300803 指南针 — 布林带突破 回测明细
数据区间: 2019-11-18 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥1.59M
策略: 布林带突破
K线 & 交易信号（策略收益 +58.58%）
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 33 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 |
2020-01-08 |
2020-01-21 |
45.939657764 |
41.958 |
¥-8.4万 |
-8.69% |
跌破中轨 |
| 2 |
2020-02-19 |
2020-03-10 |
47.021062087999994 |
54.96 |
¥15.2万 |
+16.85% |
跌破中轨 |
| 3 |
2020-07-03 |
2020-07-17 |
61.51989043199998 |
59.72022 |
¥-3.1万 |
-2.95% |
跌破中轨 |
| 4 |
2021-01-21 |
2021-02-01 |
35.0455105 |
31.13 |
¥-11.1万 |
-11.20% |
跌破中轨 |
| 5 |
2021-04-29 |
2021-06-15 |
28.0364084 |
32.20776 |
¥13.7万 |
+14.84% |
跌破中轨 |
| 6 |
2021-06-25 |
2021-07-02 |
39.35110178999999 |
34.97499 |
¥-11.8万 |
-11.15% |
跌破中轨 |
| 7 |
2021-07-26 |
2021-07-28 |
39.761634912999995 |
35.21475 |
¥-10.6万 |
-11.46% |
跌破中轨 |
| 8 |
2021-09-09 |
2021-09-27 |
38.249671459999995 |
37.092870000000005 |
¥-2.5万 |
-3.05% |
跌破中轨 |
| 9 |
2021-12-17 |
2021-12-24 |
37.969307375999996 |
36.50346 |
¥-3.1万 |
-3.89% |
跌破中轨 |
| 10 |
2021-12-28 |
2022-01-10 |
39.381140798999986 |
37.64232 |
¥-3.5万 |
-4.44% |
跌破中轨 |
| 11 |
2022-01-24 |
2022-01-26 |
41.924443561 |
39.77019 |
¥-3.8万 |
-5.17% |
跌破中轨 |
| 12 |
2022-02-09 |
2022-02-18 |
46.0598138 |
40.86909 |
¥-8.0万 |
-11.30% |
跌破中轨 |
| 13 |
2022-04-19 |
2022-04-27 |
43.886992148999994 |
40.6593 |
¥-4.6万 |
-7.38% |
跌破中轨 |
| 14 |
2022-05-05 |
2022-05-18 |
46.059813799999986 |
43.416540000000005 |
¥-3.3万 |
-5.77% |
跌破中轨 |
| 15 |
2022-06-13 |
2022-07-06 |
47.96228436999999 |
56.713229999999996 |
¥9.8万 |
+18.21% |
跌破中轨 |
| 16 |
2022-08-12 |
2022-08-23 |
59.07671769999999 |
54.20573999999999 |
¥-5.2万 |
-8.27% |
跌破中轨 |
| 17 |
2022-11-07 |
2022-11-29 |
48.593103558999985 |
47.4525 |
¥-1.4万 |
-2.38% |
跌破中轨 |
| 18 |
2023-01-10 |
2023-02-09 |
51.166445329999995 |
53.40654 |
¥2.5万 |
+4.35% |
跌破中轨 |
| 19 |
2023-03-24 |
2023-04-19 |
54.56085334699999 |
55.05489 |
¥5,300 |
+0.88% |
跌破中轨 |
| 20 |
2023-06-14 |
2023-06-27 |
52.848629834 |
49.180769999999995 |
¥-4.2万 |
-6.97% |
跌破中轨 |
| 21 |
2023-07-26 |
2023-08-31 |
50.87606824299999 |
64.99494 |
¥15.7万 |
+27.71% |
跌破中轨 |
| 22 |
2023-12-12 |
2023-12-21 |
61.99050157299999 |
57.61233000000001 |
¥-5.1万 |
-7.09% |
跌破中轨 |
| 23 |
2024-04-29 |
2024-05-16 |
45.15864353 |
43.13682 |
¥-3.0万 |
-4.51% |
跌破中轨 |
| 24 |
2024-08-01 |
2024-08-22 |
39.88179094899999 |
36.85311 |
¥-4.8万 |
-7.62% |
跌破中轨 |
| 25 |
2024-09-20 |
2024-11-18 |
36.0468108 |
93.08682 |
¥92.4万 |
+158.16% |
