600886 国投电力 — 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: ¥1.03M
策略: 布林带突破
K线 & 交易信号（策略收益 +2.72%）
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 |
2015-03-24 |
2015-05-07 |
11.184524350999999 |
12.037950000000002 |
¥7.6万 |
+7.60% |
跌破中轨 |
| 2 |
2015-06-09 |
2015-09-22 |
13.257215971999997 |
10.84 |
¥-19.6万 |
-18.26% |
跌破中轨 |
| 3 |
2016-03-22 |
2016-04-11 |
6.818855042999998 |
6.7 |
¥-1.5万 |
-1.77% |
跌破中轨 |
| 4 |
2016-07-28 |
2016-08-24 |
6.788816033999999 |
7.14285 |
¥4.4万 |
+5.18% |
跌破中轨 |
| 5 |
2016-10-26 |
2016-10-31 |
6.798829037 |
6.65334 |
¥-2.0万 |
-2.17% |
跌破中轨 |
| 6 |
2016-11-22 |
2016-12-13 |
6.8388810489999985 |
6.72327 |
¥-1.5万 |
-1.72% |
跌破中轨 |
| 7 |
2017-01-17 |
2017-02-06 |
6.8388810489999985 |
6.8 |
¥-5,193 |
-0.60% |
跌破中轨 |
| 8 |
2017-02-09 |
2017-03-03 |
6.969050087999999 |
6.98301 |
¥1,475 |
+0.17% |
跌破中轨 |
| 9 |
2017-03-16 |
2017-04-18 |
7.409622219999999 |
7.4925 |
¥9,393 |
+1.09% |
跌破中轨 |
| 10 |
2017-05-24 |
2017-06-19 |
7.699999307 |
7.77 |
¥7,701 |
+0.88% |
跌破中轨 |
| 11 |
2017-07-21 |
2017-08-03 |
8.310792489999999 |
8.091899999999999 |
¥-2.4万 |
-2.66% |
跌破中轨 |
| 12 |
2017-10-12 |
2017-11-01 |
7.539791259 |
7.50249 |
¥-4,513 |
-0.52% |
跌破中轨 |
| 13 |
2017-11-22 |
2017-11-30 |
7.820155342999999 |
7.4925 |
¥-3.6万 |
-4.22% |
跌破中轨 |
| 14 |
2018-01-04 |
2018-01-10 |
7.562268 |
7.3226700000000005 |
¥-2.6万 |
-3.20% |
跌破中轨 |
| 15 |
2018-05-16 |
2018-06-11 |
7.349544202 |
7.392600000000001 |
¥4,415 |
+0.56% |
跌破中轨 |
| 16 |
2018-06-15 |
2018-06-20 |
7.800129336999999 |
7.36263 |
¥-4.5万 |
-5.64% |
跌破中轨 |
| 17 |
2018-07-19 |
2018-08-08 |
7.679973300999999 |
7.512479999999999 |
¥-1.7万 |
-2.21% |
跌破中轨 |
| 18 |
2018-09-28 |
2018-10-09 |
7.710012309999998 |
7.402590000000001 |
¥-3.0万 |
-4.02% |
跌破中轨 |
| 19 |
2019-01-02 |
2019-01-14 |
8.060467415 |
7.74225 |
¥-2.8万 |
-3.98% |
跌破中轨 |
| 20 |
2019-06-04 |
2019-06-26 |
7.930298376 |
7.892099999999999 |
¥-3,464 |
-0.51% |
跌破中轨 |
| 21 |
2019-07-03 |
2019-09-10 |
8.250714471999999 |
9.360629999999999 |
¥9.1万 |
+13.42% |
