000166 申万宏源 — 布林带突破 回测明细
数据区间: 2015-01-26 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥69.0万
策略: 布林带突破
K线 & 交易信号（策略收益 -31.05%）
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 43 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 |
2015-03-18 |
2015-04-29 |
16.82184504 |
18.53145 |
¥10.1万 |
+10.13% |
跌破中轨 |
| 2 |
2015-05-27 |
2015-06-17 |
19.054744709 |
18.54144 |
¥-3.0万 |
-2.72% |
跌破中轨 |
| 3 |
2015-11-06 |
2015-11-30 |
10.91417327 |
10.3896 |
¥-5.1万 |
-4.83% |
跌破中轨 |
| 4 |
2016-03-22 |
2016-04-19 |
9.181923750999998 |
8.75124 |
¥-4.8万 |
-4.72% |
跌破中轨 |
| 5 |
2016-06-01 |
2016-06-14 |
8.521065553 |
7.98201 |
¥-6.1万 |
-6.35% |
跌破中轨 |
| 6 |
2016-07-05 |
2016-07-07 |
8.631208585999998 |
6.2936999999999985 |
¥-24.5万 |
-27.10% |
跌破中轨 |
| 7 |
2016-08-16 |
2016-09-02 |
6.598568976999999 |
6.40359 |
¥-2.0万 |
-2.98% |
跌破中轨 |
| 8 |
2016-11-04 |
2016-11-10 |
6.568529967999999 |
6.48351 |
¥-8,531 |
-1.32% |
跌破中轨 |
| 9 |
2016-11-14 |
2016-12-05 |
6.748764022 |
6.77322 |
¥2,112 |
+0.33% |
跌破中轨 |
| 10 |
2017-07-10 |
2017-07-18 |
5.727437715999999 |
5.61438 |
¥-1.3万 |
-2.00% |
跌破中轨 |
| 11 |
2017-07-20 |
2017-08-10 |
5.887645763999999 |
5.83416 |
¥-5,833 |
-0.94% |
跌破中轨 |
| 12 |
2017-08-29 |
2017-09-15 |
6.117944832999999 |
5.95404 |
¥-1.7万 |
-2.71% |
跌破中轨 |
| 13 |
2018-01-18 |
2018-02-01 |
5.487125644000001 |
5.36463 |
¥-1.4万 |
-2.26% |
跌破中轨 |
| 14 |
2018-07-25 |
2018-08-02 |
4.5058513499999995 |
4.37562 |
¥-1.7万 |
-2.92% |
跌破中轨 |
| 15 |
2018-09-19 |
2018-10-09 |
4.515864352999999 |
4.365630000000001 |
¥-1.9万 |
-3.36% |
跌破中轨 |
| 16 |
2018-11-19 |
2018-11-26 |
4.676072401 |
4.435560000000001 |
¥-2.8万 |
-5.17% |
跌破中轨 |
| 17 |
2019-02-11 |
2019-03-25 |
4.495838347 |
5.564430000000001 |
¥12.4万 |
+23.73% |
跌破中轨 |
| 18 |
2019-06-12 |
2019-07-09 |
4.846293451999999 |
4.83516 |
¥-1,674 |
-0.26% |
跌破中轨 |
| 19 |
2019-12-06 |
2020-01-16 |
4.8563064549999995 |
5.0149799999999995 |
¥2.1万 |
+3.24% |
跌破中轨 |
| 20 |
2020-06-23 |
2020-07-20 |
4.8563064549999995 |
5.67432 |
¥11.1万 |
+16.81% |
跌破中轨 |
| 21 |
2020-10-13 |
2020-10-21 |
5.537190659 |
5.36463 |
¥-2.4万 |
-3.15% |
跌破中轨 |
| 22 |
2020-11-24 |
2020-12-10 |
5.407021620000001 |
5.15484 |
¥-3.5万 |
-4.69% |
跌破中轨 |
| 23 |
2021-05-17 |
2021-06-04 |
4.706111409999999 |
4.65534 |
¥-7,768 |
-1.11% |
跌破中轨 |
| 24 |
2021-08-19 |
2021-09-28 |
4.656046395 |
5.57442 |
¥13.9万 |
+19.69% |
跌破中轨 |
| 25 |
