300408 三环集团 — 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: ¥1.73M
策略: 布林带突破
K线 & 交易信号（策略收益 +73.48%）
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 |
2015-02-04 |
2015-02-10 |
52.865855 |
48.32163 |
¥-8.6万 |
-8.62% |
跌破中轨 |
| 2 |
2015-02-17 |
2015-03-31 |
54.77112641000001 |
57.45249 |
¥4.4万 |
+4.86% |
跌破中轨 |
| 3 |
2015-04-14 |
2015-05-25 |
65.36488358399998 |
48.891059999999996 |
¥-24.1万 |
-25.23% |
跌破中轨 |
| 4 |
2015-10-13 |
2015-11-19 |
31.490894434999994 |
36.11385 |
¥10.4万 |
+14.65% |
跌破中轨 |
| 5 |
2015-11-26 |
2015-11-30 |
41.45383241999999 |
36.2637 |
¥-10.2万 |
-12.55% |
跌破中轨 |
| 6 |
2016-06-29 |
2016-07-15 |
18.213652457 |
17.282700000000002 |
¥-3.7万 |
-5.14% |
跌破中轨 |
| 7 |
2016-09-07 |
2016-10-13 |
17.723015309999997 |
18.3816 |
¥2.5万 |
+3.68% |
跌破中轨 |
| 8 |
2017-01-18 |
2017-03-14 |
16.871910055 |
18.19179 |
¥5.5万 |
+7.79% |
跌破中轨 |
| 9 |
2017-03-24 |
2017-05-09 |
19.505329843999995 |
20.65932 |
¥4.5万 |
+5.88% |
跌破中轨 |
| 10 |
2017-07-14 |
2017-08-01 |
21.0273063 |
21.808169999999997 |
¥2.8万 |
+3.68% |
跌破中轨 |
| 11 |
2017-09-05 |
2017-10-30 |
21.658125488999996 |
24.22575 |
¥9.8万 |
+11.82% |
跌破中轨 |
| 12 |
2018-01-08 |
2018-01-16 |
21.756525 |
20.20977 |
¥-6.6万 |
-7.14% |
跌破中轨 |
| 13 |
2018-02-22 |
2018-03-26 |
21.898437560999998 |
22.177799999999998 |
¥1.1万 |
+1.25% |
跌破中轨 |
| 14 |
2018-07-13 |
2018-07-30 |
26.033807799999995 |
25.074900000000003 |
¥-3.2万 |
-3.71% |
跌破中轨 |
| 15 |
2018-11-05 |
2018-11-09 |
20.015992996999994 |
18.00198 |
¥-8.5万 |
-10.09% |
跌破中轨 |
| 16 |
2019-02-14 |
2019-03-27 |
18.934588672999997 |
21.2787 |
¥9.4万 |
+12.35% |
跌破中轨 |
| 17 |
2019-07-18 |
2019-08-06 |
20.266318071999997 |
19.530450000000002 |
¥-3.1万 |
-3.66% |
跌破中轨 |
| 18 |
2019-09-06 |
2019-09-18 |
21.227566359999994 |
20.31966 |
¥-3.5万 |
-4.31% |
跌破中轨 |
| 19 |
2019-12-03 |
2020-02-04 |
20.056045008999998 |
21.028950000000002 |
¥3.8万 |
+4.82% |
跌破中轨 |
| 20 |
2020-02-19 |
2020-03-02 |
25.382962605 |
24.30567 |
¥-3.5万 |
-4.27% |
跌破中轨 |
| 21 |
2020-05-06 |
2020-05-25 |
20.606760173999994 |
19.4805 |
¥-4.3万 |
-5.49% |
跌破中轨 |
| 22 |
2020-06-24 |
2020-07-27 |
25.833547739999997 |
26.483490000000003 |
¥1.8万 |
+2.49% |
跌破中轨 |
| 23 |
2020-10-14 |
2020-11-19 |
30.989293999999997 |
32.03 |
¥2.5万 |
+3.33% |
跌破中轨 |
