300251 光线传媒 — 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: ¥25.4万
策略: 布林带突破
K线 & 交易信号（策略收益 -74.63%）
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 |
2015-02-25 |
2015-03-27 |
28.90867 |
31.987980000000004 |
¥10.6万 |
+10.62% |
跌破中轨 |
| 2 |
2015-05-13 |
2015-06-17 |
35.035497497 |
35.16480000000001 |
¥3,646 |
+0.34% |
跌破中轨 |
| 3 |
2015-11-26 |
2015-12-29 |
28.747331612999997 |
30.81915 |
¥7.9万 |
+7.17% |
跌破中轨 |
| 4 |
2016-03-22 |
2016-05-31 |
23.540570053 |
11.4885 |
¥-60.0万 |
-51.21% |
跌破中轨 |
| 5 |
2016-07-15 |
2016-07-26 |
12.235889666 |
11.6883 |
¥-2.6万 |
-4.50% |
跌破中轨 |
| 6 |
2016-11-16 |
2016-11-25 |
11.424836422999997 |
11.05893 |
¥-1.8万 |
-3.23% |
跌破中轨 |
| 7 |
2017-02-03 |
2017-02-06 |
10.363458104999998 |
9.99999 |
¥-1.9万 |
-3.54% |
跌破中轨 |
| 8 |
2017-07-28 |
2017-08-21 |
8.821455642999998 |
8.76123 |
¥-3,683 |
-0.71% |
跌破中轨 |
| 9 |
2017-09-06 |
2017-10-13 |
9.131858735999998 |
9.98001 |
¥4.8万 |
+9.26% |
跌破中轨 |
| 10 |
2017-11-09 |
2017-11-20 |
10.663848194999998 |
9.960030000000001 |
¥-3.7万 |
-6.63% |
跌破中轨 |
| 11 |
2018-01-03 |
2018-01-15 |
11.024316302999999 |
10.26972 |
¥-3.6万 |
-6.87% |
跌破中轨 |
| 12 |
2018-01-26 |
2018-02-12 |
13.127046932999997 |
11.538450000000001 |
¥-5.9万 |
-12.13% |
跌破中轨 |
| 13 |
2018-03-14 |
2018-03-22 |
13.484043999999999 |
12.497489999999999 |
¥-3.1万 |
-7.34% |
跌破中轨 |
| 14 |
2018-11-14 |
2018-11-26 |
8.140571439 |
7.34265 |
¥-3.9万 |
-9.83% |
跌破中轨 |
| 15 |
2019-01-07 |
2019-01-31 |
8.471000538 |
7.752239999999999 |
¥-3.1万 |
-8.51% |
跌破中轨 |
| 16 |
2019-03-07 |
2019-03-15 |
9.292066783999998 |
8.57142 |
¥-2.6万 |
-7.78% |
跌破中轨 |
| 17 |
2019-07-08 |
2019-08-15 |
7.139271138999999 |
7.94205 |
¥3.5万 |
+11.21% |
跌破中轨 |
| 18 |
2019-09-03 |
2019-09-11 |
8.931598676 |
8.57142 |
¥-1.4万 |
-4.06% |
跌破中轨 |
| 19 |
2019-09-30 |
2019-10-09 |
9.522365852999998 |
8.56143 |
¥-3.3万 |
-10.12% |
跌破中轨 |
| 20 |
2019-11-08 |
2020-01-21 |
9.362157804999999 |
11.40858 |
¥6.5万 |
+21.82% |
跌破中轨 |
| 21 |
2020-05-06 |
2020-06-16 |
10.523666152999997 |
11.46852 |
¥3.2万 |
+8.95% |
跌破中轨 |
| 22 |
2020-07-08 |
2020-07-31 |
12.776591827999999 |
13.496490000000001 |
¥2.2万 |
+5.60% |
跌破中轨 |
| 23 |
2020-08-19 |
2020-09-10 |
15.269829575 |
15.87411 |
¥1.6万 |
+3.93% |
跌破中轨 |
| 24 |
