300418 昆仑万维 — 布林带突破 回测明细
数据区间: 2015-01-21 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥26.0万
策略: 布林带突破
K线 & 交易信号（策略收益 -74.02%）
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 49 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 |
2015-03-19 |
2015-08-10 |
76.59947294999999 |
124.85502000000001 |
¥60.8万 |
+62.95% |
跌破中轨 |
| 2 |
2015-09-25 |
2015-11-12 |
101.93237053999998 |
41.948010000000004 |
¥-93.0万 |
-58.86% |
跌破中轨 |
| 3 |
2016-03-25 |
2016-04-11 |
35.04551049999999 |
33.4665 |
¥-3.1万 |
-4.53% |
跌破中轨 |
| 4 |
2016-06-03 |
2016-06-14 |
28.927565666999996 |
26.123849999999997 |
¥-6.2万 |
-9.72% |
跌破中轨 |
| 5 |
2016-07-14 |
2016-07-28 |
29.538358849999998 |
27.65232 |
¥-3.7万 |
-6.41% |
跌破中轨 |
| 6 |
2016-11-07 |
2016-11-10 |
26.624574976999995 |
25.854119999999998 |
¥-1.6万 |
-2.92% |
跌破中轨 |
| 7 |
2017-02-23 |
2017-03-20 |
21.337709392999997 |
21.978 |
¥1.6万 |
+2.97% |
跌破中轨 |
| 8 |
2017-07-31 |
2017-08-23 |
25.83354774 |
24.395580000000002 |
¥-2.9万 |
-5.59% |
跌破中轨 |
| 9 |
2017-09-01 |
2017-09-12 |
27.435628219999995 |
26.15382 |
¥-2.4万 |
-4.70% |
跌破中轨 |
| 10 |
2017-10-10 |
2017-10-25 |
27.615862273999998 |
26.11 |
¥-2.7万 |
-5.48% |
跌破中轨 |
| 11 |
2018-01-18 |
2018-02-05 |
22.829646839999995 |
21.00897 |
¥-3.7万 |
-8.00% |
跌破中轨 |
| 12 |
2018-03-07 |
2018-03-26 |
26.073859812 |
24.3756 |
¥-2.8万 |
-6.54% |
跌破中轨 |
| 13 |
2018-07-26 |
2018-07-31 |
19.62548588 |
18.59139 |
¥-2.1万 |
-5.30% |
跌破中轨 |
| 14 |
2018-11-06 |
2018-11-26 |
13.767879124999997 |
13.4865 |
¥-7,821 |
-2.07% |
跌破中轨 |
| 15 |
2019-01-16 |
2019-01-30 |
13.944182000000001 |
12.87711 |
¥-2.9万 |
-7.68% |
跌破中轨 |
| 16 |
2019-02-26 |
2019-03-20 |
15.620284679999997 |
15.634350000000001 |
¥206 |
+0.06% |
跌破中轨 |
| 17 |
2019-05-13 |
2019-05-24 |
16.701689003999995 |
14.26572 |
¥-4.9万 |
-14.61% |
跌破中轨 |
| 18 |
2019-09-06 |
2019-09-26 |
13.297267983999998 |
12.76722 |
¥-1.2万 |
-4.01% |
跌破中轨 |
| 19 |
2019-10-29 |
2019-11-19 |
14.138360235999997 |
13.74624 |
¥-7,806 |
-2.80% |
跌破中轨 |
| 20 |
2019-12-17 |
2020-01-20 |
15.910661767 |
17.34 |
¥2.5万 |
+8.95% |
跌破中轨 |
| 21 |
2020-02-07 |
2020-02-27 |
24.872299451999996 |
23.52645 |
¥-1.6万 |
-5.44% |
跌破中轨 |
| 22 |
2020-05-15 |
2020-06-17 |
