600118 中国卫星 — 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: ¥1.39M
策略: 布林带突破
K线 & 交易信号（策略收益 +38.56%）
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 56 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 |
2015-03-03 |
2015-04-10 |
32.21183065099999 |
32.91705 |
¥2.1万 |
+2.16% |
跌破中轨 |
| 2 |
2015-04-21 |
2015-06-17 |
37.18829314199999 |
65.51442 |
¥77.6万 |
+76.12% |
跌破中轨 |
| 3 |
2015-11-09 |
2015-11-19 |
51.56696545 |
47.23272 |
¥-14.9万 |
-8.43% |
跌破中轨 |
| 4 |
2016-03-23 |
2016-04-11 |
36.397265905 |
34.49 |
¥-8.7万 |
-5.27% |
跌破中轨 |
| 5 |
2016-06-13 |
2016-07-26 |
32.111700621 |
34.54 |
¥11.6万 |
+7.53% |
跌破中轨 |
| 6 |
2016-11-24 |
2016-12-12 |
33.61008 |
32.75721 |
¥-4.3万 |
-2.57% |
跌破中轨 |
| 7 |
2017-01-10 |
2017-01-20 |
33.51005 |
31.5684 |
¥-9.5万 |
-5.82% |
跌破中轨 |
| 8 |
2017-04-12 |
2017-04-18 |
33.633677077 |
32.1678 |
¥-6.7万 |
-4.39% |
跌破中轨 |
| 9 |
2017-06-20 |
2017-07-13 |
27.918373 |
27.432539999999996 |
¥-2.6万 |
-1.77% |
跌破中轨 |
| 10 |
2017-09-07 |
2017-09-22 |
28.046421403 |
27.7722 |
¥-1.5万 |
-1.01% |
跌破中轨 |
| 11 |
2017-10-18 |
2017-10-20 |
28.737318609999996 |
27.7 |
¥-5.2万 |
-3.64% |
跌破中轨 |
| 12 |
2018-04-02 |
2018-04-27 |
23.039919903 |
22.996980000000004 |
¥-2,970 |
-0.22% |
跌破中轨 |
| 13 |
2018-09-05 |
2018-09-28 |
18.564107561999997 |
18.62136 |
¥3,808 |
+0.28% |
跌破中轨 |
| 14 |
2018-11-16 |
2018-12-11 |
17.152274138999996 |
17.1828 |
¥2,035 |
+0.15% |
跌破中轨 |
| 15 |
2019-01-03 |
2019-01-23 |
18.043431405999996 |
18.0819 |
¥2,518 |
+0.18% |
跌破中轨 |
| 16 |
2019-02-19 |
2019-03-29 |
19.425225819999994 |
24.4755 |
¥35.9万 |
+25.96% |
跌破中轨 |
| 17 |
2019-07-05 |
2019-07-19 |
23.700778100999997 |
23.06691 |
¥-4.7万 |
-2.70% |
跌破中轨 |
| 18 |
2019-09-03 |
2019-09-18 |
24.151363235999998 |
23.13684 |
¥-7.2万 |
-4.23% |
跌破中轨 |
| 19 |
2019-12-17 |
2020-02-28 |
20.907150263999995 |
33.05 |
¥94.3万 |
+58.03% |
跌破中轨 |
| 20 |
2020-04-14 |
2020-04-28 |
34.0442102 |
31.08888 |
¥-22.3万 |
-8.71% |
跌破中轨 |
| 21 |
2020-07-10 |
2020-07-17 |
37.158254133 |
32.777190000000004 |
¥-27.6万 |
-11.82% |
跌破中轨 |
| 22 |
