300316 晶盛机电 — 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: ¥75.6万
策略: 布林带突破
K线 & 交易信号（策略收益 -24.39%）
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 |
2015-02-17 |
2015-04-24 |
29.288033775 |
20.55 |
¥-29.7万 |
-29.86% |
跌破中轨 |
| 2 |
2015-10-08 |
2015-10-12 |
23.316993 |
18.88 |
¥-12.0万 |
-19.05% |
跌破中轨 |
| 3 |
2015-11-20 |
2015-11-30 |
16.721715009999993 |
15.204780000000001 |
¥-5.3万 |
-9.10% |
跌破中轨 |
| 4 |
2016-03-22 |
2016-04-19 |
9.912872969999999 |
9.90009 |
¥-824 |
-0.16% |
跌破中轨 |
| 5 |
2016-06-07 |
2016-07-12 |
10.113133029999998 |
12.23775 |
¥11.0万 |
+20.97% |
跌破中轨 |
| 6 |
2016-08-29 |
2016-09-13 |
13.147072939000001 |
11.96802 |
¥-5.7万 |
-9.00% |
跌破中轨 |
| 7 |
2016-10-21 |
2016-11-08 |
13.197137953999999 |
13.01697 |
¥-8,026 |
-1.39% |
跌破中轨 |
| 8 |
2017-02-24 |
2017-04-11 |
12.546292758999996 |
14.33565 |
¥8.1万 |
+14.23% |
跌破中轨 |
| 9 |
2017-07-05 |
2017-07-18 |
13.577632067999998 |
12.517470000000001 |
¥-5.1万 |
-7.84% |
跌破中轨 |
| 10 |
2017-08-02 |
2017-08-30 |
14.989465491 |
14.605379999999998 |
¥-1.6万 |
-2.59% |
跌破中轨 |
| 11 |
2017-10-19 |
2017-11-20 |
16.561506962 |
18.12186 |
¥5.5万 |
+9.39% |
跌破中轨 |
| 12 |
2017-12-22 |
2018-01-08 |
21.878411555 |
19.86012 |
¥-5.9万 |
-9.25% |
跌破中轨 |
| 13 |
2018-04-03 |
2018-04-24 |
23.330296989999997 |
21.85812 |
¥-3.6万 |
-6.34% |
跌破中轨 |
| 14 |
2018-05-04 |
2018-05-18 |
25.623274676999998 |
24.4755 |
¥-2.4万 |
-4.51% |
跌破中轨 |
| 15 |
2018-07-17 |
2018-07-31 |
14.538880355999998 |
13.87611 |
¥-2.4万 |
-4.59% |
跌破中轨 |
| 16 |
2018-11-06 |
2018-11-26 |
10.813243 |
10.06992 |
¥-3.4万 |
-6.90% |
跌破中轨 |
| 17 |
2019-02-12 |
2019-03-27 |
11.675161498 |
14.20578 |
¥10.1万 |
+21.64% |
跌破中轨 |
| 18 |
2019-06-24 |
2019-07-05 |
13.11703393 |
12.43755 |
¥-2.9万 |
-5.21% |
跌破中轨 |
| 19 |
2019-07-31 |
2019-09-02 |
13.076981918 |
13.44 |
¥1.5万 |
+2.75% |
跌破中轨 |
| 20 |
2019-09-26 |
2019-10-21 |
14.869309455 |
14.175809999999998 |
¥-2.6万 |
-4.69% |
跌破中轨 |
| 21 |
2019-12-26 |
2020-03-05 |
16.351233899 |
23.826150000000002 |
¥23.5万 |
+45.67% |
跌破中轨 |
| 22 |
2020-05-07 |
2020-05-25 |
