001979 招商蛇口 — 布林带突破 回测明细
数据区间: 2015-12-30 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥34.5万
策略: 布林带突破
K线 & 交易信号（策略收益 -65.45%）
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 51 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 |
2016-06-07 |
2016-06-14 |
14.578932367999998 |
13.776209999999999 |
¥-5.5万 |
-5.53% |
跌破中轨 |
| 2 |
2016-07-14 |
2016-08-02 |
15.279842577999998 |
14.80518 |
¥-3.0万 |
-3.14% |
跌破中轨 |
| 3 |
2016-08-16 |
2016-09-02 |
16.992066090999995 |
15.8841 |
¥-6.0万 |
-6.55% |
跌破中轨 |
| 4 |
2016-10-17 |
2016-11-03 |
16.411311917 |
16.4835 |
¥3,497 |
+0.41% |
跌破中轨 |
| 5 |
2016-11-24 |
2016-12-07 |
17.522755249999996 |
17.67231 |
¥6,982 |
+0.82% |
跌破中轨 |
| 6 |
2017-02-10 |
2017-03-21 |
17.142261136 |
17.41257 |
¥1.3万 |
+1.55% |
跌破中轨 |
| 7 |
2017-04-13 |
2017-04-28 |
20.997267290999996 |
19.03095 |
¥-8.2万 |
-9.39% |
跌破中轨 |
| 8 |
2017-05-19 |
2017-07-05 |
19.775680924999996 |
20.43954 |
¥2.6万 |
+3.33% |
跌破中轨 |
| 9 |
2017-09-19 |
2017-09-26 |
20.226266059999997 |
18.4815 |
¥-7.1万 |
-8.65% |
跌破中轨 |
| 10 |
2017-11-17 |
2017-12-07 |
19.004679694 |
18.721259999999997 |
¥-1.1万 |
-1.52% |
跌破中轨 |
| 11 |
2018-01-03 |
2018-02-08 |
20.226266059999997 |
22.7772 |
¥9.3万 |
+12.58% |
跌破中轨 |
| 12 |
2018-05-09 |
2018-05-23 |
22.806839999999998 |
22.12785 |
¥-2.4万 |
-3.01% |
跌破中轨 |
| 13 |
2018-08-01 |
2018-08-03 |
18.704289603999996 |
17.3826 |
¥-5.6万 |
-7.09% |
跌破中轨 |
| 14 |
2018-09-03 |
2018-09-07 |
17.853184348999996 |
16.73325 |
¥-4.7万 |
-6.30% |
跌破中轨 |
| 15 |
2018-09-20 |
2018-10-09 |
18.874510654999998 |
17.52246 |
¥-5.0万 |
-7.19% |
跌破中轨 |
| 16 |
2018-11-20 |
2018-11-26 |
19.275030774999998 |
18.581400000000002 |
¥-2.3万 |
-3.63% |
跌破中轨 |
| 17 |
2019-01-21 |
2019-03-11 |
18.373860505 |
20.41956 |
¥7.0万 |
+11.10% |
跌破中轨 |
| 18 |
2019-03-19 |
2019-04-12 |
22.318983687 |
22.81716 |
¥1.5万 |
+2.20% |
跌破中轨 |
| 19 |
2019-05-29 |
2019-06-05 |
22.088684617999995 |
21.628349999999998 |
¥-1.5万 |
-2.11% |
跌破中轨 |
| 20 |
2019-12-10 |
2020-01-09 |
19.065718 |
19.69029 |
¥2.3万 |
+3.24% |
跌破中轨 |
| 21 |
2020-03-05 |
2020-03-13 |
19.234978762999997 |
17.09289 |
¥-8.0万 |
-11.16% |
跌破中轨 |
| 22 |
2020-04-30 |
2020-05-08 |
17.302469184 |
16.61337 |
¥-2.6万 |
-4.01% |
跌破中轨 |
| 23 |
2020-07-02 |
2020-07-24 |
