300122 智飞生物 — 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: ¥1.02M
策略: 布林带突破
K线 & 交易信号（策略收益 +2.10%）
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 47 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 |
2015-03-03 |
2015-04-16 |
23.63068708 |
28.42155 |
¥19.8万 |
+20.24% |
跌破中轨 |
| 2 |
2015-05-15 |
2015-06-19 |
31.939579 |
38.761199999999995 |
¥25.5万 |
+21.32% |
跌破中轨 |
| 3 |
2015-10-13 |
2015-11-30 |
25.012481493999996 |
31.92804 |
¥40.0万 |
+27.61% |
跌破中轨 |
| 4 |
2015-12-15 |
2015-12-29 |
37.949281369999994 |
36.07389 |
¥-9.1万 |
-4.97% |
跌破中轨 |
| 5 |
2016-03-22 |
2016-04-13 |
30.830036236999995 |
30.1 |
¥-4.2万 |
-2.40% |
跌破中轨 |
| 6 |
2016-06-29 |
2016-08-09 |
15.690375700999997 |
17.00298 |
¥14.3万 |
+8.33% |
跌破中轨 |
| 7 |
2016-10-13 |
2016-10-28 |
19.32509579 |
18.24174 |
¥-10.5万 |
-5.63% |
跌破中轨 |
| 8 |
2016-11-24 |
2016-11-30 |
18.674250594999997 |
18.17 |
¥-4.8万 |
-2.73% |
跌破中轨 |
| 9 |
2017-02-10 |
2017-03-03 |
18.023405399999998 |
16.983 |
¥-9.9万 |
-5.80% |
跌破中轨 |
| 10 |
2017-03-16 |
2017-04-28 |
18.273730474999997 |
19.0 |
¥6.3万 |
+3.94% |
跌破中轨 |
| 11 |
2017-05-10 |
2017-05-23 |
21.688164497999995 |
18.91107 |
¥-21.5万 |
-12.83% |
跌破中轨 |
| 12 |
2017-07-04 |
2017-07-17 |
20.246292066 |
19.360619999999997 |
¥-6.3万 |
-4.40% |
跌破中轨 |
| 13 |
2017-08-08 |
2017-11-02 |
21.027306299999996 |
27.4725 |
¥42.0万 |
+30.61% |
跌破中轨 |
| 14 |
2017-12-04 |
2017-12-14 |
30.519633143999997 |
28.68129 |
¥-10.9万 |
-6.05% |
跌破中轨 |
| 15 |
2018-01-10 |
2018-01-30 |
32.522233744 |
28.37 |
¥-21.8万 |
-12.79% |
跌破中轨 |
| 16 |
2018-04-13 |
2018-05-30 |
36.84785103999999 |
44.19 |
¥29.6万 |
+19.89% |
跌破中轨 |
| 17 |
2018-07-11 |
2018-07-24 |
48.362804489999995 |
39.69 |
¥-31.2万 |
-17.96% |
跌破中轨 |
| 18 |
2018-09-27 |
2018-10-10 |
46.169956832999986 |
42.84711 |
¥-10.6万 |
-7.22% |
跌破中轨 |
| 19 |
2018-11-09 |
2018-11-30 |
43.613080000000004 |
42.1578 |
¥-4.5万 |
-3.37% |
跌破中轨 |
| 20 |
2019-07-24 |
2019-08-02 |
47.0611141 |
44.655300000000004 |
¥-6.8万 |
-5.14% |
跌破中轨 |
| 21 |
2019-08-15 |
2019-09-24 |
48.06241439999999 |
50.52942 |
¥6.3万 |
+5.10% |
跌破中轨 |
