000725 京东方A — 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: ¥1.74M
策略: 布林带突破
K线 & 交易信号（策略收益 +73.80%）
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 |
2015-03-19 |
2015-05-07 |
3.895058167 |
4.34565 |
¥11.5万 |
+11.53% |
跌破中轨 |
| 2 |
2015-05-27 |
2015-06-29 |
4.876332460999999 |
5.1748199999999995 |
¥6.8万 |
+6.09% |
跌破中轨 |
| 3 |
2016-06-03 |
2016-06-14 |
2.4007199999999997 |
2.27772 |
¥-6.1万 |
-5.15% |
跌破中轨 |
| 4 |
2016-07-08 |
2016-07-26 |
2.3630687079999997 |
2.36 |
¥-1,790 |
-0.16% |
跌破中轨 |
| 5 |
2016-08-16 |
2016-09-02 |
2.4131337230000005 |
2.4075900000000003 |
¥-2,892 |
-0.26% |
跌破中轨 |
| 6 |
2016-10-12 |
2016-11-01 |
2.473211741 |
2.46753 |
¥-2,884 |
-0.26% |
跌破中轨 |
| 7 |
2016-11-08 |
2016-12-14 |
2.6634587979999993 |
2.8071899999999994 |
¥5.9万 |
+5.36% |
跌破中轨 |
| 8 |
2017-01-04 |
2017-02-07 |
3.084004924 |
3.16683 |
¥3.1万 |
+2.65% |
跌破中轨 |
| 9 |
2017-03-27 |
2017-05-09 |
3.4044210199999996 |
3.6063899999999998 |
¥7.1万 |
+5.90% |
跌破中轨 |
| 10 |
2017-06-30 |
2017-07-11 |
4.235500269 |
4.0 |
¥-7.1万 |
-5.59% |
跌破中轨 |
| 11 |
2017-09-06 |
2017-09-15 |
4.005201199999999 |
3.8361599999999996 |
¥-5.1万 |
-4.25% |
跌破中轨 |
| 12 |
2017-09-27 |
2017-11-24 |
4.1553962449999995 |
6.00399 |
¥50.9万 |
+44.44% |
跌破中轨 |
| 13 |
2018-01-10 |
2018-01-30 |
5.987775794 |
6.03396 |
¥1.2万 |
+0.74% |
跌破中轨 |
| 14 |
2018-03-13 |
2018-03-22 |
6.041812 |
5.754239999999999 |
¥-8.0万 |
-4.79% |
跌破中轨 |
| 15 |
2018-07-25 |
2018-08-03 |
3.8149541429999996 |
3.50649 |
¥-12.9万 |
-8.11% |
跌破中轨 |
| 16 |
2019-02-15 |
2019-03-14 |
3.4644990379999996 |
3.8961 |
¥17.8万 |
+12.42% |
跌破中轨 |
| 17 |
2019-04-25 |
2019-04-26 |
4.015214202999998 |
3.8161799999999997 |
¥-8.0万 |
-4.99% |
跌破中轨 |
| 18 |
2019-07-03 |
2019-08-05 |
3.7148241129999993 |
3.88611 |
¥7.1万 |
+4.58% |
跌破中轨 |
| 19 |
2019-11-27 |
2020-02-03 |
3.834980149 |
4.25 |
¥17.5万 |
+10.79% |
跌破中轨 |
| 20 |
2020-02-25 |
2020-03-02 |
5.607281679999999 |
4.995 |
¥-19.3万 |
-10.95% |
跌破中轨 |
| 21 |
2020-06-09 |
2020-07-17 |
4.656046395000001 |
4.6953000000000005 |
