000630 铜陵有色 — 布林带突破 回测明细
数据区间: 2015-01-05 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥26.1万
策略: 布林带突破
K线 & 交易信号（策略收益 -73.93%）
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 46 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 |
2015-02-27 |
2015-10-26 |
15.440050625999998 |
4.06 |
¥-73.5万 |
-73.71% |
跌破中轨 |
| 2 |
2016-03-08 |
2016-03-17 |
3.043952912 |
2.7971999999999997 |
¥-2.1万 |
-8.13% |
跌破中轨 |
| 3 |
2016-04-14 |
2016-04-21 |
3.0339399089999994 |
2.78721 |
¥-2.0万 |
-8.16% |
跌破中轨 |
| 4 |
2016-07-05 |
2016-07-25 |
2.6534457949999997 |
2.64735 |
¥-573 |
-0.26% |
跌破中轨 |
| 5 |
2016-10-20 |
2016-12-01 |
2.7235368159999997 |
3.16 |
¥3.5万 |
+15.99% |
跌破中轨 |
| 6 |
2017-02-03 |
2017-02-27 |
3.431029 |
3.31668 |
¥-8,547 |
-3.36% |
跌破中轨 |
| 7 |
2017-06-30 |
2017-08-14 |
2.833679849 |
3.0 |
¥1.4万 |
+5.84% |
跌破中轨 |
| 8 |
2017-12-28 |
2018-01-16 |
2.8436928519999993 |
2.81718 |
¥-2,533 |
-0.96% |
跌破中轨 |
| 9 |
2018-10-08 |
2018-10-12 |
2.170651 |
2.0479499999999997 |
¥-1.5万 |
-5.68% |
跌破中轨 |
| 10 |
2019-01-21 |
2019-01-28 |
2.0626786179999996 |
2.01798 |
¥-5,405 |
-2.20% |
跌破中轨 |
| 11 |
2019-02-14 |
2019-03-26 |
2.0827046240000002 |
2.5874099999999993 |
¥5.8万 |
+24.20% |
跌破中轨 |
| 12 |
2019-06-24 |
2019-07-04 |
2.4932377470000007 |
2.4275700000000002 |
¥-7,921 |
-2.66% |
跌破中轨 |
| 13 |
2019-09-11 |
2019-09-19 |
2.3130036929999997 |
2.23776 |
¥-9,543 |
-3.28% |
跌破中轨 |
| 14 |
2019-12-11 |
2019-12-24 |
2.1828346539999997 |
2.16783 |
¥-2,007 |
-0.72% |
跌破中轨 |
| 15 |
2019-12-25 |
2020-01-20 |
2.2429126719999997 |
2.28 |
¥4,510 |
+1.62% |
跌破中轨 |
| 16 |
2020-07-02 |
2020-07-27 |
1.982574594 |
2.18781 |
¥2.9万 |
+10.32% |
跌破中轨 |
| 17 |
2020-11-11 |
2020-12-08 |
2.383094714 |
2.54745 |
¥2.1万 |
+6.86% |
跌破中轨 |
| 18 |
2021-01-11 |
2021-01-12 |
2.730819 |
2.4875100000000003 |
¥-2.9万 |
-8.94% |
跌破中轨 |
| 19 |
2021-02-19 |
2021-03-18 |
2.683484804 |
2.9370600000000002 |
¥2.9万 |
+9.42% |
跌破中轨 |
| 20 |
2021-05-11 |
2021-05-20 |
3.2341999689999996 |
2.7971999999999997 |
¥-4.4万 |
-13.54% |
跌破中轨 |
| 21 |
2021-07-08 |
2021-08-20 |
2.9037708699999993 |
