003816 中国广核 — 布林带突破 回测明细
数据区间: 2019-08-26 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥96.8万
策略: 布林带突破
K线 & 交易信号（策略收益 -3.21%）
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 34 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 |
2019-12-18 |
2020-01-17 |
3.6947981069999996 |
3.6363600000000003 |
¥-1.6万 |
-1.61% |
跌破中轨 |
| 2 |
2020-06-03 |
2020-06-30 |
2.9237968759999995 |
2.95704 |
¥1.1万 |
+1.11% |
跌破中轨 |
| 3 |
2020-07-08 |
2020-07-17 |
3.1841349539999997 |
3.07692 |
¥-3.4万 |
-3.40% |
跌破中轨 |
| 4 |
2020-08-20 |
2020-08-25 |
3.0909269999999998 |
3.02697 |
¥-2.0万 |
-2.10% |
跌破中轨 |
| 5 |
2020-11-27 |
2020-12-09 |
2.8036408399999995 |
2.76723 |
¥-1.2万 |
-1.33% |
跌破中轨 |
| 6 |
2020-12-28 |
2021-01-06 |
2.8537058549999994 |
2.76723 |
¥-2.8万 |
-3.06% |
跌破中轨 |
| 7 |
2021-03-15 |
2021-03-26 |
2.9438228819999996 |
2.7971999999999997 |
¥-4.5万 |
-5.01% |
跌破中轨 |
| 8 |
2021-08-24 |
2021-10-13 |
2.6033807799999997 |
2.97702 |
¥12.2万 |
+14.32% |
跌破中轨 |
| 9 |
2021-12-06 |
2021-12-30 |
3.0039008999999997 |
3.01698 |
¥3,954 |
+0.41% |
跌破中轨 |
| 10 |
2022-02-11 |
2022-02-23 |
3.0739919209999997 |
2.9470500000000004 |
¥-4.0万 |
-4.16% |
跌破中轨 |
| 11 |
2022-04-25 |
2022-04-27 |
2.8637188579999995 |
2.71728 |
¥-4.8万 |
-5.14% |
跌破中轨 |
| 12 |
2022-07-05 |
2022-07-18 |
2.883744864 |
2.80719 |
¥-2.4万 |
-2.68% |
跌破中轨 |
| 13 |
2022-08-23 |
2022-09-15 |
2.813653843 |
2.84715 |
¥9,998 |
+1.16% |
跌破中轨 |
| 14 |
2022-11-24 |
2022-12-13 |
2.743562822 |
2.72727 |
¥-5,455 |
-0.62% |
跌破中轨 |
| 15 |
2023-02-22 |
2023-03-29 |
2.733549819 |
2.84715 |
¥3.6万 |
+4.12% |
跌破中轨 |
| 16 |
2023-04-13 |
2023-05-22 |
3.0039008999999997 |
3.10689 |
¥3.1万 |
+3.40% |
跌破中轨 |
| 17 |
2023-08-02 |
2023-08-10 |
3.130939 |
3.0669299999999997 |
¥-1.9万 |
-2.07% |
跌破中轨 |
| 18 |
2023-12-01 |
2023-12-29 |
3.023926906 |
3.0669299999999997 |
¥1.3万 |
+1.39% |
跌破中轨 |
| 19 |
2024-01-03 |
2024-01-23 |
3.20416096 |
3.2567399999999997 |
¥1.5万 |
+1.61% |
跌破中轨 |
| 20 |
2024-01-26 |
2024-03-13 |
3.5746420709999995 |
3.76623 |
¥5.0万 |
+5.33% |
跌破中轨 |
| 21 |
2024-04-16 |
2024-04-29 |
4.265539277999999 |
4.03596 |
¥-5.4万 |
-5.41% |
跌破中轨 |
| 22 |
2024-05-29 |
2024-08-01 |
4.235500269 |
4.64 |
¥9.0万 |
+9.52% |
跌破中轨 |
| 23 |
2025-02-18 |
2025-02-28 |
3.7949281369999994 |
3.6963000000000004 |
¥-2.7万 |
-2.63% |
跌破中轨 |
| 24 |
2025-03-27 |
2025-03-28 |
3.744863122 |
3.64635 |
¥-2.7万 |
-2.66% |
跌破中轨 |
| 25 |
2025-05-27 |
2025-06-06 |
3.744863122 |
3.6363600000000003 |
¥-2.9万 |
-2.93% |
跌破中轨 |
| 26 |
2025-07-25 |
2025-08-01 |
3.8049411399999995 |
3.67632 |
¥-3.2万 |
