600039 四川路桥 — 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: ¥91.8万
策略: 布林带突破
K线 & 交易信号（策略收益 -8.17%）
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 53 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 |
2015-03-09 |
2015-05-06 |
5.707411709999999 |
7.2627299999999995 |
¥27.0万 |
+27.21% |
跌破中轨 |
| 2 |
2015-06-16 |
2015-06-23 |
8.691286603999997 |
7.812180000000001 |
¥-12.8万 |
-10.14% |
跌破中轨 |
| 3 |
2015-10-19 |
2015-11-25 |
4.996488497 |
5.15484 |
¥3.6万 |
+3.14% |
跌破中轨 |
| 4 |
2016-06-30 |
2016-07-25 |
3.991197 |
3.9160800000000004 |
¥-2.3万 |
-1.91% |
跌破中轨 |
| 5 |
2016-08-16 |
2016-09-02 |
4.055266215 |
4.0 |
¥-1.6万 |
-1.39% |
跌破中轨 |
| 6 |
2016-09-08 |
2016-09-13 |
4.1553962449999995 |
4.07592 |
¥-2.2万 |
-1.94% |
跌破中轨 |
| 7 |
2016-09-21 |
2016-10-18 |
4.245513271999999 |
4.26 |
¥3,445 |
+0.31% |
跌破中轨 |
| 8 |
2016-10-25 |
2016-11-03 |
4.5058513499999995 |
4.34565 |
¥-4.0万 |
-3.58% |
跌破中轨 |
| 9 |
2016-11-30 |
2016-12-13 |
5.261578 |
4.6453500000000005 |
¥-12.2万 |
-11.74% |
跌破中轨 |
| 10 |
2017-01-10 |
2017-01-17 |
5.0615179999999995 |
4.62537 |
¥-8.3万 |
-8.64% |
跌破中轨 |
| 11 |
2017-02-14 |
2017-02-28 |
5.166709547999999 |
5.03496 |
¥-2.3万 |
-2.58% |
跌破中轨 |
| 12 |
2017-07-11 |
2017-08-03 |
4.255526275 |
4.42557 |
¥3.3万 |
+3.96% |
跌破中轨 |
| 13 |
2017-08-10 |
2017-08-14 |
4.676072400999999 |
4.44 |
¥-4.4万 |
-5.08% |
跌破中轨 |
| 14 |
2017-09-19 |
2017-09-26 |
4.826267446 |
4.60539 |
¥-3.8万 |
-4.61% |
跌破中轨 |
| 15 |
2018-01-08 |
2018-01-16 |
4.1553962449999995 |
4.03 |
¥-2.4万 |
-3.05% |
跌破中轨 |
| 16 |
2018-05-11 |
2018-05-24 |
3.8249671459999997 |
3.74625 |
¥-1.6万 |
-2.09% |
跌破中轨 |
| 17 |
2018-07-23 |
2018-08-17 |
3.3543560049999996 |
3.75624 |
¥9.1万 |
+11.95% |
跌破中轨 |
| 18 |
2018-11-15 |
2018-11-23 |
3.5946680769999992 |
3.46653 |
¥-3.0万 |
-3.59% |
跌破中轨 |
| 19 |
2018-12-18 |
2018-12-21 |
3.5345900589999997 |
3.37662 |
¥-3.7万 |
-4.50% |
跌破中轨 |
| 20 |
2019-02-26 |
2019-03-28 |
3.6046810799999998 |
3.7961999999999994 |
¥4.1万 |
+5.28% |
跌破中轨 |
| 21 |
2019-06-20 |
2019-07-01 |
3.744863122 |
3.67632 |
¥-1.5万 |
-1.86% |
跌破中轨 |
| 22 |
2019-12-18 |
2019-12-24 |
3.284264983999999 |
3.22677 |
¥-1.4万 |
-1.78% |
跌破中轨 |
| 23 |
2020-01-03 |
2020-01-23 |
3.441032 |
3.40659 |
¥-8,199 |
-1.03% |
跌破中轨 |
| 24 |
2020-03-04 |
2020-03-16 |
3.855006155 |
3.57642 |
¥-5.5万 |