2020-08-06 |
2020-08-13 |
39.351101789999994 |
36.04392 |
¥-17.2万 |
-8.43% |
跌破中轨 |
| 23 |
2020-08-20 |
2020-08-26 |
44.85825343999999 |
37.672290000000004 |
¥-29.9万 |
-16.04% |
跌破中轨 |
| 24 |
2020-11-24 |
2020-12-09 |
34.74512041 |
32.657309999999995 |
¥-9.5万 |
-6.04% |
跌破中轨 |
| 25 |
2021-01-05 |
2021-01-20 |
33.163065935999995 |
34.055910000000004 |
¥3.9万 |
+2.66% |
跌破中轨 |
| 26 |
2021-04-07 |
2021-04-27 |
31.480881432 |
30.669300000000003 |
¥-4.0万 |
-2.61% |
跌破中轨 |
| 27 |
2021-06-01 |
2021-06-15 |
30.63978918 |
29.1708 |
¥-7.2万 |
-4.82% |
跌破中轨 |
| 28 |
2021-09-02 |
2021-09-16 |
29.047721703 |
27.88209 |
¥-5.7万 |
-4.04% |
跌破中轨 |
| 29 |
2021-12-30 |
2022-01-17 |
27.485693235 |
25.68 |
¥-8.9万 |
-6.60% |
跌破中轨 |
| 30 |
2022-02-25 |
2022-03-04 |
25.733417709999998 |
25.04493 |
¥-3.4万 |
-2.70% |
跌破中轨 |
| 31 |
2022-05-31 |
2022-06-23 |
20.12613603 |
19.73025 |
¥-2.5万 |
-2.00% |
跌破中轨 |
| 32 |
2022-07-22 |
2022-08-16 |
21.557995459 |
21.24873 |
¥-1.8万 |
-1.46% |
跌破中轨 |
| 33 |
2022-11-18 |
2022-11-25 |
24.031207199999997 |
22.45752 |
¥-7.9万 |
-6.58% |
跌破中轨 |
| 34 |
2022-12-06 |
2022-12-12 |
24.241480263 |
22.76721 |
¥-6.9万 |
-6.11% |
跌破中轨 |
| 35 |
2023-01-31 |
2023-03-23 |
23.23016696 |
30.049919999999997 |
¥31.0万 |
+29.32% |
跌破中轨 |
| 36 |
2023-06-19 |
2023-07-20 |
28.326785487 |
29.1708 |
¥4.0万 |
+2.95% |
跌破中轨 |
| 37 |
2023-09-11 |
2023-09-18 |
27.826135336999993 |
25.854119999999998 |
¥-10.0万 |
-7.11% |
跌破中轨 |
| 38 |
2023-10-18 |
2023-11-03 |
26.804809030999998 |
26.193779999999997 |
¥-3.0万 |
-2.31% |
跌破中轨 |
| 39 |
2023-11-14 |
2023-11-22 |
28.697266598000002 |
27.4725 |
¥-5.5万 |
-4.30% |
跌破中轨 |
| 40 |
2024-02-28 |
2024-03-25 |
26.254093865999995 |
25.3746 |
¥-4.1万 |
-3.38% |
跌破中轨 |
| 41 |
2024-05-10 |
2024-05-16 |
25.683352694999996 |
24.495480000000004 |
¥-5.5万 |
-4.65% |
跌破中轨 |
| 42 |
2024-07-31 |
2024-08-13 |
23.120023927 |
21.85812 |
¥-6.2万 |
-5.49% |
跌破中轨 |
| 43 |
2024-10-09 |
2024-11-04 |
26.808040000000002 |
25.31 |
¥-5.9万 |
-5.62% |
跌破中轨 |
| 44 |
2024-11-07 |
2024-11-19 |
27.836148339999994 |
27.4725 |
