000938 紫光股份 — 布林带突破 回测明细
数据区间: 2015-05-26 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥1.88M
策略: 布林带突破
K线 & 交易信号（策略收益 +87.80%）
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 41 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 |
2015-09-25 |
2015-11-27 |
68.89947364300001 |
105.894 |
¥52.5万 |
+53.65% |
跌破中轨 |
| 2 |
2016-07-21 |
2016-08-02 |
62.851619831 |
63.02691 |
¥3,784 |
+0.25% |
跌破中轨 |
| 3 |
2016-11-23 |
2016-11-25 |
63.28217896 |
61.58835 |
¥-4.1万 |
-2.71% |
跌破中轨 |
| 4 |
2016-12-01 |
2016-12-05 |
63.69271208299998 |
61.32861 |
¥-5.6万 |
-3.74% |
跌破中轨 |
| 5 |
2017-06-19 |
2017-07-13 |
54.29050226599999 |
57.02292 |
¥7.1万 |
+5.00% |
跌破中轨 |
| 6 |
2017-08-17 |
2017-09-18 |
55.882569743 |
57.1428 |
¥3.3万 |
+2.22% |
跌破中轨 |
| 7 |
2017-10-10 |
2017-10-20 |
63.712738089000005 |
59.93001 |
¥-9.2万 |
-5.97% |
跌破中轨 |
| 8 |
2017-11-07 |
2017-12-01 |
64.974376467 |
66.933 |
¥4.3万 |
+2.98% |
跌破中轨 |
| 9 |
2017-12-29 |
2018-01-16 |
73.49544201999998 |
65.52441 |
¥-15.7万 |
-10.87% |
跌破中轨 |
| 10 |
2018-03-05 |
2018-03-26 |
67.15721112099999 |
60.0 |
¥-14.1万 |
-10.68% |
跌破中轨 |
| 11 |
2018-04-03 |
2018-04-24 |
79.92378994599999 |
72.3276 |
¥-11.2万 |
-9.53% |
跌破中轨 |
| 12 |
2019-02-14 |
2019-03-26 |
35.150542 |
43.436519999999994 |
¥25.2万 |
+23.54% |
跌破中轨 |
| 13 |
2019-07-02 |
2019-07-09 |
29.007669690999997 |
27.082889999999995 |
¥-8.8万 |
-6.66% |
跌破中轨 |
| 14 |
2019-07-24 |
2019-08-27 |
30.629776176999997 |
31.80816 |
¥4.7万 |
+3.82% |
跌破中轨 |
| 15 |
2019-12-18 |
2020-02-04 |
31.641089479999998 |
28.74 |
¥-11.8万 |
-9.20% |
跌破中轨 |
| 16 |
2020-02-10 |
2020-03-10 |
36.74772101 |
43.63632 |
¥21.8万 |
+18.71% |
跌破中轨 |
| 17 |
2020-04-21 |
2020-05-22 |
38.22964545399999 |
40.39956 |
¥7.7万 |
+5.64% |
跌破中轨 |
| 18 |
2020-06-19 |
2020-07-17 |
42.03458659399999 |
43.666290000000004 |
¥5.6万 |
+3.85% |
跌破中轨 |
| 19 |
2021-01-12 |
2021-01-28 |
23.110010923999994 |
21.888090000000002 |
¥-7.9万 |
-5.32% |
跌破中轨 |
| 20 |
2021-05-28 |
2021-06-25 |
19.095727 |
21.03 |
¥14.5万 |
+10.10% |
跌破中轨 |
| 21 |
2021-07-09 |
2021-08-16 |
23.340309992999998 |
25.464509999999997 |
¥14.3万 |
+9.07% |
跌破中轨 |
| 22 |
2021-10-15 |
2021-11-11 |
26.844861042999995 |
26.61336 |
¥-1.5万 |
-0.89% |
跌破中轨 |
| 23 |
2022-01-19 |
2022-01-26 |
24.581922364999997 |
