diff --git a/src/easy_tdx/backtest/cli.py b/src/easy_tdx/backtest/cli.py
new file mode 100644
index 0000000..b5614eb
--- /dev/null
+++ b/src/easy_tdx/backtest/cli.py
@@ -0,0 +1,213 @@
+"""回测 CLI 命令。"""
+
+from __future__ import annotations
+
+import importlib.util
+import json
+from pathlib import Path
+
+import click
+
+
+@click.command()
+@click.argument("market")
+@click.argument("code")
+@click.option("--strategy", "strategy_str", default=None, help="DSL 策略表达式 (P1)")
+@click.option("--strategy-file", "strategy_file", default=None, help="Python 策略文件路径")
+@click.option("--cash", default=100000.0, type=float, help="初始资金")
+@click.option("--commission", default=0.0003, type=float, help="佣金率")
+@click.option(
+    "--execution",
+    default="next_open",
+    type=click.Choice(["next_open", "next_close", "this_close", "worst", "best"]),
+    help="成交价规则",
+)
+@click.option("--period", default="DAILY", help="K线周期")
+@click.option("--adjust", default="NONE", help="复权: NONE/QFQ/HFQ")
+@click.option("--count", default=500, type=int, help="K线数量")
+@click.option("--indicators", default=None, help="预计算指标（逗号分隔）")
+@click.option("--table", "use_table", is_flag=True, help="表格输出")
+@click.option("--output", "output_fmt", type=click.Choice(["json", "table", "csv"]), default="json")
+def backtest(
+    market: str,
+    code: str,
+    strategy_str: str | None,
+    strategy_file: str | None,
+    cash: float,
+    commission: float,
+    execution: str,
+    period: str,
+    adjust: str,
+    count: int,
+    indicators: str | None,
+    use_table: bool,
+    output_fmt: str,
+) -> None:
+    """回测引擎：执行策略并返回绩效报告。
+
+    示例：
+
+      easy-tdx backtest SZ 000001 --strategy-file my_strategy.py
+
+      easy-tdx backtest SH 600519 --strategy-file ma_cross.py --table
+
+      easy-tdx backtest SZ 000001 --strategy-file my_strategy.py --indicators MACD,KDJ
+    """
+    from ..cli.conn import get_mac_client
+    from ..cli.parsers import parse_adjust, parse_market, parse_period
+    from ..backtest.engine import BacktestEngine
+    from ..indicator import compute_indicators
+
+    # 1. 加载策略
+    strategy = _load_strategy(strategy_str, strategy_file)
+    if strategy is None:
+        click.echo("错误: 必须指定 --strategy-file 或 --strategy", err=True)
+        raise SystemExit(1)
+
+    # 2. 获取数据
+    mkt = parse_market(market)
+    with get_mac_client() as client:
+        df = client.get_stock_kline(
+            mkt,
+            code,
+            period=parse_period(period),
+            start=0,
+            count=count,
+            adjust=parse_adjust(adjust),
+        )
+
+    # 3. 预计算指标
+    if indicators:
+        indicator_list = [ind.strip() for ind in indicators.split(",")]
+        df = compute_indicators(df, indicator_list)
+
+    # 4. 创建引擎并运行
+    engine = BacktestEngine(
+        strategy=strategy,
+        cash=cash,
+        commission=commission,
+        execution=execution,
+    )
+    result = engine.run(df)
+
+    # 5. 输出结果
+    fmt = "table" if use_table else output_fmt
+    if fmt == "json":
+        click.echo(result.to_json())
+    elif fmt == "table":
+        _print_table(result)
+    else:
+        click.echo(result.to_json())
+
+
+def _load_strategy(
+    strategy_str: str | None, strategy_file: str | None
+) -> type | None:
+    """加载策略类。
+
+    优先从 Python 文件加载，其次从 DSL 表达式加载（未实现）。
+
+    Args:
+        strategy_str: DSL 策略表达式
+        strategy_file: Python 策略文件路径
+
+    Returns:
+        Strategy 子类
+    """
+    from ..backtest.strategy import Strategy
+
+    if strategy_file:
+        return _load_strategy_from_file(strategy_file)
+
+    if strategy_str:
+        click.echo("错误: DSL 策略表达式尚未实现", err=True)
+        return None
+
+    return None
+
+
+def _load_strategy_from_file(path: str) -> type:
+    """从 Python 文件加载 Strategy 子类。
+
+    Args:
+        path: Python 文件路径
+
+    Returns:
+        Strategy 子类
+    """
+    from ..backtest.strategy import Strategy
+
+    file_path = Path(path)
+    if not file_path.exists():
+        click.echo(f"错误: 文件不存在: {path}", err=True)