2021-11-10 |
2021-11-16 |
5.567229667999999 |
5.34465 |
¥-3.4万 |
-4.03% |
跌破中轨 |
| 26 |
2022-06-07 |
2022-07-04 |
4.115344233 |
4.225770000000001 |
¥2.2万 |
+2.65% |
跌破中轨 |
| 27 |
2022-11-07 |
2022-11-29 |
4.025227205999999 |
4.05 |
¥4,893 |
+0.59% |
跌破中轨 |
| 28 |
2022-12-06 |
2022-12-13 |
4.20546126 |
4.08591 |
¥-2.4万 |
-2.87% |
跌破中轨 |
| 29 |
2023-01-17 |
2023-02-17 |
4.1553962449999995 |
4.14585 |
¥-2,127 |
-0.26% |
跌破中轨 |
| 30 |
2023-04-18 |
2023-05-24 |
4.495838347 |
4.5854099999999995 |
¥1.6万 |
+1.96% |
跌破中轨 |
| 31 |
2023-07-26 |
2023-08-15 |
4.866319458 |
4.815180000000001 |
¥-8,997 |
-1.08% |
跌破中轨 |
| 32 |
2023-10-18 |
2023-10-20 |
4.425747326 |
4.31568 |
¥-2.1万 |
-2.52% |
跌破中轨 |
| 33 |
2023-11-07 |
2023-11-30 |
4.525877355999999 |
4.4955 |
¥-5,606 |
-0.70% |
跌破中轨 |
| 34 |
2024-04-29 |
2024-05-16 |
4.816254442999999 |
4.61538 |
¥-3.4万 |
-4.20% |
跌破中轨 |
| 35 |
2024-08-01 |
2024-08-23 |
4.555916364999999 |
4.515479999999999 |
¥-6,962 |
-0.92% |
跌破中轨 |
| 36 |
2024-09-26 |
2024-10-30 |
4.636020389 |
5.2347600000000005 |
¥9.7万 |
+12.88% |
跌破中轨 |
| 37 |
2024-11-07 |
2024-11-18 |
5.607281679999998 |
5.4445500000000004 |
¥-2.5万 |
-2.93% |
跌破中轨 |
| 38 |
2024-12-31 |
2025-01-02 |
5.597268677 |
5.3346599999999995 |
¥-3.9万 |
-4.72% |
跌破中轨 |
| 39 |
2025-05-15 |
2025-05-19 |
4.896358467 |
4.74 |
¥-2.5万 |
-3.22% |
跌破中轨 |
| 40 |
2025-07-14 |
2025-08-04 |
5.286865584 |
5.24475 |
¥-6,322 |
-0.83% |
跌破中轨 |
| 41 |
2025-08-19 |
2025-09-01 |
5.567229667999999 |
5.48451 |
¥-1.1万 |
-1.52% |
跌破中轨 |
| 42 |
2026-01-07 |
2026-01-16 |
5.491647 |
5.264729999999999 |
¥-3.1万 |
-4.16% |
跌破中轨 |
| 43 |
2026-06-16 |
2026-06-22 |
4.575942370999999 |
4.3956 |
¥-2.8万 |
-3.97% |
跌破中轨 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
突破上轨 |
买入 |
16.8168 |
59300.0 |
¥99.8万 |
|
| 2015-04-29 |
跌破中轨 |
卖出 |
18.53145 |
59300.0 |
¥1.10M |
|
| 2015-05-27 |
突破上轨 |
买入 |
19.04903 |
57700.0 |
¥1.10M |
|
| 2015-06-17 |
跌破中轨 |
卖出 |
18.54144 |
57700.0 |
¥1.07M |
|
| 2015-11-06 |
突破上轨 |
买入 |
10.9109 |
96600.0 |
¥1.05M |
|
| 2015-11-30 |
跌破中轨 |
卖出 |
10.3896 |
96600.0 |
¥1.00M |
|
| 2016-03-22 |
突破上轨 |
买入 |
9.17917 |
110100.0 |
¥1.01M |
|
| 2016-04-19 |
跌破中轨 |
卖出 |
8.75124 |
110100.0 |
¥96.3万 |
|
| 2016-06-01 |
突破上轨 |
买入 |
8.51851 |
113400.0 |
¥96.6万 |
|
| 2016-06-14 |
跌破中轨 |
卖出 |
7.98201 |
113400.0 |
¥90.5万 |
|
| 2016-07-05 |
突破上轨 |
买入 |
8.628619999999998 |
104900.0 |