-7.25% |
跌破中轨 |
| 25 |
2020-07-14 |
2020-08-06 |
4.365669308 |
4.28571 |
¥-1.4万 |
-1.86% |
跌破中轨 |
| 26 |
2020-08-11 |
2020-08-14 |
4.6260073859999995 |
4.28571 |
¥-5.3万 |
-7.38% |
跌破中轨 |
| 27 |
2020-09-01 |
2020-09-11 |
4.585955374 |
4.35 |
¥-3.5万 |
-5.17% |
跌破中轨 |
| 28 |
2020-11-10 |
2020-11-30 |
5.156696544999999 |
4.94505 |
¥-2.6万 |
-4.13% |
跌破中轨 |
| 29 |
2021-01-12 |
2021-01-25 |
4.666059398 |
4.515479999999999 |
¥-2.0万 |
-3.26% |
跌破中轨 |
| 30 |
2021-02-02 |
2021-03-31 |
4.971491 |
6.02397 |
¥12.4万 |
+21.13% |
跌破中轨 |
| 31 |
2021-05-19 |
2021-06-02 |
7.349544201999999 |
7.16283 |
¥-1.8万 |
-2.57% |
跌破中轨 |
| 32 |
2021-07-15 |
2021-07-23 |
6.90897207 |
6.41358 |
¥-5.0万 |
-7.20% |
跌破中轨 |
| 33 |
2021-09-03 |
2021-10-21 |
7.810142339999998 |
9.28 |
¥12.0万 |
+18.78% |
跌破中轨 |
| 34 |
2021-10-26 |
2021-11-17 |
10.303380086999999 |
10.429559999999999 |
¥9,130 |
+1.19% |
跌破中轨 |
| 35 |
2021-12-02 |
2021-12-20 |
13.016903899999999 |
11.80818 |
¥-7.2万 |
-9.31% |
跌破中轨 |
| 36 |
2022-03-01 |
2022-03-10 |
12.295967683999999 |
11.64834 |
¥-3.7万 |
-5.30% |
跌破中轨 |
| 37 |
2022-06-09 |
2022-06-17 |
10.894147263999999 |
10.469520000000001 |
¥-2.6万 |
-3.93% |
跌破中轨 |
| 38 |
2022-07-14 |
2022-07-20 |
11.164498344999998 |
10.71927 |
¥-2.6万 |
-4.02% |
跌破中轨 |
| 39 |
2022-08-30 |
2022-09-19 |
10.653835192 |
10.27971 |
¥-2.2万 |
-3.54% |
跌破中轨 |
| 40 |
2022-10-24 |
2022-11-11 |
11.905460567 |
11.12 |
¥-3.9万 |
-6.63% |
跌破中轨 |
| 41 |
2023-01-19 |
2023-03-22 |
11.294667383999998 |
13.24674 |
¥9.5万 |
+17.25% |
跌破中轨 |
| 42 |
2023-04-03 |
2023-05-10 |
13.647723089 |
15.00498 |
¥6.3万 |
+9.91% |
跌破中轨 |
| 43 |
2024-01-26 |
2024-02-29 |
7.960337385 |
8.04195 |
¥7,041 |
+0.99% |
跌破中轨 |
| 44 |
2024-06-04 |
2024-06-25 |
8.120545432999998 |
8.05194 |
¥-6,257 |
-0.87% |
跌破中轨 |
| 45 |
2024-09-26 |
2024-10-31 |
6.0278278059999995 |
7.27 |
¥14.7万 |
+20.57% |
跌破中轨 |
| 46 |
2025-03-03 |
2025-07-03 |
7.349544201999999 |
9.36063 |
¥23.4万 |
+27.33% |
跌破中轨 |
| 47 |
2025-08-27 |
2025-09-19 |
8.641221589 |
8.4 |
¥-3.1万 |
-2.82% |
跌破中轨 |
| 48 |
2025-11-03 |
2025-11-20 |
9.492326843999997 |
9.360629999999999 |
¥-1.5万 |
-1.42% |
跌破中轨 |
| 49 |
2025-12-11 |
2026-01-26 |
9.762677924999998 |
9.97002 |
¥2.2万 |
+2.09% |
跌破中轨 |
| 50 |
2026-03-03 |
2026-03-12 |
10.11313303 |
9.94005 |
¥-1.8万 |
-1.74% |
跌破中轨 |
| 51 |