| 22 |
2020-01-08 |
2020-02-20 |
56.062803797 |
59.93001 |
¥8.9万 |
+6.87% |
跌破中轨 |
| 23 |
2020-03-09 |
2020-03-13 |
66.075806797 |
57.38255999999999 |
¥-18.5万 |
-13.18% |
跌破中轨 |
| 24 |
2020-04-10 |
2020-05-25 |
72.774505804 |
79.90002 |
¥11.8万 |
+9.76% |
跌破中轨 |
| 25 |
2020-06-11 |
2020-08-13 |
90.097000994 |
147.86199 |
¥85.4万 |
+64.06% |
跌破中轨 |
| 26 |
2020-10-13 |
2020-10-26 |
156.00258673999997 |
139.25061 |
¥-23.5万 |
-10.77% |
跌破中轨 |
| 27 |
2020-12-22 |
2021-01-05 |
155.20154649999998 |
141.71814 |
¥-16.9万 |
-8.72% |
跌破中轨 |
| 28 |
2021-01-26 |
2021-02-23 |
167.207137097 |
169.13070000000002 |
¥2.0万 |
+1.12% |
跌破中轨 |
| 29 |
2021-04-22 |
2021-05-24 |
197.466432163 |
200.80899 |
¥3.0万 |
+1.66% |
跌破中轨 |
| 30 |
2022-02-11 |
2022-03-08 |
124.82209539799999 |
119.88 |
¥-7.3万 |
-3.99% |
跌破中轨 |
| 31 |
2022-03-18 |
2022-04-08 |
138.78022158 |
132.11775 |
¥-8.4万 |
-4.83% |
跌破中轨 |
| 32 |
2022-06-21 |
2022-07-18 |
104.611374 |
104.01588000000001 |
¥-1.0万 |
-0.60% |
跌破中轨 |
| 33 |
2022-10-18 |
2022-10-28 |
96.1248288 |
83.2167 |
¥-22.5万 |
-13.45% |
跌破中轨 |
| 34 |
2023-01-05 |
2023-02-01 |
92.21975762999999 |
98.08182000000001 |
¥9.1万 |
+6.32% |
跌破中轨 |
| 35 |
2023-07-27 |
2023-08-08 |
48.442908514 |
44.94501 |
¥-11.1万 |
-7.25% |
跌破中轨 |
| 36 |
2023-09-25 |
2023-12-04 |
48.833415631 |
64.2357 |
¥44.6万 |
+31.50% |
跌破中轨 |
| 37 |
2024-02-20 |
2024-03-08 |
53.22912394799999 |
50.869080000000004 |
¥-8.2万 |
-4.46% |
跌破中轨 |
| 38 |
2024-10-09 |
2024-10-29 |
39.050711699999994 |
30.42954 |
¥-38.5万 |
-22.10% |
跌破中轨 |
| 39 |
2025-02-11 |
2025-03-03 |
25.797737 |
24.994979999999998 |
¥-4.4万 |
-3.14% |
跌破中轨 |
| 40 |
2025-07-11 |
2025-08-15 |
20.606760173999998 |
22.62 |
¥13.2万 |
+9.74% |
跌破中轨 |
| 41 |
2025-11-05 |
2025-11-20 |
21.0273063 |
21.338639999999998 |
¥2.1万 |
+1.45% |
跌破中轨 |
| 42 |
2026-01-12 |
2026-01-19 |
19.695576901 |
18.75123 |
¥-7.3万 |
-4.82% |
跌破中轨 |
| 43 |
2026-05-12 |
2026-05-15 |
16.22106486 |
15.07491 |
¥-10.1万 |
-7.09% |
跌破中轨 |
| 44 |
2026-07-17 |
2026-07-27 |
12.836669845999996 |
12.09789 |
¥-7.7万 |
-5.78% |
跌破中轨 |
| 45 |
2026-08-21 |
