600938 中国海油 — 布林带突破 回测明细
数据区间: 2022-04-21 ~ 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 +3.40%）
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 22 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 |
2022-05-30 |
2022-06-21 |
18.413912517 |
17.23275 |
¥-6.4万 |
-6.44% |
跌破中轨 |
| 2 |
2022-08-26 |
2022-09-19 |
17.232378163 |
15.99399 |
¥-6.6万 |
-7.21% |
跌破中轨 |
| 3 |
2022-12-05 |
2022-12-12 |
16.801819034 |
16.13385 |
¥-3.5万 |
-4.00% |
跌破中轨 |
| 4 |
2023-03-03 |
2023-03-21 |
16.701689003999995 |
17.07291 |
¥1.8万 |
+2.19% |
跌破中轨 |
| 5 |
2023-04-14 |
2023-04-28 |
18.744341615999996 |
18.631349999999998 |
¥-5,360 |
-0.63% |
跌破中轨 |
| 6 |
2023-07-06 |
2023-07-24 |
19.094796721 |
18.781200000000002 |
¥-1.4万 |
-1.67% |
跌破中轨 |
| 7 |
2023-09-05 |
2023-10-11 |
19.425225819999994 |
20.189790000000002 |
¥3.2万 |
+3.90% |
跌破中轨 |
| 8 |
2023-12-01 |
2023-12-14 |
19.72561591 |
19.43055 |
¥-1.3万 |
-1.53% |
跌破中轨 |
| 9 |
2023-12-28 |
2024-01-19 |
20.576721165 |
20.52945 |
¥-2,201 |
-0.26% |
跌破中轨 |
| 10 |
2024-01-29 |
2024-03-25 |
22.909750864 |
27.2 |
¥15.9万 |
+18.69% |
跌破中轨 |
| 11 |
2024-05-30 |
2024-07-18 |
30.179191041999996 |
32.417550000000006 |
¥7.4万 |
+7.38% |
跌破中轨 |
| 12 |
2024-10-09 |
2024-10-22 |
30.359105 |
28.36161 |
¥-6.9万 |
-6.61% |
跌破中轨 |
| 13 |
2024-12-05 |
2025-01-13 |
27.285433174999998 |
28.85112 |
¥5.7万 |
+5.71% |
跌破中轨 |
| 14 |
2025-03-25 |
2025-04-07 |
26.434327919999994 |
23.11 |
¥-13.5万 |
-12.60% |
跌破中轨 |
| 15 |
2025-05-15 |
2025-05-19 |
25.593235668 |
25.084889999999998 |
¥-1.9万 |
-2.02% |
跌破中轨 |
| 16 |
2025-05-22 |
2025-06-25 |
25.543170653 |
26.07 |
¥1.8万 |
+2.03% |
跌破中轨 |
| 17 |
2025-09-18 |
2025-10-09 |
26.70801 |
25.983990000000002 |
¥-2.5万 |
-2.74% |
跌破中轨 |
| 18 |
2025-10-24 |
2025-11-25 |
27.505719240999994 |
28.11186 |
¥2.0万 |
+2.17% |
跌破中轨 |
| 19 |
2025-12-31 |
2026-01-09 |
29.958904976 |
28.7712 |
¥-3.7万 |
-3.99% |
跌破中轨 |
| 20 |
2026-01-23 |
2026-03-26 |
31.819543 |
40.52943 |
¥24.4万 |
+27.33% |
跌破中轨 |
| 21 |
2026-07-21 |
2026-08-06 |
31.84134954 |
30.479490000000002 |
¥-4.9万 |
-4.31% |
跌破中轨 |
| 22 |
2026-10-15 |
2026-10-23 |
35.770728 |
33.94602 |
¥-5.6万 |
-5.13% |
跌破中轨 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-05-30 |
突破上轨 |
买入 |
18.408389999999997 |
53800.0 |
¥99.1万 |
|
| 2022-06-21 |
跌破中轨 |
卖出 |
17.23275 |
53800.0 |
¥92.7万 |
|
| 2022-08-26 |
突破上轨 |
买入 |
17.22721 |
52700.0 |
¥90.8万 |
|
| 2022-09-19 |
跌破中轨 |
卖出 |
15.99399 |
52700.0 |
¥84.3万 |
|
| 2022-12-05 |
突破上轨 |
买入 |
16.79678 |