17.132248132999997 |
17.282700000000002 |
¥5,186 |
+0.85% |
跌破中轨 |
| 24 |
2021-01-20 |
2021-01-25 |
13.607671076999997 |
12.73725 |
¥-4.0万 |
-6.42% |
跌破中轨 |
| 25 |
2021-02-26 |
2021-03-16 |
13.327306993 |
12.507479999999997 |
¥-3.5万 |
-6.18% |
跌破中轨 |
| 26 |
2021-07-07 |
2021-07-13 |
11.685174500999999 |
11.098889999999999 |
¥-2.8万 |
-5.05% |
跌破中轨 |
| 27 |
2021-09-08 |
2021-10-20 |
10.60318 |
11.79819 |
¥5.8万 |
+11.24% |
跌破中轨 |
| 28 |
2021-11-25 |
2022-01-14 |
12.075681618 |
13.19679 |
¥5.3万 |
+9.25% |
跌破中轨 |
| 29 |
2022-03-04 |
2022-03-11 |
14.608971376999998 |
13.766219999999999 |
¥-3.7万 |
-5.80% |
跌破中轨 |
| 30 |
2022-04-07 |
2022-04-21 |
15.820544739999999 |
15.21477 |
¥-2.2万 |
-3.86% |
跌破中轨 |
| 31 |
2022-06-30 |
2022-07-18 |
12.976851887999999 |
12.21777 |
¥-3.4万 |
-5.88% |
跌破中轨 |
| 32 |
2022-08-18 |
2022-10-17 |
14.464338000000001 |
15.25473 |
¥2.9万 |
+5.43% |
跌破中轨 |
| 33 |
2022-11-30 |
2022-12-20 |
15.540180656 |
13.776209999999999 |
¥-6.3万 |
-11.38% |
跌破中轨 |
| 34 |
2023-04-10 |
2023-04-25 |
14.829257443 |
14.06592 |
¥-2.6万 |
-5.18% |
跌破中轨 |
| 35 |
2023-08-01 |
2023-08-22 |
14.148373239 |
13.5864 |
¥-1.9万 |
-4.00% |
跌破中轨 |
| 36 |
2023-08-30 |
2023-09-01 |
14.548893359 |
14.01597 |
¥-1.7万 |
-3.69% |
跌破中轨 |
| 37 |
2024-01-30 |
2024-02-06 |
9.292066783999998 |
8.26173 |
¥-4.9万 |
-11.12% |
跌破中轨 |
| 38 |
2024-05-13 |
2024-05-31 |
9.712612909999997 |
9.64035 |
¥-3,014 |
-0.77% |
跌破中轨 |
| 39 |
2024-07-19 |
2024-07-24 |
9.772690927999998 |
8.881110000000001 |
¥-3.6万 |
-9.15% |
跌破中轨 |
| 40 |
2024-08-27 |
2024-08-29 |
9.362157804999999 |
8.74125 |
¥-2.4万 |
-6.66% |
跌破中轨 |
| 41 |
2024-09-20 |
2024-10-30 |
9.221975763000001 |
10.87911 |
¥5.8万 |
+17.93% |
跌破中轨 |
| 42 |
2024-11-07 |
2024-11-15 |
12.115733629999998 |
11.118870000000001 |
¥-3.1万 |
-8.26% |
跌破中轨 |
| 43 |
2025-04-10 |
2025-04-28 |
9.732638916 |
9.32067 |
¥-1.5万 |
-4.26% |
跌破中轨 |
| 44 |
2025-07-08 |
2025-07-18 |
8.951624681999999 |
8.70129 |
¥-9,688 |
-2.83% |
跌破中轨 |
| 45 |
2025-07-28 |
2025-08-01 |
9.342131798999997 |
8.6913 |
¥-2.3万 |
-6.99% |
跌破中轨 |
| 46 |
2025-09-10 |
2025-09-19 |
9.522365852999998 |
9.22077 |
¥-9,892 |
-3.20% |
跌破中轨 |
| 47 |
2025-09-29 |
2025-10-23 |
9.932898975999999 |
9.940050000000001 |
¥126 |
+0.04% |
跌破中轨 |
| 48 |