2026-07-09 |
2026-07-17 |
8.71131261 |
8.32167 |
¥-4.7万 |
-4.50% |
跌破中轨 |
| 52 |
2026-07-23 |
2026-08-05 |
9.242001769 |
8.72127 |
¥-5.7万 |
-5.66% |
跌破中轨 |
| 53 |
2026-09-01 |
2026-09-17 |
9.081793720999999 |
8.80119 |
¥-3.0万 |
-3.12% |
跌破中轨 |
逐笔成交记录（共 106 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-09 |
突破上轨 |
买入 |
5.705699999999999 |
173900.0 |
¥99.3万 |
|
| 2015-05-06 |
跌破中轨 |
卖出 |
7.2627299999999995 |
173900.0 |
¥1.26M |
|
| 2015-06-16 |
突破上轨 |
买入 |
8.688679999999998 |
145000.0 |
¥1.26M |
|
| 2015-06-23 |
跌破中轨 |
卖出 |
7.812180000000001 |
145000.0 |
¥1.13M |
|
| 2015-10-19 |
突破上轨 |
买入 |
4.99499 |
228100.0 |
¥1.14M |
|
| 2015-11-25 |
跌破中轨 |
卖出 |
5.15484 |
228100.0 |
¥1.18M |
|
| 2016-06-30 |
突破上轨 |
买入 |
3.99 |
295000.0 |
¥1.18M |
|
| 2016-07-25 |
跌破中轨 |
卖出 |
3.9160800000000004 |
295000.0 |
¥1.15M |
|
| 2016-08-16 |
突破上轨 |
买入 |
4.054049999999999 |
283600.0 |
¥1.15M |
|
| 2016-09-02 |
跌破中轨 |
卖出 |
4.0 |
283600.0 |
¥1.13M |
|
| 2016-09-08 |
突破上轨 |
买入 |
4.15415 |
270400.0 |
¥1.12M |
|
| 2016-09-13 |
跌破中轨 |
卖出 |
4.07592 |
270400.0 |
¥1.10M |
|
| 2016-09-21 |
突破上轨 |
买入 |
4.24424 |
260800.0 |
¥1.11M |
|
| 2016-10-18 |
跌破中轨 |
卖出 |
4.26 |
260800.0 |
¥1.11M |
|
| 2016-10-25 |
突破上轨 |
买入 |
4.504499999999999 |
248300.0 |
¥1.12M |
|
| 2016-11-03 |
跌破中轨 |
卖出 |
4.34565 |
248300.0 |
¥1.08M |
|
| 2016-11-30 |
突破上轨 |
买入 |
5.26 |
197300.0 |
¥1.04M |
|
| 2016-12-13 |
跌破中轨 |
卖出 |
4.6453500000000005 |
197300.0 |
¥91.6万 |
|
| 2017-01-10 |
突破上轨 |
买入 |
5.06 |
188900.0 |
¥95.6万 |
|
| 2017-01-17 |
跌破中轨 |
卖出 |
4.62537 |
188900.0 |
¥87.3万 |
|
| 2017-02-14 |
突破上轨 |
买入 |
5.165159999999999 |
169300.0 |
¥87.5万 |
|
| 2017-02-28 |
跌破中轨 |
卖出 |
5.03496 |
169300.0 |
¥85.2万 |
|
| 2017-07-11 |
突破上轨 |
买入 |
4.25425 |
198400.0 |
¥84.4万 |
|
| 2017-08-03 |
跌破中轨 |
卖出 |
4.42557 |
198400.0 |
¥87.8万 |
|
| 2017-08-10 |
突破上轨 |
买入 |
4.674669999999999 |
184200.0 |
¥86.1万 |
|
| 2017-08-14 |
跌破中轨 |
卖出 |
4.44 |
184200.0 |
¥81.8万 |
|
| 2017-09-19 |
突破上轨 |
买入 |
4.82482 |
172600.0 |
¥83.3万 |
|
| 2017-09-26 |
跌破中轨 |
卖出 |
4.60539 |
172600.0 |
¥79.5万 |
|
| 2018-01-08 |
突破上轨 |
买入 |
4.15415 |
192400.0 |
¥79.9万 |
|
| 2018-01-16 |
跌破中轨 |
卖出 |
4.03 |
192400.0 |
¥77.5万 |
|
| 2018-05-11 |
突破上轨 |
买入 |
3.8238199999999996 |
202700.0 |
¥77.5万 |
|
| 2018-05-24 |
跌破中轨 |
卖出 |
3.74625 |
202700.0 |
¥75.9万 |
|
| 2018-07-23 |