¥-1.3万 |
-1.34% |
跌破中轨 |
| 45 |
2025-02-07 |
2025-03-03 |
26.864887048999993 |
26.55342 |
¥-1.2万 |
-1.19% |
跌破中轨 |
| 46 |
2025-03-06 |
2025-03-20 |
28.416902513999993 |
27.78219 |
¥-2.2万 |
-2.26% |
跌破中轨 |
| 47 |
2025-05-09 |
2025-05-26 |
27.145251132999995 |
26.213759999999997 |
¥-3.3万 |
-3.46% |
跌破中轨 |
| 48 |
2025-07-01 |
2025-07-15 |
28.537058549999998 |
27.63234 |
¥-2.9万 |
-3.20% |
跌破中轨 |
| 49 |
2025-07-29 |
2025-08-20 |
28.927565667 |
29.2707 |
¥1.0万 |
+1.16% |
跌破中轨 |
| 50 |
2025-08-29 |
2025-09-19 |
38.0494114 |
35.50446 |
¥-6.0万 |
-6.72% |
跌破中轨 |
| 51 |
2025-10-28 |
2025-11-19 |
39.99193398199999 |
41.67828 |
¥3.5万 |
+4.19% |
跌破中轨 |
| 52 |
2025-12-09 |
2026-01-22 |
48.412869504999996 |
96.18372000000001 |
¥85.9万 |
+98.61% |
跌破中轨 |
| 53 |
2026-03-03 |
2026-03-13 |
99.17974500000001 |
90.3096 |
¥-15.4万 |
-8.97% |
跌破中轨 |
| 54 |
2026-04-16 |
2026-05-18 |
86.21195582999998 |
95.0 |
¥16.0万 |
+10.16% |
跌破中轨 |
| 55 |
2026-07-14 |
2026-07-16 |
86.11182579999998 |
69.95997 |
¥-30.9万 |
-18.78% |
跌破中轨 |
| 56 |
2026-11-11 |
2026-11-12 |
59.66748487699999 |
57.31 |
¥-5.7万 |
-3.98% |
强平 |
逐笔成交记录（共 112 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-03 |
突破上轨 |
买入 |
32.202169999999995 |
30900.0 |
¥99.5万 |
|
| 2015-04-10 |
跌破中轨 |
卖出 |
32.91705 |
30900.0 |
¥1.02M |
|
| 2015-04-21 |
突破上轨 |
买入 |
37.177139999999994 |
27400.0 |
¥1.02M |
|
| 2015-06-17 |
跌破中轨 |
卖出 |
65.51442 |
27400.0 |
¥1.79M |
|
| 2015-11-09 |
突破上轨 |
买入 |
51.5515 |
34300.0 |
¥1.77M |
|
| 2015-11-19 |
跌破中轨 |
卖出 |
47.23272 |
34300.0 |
¥1.62M |
|
| 2016-03-23 |
突破上轨 |
买入 |
36.38635 |
45200.0 |
¥1.65M |
|
| 2016-04-11 |
跌破中轨 |
卖出 |
34.49 |
45200.0 |
¥1.56M |
|
| 2016-06-13 |
突破上轨 |
买入 |
32.10207 |
47900.0 |
¥1.54M |
|
| 2016-07-26 |
跌破中轨 |
卖出 |
34.54 |
47900.0 |
¥1.65M |
|
| 2016-11-24 |
突破上轨 |
买入 |
33.6 |
49600.0 |
¥1.67M |
|
| 2016-12-12 |
跌破中轨 |
卖出 |
32.75721 |
49600.0 |
¥1.62M |
|
| 2017-01-10 |
突破上轨 |
买入 |
33.5 |
48600.0 |
¥1.63M |
|
| 2017-01-20 |
跌破中轨 |
卖出 |
31.5684 |
48600.0 |
¥1.53M |
|
| 2017-04-12 |
突破上轨 |
买入 |
33.62359 |
45500.0 |
¥1.53M |
|