51700.0 |
¥86.9万 |
|
| 2022-12-12 |
跌破中轨 |
卖出 |
16.13385 |
51700.0 |
¥83.4万 |
|
| 2023-03-03 |
突破上轨 |
买入 |
16.696679999999997 |
49900.0 |
¥83.3万 |
|
| 2023-03-21 |
跌破中轨 |
卖出 |
17.07291 |
49900.0 |
¥85.2万 |
|
| 2023-04-14 |
突破上轨 |
买入 |
18.738719999999997 |
45200.0 |
¥84.7万 |
|
| 2023-04-28 |
跌破中轨 |
卖出 |
18.631349999999998 |
45200.0 |
¥84.2万 |
|
| 2023-07-06 |
突破上轨 |
买入 |
19.08907 |
44300.0 |
¥84.6万 |
|
| 2023-07-24 |
跌破中轨 |
卖出 |
18.781200000000002 |
44300.0 |
¥83.2万 |
|
| 2023-09-05 |
突破上轨 |
买入 |
19.419399999999996 |
42700.0 |
¥82.9万 |
|
| 2023-10-11 |
跌破中轨 |
卖出 |
20.189790000000002 |
42700.0 |
¥86.2万 |
|
| 2023-12-01 |
突破上轨 |
买入 |
19.719699999999996 |
43400.0 |
¥85.6万 |
|
| 2023-12-14 |
跌破中轨 |
卖出 |
19.43055 |
43400.0 |
¥84.3万 |
|
| 2023-12-28 |
突破上轨 |
买入 |
20.570549999999997 |
41200.0 |
¥84.8万 |
|
| 2024-01-19 |
跌破中轨 |
卖出 |
20.52945 |
41200.0 |
¥84.6万 |
|
| 2024-01-29 |
突破上轨 |
买入 |
22.902879999999996 |
37100.0 |
¥85.0万 |
|
| 2024-03-25 |
跌破中轨 |
卖出 |
27.2 |
37100.0 |
¥1.01M |
|
| 2024-05-30 |
突破上轨 |
买入 |
30.170139999999996 |
33000.0 |
¥99.6万 |
|
| 2024-07-18 |
跌破中轨 |
卖出 |
32.417550000000006 |
33000.0 |
¥1.07M |
|
| 2024-10-09 |
突破上轨 |
买入 |
30.35 |
34300.0 |
¥1.04M |
|
| 2024-10-22 |
跌破中轨 |
卖出 |
28.36161 |
34300.0 |
¥97.3万 |
|
| 2024-12-05 |
突破上轨 |
买入 |
27.27725 |
36800.0 |
¥1.00M |
|
| 2025-01-13 |
跌破中轨 |
卖出 |
28.85112 |
36800.0 |
¥1.06M |
|
| 2025-03-25 |
突破上轨 |
买入 |
26.426399999999994 |
40400.0 |
¥1.07M |
|
| 2025-04-07 |
跌破中轨 |
卖出 |
23.11 |
40400.0 |
¥93.3万 |
|
| 2025-05-15 |
突破上轨 |
买入 |
25.585559999999997 |
36300.0 |
¥92.9万 |
|
| 2025-05-19 |
跌破中轨 |
卖出 |
25.084889999999998 |
36300.0 |
¥91.0万 |
|
| 2025-05-22 |
突破上轨 |
买入 |
25.53551 |
35600.0 |
¥90.9万 |
|
| 2025-06-25 |
跌破中轨 |
卖出 |
26.07 |
35600.0 |
¥92.8万 |
|
| 2025-09-18 |
突破上轨 |
买入 |
26.7 |
34800.0 |
¥92.9万 |
|
| 2025-10-09 |
跌破中轨 |
卖出 |
25.983990000000002 |
34800.0 |
¥90.4万 |
|
| 2025-10-24 |
突破上轨 |
买入 |
27.497469999999996 |
33000.0 |
¥90.8万 |
|
| 2025-11-25 |
跌破中轨 |
卖出 |
28.11186 |
33000.0 |
¥92.7万 |
|
| 2025-12-31 |
突破上轨 |
买入 |
29.94992 |
31100.0 |
¥93.2万 |
|
| 2026-01-09 |
跌破中轨 |
卖出 |
28.7712 |
31100.0 |
¥89.5万 |
|
| 2026-01-23 |
突破上轨 |
买入 |
31.81 |
28000.0 |
¥89.1万 |
|
| 2026-03-26 |
跌破中轨 |
卖出 |
40.52943 |
28000.0 |
¥1.13M |
|
| 2026-07-21 |
突破上轨 |
买入 |
31.831799999999994 |
35600.0 |
¥1.13M |
|
| 2026-08-06 |
跌破中轨 |
卖出 |
30.479490000000002 |
35600.0 |
¥1.08M |
|
| 2026-10-15 |
突破上轨 |
买入 |
35.76 |
30300.0 |
¥1.08M |
|
| 2026-10-23 |
跌破中轨 |
卖出 |
33.94602 |
30300.0 |
¥1.03M |
|