21.718203507 |
21.49848 |
¥-2,918 |
-1.04% |
跌破中轨 |
| 23 |
2020-07-01 |
2020-07-24 |
25.002468490999995 |
26.093880000000002 |
¥1.2万 |
+4.33% |
跌破中轨 |
| 24 |
2020-09-15 |
2020-09-22 |
30.70921 |
27.20277 |
¥-3.3万 |
-11.44% |
跌破中轨 |
| 25 |
2021-01-28 |
2021-02-04 |
24.782182425 |
22.21776 |
¥-2.7万 |
-10.37% |
跌破中轨 |
| 26 |
2021-03-02 |
2021-03-16 |
26.854874045999996 |
23.48649 |
¥-2.9万 |
-12.57% |
跌破中轨 |
| 27 |
2021-07-14 |
2021-07-26 |
19.014692696999997 |
17.042939999999998 |
¥-2.1万 |
-10.40% |
跌破中轨 |
| 28 |
2021-08-31 |
2021-09-28 |
16.601558973999996 |
17.132849999999998 |
¥5,682 |
+3.17% |
跌破中轨 |
| 29 |
2021-11-02 |
2021-11-26 |
21.467878432 |
21.73824 |
¥2,322 |
+1.23% |
跌破中轨 |
| 30 |
2022-01-10 |
2022-01-12 |
25.13263753 |
22.6773 |
¥-1.8万 |
-9.80% |
跌破中轨 |
| 31 |
2022-04-06 |
2022-04-11 |
17.412612217 |
16.07391 |
¥-1.3万 |
-7.72% |
跌破中轨 |
| 32 |
2022-06-17 |
2022-07-06 |
15.720414709999996 |
15.424560000000001 |
¥-3,005 |
-1.91% |
跌破中轨 |
| 33 |
2022-10-28 |
2022-11-28 |
13.307280986999997 |
13.776209999999999 |
¥5,438 |
+3.49% |
跌破中轨 |
| 34 |
2023-01-04 |
2023-02-28 |
14.709101406999997 |
21.65832 |
¥7.6万 |
+47.20% |
跌破中轨 |
| 35 |
2023-03-22 |
2023-05-17 |
29.528345846999997 |
53.146800000000006 |
¥18.6万 |
+79.93% |
跌破中轨 |
| 36 |
2023-06-19 |
2023-06-26 |
61.569955447 |
47.3526 |
¥-9.7万 |
-23.11% |
跌破中轨 |
| 37 |
2023-08-15 |
2023-08-17 |
39.801937 |
36.22374 |
¥-2.9万 |
-9.02% |
跌破中轨 |
| 38 |
2023-12-05 |
2023-12-25 |
39.0117 |
36.4635 |
¥-1.9万 |
-6.56% |
跌破中轨 |
| 39 |
2024-09-26 |
2024-11-04 |
28.436928519999995 |
37.562400000000004 |
¥8.8万 |
+32.05% |
跌破中轨 |
| 40 |
2024-11-12 |
2024-11-19 |
48.26267446 |
39.98997 |
¥-6.2万 |
-17.17% |
跌破中轨 |
| 41 |
2025-02-06 |
2025-02-27 |
42.35500268999999 |
40.489470000000004 |
¥-1.3万 |
-4.43% |
跌破中轨 |
| 42 |
2025-05-09 |
2025-05-20 |
32.74251981 |
31.0689 |
¥-1.5万 |
-5.14% |
跌破中轨 |
| 43 |
2025-05-27 |
2025-06-03 |
37.518722241 |
32.93703 |
¥-3.4万 |
-12.24% |
跌破中轨 |
| 44 |
2025-07-16 |
2025-08-11 |
34.374639298999995 |
33.4665 |
¥-6,427 |
-2.67% |
跌破中轨 |
| 45 |
2025-08-19 |
2025-09-10 |
37.0481111 |
39.02094 |
¥1.2万 |
+5.29% |
跌破中轨 |
| 46 |
2025-09-25 |
2025-10-15 |
45.539137644 |
42.787169999999996 |
¥-1.5万 |