¥1.3万 |
+0.81% |
跌破中轨 |
| 22 |
2020-08-19 |
2020-09-10 |
5.226787566 |
5.36463 |
¥4.2万 |
+2.61% |
跌破中轨 |
| 23 |
2020-11-10 |
2020-11-27 |
5.3169045929999985 |
5.214779999999999 |
¥-3.2万 |
-1.95% |
跌破中轨 |
| 24 |
2020-12-02 |
2020-12-07 |
5.617294682999999 |
5.36463 |
¥-7.4万 |
-4.53% |
跌破中轨 |
| 25 |
2020-12-31 |
2021-01-29 |
5.927697776 |
6.3936 |
¥12.2万 |
+7.83% |
跌破中轨 |
| 26 |
2021-04-08 |
2021-05-10 |
6.5084519499999995 |
6.5934 |
¥2.1万 |
+1.27% |
跌破中轨 |
| 27 |
2021-07-15 |
2021-07-21 |
6.541962 |
6.28371 |
¥-6.8万 |
-3.98% |
跌破中轨 |
| 28 |
2021-09-09 |
2021-09-15 |
5.927697776 |
5.68431 |
¥-6.7万 |
-4.13% |
跌破中轨 |
| 29 |
2021-12-13 |
2021-12-27 |
5.116644533 |
4.95504 |
¥-5.0万 |
-3.19% |
跌破中轨 |
| 30 |
2023-01-17 |
2023-03-08 |
3.8650191579999995 |
4.08591 |
¥8.6万 |
+5.68% |
跌破中轨 |
| 31 |
2023-03-23 |
2023-04-17 |
4.355656304999999 |
4.35564 |
¥-487 |
-0.03% |
跌破中轨 |
| 32 |
2023-07-04 |
2023-07-25 |
4.1553962449999995 |
4.225770000000001 |
¥2.7万 |
+1.66% |
跌破中轨 |
| 33 |
2024-02-08 |
2024-03-15 |
3.8750321609999996 |
3.996 |
¥5.0万 |
+3.09% |
跌破中轨 |
| 34 |
2024-04-02 |
2024-05-16 |
4.315604292999999 |
4.32567 |
¥3,398 |
+0.20% |
跌破中轨 |
| 35 |
2024-07-12 |
2024-07-16 |
4.295578287 |
3.97602 |
¥-12.5万 |
-7.47% |
跌破中轨 |
| 36 |
2024-10-09 |
2024-11-15 |
4.651395000000001 |
4.38561 |
¥-8.8万 |
-5.74% |
跌破中轨 |
| 37 |
2025-05-15 |
2025-05-23 |
3.951185 |
3.86613 |
¥-3.2万 |
-2.18% |
跌破中轨 |
| 38 |
2025-07-04 |
2025-07-16 |
4.0252272059999985 |
3.966030000000001 |
¥-2.2万 |
-1.50% |
跌破中轨 |
| 39 |
2025-07-22 |
2025-08-01 |
4.065279218 |
4.02597 |
¥-1.4万 |
-1.00% |
跌破中轨 |
| 40 |
2025-08-27 |
2025-09-04 |
4.165409248 |
4.0459499999999995 |
¥-4.1万 |
-2.90% |
跌破中轨 |
| 41 |
2025-10-10 |
2025-10-14 |
4.265539277999999 |
4.11588 |
¥-4.8万 |
-3.54% |
跌破中轨 |
| 42 |
2025-12-08 |
2025-12-23 |
4.265539277999999 |
4.0459499999999995 |
¥-6.8万 |
-5.18% |
跌破中轨 |
| 43 |
2026-01-07 |
2026-02-02 |
4.455786334999999 |
4.31568 |
¥-3.9万 |
-3.17% |
跌破中轨 |
| 44 |
2026-04-21 |
2026-05-18 |
4.195448257 |