跌破中轨 |
| 22 |
2019-12-31 |
2020-01-07 |
9.161897745 |
8.77122 |
¥-3.3万 |
-4.29% |
跌破中轨 |
| 23 |
2020-06-03 |
2020-06-16 |
7.770090327999999 |
7.65234 |
¥-1.1万 |
-1.54% |
跌破中轨 |
| 24 |
2020-07-03 |
2020-07-27 |
8.130558436 |
8.38 |
¥2.2万 |
+3.04% |
跌破中轨 |
| 25 |
2020-08-14 |
2020-09-25 |
8.811442640000001 |
9.06093 |
¥2.0万 |
+2.80% |
跌破中轨 |
| 26 |
2020-11-02 |
2020-11-04 |
9.252014771999999 |
8.961030000000001 |
¥-2.4万 |
-3.17% |
跌破中轨 |
| 27 |
2020-11-06 |
2020-12-03 |
9.402209817000001 |
9.43056 |
¥2,014 |
+0.27% |
跌破中轨 |
| 28 |
2021-01-07 |
2021-01-12 |
8.911572669999998 |
8.63136 |
¥-2.4万 |
-3.17% |
跌破中轨 |
| 29 |
2021-03-05 |
2021-04-09 |
8.801429636999998 |
9.720270000000001 |
¥7.4万 |
+10.41% |
跌破中轨 |
| 30 |
2021-04-15 |
2021-05-06 |
10.173211047999999 |
9.82017 |
¥-2.8万 |
-3.50% |
跌破中轨 |
| 31 |
2021-07-07 |
2021-07-13 |
9.892846964 |
9.57042 |
¥-2.5万 |
-3.29% |
跌破中轨 |
| 32 |
2021-08-25 |
2021-10-13 |
9.392816999999999 |
10.4895 |
¥8.6万 |
+11.64% |
跌破中轨 |
| 33 |
2021-12-06 |
2021-12-30 |
10.613783179999999 |
10.67931 |
¥4,861 |
+0.59% |
跌破中轨 |
| 34 |
2022-02-10 |
2022-02-16 |
10.733939216 |
10.23975 |
¥-3.9万 |
-4.63% |
跌破中轨 |
| 35 |
2022-04-19 |
2022-04-22 |
9.852794952 |
9.37062 |
¥-3.9万 |
-4.92% |
跌破中轨 |
| 36 |
2022-05-10 |
2022-06-06 |
9.962937984999996 |
10.0899 |
¥9,295 |
+1.24% |
跌破中轨 |
| 37 |
2022-06-13 |
2022-06-14 |
10.41352312 |
10.07991 |
¥-2.4万 |
-3.23% |
跌破中轨 |
| 38 |
2022-07-05 |
2022-07-22 |
10.884134260999998 |
10.859129999999999 |
¥-1,908 |
-0.26% |
跌破中轨 |
| 39 |
2022-08-22 |
2022-09-19 |
10.743952218999999 |
10.96902 |
¥1.5万 |
+2.06% |
跌破中轨 |
| 40 |
2022-11-23 |
2022-12-09 |
10.583744171 |
10.59939 |
¥881 |
+0.12% |
跌破中轨 |
| 41 |
2023-03-02 |
2023-03-24 |
10.824056243000001 |
10.87911 |
¥3,599 |
+0.48% |
跌破中轨 |
| 42 |
2023-04-18 |
2023-06-02 |
11.364758405 |
12.40758 |
¥6.9万 |
+9.14% |
跌破中轨 |
| 43 |
2023-08-02 |
2023-08-25 |
13.117033929999998 |
12.847140000000001 |
¥-1.7万 |
-2.09% |
跌破中轨 |
| 44 |
2023-12-11 |
2024-01-12 |
12.766578825 |
13.12 |
¥2.2万 |
+2.74% |
跌破中轨 |