2020-12-01 |
2020-12-11 |
12.986864891 |
12.52746 |
¥-1.5万 |
-3.57% |
跌破中轨 |
| 25 |
2021-02-02 |
2021-02-08 |
13.527567053 |
12.05 |
¥-4.5万 |
-10.95% |
跌破中轨 |
| 26 |
2021-02-25 |
2021-03-03 |
14.038230205999998 |
12.73725 |
¥-3.4万 |
-9.29% |
跌破中轨 |
| 27 |
2021-04-29 |
2021-05-11 |
13.016903899999999 |
11.6883 |
¥-3.4万 |
-10.23% |
跌破中轨 |
| 28 |
2021-08-24 |
2021-09-23 |
9.231988766 |
9.42057 |
¥6,000 |
+2.01% |
跌破中轨 |
| 29 |
2021-12-08 |
2022-01-10 |
10.713913209999998 |
11.66832 |
¥2.7万 |
+8.88% |
跌破中轨 |
| 30 |
2022-05-31 |
2022-07-07 |
7.720025313 |
8.73126 |
¥4.3万 |
+13.06% |
跌破中轨 |
| 31 |
2022-08-12 |
2022-09-06 |
9.151884741999998 |
9.260729999999999 |
¥4,381 |
+1.16% |
跌破中轨 |
| 32 |
2022-11-03 |
2022-11-25 |
7.40962222 |
7.38261 |
¥-1,485 |
-0.39% |
跌破中轨 |
| 33 |
2022-12-02 |
2022-12-21 |
8.621195582999997 |
8.04195 |
¥-2.6万 |
-6.75% |
跌破中轨 |
| 34 |
2023-01-04 |
2023-01-17 |
9.211962759999999 |
8.7912 |
¥-1.6万 |
-4.60% |
跌破中轨 |
| 35 |
2023-03-21 |
2023-04-27 |
8.721325613 |
9.8901 |
¥4.4万 |
+13.37% |
跌破中轨 |
| 36 |
2023-08-08 |
2023-08-21 |
8.761377624999998 |
8.46153 |
¥-1.3万 |
-3.45% |
跌破中轨 |
| 37 |
2023-08-29 |
2023-09-20 |
9.111832729999998 |
8.75124 |
¥-1.5万 |
-3.99% |
跌破中轨 |
| 38 |
2023-11-07 |
2023-11-27 |
8.330818496 |
7.942050000000001 |
¥-1.7万 |
-4.70% |
跌破中轨 |
| 39 |
2023-12-12 |
2023-12-25 |
8.531078555999999 |
7.962029999999999 |
¥-2.3万 |
-6.70% |
跌破中轨 |
| 40 |
2024-02-27 |
2024-04-11 |
8.591156573999998 |
9.84015 |
¥4.6万 |
+14.50% |
跌破中轨 |
| 41 |
2024-10-09 |
2024-11-19 |
9.021715702999998 |
8.541450000000001 |
¥-1.8万 |
-5.35% |
跌破中轨 |
| 42 |
2024-12-06 |
2024-12-24 |
9.662547895 |
9.18081 |
¥-1.7万 |
-5.01% |
跌破中轨 |
| 43 |
2025-06-13 |
2025-07-07 |
18.634198583 |
19.180799999999998 |
¥9,303 |
+2.90% |
跌破中轨 |
| 44 |
2025-07-30 |
2025-08-12 |
19.815732936999996 |
19.73025 |
¥-1,545 |
-0.46% |
跌破中轨 |
| 45 |
2026-01-07 |
2026-01-22 |
16.891936061 |
16.94 |
¥847 |
+0.25% |
跌破中轨 |
| 46 |
2026-02-03 |
2026-02-27 |
19.475290835 |
19.86012 |
¥6,441 |
+1.95% |
跌破中轨 |
| 47 |
2026-04-15 |
2026-04-23 |
16.664997999999997 |
15.534450000000003 |
¥-2.3万 |
-6.81% |
跌破中轨 |
| 48 |
2026-07-09 |
2026-07-15 |
12.165798644999999 |
11.4885 |
¥-1.7万 |
-5.60% |
跌破中轨 |
| 49 |
2026-07-17 |