+        raise SystemExit(1)
+
+    spec = importlib.util.spec_from_file_location("strategy_module", file_path)
+    if spec is None or spec.loader is None:
+        click.echo(f"错误: 无法加载文件: {path}", err=True)
+        raise SystemExit(1)
+
+    module = importlib.util.module_from_spec(spec)
+    spec.loader.exec_module(module)
+
+    # 查找 Strategy 子类
+    strategy_classes = []
+    for name in dir(module):
+        obj = getattr(module, name)
+        try:
+            if (
+                isinstance(obj, type)
+                and issubclass(obj, Strategy)
+                and obj is not Strategy
+            ):
+                strategy_classes.append(obj)
+        except TypeError:
+            pass
+
+    if not strategy_classes:
+        click.echo(f"错误: 文件中未找到 Strategy 子类: {path}", err=True)
+        raise SystemExit(1)
+
+    if len(strategy_classes) > 1:
+        click.echo(f"警告: 文件包含多个 Strategy 子类，使用第一个: {path}", err=True)
+
+    return strategy_classes[0]
+
+
+def _print_table(result) -> None:
+    """以表格形式输出回测结果。"""
+    perf = result.performance
+    config = result.config
+
+    click.echo("=== 回测绩效概要 ===")
+    click.echo(f"总收益率: {perf.get('total_return', 0):.2%}")
+    click.echo(f"年化收益: {perf.get('annual_return', 0):.2%}")
+    click.echo(f"最大回撤: {perf.get('max_drawdown', 0):.2%}")
+    click.echo(f"夏普比率: {perf.get('sharpe_ratio', 0):.2f}")
+    click.echo(f"胜率: {perf.get('win_rate', 0):.2%}")
+    click.echo(f"交易次数: {perf.get('total_trades', 0)}")
+    click.echo()
+
+    click.echo("=== 配置参数 ===")
+    click.echo(f"初始资金: {config.get('cash', 0):.2f}")
+    click.echo(f"佣金率: {config.get('commission', 0):.4f}")
+    click.echo(f"成交规则: {config.get('execution', 'next_open')}")
+    click.echo()
+
+    if config.get("future_leak_warning"):
+        click.echo("!!! 警告: 策略可能存在未来函数（使用未来数据）")
+        click.echo()
+
+    if not result.trades.empty:
+        click.echo("=== 最近交易记录 ===")
+        recent_trades = result.trades.tail(10)
+        for idx, trade in recent_trades.iterrows():
+            direction = "买入" if trade["direction"] == "BUY" else "卖出"
+            status = "拒绝" if trade["rejected"] else "成交"
+            click.echo(
+                f"  [{trade['datetime']}] {direction} "
+                f"数量={trade['size']:.0f} 价格={trade['price']:.2f} "
+                f"盈亏={trade['pnl']:.2f} [{status}]"
+            )
+    else:
+        click.echo("无交易记录")
diff --git a/src/easy_tdx/cli/__init__.py b/src/easy_tdx/cli/__init__.py
index 63ca3f8..082bdeb 100644
--- a/src/easy_tdx/cli/__init__.py
+++ b/src/easy_tdx/cli/__init__.py
@@ -19,6 +19,7 @@ from .cmd_offline import offline
 from .cmd_quote import quote, quote_list
 from .cmd_tick import tick
 from .cmd_transaction import transaction
+from ..backtest.cli import backtest
 
 
 @click.group()
@@ -66,3 +67,4 @@ cli.add_command(indicator)
 cli.add_command(indicator_list)
 cli.add_command(offline)
 cli.add_command(chanlun)
+cli.add_command(backtest)
diff --git a/tests/unit/test_backtest_cli.py b/tests/unit/test_backtest_cli.py
new file mode 100644
index 0000000..711bbf3
--- /dev/null
+++ b/tests/unit/test_backtest_cli.py
@@ -0,0 +1,30 @@
+"""回测 CLI 命令测试。"""
+
+from __future__ import annotations
+
+from click.testing import CliRunner
+
+
+class TestBacktestCLI:
+    """测试回测 CLI 命令。"""
+
+    def test_help(self):
+        """测试 --help 显示帮助。"""
+        from easy_tdx.backtest.cli import backtest
+
+        runner = CliRunner()
+        result = runner.invoke(backtest, ["--help"])
+        assert result.exit_code == 0
+        assert "回测引擎" in result.output
+        assert "--strategy-file" in result.output
+        assert "--cash" in result.output
+        assert "--commission" in result.output
+
+    def test_missing_strategy_fails(self):
+        """测试不指定策略则失败。"""
+        from easy_tdx.backtest.cli import backtest
+
+        runner = CliRunner()
+        result = runner.invoke(backtest, ["SZ", "000001"])
+        assert result.exit_code == 1
+        assert "必须指定" in result.output or "错误" in result.output