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600009 上海机场 — 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: ¥1.25M
策略: 布林带突破

+25.13%

总收益率

¥25.1万

盈亏金额

94

总成交笔数

47

交易回合

43%

回合胜率

¥5,339

平均回合盈亏

K线 & 交易信号（策略收益 +25.13%）

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	2015-02-25	2015-03-04	21.578021464999996	20.4	¥-5.4万	-5.49%	跌破中轨
2	2015-03-13	2015-04-10	22.759555819	24.3756	¥6.6万	+7.07%	跌破中轨
3	2015-05-05	2015-05-08	28.036408399999996	26.4735	¥-5.5万	-5.60%	跌破中轨
4	2015-05-13	2015-06-23	28.758625	31.97799	¥10.6万	+11.16%	跌破中轨
5	2015-10-14	2015-11-18	29.13783873	30.569400000000005	¥5.1万	+4.88%	跌破中轨
6	2016-03-18	2016-04-11	29.308059780999997	29.19078	¥-4,752	-0.43%	跌破中轨
7	2016-07-13	2016-08-30	27.335498189999996	28.19178	¥3.4万	+3.10%	跌破中轨
8	2017-01-23	2017-02-24	27.195316148	27.50247	¥1.3万	+1.10%	跌破中轨
9	2017-02-27	2017-02-28	27.645901282999993	27.4725	¥-7,466	-0.66%	跌破中轨
10	2017-03-14	2017-06-06	28.386863504999997	37.162800000000004	¥35.3万	+30.88%	跌破中轨
11	2017-09-01	2017-09-20	39.050711699999994	39.1608	¥3,766	+0.25%	跌破中轨
12	2017-10-31	2017-11-27	43.246159956999996	43.16679	¥-3,204	-0.21%	跌破中轨
13	2017-12-22	2018-01-09	45.51365	43.03	¥-8.2万	-5.49%	跌破中轨
14	2018-01-24	2018-02-09	46.890893048999985	44.60535000000001	¥-6.9万	-4.90%	跌破中轨
15	2018-05-03	2018-05-29	50.014949985	52.177769999999995	¥5.7万	+4.29%	跌破中轨
16	2018-06-07	2018-06-27	57.297183999999994	55.944	¥-3.4万	-2.39%	跌破中轨
17	2018-07-16	2018-08-01	62.08061859999998	61.07885999999999	¥-2.3万	-1.64%	跌破中轨
18	2018-09-26	2018-10-10	56.47333692	53.946	¥-6.0万	-4.50%	跌破中轨
19	2018-12-05	2018-12-10	51.55695244699999	49.28	¥-5.7万	-4.45%	跌破中轨
20	2019-02-15	2019-03-14	53.289201966	56.1	¥6.5万	+5.24%	跌破中轨
21	2019-04-01	2019-05-24	62.080618599999994	68.55138000000001	¥13.4万	+10.39%	跌破中轨
22	2019-06-12	2019-07-17	75.478016614	79.51041000000001	¥7.5万	+5.31%	跌破中轨
23	2019-12-11	2019-12-30	78.65213856499999	77.2227	¥-2.8万	-1.85%	跌破中轨
24	2020-04-24	2020-05-13	71.072295294	67.83210000000001	¥-6.7万	-4.59%	跌破中轨
25	2020-06-01	2020-06-16	72.383998687	71.74817999999999	¥-1.3万	-0.91%	跌破中轨
26	2020-08-17	2020-09-08	75.19765252999998	75.76416	¥1.0万	+0.72%	跌破中轨
27	2020-11-11	2020-12-09	74.0962222	78.4215	¥8.1万	+5.81%	跌破中轨
28	2021-06-04	2021-06-30	51.26657536	47.5524	¥-10.6万	-7.27%	跌破中轨
29	2021-08-26	2021-09-17	41.724183501	41.8	¥2,082	+0.15%	跌破中轨
30	2021-10-11	2021-11-04	46.960984069999995	50.39955000000001	¥10.1万	+7.29%	跌破中轨
31	2022-01-05	2022-02-25	48.543038544	53.42652	¥14.8万	+10.03%	跌破中轨
32	2022-06-28	2022-07-12	52.14771962399999	50.11983	¥-6.4万	-3.92%	跌破中轨
33	2022-08-02	2022-08-31	54.23042424799999	56.4435	¥6.3万	+4.05%	跌破中轨
34	2022-09-09	2022-10-10	58.37580748999999	57.0429	¥-3.7万	-2.31%	跌破中轨