¥90.5万 |
|
| 2016-07-07 |
跌破中轨 |
卖出 |
6.2936999999999985 |
104900.0 |
¥66.0万 |
|
| 2016-08-16 |
突破上轨 |
买入 |
6.59659 |
100300.0 |
¥66.2万 |
|
| 2016-09-02 |
跌破中轨 |
卖出 |
6.40359 |
100300.0 |
¥64.2万 |
|
| 2016-11-04 |
突破上轨 |
买入 |
6.56656 |
98100.0 |
¥64.4万 |
|
| 2016-11-10 |
跌破中轨 |
卖出 |
6.48351 |
98100.0 |
¥63.6万 |
|
| 2016-11-14 |
突破上轨 |
买入 |
6.746739999999999 |
94200.0 |
¥63.6万 |
|
| 2016-12-05 |
跌破中轨 |
卖出 |
6.77322 |
94200.0 |
¥63.8万 |
|
| 2017-07-10 |
突破上轨 |
买入 |
5.725719999999999 |
111000.0 |
¥63.6万 |
|
| 2017-07-18 |
跌破中轨 |
卖出 |
5.61438 |
111000.0 |
¥62.3万 |
|
| 2017-07-20 |
突破上轨 |
买入 |
5.885879999999999 |
105600.0 |
¥62.2万 |
|
| 2017-08-10 |
跌破中轨 |
卖出 |
5.83416 |
105600.0 |
¥61.6万 |
|
| 2017-08-29 |
突破上轨 |
买入 |
6.116109999999999 |
101200.0 |
¥61.9万 |
|
| 2017-09-15 |
跌破中轨 |
卖出 |
5.95404 |
101200.0 |
¥60.2万 |
|
| 2018-01-18 |
突破上轨 |
买入 |
5.485480000000001 |
110000.0 |
¥60.4万 |
|
| 2018-02-01 |
跌破中轨 |
卖出 |
5.36463 |
110000.0 |
¥59.0万 |
|
| 2018-07-25 |
突破上轨 |
买入 |
4.504499999999999 |
130400.0 |
¥58.8万 |
|
| 2018-08-02 |
跌破中轨 |
卖出 |
4.37562 |
130400.0 |
¥57.0万 |
|
| 2018-09-19 |
突破上轨 |
买入 |
4.51451 |
126400.0 |
¥57.1万 |
|
| 2018-10-09 |
跌破中轨 |
卖出 |
4.365630000000001 |
126400.0 |
¥55.2万 |
|
| 2018-11-19 |
突破上轨 |
买入 |
4.674669999999999 |
117200.0 |
¥54.8万 |
|
| 2018-11-26 |
跌破中轨 |
卖出 |
4.435560000000001 |
117200.0 |
¥52.0万 |
|
| 2019-02-11 |
突破上轨 |
买入 |
4.49449 |
116400.0 |
¥52.3万 |
|
| 2019-03-25 |
跌破中轨 |
卖出 |
5.564430000000001 |
116400.0 |
¥64.8万 |
|
| 2019-06-12 |
突破上轨 |
买入 |
4.84484 |
133000.0 |
¥64.5万 |
|
| 2019-07-09 |
跌破中轨 |
卖出 |
4.83516 |
133000.0 |
¥64.3万 |
|
| 2019-12-06 |
突破上轨 |
买入 |
4.854849999999999 |
133500.0 |
¥64.8万 |
|
| 2020-01-16 |
跌破中轨 |
卖出 |
5.0149799999999995 |
133500.0 |
¥66.9万 |
|
| 2020-06-23 |
突破上轨 |
买入 |
4.854849999999999 |
135800.0 |
¥65.9万 |
|
| 2020-07-20 |
跌破中轨 |
卖出 |
5.67432 |
135800.0 |
¥77.0万 |
|
| 2020-10-13 |
突破上轨 |
买入 |
5.53553 |
139300.0 |
¥77.1万 |
|
| 2020-10-21 |
跌破中轨 |
卖出 |
5.36463 |
139300.0 |
¥74.7万 |
|
| 2020-11-24 |
突破上轨 |
买入 |
5.4054 |
139500.0 |
¥75.4万 |
|
| 2020-12-10 |
跌破中轨 |
卖出 |
5.15484 |
139500.0 |
¥71.9万 |
|
| 2021-05-17 |
突破上轨 |
买入 |
4.7047 |
148900.0 |
¥70.1万 |
|
| 2021-06-04 |
跌破中轨 |
卖出 |
4.65534 |
148900.0 |
¥69.3万 |
|
| 2021-08-19 |
突破上轨 |
买入 |
4.65465 |
152100.0 |
¥70.8万 |
|
| 2021-09-28 |
跌破中轨 |
卖出 |
5.57442 |
152100.0 |
¥84.8万 |
|
| 2021-11-10 |
突破上轨 |
买入 |
5.565559999999999 |