2026-08-25 |
13.41742402 |
12.777209999999998 |
¥-5.6万 |
-4.80% |
跌破中轨 |
| 46 |
2026-08-28 |
2026-09-07 |
14.789205430999997 |
13.116870000000002 |
¥-13.5万 |
-11.33% |
跌破中轨 |
| 47 |
2026-11-04 |
2026-11-12 |
14.608971376999998 |
13.85 |
¥-5.6万 |
-5.22% |
强平 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-03 |
突破上轨 |
买入 |
23.6236 |
41500.0 |
¥98.1万 |
|
| 2015-04-16 |
跌破中轨 |
卖出 |
28.42155 |
41500.0 |
¥1.18M |
|
| 2015-05-15 |
突破上轨 |
买入 |
31.93 |
37500.0 |
¥1.20M |
|
| 2015-06-19 |
跌破中轨 |
卖出 |
38.761199999999995 |
37500.0 |
¥1.45M |
|
| 2015-10-13 |
突破上轨 |
买入 |
25.004979999999996 |
57900.0 |
¥1.45M |
|
| 2015-11-30 |
跌破中轨 |
卖出 |
31.92804 |
57900.0 |
¥1.85M |
|
| 2015-12-15 |
突破上轨 |
买入 |
37.93789999999999 |
48500.0 |
¥1.84M |
|
| 2015-12-29 |
跌破中轨 |
卖出 |
36.07389 |
48500.0 |
¥1.75M |
|
| 2016-03-22 |
突破上轨 |
买入 |
30.820789999999995 |
56400.0 |
¥1.74M |
|
| 2016-04-13 |
跌破中轨 |
卖出 |
30.1 |
56400.0 |
¥1.70M |
|
| 2016-06-29 |
突破上轨 |
买入 |
15.685669999999998 |
109400.0 |
¥1.72M |
|
| 2016-08-09 |
跌破中轨 |
卖出 |
17.00298 |
109400.0 |
¥1.86M |
|
| 2016-10-13 |
突破上轨 |
买入 |
19.3193 |
96300.0 |
¥1.86M |
|
| 2016-10-28 |
跌破中轨 |
卖出 |
18.24174 |
96300.0 |
¥1.76M |
|
| 2016-11-24 |
突破上轨 |
买入 |
18.668649999999996 |
93900.0 |
¥1.75M |
|
| 2016-11-30 |
跌破中轨 |
卖出 |
18.17 |
93900.0 |
¥1.71M |
|
| 2017-02-10 |
突破上轨 |
买入 |
18.017999999999997 |
94300.0 |
¥1.70M |
|
| 2017-03-03 |
跌破中轨 |
卖出 |
16.983 |
94300.0 |
¥1.60M |
|
| 2017-03-16 |
突破上轨 |
买入 |
18.26825 |
88000.0 |
¥1.61M |
|
| 2017-04-28 |
跌破中轨 |
卖出 |
19.0 |
88000.0 |
¥1.67M |
|
| 2017-05-10 |
突破上轨 |
买入 |
21.681659999999997 |
77200.0 |
¥1.67M |
|
| 2017-05-23 |
跌破中轨 |
卖出 |
18.91107 |
77200.0 |
¥1.46M |
|
| 2017-07-04 |
突破上轨 |
买入 |
20.240219999999997 |
71100.0 |
¥1.44M |
|
| 2017-07-17 |
跌破中轨 |
卖出 |
19.360619999999997 |
71100.0 |
¥1.38M |
|
| 2017-08-08 |
突破上轨 |
买入 |
21.020999999999997 |
65300.0 |
¥1.37M |
|
| 2017-11-02 |
跌破中轨 |
卖出 |
27.4725 |
65300.0 |
¥1.79M |
|
| 2017-12-04 |
突破上轨 |
买入 |
30.510479999999998 |
59100.0 |
¥1.80M |
|
| 2017-12-14 |
跌破中轨 |
卖出 |
28.68129 |
59100.0 |
¥1.69M |
|
| 2018-01-10 |