22.4775 |
¥-14.6万 |
-8.59% |
跌破中轨 |
| 24 |
2022-06-17 |
2022-07-12 |
18.774380624999996 |
19.05093 |
¥2.2万 |
+1.44% |
跌破中轨 |
| 25 |
2022-11-15 |
2022-12-20 |
18.023405399999998 |
19.40058 |
¥12.0万 |
+7.61% |
跌破中轨 |
| 26 |
2023-01-06 |
2023-02-03 |
24.011181194 |
22.81716 |
¥-8.3万 |
-5.00% |
跌破中轨 |
| 27 |
2023-02-16 |
2023-02-20 |
25.142650532999998 |
22.79 |
¥-15.1万 |
-9.38% |
跌破中轨 |
| 28 |
2023-03-02 |
2023-04-14 |
26.544470953 |
30.73923 |
¥22.8万 |
+15.77% |
跌破中轨 |
| 29 |
2023-05-30 |
2023-06-29 |
30.339399089999997 |
30.8691 |
¥2.9万 |
+1.72% |
跌破中轨 |
| 30 |
2024-03-05 |
2024-03-25 |
24.922364466999998 |
22.78719 |
¥-14.5万 |
-8.59% |
跌破中轨 |
| 31 |
2024-05-17 |
2024-06-25 |
21.82834654 |
21.96801 |
¥9,488 |
+0.61% |
跌破中轨 |
| 32 |
2024-07-18 |
2024-07-26 |
24.631987379999998 |
22.5774 |
¥-13.3万 |
-8.37% |
跌破中轨 |
| 33 |
2024-10-09 |
2024-11-19 |
26.033807799999995 |
25.4745 |
¥-3.1万 |
-2.18% |
跌破中轨 |
| 34 |
2024-12-19 |
2025-01-03 |
25.563196659 |
26.01396 |
¥2.4万 |
+1.73% |
跌破中轨 |
| 35 |
2025-02-07 |
2025-03-03 |
27.455654225999993 |
29.76021 |
¥12.2万 |
+8.36% |
跌破中轨 |
| 36 |
2025-07-18 |
2025-08-04 |
25.062546508999997 |
24.21 |
¥-5.4万 |
-3.43% |
跌破中轨 |
| 37 |
2025-08-14 |
2025-09-10 |
25.33289759 |
26.43354 |
¥6.6万 |
+4.31% |
跌破中轨 |
| 38 |
2026-01-09 |
2026-01-27 |
25.63328768 |
25.90407 |
¥1.6万 |
+1.03% |
跌破中轨 |
| 39 |
2026-03-13 |
2026-03-18 |
26.184002845 |
24.4755 |
¥-10.4万 |
-6.55% |
跌破中轨 |
| 40 |
2026-04-14 |
2026-05-22 |
28.126525426999994 |
29.59038 |
¥7.7万 |
+5.17% |
跌破中轨 |
| 41 |
2026-07-02 |
2026-07-31 |
29.217942753999996 |
34.8651 |
¥29.6万 |
+19.29% |
跌破中轨 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-09-25 |
突破上轨 |
买入 |
68.87881 |
14200.0 |
¥97.8万 |
|
| 2015-11-27 |
跌破中轨 |
卖出 |
105.894 |
14200.0 |
¥1.50M |
|
| 2016-07-21 |
突破上轨 |
买入 |
62.83277 |
24200.0 |
¥1.52M |
|
| 2016-08-02 |
跌破中轨 |
卖出 |
63.02691 |
24200.0 |
¥1.52M |
|
| 2016-11-23 |
突破上轨 |
买入 |
63.263200000000005 |
24000.0 |
¥1.52M |
|
| 2016-11-25 |
跌破中轨 |
卖出 |
61.58835 |
24000.0 |
¥1.48M |
|
| 2016-12-01 |
突破上轨 |
买入 |
63.67360999999998 |
23300.0 |
¥1.48M |
|
| 2016-12-05 |
跌破中轨 |
卖出 |
61.32861 |
23300.0 |
¥1.43M |
|
| 2017-06-19 |
突破上轨 |
买入 |
54.27421999999999 |
26200.0 |
¥1.42M |
|
| 2017-07-13 |
跌破中轨 |
卖出 |
57.02292 |