2026-07-23 |
13.197137953999999 |
11.608379999999999 |
¥-3.5万 |
-12.07% |
跌破中轨 |
| 50 |
2026-10-15 |
2026-10-23 |
11.635109485999998 |
10.94904 |
¥-1.6万 |
-5.92% |
跌破中轨 |
| 51 |
2026-11-06 |
2026-11-12 |
12.315993689999997 |
12.43 |
¥2,172 |
+0.90% |
强平 |
逐笔成交记录（共 102 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-25 |
突破上轨 |
买入 |
28.9 |
34400.0 |
¥99.4万 |
|
| 2015-03-27 |
跌破中轨 |
卖出 |
31.987980000000004 |
34400.0 |
¥1.10M |
|
| 2015-05-13 |
突破上轨 |
买入 |
35.02499 |
30700.0 |
¥1.08M |
|
| 2015-06-17 |
跌破中轨 |
卖出 |
35.16480000000001 |
30700.0 |
¥1.08M |
|
| 2015-11-26 |
突破上轨 |
买入 |
28.738709999999994 |
38200.0 |
¥1.10M |
|
| 2015-12-29 |
跌破中轨 |
卖出 |
30.81915 |
38200.0 |
¥1.18M |
|
| 2016-03-22 |
突破上轨 |
买入 |
23.53351 |
49800.0 |
¥1.17M |
|
| 2016-05-31 |
跌破中轨 |
卖出 |
11.4885 |
49800.0 |
¥57.2万 |
|
| 2016-07-15 |
突破上轨 |
买入 |
12.23222 |
47700.0 |
¥58.4万 |
|
| 2016-07-26 |
跌破中轨 |
卖出 |
11.6883 |
47700.0 |
¥55.7万 |
|
| 2016-11-16 |
突破上轨 |
买入 |
11.421409999999998 |
48900.0 |
¥55.9万 |
|
| 2016-11-25 |
跌破中轨 |
卖出 |
11.05893 |
48900.0 |
¥54.1万 |
|
| 2017-02-03 |
突破上轨 |
买入 |
10.360349999999999 |
50800.0 |
¥52.6万 |
|
| 2017-02-06 |
跌破中轨 |
卖出 |
9.99999 |
50800.0 |
¥50.8万 |
|
| 2017-07-28 |
突破上轨 |
买入 |
8.81881 |
58600.0 |
¥51.7万 |
|
| 2017-08-21 |
跌破中轨 |
卖出 |
8.76123 |
58600.0 |
¥51.3万 |
|
| 2017-09-06 |
突破上轨 |
买入 |
9.129119999999999 |
56300.0 |
¥51.4万 |
|
| 2017-10-13 |
跌破中轨 |
卖出 |
9.98001 |
56300.0 |
¥56.2万 |
|
| 2017-11-09 |
突破上轨 |
买入 |
10.660649999999999 |
52900.0 |
¥56.4万 |
|
| 2017-11-20 |
跌破中轨 |
卖出 |
9.960030000000001 |
52900.0 |
¥52.7万 |
|
| 2018-01-03 |
突破上轨 |
买入 |
11.021009999999999 |
47900.0 |
¥52.8万 |
|
| 2018-01-15 |
跌破中轨 |
卖出 |
10.26972 |
47900.0 |
¥49.2万 |
|
| 2018-01-26 |
突破上轨 |
买入 |
13.123109999999999 |
37000.0 |
¥48.6万 |
|
| 2018-02-12 |
跌破中轨 |
卖出 |
11.538450000000001 |
37000.0 |
¥42.7万 |
|
| 2018-03-14 |
突破上轨 |
买入 |
13.48 |
31800.0 |
¥42.9万 |
|
| 2018-03-22 |
跌破中轨 |
卖出 |
12.497489999999999 |
31800.0 |
¥39.7万 |
|
| 2018-11-14 |
突破上轨 |
买入 |
8.13813 |
49100.0 |
¥40.0万 |
|
| 2018-11-26 |
跌破中轨 |
卖出 |
7.34265 |
49100.0 |
¥36.0万 |
|
| 2019-01-07 |
突破上轨 |
买入 |
8.46846 |
42900.0 |
¥36.3万 |
|
| 2019-01-31 |
跌破中轨 |
卖出 |
7.752239999999999 |
42900.0 |
¥33.2万 |
|
| 2019-03-07 |
突破上轨 |
买入 |