-3.41% |
跌破中轨 |
| 27 |
2025-08-26 |
2025-09-04 |
3.831149 |
3.70629 |
¥-3.0万 |
-3.29% |
跌破中轨 |
| 28 |
2025-10-10 |
2025-11-14 |
3.8249671459999997 |
4.02597 |
¥4.6万 |
+5.22% |
跌破中轨 |
| 29 |
2026-01-09 |
2026-01-16 |
3.9311789999999998 |
3.83616 |
¥-2.3万 |
-2.45% |
跌破中轨 |
| 30 |
2026-03-03 |
2026-04-17 |
4.065279218 |
4.40559 |
¥7.6万 |
+8.34% |
跌破中轨 |
| 31 |
2026-04-29 |
2026-05-21 |
4.716124412999999 |
4.55544 |
¥-3.4万 |
-3.44% |
跌破中轨 |
| 32 |
2026-07-22 |
2026-08-06 |
4.065279217999999 |
3.9760199999999997 |
¥-2.1万 |
-2.22% |
跌破中轨 |
| 33 |
2026-08-31 |
2026-09-21 |
4.225487265999998 |
4.225770000000001 |
¥-216 |
-0.02% |
跌破中轨 |
| 34 |
2026-10-12 |
2026-11-12 |
4.445773332 |
4.60539 |
¥3.3万 |
+3.56% |
跌破中轨 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-12-18 |
突破上轨 |
买入 |
3.6936899999999997 |
269300.0 |
¥99.5万 |
|
| 2020-01-17 |
跌破中轨 |
卖出 |
3.6363600000000003 |
269300.0 |
¥97.9万 |
|
| 2020-06-03 |
突破上轨 |
买入 |
2.9229199999999995 |
334700.0 |
¥97.9万 |
|
| 2020-06-30 |
跌破中轨 |
卖出 |
2.95704 |
334700.0 |
¥98.9万 |
|
| 2020-07-08 |
突破上轨 |
买入 |
3.1831799999999997 |
309800.0 |
¥98.6万 |
|
| 2020-07-17 |
跌破中轨 |
卖出 |
3.07692 |
309800.0 |
¥95.3万 |
|
| 2020-08-20 |
突破上轨 |
买入 |
3.09 |
308000.0 |
¥95.2万 |
|
| 2020-08-25 |
跌破中轨 |
卖出 |
3.02697 |
308000.0 |
¥93.2万 |
|
| 2020-11-27 |
突破上轨 |
买入 |
2.8027999999999995 |
333800.0 |
¥93.6万 |
|
| 2020-12-09 |
跌破中轨 |
卖出 |
2.76723 |
333800.0 |
¥92.3万 |
|
| 2020-12-28 |
突破上轨 |
买入 |
2.8528499999999997 |
323700.0 |
¥92.4万 |
|
| 2021-01-06 |
跌破中轨 |
卖出 |
2.76723 |
323700.0 |
¥89.5万 |
|
| 2021-03-15 |
突破上轨 |
买入 |
2.9429399999999997 |
305300.0 |
¥89.9万 |
|
| 2021-03-26 |
跌破中轨 |
卖出 |
2.7971999999999997 |
305300.0 |
¥85.4万 |
|
| 2021-08-24 |
突破上轨 |
买入 |
2.6026 |
327900.0 |
¥85.4万 |
|
| 2021-10-13 |
跌破中轨 |
卖出 |
2.97702 |
327900.0 |
¥97.6万 |
|
| 2021-12-06 |
突破上轨 |
买入 |
3.0029999999999997 |
324800.0 |
¥97.6万 |
|
| 2021-12-30 |
跌破中轨 |
卖出 |
3.01698 |
324800.0 |
¥98.0万 |
|
| 2022-02-11 |
突破上轨 |
买入 |
3.0730699999999995 |
316600.0 |
¥97.3万 |
|
| 2022-02-23 |
跌破中轨 |
卖出 |
2.9470500000000004 |
316600.0 |
¥93.3万 |
|
| 2022-04-25 |
突破上轨 |
买入 |
2.8628599999999995 |
323500.0 |
¥92.6万 |
|
| 2022-04-27 |
跌破中轨 |
卖出 |
2.71728 |
323500.0 |
¥87.9万 |
|
| 2022-07-05 |
突破上轨 |
买入 |
2.8828799999999997 |
309200.0 |
¥89.2万 |
|
| 2022-07-18 |
跌破中轨 |
卖出 |
2.80719 |
309200.0 |
¥86.8万 |
|
| 2022-08-23 |
突破上轨 |
买入 |
2.81281 |
306300.0 |
¥86.2万 |
|
| 2022-09-15 |
跌破中轨 |
卖出 |
2.84715 |
306300.0 |
¥87.2万 |
|
| 2022-11-24 |
突破上轨 |
买入 |
2.74274 |
318800.0 |
¥87.5万 |
|
| 2022-12-13 |
跌破中轨 |
卖出 |
2.72727 |