| 24 |
2020-12-09 |
2021-01-12 |
34.795185425 |
34.11585 |
¥-1.6万 |
-1.98% |
跌破中轨 |
| 25 |
2021-01-15 |
2021-02-23 |
38.98062067899999 |
40.7592 |
¥3.4万 |
+4.53% |
跌破中轨 |
| 26 |
2021-03-30 |
2021-04-28 |
41.333676384 |
41.03892 |
¥-5,957 |
-0.74% |
跌破中轨 |
| 27 |
2021-06-07 |
2021-06-15 |
39.00064668499999 |
37.382580000000004 |
¥-3.3万 |
-4.18% |
跌破中轨 |
| 28 |
2021-06-23 |
2021-08-04 |
39.85175193999999 |
43.81614 |
¥7.6万 |
+9.91% |
跌破中轨 |
| 29 |
2021-10-15 |
2021-11-30 |
38.389853502 |
41.89806 |
¥7.6万 |
+9.11% |
跌破中轨 |
| 30 |
2021-12-06 |
2021-12-28 |
44.0572132 |
44.12583 |
¥1,152 |
+0.13% |
跌破中轨 |
| 31 |
2022-06-07 |
2022-06-10 |
31.520933443999997 |
28.781189999999995 |
¥-8.0万 |
-8.72% |
跌破中轨 |
| 32 |
2022-08-12 |
2022-08-31 |
29.037708699999996 |
27.332639999999998 |
¥-5.0万 |
-5.90% |
跌破中轨 |
| 33 |
2022-10-19 |
2022-11-25 |
28.326785486999995 |
29.2707 |
¥2.6万 |
+3.30% |
跌破中轨 |
| 34 |
2023-01-10 |
2023-02-08 |
32.141739630000004 |
32.39757 |
¥6,276 |
+0.77% |
跌破中轨 |
| 35 |
2023-04-04 |
2023-04-24 |
32.051622603 |
31.14882 |
¥-2.3万 |
-2.85% |
跌破中轨 |
| 36 |
2023-07-17 |
2023-08-15 |
31.240569359999995 |
31.8681 |
¥1.6万 |
+1.98% |
跌破中轨 |
| 37 |
2023-10-16 |
2023-10-23 |
32.842649839999986 |
30.889080000000003 |
¥-4.9万 |
-5.98% |
跌破中轨 |
| 38 |
2024-01-02 |
2024-01-04 |
29.61846287399999 |
28.48149 |
¥-3.0万 |
-3.87% |
跌破中轨 |
| 39 |
2024-04-30 |
2024-06-21 |
27.856174346 |
28.93104 |
¥2.8万 |
+3.83% |
跌破中轨 |
| 40 |
2024-07-18 |
2024-08-06 |
31.390764405 |
31.278689999999997 |
¥-2,939 |
-0.39% |
跌破中轨 |
| 41 |
2024-10-09 |
2024-11-04 |
38.930555664 |
36.33363 |
¥-4.9万 |
-6.70% |
跌破中轨 |
| 42 |
2024-12-25 |
2025-01-03 |
40.011959987999994 |
36.92304 |
¥-5.5万 |
-7.75% |
跌破中轨 |
| 43 |
2025-02-07 |
2025-02-19 |
38.65019158 |
37.40256 |
¥-2.1万 |
-3.26% |
跌破中轨 |
| 44 |
2025-02-24 |
2025-03-13 |
39.361114793 |
38.57139 |
¥-1.3万 |
-2.04% |
跌破中轨 |
| 45 |
2025-07-22 |
2025-09-04 |
33.573599059 |
40.34961 |
¥12.6万 |
+20.15% |
跌破中轨 |
| 46 |
2025-09-24 |
2025-10-24 |
48.26267446 |
48.06189 |
¥-3,228 |
-0.45% |
跌破中轨 |
| 47 |
2025-10-30 |
2025-11-12 |
53.199084939 |
48.7512 |
¥-6.2万 |
-8.39% |
跌破中轨 |
| 48 |
2025-12-25 |
2026-02-03 |
46.370216893 |
48.551399999999994 |
¥3.2万 |
+4.67% |
跌破中轨 |
| 49 |
2026-02-11 |
2026-03-10 |