24.111311223999994 |
22.4775 |
¥-5.2万 |
-6.80% |
跌破中轨 |
| 23 |
2020-06-23 |
2020-07-17 |
23.820934136999995 |
24.395580000000002 |
¥1.7万 |
+2.38% |
跌破中轨 |
| 24 |
2020-09-09 |
2020-10-19 |
27.435628219999998 |
31.02894 |
¥9.2万 |
+13.06% |
跌破中轨 |
| 25 |
2020-12-15 |
2020-12-30 |
30.729906207 |
30.449520000000003 |
¥-7,614 |
-0.94% |
跌破中轨 |
| 26 |
2021-01-13 |
2021-02-09 |
36.64759098 |
40.669290000000004 |
¥8.8万 |
+10.94% |
跌破中轨 |
| 27 |
2021-05-20 |
2021-06-17 |
39.801686925 |
42.22773 |
¥5.4万 |
+6.06% |
跌破中轨 |
| 28 |
2021-06-22 |
2021-08-17 |
49.033675691 |
60.52941 |
¥21.8万 |
+23.41% |
跌破中轨 |
| 29 |
2021-08-30 |
2021-09-17 |
71.79323151000001 |
68.8311 |
¥-4.8万 |
-4.15% |
跌破中轨 |
| 30 |
2021-11-12 |
2021-11-16 |
81.20545432999998 |
74.52539999999999 |
¥-9.2万 |
-8.25% |
跌破中轨 |
| 31 |
2022-06-07 |
2022-07-20 |
59.937835957999994 |
68.68125 |
¥14.9万 |
+14.55% |
跌破中轨 |
| 32 |
2022-07-28 |
2022-08-12 |
74.67239500000001 |
69.3306 |
¥-8.4万 |
-7.18% |
跌破中轨 |
| 33 |
2022-08-16 |
2022-09-01 |
75.017418476 |
75.36456 |
¥4,673 |
+0.43% |
跌破中轨 |
| 34 |
2022-10-27 |
2022-11-11 |
76.909876043 |
74.08583999999999 |
¥-4.0万 |
-3.70% |
跌破中轨 |
| 35 |
2023-06-30 |
2023-07-10 |
69.840695925 |
67.0329 |
¥-4.2万 |
-4.05% |
跌破中轨 |
| 36 |
2023-12-29 |
2024-01-05 |
44.663395 |
40.82913 |
¥-8.7万 |
-8.61% |
跌破中轨 |
| 37 |
2024-03-12 |
2024-03-22 |
39.230945754 |
36.78318 |
¥-5.8万 |
-6.27% |
跌破中轨 |
| 38 |
2024-10-09 |
2024-11-04 |
38.0494114 |
34.0659 |
¥-8.9万 |
-10.50% |
跌破中轨 |
| 39 |
2024-11-14 |
2024-11-19 |
40.52262314099999 |
34.99497 |
¥-10.6万 |
-13.67% |
跌破中轨 |
| 40 |
2025-02-25 |
2025-03-25 |
32.492194735 |
33.31665 |
¥1.7万 |
+2.51% |
跌破中轨 |
| 41 |
2025-07-09 |
2025-08-01 |
28.09648641799999 |
28.08 |
¥-613 |
-0.09% |
跌破中轨 |
| 42 |
2025-08-19 |
2025-09-05 |
29.828735936999994 |
29.55 |
¥-6,672 |
-0.96% |
跌破中轨 |
| 43 |
2025-09-09 |
2025-10-20 |
34.29453527499999 |
38.4615 |
¥8.2万 |
+12.12% |
跌破中轨 |
| 44 |
2025-12-24 |
2026-03-04 |
38.319762481 |
49.42053 |
¥22.2万 |
+28.93% |
跌破中轨 |
| 45 |
2026-05-15 |
2026-06-02 |
54.64095737099999 |
47.932019999999994 |