| 2017-04-18 |
跌破中轨 |
卖出 |
32.1678 |
45500.0 |
¥1.46M |
|
| 2017-06-20 |
突破上轨 |
买入 |
27.91 |
52500.0 |
¥1.47M |
|
| 2017-07-13 |
跌破中轨 |
卖出 |
27.432539999999996 |
52500.0 |
¥1.44M |
|
| 2017-09-07 |
突破上轨 |
买入 |
28.03801 |
51400.0 |
¥1.44M |
|
| 2017-09-22 |
跌破中轨 |
卖出 |
27.7722 |
51400.0 |
¥1.43M |
|
| 2017-10-18 |
突破上轨 |
买入 |
28.728699999999996 |
49500.0 |
¥1.42M |
|
| 2017-10-20 |
跌破中轨 |
卖出 |
27.7 |
49500.0 |
¥1.37M |
|
| 2018-04-02 |
突破上轨 |
买入 |
23.03301 |
59600.0 |
¥1.37M |
|
| 2018-04-27 |
跌破中轨 |
卖出 |
22.996980000000004 |
59600.0 |
¥1.37M |
|
| 2018-09-05 |
突破上轨 |
买入 |
18.558539999999997 |
73700.0 |
¥1.37M |
|
| 2018-09-28 |
跌破中轨 |
卖出 |
18.62136 |
73700.0 |
¥1.37M |
|
| 2018-11-16 |
突破上轨 |
买入 |
17.147129999999997 |
80200.0 |
¥1.38M |
|
| 2018-12-11 |
跌破中轨 |
卖出 |
17.1828 |
80200.0 |
¥1.38M |
|
| 2019-01-03 |
突破上轨 |
买入 |
18.038019999999996 |
76200.0 |
¥1.37M |
|
| 2019-01-23 |
跌破中轨 |
卖出 |
18.0819 |
76200.0 |
¥1.38M |
|
| 2019-02-19 |
突破上轨 |
买入 |
19.419399999999996 |
71100.0 |
¥1.38M |
|
| 2019-03-29 |
跌破中轨 |
卖出 |
24.4755 |
71100.0 |
¥1.74M |
|
| 2019-07-05 |
突破上轨 |
买入 |
23.693669999999997 |
73400.0 |
¥1.74M |
|
| 2019-07-19 |
跌破中轨 |
卖出 |
23.06691 |
73400.0 |
¥1.69M |
|
| 2019-09-03 |
突破上轨 |
买入 |
24.144119999999997 |
70000.0 |
¥1.69M |
|
| 2019-09-18 |
跌破中轨 |
卖出 |
23.13684 |
70000.0 |
¥1.62M |
|
| 2019-12-17 |
突破上轨 |
买入 |
20.900879999999997 |
77700.0 |
¥1.62M |
|
| 2020-02-28 |
跌破中轨 |
卖出 |
33.05 |
77700.0 |
¥2.57M |
|
| 2020-04-14 |
突破上轨 |
买入 |
34.034 |
75300.0 |
¥2.56M |
|
| 2020-04-28 |
跌破中轨 |
卖出 |
31.08888 |
75300.0 |
¥2.34M |
|
| 2020-07-10 |
突破上轨 |
买入 |
37.14711 |
62900.0 |
¥2.34M |
|
| 2020-07-17 |
跌破中轨 |
卖出 |
32.777190000000004 |
62900.0 |
¥2.06M |
|
| 2020-08-06 |
突破上轨 |
买入 |
39.339299999999994 |
51800.0 |
¥2.04M |
|
| 2020-08-13 |
跌破中轨 |
卖出 |
36.04392 |
51800.0 |
¥1.87M |
|
| 2020-08-20 |
突破上轨 |
买入 |
44.84479999999999 |
41600.0 |
¥1.87M |
|
| 2020-08-26 |
跌破中轨 |
卖出 |
37.672290000000004 |
41600.0 |
¥1.57M |
|
| 2020-11-24 |
突破上轨 |
买入 |
34.7347 |
45400.0 |
¥1.58M |
|
| 2020-12-09 |
跌破中轨 |
卖出 |