56.10285580899999 |
58.441500000000005 |
¥2.9万 |
+4.14% |
跌破中轨 |
| 50 |
2026-04-09 |
2026-07-03 |
57.594793255999996 |
147.83202 |
¥1.15M |
+156.60% |
跌破中轨 |
| 51 |
2026-09-16 |
2026-09-29 |
126.41416287499999 |
115.69419 |
¥-16.0万 |
-8.51% |
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 |
|---|
| 2015-02-04 |
突破上轨 |
买入 |
52.85 |
18800.0 |
¥99.4万 |
|
| 2015-02-10 |
跌破中轨 |
卖出 |
48.32163 |
18800.0 |
¥90.8万 |
|
| 2015-02-17 |
突破上轨 |
买入 |
54.7547 |
16500.0 |
¥90.4万 |
|
| 2015-03-31 |
跌破中轨 |
卖出 |
57.45249 |
16500.0 |
¥94.8万 |
|
| 2015-04-14 |
突破上轨 |
买入 |
65.34527999999999 |
14600.0 |
¥95.4万 |
|
| 2015-05-25 |
跌破中轨 |
卖出 |
48.891059999999996 |
14600.0 |
¥71.4万 |
|
| 2015-10-13 |
突破上轨 |
买入 |
31.481449999999995 |
22500.0 |
¥70.9万 |
|
| 2015-11-19 |
跌破中轨 |
卖出 |
36.11385 |
22500.0 |
¥81.2万 |
|
| 2015-11-26 |
突破上轨 |
买入 |
41.441399999999994 |
19700.0 |
¥81.7万 |
|
| 2015-11-30 |
跌破中轨 |
卖出 |
36.2637 |
19700.0 |
¥71.4万 |
|
| 2016-06-29 |
突破上轨 |
买入 |
18.20819 |
39300.0 |
¥71.6万 |
|
| 2016-07-15 |
跌破中轨 |
卖出 |
17.282700000000002 |
39300.0 |
¥67.9万 |
|
| 2016-09-07 |
突破上轨 |
买入 |
17.717699999999997 |
38400.0 |
¥68.1万 |
|
| 2016-10-13 |
跌破中轨 |
卖出 |
18.3816 |
38400.0 |
¥70.6万 |
|
| 2017-01-18 |
突破上轨 |
买入 |
16.86685 |
41600.0 |
¥70.2万 |
|
| 2017-03-14 |
跌破中轨 |
卖出 |
18.19179 |
41600.0 |
¥75.7万 |
|
| 2017-03-24 |
突破上轨 |
买入 |
19.49948 |
38900.0 |
¥75.9万 |
|
| 2017-05-09 |
跌破中轨 |
卖出 |
20.65932 |
38900.0 |
¥80.3万 |
|
| 2017-07-14 |
突破上轨 |
买入 |
21.020999999999997 |
36700.0 |
¥77.2万 |
|
| 2017-08-01 |
跌破中轨 |
卖出 |
21.808169999999997 |
36700.0 |
¥80.0万 |
|
| 2017-09-05 |
突破上轨 |
买入 |
21.651629999999997 |
38400.0 |
¥83.2万 |
|
| 2017-10-30 |
跌破中轨 |
卖出 |
24.22575 |
38400.0 |
¥93.0万 |
|
| 2018-01-08 |
突破上轨 |
买入 |
21.75 |
42500.0 |
¥92.5万 |
|
| 2018-01-16 |
跌破中轨 |
卖出 |
20.20977 |
42500.0 |
¥85.9万 |
|
| 2018-02-22 |
突破上轨 |
买入 |
21.891869999999997 |
39600.0 |
¥86.7万 |
|
| 2018-03-26 |
跌破中轨 |
卖出 |
22.177799999999998 |
39600.0 |
¥87.8万 |
|
| 2018-07-13 |
突破上轨 |
买入 |
26.025999999999996 |
33500.0 |
¥87.2万 |
|
| 2018-07-30 |
跌破中轨 |
卖出 |
25.074900000000003 |
33500.0 |
¥84.0万 |
|
| 2018-11-05 |
突破上轨 |
买入 |
20.009989999999995 |
42000.0 |
¥84.1万 |
|
| 2018-11-09 |
跌破中轨 |
卖出 |
18.00198 |
42000.0 |
¥75.6万 |
|
| 2019-02-14 |
突破上轨 |
买入 |
18.92891 |
40000.0 |