9.289279999999998 |
35500.0 |
¥33.0万 |
|
| 2019-03-15 |
跌破中轨 |
卖出 |
8.57142 |
35500.0 |
¥30.4万 |
|
| 2019-07-08 |
突破上轨 |
买入 |
7.137129999999999 |
43200.0 |
¥30.8万 |
|
| 2019-08-15 |
跌破中轨 |
卖出 |
7.94205 |
43200.0 |
¥34.3万 |
|
| 2019-09-03 |
突破上轨 |
买入 |
8.92892 |
37400.0 |
¥33.4万 |
|
| 2019-09-11 |
跌破中轨 |
卖出 |
8.57142 |
37400.0 |
¥32.0万 |
|
| 2019-09-30 |
突破上轨 |
买入 |
9.519509999999999 |
34500.0 |
¥32.9万 |
|
| 2019-10-09 |
跌破中轨 |
卖出 |
8.56143 |
34500.0 |
¥29.5万 |
|
| 2019-11-08 |
突破上轨 |
买入 |
9.35935 |
31600.0 |
¥29.6万 |
|
| 2020-01-21 |
跌破中轨 |
卖出 |
11.40858 |
31600.0 |
¥36.0万 |
|
| 2020-05-06 |
突破上轨 |
买入 |
10.520509999999998 |
33800.0 |
¥35.6万 |
|
| 2020-06-16 |
跌破中轨 |
卖出 |
11.46852 |
33800.0 |
¥38.8万 |
|
| 2020-07-08 |
突破上轨 |
买入 |
12.772759999999998 |
30700.0 |
¥39.2万 |
|
| 2020-07-31 |
跌破中轨 |
卖出 |
13.496490000000001 |
30700.0 |
¥41.4万 |
|
| 2020-08-19 |
突破上轨 |
买入 |
15.265249999999998 |
26800.0 |
¥40.9万 |
|
| 2020-09-10 |
跌破中轨 |
卖出 |
15.87411 |
26800.0 |
¥42.5万 |
|
| 2020-12-01 |
突破上轨 |
买入 |
12.98297 |
33100.0 |
¥43.0万 |
|
| 2020-12-11 |
跌破中轨 |
卖出 |
12.52746 |
33100.0 |
¥41.5万 |
|
| 2021-02-02 |
突破上轨 |
买入 |
13.523509999999998 |
30400.0 |
¥41.1万 |
|
| 2021-02-08 |
跌破中轨 |
卖出 |
12.05 |
30400.0 |
¥36.6万 |
|
| 2021-02-25 |
突破上轨 |
买入 |
14.034019999999998 |
26000.0 |
¥36.5万 |
|
| 2021-03-03 |
跌破中轨 |
卖出 |
12.73725 |
26000.0 |
¥33.1万 |
|
| 2021-04-29 |
突破上轨 |
买入 |
13.013 |
25700.0 |
¥33.5万 |
|
| 2021-05-11 |
跌破中轨 |
卖出 |
11.6883 |
25700.0 |
¥30.0万 |
|
| 2021-08-24 |
突破上轨 |
买入 |
9.22922 |
32300.0 |
¥29.8万 |
|
| 2021-09-23 |
跌破中轨 |
卖出 |
9.42057 |
32300.0 |
¥30.4万 |
|
| 2021-12-08 |
突破上轨 |
买入 |
10.710699999999997 |
28400.0 |
¥30.4万 |
|
| 2022-01-10 |
跌破中轨 |
卖出 |
11.66832 |
28400.0 |
¥33.1万 |
|
| 2022-05-31 |
突破上轨 |
买入 |
7.717709999999999 |
42900.0 |
¥33.1万 |
|
| 2022-07-07 |
跌破中轨 |
卖出 |
8.73126 |
42900.0 |
¥37.4万 |
|
| 2022-08-12 |
突破上轨 |
买入 |
9.14914 |
41300.0 |
¥37.8万 |
|
| 2022-09-06 |
跌破中轨 |
卖出 |
9.260729999999999 |
41300.0 |
¥38.2万 |
|
| 2022-11-03 |
突破上轨 |
买入 |
7.4074 |
50800.0 |
¥37.6万 |
|
| 2022-11-25 |
跌破中轨 |
卖出 |
7.38261 |
50800.0 |
¥37.5万 |
|
| 2022-12-02 |
突破上轨 |
买入 |
8.618609999999999 |
44000.0 |
¥37.9万 |
|
| 2022-12-21 |
跌破中轨 |
卖出 |
8.04195 |
44000.0 |
¥35.4万 |
|
| 2023-01-04 |
突破上轨 |
买入 |
