000776 广发证券 — 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: ¥1.07M
策略: 布林带突破
K线 & 交易信号（策略收益 +6.99%）
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 48 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 |
2015-03-24 |
2015-04-21 |
26.834848039999997 |
27.6 |
¥2.8万 |
+2.82% |
跌破中轨 |
| 2 |
2015-10-13 |
2015-11-30 |
14.91937447 |
17.51247 |
¥17.6万 |
+17.35% |
跌破中轨 |
| 3 |
2016-03-22 |
2016-04-21 |
16.801819034 |
16.11387 |
¥-4.9万 |
-4.12% |
跌破中轨 |
| 4 |
2016-06-01 |
2016-06-14 |
16.421324919999996 |
15.39459 |
¥-7.2万 |
-6.28% |
跌破中轨 |
| 5 |
2016-08-16 |
2016-08-25 |
18.123535429999997 |
16.64334 |
¥-8.8万 |
-8.19% |
跌破中轨 |
| 6 |
2016-10-19 |
2016-12-06 |
16.942001076 |
18.15 |
¥7.0万 |
+7.10% |
跌破中轨 |
| 7 |
2017-02-03 |
2017-02-08 |
17.572820264999997 |
17.112869999999997 |
¥-2.8万 |
-2.65% |
跌破中轨 |
| 8 |
2017-02-14 |
2017-02-28 |
17.843171345999995 |
17.51247 |
¥-1.9万 |
-1.88% |
跌破中轨 |
| 9 |
2017-06-27 |
2017-07-06 |
17.352534198999997 |
16.72326 |
¥-3.7万 |
-3.66% |
跌破中轨 |
| 10 |
2017-07-21 |
2017-08-10 |
17.953314379 |
17.43255 |
¥-2.9万 |
-2.93% |
跌破中轨 |
| 11 |
2017-08-29 |
2017-09-25 |
18.804419634 |
18.97101 |
¥8,109 |
+0.86% |
跌破中轨 |
| 12 |
2018-01-09 |
2018-02-05 |
17.793106331 |
18.23175 |
¥2.3万 |
+2.43% |
跌破中轨 |
| 13 |
2018-07-25 |
2018-08-02 |
13.607671077 |
13.19679 |
¥-3.0万 |
-3.05% |
跌破中轨 |
| 14 |
2018-09-25 |
2018-10-12 |
13.607671077 |
12.97701 |
¥-4.4万 |
-4.66% |
跌破中轨 |
| 15 |
2018-11-20 |
2018-11-28 |
14.21846426 |
13.07691 |
¥-7.3万 |
-8.06% |
跌破中轨 |
| 16 |
2019-02-19 |
2019-03-15 |
14.618984379999997 |
16.333650000000002 |
¥9.8万 |
+11.70% |
跌破中轨 |
| 17 |
2019-06-21 |
2019-07-09 |
13.607671076999997 |
13.526459999999998 |
¥-5,849 |
-0.63% |
跌破中轨 |
| 18 |
2019-09-10 |
2019-09-25 |
14.639010385999997 |
14.02596 |
¥-3.9万 |
-4.22% |
跌破中轨 |
| 19 |
2019-12-10 |
2020-02-03 |
13.948113178999998 |
13.33 |
¥-3.9万 |
-4.46% |
跌破中轨 |
| 20 |
2020-06-22 |
2020-07-20 |
13.928087173 |
15.594389999999999 |
¥10.1万 |
+11.93% |
跌破中轨 |
| 21 |
2020-09-02 |
2020-09-08 |
16.571519965 |
15.90408 |
¥-3.9万 |
-4.06% |
跌破中轨 |
| 22 |
2020-11-11 |
2020-12-08 |
17.863197352 |