¥75.7万 |
|
| 2019-03-27 |
跌破中轨 |
卖出 |
21.2787 |
40000.0 |
¥85.1万 |
|
| 2019-07-18 |
突破上轨 |
买入 |
20.260239999999996 |
41800.0 |
¥84.7万 |
|
| 2019-08-06 |
跌破中轨 |
卖出 |
19.530450000000002 |
41800.0 |
¥81.6万 |
|
| 2019-09-06 |
突破上轨 |
买入 |
21.221199999999996 |
38600.0 |
¥81.9万 |
|
| 2019-09-18 |
跌破中轨 |
卖出 |
20.31966 |
38600.0 |
¥78.4万 |
|
| 2019-12-03 |
突破上轨 |
买入 |
20.05003 |
38900.0 |
¥78.0万 |
|
| 2020-02-04 |
跌破中轨 |
卖出 |
21.028950000000002 |
38900.0 |
¥81.8万 |
|
| 2020-02-19 |
突破上轨 |
买入 |
25.375349999999997 |
32400.0 |
¥82.2万 |
|
| 2020-03-02 |
跌破中轨 |
卖出 |
24.30567 |
32400.0 |
¥78.7万 |
|
| 2020-05-06 |
突破上轨 |
买入 |
20.600579999999997 |
37800.0 |
¥77.9万 |
|
| 2020-05-25 |
跌破中轨 |
卖出 |
19.4805 |
37800.0 |
¥73.6万 |
|
| 2020-06-24 |
突破上轨 |
买入 |
25.825799999999997 |
28700.0 |
¥74.1万 |
|
| 2020-07-27 |
跌破中轨 |
卖出 |
26.483490000000003 |
28700.0 |
¥76.0万 |
|
| 2020-10-14 |
突破上轨 |
买入 |
30.98 |
23900.0 |
¥74.1万 |
|
| 2020-11-19 |
跌破中轨 |
卖出 |
32.03 |
23900.0 |
¥76.5万 |
|
| 2020-12-09 |
突破上轨 |
买入 |
34.784749999999995 |
22500.0 |
¥78.3万 |
|
| 2021-01-12 |
跌破中轨 |
卖出 |
34.11585 |
22500.0 |
¥76.7万 |
|
| 2021-01-15 |
突破上轨 |
买入 |
38.96892999999999 |
19500.0 |
¥76.0万 |
|
| 2021-02-23 |
跌破中轨 |
卖出 |
40.7592 |
19500.0 |
¥79.5万 |
|
| 2021-03-30 |
突破上轨 |
买入 |
41.321279999999994 |
19400.0 |
¥80.2万 |
|
| 2021-04-28 |
跌破中轨 |
卖出 |
41.03892 |
19400.0 |
¥79.6万 |
|
| 2021-06-07 |
突破上轨 |
买入 |
38.988949999999996 |
20500.0 |
¥80.0万 |
|
| 2021-06-15 |
跌破中轨 |
卖出 |
37.382580000000004 |
20500.0 |
¥76.6万 |
|
| 2021-06-23 |
突破上轨 |
买入 |
39.83979999999999 |
19300.0 |
¥76.9万 |
|
| 2021-08-04 |
跌破中轨 |
卖出 |
43.81614 |
19300.0 |
¥84.5万 |
|
| 2021-10-15 |
突破上轨 |
买入 |
38.37834 |
21800.0 |
¥83.7万 |
|
| 2021-11-30 |
跌破中轨 |
卖出 |
41.89806 |
21800.0 |
¥91.3万 |
|
| 2021-12-06 |
突破上轨 |
买入 |
44.044 |
20800.0 |
¥91.6万 |
|
| 2021-12-28 |
跌破中轨 |
卖出 |
44.12583 |
20800.0 |
¥91.8万 |
|
| 2022-06-07 |
突破上轨 |
买入 |
31.511479999999995 |
29200.0 |
¥92.0万 |
|
| 2022-06-10 |
跌破中轨 |
卖出 |
28.781189999999995 |
29200.0 |
¥84.0万 |
|
| 2022-08-12 |
突破上轨 |
买入 |
29.028999999999996 |
28900.0 |
¥83.9万 |
|
| 2022-08-31 |
跌破中轨 |
卖出 |
27.332639999999998 |
28900.0 |
¥79.0万 |
|
| 2022-10-19 |
突破上轨 |
买入 |
28.318289999999998 |
27700.0 |
¥78.5万 |
|
| 2022-11-25 |
跌破中轨 |
卖出 |
29.2707 |
27700.0 |