9.209199999999997 |
38400.0 |
¥35.4万 |
|
| 2023-01-17 |
跌破中轨 |
卖出 |
8.7912 |
38400.0 |
¥33.7万 |
|
| 2023-03-21 |
突破上轨 |
买入 |
8.71871 |
38000.0 |
¥33.1万 |
|
| 2023-04-27 |
跌破中轨 |
卖出 |
9.8901 |
38000.0 |
¥37.6万 |
|
| 2023-08-08 |
突破上轨 |
买入 |
8.75875 |
43400.0 |
¥38.0万 |
|
| 2023-08-21 |
跌破中轨 |
卖出 |
8.46153 |
43400.0 |
¥36.7万 |
|
| 2023-08-29 |
突破上轨 |
买入 |
9.109099999999998 |
40300.0 |
¥36.7万 |
|
| 2023-09-20 |
跌破中轨 |
卖出 |
8.75124 |
40300.0 |
¥35.3万 |
|
| 2023-11-07 |
突破上轨 |
买入 |
8.32832 |
42300.0 |
¥35.2万 |
|
| 2023-11-27 |
跌破中轨 |
卖出 |
7.942050000000001 |
42300.0 |
¥33.6万 |
|
| 2023-12-12 |
突破上轨 |
买入 |
8.528519999999999 |
39700.0 |
¥33.9万 |
|
| 2023-12-25 |
跌破中轨 |
卖出 |
7.962029999999999 |
39700.0 |
¥31.6万 |
|
| 2024-02-27 |
突破上轨 |
买入 |
8.588579999999999 |
36700.0 |
¥31.5万 |
|
| 2024-04-11 |
跌破中轨 |
卖出 |
9.84015 |
36700.0 |
¥36.1万 |
|
| 2024-10-09 |
突破上轨 |
买入 |
9.019009999999998 |
38000.0 |
¥34.3万 |
|
| 2024-11-19 |
跌破中轨 |
卖出 |
8.541450000000001 |
38000.0 |
¥32.4万 |
|
| 2024-12-06 |
突破上轨 |
买入 |
9.65965 |
35000.0 |
¥33.8万 |
|
| 2024-12-24 |
跌破中轨 |
卖出 |
9.18081 |
35000.0 |
¥32.1万 |
|
| 2025-06-13 |
突破上轨 |
买入 |
18.62861 |
17200.0 |
¥32.1万 |
|
| 2025-07-07 |
跌破中轨 |
卖出 |
19.180799999999998 |
17200.0 |
¥33.0万 |
|
| 2025-07-30 |
突破上轨 |
买入 |
19.809789999999996 |
16900.0 |
¥33.5万 |
|
| 2025-08-12 |
跌破中轨 |
卖出 |
19.73025 |
16900.0 |
¥33.3万 |
|
| 2026-01-07 |
突破上轨 |
买入 |
16.88687 |
19700.0 |
¥33.3万 |
|
| 2026-01-22 |
跌破中轨 |
卖出 |
16.94 |
19700.0 |
¥33.4万 |
|
| 2026-02-03 |
突破上轨 |
买入 |
19.46945 |
17000.0 |
¥33.1万 |
|
| 2026-02-27 |
跌破中轨 |
卖出 |
19.86012 |
17000.0 |
¥33.8万 |
|
| 2026-04-15 |
突破上轨 |
买入 |
16.66 |
19900.0 |
¥33.2万 |
|
| 2026-04-23 |
跌破中轨 |
卖出 |
15.534450000000003 |
19900.0 |
¥30.9万 |
|
| 2026-07-09 |
突破上轨 |
买入 |
12.162149999999999 |
25700.0 |
¥31.3万 |
|
| 2026-07-15 |
跌破中轨 |
卖出 |
11.4885 |
25700.0 |
¥29.5万 |
|
| 2026-07-17 |
突破上轨 |
买入 |
13.193179999999998 |
22200.0 |
¥29.3万 |
|
| 2026-07-23 |
跌破中轨 |
卖出 |
11.608379999999999 |
22200.0 |
¥25.8万 |
|
| 2026-10-15 |
突破上轨 |
买入 |
11.631619999999998 |
22500.0 |
¥26.2万 |
|
| 2026-10-23 |
跌破中轨 |
卖出 |
10.94904 |
22500.0 |
¥24.6万 |
|
| 2026-11-06 |
突破上轨 |
买入 |
12.312299999999999 |
19700.0 |
¥24.3万 |
|
| 2026-11-12 |
强平 |
卖出 |
12.43 |
19700 |
¥24.5万 |
回测结束强平 |