601939 建设银行 — 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: ¥55.0万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -44.96%）
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 29 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 |
2015-04-14 |
2015-05-06 |
6.898959066999999 |
6.54345 |
¥-5.1万 |
-5.18% |
RSI走弱 |
| 2 |
2015-11-10 |
2015-12-09 |
5.8976587669999985 |
5.74425 |
¥-2.5万 |
-2.63% |
RSI走弱 |
| 3 |
2016-06-01 |
2016-07-01 |
4.876332461 |
4.74525 |
¥-2.5万 |
-2.72% |
RSI走弱 |
| 4 |
2016-08-16 |
2016-09-13 |
5.467099638 |
5.16483 |
¥-5.0万 |
-5.56% |
RSI走弱 |
| 5 |
2016-11-28 |
2016-12-16 |
5.577242671 |
5.40459 |
¥-2.7万 |
-3.12% |
RSI走弱 |
| 6 |
2017-02-03 |
2017-03-23 |
5.757476724999999 |
5.79 |
¥4,390 |
+0.53% |
RSI走弱 |
| 7 |
2017-05-26 |
2017-06-16 |
6.298178886999999 |
6.15384 |
¥-1.9万 |
-2.32% |
RSI走弱 |
| 8 |
2017-07-26 |
2017-09-15 |
6.638620989 |
6.833159999999999 |
¥2.3万 |
+2.90% |
RSI走弱 |
| 9 |
2018-01-02 |
2018-02-09 |
7.699999307 |
8.23176 |
¥5.7万 |
+6.87% |
RSI走弱 |
| 10 |
2019-02-11 |
2019-03-11 |
7.029128105999999 |
6.90309 |
¥-1.6万 |
-1.82% |
RSI走弱 |
| 11 |
2019-04-17 |
2019-04-29 |
7.710012309999998 |
7.28271 |
¥-4.8万 |
-5.57% |
RSI走弱 |
| 12 |
2019-06-21 |
2019-07-11 |
7.509752249999999 |
7.02297 |
¥-5.3万 |
-6.51% |
RSI走弱 |
| 13 |
2020-07-08 |
2020-07-13 |
7.189336153999999 |
6.50349 |
¥-7.3万 |
-9.57% |
RSI走弱 |
| 14 |
2020-10-20 |
2020-10-29 |
6.511953 |
6.24375 |
¥-2.9万 |
-4.15% |
RSI走弱 |
| 15 |
2020-12-02 |
2020-12-10 |
7.299479186999999 |
6.65334 |
¥-5.9万 |
-8.88% |
RSI走弱 |
| 16 |
2021-01-20 |
2021-03-22 |
6.939011078999999 |
7.182810000000001 |
¥2.1万 |
+3.48% |
RSI走弱 |
| 17 |
2021-09-14 |
2021-09-23 |
6.288165884 |
5.97402 |
¥-3.2万 |
-5.02% |
RSI走弱 |
| 18 |
2022-01-07 |
2022-01-26 |
6.067879818 |
5.9840100000000005 |
¥-8,455 |
-1.41% |
RSI走弱 |
| 19 |
2023-03-06 |
2023-05-25 |
5.847593751999999 |
6.26373 |
¥4.2万 |
+7.08% |
RSI走弱 |
| 20 |
2023-10-13 |
2023-10-26 |
6.4984389469999995 |
6.35364 |
¥-1.4万 |
-2.26% |
RSI走弱 |
| 21 |
2024-01-30 |
2024-03-13 |
6.878933060999999 |
6.86313 |
¥-1,595 |
-0.26% |
RSI走弱 |
| 22 |
2024-04-19 |
2024-04-30 |
7.279453180999997 |
7.04 |
¥-2.0万 |
-3.32% |
RSI走弱 |
| 23 |
2024-06-28 |
2024-07-15 |
7.409622219999999 |