¥81.1万 |
|
| 2023-01-10 |
突破上轨 |
买入 |
32.1321 |
25500.0 |
¥82.0万 |
|
| 2023-02-08 |
跌破中轨 |
卖出 |
32.39757 |
25500.0 |
¥82.6万 |
|
| 2023-04-04 |
突破上轨 |
买入 |
32.04201 |
24900.0 |
¥79.8万 |
|
| 2023-04-24 |
跌破中轨 |
卖出 |
31.14882 |
24900.0 |
¥77.5万 |
|
| 2023-07-17 |
突破上轨 |
买入 |
31.231199999999994 |
25300.0 |
¥79.0万 |
|
| 2023-08-15 |
跌破中轨 |
卖出 |
31.8681 |
25300.0 |
¥80.6万 |
|
| 2023-10-16 |
突破上轨 |
买入 |
32.83279999999999 |
24900.0 |
¥81.8万 |
|
| 2023-10-23 |
跌破中轨 |
卖出 |
30.889080000000003 |
24900.0 |
¥76.9万 |
|
| 2024-01-02 |
突破上轨 |
买入 |
29.609579999999994 |
26000.0 |
¥77.0万 |
|
| 2024-01-04 |
跌破中轨 |
卖出 |
28.48149 |
26000.0 |
¥74.0万 |
|
| 2024-04-30 |
突破上轨 |
买入 |
27.84782 |
26300.0 |
¥73.3万 |
|
| 2024-06-21 |
跌破中轨 |
卖出 |
28.93104 |
26300.0 |
¥76.1万 |
|
| 2024-07-18 |
突破上轨 |
买入 |
31.381349999999998 |
24200.0 |
¥76.0万 |
|
| 2024-08-06 |
跌破中轨 |
卖出 |
31.278689999999997 |
24200.0 |
¥75.7万 |
|
| 2024-10-09 |
突破上轨 |
买入 |
38.91888 |
18600.0 |
¥72.4万 |
|
| 2024-11-04 |
跌破中轨 |
卖出 |
36.33363 |
18600.0 |
¥67.6万 |
|
| 2024-12-25 |
突破上轨 |
买入 |
39.999959999999994 |
17900.0 |
¥71.6万 |
|
| 2025-01-03 |
跌破中轨 |
卖出 |
36.92304 |
17900.0 |
¥66.1万 |
|
| 2025-02-07 |
突破上轨 |
买入 |
38.6386 |
17000.0 |
¥65.7万 |
|
| 2025-02-19 |
跌破中轨 |
卖出 |
37.40256 |
17000.0 |
¥63.6万 |
|
| 2025-02-24 |
突破上轨 |
买入 |
39.349309999999996 |
16000.0 |
¥63.0万 |
|
| 2025-03-13 |
跌破中轨 |
卖出 |
38.57139 |
16000.0 |
¥61.7万 |
|
| 2025-07-22 |
突破上轨 |
买入 |
33.56353 |
18600.0 |
¥62.4万 |
|
| 2025-09-04 |
跌破中轨 |
卖出 |
40.34961 |
18600.0 |
¥75.0万 |
|
| 2025-09-24 |
突破上轨 |
买入 |
48.2482 |
15000.0 |
¥72.4万 |
|
| 2025-10-24 |
跌破中轨 |
卖出 |
48.06189 |
15000.0 |
¥72.1万 |
|
| 2025-10-30 |
突破上轨 |
买入 |
53.18313 |
13800.0 |
¥73.4万 |
|
| 2025-11-12 |
跌破中轨 |
卖出 |
48.7512 |
13800.0 |
¥67.3万 |
|
| 2025-12-25 |
突破上轨 |
买入 |
46.35631 |
14700.0 |
¥68.2万 |
|
| 2026-02-03 |
跌破中轨 |
卖出 |
48.551399999999994 |
14700.0 |
¥71.3万 |
|
| 2026-02-11 |
突破上轨 |
买入 |
56.086029999999994 |
12600.0 |
¥70.7万 |
|
| 2026-03-10 |
跌破中轨 |
卖出 |
58.441500000000005 |
12600.0 |
¥73.6万 |
|
| 2026-04-09 |
突破上轨 |
买入 |
57.57752 |
12700.0 |
¥73.1万 |
|
| 2026-07-03 |
跌破中轨 |
卖出 |
147.83202 |
12700.0 |
¥1.88M |
|
| 2026-09-16 |
突破上轨 |
买入 |
126.37624999999998 |
14900.0 |
¥1.88M |
|
| 2026-09-29 |
跌破中轨 |
卖出 |
115.69419 |
14900.0 |
¥1.72M |
|