| 45 |
2024-02-01 |
2024-03-13 |
13.988165191 |
14.415569999999999 |
¥2.5万 |
+3.02% |
跌破中轨 |
| 46 |
2024-04-11 |
2024-04-30 |
15.420024619999998 |
15.33465 |
¥-4,985 |
-0.58% |
跌破中轨 |
| 47 |
2024-05-24 |
2024-06-20 |
16.371259905000002 |
17.45253 |
¥5.6万 |
+6.57% |
跌破中轨 |
| 48 |
2024-07-02 |
2024-07-15 |
18.634198583 |
18.19179 |
¥-2.2万 |
-2.40% |
跌破中轨 |
| 49 |
2024-12-04 |
2025-01-03 |
15.820544739999999 |
16.07391 |
¥1.4万 |
+1.57% |
跌破中轨 |
| 50 |
2025-03-24 |
2025-04-24 |
14.418724319999999 |
14.53545 |
¥6,989 |
+0.78% |
跌破中轨 |
| 51 |
2025-04-29 |
2025-06-04 |
15.334599 |
15.40458 |
¥3,850 |
+0.43% |
跌破中轨 |
| 52 |
2025-07-22 |
2025-08-11 |
15.219764559999996 |
15.12486 |
¥-5,937 |
-0.65% |
跌破中轨 |
| 53 |
2026-03-03 |
2026-04-01 |
13.477502037999999 |
14.13585 |
¥4.4万 |
+4.85% |
跌破中轨 |
| 54 |
2026-05-27 |
2026-06-09 |
13.837970146 |
13.51647 |
¥-2.2万 |
-2.35% |
跌破中轨 |
| 55 |
2026-07-14 |
2026-08-10 |
13.938100175999999 |
14.20578 |
¥1.7万 |
+1.89% |
跌破中轨 |
| 56 |
2026-09-11 |
2026-11-04 |
14.518854349999998 |
15.80418 |
¥8.3万 |
+8.82% |
跌破中轨 |
逐笔成交记录（共 112 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-24 |
突破上轨 |
买入 |
11.181169999999998 |
89200.0 |
¥99.8万 |
|
| 2015-05-07 |
跌破中轨 |
卖出 |
12.037950000000002 |
89200.0 |
¥1.07M |
|
| 2015-06-09 |
突破上轨 |
买入 |
13.253239999999996 |
81100.0 |
¥1.08M |
|
| 2015-09-22 |
跌破中轨 |
卖出 |
10.84 |
81100.0 |
¥87.9万 |
|
| 2016-03-22 |
突破上轨 |
买入 |
6.8168099999999985 |
127500.0 |
¥86.9万 |
|
| 2016-04-11 |
跌破中轨 |
卖出 |
6.7 |
127500.0 |
¥85.4万 |
|
| 2016-07-28 |
突破上轨 |
买入 |
6.786779999999999 |
125900.0 |
¥85.5万 |
|
| 2016-08-24 |
跌破中轨 |
卖出 |
7.14285 |
125900.0 |
¥89.9万 |
|
| 2016-10-26 |
突破上轨 |
买入 |
6.79679 |
133100.0 |
¥90.5万 |
|
| 2016-10-31 |
跌破中轨 |
卖出 |
6.65334 |
133100.0 |
¥88.5万 |
|
| 2016-11-22 |
突破上轨 |
买入 |
6.836829999999999 |
129300.0 |
¥88.4万 |
|
| 2016-12-13 |
跌破中轨 |
卖出 |
6.72327 |
129300.0 |
¥86.9万 |
|
| 2017-01-17 |
突破上轨 |
买入 |
6.836829999999999 |
126900.0 |
¥86.8万 |
|
| 2017-02-06 |
跌破中轨 |
卖出 |
6.8 |
126900.0 |
¥86.3万 |
|
| 2017-02-09 |