16.71327 |
¥-5.9万 |
-6.47% |
跌破中轨 |
| 23 |
2021-01-13 |
2021-01-27 |
16.92197507 |
16.50348 |
¥-2.1万 |
-2.50% |
跌破中轨 |
| 24 |
2021-05-17 |
2021-06-15 |
15.189725550999997 |
15.294690000000001 |
¥5,420 |
+0.66% |
跌破中轨 |
| 25 |
2021-07-27 |
2021-08-31 |
15.570219665 |
18.2817 |
¥14.4万 |
+17.38% |
跌破中轨 |
| 26 |
2021-09-08 |
2021-09-28 |
23.540570053 |
21.85812 |
¥-6.9万 |
-7.17% |
跌破中轨 |
| 27 |
2021-11-23 |
2021-12-20 |
23.230166959999995 |
24.1758 |
¥3.7万 |
+4.04% |
跌破中轨 |
| 28 |
2022-05-24 |
2022-07-04 |
17.052144108999997 |
18.3816 |
¥7.3万 |
+7.76% |
跌破中轨 |
| 29 |
2022-09-09 |
2022-09-19 |
16.92197507 |
15.71427 |
¥-7.3万 |
-7.16% |
跌破中轨 |
| 30 |
2022-11-16 |
2022-12-13 |
15.930687772999999 |
15.904079999999999 |
¥-1,851 |
-0.20% |
跌破中轨 |
| 31 |
2023-01-10 |
2023-01-12 |
16.241090865999997 |
15.43455 |
¥-4.7万 |
-4.99% |
跌破中轨 |
| 32 |
2023-01-17 |
2023-02-07 |
17.422625219999997 |
16.6833 |
¥-3.8万 |
-4.27% |
跌破中轨 |
| 33 |
2023-04-06 |
2023-04-20 |
16.341220895999996 |
15.824159999999997 |
¥-2.7万 |
-3.19% |
跌破中轨 |
| 34 |
2023-07-26 |
2023-08-18 |
15.199738553999998 |
16.13385 |
¥5.1万 |
+6.11% |
跌破中轨 |
| 35 |
2023-11-07 |
2023-11-17 |
15.089595520999998 |
14.785200000000001 |
¥-1.8万 |
-2.05% |
跌破中轨 |
| 36 |
2024-08-01 |
2024-08-09 |
12.516253749999999 |
12.1878 |
¥-2.3万 |
-2.65% |
跌破中轨 |
| 37 |
2024-09-04 |
2024-10-31 |
12.326006693 |
16.01397 |
¥25.2万 |
+29.88% |
跌破中轨 |
| 38 |
2024-11-07 |
2024-11-19 |
17.172300144999994 |
16.74324 |
¥-2.7万 |
-2.53% |
跌破中轨 |
| 39 |
2025-02-10 |
2025-02-19 |
15.910661766999999 |
15.4845 |
¥-2.9万 |
-2.71% |
跌破中轨 |
| 40 |
2025-03-28 |
2025-04-08 |
16.12093483 |
14.605379999999998 |
¥-9.8万 |
-9.43% |
跌破中轨 |
| 41 |
2025-05-09 |
2025-05-29 |
15.930687772999999 |
16.21377 |
¥1.6万 |
+1.75% |
跌破中轨 |
| 42 |
2025-06-26 |
2025-07-02 |
17.422625219999997 |
16.73325 |
¥-3.8万 |
-3.99% |
跌破中轨 |
| 43 |
2025-07-22 |
2025-09-04 |
18.644211585999997 |
20.60937 |
¥9.6万 |
+10.51% |
跌破中轨 |
| 44 |
2025-09-30 |
2025-11-03 |
22.979841885 |
22.50747 |
¥-2.1万 |
-2.08% |
跌破中轨 |
| 45 |
2025-12-25 |
2026-01-26 |
22.058645608999996 |
22.197779999999998 |
¥5,948 |
+0.60% |