3.56643 |
¥6.6万 |
+22.78% |
跌破中轨 |
| 22 |
2021-08-31 |
2021-09-27 |
3.975162191 |
4.3956 |
¥3.7万 |
+10.54% |
跌破中轨 |
| 23 |
2022-01-14 |
2022-01-26 |
3.875032161 |
3.44655 |
¥-4.3万 |
-11.08% |
跌破中轨 |
| 24 |
2022-03-04 |
2022-03-10 |
4.225487265999999 |
3.92607 |
¥-2.4万 |
-7.11% |
跌破中轨 |
| 25 |
2022-04-15 |
2022-04-21 |
4.295578286999999 |
3.85614 |
¥-3.3万 |
-10.26% |
跌破中轨 |
| 26 |
2022-06-07 |
2022-06-21 |
3.4444730319999994 |
3.35664 |
¥-7,516 |
-2.58% |
跌破中轨 |
| 27 |
2022-11-08 |
2023-02-09 |
2.8637188579999995 |
3.3666300000000007 |
¥4.9万 |
+17.53% |
跌破中轨 |
| 28 |
2023-04-17 |
2023-04-28 |
3.344343002 |
3.2967 |
¥-4,824 |
-1.45% |
跌破中轨 |
| 29 |
2023-07-05 |
2023-08-14 |
2.9838748939999995 |
3.10689 |
¥1.3万 |
+4.09% |
跌破中轨 |
| 30 |
2023-09-05 |
2023-09-22 |
3.424447026 |
3.276719999999999 |
¥-1.5万 |
-4.34% |
跌破中轨 |
| 31 |
2023-12-05 |
2023-12-06 |
3.0539659149999996 |
3.0069899999999996 |
¥-5,070 |
-1.57% |
跌破中轨 |
| 32 |
2023-12-29 |
2024-01-19 |
3.2141739629999995 |
3.1468499999999997 |
¥-6,765 |
-2.12% |
跌破中轨 |
| 33 |
2024-02-21 |
2024-04-24 |
3.374382011 |
3.7962000000000002 |
¥3.9万 |
+12.47% |
跌破中轨 |
| 34 |
2024-05-21 |
2024-05-24 |
4.355656304999999 |
3.9060900000000003 |
¥-3.7万 |
-10.35% |
跌破中轨 |
| 35 |
2024-09-26 |
2024-10-28 |
3.2742519809999995 |
3.4665300000000006 |
¥1.9万 |
+5.84% |
跌破中轨 |
| 36 |
2025-03-13 |
2025-04-01 |
3.4544860349999995 |
3.4465500000000002 |
¥-875 |
-0.26% |
跌破中轨 |
| 37 |
2025-06-12 |
2025-06-24 |
3.2842649839999996 |
3.1668299999999996 |
¥-1.2万 |
-3.60% |
跌破中轨 |
| 38 |
2025-07-02 |
2025-08-01 |
3.3843950139999994 |
3.46653 |
¥7,720 |
+2.40% |
跌破中轨 |
| 39 |
2025-08-08 |
2025-09-05 |
3.9951881969999996 |
4.1958 |
¥1.6万 |
+4.99% |
跌破中轨 |
| 40 |
2025-09-15 |
2025-09-19 |
4.70611141 |
4.36563 |
¥-2.5万 |
-7.26% |
跌破中轨 |
| 41 |
2025-10-10 |
2025-10-29 |
5.9176847729999995 |
5.36463 |
¥-3.0万 |
-9.37% |
跌破中轨 |
| 42 |
2025-12-05 |
2025-12-17 |
5.617294683 |
5.25474 |
¥-1.9万 |
-6.48% |
跌破中轨 |
| 43 |
2026-01-05 |
2026-02-24 |
5.767489727999999 |
7.24275 |
¥6.7万 |
+25.54% |
跌破中轨 |
| 44 |
2026-05-11 |