突破上轨 |
买入 |
6.966959999999999 |
124300.0 |
¥86.6万 |
|
| 2017-03-03 |
跌破中轨 |
卖出 |
6.98301 |
124300.0 |
¥86.8万 |
|
| 2017-03-16 |
突破上轨 |
买入 |
7.4074 |
116500.0 |
¥86.3万 |
|
| 2017-04-18 |
跌破中轨 |
卖出 |
7.4925 |
116500.0 |
¥87.3万 |
|
| 2017-05-24 |
突破上轨 |
买入 |
7.69769 |
113800.0 |
¥87.6万 |
|
| 2017-06-19 |
跌破中轨 |
卖出 |
7.77 |
113800.0 |
¥88.4万 |
|
| 2017-07-21 |
突破上轨 |
买入 |
8.3083 |
106500.0 |
¥88.5万 |
|
| 2017-08-03 |
跌破中轨 |
卖出 |
8.091899999999999 |
106500.0 |
¥86.2万 |
|
| 2017-10-12 |
突破上轨 |
买入 |
7.537529999999999 |
114100.0 |
¥86.0万 |
|
| 2017-11-01 |
跌破中轨 |
卖出 |
7.50249 |
114100.0 |
¥85.6万 |
|
| 2017-11-22 |
突破上轨 |
买入 |
7.817809999999999 |
109600.0 |
¥85.7万 |
|
| 2017-11-30 |
跌破中轨 |
卖出 |
7.4925 |
109600.0 |
¥82.1万 |
|
| 2018-01-04 |
突破上轨 |
买入 |
7.56 |
108600.0 |
¥82.1万 |
|
| 2018-01-10 |
跌破中轨 |
卖出 |
7.3226700000000005 |
108600.0 |
¥79.5万 |
|
| 2018-05-16 |
突破上轨 |
买入 |
7.347339999999999 |
108100.0 |
¥79.4万 |
|
| 2018-06-11 |
跌破中轨 |
卖出 |
7.392600000000001 |
108100.0 |
¥79.9万 |
|
| 2018-06-15 |
突破上轨 |
买入 |
7.797789999999999 |
102400.0 |
¥79.9万 |
|
| 2018-06-20 |
跌破中轨 |
卖出 |
7.36263 |
102400.0 |
¥75.4万 |
|
| 2018-07-19 |
突破上轨 |
买入 |
7.677669999999999 |
98000.0 |
¥75.3万 |
|
| 2018-08-08 |
跌破中轨 |
卖出 |
7.512479999999999 |
98000.0 |
¥73.6万 |
|
| 2018-09-28 |
突破上轨 |
买入 |
7.707699999999999 |
95600.0 |
¥73.7万 |
|
| 2018-10-09 |
跌破中轨 |
卖出 |
7.402590000000001 |
95600.0 |
¥70.7万 |
|
| 2019-01-02 |
突破上轨 |
买入 |
8.05805 |
87800.0 |
¥70.8万 |
|
| 2019-01-14 |
跌破中轨 |
卖出 |
7.74225 |
87800.0 |
¥68.0万 |
|
| 2019-06-04 |
突破上轨 |
买入 |
7.9279199999999985 |
85400.0 |
¥67.7万 |
|
| 2019-06-26 |
跌破中轨 |
卖出 |
7.892099999999999 |
85400.0 |
¥67.4万 |
|
| 2019-07-03 |
突破上轨 |
买入 |
8.24824 |
82100.0 |
¥67.7万 |
|
| 2019-09-10 |
跌破中轨 |
卖出 |
9.360629999999999 |
82100.0 |
¥76.8万 |
|
| 2019-12-31 |
突破上轨 |
买入 |
9.159149999999999 |
83700.0 |
¥76.7万 |
|
| 2020-01-07 |
跌破中轨 |
卖出 |
8.77122 |
83700.0 |
¥73.4万 |
|
| 2020-06-03 |
突破上轨 |
买入 |
7.767759999999999 |
94600.0 |
¥73.5万 |
|
| 2020-06-16 |
跌破中轨 |
卖出 |
7.65234 |
94600.0 |
¥72.4万 |
|
