601988 中国银行 — 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: ¥73.6万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -26.41%）
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 26 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 |
2015-06-19 |
5.156696545 |
4.67532 |
¥-9.1万 |
-9.36% |
RSI走弱 |
| 2 |
2016-08-15 |
2016-09-13 |
3.50455105 |
3.38 |
¥-3.2万 |
-3.58% |
RSI走弱 |
| 3 |
2016-11-29 |
2016-12-16 |
3.5446030619999997 |
3.46653 |
¥-2.0万 |
-2.23% |
RSI走弱 |
| 4 |
2017-02-03 |
2017-03-23 |
3.5810739999999996 |
3.6063899999999998 |
¥5,782 |
+0.68% |
RSI走弱 |
| 5 |
2017-07-14 |
2017-07-17 |
3.6847851040000004 |
3.67632 |
¥-2,159 |
-0.26% |
RSI走弱 |
| 6 |
2017-08-02 |
2017-09-15 |
3.9651491879999994 |
4.095899999999999 |
¥2.8万 |
+3.27% |
RSI走弱 |
| 7 |
2018-01-16 |
2018-02-12 |
4.175422250999999 |
4.24575 |
¥1.5万 |
+1.65% |
RSI走弱 |
| 8 |
2019-02-14 |
2019-03-11 |
3.7211160000000003 |
3.74 |
¥4,298 |
+0.48% |
RSI走弱 |
| 9 |
2019-04-17 |
2019-04-29 |
4.005201199999999 |
3.86613 |
¥-3.2万 |
-3.50% |
RSI走弱 |
| 10 |
2019-10-25 |
2019-11-11 |
3.751125 |
3.66633 |
¥-2.0万 |
-2.29% |
RSI走弱 |
| 11 |
2020-07-03 |
2020-07-16 |
3.584655074 |
3.4265700000000003 |
¥-3.8万 |
-4.44% |
RSI走弱 |
| 12 |
2020-12-02 |
2020-12-08 |
3.3643690079999997 |
3.24675 |
¥-2.9万 |
-3.52% |
RSI走弱 |
| 13 |
2022-01-10 |
2022-01-26 |
3.1440829419999994 |
3.08691 |
¥-1.5万 |
-1.85% |
RSI走弱 |
| 14 |
2022-04-01 |
2022-04-28 |
3.2642389779999994 |
3.22677 |
¥-9,075 |
-1.18% |
RSI走弱 |
| 15 |
2022-07-05 |
2022-07-15 |
3.2942779869999996 |
3.02697 |
¥-6.2万 |
-8.14% |
RSI走弱 |
| 16 |
2023-03-06 |
2023-05-25 |
3.3143039929999993 |
3.8561399999999995 |
¥11.5万 |
+16.31% |
RSI走弱 |
| 17 |
2023-10-16 |
2023-10-25 |
3.9651491879999994 |
3.85614 |
¥-2.3万 |
-2.78% |
RSI走弱 |
| 18 |
2024-01-30 |
2024-03-13 |
4.285565284 |
4.38561 |
¥1.8万 |
+2.30% |
RSI走弱 |
| 19 |
2024-07-03 |
2024-07-23 |
4.766189427999999 |
4.6353599999999995 |
¥-2.3万 |
-2.77% |
RSI走弱 |
| 20 |
2024-08-21 |
2024-09-02 |
4.956436484999999 |
4.76523 |
¥-3.1万 |
-3.89% |
RSI走弱 |
| 21 |
2024-12-11 |
2025-01-23 |
5.216774562999999 |
5.2347600000000005 |
¥2,387 |
+0.31% |
RSI走弱 |
| 22 |
2025-06-27 |
2025-07-22 |
5.797528736999999 |
5.63436 |
¥-2.2万 |
-2.84% |
RSI走弱 |
| 23 |
2025-10-31 |
2025-12-05 |
5.667359697999999 |
5.87412 |
¥2.7万 |
+3.62% |
RSI走弱 |
| 24 |
2026-04-02 |
2026-05-07 |
5.877632760999999 |
5.70429 |
¥-2.3万 |
-2.98% |
RSI走弱 |
| 25 |
2026-06-11 |
2026-06-18 |
6.228087865999999 |
5.91408 |
¥-3.8万 |
-5.07% |
RSI走弱 |
| 26 |
2026-09-01 |
2026-11-05 |
6.518464953 |
6.78321 |
¥2.8万 |
+4.03% |
RSI走弱 |
逐笔成交记录（共 52 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 |
5.15515 |
188400.0 |
¥97.2万 |
|
| 2015-06-19 |
RSI走弱 |
卖出 |
4.67532 |
188400.0 |
¥88.1万 |
|
| 2016-08-15 |
RSI强势追入 |
买入 |
3.5035 |
258800.0 |
¥90.7万 |
|
| 2016-09-13 |
RSI走弱 |
卖出 |
3.38 |
258800.0 |
¥87.4万 |
|
| 2016-11-29 |
RSI强势追入 |
买入 |
3.5435399999999997 |
246700.0 |
¥87.4万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
3.46653 |
246700.0 |
¥85.5万 |
|
| 2017-02-03 |
RSI强势追入 |
