601998 中信银行 — 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: ¥83.1万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -16.94%）
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 22 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 |
2015-11-11 |
2015-11-30 |
7.71001231 |
7.08291 |
¥-8.0万 |
-8.16% |
RSI走弱 |
| 2 |
2016-07-14 |
2016-07-26 |
5.967749787999998 |
5.81418 |
¥-2.4万 |
-2.60% |
RSI走弱 |
| 3 |
2016-08-15 |
2016-09-08 |
6.438360928999999 |
6.21378 |
¥-3.1万 |
-3.52% |
RSI走弱 |
| 4 |
2016-11-23 |
2016-12-16 |
6.578542970999999 |
6.61338 |
¥4,281 |
+0.50% |
RSI走弱 |
| 5 |
2017-07-18 |
2017-08-04 |
7.029128105999998 |
6.553439999999999 |
¥-5.8万 |
-6.80% |
RSI走弱 |
| 6 |
2018-01-12 |
2018-02-12 |
6.698699006999999 |
6.82317 |
¥1.5万 |
+1.83% |
RSI走弱 |
| 7 |
2019-02-26 |
2019-03-26 |
6.4819439999999995 |
6.18381 |
¥-3.8万 |
-4.63% |
RSI走弱 |
| 8 |
2019-10-15 |
2019-11-14 |
6.127957835999999 |
6.1438500000000005 |
¥1,797 |
+0.23% |
RSI走弱 |
| 9 |
2020-07-07 |
2020-07-16 |
6.1579968449999996 |
5.36463 |
¥-10.2万 |
-12.91% |
RSI走弱 |
| 10 |
2022-03-31 |
2022-04-26 |
5.086605524 |
4.90509 |
¥-2.5万 |
-3.60% |
RSI走弱 |
| 11 |
2022-09-06 |
2022-09-30 |
4.646033391999999 |
4.54545 |
¥-1.5万 |
-2.19% |
RSI走弱 |
| 12 |
2022-11-28 |
2022-12-21 |
4.971490999999999 |
4.91508 |
¥-7,404 |
-1.16% |
RSI走弱 |
| 13 |
2023-03-08 |
2023-05-25 |
5.156696545 |
6.48351 |
¥16.3万 |
+25.69% |
RSI走弱 |
| 14 |
2024-01-08 |
2024-03-13 |
5.607281679999999 |
6.22377 |
¥8.7万 |
+10.96% |
RSI走弱 |
| 15 |
2024-04-19 |
2024-05-16 |
7.509752249999999 |
6.8331599999999995 |
¥-7.6万 |
-9.04% |
RSI走弱 |
| 16 |
2024-10-09 |
2024-10-31 |
6.999089097 |
6.5734200000000005 |
¥-4.8万 |
-6.11% |
RSI走弱 |
| 17 |
2024-12-11 |
2024-12-16 |
7.139271138999999 |
6.8331599999999995 |
¥-3.2万 |
-4.32% |
RSI走弱 |
| 18 |
2025-03-18 |
2025-04-08 |
7.279453180999998 |
6.853140000000001 |
¥-4.3万 |
-5.88% |
RSI走弱 |
| 19 |
2025-05-23 |
2025-07-14 |
7.9002593669999985 |
8.53146 |
¥5.5万 |
+7.96% |
RSI走弱 |
| 20 |
2026-03-19 |
2026-05-14 |
7.860207354999999 |
8.20179 |
¥3.2万 |
+4.31% |
RSI走弱 |
| 21 |
2026-07-31 |
2026-08-06 |
7.830168346 |
7.552440000000001 |
¥-2.7万 |
-3.58% |
RSI走弱 |
| 22 |
2026-08-20 |
2026-10-23 |
8.060467415000002 |
8.941049999999999 |
¥8.0万 |
+10.89% |
RSI走弱 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-11-11 |
RSI强势追入 |
买入 |
7.7077 |
127200.0 |
¥98.1万 |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
7.08291 |
127200.0 |
¥90.1万 |
|
| 2016-07-14 |
RSI强势追入 |
买入 |
5.965959999999999 |
153800.0 |
¥91.8万 |
|
| 2016-07-26 |
RSI走弱 |
卖出 |
5.81418 |
153800.0 |
¥89.4万 |
|
| 2016-08-15 |
RSI强势追入 |
买入 |
6.436429999999999 |
138900.0 |
¥89.4万 |