跌破中轨 |
| 46 |
2026-04-16 |
2026-05-15 |
19.875810955 |
20.3796 |
¥2.5万 |
+2.50% |
跌破中轨 |
| 47 |
2026-06-15 |
2026-07-09 |
20.12613603 |
22.047929999999997 |
¥9.8万 |
+9.52% |
跌破中轨 |
| 48 |
2026-09-01 |
2026-09-14 |
21.798307531 |
20.71926 |
¥-5.6万 |
-4.98% |
跌破中轨 |
逐笔成交记录（共 96 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-24 |
突破上轨 |
买入 |
26.8268 |
37200.0 |
¥99.8万 |
|
| 2015-04-21 |
跌破中轨 |
卖出 |
27.6 |
37200.0 |
¥1.03M |
|
| 2015-10-13 |
突破上轨 |
买入 |
14.9149 |
68000.0 |
¥1.01M |
|
| 2015-11-30 |
跌破中轨 |
卖出 |
17.51247 |
68000.0 |
¥1.19M |
|
| 2016-03-22 |
突破上轨 |
买入 |
16.79678 |
70700.0 |
¥1.19M |
|
| 2016-04-21 |
跌破中轨 |
卖出 |
16.11387 |
70700.0 |
¥1.14M |
|
| 2016-06-01 |
突破上轨 |
买入 |
16.416399999999996 |
69900.0 |
¥1.15M |
|
| 2016-06-14 |
跌破中轨 |
卖出 |
15.39459 |
69900.0 |
¥1.08M |
|
| 2016-08-16 |
突破上轨 |
买入 |
18.1181 |
59400.0 |
¥1.08M |
|
| 2016-08-25 |
跌破中轨 |
卖出 |
16.64334 |
59400.0 |
¥98.8万 |
|
| 2016-10-19 |
突破上轨 |
买入 |
16.93692 |
58600.0 |
¥99.3万 |
|
| 2016-12-06 |
跌破中轨 |
卖出 |
18.15 |
58600.0 |
¥1.06M |
|
| 2017-02-03 |
突破上轨 |
买入 |
17.567549999999997 |
60600.0 |
¥1.06M |
|
| 2017-02-08 |
跌破中轨 |
卖出 |
17.112869999999997 |
60600.0 |
¥1.04M |
|
| 2017-02-14 |
突破上轨 |
买入 |
17.837819999999997 |
58000.0 |
¥1.03M |
|
| 2017-02-28 |
跌破中轨 |
卖出 |
17.51247 |
58000.0 |
¥1.02M |
|
| 2017-06-27 |
突破上轨 |
买入 |
17.347329999999996 |
58400.0 |
¥1.01M |
|
| 2017-07-06 |
跌破中轨 |
卖出 |
16.72326 |
58400.0 |
¥97.6万 |
|
| 2017-07-21 |
突破上轨 |
买入 |
17.94793 |
54400.0 |
¥97.7万 |
|
| 2017-08-10 |
跌破中轨 |
卖出 |
17.43255 |
54400.0 |
¥94.8万 |
|
| 2017-08-29 |
突破上轨 |
买入 |
18.79878 |
50400.0 |
¥94.8万 |
|
| 2017-09-25 |
跌破中轨 |
卖出 |
18.97101 |
50400.0 |
¥95.6万 |
|
| 2018-01-09 |
突破上轨 |
买入 |
17.78777 |
53800.0 |
¥95.7万 |
|
| 2018-02-05 |
跌破中轨 |
卖出 |
18.23175 |
53800.0 |
¥98.1万 |
|
| 2018-07-25 |
突破上轨 |
买入 |
13.603589999999999 |
71900.0 |
¥97.8万 |
|
| 2018-08-02 |
跌破中轨 |
卖出 |
13.19679 |
71900.0 |
¥94.9万 |
|
| 2018-09-25 |
突破上轨 |
买入 |
13.603589999999999 |
69300.0 |
¥94.3万 |
|
| 2018-10-12 |
跌破中轨 |
卖出 |
12.97701 |
69300.0 |
¥89.9万 |
|
| 2018-11-20 |
突破上轨 |
买入 |
14.214199999999998 |
63400.0 |
¥90.1万 |
|