突破上轨 |
买入 |
3.35335 |
226800.0 |
¥76.1万 |
|
| 2018-08-17 |
跌破中轨 |
卖出 |
3.75624 |
226800.0 |
¥85.2万 |
|
| 2018-11-15 |
突破上轨 |
买入 |
3.5935899999999994 |
234900.0 |
¥84.4万 |
|
| 2018-11-23 |
跌破中轨 |
卖出 |
3.46653 |
234900.0 |
¥81.4万 |
|
| 2018-12-18 |
突破上轨 |
买入 |
3.5335299999999994 |
229700.0 |
¥81.2万 |
|
| 2018-12-21 |
跌破中轨 |
卖出 |
3.37662 |
229700.0 |
¥77.5万 |
|
| 2019-02-26 |
突破上轨 |
买入 |
3.6035999999999997 |
217100.0 |
¥78.3万 |
|
| 2019-03-28 |
跌破中轨 |
卖出 |
3.7961999999999994 |
217100.0 |
¥82.4万 |
|
| 2019-06-20 |
突破上轨 |
买入 |
3.74374 |
220600.0 |
¥82.6万 |
|
| 2019-07-01 |
跌破中轨 |
卖出 |
3.67632 |
220600.0 |
¥81.1万 |
|
| 2019-12-18 |
突破上轨 |
买入 |
3.2832799999999995 |
246800.0 |
¥81.1万 |
|
| 2019-12-24 |
跌破中轨 |
卖出 |
3.22677 |
246800.0 |
¥79.6万 |
|
| 2020-01-03 |
突破上轨 |
买入 |
3.44 |
231200.0 |
¥79.6万 |
|
| 2020-01-23 |
跌破中轨 |
卖出 |
3.40659 |
231200.0 |
¥78.7万 |
|
| 2020-03-04 |
突破上轨 |
买入 |
3.8538499999999996 |
197800.0 |
¥76.3万 |
|
| 2020-03-16 |
跌破中轨 |
卖出 |
3.57642 |
197800.0 |
¥70.7万 |
|
| 2020-07-14 |
突破上轨 |
买入 |
4.36436 |
168400.0 |
¥73.5万 |
|
| 2020-08-06 |
跌破中轨 |
卖出 |
4.28571 |
168400.0 |
¥72.1万 |
|
| 2020-08-11 |
突破上轨 |
买入 |
4.624619999999999 |
156300.0 |
¥72.3万 |
|
| 2020-08-14 |
跌破中轨 |
卖出 |
4.28571 |
156300.0 |
¥67.0万 |
|
| 2020-09-01 |
突破上轨 |
买入 |
4.58458 |
145700.0 |
¥66.8万 |
|
| 2020-09-11 |
跌破中轨 |
卖出 |
4.35 |
145700.0 |
¥63.4万 |
|
| 2020-11-10 |
突破上轨 |
买入 |
5.15515 |
123100.0 |
¥63.5万 |
|
| 2020-11-30 |
跌破中轨 |
卖出 |
4.94505 |
123100.0 |
¥60.9万 |
|
| 2021-01-12 |
突破上轨 |
买入 |
4.66466 |
128800.0 |
¥60.1万 |
|
| 2021-01-25 |
跌破中轨 |
卖出 |
4.515479999999999 |
128800.0 |
¥58.1万 |
|
| 2021-02-02 |
突破上轨 |
买入 |
4.97 |
117900.0 |
¥58.6万 |
|
| 2021-03-31 |
跌破中轨 |
卖出 |
6.02397 |
117900.0 |
¥71.0万 |
|
| 2021-05-19 |
突破上轨 |
买入 |
7.347339999999999 |
96400.0 |
¥70.8万 |
|
| 2021-06-02 |
跌破中轨 |
卖出 |
7.16283 |
96400.0 |
¥69.0万 |
|
| 2021-07-15 |
突破上轨 |
买入 |
6.906899999999999 |
100500.0 |
¥69.4万 |
|
| 2021-07-23 |
跌破中轨 |
卖出 |
6.41358 |
100500.0 |
¥64.4万 |
|
| 2021-09-03 |
突破上轨 |
买入 |
7.8077999999999985 |
82000.0 |
¥64.0万 |
|
| 2021-10-21 |
跌破中轨 |
卖出 |
9.28 |
82000.0 |
¥76.1万 |
|
| 2021-10-26 |
突破上轨 |
买入 |
10.300289999999999 |
74200.0 |
¥76.5万 |
|
| 2021-11-17 |
跌破中轨 |
卖出 |
10.429559999999999 |
74200.0 |
¥77.4万 |
|
| 2021-12-02 |
突破上轨 |
买入 |
13.012999999999998 |
59300.0 |
¥77.2万 |