151100.0 |
¥84.1万 |
|
| 2021-11-16 |
跌破中轨 |
卖出 |
5.34465 |
151100.0 |
¥80.7万 |
|
| 2022-06-07 |
突破上轨 |
买入 |
4.11411 |
198400.0 |
¥81.6万 |
|
| 2022-07-04 |
跌破中轨 |
卖出 |
4.225770000000001 |
198400.0 |
¥83.8万 |
|
| 2022-11-07 |
突破上轨 |
买入 |
4.024019999999999 |
207700.0 |
¥83.6万 |
|
| 2022-11-29 |
跌破中轨 |
卖出 |
4.05 |
207700.0 |
¥84.1万 |
|
| 2022-12-06 |
突破上轨 |
买入 |
4.2042 |
200000.0 |
¥84.1万 |
|
| 2022-12-13 |
跌破中轨 |
卖出 |
4.08591 |
200000.0 |
¥81.7万 |
|
| 2023-01-17 |
突破上轨 |
买入 |
4.15415 |
197100.0 |
¥81.9万 |
|
| 2023-02-17 |
跌破中轨 |
卖出 |
4.14585 |
197100.0 |
¥81.7万 |
|
| 2023-04-18 |
突破上轨 |
买入 |
4.49449 |
181300.0 |
¥81.5万 |
|
| 2023-05-24 |
跌破中轨 |
卖出 |
4.5854099999999995 |
181300.0 |
¥83.1万 |
|
| 2023-07-26 |
突破上轨 |
买入 |
4.86486 |
171100.0 |
¥83.3万 |
|
| 2023-08-15 |
跌破中轨 |
卖出 |
4.815180000000001 |
171100.0 |
¥82.4万 |
|
| 2023-10-18 |
突破上轨 |
买入 |
4.42442 |
185700.0 |
¥82.2万 |
|
| 2023-10-20 |
跌破中轨 |
卖出 |
4.31568 |
185700.0 |
¥80.1万 |
|
| 2023-11-07 |
突破上轨 |
买入 |
4.524519999999999 |
176700.0 |
¥80.0万 |
|
| 2023-11-30 |
跌破中轨 |
卖出 |
4.4955 |
176700.0 |
¥79.4万 |
|
| 2024-04-29 |
突破上轨 |
买入 |
4.814809999999999 |
165900.0 |
¥79.9万 |
|
| 2024-05-16 |
跌破中轨 |
卖出 |
4.61538 |
165900.0 |
¥76.5万 |
|
| 2024-08-01 |
突破上轨 |
买入 |
4.554549999999999 |
166600.0 |
¥75.9万 |
|
| 2024-08-23 |
跌破中轨 |
卖出 |
4.515479999999999 |
166600.0 |
¥75.2万 |
|
| 2024-09-26 |
突破上轨 |
买入 |
4.63463 |
162600.0 |
¥75.4万 |
|
| 2024-10-30 |
跌破中轨 |
卖出 |
5.2347600000000005 |
162600.0 |
¥85.1万 |
|
| 2024-11-07 |
突破上轨 |
买入 |
5.605599999999999 |
150700.0 |
¥84.5万 |
|
| 2024-11-18 |
跌破中轨 |
卖出 |
5.4445500000000004 |
150700.0 |
¥82.0万 |
|
| 2024-12-31 |
突破上轨 |
买入 |
5.59559 |
148100.0 |
¥82.9万 |
|
| 2025-01-02 |
跌破中轨 |
卖出 |
5.3346599999999995 |
148100.0 |
¥79.0万 |
|
| 2025-05-15 |
突破上轨 |
买入 |
4.894889999999999 |
160400.0 |
¥78.5万 |
|
| 2025-05-19 |
跌破中轨 |
卖出 |
4.74 |
160400.0 |
¥76.0万 |
|
| 2025-07-14 |
突破上轨 |
买入 |
5.285279999999999 |
144700.0 |
¥76.5万 |
|
| 2025-08-04 |
跌破中轨 |
卖出 |
5.24475 |
144700.0 |
¥75.9万 |
|
| 2025-08-19 |
突破上轨 |
买入 |
5.565559999999999 |
135800.0 |
¥75.6万 |
|
| 2025-09-01 |
跌破中轨 |
卖出 |
5.48451 |
135800.0 |
¥74.5万 |
|
| 2026-01-07 |
突破上轨 |
买入 |
5.49 |
135900.0 |
¥74.6万 |
|
| 2026-01-16 |
跌破中轨 |
卖出 |
5.264729999999999 |
135900.0 |
¥71.5万 |
|
| 2026-06-16 |
突破上轨 |
买入 |
4.57457 |
155800.0 |
¥71.3万 |
|
| 2026-06-22 |
跌破中轨 |
卖出 |
4.3956 |
155800.0 |
¥68.5万 |
|