买入 |
3.58 |
238600.0 |
¥85.4万 |
|
| 2017-03-23 |
RSI走弱 |
卖出 |
3.6063899999999998 |
238600.0 |
¥86.0万 |
|
| 2017-07-14 |
RSI强势追入 |
买入 |
3.68368 |
225700.0 |
¥83.2万 |
|
| 2017-07-17 |
RSI走弱 |
卖出 |
3.67632 |
225700.0 |
¥82.9万 |
|
| 2017-08-02 |
RSI强势追入 |
买入 |
3.9639599999999997 |
216600.0 |
¥85.9万 |
|
| 2017-09-15 |
RSI走弱 |
卖出 |
4.095899999999999 |
216600.0 |
¥88.7万 |
|
| 2018-01-16 |
RSI强势追入 |
买入 |
4.174169999999999 |
211900.0 |
¥88.5万 |
|
| 2018-02-12 |
RSI走弱 |
卖出 |
4.24575 |
211900.0 |
¥89.9万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
3.72 |
242000.0 |
¥90.1万 |
|
| 2019-03-11 |
RSI走弱 |
卖出 |
3.74 |
242000.0 |
¥90.5万 |
|
| 2019-04-17 |
RSI强势追入 |
买入 |
4.004 |
226100.0 |
¥90.6万 |
|
| 2019-04-29 |
RSI走弱 |
卖出 |
3.86613 |
226100.0 |
¥87.4万 |
|
| 2019-10-25 |
RSI强势追入 |
买入 |
3.75 |
232800.0 |
¥87.3万 |
|
| 2019-11-11 |
RSI走弱 |
卖出 |
3.66633 |
232800.0 |
¥85.3万 |
|
| 2020-07-03 |
RSI强势追入 |
买入 |
3.5835799999999995 |
238300.0 |
¥85.4万 |
|
| 2020-07-16 |
RSI走弱 |
卖出 |
3.4265700000000003 |
238300.0 |
¥81.6万 |
|
| 2020-12-02 |
RSI强势追入 |
买入 |
3.3633599999999997 |
242600.0 |
¥81.6万 |
|
| 2020-12-08 |
RSI走弱 |
卖出 |
3.24675 |
242600.0 |
¥78.7万 |
|
| 2022-01-10 |
RSI强势追入 |
买入 |
3.14314 |
250500.0 |
¥78.8万 |
|
| 2022-01-26 |
RSI走弱 |
卖出 |
3.08691 |
250500.0 |
¥77.3万 |
|
| 2022-04-01 |
RSI强势追入 |
买入 |
3.2632599999999994 |
236100.0 |
¥77.1万 |
|
| 2022-04-28 |
RSI走弱 |
卖出 |
3.22677 |
236100.0 |
¥76.2万 |
|
| 2022-07-05 |
RSI强势追入 |
买入 |
3.29329 |
231900.0 |
¥76.4万 |
|
| 2022-07-15 |
RSI走弱 |
卖出 |
3.02697 |
231900.0 |
¥70.2万 |
|
| 2023-03-06 |
RSI强势追入 |
买入 |
3.313309999999999 |
211800.0 |
¥70.2万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
3.8561399999999995 |
211800.0 |
¥81.6万 |
|
| 2023-10-16 |
RSI强势追入 |
买入 |
3.9639599999999997 |
205300.0 |
¥81.4万 |
|
| 2023-10-25 |
RSI走弱 |
卖出 |
3.85614 |
205300.0 |
¥79.1万 |
|
| 2024-01-30 |
RSI强势追入 |
买入 |
4.28428 |
184300.0 |
¥79.0万 |
|
| 2024-03-13 |
RSI走弱 |
卖出 |
4.38561 |
184300.0 |
¥80.8万 |
|
| 2024-07-03 |
RSI强势追入 |
买入 |
4.764759999999999 |
170300.0 |
¥81.2万 |
|
| 2024-07-23 |
RSI走弱 |
卖出 |
4.6353599999999995 |
170300.0 |
¥78.9万 |
|
| 2024-08-21 |
RSI强势追入 |
买入 |
4.954949999999999 |
158900.0 |
¥78.8万 |
|
| 2024-09-02 |
RSI走弱 |
卖出 |
4.76523 |
158900.0 |
¥75.7万 |
|
| 2024-12-11 |
RSI强势追入 |
买入 |
5.215209999999999 |
145400.0 |
¥75.9万 |
|
| 2025-01-23 |
RSI走弱 |
卖出 |
5.2347600000000005 |
145400.0 |
¥76.1万 |
|
| 2025-06-27 |
RSI强势追入 |
买入 |
5.795789999999999 |
131000.0 |
¥75.9万 |
|
| 2025-07-22 |
RSI走弱 |
卖出 |
5.63436 |
131000.0 |
¥73.8万 |
|
| 2025-10-31 |
RSI强势追入 |
买入 |
5.66566 |
130700.0 |
¥74.1万 |
|
| 2025-12-05 |
RSI走弱 |
卖出 |
5.87412 |
130700.0 |
¥76.8万 |
|
| 2026-04-02 |
RSI强势追入 |
买入 |
5.875869999999999 |
130300.0 |
¥76.6万 |
|
| 2026-05-07 |
RSI走弱 |
卖出 |
5.70429 |
130300.0 |
¥74.3万 |
|
| 2026-06-11 |
RSI强势追入 |
买入 |
6.226219999999999 |
119400.0 |
¥74.4万 |
|
| 2026-06-18 |
RSI走弱 |
卖出 |
5.91408 |
119400.0 |
¥70.6万 |
|
| 2026-09-01 |
RSI强势追入 |
买入 |
6.516509999999999 |
108300.0 |
¥70.6万 |
|
| 2026-11-05 |
RSI走弱 |
卖出 |
6.78321 |
108300.0 |
¥73.4万 |
|