32.657309999999995 |
45400.0 |
¥1.48M |
|
| 2021-01-05 |
突破上轨 |
买入 |
33.153119999999994 |
44600.0 |
¥1.48M |
|
| 2021-01-20 |
跌破中轨 |
卖出 |
34.055910000000004 |
44600.0 |
¥1.52M |
|
| 2021-04-07 |
突破上轨 |
买入 |
31.471439999999998 |
48800.0 |
¥1.54M |
|
| 2021-04-27 |
跌破中轨 |
卖出 |
30.669300000000003 |
48800.0 |
¥1.50M |
|
| 2021-06-01 |
突破上轨 |
买入 |
30.6306 |
48700.0 |
¥1.49M |
|
| 2021-06-15 |
跌破中轨 |
卖出 |
29.1708 |
48700.0 |
¥1.42M |
|
| 2021-09-02 |
突破上轨 |
买入 |
29.039009999999998 |
48300.0 |
¥1.40M |
|
| 2021-09-16 |
跌破中轨 |
卖出 |
27.88209 |
48300.0 |
¥1.35M |
|
| 2021-12-30 |
突破上轨 |
买入 |
27.477449999999997 |
49100.0 |
¥1.35M |
|
| 2022-01-17 |
跌破中轨 |
卖出 |
25.68 |
49100.0 |
¥1.26M |
|
| 2022-02-25 |
突破上轨 |
买入 |
25.725699999999996 |
49100.0 |
¥1.26M |
|
| 2022-03-04 |
跌破中轨 |
卖出 |
25.04493 |
49100.0 |
¥1.23M |
|
| 2022-05-31 |
突破上轨 |
买入 |
20.1201 |
61400.0 |
¥1.24M |
|
| 2022-06-23 |
跌破中轨 |
卖出 |
19.73025 |
61400.0 |
¥1.21M |
|
| 2022-07-22 |
突破上轨 |
买入 |
21.55153 |
55700.0 |
¥1.20M |
|
| 2022-08-16 |
跌破中轨 |
卖出 |
21.24873 |
55700.0 |
¥1.18M |
|
| 2022-11-18 |
突破上轨 |
买入 |
24.023999999999997 |
49900.0 |
¥1.20M |
|
| 2022-11-25 |
跌破中轨 |
卖出 |
22.45752 |
49900.0 |
¥1.12M |
|
| 2022-12-06 |
突破上轨 |
买入 |
24.234209999999997 |
46300.0 |
¥1.12M |
|
| 2022-12-12 |
跌破中轨 |
卖出 |
22.76721 |
46300.0 |
¥1.05M |
|
| 2023-01-31 |
突破上轨 |
买入 |
23.2232 |
45500.0 |
¥1.06M |
|
| 2023-03-23 |
跌破中轨 |
卖出 |
30.049919999999997 |
45500.0 |
¥1.37M |
|
| 2023-06-19 |
突破上轨 |
买入 |
28.31829 |
48200.0 |
¥1.37M |
|
| 2023-07-20 |
跌破中轨 |
卖出 |
29.1708 |
48200.0 |
¥1.41M |
|
| 2023-09-11 |
突破上轨 |
买入 |
27.817789999999995 |
50500.0 |
¥1.41M |
|
| 2023-09-18 |
跌破中轨 |
卖出 |
25.854119999999998 |
50500.0 |
¥1.31M |
|
| 2023-10-18 |
突破上轨 |
买入 |
26.796769999999995 |
47900.0 |
¥1.28M |
|
| 2023-11-03 |
跌破中轨 |
卖出 |
26.193779999999997 |
47900.0 |
¥1.25M |
|
| 2023-11-14 |
突破上轨 |
买入 |
28.688660000000002 |
44300.0 |
¥1.27M |
|
| 2023-11-22 |
跌破中轨 |
卖出 |
27.4725 |
44300.0 |
¥1.22M |
|
| 2024-02-28 |
突破上轨 |
买入 |
26.246219999999997 |
46300.0 |
¥1.22M |
|
| 2024-03-25 |
跌破中轨 |
卖出 |
