| 2024-02-23 |
RSI强势追入 |
买入 |
10.750739999999999 |
298400.0 |
¥3.21M |
|
| 2024-03-20 |
RSI走弱 |
卖出 |
10.22976 |
298400.0 |
¥3.05M |
|
| 2024-04-23 |
RSI强势追入 |
买入 |
11.051039999999999 |
275900.0 |
¥3.05M |
|
| 2024-06-28 |
RSI走弱 |
卖出 |
14.985 |
275900.0 |
¥4.13M |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
13.963949999999997 |
294000.0 |
¥4.11M |
|
| 2024-11-13 |
RSI走弱 |
卖出 |
14.435550000000001 |
294000.0 |
¥4.24M |
|
| 2025-05-16 |
RSI强势追入 |
买入 |
15.895879999999998 |
265300.0 |
¥4.22M |
|
| 2025-06-26 |
RSI走弱 |
卖出 |
14.95 |
265300.0 |
¥3.97M |
|
| 2026-03-04 |
RSI强势追入 |
买入 |
16.5 |
236200.0 |
¥3.90M |
|
| 2026-03-24 |
RSI走弱 |
卖出 |
15.47451 |
236200.0 |
¥3.65M |
|
| 2026-07-30 |
RSI强势追入 |
买入 |
15.515499999999998 |
242100.0 |
¥3.76M |
|
| 2026-09-07 |
RSI走弱 |
卖出 |
16.09389 |
242100.0 |
¥3.90M |
|