|
| 2021-12-20 |
跌破中轨 |
卖出 |
11.80818 |
59300.0 |
¥70.0万 |
|
| 2022-03-01 |
突破上轨 |
买入 |
12.292279999999998 |
56200.0 |
¥69.1万 |
|
| 2022-03-10 |
跌破中轨 |
卖出 |
11.64834 |
56200.0 |
¥65.4万 |
|
| 2022-06-09 |
突破上轨 |
买入 |
10.89088 |
61000.0 |
¥66.5万 |
|
| 2022-06-17 |
跌破中轨 |
卖出 |
10.469520000000001 |
61000.0 |
¥63.8万 |
|
| 2022-07-14 |
突破上轨 |
买入 |
11.161149999999997 |
57300.0 |
¥64.0万 |
|
| 2022-07-20 |
跌破中轨 |
卖出 |
10.71927 |
57300.0 |
¥61.4万 |
|
| 2022-08-30 |
突破上轨 |
买入 |
10.650640000000001 |
57200.0 |
¥60.9万 |
|
| 2022-09-19 |
跌破中轨 |
卖出 |
10.27971 |
57200.0 |
¥58.8万 |
|
| 2022-10-24 |
突破上轨 |
买入 |
11.90189 |
48900.0 |
¥58.2万 |
|
| 2022-11-11 |
跌破中轨 |
卖出 |
11.12 |
48900.0 |
¥54.4万 |
|
| 2023-01-19 |
突破上轨 |
买入 |
11.291279999999999 |
48700.0 |
¥55.0万 |
|
| 2023-03-22 |
跌破中轨 |
卖出 |
13.24674 |
48700.0 |
¥64.5万 |
|
| 2023-04-03 |
突破上轨 |
买入 |
13.64363 |
46800.0 |
¥63.9万 |
|
| 2023-05-10 |
跌破中轨 |
卖出 |
15.00498 |
46800.0 |
¥70.2万 |
|
| 2024-01-26 |
突破上轨 |
买入 |
7.95795 |
88900.0 |
¥70.8万 |
|
| 2024-02-29 |
跌破中轨 |
卖出 |
8.04195 |
88900.0 |
¥71.5万 |
|
| 2024-06-04 |
突破上轨 |
买入 |
8.118109999999998 |
88100.0 |
¥71.5万 |
|
| 2024-06-25 |
跌破中轨 |
卖出 |
8.05194 |
88100.0 |
¥70.9万 |
|
| 2024-09-26 |
突破上轨 |
买入 |
6.026019999999999 |
118200.0 |
¥71.2万 |
|
| 2024-10-31 |
跌破中轨 |
卖出 |
7.27 |
118200.0 |
¥85.9万 |
|
| 2025-03-03 |
突破上轨 |
买入 |
7.347339999999999 |
116700.0 |
¥85.8万 |
|
| 2025-07-03 |
跌破中轨 |
卖出 |
9.36063 |
116700.0 |
¥1.09M |
|
| 2025-08-27 |
突破上轨 |
买入 |
8.63863 |
126400.0 |
¥1.09M |
|
| 2025-09-19 |
跌破中轨 |
卖出 |
8.4 |
126400.0 |
¥1.06M |
|
| 2025-11-03 |
突破上轨 |
买入 |
9.489479999999997 |
111700.0 |
¥1.06M |
|
| 2025-11-20 |
跌破中轨 |
卖出 |
9.360629999999999 |
111700.0 |
¥1.05M |
|
| 2025-12-11 |
突破上轨 |
买入 |
9.759749999999999 |
107100.0 |
¥1.05M |
|
| 2026-01-26 |
跌破中轨 |
卖出 |
9.97002 |
107100.0 |
¥1.07M |
|
| 2026-03-03 |
突破上轨 |
买入 |
10.1101 |
105000.0 |
¥1.06M |
|
| 2026-03-12 |
跌破中轨 |
卖出 |
9.94005 |
105000.0 |
¥1.04M |
|
| 2026-07-09 |
突破上轨 |
买入 |
8.708699999999999 |
120000.0 |
¥1.05M |
|
| 2026-07-17 |
跌破中轨 |
卖出 |
8.32167 |
120000.0 |
¥99.8万 |
|
| 2026-07-23 |
突破上轨 |
买入 |
9.23923 |
108400.0 |
¥1.00M |
|
| 2026-08-05 |
跌破中轨 |
卖出 |
8.72127 |
108400.0 |
¥94.5万 |
|
| 2026-09-01 |
突破上轨 |
买入 |
9.07907 |
104200.0 |
¥94.6万 |
|
| 2026-09-17 |
跌破中轨 |
卖出 |
8.80119 |
104200.0 |
¥91.7万 |
|