2026-01-12 |
2026-02-25 |
9.151884742 |
10.21 |
¥3.5万 |
+11.53% |
跌破中轨 |
| 49 |
2026-05-08 |
2026-05-19 |
9.282053780999998 |
8.71128 |
¥-2.1万 |
-6.18% |
跌破中轨 |
| 50 |
2026-07-21 |
2026-08-25 |
6.908972069999999 |
7.1928 |
¥1.3万 |
+4.08% |
跌破中轨 |
| 51 |
2026-09-30 |
2026-11-05 |
7.259427174999999 |
7.64235 |
¥1.6万 |
+5.24% |
跌破中轨 |
逐笔成交记录（共 102 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-06-07 |
突破上轨 |
买入 |
14.574559999999998 |
67600.0 |
¥98.6万 |
|
| 2016-06-14 |
跌破中轨 |
卖出 |
13.776209999999999 |
67600.0 |
¥93.1万 |
|
| 2016-07-14 |
突破上轨 |
买入 |
15.275259999999998 |
61700.0 |
¥94.3万 |
|
| 2016-08-02 |
跌破中轨 |
卖出 |
14.80518 |
61700.0 |
¥91.3万 |
|
| 2016-08-16 |
突破上轨 |
买入 |
16.986969999999996 |
53500.0 |
¥90.9万 |
|
| 2016-09-02 |
跌破中轨 |
卖出 |
15.8841 |
53500.0 |
¥85.0万 |
|
| 2016-10-17 |
突破上轨 |
买入 |
16.40639 |
52000.0 |
¥85.3万 |
|
| 2016-11-03 |
跌破中轨 |
卖出 |
16.4835 |
52000.0 |
¥85.7万 |
|
| 2016-11-24 |
突破上轨 |
买入 |
17.5175 |
48400.0 |
¥84.8万 |
|
| 2016-12-07 |
跌破中轨 |
卖出 |
17.67231 |
48400.0 |
¥85.5万 |
|
| 2017-02-10 |
突破上轨 |
买入 |
17.13712 |
50400.0 |
¥86.4万 |
|
| 2017-03-21 |
跌破中轨 |
卖出 |
17.41257 |
50400.0 |
¥87.7万 |
|
| 2017-04-13 |
突破上轨 |
买入 |
20.990969999999997 |
41800.0 |
¥87.8万 |
|
| 2017-04-28 |
跌破中轨 |
卖出 |
19.03095 |
41800.0 |
¥79.5万 |
|
| 2017-05-19 |
突破上轨 |
买入 |
19.76975 |
39500.0 |
¥78.1万 |
|
| 2017-07-05 |
跌破中轨 |
卖出 |
20.43954 |
39500.0 |
¥80.7万 |
|
| 2017-09-19 |
突破上轨 |
买入 |
20.2202 |
40600.0 |
¥82.1万 |
|
| 2017-09-26 |
跌破中轨 |
卖出 |
18.4815 |
40600.0 |
¥75.0万 |
|
| 2017-11-17 |
突破上轨 |
买入 |
18.99898 |
39400.0 |
¥74.9万 |
|
| 2017-12-07 |
跌破中轨 |
卖出 |
18.721259999999997 |
39400.0 |
¥73.7万 |
|
| 2018-01-03 |
突破上轨 |
买入 |
20.2202 |
36500.0 |
¥73.8万 |
|
| 2018-02-08 |
跌破中轨 |
卖出 |
22.7772 |
36500.0 |
¥83.1万 |
|
| 2018-05-09 |
突破上轨 |
买入 |
22.8 |
35700.0 |
¥81.4万 |
|
| 2018-05-23 |
跌破中轨 |
卖出 |
22.12785 |
35700.0 |
¥79.0万 |
|
| 2018-08-01 |
突破上轨 |
买入 |
18.698679999999996 |
42400.0 |
¥79.3万 |
|
| 2018-08-03 |
跌破中轨 |
卖出 |
17.3826 |
42400.0 |
¥73.7万 |
|
| 2018-09-03 |
突破上轨 |
买入 |
17.847829999999995 |
41700.0 |
¥74.4万 |
|
| 2018-09-07 |
跌破中轨 |
卖出 |
16.73325 |
41700.0 |
¥69.8万 |
|
| 2018-09-20 |
突破上轨 |
买入 |
18.86885 |
37000.0 |
¥69.8万 |
|
| 2018-10-09 |
跌破中轨 |
卖出 |
17.52246 |
37000.0 |
¥64.8万 |
|