¥-12.0万 |
-12.30% |
跌破中轨 |
| 46 |
2026-08-18 |
2026-09-02 |
45.41898160799999 |
41.987970000000004 |
¥-6.5万 |
-7.58% |
跌破中轨 |
| 47 |
2026-11-06 |
2026-11-12 |
36.84785103999999 |
34.61 |
¥-4.8万 |
-6.10% |
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 |
|---|
| 2015-02-17 |
突破上轨 |
买入 |
29.279249999999998 |
34000.0 |
¥99.6万 |
|
| 2015-04-24 |
跌破中轨 |
卖出 |
20.55 |
34000.0 |
¥69.8万 |
|
| 2015-10-08 |
突破上轨 |
买入 |
23.31 |
27000.0 |
¥63.0万 |
|
| 2015-10-12 |
跌破中轨 |
卖出 |
18.88 |
27000.0 |
¥51.0万 |
|
| 2015-11-20 |
突破上轨 |
买入 |
16.716699999999996 |
34800.0 |
¥58.2万 |
|
| 2015-11-30 |
跌破中轨 |
卖出 |
15.204780000000001 |
34800.0 |
¥52.9万 |
|
| 2016-03-22 |
突破上轨 |
买入 |
9.909899999999999 |
52300.0 |
¥51.8万 |
|
| 2016-04-19 |
跌破中轨 |
卖出 |
9.90009 |
52300.0 |
¥51.8万 |
|
| 2016-06-07 |
突破上轨 |
买入 |
10.1101 |
51900.0 |
¥52.5万 |
|
| 2016-07-12 |
跌破中轨 |
卖出 |
12.23775 |
51900.0 |
¥63.5万 |
|
| 2016-08-29 |
突破上轨 |
买入 |
13.143130000000001 |
48600.0 |
¥63.9万 |
|
| 2016-09-13 |
跌破中轨 |
卖出 |
11.96802 |
48600.0 |
¥58.1万 |
|
| 2016-10-21 |
突破上轨 |
买入 |
13.193179999999998 |
43600.0 |
¥57.5万 |
|
| 2016-11-08 |
跌破中轨 |
卖出 |
13.01697 |
43600.0 |
¥56.7万 |
|
| 2017-02-24 |
突破上轨 |
买入 |
12.542529999999998 |
45500.0 |
¥57.1万 |
|
| 2017-04-11 |
跌破中轨 |
卖出 |
14.33565 |
45500.0 |
¥65.2万 |
|
| 2017-07-05 |
突破上轨 |
买入 |
13.573559999999999 |
47700.0 |
¥64.8万 |
|
| 2017-07-18 |
跌破中轨 |
卖出 |
12.517470000000001 |
47700.0 |
¥59.7万 |
|
| 2017-08-02 |
突破上轨 |
买入 |
14.98497 |
40200.0 |
¥60.3万 |
|
| 2017-08-30 |
跌破中轨 |
卖出 |
14.605379999999998 |
40200.0 |
¥58.7万 |
|
| 2017-10-19 |
突破上轨 |
买入 |
16.55654 |
35200.0 |
¥58.3万 |
|
| 2017-11-20 |
跌破中轨 |
卖出 |
18.12186 |
35200.0 |
¥63.8万 |
|
| 2017-12-22 |
突破上轨 |
买入 |
21.87185 |
29000.0 |
¥63.4万 |
|
| 2018-01-08 |
跌破中轨 |
卖出 |
19.86012 |
29000.0 |
¥57.6万 |
|
| 2018-04-03 |
突破上轨 |
买入 |
23.3233 |
24400.0 |
¥56.9万 |
|
| 2018-04-24 |
跌破中轨 |
卖出 |
21.85812 |
24400.0 |
¥53.3万 |
|
| 2018-05-04 |
突破上轨 |
买入 |
25.615589999999994 |
21100.0 |
¥54.1万 |
|
| 2018-05-18 |
跌破中轨 |
卖出 |
24.4755 |
21100.0 |
¥51.6万 |
|
| 2018-07-17 |
突破上轨 |
买入 |