2026-05-18 |
6.678673000999998 |
6.043950000000001 |
¥-3.2万 |
-9.53% |
跌破中轨 |
| 45 |
2026-06-16 |
2026-06-26 |
7.569830267999999 |
6.753240000000001 |
¥-3.3万 |
-10.81% |
跌破中轨 |
| 46 |
2026-08-10 |
2026-08-20 |
6.888946063999999 |
6.4935 |
¥-1.6万 |
-5.77% |
跌破中轨 |
逐笔成交记录（共 92 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-27 |
突破上轨 |
买入 |
15.435419999999999 |
64600.0 |
¥99.7万 |
|
| 2015-10-26 |
跌破中轨 |
卖出 |
4.06 |
64600.0 |
¥26.2万 |
|
| 2016-03-08 |
突破上轨 |
买入 |
3.0430399999999995 |
86800.0 |
¥26.4万 |
|
| 2016-03-17 |
跌破中轨 |
卖出 |
2.7971999999999997 |
86800.0 |
¥24.3万 |
|
| 2016-04-14 |
突破上轨 |
买入 |
3.0330299999999997 |
79200.0 |
¥24.0万 |
|
| 2016-04-21 |
跌破中轨 |
卖出 |
2.78721 |
79200.0 |
¥22.1万 |
|
| 2016-07-05 |
突破上轨 |
买入 |
2.6526499999999995 |
83100.0 |
¥22.1万 |
|
| 2016-07-25 |
跌破中轨 |
卖出 |
2.64735 |
83100.0 |
¥22.0万 |
|
| 2016-10-20 |
突破上轨 |
买入 |
2.72272 |
80200.0 |
¥21.8万 |
|
| 2016-12-01 |
跌破中轨 |
卖出 |
3.16 |
80200.0 |
¥25.3万 |
|
| 2017-02-03 |
突破上轨 |
买入 |
3.43 |
74100.0 |
¥25.4万 |
|
| 2017-02-27 |
跌破中轨 |
卖出 |
3.31668 |
74100.0 |
¥24.6万 |
|
| 2017-06-30 |
突破上轨 |
买入 |
2.83283 |
87500.0 |
¥24.8万 |
|
| 2017-08-14 |
跌破中轨 |
卖出 |
3.0 |
87500.0 |
¥26.2万 |
|
| 2017-12-28 |
突破上轨 |
买入 |
2.8428399999999994 |
92600.0 |
¥26.3万 |
|
| 2018-01-16 |
跌破中轨 |
卖出 |
2.81718 |
92600.0 |
¥26.1万 |
|
| 2018-10-08 |
突破上轨 |
买入 |
2.17 |
118900.0 |
¥25.8万 |
|
| 2018-10-12 |
跌破中轨 |
卖出 |
2.0479499999999997 |
118900.0 |
¥24.3万 |
|
| 2019-01-21 |
突破上轨 |
买入 |
2.06206 |
119300.0 |
¥24.6万 |
|
| 2019-01-28 |
跌破中轨 |
卖出 |
2.01798 |
119300.0 |
¥24.1万 |
|
| 2019-02-14 |
突破上轨 |
买入 |
2.08208 |
115100.0 |
¥24.0万 |
|
| 2019-03-26 |
跌破中轨 |
卖出 |
2.5874099999999993 |
115100.0 |
¥29.8万 |
|
| 2019-06-24 |
突破上轨 |
买入 |
2.49249 |
119300.0 |
¥29.7万 |
|
| 2019-07-04 |
跌破中轨 |
卖出 |
2.4275700000000002 |
119300.0 |
¥29.0万 |
|
| 2019-09-11 |
突破上轨 |
买入 |
2.3123099999999996 |
125700.0 |
¥29.1万 |
|
| 2019-09-19 |
跌破中轨 |
卖出 |
2.23776 |
125700.0 |
¥28.1万 |
|
| 2019-12-11 |
突破上轨 |
买入 |
2.18218 |
128200.0 |
¥28.0万 |
|
| 2019-12-24 |
跌破中轨 |
卖出 |
2.16783 |
128200.0 |
¥27.8万 |
|
| 2019-12-25 |