25.3746 |
46300.0 |
¥1.17M |
|
| 2024-05-10 |
突破上轨 |
买入 |
25.675649999999997 |
45900.0 |
¥1.18M |
|
| 2024-05-16 |
跌破中轨 |
卖出 |
24.495480000000004 |
45900.0 |
¥1.12M |
|
| 2024-07-31 |
突破上轨 |
买入 |
23.11309 |
48800.0 |
¥1.13M |
|
| 2024-08-13 |
跌破中轨 |
卖出 |
21.85812 |
48800.0 |
¥1.07M |
|
| 2024-10-09 |
突破上轨 |
买入 |
26.8 |
39400.0 |
¥1.06M |
|
| 2024-11-04 |
跌破中轨 |
卖出 |
25.31 |
39400.0 |
¥99.7万 |
|
| 2024-11-07 |
突破上轨 |
买入 |
27.827799999999996 |
35600.0 |
¥99.1万 |
|
| 2024-11-19 |
跌破中轨 |
卖出 |
27.4725 |
35600.0 |
¥97.8万 |
|
| 2025-02-07 |
突破上轨 |
买入 |
26.856829999999995 |
36600.0 |
¥98.3万 |
|
| 2025-03-03 |
跌破中轨 |
卖出 |
26.55342 |
36600.0 |
¥97.2万 |
|
| 2025-03-06 |
突破上轨 |
买入 |
28.408379999999998 |
34500.0 |
¥98.0万 |
|
| 2025-03-20 |
跌破中轨 |
卖出 |
27.78219 |
34500.0 |
¥95.8万 |
|
| 2025-05-09 |
突破上轨 |
买入 |
27.137109999999996 |
35200.0 |
¥95.6万 |
|
| 2025-05-26 |
跌破中轨 |
卖出 |
26.213759999999997 |
35200.0 |
¥92.2万 |
|
| 2025-07-01 |
突破上轨 |
买入 |
28.528499999999998 |
32300.0 |
¥92.2万 |
|
| 2025-07-15 |
跌破中轨 |
卖出 |
27.63234 |
32300.0 |
¥89.2万 |
|
| 2025-07-29 |
突破上轨 |
买入 |
28.918889999999998 |
31000.0 |
¥89.7万 |
|
| 2025-08-20 |
跌破中轨 |
卖出 |
29.2707 |
31000.0 |
¥90.7万 |
|
| 2025-08-29 |
突破上轨 |
买入 |
38.038 |
23300.0 |
¥88.7万 |
|
| 2025-09-19 |
跌破中轨 |
卖出 |
35.50446 |
23300.0 |
¥82.7万 |
|
| 2025-10-28 |
突破上轨 |
买入 |
39.97993999999999 |
20900.0 |
¥83.6万 |
|
| 2025-11-19 |
跌破中轨 |
卖出 |
41.67828 |
20900.0 |
¥87.1万 |
|
| 2025-12-09 |
突破上轨 |
买入 |
48.39834999999999 |
18000.0 |
¥87.1万 |
|
| 2026-01-22 |
跌破中轨 |
卖出 |
96.18372000000001 |
18000.0 |
¥1.73M |
|
| 2026-03-03 |
突破上轨 |
买入 |
99.15 |
17300.0 |
¥1.72M |
|
| 2026-03-13 |
跌破中轨 |
卖出 |
90.3096 |
17300.0 |
¥1.56M |
|
| 2026-04-16 |
突破上轨 |
买入 |
86.18609999999998 |
18300.0 |
¥1.58M |
|
| 2026-05-18 |
跌破中轨 |
卖出 |
95.0 |
18300.0 |
¥1.74M |
|
| 2026-07-14 |
突破上轨 |
买入 |
86.08599999999998 |
19100.0 |
¥1.64M |
|
| 2026-07-16 |
跌破中轨 |
卖出 |
69.95997 |
19100.0 |
¥1.34M |
|
| 2026-11-11 |
突破上轨 |
买入 |
59.649589999999996 |
23800.0 |
¥1.42M |
|
| 2026-11-12 |
强平 |
卖出 |
57.31 |
23800 |
¥1.36M |
回测结束强平 |