26200.0 |
¥1.49M |
|
| 2017-08-17 |
突破上轨 |
买入 |
55.865809999999996 |
26700.0 |
¥1.49M |
|
| 2017-09-18 |
跌破中轨 |
卖出 |
57.1428 |
26700.0 |
¥1.53M |
|
| 2017-10-10 |
突破上轨 |
买入 |
63.69363 |
24100.0 |
¥1.54M |
|
| 2017-10-20 |
跌破中轨 |
卖出 |
59.93001 |
24100.0 |
¥1.44M |
|
| 2017-11-07 |
突破上轨 |
买入 |
64.95488999999999 |
22100.0 |
¥1.44M |
|
| 2017-12-01 |
跌破中轨 |
卖出 |
66.933 |
22100.0 |
¥1.48M |
|
| 2017-12-29 |
突破上轨 |
买入 |
73.4734 |
19600.0 |
¥1.44M |
|
| 2018-01-16 |
跌破中轨 |
卖出 |
65.52441 |
19600.0 |
¥1.28M |
|
| 2018-03-05 |
突破上轨 |
买入 |
67.13706999999998 |
19700.0 |
¥1.32M |
|
| 2018-03-26 |
跌破中轨 |
卖出 |
60.0 |
19700.0 |
¥1.18M |
|
| 2018-04-03 |
突破上轨 |
买入 |
79.89981999999999 |
14700.0 |
¥1.17M |
|
| 2018-04-24 |
跌破中轨 |
卖出 |
72.3276 |
14700.0 |
¥1.06M |
|
| 2019-02-14 |
突破上轨 |
买入 |
35.14 |
30500.0 |
¥1.07M |
|
| 2019-03-26 |
跌破中轨 |
卖出 |
43.436519999999994 |
30500.0 |
¥1.32M |
|
| 2019-07-02 |
突破上轨 |
买入 |
28.998969999999996 |
45700.0 |
¥1.33M |
|
| 2019-07-09 |
跌破中轨 |
卖出 |
27.082889999999995 |
45700.0 |
¥1.24M |
|
| 2019-07-24 |
突破上轨 |
买入 |
30.620589999999996 |
40500.0 |
¥1.24M |
|
| 2019-08-27 |
跌破中轨 |
卖出 |
31.80816 |
40500.0 |
¥1.29M |
|
| 2019-12-18 |
突破上轨 |
买入 |
31.6316 |
40600.0 |
¥1.28M |
|
| 2020-02-04 |
跌破中轨 |
卖出 |
28.74 |
40600.0 |
¥1.17M |
|
| 2020-02-10 |
突破上轨 |
买入 |
36.7367 |
31700.0 |
¥1.16M |
|
| 2020-03-10 |
跌破中轨 |
卖出 |
43.63632 |
31700.0 |
¥1.38M |
|
| 2020-04-21 |
突破上轨 |
买入 |
38.21818 |
35600.0 |
¥1.36M |
|
| 2020-05-22 |
跌破中轨 |
卖出 |
40.39956 |
35600.0 |
¥1.44M |
|
| 2020-06-19 |
突破上轨 |
买入 |
42.02197999999999 |
34800.0 |
¥1.46M |
|
| 2020-07-17 |
跌破中轨 |
卖出 |
43.666290000000004 |
34800.0 |
¥1.52M |
|
| 2021-01-12 |
突破上轨 |
买入 |
23.103079999999995 |
64700.0 |
¥1.50M |
|
| 2021-01-28 |
跌破中轨 |
卖出 |
21.888090000000002 |
64700.0 |
¥1.42M |
|
| 2021-05-28 |
突破上轨 |
买入 |
19.09 |
75000.0 |
¥1.43M |
|
| 2021-06-25 |
跌破中轨 |
卖出 |
21.03 |
75000.0 |
¥1.58M |
|
| 2021-07-09 |
突破上轨 |
买入 |
23.333309999999997 |
67600.0 |
¥1.58M |
|
| 2021-08-16 |
跌破中轨 |
卖出 |
25.464509999999997 |
67600.0 |
¥1.72M |
|
| 2021-10-15 |
突破上轨 |
买入 |
26.836809999999996 |
64300.0 |
¥1.73M |
|
| 2021-11-11 |
跌破中轨 |
卖出 |
26.61336 |
64300.0 |
¥1.71M |
|
| 2022-01-19 |
突破上轨 |
买入 |
24.57455 |
69100.0 |
¥1.70M |
|
| 2022-01-26 |
跌破中轨 |
卖出 |
22.4775 |