| 2020-07-03 |
突破上轨 |
买入 |
8.12812 |
89100.0 |
¥72.4万 |
|
| 2020-07-27 |
跌破中轨 |
卖出 |
8.38 |
89100.0 |
¥74.6万 |
|
| 2020-08-14 |
突破上轨 |
买入 |
8.8088 |
82500.0 |
¥72.7万 |
|
| 2020-09-25 |
跌破中轨 |
卖出 |
9.06093 |
82500.0 |
¥74.7万 |
|
| 2020-11-02 |
突破上轨 |
买入 |
9.249239999999999 |
82700.0 |
¥76.5万 |
|
| 2020-11-04 |
跌破中轨 |
卖出 |
8.961030000000001 |
82700.0 |
¥74.1万 |
|
| 2020-11-06 |
突破上轨 |
买入 |
9.39939 |
78900.0 |
¥74.2万 |
|
| 2020-12-03 |
跌破中轨 |
卖出 |
9.43056 |
78900.0 |
¥74.4万 |
|
| 2021-01-07 |
突破上轨 |
买入 |
8.9089 |
83300.0 |
¥74.2万 |
|
| 2021-01-12 |
跌破中轨 |
卖出 |
8.63136 |
83300.0 |
¥71.9万 |
|
| 2021-03-05 |
突破上轨 |
买入 |
8.798789999999999 |
81200.0 |
¥71.5万 |
|
| 2021-04-09 |
跌破中轨 |
卖出 |
9.720270000000001 |
81200.0 |
¥78.9万 |
|
| 2021-04-15 |
突破上轨 |
买入 |
10.17016 |
78000.0 |
¥79.4万 |
|
| 2021-05-06 |
跌破中轨 |
卖出 |
9.82017 |
78000.0 |
¥76.6万 |
|
| 2021-07-07 |
突破上轨 |
买入 |
9.88988 |
77400.0 |
¥76.6万 |
|
| 2021-07-13 |
跌破中轨 |
卖出 |
9.57042 |
77400.0 |
¥74.1万 |
|
| 2021-08-25 |
突破上轨 |
买入 |
9.39 |
78300.0 |
¥73.5万 |
|
| 2021-10-13 |
跌破中轨 |
卖出 |
10.4895 |
78300.0 |
¥82.1万 |
|
| 2021-12-06 |
突破上轨 |
买入 |
10.610599999999998 |
78000.0 |
¥82.8万 |
|
| 2021-12-30 |
跌破中轨 |
卖出 |
10.67931 |
78000.0 |
¥83.3万 |
|
| 2022-02-10 |
突破上轨 |
买入 |
10.73072 |
77500.0 |
¥83.2万 |
|
| 2022-02-16 |
跌破中轨 |
卖出 |
10.23975 |
77500.0 |
¥79.3万 |
|
| 2022-04-19 |
突破上轨 |
买入 |
9.849839999999999 |
80400.0 |
¥79.2万 |
|
| 2022-04-22 |
跌破中轨 |
卖出 |
9.37062 |
80400.0 |
¥75.3万 |
|
| 2022-05-10 |
突破上轨 |
买入 |
9.959949999999997 |
75000.0 |
¥74.7万 |
|
| 2022-06-06 |
跌破中轨 |
卖出 |
10.0899 |
75000.0 |
¥75.7万 |
|
| 2022-06-13 |
突破上轨 |
买入 |
10.4104 |
72700.0 |
¥75.7万 |
|
| 2022-06-14 |
跌破中轨 |
卖出 |
10.07991 |
72700.0 |
¥73.3万 |
|
| 2022-07-05 |
突破上轨 |
买入 |
10.880869999999998 |
67500.0 |
¥73.5万 |
|
| 2022-07-22 |
跌破中轨 |
卖出 |
10.859129999999999 |
67500.0 |
¥73.3万 |
|
| 2022-08-22 |
突破上轨 |
买入 |
10.74073 |
68500.0 |
¥73.6万 |
|
| 2022-09-19 |
跌破中轨 |
卖出 |
10.96902 |
68500.0 |
¥75.1万 |
|
| 2022-11-23 |
突破上轨 |
买入 |
10.58057 |
70700.0 |
¥74.8万 |
|
| 2022-12-09 |