-6.07% |
跌破中轨 |
| 47 |
2026-01-06 |
2026-02-03 |
43.496485031999995 |
53.82612000000001 |
¥5.5万 |
+23.71% |
跌破中轨 |
| 48 |
2026-02-13 |
2026-02-27 |
61.07931829999999 |
57.5424 |
¥-1.6万 |
-5.82% |
跌破中轨 |
| 49 |
2026-07-03 |
2026-07-20 |
44.357603289999986 |
41.948010000000004 |
¥-1.4万 |
-5.46% |
跌破中轨 |
逐笔成交记录（共 98 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
突破上轨 |
买入 |
76.5765 |
12600.0 |
¥96.5万 |
|
| 2015-08-10 |
跌破中轨 |
卖出 |
124.85502000000001 |
12600.0 |
¥1.57M |
|
| 2015-09-25 |
突破上轨 |
买入 |
101.90179999999998 |
15500.0 |
¥1.58M |
|
| 2015-11-12 |
跌破中轨 |
卖出 |
41.948010000000004 |
15500.0 |
¥65.0万 |
|
| 2016-03-25 |
突破上轨 |
买入 |
35.035 |
19300.0 |
¥67.6万 |
|
| 2016-04-11 |
跌破中轨 |
卖出 |
33.4665 |
19300.0 |
¥64.6万 |
|
| 2016-06-03 |
突破上轨 |
买入 |
28.918889999999994 |
22200.0 |
¥64.2万 |
|
| 2016-06-14 |
跌破中轨 |
卖出 |
26.123849999999997 |
22200.0 |
¥58.0万 |
|
| 2016-07-14 |
突破上轨 |
买入 |
29.529499999999995 |
19500.0 |
¥57.6万 |
|
| 2016-07-28 |
跌破中轨 |
卖出 |
27.65232 |
19500.0 |
¥53.9万 |
|
| 2016-11-07 |
突破上轨 |
买入 |
26.616589999999995 |
20100.0 |
¥53.5万 |
|
| 2016-11-10 |
跌破中轨 |
卖出 |
25.854119999999998 |
20100.0 |
¥52.0万 |
|
| 2017-02-23 |
突破上轨 |
买入 |
21.331309999999995 |
24800.0 |
¥52.9万 |
|
| 2017-03-20 |
跌破中轨 |
卖出 |
21.978 |
24800.0 |
¥54.5万 |
|
| 2017-07-31 |
突破上轨 |
买入 |
25.825799999999997 |
20300.0 |
¥52.4万 |
|
| 2017-08-23 |
跌破中轨 |
卖出 |
24.395580000000002 |
20300.0 |
¥49.5万 |
|
| 2017-09-01 |
突破上轨 |
买入 |
27.427399999999995 |
18600.0 |
¥51.0万 |
|
| 2017-09-12 |
跌破中轨 |
卖出 |
26.15382 |
18600.0 |
¥48.6万 |
|
| 2017-10-10 |
突破上轨 |
买入 |
27.607579999999995 |
17800.0 |
¥49.2万 |
|
| 2017-10-25 |
跌破中轨 |
卖出 |
26.11 |
17800.0 |
¥46.5万 |
|
| 2018-01-18 |
突破上轨 |
买入 |
22.822799999999997 |
20200.0 |
¥46.1万 |
|
| 2018-02-05 |
跌破中轨 |
卖出 |
21.00897 |
20200.0 |
¥42.4万 |
|
| 2018-03-07 |
突破上轨 |
买入 |
26.066039999999997 |
16300.0 |
¥42.5万 |
|
| 2018-03-26 |
跌破中轨 |
卖出 |
24.3756 |
16300.0 |
¥39.7万 |
|
| 2018-07-26 |
突破上轨 |
买入 |
19.6196 |
20200.0 |
¥39.6万 |
|
| 2018-07-31 |
跌破中轨 |
卖出 |
18.59139 |
20200.0 |
¥37.5万 |
|
| 2018-11-06 |
突破上轨 |
买入 |
13.763749999999998 |
27400.0 |
¥37.7万 |
|
| 2018-11-26 |
跌破中轨 |
卖出 |
13.4865 |
27400.0 |
¥36.9万 |
|
| 2019-01-16 |
突破上轨 |
买入 |
13.94 |