突破上轨 |
买入 |
2.24224 |
123900.0 |
¥27.8万 |
|
| 2020-01-20 |
跌破中轨 |
卖出 |
2.28 |
123900.0 |
¥28.2万 |
|
| 2020-07-02 |
突破上轨 |
买入 |
1.9819799999999999 |
142400.0 |
¥28.2万 |
|
| 2020-07-27 |
跌破中轨 |
卖出 |
2.18781 |
142400.0 |
¥31.1万 |
|
| 2020-11-11 |
突破上轨 |
买入 |
2.3823799999999995 |
131300.0 |
¥31.3万 |
|
| 2020-12-08 |
跌破中轨 |
卖出 |
2.54745 |
131300.0 |
¥33.4万 |
|
| 2021-01-11 |
突破上轨 |
买入 |
2.73 |
120500.0 |
¥32.9万 |
|
| 2021-01-12 |
跌破中轨 |
卖出 |
2.4875100000000003 |
120500.0 |
¥30.0万 |
|
| 2021-02-19 |
突破上轨 |
买入 |
2.68268 |
113600.0 |
¥30.5万 |
|
| 2021-03-18 |
跌破中轨 |
卖出 |
2.9370600000000002 |
113600.0 |
¥33.4万 |
|
| 2021-05-11 |
突破上轨 |
买入 |
3.23323 |
100600.0 |
¥32.5万 |
|
| 2021-05-20 |
跌破中轨 |
卖出 |
2.7971999999999997 |
100600.0 |
¥28.1万 |
|
| 2021-07-08 |
突破上轨 |
买入 |
2.9028999999999994 |
99400.0 |
¥28.9万 |
|
| 2021-08-20 |
跌破中轨 |
卖出 |
3.56643 |
99400.0 |
¥35.4万 |
|
| 2021-08-31 |
突破上轨 |
买入 |
3.9739699999999996 |
88700.0 |
¥35.3万 |
|
| 2021-09-27 |
跌破中轨 |
卖出 |
4.3956 |
88700.0 |
¥39.0万 |
|
| 2022-01-14 |
突破上轨 |
买入 |
3.8738699999999997 |
100200.0 |
¥38.8万 |
|
| 2022-01-26 |
跌破中轨 |
卖出 |
3.44655 |
100200.0 |
¥34.5万 |
|
| 2022-03-04 |
突破上轨 |
买入 |
4.224219999999999 |
81100.0 |
¥34.3万 |
|
| 2022-03-10 |
跌破中轨 |
卖出 |
3.92607 |
81100.0 |
¥31.8万 |
|
| 2022-04-15 |
突破上轨 |
买入 |
4.294289999999999 |
74400.0 |
¥32.0万 |
|
| 2022-04-21 |
跌破中轨 |
卖出 |
3.85614 |
74400.0 |
¥28.7万 |
|
| 2022-06-07 |
突破上轨 |
买入 |
3.44344 |
84600.0 |
¥29.1万 |
|
| 2022-06-21 |
跌破中轨 |
卖出 |
3.35664 |
84600.0 |
¥28.4万 |
|
| 2022-11-08 |
突破上轨 |
买入 |
2.8628599999999995 |
98100.0 |
¥28.1万 |
|
| 2023-02-09 |
跌破中轨 |
卖出 |
3.3666300000000007 |
98100.0 |
¥33.0万 |
|
| 2023-04-17 |
突破上轨 |
买入 |
3.34334 |
99200.0 |
¥33.2万 |
|
| 2023-04-28 |
跌破中轨 |
卖出 |
3.2967 |
99200.0 |
¥32.7万 |
|
| 2023-07-05 |
突破上轨 |
买入 |
2.9829799999999995 |
109600.0 |
¥32.7万 |
|
| 2023-08-14 |
跌破中轨 |
卖出 |
3.10689 |
109600.0 |
¥34.0万 |
|
| 2023-09-05 |
突破上轨 |
买入 |
3.4234199999999997 |
99400.0 |
¥34.0万 |
|
| 2023-09-22 |
跌破中轨 |
卖出 |
3.276719999999999 |
99400.0 |
¥32.6万 |
|
| 2023-12-05 |
突破上轨 |
买入 |
3.0530499999999994 |