| 2018-11-20 |
突破上轨 |
买入 |
19.26925 |
33600.0 |
¥64.8万 |
|
| 2018-11-26 |
跌破中轨 |
卖出 |
18.581400000000002 |
33600.0 |
¥62.4万 |
|
| 2019-01-21 |
突破上轨 |
买入 |
18.36835 |
34200.0 |
¥62.8万 |
|
| 2019-03-11 |
跌破中轨 |
卖出 |
20.41956 |
34200.0 |
¥69.8万 |
|
| 2019-03-19 |
突破上轨 |
买入 |
22.312289999999997 |
31400.0 |
¥70.1万 |
|
| 2019-04-12 |
跌破中轨 |
卖出 |
22.81716 |
31400.0 |
¥71.6万 |
|
| 2019-05-29 |
突破上轨 |
买入 |
22.082059999999995 |
32000.0 |
¥70.7万 |
|
| 2019-06-05 |
跌破中轨 |
卖出 |
21.628349999999998 |
32000.0 |
¥69.2万 |
|
| 2019-12-10 |
突破上轨 |
买入 |
19.06 |
36700.0 |
¥70.0万 |
|
| 2020-01-09 |
跌破中轨 |
卖出 |
19.69029 |
36700.0 |
¥72.2万 |
|
| 2020-03-05 |
突破上轨 |
买入 |
19.22921 |
37400.0 |
¥71.9万 |
|
| 2020-03-13 |
跌破中轨 |
卖出 |
17.09289 |
37400.0 |
¥63.9万 |
|
| 2020-04-30 |
突破上轨 |
买入 |
17.29728 |
37000.0 |
¥64.0万 |
|
| 2020-05-08 |
跌破中轨 |
卖出 |
16.61337 |
37000.0 |
¥61.5万 |
|
| 2020-07-02 |
突破上轨 |
买入 |
17.12711 |
35700.0 |
¥61.2万 |
|
| 2020-07-24 |
跌破中轨 |
卖出 |
17.282700000000002 |
35700.0 |
¥61.7万 |
|
| 2021-01-20 |
突破上轨 |
买入 |
13.603589999999999 |
45600.0 |
¥62.1万 |
|
| 2021-01-25 |
跌破中轨 |
卖出 |
12.73725 |
45600.0 |
¥58.1万 |
|
| 2021-02-26 |
突破上轨 |
买入 |
13.32331 |
43100.0 |
¥57.4万 |
|
| 2021-03-16 |
跌破中轨 |
卖出 |
12.507479999999997 |
43100.0 |
¥53.9万 |
|
| 2021-07-07 |
突破上轨 |
买入 |
11.68167 |
47000.0 |
¥54.9万 |
|
| 2021-07-13 |
跌破中轨 |
卖出 |
11.098889999999999 |
47000.0 |
¥52.1万 |
|
| 2021-09-08 |
突破上轨 |
买入 |
10.6 |
48800.0 |
¥51.7万 |
|
| 2021-10-20 |
跌破中轨 |
卖出 |
11.79819 |
48800.0 |
¥57.6万 |
|
| 2021-11-25 |
突破上轨 |
买入 |
12.07206 |
47800.0 |
¥57.7万 |
|
| 2022-01-14 |
跌破中轨 |
卖出 |
13.19679 |
47800.0 |
¥63.1万 |
|
| 2022-03-04 |
突破上轨 |
买入 |
14.604589999999998 |
43200.0 |
¥63.1万 |
|
| 2022-03-11 |
跌破中轨 |
卖出 |
13.766219999999999 |
43200.0 |
¥59.5万 |
|
| 2022-04-07 |
突破上轨 |
买入 |
15.8158 |
36500.0 |
¥57.7万 |
|
| 2022-04-21 |
跌破中轨 |
卖出 |
15.21477 |
36500.0 |
¥55.5万 |
|
| 2022-06-30 |
突破上轨 |
买入 |
12.972959999999999 |
44100.0 |
¥57.2万 |
|
| 2022-07-18 |
跌破中轨 |
卖出 |
12.21777 |
44100.0 |
¥53.9万 |
|
| 2022-08-18 |
突破上轨 |
买入 |
14.46 |
37200.0 |
¥53.8万 |
|
| 2022-10-17 |
跌破中轨 |
卖出 |
15.25473 |
37200.0 |
¥56.7万 |
|
| 2022-11-30 |
突破上轨 |
买入 |
15.53552 |
35600.0 |
¥55.3万 |
|
| 2022-12-20 |
跌破中轨 |
卖出 |
13.776209999999999 |
35600.0 |
¥49.0万 |
|