4.11588 |
¥-2.3万 |
-1.93% |
跌破中轨 |
| 45 |
2026-05-20 |
2026-07-14 |
4.295578286999999 |
6.8931000000000004 |
¥71.4万 |
+60.42% |
跌破中轨 |
| 46 |
2026-08-19 |
2026-08-25 |
6.20806186 |
5.64435 |
¥-16.6万 |
-9.11% |
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 |
|---|
| 2015-03-19 |
突破上轨 |
买入 |
3.89389 |
256200.0 |
¥99.8万 |
|
| 2015-05-07 |
跌破中轨 |
卖出 |
4.34565 |
256200.0 |
¥1.11M |
|
| 2015-05-27 |
突破上轨 |
买入 |
4.874869999999999 |
228200.0 |
¥1.11M |
|
| 2015-06-29 |
跌破中轨 |
卖出 |
5.1748199999999995 |
228200.0 |
¥1.18M |
|
| 2016-06-03 |
突破上轨 |
买入 |
2.4 |
489200.0 |
¥1.17M |
|
| 2016-06-14 |
跌破中轨 |
卖出 |
2.27772 |
489200.0 |
¥1.11M |
|
| 2016-07-08 |
突破上轨 |
买入 |
2.36236 |
474000.0 |
¥1.12M |
|
| 2016-07-26 |
跌破中轨 |
卖出 |
2.36 |
474000.0 |
¥1.12M |
|
| 2016-08-16 |
突破上轨 |
买入 |
2.4124100000000004 |
461500.0 |
¥1.11M |
|
| 2016-09-02 |
跌破中轨 |
卖出 |
2.4075900000000003 |
461500.0 |
¥1.11M |
|
| 2016-10-12 |
突破上轨 |
买入 |
2.47247 |
449100.0 |
¥1.11M |
|
| 2016-11-01 |
跌破中轨 |
卖出 |
2.46753 |
449100.0 |
¥1.11M |
|
| 2016-11-08 |
突破上轨 |
买入 |
2.66266 |
416100.0 |
¥1.11M |
|
| 2016-12-14 |
跌破中轨 |
卖出 |
2.8071899999999994 |
416100.0 |
¥1.17M |
|
| 2017-01-04 |
突破上轨 |
买入 |
3.08308 |
377500.0 |
¥1.16M |
|
| 2017-02-07 |
跌破中轨 |
卖出 |
3.16683 |
377500.0 |
¥1.20M |
|
| 2017-03-27 |
突破上轨 |
买入 |
3.4033999999999995 |
353200.0 |
¥1.20M |
|
| 2017-05-09 |
跌破中轨 |
卖出 |
3.6063899999999998 |
353200.0 |
¥1.27M |
|
| 2017-06-30 |
突破上轨 |
买入 |
4.23423 |
300600.0 |
¥1.27M |
|
| 2017-07-11 |
跌破中轨 |
卖出 |
4.0 |
300600.0 |
¥1.20M |
|
| 2017-09-06 |
突破上轨 |
买入 |
4.004 |
299500.0 |
¥1.20M |
|
| 2017-09-15 |
跌破中轨 |
卖出 |
3.8361599999999996 |
299500.0 |
¥1.15M |
|
| 2017-09-27 |
突破上轨 |
买入 |
4.15415 |
275800.0 |
¥1.15M |
|
| 2017-11-24 |
跌破中轨 |
卖出 |
6.00399 |
275800.0 |
¥1.66M |
|
| 2018-01-10 |
突破上轨 |
买入 |
5.98598 |
275800.0 |
¥1.65M |
|
| 2018-01-30 |
跌破中轨 |
卖出 |
6.03396 |
275800.0 |
¥1.66M |
|
| 2018-03-13 |
突破上轨 |
买入 |
6.04 |
275500.0 |
¥1.66M |
|
| 2018-03-22 |
跌破中轨 |
卖出 |
5.754239999999999 |
275500.0 |
¥1.58M |
|
| 2018-07-25 |