105900.0 |
¥32.3万 |
|
| 2023-12-06 |
跌破中轨 |
卖出 |
3.0069899999999996 |
105900.0 |
¥31.8万 |
|
| 2023-12-29 |
突破上轨 |
买入 |
3.2132099999999997 |
99100.0 |
¥31.9万 |
|
| 2024-01-19 |
跌破中轨 |
卖出 |
3.1468499999999997 |
99100.0 |
¥31.2万 |
|
| 2024-02-21 |
突破上轨 |
买入 |
3.3733699999999995 |
93600.0 |
¥31.6万 |
|
| 2024-04-24 |
跌破中轨 |
卖出 |
3.7962000000000002 |
93600.0 |
¥35.5万 |
|
| 2024-05-21 |
突破上轨 |
买入 |
4.354349999999999 |
81500.0 |
¥35.5万 |
|
| 2024-05-24 |
跌破中轨 |
卖出 |
3.9060900000000003 |
81500.0 |
¥31.8万 |
|
| 2024-09-26 |
突破上轨 |
买入 |
3.2732699999999992 |
97000.0 |
¥31.8万 |
|
| 2024-10-28 |
跌破中轨 |
卖出 |
3.4665300000000006 |
97000.0 |
¥33.6万 |
|
| 2025-03-13 |
突破上轨 |
买入 |
3.4534499999999997 |
97600.0 |
¥33.7万 |
|
| 2025-04-01 |
跌破中轨 |
卖出 |
3.4465500000000002 |
97600.0 |
¥33.6万 |
|
| 2025-06-12 |
突破上轨 |
买入 |
3.2832799999999995 |
102000.0 |
¥33.5万 |
|
| 2025-06-24 |
跌破中轨 |
卖出 |
3.1668299999999996 |
102000.0 |
¥32.3万 |
|
| 2025-07-02 |
突破上轨 |
买入 |
3.3833799999999994 |
95200.0 |
¥32.2万 |
|
| 2025-08-01 |
跌破中轨 |
卖出 |
3.46653 |
95200.0 |
¥33.0万 |
|
| 2025-08-08 |
突破上轨 |
买入 |
3.9939899999999993 |
82400.0 |
¥32.9万 |
|
| 2025-09-05 |
跌破中轨 |
卖出 |
4.1958 |
82400.0 |
¥34.6万 |
|
| 2025-09-15 |
突破上轨 |
买入 |
4.7047 |
73300.0 |
¥34.5万 |
|
| 2025-09-19 |
跌破中轨 |
卖出 |
4.36563 |
73300.0 |
¥32.0万 |
|
| 2025-10-10 |
突破上轨 |
买入 |
5.915909999999999 |
54700.0 |
¥32.4万 |
|
| 2025-10-29 |
跌破中轨 |
卖出 |
5.36463 |
54700.0 |
¥29.3万 |
|
| 2025-12-05 |
突破上轨 |
买入 |
5.615609999999999 |
51900.0 |
¥29.2万 |
|
| 2025-12-17 |
跌破中轨 |
卖出 |
5.25474 |
51900.0 |
¥27.3万 |
|
| 2026-01-05 |
突破上轨 |
买入 |
5.765759999999999 |
45500.0 |
¥26.2万 |
|
| 2026-02-24 |
跌破中轨 |
卖出 |
7.24275 |
45500.0 |
¥32.9万 |
|
| 2026-05-11 |
突破上轨 |
买入 |
6.676669999999999 |
51000.0 |
¥34.1万 |
|
| 2026-05-18 |
跌破中轨 |
卖出 |
6.043950000000001 |
51000.0 |
¥30.8万 |
|
| 2026-06-16 |
突破上轨 |
买入 |
7.5675599999999985 |
40200.0 |
¥30.4万 |
|
| 2026-06-26 |
跌破中轨 |
卖出 |
6.753240000000001 |
40200.0 |
¥27.1万 |
|
| 2026-08-10 |
突破上轨 |
买入 |
6.886879999999999 |
39500.0 |
¥27.2万 |
|
| 2026-08-20 |
跌破中轨 |
卖出 |
6.4935 |
39500.0 |
¥25.6万 |
|