35	2022-11-03	2022-11-14	58.946548660999994	56.943000000000005	¥-5.4万	-3.43%	跌破中轨
36	2023-01-17	2023-02-20	63.272165956999984	60.889050000000005	¥-5.9万	-3.80%	跌破中轨
37	2024-01-17	2024-02-06	33.269978	32.697269999999996	¥-2.6万	-1.75%	跌破中轨
38	2024-03-13	2024-03-27	35.94668077	35.8641	¥-3,762	-0.26%	跌破中轨
39	2024-04-29	2024-05-15	37.568787256	36.67329	¥-3.5万	-2.41%	跌破中轨
40	2024-07-12	2024-07-30	34.594925364999995	33.6663	¥-3.8万	-2.71%	跌破中轨
41	2024-10-09	2024-10-30	38.261475000000004	35.0649	¥-11.4万	-8.38%	跌破中轨
42	2025-07-21	2025-08-05	32.19180464499999	32.11785	¥-3,285	-0.26%	跌破中轨
43	2025-08-26	2025-09-03	32.76254581599999	32.19777	¥-2.2万	-1.75%	跌破中轨
44	2025-11-03	2025-11-21	32.19180464499999	32.31765	¥4,460	+0.36%	跌破中轨
45	2025-12-19	2026-01-13	33.072948909000004	32.71725	¥-1.4万	-1.11%	跌破中轨
46	2026-07-17	2026-08-10	23.770869121999993	23.786189999999998	¥423	+0.03%	跌破中轨
47	2026-10-27	2026-11-12	23.730817109999997	24.04	¥1.6万	+1.27%	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
2015-02-25	突破上轨	买入	21.57155	45800.0	¥98.8万
2015-03-04	跌破中轨	卖出	20.4	45800.0	¥93.4万
2015-03-13	突破上轨	买入	22.75273	41300.0	¥94.0万
2015-04-10	跌破中轨	卖出	24.3756	41300.0	¥1.01M
2015-05-05	突破上轨	买入	28.028	35100.0	¥98.4万
2015-05-08	跌破中轨	卖出	26.4735	35100.0	¥92.9万
2015-05-13	突破上轨	买入	28.75	33000.0	¥94.9万
2015-06-23	跌破中轨	卖出	31.97799	33000.0	¥1.05M
2015-10-14	突破上轨	买入	29.129099999999998	36000.0	¥1.05M
2015-11-18	跌破中轨	卖出	30.569400000000005	36000.0	¥1.10M
2016-03-18	突破上轨	买入	29.299269999999996	37700.0	¥1.10M
2016-04-11	跌破中轨	卖出	29.19078	37700.0	¥1.10M
2016-07-13	突破上轨	买入	27.327299999999997	40400.0	¥1.10M
2016-08-30	跌破中轨	卖出	28.19178	40400.0	¥1.14M
2017-01-23	突破上轨	买入	27.18716	41900.0	¥1.14M
2017-02-24	跌破中轨	卖出	27.50247	41900.0	¥1.15M
2017-02-27	突破上轨	买入	27.63760999999999	41100.0	¥1.14M
2017-02-28	跌破中轨	卖出	27.4725	41100.0	¥1.13M
2017-03-14	突破上轨	买入	28.378349999999998	40300.0	¥1.14M
2017-06-06	跌破中轨	卖出	37.162800000000004	40300.0	¥1.50M
2017-09-01	突破上轨	买入	39.038999999999994	38300.0	¥1.50M
2017-09-20	跌破中轨	卖出	39.1608	38300.0	¥1.50M
2017-10-31	突破上轨	买入	43.23318999999999	34700.0	¥1.50M
2017-11-27	跌破中轨	卖出	43.16679	34700.0	¥1.50M
2017-12-22	突破上轨	买入	45.5	33000.0	¥1.50M
2018-01-09	跌破中轨	卖出	43.03	33000.0	¥1.42M
2018-01-24	突破上轨	买入	46.87682999999999	30100.0	¥1.41M
2018-02-09	跌破中轨	卖出	44.60535000000001	30100.0	¥1.34M
2018-05-03	突破上轨	买入	49.99995	26400.0	¥1.32M
2018-05-29	跌破中轨	卖出	52.177769999999995	26400.0	¥1.38M
2018-06-07	突破上轨	买入	57.28	24500.0	¥1.40M
2018-06-27	跌破中轨	卖出	55.944	24500.0	¥1.37M
2018-07-16	突破上轨	买入	62.06199999999999	22100.0	¥1.37M
2018-08-01	跌破中轨	卖出	61.07885999999999	22100.0	¥1.35M
2018-09-26	突破上轨	买入	56.456399999999995	23700.0	¥1.34M
2018-10-10	跌破中轨	卖出	53.946	23700.0	¥1.28M
2018-12-05	突破上轨	买入	51.541489999999996	24700.0	¥1.27M