跌破中轨 |
| 26 |
2025-02-10 |
2025-02-19 |
97.867091322 |
92.98692 |
¥-7.6万 |
-5.02% |
跌破中轨 |
| 27 |
2025-05-08 |
2025-05-26 |
60.95916226399999 |
57.40254000000001 |
¥-8.4万 |
-5.86% |
跌破中轨 |
| 28 |
2025-06-25 |
2025-08-11 |
65.70532568600001 |
86.89302 |
¥43.6万 |
+32.21% |
跌破中轨 |
| 29 |
2025-08-19 |
2025-09-10 |
123.420274978 |
134.85501000000002 |
¥16.2万 |
+9.23% |
跌破中轨 |
| 30 |
2025-09-18 |
2025-10-14 |
166.21584979999997 |
150.3495 |
¥-17.8万 |
-9.57% |
跌破中轨 |
| 31 |
2025-12-09 |
2026-01-16 |
128.96747864 |
137.24262 |
¥11.1万 |
+6.38% |
跌破中轨 |
| 32 |
2026-05-12 |
2026-05-18 |
108.1404324 |
98.901 |
¥-16.0万 |
-8.57% |
跌破中轨 |
| 33 |
2026-08-28 |
2026-09-14 |
86.31208586 |
78.91100999999999 |
¥-14.6万 |
-8.60% |
跌破中轨 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-01-08 |
突破上轨 |
买入 |
45.92588 |
21100.0 |
¥96.9万 |
|
| 2020-01-21 |
跌破中轨 |
卖出 |
41.958 |
21100.0 |
¥88.5万 |
|
| 2020-02-19 |
突破上轨 |
买入 |
47.00695999999999 |
19200.0 |
¥90.3万 |
|
| 2020-03-10 |
跌破中轨 |
卖出 |
54.96 |
19200.0 |
¥1.05M |
|
| 2020-07-03 |
突破上轨 |
买入 |
61.50143999999999 |
17300.0 |
¥1.06M |
|
| 2020-07-17 |
跌破中轨 |
卖出 |
59.72022 |
17300.0 |
¥1.03M |
|
| 2021-01-21 |
突破上轨 |
买入 |
35.035 |
28300.0 |
¥99.2万 |
|
| 2021-02-01 |
跌破中轨 |
卖出 |
31.13 |
28300.0 |
¥88.1万 |
|
| 2021-04-29 |
突破上轨 |
买入 |
28.028 |
33000.0 |
¥92.5万 |
|
| 2021-06-15 |
跌破中轨 |
卖出 |
32.20776 |
33000.0 |
¥1.06M |
|
| 2021-06-25 |
突破上轨 |
买入 |
39.339299999999994 |
26800.0 |
¥1.05M |
|
| 2021-07-02 |
跌破中轨 |
卖出 |
34.97499 |
26800.0 |
¥93.7万 |
|
| 2021-07-26 |
突破上轨 |
买入 |
39.74970999999999 |
23200.0 |
¥92.2万 |
|
| 2021-07-28 |
跌破中轨 |
卖出 |
35.21475 |
23200.0 |
¥81.7万 |
|
| 2021-09-09 |
突破上轨 |
买入 |
38.2382 |
21500.0 |
¥82.2万 |
|
| 2021-09-27 |
跌破中轨 |
卖出 |
37.092870000000005 |
21500.0 |
¥79.7万 |
|
| 2021-12-17 |
突破上轨 |
买入 |
37.957919999999994 |
21200.0 |
¥80.5万 |
|
| 2021-12-24 |
跌破中轨 |
卖出 |
36.50346 |
21200.0 |
¥77.4万 |
|
| 2021-12-28 |
突破上轨 |
买入 |
39.36932999999999 |
19800.0 |
¥78.0万 |
|
| 2022-01-10 |
跌破中轨 |
卖出 |
37.64232 |
19800.0 |
¥74.5万 |
|
| 2022-01-24 |
突破上轨 |
买入 |
41.91186999999999 |
17700.0 |
¥74.2万 |
|
| 2022-01-26 |
跌破中轨 |
卖出 |
39.77019 |
17700.0 |
¥70.4万 |
|
| 2022-02-09 |
突破上轨 |
买入 |
46.04599999999999 |
15300.0 |
¥70.5万 |
|
| 2022-02-18 |
跌破中轨 |
卖出 |
40.86909 |
15300.0 |
¥62.5万 |
|
| 2022-04-19 |
突破上轨 |
买入 |
43.87382999999999 |
14100.0 |
¥61.9万 |
|
| 2022-04-27 |
跌破中轨 |
卖出 |
40.6593 |
14100.0 |
¥57.3万 |
|
| 2022-05-05 |
突破上轨 |
买入 |
46.04599999999999 |
12400.0 |
¥57.1万 |
|
| 2022-05-18 |
跌破中轨 |