7.36263 |
¥-3,951 |
-0.66% |
RSI走弱 |
| 24 |
2024-08-20 |
2024-09-02 |
8.070480417999999 |
7.442550000000001 |
¥-4.6万 |
-7.81% |
RSI走弱 |
| 25 |
2024-12-25 |
2025-01-13 |
8.791416634 |
8.36163 |
¥-2.7万 |
-4.92% |
RSI走弱 |
| 26 |
2025-06-24 |
2025-07-23 |
9.41222282 |
9.4 |
¥-824 |
-0.16% |
RSI走弱 |
| 27 |
2026-03-23 |
2026-04-08 |
9.332118796 |
9.24075 |
¥-5,187 |
-1.01% |
RSI走弱 |
| 28 |
2026-05-27 |
2026-06-18 |
10.243302068999999 |
10.06992 |
¥-8,750 |
-1.72% |
RSI走弱 |
| 29 |
2026-09-03 |
2026-11-13 |
11.104420327 |
12.11 |
¥4.5万 |
+9.02% |
强平 |
逐笔成交记录（共 58 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-14 |
RSI强势追入 |
买入 |
6.896889999999999 |
143400.0 |
¥98.9万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
6.54345 |
143400.0 |
¥93.8万 |
|
| 2015-11-10 |
RSI强势追入 |
买入 |
5.895889999999999 |
158600.0 |
¥93.5万 |
|
| 2015-12-09 |
RSI走弱 |
卖出 |
5.74425 |
158600.0 |
¥91.1万 |
|
| 2016-06-01 |
RSI强势追入 |
买入 |
4.87487 |
188700.0 |
¥92.0万 |
|
| 2016-07-01 |
RSI走弱 |
卖出 |
4.74525 |
188700.0 |
¥89.5万 |
|
| 2016-08-16 |
RSI强势追入 |
买入 |
5.465459999999999 |
164100.0 |
¥89.7万 |
|
| 2016-09-13 |
RSI走弱 |
卖出 |
5.16483 |
164100.0 |
¥84.7万 |
|
| 2016-11-28 |
RSI强势追入 |
买入 |
5.57557 |
152200.0 |
¥84.9万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
5.40459 |
152200.0 |
¥82.2万 |
|
| 2017-02-03 |
RSI强势追入 |
买入 |
5.755749999999999 |
142600.0 |
¥82.1万 |
|
| 2017-03-23 |
RSI走弱 |
卖出 |
5.79 |
142600.0 |
¥82.5万 |
|
| 2017-05-26 |
RSI强势追入 |
买入 |
6.296289999999999 |
131200.0 |
¥82.6万 |
|
| 2017-06-16 |
RSI走弱 |
卖出 |
6.15384 |
131200.0 |
¥80.7万 |
|
| 2017-07-26 |
RSI强势追入 |
买入 |
6.636629999999999 |
120900.0 |
¥80.3万 |
|
| 2017-09-15 |
RSI走弱 |
卖出 |
6.833159999999999 |
120900.0 |
¥82.6万 |
|
| 2018-01-02 |
RSI强势追入 |
买入 |
7.69769 |
107800.0 |
¥83.0万 |
|
| 2018-02-09 |
RSI走弱 |
卖出 |
8.23176 |
107800.0 |
¥88.7万 |
|
| 2019-02-11 |
RSI强势追入 |
买入 |
7.0270199999999985 |
125400.0 |
¥88.1万 |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
6.90309 |
125400.0 |
¥86.5万 |
|
| 2019-04-17 |
RSI强势追入 |
买入 |
7.707699999999999 |
112400.0 |
¥86.7万 |
|
| 2019-04-29 |
RSI走弱 |
卖出 |
7.28271 |
112400.0 |
¥81.8万 |
|
| 2019-06-21 |
RSI强势追入 |
买入 |
7.5074999999999985 |
108900.0 |
¥81.8万 |
|
| 2019-07-11 |
RSI走弱 |
卖出 |
7.02297 |