69100.0 |
¥1.55M |
|
| 2022-06-17 |
突破上轨 |
买入 |
18.768749999999997 |
82000.0 |
¥1.54M |
|
| 2022-07-12 |
跌破中轨 |
卖出 |
19.05093 |
82000.0 |
¥1.56M |
|
| 2022-11-15 |
突破上轨 |
买入 |
18.017999999999997 |
87200.0 |
¥1.57M |
|
| 2022-12-20 |
跌破中轨 |
卖出 |
19.40058 |
87200.0 |
¥1.69M |
|
| 2023-01-06 |
突破上轨 |
买入 |
24.00398 |
69100.0 |
¥1.66M |
|
| 2023-02-03 |
跌破中轨 |
卖出 |
22.81716 |
69100.0 |
¥1.58M |
|
| 2023-02-16 |
突破上轨 |
买入 |
25.135109999999997 |
63800.0 |
¥1.60M |
|
| 2023-02-20 |
跌破中轨 |
卖出 |
22.79 |
63800.0 |
¥1.45M |
|
| 2023-03-02 |
突破上轨 |
买入 |
26.53651 |
54500.0 |
¥1.45M |
|
| 2023-04-14 |
跌破中轨 |
卖出 |
30.73923 |
54500.0 |
¥1.67M |
|
| 2023-05-30 |
突破上轨 |
买入 |
30.330299999999998 |
55700.0 |
¥1.69M |
|
| 2023-06-29 |
跌破中轨 |
卖出 |
30.8691 |
55700.0 |
¥1.72M |
|
| 2024-03-05 |
突破上轨 |
买入 |
24.914889999999996 |
67700.0 |
¥1.69M |
|
| 2024-03-25 |
跌破中轨 |
卖出 |
22.78719 |
67700.0 |
¥1.54M |
|
| 2024-05-17 |
突破上轨 |
买入 |
21.8218 |
71300.0 |
¥1.56M |
|
| 2024-06-25 |
跌破中轨 |
卖出 |
21.96801 |
71300.0 |
¥1.57M |
|
| 2024-07-18 |
突破上轨 |
买入 |
24.624599999999997 |
64600.0 |
¥1.59M |
|
| 2024-07-26 |
跌破中轨 |
卖出 |
22.5774 |
64600.0 |
¥1.46M |
|
| 2024-10-09 |
突破上轨 |
买入 |
26.025999999999996 |
55000.0 |
¥1.43M |
|
| 2024-11-19 |
跌破中轨 |
卖出 |
25.4745 |
55000.0 |
¥1.40M |
|
| 2024-12-19 |
突破上轨 |
买入 |
25.555529999999997 |
54900.0 |
¥1.40M |
|
| 2025-01-03 |
跌破中轨 |
卖出 |
26.01396 |
54900.0 |
¥1.43M |
|
| 2025-02-07 |
突破上轨 |
买入 |
27.447419999999997 |
53000.0 |
¥1.46M |
|
| 2025-03-03 |
跌破中轨 |
卖出 |
29.76021 |
53000.0 |
¥1.58M |
|
| 2025-07-18 |
突破上轨 |
买入 |
25.05503 |
62900.0 |
¥1.58M |
|
| 2025-08-04 |
跌破中轨 |
卖出 |
24.21 |
62900.0 |
¥1.52M |
|
| 2025-08-14 |
突破上轨 |
买入 |
25.3253 |
60000.0 |
¥1.52M |
|
| 2025-09-10 |
跌破中轨 |
卖出 |
26.43354 |
60000.0 |
¥1.59M |
|
| 2026-01-09 |
突破上轨 |
买入 |
25.6256 |
61700.0 |
¥1.58M |
|
| 2026-01-27 |
跌破中轨 |
卖出 |
25.90407 |
61700.0 |
¥1.60M |
|
| 2026-03-13 |
突破上轨 |
买入 |
26.176149999999996 |
60400.0 |
¥1.58M |
|
| 2026-03-18 |
跌破中轨 |
卖出 |
24.4755 |
60400.0 |
¥1.48M |
|
| 2026-04-14 |
突破上轨 |
买入 |
28.118089999999995 |
53000.0 |
¥1.49M |
|
| 2026-05-22 |
跌破中轨 |
卖出 |
29.59038 |
53000.0 |
¥1.57M |
|
| 2026-07-02 |
突破上轨 |
买入 |
29.209179999999996 |
52600.0 |
¥1.54M |
|
| 2026-07-31 |
跌破中轨 |
卖出 |
34.8651 |
52600.0 |
¥1.83M |
|