14.534519999999999 |
35600.0 |
¥51.8万 |
|
| 2018-07-31 |
跌破中轨 |
卖出 |
13.87611 |
35600.0 |
¥49.4万 |
|
| 2018-11-06 |
突破上轨 |
买入 |
10.81 |
46100.0 |
¥49.8万 |
|
| 2018-11-26 |
跌破中轨 |
卖出 |
10.06992 |
46100.0 |
¥46.4万 |
|
| 2019-02-12 |
突破上轨 |
买入 |
11.67166 |
39800.0 |
¥46.5万 |
|
| 2019-03-27 |
跌破中轨 |
卖出 |
14.20578 |
39800.0 |
¥56.5万 |
|
| 2019-06-24 |
突破上轨 |
买入 |
13.113099999999998 |
43000.0 |
¥56.4万 |
|
| 2019-07-05 |
跌破中轨 |
卖出 |
12.43755 |
43000.0 |
¥53.5万 |
|
| 2019-07-31 |
突破上轨 |
买入 |
13.07306 |
40700.0 |
¥53.2万 |
|
| 2019-09-02 |
跌破中轨 |
卖出 |
13.44 |
40700.0 |
¥54.7万 |
|
| 2019-09-26 |
突破上轨 |
买入 |
14.864849999999999 |
37000.0 |
¥55.0万 |
|
| 2019-10-21 |
跌破中轨 |
卖出 |
14.175809999999998 |
37000.0 |
¥52.4万 |
|
| 2019-12-26 |
突破上轨 |
买入 |
16.34633 |
31500.0 |
¥51.5万 |
|
| 2020-03-05 |
跌破中轨 |
卖出 |
23.826150000000002 |
31500.0 |
¥75.0万 |
|
| 2020-05-07 |
突破上轨 |
买入 |
24.104079999999996 |
31400.0 |
¥75.7万 |
|
| 2020-05-25 |
跌破中轨 |
卖出 |
22.4775 |
31400.0 |
¥70.6万 |
|
| 2020-06-23 |
突破上轨 |
买入 |
23.813789999999997 |
29500.0 |
¥70.3万 |
|
| 2020-07-17 |
跌破中轨 |
卖出 |
24.395580000000002 |
29500.0 |
¥71.9万 |
|
| 2020-09-09 |
突破上轨 |
买入 |
27.4274 |
25800.0 |
¥70.8万 |
|
| 2020-10-19 |
跌破中轨 |
卖出 |
31.02894 |
25800.0 |
¥80.0万 |
|
| 2020-12-15 |
突破上轨 |
买入 |
30.720689999999994 |
26300.0 |
¥80.8万 |
|
| 2020-12-30 |
跌破中轨 |
卖出 |
30.449520000000003 |
26300.0 |
¥80.1万 |
|
| 2021-01-13 |
突破上轨 |
买入 |
36.636599999999994 |
21900.0 |
¥80.3万 |
|
| 2021-02-09 |
跌破中轨 |
卖出 |
40.669290000000004 |
21900.0 |
¥89.0万 |
|
| 2021-05-20 |
突破上轨 |
买入 |
39.78975 |
22300.0 |
¥88.8万 |
|
| 2021-06-17 |
跌破中轨 |
卖出 |
42.22773 |
22300.0 |
¥94.1万 |
|
| 2021-06-22 |
突破上轨 |
买入 |
49.018969999999996 |
19000.0 |
¥93.2万 |
|
| 2021-08-17 |
跌破中轨 |
卖出 |
60.52941 |
19000.0 |
¥1.15M |
|
| 2021-08-30 |
突破上轨 |
买入 |
71.7717 |
16200.0 |
¥1.16M |
|
| 2021-09-17 |
跌破中轨 |
卖出 |
68.8311 |
16200.0 |
¥1.11M |
|
| 2021-11-12 |
突破上轨 |
买入 |
81.18109999999999 |
13700.0 |
¥1.11M |
|
| 2021-11-16 |
跌破中轨 |
卖出 |
74.52539999999999 |
13700.0 |
¥1.02M |
|
| 2022-06-07 |
突破上轨 |
买入 |
59.91985999999999 |