108900.0 |
¥76.5万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
7.187179999999999 |
105900.0 |
¥76.1万 |
|
| 2020-07-13 |
RSI走弱 |
卖出 |
6.50349 |
105900.0 |
¥68.9万 |
|
| 2020-10-20 |
RSI强势追入 |
买入 |
6.51 |
106600.0 |
¥69.4万 |
|
| 2020-10-29 |
RSI走弱 |
卖出 |
6.24375 |
106600.0 |
¥66.5万 |
|
| 2020-12-02 |
RSI强势追入 |
买入 |
7.297289999999999 |
91300.0 |
¥66.6万 |
|
| 2020-12-10 |
RSI走弱 |
卖出 |
6.65334 |
91300.0 |
¥60.7万 |
|
| 2021-01-20 |
RSI强势追入 |
买入 |
6.936929999999999 |
87400.0 |
¥60.6万 |
|
| 2021-03-22 |
RSI走弱 |
卖出 |
7.182810000000001 |
87400.0 |
¥62.8万 |
|
| 2021-09-14 |
RSI强势追入 |
买入 |
6.28628 |
99900.0 |
¥62.8万 |
|
| 2021-09-23 |
RSI走弱 |
卖出 |
5.97402 |
99900.0 |
¥59.7万 |
|
| 2022-01-07 |
RSI强势追入 |
买入 |
6.066059999999999 |
98700.0 |
¥59.9万 |
|
| 2022-01-26 |
RSI走弱 |
卖出 |
5.9840100000000005 |
98700.0 |
¥59.0万 |
|
| 2023-03-06 |
RSI强势追入 |
买入 |
5.845839999999998 |
101000.0 |
¥59.1万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
6.26373 |
101000.0 |
¥63.2万 |
|
| 2023-10-13 |
RSI强势追入 |
买入 |
6.49649 |
96800.0 |
¥62.9万 |
|
| 2023-10-26 |
RSI走弱 |
卖出 |
6.35364 |
96800.0 |
¥61.5万 |
|
| 2024-01-30 |
RSI强势追入 |
买入 |
6.876869999999999 |
89300.0 |
¥61.4万 |
|
| 2024-03-13 |
RSI走弱 |
卖出 |
6.86313 |
89300.0 |
¥61.3万 |
|
| 2024-04-19 |
RSI强势追入 |
买入 |
7.277269999999998 |
84200.0 |
¥61.3万 |
|
| 2024-04-30 |
RSI走弱 |
卖出 |
7.04 |
84200.0 |
¥59.3万 |
|
| 2024-06-28 |
RSI强势追入 |
买入 |
7.4074 |
80300.0 |
¥59.5万 |
|
| 2024-07-15 |
RSI走弱 |
卖出 |
7.36263 |
80300.0 |
¥59.1万 |
|
| 2024-08-20 |
RSI强势追入 |
买入 |
8.06806 |
73300.0 |
¥59.2万 |
|
| 2024-09-02 |
RSI走弱 |
卖出 |
7.442550000000001 |
73300.0 |
¥54.5万 |
|
| 2024-12-25 |
RSI强势追入 |
买入 |
8.78878 |
62000.0 |
¥54.5万 |
|
| 2025-01-13 |
RSI走弱 |
卖出 |
8.36163 |
62000.0 |
¥51.8万 |
|
| 2025-06-24 |
RSI强势追入 |
买入 |
9.4094 |
54800.0 |
¥51.6万 |
|
| 2025-07-23 |
RSI走弱 |
卖出 |
9.4 |
54800.0 |
¥51.5万 |
|
| 2026-03-23 |
RSI强势追入 |
买入 |
9.32932 |
55100.0 |
¥51.4万 |
|
| 2026-04-08 |
RSI走弱 |
卖出 |
9.24075 |
55100.0 |
¥50.9万 |
|
| 2026-05-27 |
RSI强势追入 |
买入 |
10.240229999999999 |
49600.0 |
¥50.8万 |
|
| 2026-06-18 |
RSI走弱 |
卖出 |
10.06992 |
49600.0 |
¥49.9万 |
|
| 2026-09-03 |
RSI强势追入 |
买入 |
11.10109 |
45100.0 |
¥50.1万 |
|
| 2026-11-13 |
强平 |
卖出 |
12.11 |
45100 |
¥54.6万 |
回测结束强平 |