跌破中轨 |
卖出 |
10.59939 |
70700.0 |
¥74.9万 |
|
| 2023-03-02 |
突破上轨 |
买入 |
10.82081 |
69500.0 |
¥75.2万 |
|
| 2023-03-24 |
跌破中轨 |
卖出 |
10.87911 |
69500.0 |
¥75.6万 |
|
| 2023-04-18 |
突破上轨 |
买入 |
11.361349999999998 |
66500.0 |
¥75.6万 |
|
| 2023-06-02 |
跌破中轨 |
卖出 |
12.40758 |
66500.0 |
¥82.5万 |
|
| 2023-08-02 |
突破上轨 |
买入 |
13.113099999999998 |
62900.0 |
¥82.5万 |
|
| 2023-08-25 |
跌破中轨 |
卖出 |
12.847140000000001 |
62900.0 |
¥80.8万 |
|
| 2023-12-11 |
突破上轨 |
买入 |
12.762749999999999 |
63300.0 |
¥80.8万 |
|
| 2024-01-12 |
跌破中轨 |
卖出 |
13.12 |
63300.0 |
¥83.0万 |
|
| 2024-02-01 |
突破上轨 |
买入 |
13.98397 |
59100.0 |
¥82.7万 |
|
| 2024-03-13 |
跌破中轨 |
卖出 |
14.415569999999999 |
59100.0 |
¥85.2万 |
|
| 2024-04-11 |
突破上轨 |
买入 |
15.415399999999998 |
55400.0 |
¥85.4万 |
|
| 2024-04-30 |
跌破中轨 |
卖出 |
15.33465 |
55400.0 |
¥84.9万 |
|
| 2024-05-24 |
突破上轨 |
买入 |
16.36635 |
51800.0 |
¥84.8万 |
|
| 2024-06-20 |
跌破中轨 |
卖出 |
17.45253 |
51800.0 |
¥90.4万 |
|
| 2024-07-02 |
突破上轨 |
买入 |
18.62861 |
48500.0 |
¥90.4万 |
|
| 2024-07-15 |
跌破中轨 |
卖出 |
18.19179 |
48500.0 |
¥88.2万 |
|
| 2024-12-04 |
突破上轨 |
买入 |
15.8158 |
55700.0 |
¥88.1万 |
|
| 2025-01-03 |
跌破中轨 |
卖出 |
16.07391 |
55700.0 |
¥89.5万 |
|
| 2025-03-24 |
突破上轨 |
买入 |
14.414399999999999 |
62200.0 |
¥89.7万 |
|
| 2025-04-24 |
跌破中轨 |
卖出 |
14.53545 |
62200.0 |
¥90.4万 |
|
| 2025-04-29 |
突破上轨 |
买入 |
15.33 |
58900.0 |
¥90.3万 |
|
| 2025-06-04 |
跌破中轨 |
卖出 |
15.40458 |
58900.0 |
¥90.7万 |
|
| 2025-07-22 |
突破上轨 |
买入 |
15.215199999999998 |
59700.0 |
¥90.9万 |
|
| 2025-08-11 |
跌破中轨 |
卖出 |
15.12486 |
59700.0 |
¥90.3万 |
|
| 2026-03-03 |
突破上轨 |
买入 |
13.47346 |
67000.0 |
¥90.3万 |
|
| 2026-04-01 |
跌破中轨 |
卖出 |
14.13585 |
67000.0 |
¥94.7万 |
|
| 2026-05-27 |
突破上轨 |
买入 |
13.83382 |
68100.0 |
¥94.2万 |
|
| 2026-06-09 |
跌破中轨 |
卖出 |
13.51647 |
68100.0 |
¥92.0万 |
|
| 2026-07-14 |
突破上轨 |
买入 |
13.933919999999999 |
66000.0 |
¥92.0万 |
|
| 2026-08-10 |
跌破中轨 |
卖出 |
14.20578 |
66000.0 |
¥93.7万 |
|
| 2026-09-11 |
突破上轨 |
买入 |
14.514499999999998 |
65000.0 |
¥94.4万 |
|
| 2026-11-04 |
跌破中轨 |
卖出 |
15.80418 |
65000.0 |
¥1.03M |
|