318800.0 |
¥86.9万 |
|
| 2023-02-22 |
突破上轨 |
买入 |
2.7327299999999997 |
318000.0 |
¥86.9万 |
|
| 2023-03-29 |
跌破中轨 |
卖出 |
2.84715 |
318000.0 |
¥90.5万 |
|
| 2023-04-13 |
突破上轨 |
买入 |
3.0029999999999997 |
302300.0 |
¥90.8万 |
|
| 2023-05-22 |
跌破中轨 |
卖出 |
3.10689 |
302300.0 |
¥93.9万 |
|
| 2023-08-02 |
突破上轨 |
买入 |
3.13 |
298600.0 |
¥93.5万 |
|
| 2023-08-10 |
跌破中轨 |
卖出 |
3.0669299999999997 |
298600.0 |
¥91.6万 |
|
| 2023-12-01 |
突破上轨 |
买入 |
3.02302 |
303100.0 |
¥91.7万 |
|
| 2023-12-29 |
跌破中轨 |
卖出 |
3.0669299999999997 |
303100.0 |
¥92.9万 |
|
| 2024-01-03 |
突破上轨 |
买入 |
3.2032 |
291000.0 |
¥93.2万 |
|
| 2024-01-23 |
跌破中轨 |
卖出 |
3.2567399999999997 |
291000.0 |
¥94.7万 |
|
| 2024-01-26 |
突破上轨 |
买入 |
3.5735699999999992 |
265000.0 |
¥94.7万 |
|
| 2024-03-13 |
跌破中轨 |
卖出 |
3.76623 |
265000.0 |
¥99.8万 |
|
| 2024-04-16 |
突破上轨 |
买入 |
4.264259999999999 |
234400.0 |
¥100.0万 |
|
| 2024-04-29 |
跌破中轨 |
卖出 |
4.03596 |
234400.0 |
¥94.6万 |
|
| 2024-05-29 |
突破上轨 |
买入 |
4.23423 |
222800.0 |
¥94.4万 |
|
| 2024-08-01 |
跌破中轨 |
卖出 |
4.64 |
222800.0 |
¥1.03M |
|
| 2025-02-18 |
突破上轨 |
买入 |
3.7937899999999996 |
271600.0 |
¥1.03M |
|
| 2025-02-28 |
跌破中轨 |
卖出 |
3.6963000000000004 |
271600.0 |
¥1.00M |
|
| 2025-03-27 |
突破上轨 |
买入 |
3.74374 |
268700.0 |
¥1.01M |
|
| 2025-03-28 |
跌破中轨 |
卖出 |
3.64635 |
268700.0 |
¥97.9万 |
|
| 2025-05-27 |
突破上轨 |
买入 |
3.74374 |
261600.0 |
¥98.0万 |
|
| 2025-06-06 |
跌破中轨 |
卖出 |
3.6363600000000003 |
261600.0 |
¥95.1万 |
|
| 2025-07-25 |
突破上轨 |
买入 |
3.8037999999999994 |
249900.0 |
¥95.1万 |
|
| 2025-08-01 |
跌破中轨 |
卖出 |
3.67632 |
249900.0 |
¥91.8万 |
|
| 2025-08-26 |
突破上轨 |
买入 |
3.83 |
240200.0 |
¥92.0万 |
|
| 2025-09-04 |
跌破中轨 |
卖出 |
3.70629 |
240200.0 |
¥89.0万 |
|
| 2025-10-10 |
突破上轨 |
买入 |
3.8238199999999996 |
232300.0 |
¥88.9万 |
|
| 2025-11-14 |
跌破中轨 |
卖出 |
4.02597 |
232300.0 |
¥93.5万 |
|
| 2026-01-09 |
突破上轨 |
买入 |
3.93 |
237500.0 |
¥93.4万 |
|
| 2026-01-16 |
跌破中轨 |
卖出 |
3.83616 |
237500.0 |
¥91.1万 |
|
| 2026-03-03 |
突破上轨 |
买入 |
4.06406 |
224300.0 |
¥91.2万 |
|
| 2026-04-17 |
跌破中轨 |
卖出 |
4.40559 |
224300.0 |
¥98.8万 |
|
| 2026-04-29 |
突破上轨 |
买入 |
4.714709999999999 |
209400.0 |
¥98.8万 |
|
| 2026-05-21 |
跌破中轨 |
卖出 |
4.55544 |
209400.0 |
¥95.4万 |
|
| 2026-07-22 |
突破上轨 |
买入 |
4.06406 |
234700.0 |
¥95.4万 |
|
| 2026-08-06 |
跌破中轨 |
卖出 |
3.9760199999999997 |
234700.0 |
¥93.3万 |
|
| 2026-08-31 |
突破上轨 |
买入 |
4.224219999999999 |
219700.0 |
¥92.8万 |
|
| 2026-09-21 |
跌破中轨 |
卖出 |
4.225770000000001 |
219700.0 |
¥92.8万 |
|
| 2026-10-12 |
突破上轨 |
买入 |
4.44444 |
210200.0 |
¥93.5万 |
|
| 2026-11-12 |
跌破中轨 |
卖出 |
4.60539 |
210200.0 |
¥96.8万 |
|