26800.0 |
¥37.4万 |
|
| 2019-01-30 |
跌破中轨 |
卖出 |
12.87711 |
26800.0 |
¥34.5万 |
|
| 2019-02-26 |
突破上轨 |
买入 |
15.615599999999997 |
22000.0 |
¥34.4万 |
|
| 2019-03-20 |
跌破中轨 |
卖出 |
15.634350000000001 |
22000.0 |
¥34.4万 |
|
| 2019-05-13 |
突破上轨 |
买入 |
16.696679999999997 |
20200.0 |
¥33.7万 |
|
| 2019-05-24 |
跌破中轨 |
卖出 |
14.26572 |
20200.0 |
¥28.8万 |
|
| 2019-09-06 |
突破上轨 |
买入 |
13.293279999999998 |
22200.0 |
¥29.5万 |
|
| 2019-09-26 |
跌破中轨 |
卖出 |
12.76722 |
22200.0 |
¥28.3万 |
|
| 2019-10-29 |
突破上轨 |
买入 |
14.134119999999996 |
19700.0 |
¥27.9万 |
|
| 2019-11-19 |
跌破中轨 |
卖出 |
13.74624 |
19700.0 |
¥27.1万 |
|
| 2019-12-17 |
突破上轨 |
买入 |
15.90589 |
17300.0 |
¥27.5万 |
|
| 2020-01-20 |
跌破中轨 |
卖出 |
17.34 |
17300.0 |
¥30.0万 |
|
| 2020-02-07 |
突破上轨 |
买入 |
24.864839999999997 |
11800.0 |
¥29.3万 |
|
| 2020-02-27 |
跌破中轨 |
卖出 |
23.52645 |
11800.0 |
¥27.8万 |
|
| 2020-05-15 |
突破上轨 |
买入 |
21.711689999999997 |
12900.0 |
¥28.0万 |
|
| 2020-06-17 |
跌破中轨 |
卖出 |
21.49848 |
12900.0 |
¥27.7万 |
|
| 2020-07-01 |
突破上轨 |
买入 |
24.994969999999995 |
11200.0 |
¥28.0万 |
|
| 2020-07-24 |
跌破中轨 |
卖出 |
26.093880000000002 |
11200.0 |
¥29.2万 |
|
| 2020-09-15 |
突破上轨 |
买入 |
30.7 |
9500.0 |
¥29.2万 |
|
| 2020-09-22 |
跌破中轨 |
卖出 |
27.20277 |
9500.0 |
¥25.8万 |
|
| 2021-01-28 |
突破上轨 |
买入 |
24.774749999999997 |
10400.0 |
¥25.8万 |
|
| 2021-02-04 |
跌破中轨 |
卖出 |
22.21776 |
10400.0 |
¥23.1万 |
|
| 2021-03-02 |
突破上轨 |
买入 |
26.846819999999997 |
8700.0 |
¥23.4万 |
|
| 2021-03-16 |
跌破中轨 |
卖出 |
23.48649 |
8700.0 |
¥20.4万 |
|
| 2021-07-14 |
突破上轨 |
买入 |
19.008989999999997 |
10700.0 |
¥20.3万 |
|
| 2021-07-26 |
跌破中轨 |
卖出 |
17.042939999999998 |
10700.0 |
¥18.2万 |
|
| 2021-08-31 |
突破上轨 |
买入 |
16.596579999999996 |
10800.0 |
¥17.9万 |
|
| 2021-09-28 |
跌破中轨 |
卖出 |
17.132849999999998 |
10800.0 |
¥18.5万 |
|
| 2021-11-02 |
突破上轨 |
买入 |
21.46144 |
8800.0 |
¥18.9万 |
|
| 2021-11-26 |
跌破中轨 |
卖出 |
21.73824 |
8800.0 |
¥19.1万 |
|
| 2022-01-10 |
突破上轨 |
买入 |
25.1251 |
7400.0 |
¥18.6万 |
|
| 2022-01-12 |
跌破中轨 |
卖出 |
22.6773 |
7400.0 |
¥16.8万 |
|
| 2022-04-06 |
突破上轨 |
买入 |
17.40739 |
9800.0 |
¥17.1万 |
|
| 2022-04-11 |
跌破中轨 |
卖出 |
16.07391 |
9800.0 |
¥15.7万 |
|
| 2022-06-17 |
突破上轨 |
买入 |
15.715699999999996 |
10000.0 |
¥15.7万 |
|
| 2022-07-06 |
跌破中轨 |