2018-12-10	跌破中轨	卖出	49.28	24700.0	¥1.22M
2019-02-15	突破上轨	买入	53.27322	23100.0	¥1.23M
2019-03-14	跌破中轨	卖出	56.1	23100.0	¥1.30M
2019-04-01	突破上轨	买入	62.06199999999999	20800.0	¥1.29M
2019-05-24	跌破中轨	卖出	68.55138000000001	20800.0	¥1.43M
2019-06-12	突破上轨	买入	75.45537999999999	18800.0	¥1.42M
2019-07-17	跌破中轨	卖出	79.51041000000001	18800.0	¥1.49M
2019-12-11	突破上轨	买入	78.62854999999999	19100.0	¥1.50M
2019-12-30	跌破中轨	卖出	77.2227	19100.0	¥1.47M
2020-04-24	突破上轨	买入	71.05098	20700.0	¥1.47M
2020-05-13	跌破中轨	卖出	67.83210000000001	20700.0	¥1.40M
2020-06-01	突破上轨	买入	72.36229	19400.0	¥1.40M
2020-06-16	跌破中轨	卖出	71.74817999999999	19400.0	¥1.39M
2020-08-17	突破上轨	买入	75.17509999999999	18500.0	¥1.39M
2020-09-08	跌破中轨	卖出	75.76416	18500.0	¥1.40M
2020-11-11	突破上轨	买入	74.074	18900.0	¥1.40M
2020-12-09	跌破中轨	卖出	78.4215	18900.0	¥1.48M
2021-06-04	突破上轨	买入	51.2512	28500.0	¥1.46M
2021-06-30	跌破中轨	卖出	47.5524	28500.0	¥1.35M
2021-08-26	突破上轨	买入	41.71167	32900.0	¥1.37M
2021-09-17	跌破中轨	卖出	41.8	32900.0	¥1.37M
2021-10-11	突破上轨	买入	46.94689999999999	29400.0	¥1.38M
2021-11-04	跌破中轨	卖出	50.39955000000001	29400.0	¥1.48M
2022-01-05	突破上轨	买入	48.528479999999995	30500.0	¥1.48M
2022-02-25	跌破中轨	卖出	53.42652	30500.0	¥1.63M
2022-06-28	突破上轨	买入	52.132079999999995	31300.0	¥1.63M
2022-07-12	跌破中轨	卖出	50.11983	31300.0	¥1.57M
2022-08-02	突破上轨	买入	54.21415999999999	28600.0	¥1.55M
2022-08-31	跌破中轨	卖出	56.4435	28600.0	¥1.61M
2022-09-09	突破上轨	买入	58.358299999999986	27700.0	¥1.62M
2022-10-10	跌破中轨	卖出	57.0429	27700.0	¥1.58M
2022-11-03	突破上轨	买入	58.92886999999999	26600.0	¥1.57M
2022-11-14	跌破中轨	卖出	56.943000000000005	26600.0	¥1.51M
2023-01-17	突破上轨	买入	63.25318999999999	24400.0	¥1.54M
2023-02-20	跌破中轨	卖出	60.889050000000005	24400.0	¥1.49M
2024-01-17	突破上轨	买入	33.26	44500.0	¥1.48M
2024-02-06	跌破中轨	卖出	32.697269999999996	44500.0	¥1.45M
2024-03-13	突破上轨	买入	35.9359	40300.0	¥1.45M
2024-03-27	跌破中轨	卖出	35.8641	40300.0	¥1.44M
2024-04-29	突破上轨	买入	37.55752	38700.0	¥1.45M
2024-05-15	跌破中轨	卖出	36.67329	38700.0	¥1.42M
2024-07-12	突破上轨	买入	34.58454999999999	40900.0	¥1.41M
2024-07-30	跌破中轨	卖出	33.6663	40900.0	¥1.38M
2024-10-09	突破上轨	买入	38.25	35400.0	¥1.35M
2024-10-30	跌破中轨	卖出	35.0649	35400.0	¥1.24M
2025-07-21	突破上轨	买入	32.18214999999999	39300.0	¥1.27M
2025-08-05	跌破中轨	卖出	32.11785	39300.0	¥1.26M
2025-08-26	突破上轨	买入	32.75272	38400.0	¥1.26M
2025-09-03	跌破中轨	卖出	32.19777	38400.0	¥1.24M
2025-11-03	突破上轨	买入	32.18214999999999	38400.0	¥1.24M
2025-11-21	跌破中轨	卖出	32.31765	38400.0	¥1.24M
2025-12-19	突破上轨	买入	33.06303	37500.0	¥1.24M
2026-01-13	跌破中轨	卖出	32.71725	37500.0	¥1.23M
2026-07-17	突破上轨	买入	23.763739999999995	51700.0	¥1.23M
2026-08-10	跌破中轨	卖出	23.786189999999998	51700.0	¥1.23M
2026-10-27	突破上轨	买入	23.723699999999997	51900.0	¥1.23M
2026-11-12	强平	卖出	24.04	51900	¥1.25M	回测结束强平

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