突破上轨 |
买入 |
3.8138099999999997 |
416300.0 |
¥1.59M |
|
| 2018-08-03 |
跌破中轨 |
卖出 |
3.50649 |
416300.0 |
¥1.46M |
|
| 2019-02-15 |
突破上轨 |
买入 |
3.4634599999999995 |
414200.0 |
¥1.43M |
|
| 2019-03-14 |
跌破中轨 |
卖出 |
3.8961 |
414200.0 |
¥1.61M |
|
| 2019-04-25 |
突破上轨 |
买入 |
4.014009999999999 |
401900.0 |
¥1.61M |
|
| 2019-04-26 |
跌破中轨 |
卖出 |
3.8161799999999997 |
401900.0 |
¥1.53M |
|
| 2019-07-03 |
突破上轨 |
买入 |
3.7137099999999994 |
415900.0 |
¥1.54M |
|
| 2019-08-05 |
跌破中轨 |
卖出 |
3.88611 |
415900.0 |
¥1.62M |
|
| 2019-11-27 |
突破上轨 |
买入 |
3.83383 |
422300.0 |
¥1.62M |
|
| 2020-02-03 |
跌破中轨 |
卖出 |
4.25 |
422300.0 |
¥1.79M |
|
| 2020-02-25 |
突破上轨 |
买入 |
5.605599999999999 |
313800.0 |
¥1.76M |
|
| 2020-03-02 |
跌破中轨 |
卖出 |
4.995 |
313800.0 |
¥1.57M |
|
| 2020-06-09 |
突破上轨 |
买入 |
4.65465 |
340100.0 |
¥1.58M |
|
| 2020-07-17 |
跌破中轨 |
卖出 |
4.6953000000000005 |
340100.0 |
¥1.60M |
|
| 2020-08-19 |
突破上轨 |
买入 |
5.225219999999999 |
310100.0 |
¥1.62M |
|
| 2020-09-10 |
跌破中轨 |
卖出 |
5.36463 |
310100.0 |
¥1.66M |
|
| 2020-11-10 |
突破上轨 |
买入 |
5.315309999999999 |
311600.0 |
¥1.66M |
|
| 2020-11-27 |
跌破中轨 |
卖出 |
5.214779999999999 |
311600.0 |
¥1.62M |
|
| 2020-12-02 |
突破上轨 |
买入 |
5.615609999999999 |
291900.0 |
¥1.64M |
|
| 2020-12-07 |
跌破中轨 |
卖出 |
5.36463 |
291900.0 |
¥1.57M |
|
| 2020-12-31 |
突破上轨 |
买入 |
5.92592 |
261900.0 |
¥1.55M |
|
| 2021-01-29 |
跌破中轨 |
卖出 |
6.3936 |
261900.0 |
¥1.67M |
|
| 2021-04-08 |
突破上轨 |
买入 |
6.506499999999999 |
256400.0 |
¥1.67M |
|
| 2021-05-10 |
跌破中轨 |
卖出 |
6.5934 |
256400.0 |
¥1.69M |
|
| 2021-07-15 |
突破上轨 |
买入 |
6.54 |
260400.0 |
¥1.70M |
|
| 2021-07-21 |
跌破中轨 |
卖出 |
6.28371 |
260400.0 |
¥1.64M |
|
| 2021-09-09 |
突破上轨 |
买入 |
5.92592 |
274400.0 |
¥1.63M |
|
| 2021-09-15 |
跌破中轨 |
卖出 |
5.68431 |
274400.0 |
¥1.56M |
|
| 2021-12-13 |
突破上轨 |
买入 |
5.11511 |
304000.0 |
¥1.56M |
|
| 2021-12-27 |
跌破中轨 |
卖出 |
4.95504 |
304000.0 |
¥1.51M |
|
| 2023-01-17 |
突破上轨 |
买入 |
3.8638599999999994 |
392600.0 |
¥1.52M |
|
| 2023-03-08 |
跌破中轨 |
卖出 |
4.08591 |
392600.0 |
¥1.60M |
|