卖出 |
15.424560000000001 |
10000.0 |
¥15.4万 |
|
| 2022-10-28 |
突破上轨 |
买入 |
13.303289999999997 |
11700.0 |
¥15.6万 |
|
| 2022-11-28 |
跌破中轨 |
卖出 |
13.776209999999999 |
11700.0 |
¥16.1万 |
|
| 2023-01-04 |
突破上轨 |
买入 |
14.704689999999998 |
11000.0 |
¥16.2万 |
|
| 2023-02-28 |
跌破中轨 |
卖出 |
21.65832 |
11000.0 |
¥23.8万 |
|
| 2023-03-22 |
突破上轨 |
买入 |
29.519489999999994 |
7900.0 |
¥23.3万 |
|
| 2023-05-17 |
跌破中轨 |
卖出 |
53.146800000000006 |
7900.0 |
¥42.0万 |
|
| 2023-06-19 |
突破上轨 |
买入 |
61.551489999999994 |
6800.0 |
¥41.9万 |
|
| 2023-06-26 |
跌破中轨 |
卖出 |
47.3526 |
6800.0 |
¥32.2万 |
|
| 2023-08-15 |
突破上轨 |
买入 |
39.79 |
8200.0 |
¥32.6万 |
|
| 2023-08-17 |
跌破中轨 |
卖出 |
36.22374 |
8200.0 |
¥29.7万 |
|
| 2023-12-05 |
突破上轨 |
买入 |
39.0 |
7500.0 |
¥29.3万 |
|
| 2023-12-25 |
跌破中轨 |
卖出 |
36.4635 |
7500.0 |
¥27.3万 |
|
| 2024-09-26 |
突破上轨 |
买入 |
28.428399999999996 |
9700.0 |
¥27.6万 |
|
| 2024-11-04 |
跌破中轨 |
卖出 |
37.562400000000004 |
9700.0 |
¥36.4万 |
|
| 2024-11-12 |
突破上轨 |
买入 |
48.2482 |
7500.0 |
¥36.2万 |
|
| 2024-11-19 |
跌破中轨 |
卖出 |
39.98997 |
7500.0 |
¥30.0万 |
|
| 2025-02-06 |
突破上轨 |
买入 |
42.342299999999994 |
7000.0 |
¥29.6万 |
|
| 2025-02-27 |
跌破中轨 |
卖出 |
40.489470000000004 |
7000.0 |
¥28.3万 |
|
| 2025-05-09 |
突破上轨 |
买入 |
32.7327 |
8800.0 |
¥28.8万 |
|
| 2025-05-20 |
跌破中轨 |
卖出 |
31.0689 |
8800.0 |
¥27.3万 |
|
| 2025-05-27 |
突破上轨 |
买入 |
37.50747 |
7400.0 |
¥27.8万 |
|
| 2025-06-03 |
跌破中轨 |
卖出 |
32.93703 |
7400.0 |
¥24.4万 |
|
| 2025-07-16 |
突破上轨 |
买入 |
34.364329999999995 |
7000.0 |
¥24.1万 |
|
| 2025-08-11 |
跌破中轨 |
卖出 |
33.4665 |
7000.0 |
¥23.4万 |
|
| 2025-08-19 |
突破上轨 |
买入 |
37.037 |
6300.0 |
¥23.3万 |
|
| 2025-09-10 |
跌破中轨 |
卖出 |
39.02094 |
6300.0 |
¥24.6万 |
|
| 2025-09-25 |
突破上轨 |
买入 |
45.525479999999995 |
5400.0 |
¥24.6万 |
|
| 2025-10-15 |
跌破中轨 |
卖出 |
42.787169999999996 |
5400.0 |
¥23.1万 |
|
| 2026-01-06 |
突破上轨 |
买入 |
43.483439999999995 |
5300.0 |
¥23.1万 |
|
| 2026-02-03 |
跌破中轨 |
卖出 |
53.82612000000001 |
5300.0 |
¥28.5万 |
|
| 2026-02-13 |
突破上轨 |
买入 |
61.060999999999986 |
4500.0 |
¥27.5万 |
|
| 2026-02-27 |
跌破中轨 |
卖出 |
57.5424 |
4500.0 |
¥25.9万 |
|
| 2026-07-03 |
突破上轨 |
买入 |
44.34429999999999 |
5900.0 |
¥26.2万 |
|
| 2026-07-20 |
跌破中轨 |
卖出 |
41.948010000000004 |
5900.0 |
¥24.7万 |
|