卖出 |
43.416540000000005 |
12400.0 |
¥53.8万 |
|
| 2022-06-13 |
突破上轨 |
买入 |
47.94789999999999 |
11200.0 |
¥53.7万 |
|
| 2022-07-06 |
跌破中轨 |
卖出 |
56.713229999999996 |
11200.0 |
¥63.5万 |
|
| 2022-08-12 |
突破上轨 |
买入 |
59.05899999999999 |
10700.0 |
¥63.2万 |
|
| 2022-08-23 |
跌破中轨 |
卖出 |
54.20573999999999 |
10700.0 |
¥58.0万 |
|
| 2022-11-07 |
突破上轨 |
买入 |
48.578529999999986 |
12200.0 |
¥59.3万 |
|
| 2022-11-29 |
跌破中轨 |
卖出 |
47.4525 |
12200.0 |
¥57.9万 |
|
| 2023-01-10 |
突破上轨 |
买入 |
51.15109999999999 |
11200.0 |
¥57.3万 |
|
| 2023-02-09 |
跌破中轨 |
卖出 |
53.40654 |
11200.0 |
¥59.8万 |
|
| 2023-03-24 |
突破上轨 |
买入 |
54.544489999999996 |
11100.0 |
¥60.6万 |
|
| 2023-04-19 |
跌破中轨 |
卖出 |
55.05489 |
11100.0 |
¥61.1万 |
|
| 2023-06-14 |
突破上轨 |
买入 |
52.83278 |
11500.0 |
¥60.8万 |
|
| 2023-06-27 |
跌破中轨 |
卖出 |
49.180769999999995 |
11500.0 |
¥56.5万 |
|
| 2023-07-26 |
突破上轨 |
买入 |
50.860809999999994 |
11100.0 |
¥56.5万 |
|
| 2023-08-31 |
跌破中轨 |
卖出 |
64.99494 |
11100.0 |
¥72.1万 |
|
| 2023-12-12 |
突破上轨 |
买入 |
61.97190999999999 |
11500.0 |
¥71.3万 |
|
| 2023-12-21 |
跌破中轨 |
卖出 |
57.61233000000001 |
11500.0 |
¥66.2万 |
|
| 2024-04-29 |
突破上轨 |
买入 |
45.1451 |
14800.0 |
¥66.8万 |
|
| 2024-05-16 |
跌破中轨 |
卖出 |
43.13682 |
14800.0 |
¥63.8万 |
|
| 2024-08-01 |
突破上轨 |
买入 |
39.86982999999999 |
15900.0 |
¥63.4万 |
|
| 2024-08-22 |
跌破中轨 |
卖出 |
36.85311 |
15900.0 |
¥58.6万 |
|
| 2024-09-20 |
突破上轨 |
买入 |
36.035999999999994 |
16200.0 |
¥58.4万 |
|
| 2024-11-18 |
跌破中轨 |
卖出 |
93.08682 |
16200.0 |
¥1.51M |
|
| 2025-02-10 |
突破上轨 |
买入 |
97.83773999999998 |
15500.0 |
¥1.52M |
|
| 2025-02-19 |
跌破中轨 |
卖出 |
92.98692 |
15500.0 |
¥1.44M |
|
| 2025-05-08 |
突破上轨 |
买入 |
60.94088 |
23600.0 |
¥1.44M |
|
| 2025-05-26 |
跌破中轨 |
卖出 |
57.40254000000001 |
23600.0 |
¥1.35M |
|
| 2025-06-25 |
突破上轨 |
买入 |
65.68562 |
20600.0 |
¥1.35M |
|
| 2025-08-11 |
跌破中轨 |
卖出 |
86.89302 |
20600.0 |
¥1.79M |
|
| 2025-08-19 |
突破上轨 |
买入 |
123.38325999999999 |
14200.0 |
¥1.75M |
|
| 2025-09-10 |
跌破中轨 |
卖出 |
134.85501000000002 |
14200.0 |
¥1.91M |
|
| 2025-09-18 |
突破上轨 |
买入 |
166.16599999999997 |
11200.0 |
¥1.86M |
|
| 2025-10-14 |
跌破中轨 |
卖出 |
150.3495 |
11200.0 |
¥1.68M |
|
| 2025-12-09 |
突破上轨 |
买入 |
128.9288 |
13500.0 |
¥1.74M |
|
| 2026-01-16 |
跌破中轨 |
卖出 |
137.24262 |
13500.0 |
¥1.85M |
|
| 2026-05-12 |
突破上轨 |
买入 |
108.10799999999999 |
17300.0 |
¥1.87M |
|
| 2026-05-18 |
跌破中轨 |
卖出 |
98.901 |
17300.0 |
¥1.71M |
|
| 2026-08-28 |
突破上轨 |
买入 |
86.2862 |
19700.0 |
¥1.70M |
|
| 2026-09-14 |
跌破中轨 |
卖出 |
78.91100999999999 |
19700.0 |
¥1.55M |
|