|
| 2016-09-08 |
RSI走弱 |
卖出 |
6.21378 |
138900.0 |
¥86.3万 |
|
| 2016-11-23 |
RSI强势追入 |
买入 |
6.576569999999999 |
130300.0 |
¥85.7万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
6.61338 |
130300.0 |
¥86.1万 |
|
| 2017-07-18 |
RSI强势追入 |
买入 |
7.027019999999998 |
122100.0 |
¥85.8万 |
|
| 2017-08-04 |
RSI走弱 |
卖出 |
6.553439999999999 |
122100.0 |
¥80.0万 |
|
| 2018-01-12 |
RSI强势追入 |
买入 |
6.696689999999999 |
120200.0 |
¥80.5万 |
|
| 2018-02-12 |
RSI走弱 |
卖出 |
6.82317 |
120200.0 |
¥82.0万 |
|
| 2019-02-26 |
RSI强势追入 |
买入 |
6.48 |
127100.0 |
¥82.4万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
6.18381 |
127100.0 |
¥78.6万 |
|
| 2019-10-15 |
RSI强势追入 |
买入 |
6.126119999999999 |
127900.0 |
¥78.4万 |
|
| 2019-11-14 |
RSI走弱 |
卖出 |
6.1438500000000005 |
127900.0 |
¥78.6万 |
|
| 2020-07-07 |
RSI强势追入 |
买入 |
6.156149999999999 |
128000.0 |
¥78.8万 |
|
| 2020-07-16 |
RSI走弱 |
卖出 |
5.36463 |
128000.0 |
¥68.6万 |
|
| 2022-03-31 |
RSI强势追入 |
买入 |
5.08508 |
134000.0 |
¥68.2万 |
|
| 2022-04-26 |
RSI走弱 |
卖出 |
4.90509 |
134000.0 |
¥65.7万 |
|
| 2022-09-06 |
RSI强势追入 |
买入 |
4.644639999999999 |
142600.0 |
¥66.3万 |
|
| 2022-09-30 |
RSI走弱 |
卖出 |
4.54545 |
142600.0 |
¥64.8万 |
|
| 2022-11-28 |
RSI强势追入 |
买入 |
4.97 |
127900.0 |
¥63.6万 |
|
| 2022-12-21 |
RSI走弱 |
卖出 |
4.91508 |
127900.0 |
¥62.8万 |
|
| 2023-03-08 |
RSI强势追入 |
买入 |
5.15515 |
122800.0 |
¥63.3万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
6.48351 |
122800.0 |
¥79.6万 |
|
| 2024-01-08 |
RSI强势追入 |
买入 |
5.605599999999999 |
141200.0 |
¥79.2万 |
|
| 2024-03-13 |
RSI走弱 |
卖出 |
6.22377 |
141200.0 |
¥87.9万 |
|
| 2024-04-19 |
RSI强势追入 |
买入 |
7.507499999999999 |
111800.0 |
¥84.0万 |
|
| 2024-05-16 |
RSI走弱 |
卖出 |
6.8331599999999995 |
111800.0 |
¥76.4万 |
|
| 2024-10-09 |
RSI强势追入 |
买入 |
6.996989999999999 |
112700.0 |
¥78.9万 |
|
| 2024-10-31 |
RSI走弱 |
卖出 |
6.5734200000000005 |
112700.0 |
¥74.1万 |
|
| 2024-12-11 |
RSI强势追入 |
买入 |
7.137129999999998 |
104400.0 |
¥74.5万 |
|
| 2024-12-16 |
RSI走弱 |
卖出 |
6.8331599999999995 |
104400.0 |
¥71.3万 |
|
| 2025-03-18 |
RSI强势追入 |
买入 |
7.277269999999999 |
100600.0 |
¥73.2万 |
|
| 2025-04-08 |
RSI走弱 |
卖出 |
6.853140000000001 |
100600.0 |
¥68.9万 |
|
| 2025-05-23 |
RSI强势追入 |
买入 |
7.897889999999999 |
87200.0 |
¥68.9万 |
|
| 2025-07-14 |
RSI走弱 |
卖出 |
8.53146 |
87200.0 |
¥74.4万 |
|
| 2026-03-19 |
RSI强势追入 |
买入 |
7.857849999999999 |
94000.0 |
¥73.9万 |
|
| 2026-05-14 |
RSI走弱 |
卖出 |
8.20179 |
94000.0 |
¥77.1万 |
|
| 2026-07-31 |
RSI强势追入 |
买入 |
7.82782 |
97700.0 |
¥76.5万 |
|
| 2026-08-06 |
RSI走弱 |
卖出 |
7.552440000000001 |
97700.0 |
¥73.8万 |
|
| 2026-08-20 |
RSI强势追入 |
买入 |
8.05805 |
91600.0 |
¥73.8万 |
|
| 2026-10-23 |
RSI走弱 |
卖出 |
8.941049999999999 |
91600.0 |
¥81.9万 |
|