突破上轨 |
买入 |
32.51248 |
52300.0 |
¥1.70M |
|
| 2018-01-30 |
跌破中轨 |
卖出 |
28.37 |
52300.0 |
¥1.48M |
|
| 2018-04-13 |
突破上轨 |
买入 |
36.83679999999999 |
40400.0 |
¥1.49M |
|
| 2018-05-30 |
跌破中轨 |
卖出 |
44.19 |
40400.0 |
¥1.78M |
|
| 2018-07-11 |
突破上轨 |
买入 |
48.348299999999995 |
35900.0 |
¥1.74M |
|
| 2018-07-24 |
跌破中轨 |
卖出 |
39.69 |
35900.0 |
¥1.42M |
|
| 2018-09-27 |
突破上轨 |
买入 |
46.15610999999999 |
31700.0 |
¥1.46M |
|
| 2018-10-10 |
跌破中轨 |
卖出 |
42.84711 |
31700.0 |
¥1.36M |
|
| 2018-11-09 |
突破上轨 |
买入 |
43.6 |
30700.0 |
¥1.34M |
|
| 2018-11-30 |
跌破中轨 |
卖出 |
42.1578 |
30700.0 |
¥1.29M |
|
| 2019-07-24 |
突破上轨 |
买入 |
47.047 |
28000.0 |
¥1.32M |
|
| 2019-08-02 |
跌破中轨 |
卖出 |
44.655300000000004 |
28000.0 |
¥1.25M |
|
| 2019-08-15 |
突破上轨 |
买入 |
48.047999999999995 |
25600.0 |
¥1.23M |
|
| 2019-09-24 |
跌破中轨 |
卖出 |
50.52942 |
25600.0 |
¥1.29M |
|
| 2020-01-08 |
突破上轨 |
买入 |
56.045989999999996 |
23200.0 |
¥1.30M |
|
| 2020-02-20 |
跌破中轨 |
卖出 |
59.93001 |
23200.0 |
¥1.39M |
|
| 2020-03-09 |
突破上轨 |
买入 |
66.05599 |
21200.0 |
¥1.40M |
|
| 2020-03-13 |
跌破中轨 |
卖出 |
57.38255999999999 |
21200.0 |
¥1.22M |
|
| 2020-04-10 |
突破上轨 |
买入 |
72.75268 |
16600.0 |
¥1.21M |
|
| 2020-05-25 |
跌破中轨 |
卖出 |
79.90002 |
16600.0 |
¥1.33M |
|
| 2020-06-11 |
突破上轨 |
买入 |
90.06998 |
14800.0 |
¥1.33M |
|
| 2020-08-13 |
跌破中轨 |
卖出 |
147.86199 |
14800.0 |
¥2.19M |
|
| 2020-10-13 |
突破上轨 |
买入 |
155.95579999999998 |
14000.0 |
¥2.18M |
|
| 2020-10-26 |
跌破中轨 |
卖出 |
139.25061 |
14000.0 |
¥1.95M |
|
| 2020-12-22 |
突破上轨 |
买入 |
155.15499999999997 |
12500.0 |
¥1.94M |
|
| 2021-01-05 |
跌破中轨 |
卖出 |
141.71814 |
12500.0 |
¥1.77M |
|
| 2021-01-26 |
突破上轨 |
买入 |
167.15698999999998 |
10600.0 |
¥1.77M |
|
| 2021-02-23 |
跌破中轨 |
卖出 |
169.13070000000002 |
10600.0 |
¥1.79M |
|
| 2021-04-22 |
突破上轨 |
买入 |
197.40721 |
9100.0 |
¥1.80M |
|
| 2021-05-24 |
跌破中轨 |
卖出 |
200.80899 |
9100.0 |
¥1.83M |
|
| 2022-02-11 |
突破上轨 |
买入 |
124.78465999999999 |
14700.0 |
¥1.83M |
|
| 2022-03-08 |
跌破中轨 |
卖出 |
119.88 |
14700.0 |
¥1.76M |
|
| 2022-03-18 |
突破上轨 |
买入 |
138.7386 |
12600.0 |
¥1.75M |
|
| 2022-04-08 |
跌破中轨 |
卖出 |
132.11775 |
