601995 中金公司 — 追涨杀跌 回测明细
数据区间: 2020-11-02 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥97.7万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -2.30%）
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 10 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 |
2020-11-24 |
2021-01-27 |
61.25955235399999 |
64.65528 |
¥5.4万 |
+5.51% |
RSI走弱 |
| 2 |
2021-05-27 |
2021-07-02 |
58.98660067299999 |
56.8431 |
¥-3.8万 |
-3.66% |
RSI走弱 |
| 3 |
2022-06-13 |
2022-07-12 |
41.35370238999999 |
42.6573 |
¥3.1万 |
+3.12% |
RSI走弱 |
| 4 |
2022-11-16 |
2022-12-20 |
38.770347615999995 |
37.562400000000004 |
¥-3.3万 |
-3.14% |
RSI走弱 |
| 5 |
2023-08-07 |
2023-08-15 |
40.70285719499999 |
39.54042 |
¥-2.9万 |
-2.89% |
RSI走弱 |
| 6 |
2023-11-15 |
2023-11-29 |
42.485171729 |
39.54042 |
¥-6.8万 |
-6.96% |
RSI走弱 |
| 7 |
2024-09-26 |
2024-11-19 |
30.820023233999997 |
36.05391 |
¥15.4万 |
+16.95% |
RSI走弱 |
| 8 |
2025-02-27 |
2025-03-24 |
35.34590059 |
34.92504 |
¥-1.3万 |
-1.22% |
RSI走弱 |
| 9 |
2025-07-25 |
2025-08-04 |
37.528735243999996 |
35.63433 |
¥-5.4万 |
-5.08% |
RSI走弱 |
| 10 |
2025-08-19 |
2025-09-04 |
38.399866505 |
37.31265 |
¥-2.8万 |
-2.86% |
RSI走弱 |
逐笔成交记录（共 20 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-11-24 |
RSI强势追入 |
买入 |
61.24117999999999 |
16000.0 |
¥98.0万 |
|
| 2021-01-27 |
RSI走弱 |
卖出 |
64.65528 |
16000.0 |
¥1.03M |
|
| 2021-05-27 |
RSI强势追入 |
买入 |
58.96890999999999 |
17500.0 |
¥1.03M |
|
| 2021-07-02 |
RSI走弱 |
卖出 |
56.8431 |
17500.0 |
¥99.4万 |
|
| 2022-06-13 |
RSI强势追入 |
买入 |
41.34129999999999 |
23900.0 |
¥98.8万 |
|
| 2022-07-12 |
RSI走弱 |
卖出 |
42.6573 |
23900.0 |
¥1.02M |
|
| 2022-11-16 |
RSI强势追入 |
买入 |
38.75872 |
26700.0 |
¥1.04M |
|
| 2022-12-20 |
RSI走弱 |
卖出 |
37.562400000000004 |
26700.0 |
¥1.00M |
|
| 2023-08-07 |
RSI强势追入 |
买入 |
40.69064999999999 |
24400.0 |
¥99.3万 |
|
| 2023-08-15 |
RSI走弱 |
卖出 |
39.54042 |
24400.0 |
¥96.4万 |
|
| 2023-11-15 |
RSI强势追入 |
买入 |
42.472429999999996 |
23100.0 |
¥98.1万 |
|
| 2023-11-29 |
RSI走弱 |
卖出 |
39.54042 |
23100.0 |
¥91.3万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
30.810779999999998 |
29500.0 |
¥90.9万 |
|
| 2024-11-19 |
RSI走弱 |
卖出 |
36.05391 |
29500.0 |
¥1.06M |
|
| 2025-02-27 |
RSI强势追入 |
买入 |
35.3353 |
29300.0 |
¥1.04M |
|
| 2025-03-24 |
RSI走弱 |
卖出 |
34.92504 |
29300.0 |
¥1.02M |
|
| 2025-07-25 |
RSI强势追入 |
买入 |
37.51747999999999 |
28100.0 |
¥1.05M |
|
| 2025-08-04 |
RSI走弱 |
卖出 |
35.63433 |
28100.0 |
¥1.00M |
|
| 2025-08-19 |
RSI强势追入 |
买入 |
38.388349999999996 |
25900.0 |
¥99.5万 |
|
| 2025-09-04 |
RSI走弱 |
卖出 |
37.31265 |
25900.0 |
¥96.6万 |
|