| 2023-04-10 |
突破上轨 |
买入 |
14.82481 |
33900.0 |
¥50.3万 |
|
| 2023-04-25 |
跌破中轨 |
卖出 |
14.06592 |
33900.0 |
¥47.7万 |
|
| 2023-08-01 |
突破上轨 |
买入 |
14.144129999999999 |
33600.0 |
¥47.5万 |
|
| 2023-08-22 |
跌破中轨 |
卖出 |
13.5864 |
33600.0 |
¥45.6万 |
|
| 2023-08-30 |
突破上轨 |
买入 |
14.544529999999998 |
31300.0 |
¥45.5万 |
|
| 2023-09-01 |
跌破中轨 |
卖出 |
14.01597 |
31300.0 |
¥43.9万 |
|
| 2024-01-30 |
突破上轨 |
买入 |
9.289279999999998 |
47800.0 |
¥44.4万 |
|
| 2024-02-06 |
跌破中轨 |
卖出 |
8.26173 |
47800.0 |
¥39.5万 |
|
| 2024-05-13 |
突破上轨 |
买入 |
9.709699999999998 |
40100.0 |
¥38.9万 |
|
| 2024-05-31 |
跌破中轨 |
卖出 |
9.64035 |
40100.0 |
¥38.6万 |
|
| 2024-07-19 |
突破上轨 |
买入 |
9.769759999999998 |
39800.0 |
¥38.9万 |
|
| 2024-07-24 |
跌破中轨 |
卖出 |
8.881110000000001 |
39800.0 |
¥35.3万 |
|
| 2024-08-27 |
突破上轨 |
买入 |
9.35935 |
37800.0 |
¥35.4万 |
|
| 2024-08-29 |
跌破中轨 |
卖出 |
8.74125 |
37800.0 |
¥33.0万 |
|
| 2024-09-20 |
突破上轨 |
买入 |
9.21921 |
35000.0 |
¥32.3万 |
|
| 2024-10-30 |
跌破中轨 |
卖出 |
10.87911 |
35000.0 |
¥38.1万 |
|
| 2024-11-07 |
突破上轨 |
买入 |
12.112099999999998 |
31400.0 |
¥38.0万 |
|
| 2024-11-15 |
跌破中轨 |
卖出 |
11.118870000000001 |
31400.0 |
¥34.9万 |
|
| 2025-04-10 |
突破上轨 |
买入 |
9.72972 |
36500.0 |
¥35.5万 |
|
| 2025-04-28 |
跌破中轨 |
卖出 |
9.32067 |
36500.0 |
¥34.0万 |
|
| 2025-07-08 |
突破上轨 |
买入 |
8.948939999999999 |
38300.0 |
¥34.3万 |
|
| 2025-07-18 |
跌破中轨 |
卖出 |
8.70129 |
38300.0 |
¥33.3万 |
|
| 2025-07-28 |
突破上轨 |
买入 |
9.339329999999999 |
35600.0 |
¥33.3万 |
|
| 2025-08-01 |
跌破中轨 |
卖出 |
8.6913 |
35600.0 |
¥30.9万 |
|
| 2025-09-10 |
突破上轨 |
买入 |
9.519509999999999 |
32500.0 |
¥30.9万 |
|
| 2025-09-19 |
跌破中轨 |
卖出 |
9.22077 |
32500.0 |
¥30.0万 |
|
| 2025-09-29 |
突破上轨 |
买入 |
9.92992 |
30200.0 |
¥30.0万 |
|
| 2025-10-23 |
跌破中轨 |
卖出 |
9.940050000000001 |
30200.0 |
¥30.0万 |
|
| 2026-01-12 |
突破上轨 |
买入 |
9.14914 |
32800.0 |
¥30.0万 |
|
| 2026-02-25 |
跌破中轨 |
卖出 |
10.21 |
32800.0 |
¥33.5万 |
|
| 2026-05-08 |
突破上轨 |
买入 |
9.279269999999999 |
36200.0 |
¥33.6万 |
|
| 2026-05-19 |
跌破中轨 |
卖出 |
8.71128 |
36200.0 |
¥31.5万 |
|
| 2026-07-21 |
突破上轨 |
买入 |
6.9068999999999985 |
45200.0 |
¥31.2万 |
|
| 2026-08-25 |
跌破中轨 |
卖出 |
7.1928 |
45200.0 |
¥32.5万 |
|
| 2026-09-30 |
突破上轨 |
买入 |
7.257249999999999 |
43200.0 |
¥31.4万 |
|
| 2026-11-05 |
跌破中轨 |
卖出 |
7.64235 |
43200.0 |
¥33.0万 |
|