| 2018-11-28 |
跌破中轨 |
卖出 |
13.07691 |
63400.0 |
¥82.9万 |
|
| 2019-02-19 |
突破上轨 |
买入 |
14.614599999999998 |
57200.0 |
¥83.6万 |
|
| 2019-03-15 |
跌破中轨 |
卖出 |
16.333650000000002 |
57200.0 |
¥93.4万 |
|
| 2019-06-21 |
突破上轨 |
买入 |
13.603589999999999 |
68600.0 |
¥93.3万 |
|
| 2019-07-09 |
跌破中轨 |
卖出 |
13.526459999999998 |
68600.0 |
¥92.8万 |
|
| 2019-09-10 |
突破上轨 |
买入 |
14.634619999999998 |
63100.0 |
¥92.4万 |
|
| 2019-09-25 |
跌破中轨 |
卖出 |
14.02596 |
63100.0 |
¥88.5万 |
|
| 2019-12-10 |
突破上轨 |
买入 |
13.943929999999998 |
63400.0 |
¥88.4万 |
|
| 2020-02-03 |
跌破中轨 |
卖出 |
13.33 |
63400.0 |
¥84.5万 |
|
| 2020-06-22 |
突破上轨 |
买入 |
13.92391 |
60900.0 |
¥84.8万 |
|
| 2020-07-20 |
跌破中轨 |
卖出 |
15.594389999999999 |
60900.0 |
¥94.9万 |
|
| 2020-09-02 |
突破上轨 |
买入 |
16.56655 |
57300.0 |
¥95.0万 |
|
| 2020-09-08 |
跌破中轨 |
卖出 |
15.90408 |
57300.0 |
¥91.1万 |
|
| 2020-11-11 |
突破上轨 |
买入 |
17.85784 |
50800.0 |
¥90.7万 |
|
| 2020-12-08 |
跌破中轨 |
卖出 |
16.71327 |
50800.0 |
¥84.9万 |
|
| 2021-01-13 |
突破上轨 |
买入 |
16.9169 |
49800.0 |
¥84.3万 |
|
| 2021-01-27 |
跌破中轨 |
卖出 |
16.50348 |
49800.0 |
¥82.2万 |
|
| 2021-05-17 |
突破上轨 |
买入 |
15.185169999999996 |
54000.0 |
¥82.0万 |
|
| 2021-06-15 |
跌破中轨 |
卖出 |
15.294690000000001 |
54000.0 |
¥82.6万 |
|
| 2021-07-27 |
突破上轨 |
买入 |
15.56555 |
53100.0 |
¥82.7万 |
|
| 2021-08-31 |
跌破中轨 |
卖出 |
18.2817 |
53100.0 |
¥97.0万 |
|
| 2021-09-08 |
突破上轨 |
买入 |
23.53351 |
40900.0 |
¥96.3万 |
|
| 2021-09-28 |
跌破中轨 |
卖出 |
21.85812 |
40900.0 |
¥89.4万 |
|
| 2021-11-23 |
突破上轨 |
买入 |
23.223199999999995 |
39000.0 |
¥90.6万 |
|
| 2021-12-20 |
跌破中轨 |
卖出 |
24.1758 |
39000.0 |
¥94.3万 |
|
| 2022-05-24 |
突破上轨 |
买入 |
17.04703 |
55400.0 |
¥94.5万 |
|
| 2022-07-04 |
跌破中轨 |
卖出 |
18.3816 |
55400.0 |
¥1.02M |
|
| 2022-09-09 |
突破上轨 |
买入 |
16.9169 |
60300.0 |
¥1.02M |
|
| 2022-09-19 |
跌破中轨 |
卖出 |
15.71427 |
60300.0 |
¥94.7万 |
|
| 2022-11-16 |
突破上轨 |
买入 |
15.925909999999998 |
59000.0 |
¥94.0万 |
|
| 2022-12-13 |
跌破中轨 |
卖出 |
15.904079999999999 |
59000.0 |
¥93.8万 |
|
| 2023-01-10 |
突破上轨 |
买入 |
16.236219999999996 |
58000.0 |
¥94.2万 |
|
| 2023-01-12 |
跌破中轨 |
卖出 |
15.43455 |
58000.0 |
¥89.5万 |
|
| 2023-01-17 |
突破上轨 |
买入 |
17.417399999999997 |