17100.0 |
¥1.02M |
|
| 2022-07-20 |
跌破中轨 |
卖出 |
68.68125 |
17100.0 |
¥1.17M |
|
| 2022-07-28 |
突破上轨 |
买入 |
74.65 |
15700.0 |
¥1.17M |
|
| 2022-08-12 |
跌破中轨 |
卖出 |
69.3306 |
15700.0 |
¥1.09M |
|
| 2022-08-16 |
突破上轨 |
买入 |
74.99492 |
14400.0 |
¥1.08M |
|
| 2022-09-01 |
跌破中轨 |
卖出 |
75.36456 |
14400.0 |
¥1.08M |
|
| 2022-10-27 |
突破上轨 |
买入 |
76.88681 |
14200.0 |
¥1.09M |
|
| 2022-11-11 |
跌破中轨 |
卖出 |
74.08583999999999 |
14200.0 |
¥1.05M |
|
| 2023-06-30 |
突破上轨 |
买入 |
69.81975 |
15000.0 |
¥1.05M |
|
| 2023-07-10 |
跌破中轨 |
卖出 |
67.0329 |
15000.0 |
¥1.01M |
|
| 2023-12-29 |
突破上轨 |
买入 |
44.65 |
22700.0 |
¥1.01M |
|
| 2024-01-05 |
跌破中轨 |
卖出 |
40.82913 |
22700.0 |
¥92.7万 |
|
| 2024-03-12 |
突破上轨 |
买入 |
39.219179999999994 |
23700.0 |
¥93.0万 |
|
| 2024-03-22 |
跌破中轨 |
卖出 |
36.78318 |
23700.0 |
¥87.1万 |
|
| 2024-10-09 |
突破上轨 |
买入 |
38.038 |
22300.0 |
¥84.9万 |
|
| 2024-11-04 |
跌破中轨 |
卖出 |
34.0659 |
22300.0 |
¥75.9万 |
|
| 2024-11-14 |
突破上轨 |
买入 |
40.51046999999999 |
19200.0 |
¥77.8万 |
|
| 2024-11-19 |
跌破中轨 |
卖出 |
34.99497 |
19200.0 |
¥67.2万 |
|
| 2025-02-25 |
突破上轨 |
买入 |
32.48245 |
20600.0 |
¥66.9万 |
|
| 2025-03-25 |
跌破中轨 |
卖出 |
33.31665 |
20600.0 |
¥68.6万 |
|
| 2025-07-09 |
突破上轨 |
买入 |
28.088059999999995 |
24600.0 |
¥69.1万 |
|
| 2025-08-01 |
跌破中轨 |
卖出 |
28.08 |
24600.0 |
¥69.1万 |
|
| 2025-08-19 |
突破上轨 |
买入 |
29.819789999999998 |
23200.0 |
¥69.2万 |
|
| 2025-09-05 |
跌破中轨 |
卖出 |
29.55 |
23200.0 |
¥68.5万 |
|
| 2025-09-09 |
突破上轨 |
买入 |
34.28424999999999 |
19700.0 |
¥67.6万 |
|
| 2025-10-20 |
跌破中轨 |
卖出 |
38.4615 |
19700.0 |
¥75.7万 |
|
| 2025-12-24 |
突破上轨 |
买入 |
38.30827 |
20000.0 |
¥76.6万 |
|
| 2026-03-04 |
跌破中轨 |
卖出 |
49.42053 |
20000.0 |
¥98.8万 |
|
| 2026-05-15 |
突破上轨 |
买入 |
54.62456999999999 |
17900.0 |
¥97.8万 |
|
| 2026-06-02 |
跌破中轨 |
卖出 |
47.932019999999994 |
17900.0 |
¥85.8万 |
|
| 2026-08-18 |
突破上轨 |
买入 |
45.405359999999995 |
19000.0 |
¥86.3万 |
|
| 2026-09-02 |
跌破中轨 |
卖出 |
41.987970000000004 |
19000.0 |
¥79.8万 |
|
| 2026-11-06 |
突破上轨 |
买入 |
36.83679999999999 |
21300.0 |
¥78.5万 |
|
| 2026-11-12 |
强平 |
卖出 |
34.61 |
21300 |
¥73.7万 |
回测结束强平 |