12600.0 |
¥1.66M |
|
| 2022-06-21 |
突破上轨 |
买入 |
104.58 |
16100.0 |
¥1.68M |
|
| 2022-07-18 |
跌破中轨 |
卖出 |
104.01588000000001 |
16100.0 |
¥1.67M |
|
| 2022-10-18 |
突破上轨 |
买入 |
96.09599999999999 |
17400.0 |
¥1.67M |
|
| 2022-10-28 |
跌破中轨 |
卖出 |
83.2167 |
17400.0 |
¥1.45M |
|
| 2023-01-05 |
突破上轨 |
买入 |
92.19209999999998 |
15600.0 |
¥1.44M |
|
| 2023-02-01 |
跌破中轨 |
卖出 |
98.08182000000001 |
15600.0 |
¥1.53M |
|
| 2023-07-27 |
突破上轨 |
买入 |
48.42838 |
31500.0 |
¥1.53M |
|
| 2023-08-08 |
跌破中轨 |
卖出 |
44.94501 |
31500.0 |
¥1.42M |
|
| 2023-09-25 |
突破上轨 |
买入 |
48.81877 |
29000.0 |
¥1.42M |
|
| 2023-12-04 |
跌破中轨 |
卖出 |
64.2357 |
29000.0 |
¥1.86M |
|
| 2024-02-20 |
突破上轨 |
买入 |
53.21315999999999 |
34700.0 |
¥1.85M |
|
| 2024-03-08 |
跌破中轨 |
卖出 |
50.869080000000004 |
34700.0 |
¥1.76M |
|
| 2024-10-09 |
突破上轨 |
买入 |
39.038999999999994 |
44600.0 |
¥1.74M |
|
| 2024-10-29 |
跌破中轨 |
卖出 |
30.42954 |
44600.0 |
¥1.36M |
|
| 2025-02-11 |
突破上轨 |
买入 |
25.79 |
54300.0 |
¥1.40M |
|
| 2025-03-03 |
跌破中轨 |
卖出 |
24.994979999999998 |
54300.0 |
¥1.36M |
|
| 2025-07-11 |
突破上轨 |
买入 |
20.600579999999997 |
66000.0 |
¥1.36M |
|
| 2025-08-15 |
跌破中轨 |
卖出 |
22.62 |
66000.0 |
¥1.49M |
|
| 2025-11-05 |
突破上轨 |
买入 |
21.020999999999997 |
70000.0 |
¥1.47M |
|
| 2025-11-20 |
跌破中轨 |
卖出 |
21.338639999999998 |
70000.0 |
¥1.49M |
|
| 2026-01-12 |
突破上轨 |
买入 |
19.68967 |
76400.0 |
¥1.50M |
|
| 2026-01-19 |
跌破中轨 |
卖出 |
18.75123 |
76400.0 |
¥1.43M |
|
| 2026-05-12 |
突破上轨 |
买入 |
16.216199999999997 |
87500.0 |
¥1.42M |
|
| 2026-05-15 |
跌破中轨 |
卖出 |
15.07491 |
87500.0 |
¥1.32M |
|
| 2026-07-17 |
突破上轨 |
买入 |
12.832819999999998 |
103400.0 |
¥1.33M |
|
| 2026-07-27 |
跌破中轨 |
卖出 |
12.09789 |
103400.0 |
¥1.25M |
|
| 2026-08-21 |
突破上轨 |
买入 |
13.4134 |
87200.0 |
¥1.17M |
|
| 2026-08-25 |
跌破中轨 |
卖出 |
12.777209999999998 |
87200.0 |
¥1.11M |
|
| 2026-08-28 |
突破上轨 |
买入 |
14.784769999999998 |
80500.0 |
¥1.19M |
|
| 2026-09-07 |
跌破中轨 |
卖出 |
13.116870000000002 |
80500.0 |
¥1.06M |
|
| 2026-11-04 |
突破上轨 |
买入 |
14.604589999999998 |
73700.0 |
¥1.08M |
|
| 2026-11-12 |
强平 |
卖出 |
13.85 |
73700 |
¥1.02M |
回测结束强平 |