| 2023-03-23 |
突破上轨 |
买入 |
4.354349999999999 |
368200.0 |
¥1.60M |
|
| 2023-04-17 |
跌破中轨 |
卖出 |
4.35564 |
368200.0 |
¥1.60M |
|
| 2023-07-04 |
突破上轨 |
买入 |
4.15415 |
385800.0 |
¥1.60M |
|
| 2023-07-25 |
跌破中轨 |
卖出 |
4.225770000000001 |
385800.0 |
¥1.63M |
|
| 2024-02-08 |
突破上轨 |
买入 |
3.8738699999999997 |
420500.0 |
¥1.63M |
|
| 2024-03-15 |
跌破中轨 |
卖出 |
3.996 |
420500.0 |
¥1.68M |
|
| 2024-04-02 |
突破上轨 |
买入 |
4.314309999999999 |
387500.0 |
¥1.67M |
|
| 2024-05-16 |
跌破中轨 |
卖出 |
4.32567 |
387500.0 |
¥1.68M |
|
| 2024-07-12 |
突破上轨 |
买入 |
4.294289999999999 |
390900.0 |
¥1.68M |
|
| 2024-07-16 |
跌破中轨 |
卖出 |
3.97602 |
390900.0 |
¥1.55M |
|
| 2024-10-09 |
突破上轨 |
买入 |
4.65 |
330500.0 |
¥1.54M |
|
| 2024-11-15 |
跌破中轨 |
卖出 |
4.38561 |
330500.0 |
¥1.45M |
|
| 2025-05-15 |
突破上轨 |
买入 |
3.95 |
372700.0 |
¥1.47M |
|
| 2025-05-23 |
跌破中轨 |
卖出 |
3.86613 |
372700.0 |
¥1.44M |
|
| 2025-07-04 |
突破上轨 |
买入 |
4.024019999999999 |
358200.0 |
¥1.44M |
|
| 2025-07-16 |
跌破中轨 |
卖出 |
3.966030000000001 |
358200.0 |
¥1.42M |
|
| 2025-07-22 |
突破上轨 |
买入 |
4.06406 |
348500.0 |
¥1.42M |
|
| 2025-08-01 |
跌破中轨 |
卖出 |
4.02597 |
348500.0 |
¥1.40M |
|
| 2025-08-27 |
突破上轨 |
买入 |
4.16416 |
336000.0 |
¥1.40M |
|
| 2025-09-04 |
跌破中轨 |
卖出 |
4.0459499999999995 |
336000.0 |
¥1.36M |
|
| 2025-10-10 |
突破上轨 |
买入 |
4.264259999999999 |
318700.0 |
¥1.36M |
|
| 2025-10-14 |
跌破中轨 |
卖出 |
4.11588 |
318700.0 |
¥1.31M |
|
| 2025-12-08 |
突破上轨 |
买入 |
4.264259999999999 |
308900.0 |
¥1.32M |
|
| 2025-12-23 |
跌破中轨 |
卖出 |
4.0459499999999995 |
308900.0 |
¥1.25M |
|
| 2026-01-07 |
突破上轨 |
买入 |
4.45445 |
277300.0 |
¥1.24M |
|
| 2026-02-02 |
跌破中轨 |
卖出 |
4.31568 |
277300.0 |
¥1.20M |
|
| 2026-04-21 |
突破上轨 |
买入 |
4.19419 |
288500.0 |
¥1.21M |
|
| 2026-05-18 |
跌破中轨 |
卖出 |
4.11588 |
288500.0 |
¥1.19M |
|
| 2026-05-20 |
突破上轨 |
买入 |
4.294289999999999 |
275100.0 |
¥1.18M |
|
| 2026-07-14 |
跌破中轨 |
卖出 |
6.8931000000000004 |
275100.0 |
¥1.90M |
|
| 2026-08-19 |
突破上轨 |
买入 |
6.2062 |
293200.0 |
¥1.82M |
|
| 2026-08-25 |
跌破中轨 |
卖出 |
5.64435 |
293200.0 |
¥1.65M |
|