50700.0 |
¥88.3万 |
|
| 2023-02-07 |
跌破中轨 |
卖出 |
16.6833 |
50700.0 |
¥84.6万 |
|
| 2023-04-06 |
突破上轨 |
买入 |
16.336319999999997 |
52500.0 |
¥85.8万 |
|
| 2023-04-20 |
跌破中轨 |
卖出 |
15.824159999999997 |
52500.0 |
¥83.1万 |
|
| 2023-07-26 |
突破上轨 |
买入 |
15.195179999999999 |
54700.0 |
¥83.1万 |
|
| 2023-08-18 |
跌破中轨 |
卖出 |
16.13385 |
54700.0 |
¥88.2万 |
|
| 2023-11-07 |
突破上轨 |
买入 |
15.085069999999998 |
58400.0 |
¥88.1万 |
|
| 2023-11-17 |
跌破中轨 |
卖出 |
14.785200000000001 |
58400.0 |
¥86.3万 |
|
| 2024-08-01 |
突破上轨 |
买入 |
12.5125 |
68900.0 |
¥86.2万 |
|
| 2024-08-09 |
跌破中轨 |
卖出 |
12.1878 |
68900.0 |
¥83.9万 |
|
| 2024-09-04 |
突破上轨 |
买入 |
12.32231 |
68300.0 |
¥84.2万 |
|
| 2024-10-31 |
跌破中轨 |
卖出 |
16.01397 |
68300.0 |
¥1.09M |
|
| 2024-11-07 |
突破上轨 |
买入 |
17.167149999999996 |
63000.0 |
¥1.08M |
|
| 2024-11-19 |
跌破中轨 |
卖出 |
16.74324 |
63000.0 |
¥1.05M |
|
| 2025-02-10 |
突破上轨 |
买入 |
15.905889999999998 |
67000.0 |
¥1.07M |
|
| 2025-02-19 |
跌破中轨 |
卖出 |
15.4845 |
67000.0 |
¥1.04M |
|
| 2025-03-28 |
突破上轨 |
买入 |
16.1161 |
64300.0 |
¥1.04M |
|
| 2025-04-08 |
跌破中轨 |
卖出 |
14.605379999999998 |
64300.0 |
¥93.9万 |
|
| 2025-05-09 |
突破上轨 |
买入 |
15.925909999999996 |
59100.0 |
¥94.2万 |
|
| 2025-05-29 |
跌破中轨 |
卖出 |
16.21377 |
59100.0 |
¥95.8万 |
|
| 2025-06-26 |
突破上轨 |
买入 |
17.417399999999997 |
55100.0 |
¥96.0万 |
|
| 2025-07-02 |
跌破中轨 |
卖出 |
16.73325 |
55100.0 |
¥92.2万 |
|
| 2025-07-22 |
突破上轨 |
买入 |
18.63862 |
49100.0 |
¥91.5万 |
|
| 2025-09-04 |
跌破中轨 |
卖出 |
20.60937 |
49100.0 |
¥1.01M |
|
| 2025-09-30 |
突破上轨 |
买入 |
22.972949999999997 |
44200.0 |
¥1.02M |
|
| 2025-11-03 |
跌破中轨 |
卖出 |
22.50747 |
44200.0 |
¥99.5万 |
|
| 2025-12-25 |
突破上轨 |
买入 |
22.05203 |
44900.0 |
¥99.0万 |
|
| 2026-01-26 |
跌破中轨 |
卖出 |
22.197779999999998 |
44900.0 |
¥99.6万 |
|
| 2026-04-16 |
突破上轨 |
买入 |
19.86985 |
50300.0 |
¥100.0万 |
|
| 2026-05-15 |
跌破中轨 |
卖出 |
20.3796 |
50300.0 |
¥1.02M |
|
| 2026-06-15 |
突破上轨 |
买入 |
20.1201 |
51000.0 |
¥1.03M |
|
| 2026-07-09 |
跌破中轨 |
卖出 |
22.047929999999997 |
51000.0 |
¥1.12M |
|
| 2026-09-01 |
突破上轨 |
买入 |
21.791769999999996 |
51400.0 |
¥1.12M |
|
| 2026-09-14 |
跌破中轨 |
卖出 |
20.71926 |
51400.0 |
¥1.06M |
|