600999 招商证券 — 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: ¥95.0万
策略: 布林带突破
K线 & 交易信号（策略收益 -4.99%）
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 52 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 |
2015-05-05 |
31.109330000000003 |
35.97399 |
¥15.5万 |
+15.60% |
跌破中轨 |
| 2 |
2015-10-20 |
2015-11-30 |
18.614172577 |
20.33964 |
¥10.5万 |
+9.24% |
跌破中轨 |
| 3 |
2016-03-09 |
2016-04-11 |
16.040830805999995 |
17.95203 |
¥14.4万 |
+11.88% |
跌破中轨 |
| 4 |
2016-07-05 |
2016-07-26 |
17.132248132999997 |
17.15283 |
¥1,252 |
+0.09% |
跌破中轨 |
| 5 |
2016-08-16 |
2016-09-02 |
18.704289603999996 |
17.5824 |
¥-8.3万 |
-6.03% |
跌破中轨 |
| 6 |
2016-10-25 |
2016-12-05 |
18.003379394 |
18.41157 |
¥2.9万 |
+2.24% |
跌破中轨 |
| 7 |
2017-02-21 |
2017-02-28 |
17.152274139 |
16.76 |
¥-3.1万 |
-2.32% |
跌破中轨 |
| 8 |
2017-05-24 |
2017-07-05 |
16.201038853999997 |
16.91307 |
¥5.7万 |
+4.36% |
跌破中轨 |
| 9 |
2017-07-14 |
2017-07-19 |
17.763067321999994 |
16.96302 |
¥-6.2万 |
-4.53% |
跌破中轨 |
| 10 |
2017-07-20 |
2017-08-14 |
18.203639453999994 |
17.53245 |
¥-4.9万 |
-3.72% |
跌破中轨 |
| 11 |
2017-08-29 |
2017-10-16 |
19.495316840999998 |
20.23974 |
¥4.8万 |
+3.79% |
跌破中轨 |
| 12 |
2018-01-22 |
2018-02-07 |
19.094796721 |
19.06092 |
¥-2,708 |
-0.21% |
跌破中轨 |
| 13 |
2018-07-25 |
2018-08-02 |
13.868009154999998 |
12.97701 |
¥-8.4万 |
-6.45% |
跌破中轨 |
| 14 |
2018-11-20 |
2018-11-26 |
14.869309454999998 |
13.816169999999998 |
¥-8.7万 |
-7.11% |
跌破中轨 |
| 15 |
2019-02-11 |
2019-03-15 |
14.829257443 |
17.47251 |
¥20.3万 |
+17.79% |
跌破中轨 |
| 16 |
2019-06-25 |
2019-07-09 |
17.0221051 |
16.5834 |
¥-3.5万 |
-2.61% |
跌破中轨 |
| 17 |
2019-09-10 |
2019-09-27 |
17.652924288999998 |
16.94304 |
¥-5.3万 |
-4.05% |
跌破中轨 |
| 18 |
2019-11-27 |
2020-02-04 |
16.561506962 |
15.79 |
¥-5.8万 |
-4.69% |
跌破中轨 |
| 19 |
2020-05-06 |
2020-05-13 |
18.173600444999998 |
17.71227 |
¥-3.0万 |
-2.57% |
跌破中轨 |
| 20 |
2020-06-23 |
2020-07-24 |
18.994666690999995 |
21.84813 |
¥17.3万 |
+14.99% |
跌破中轨 |
| 21 |
2020-08-19 |
2020-08-26 |
23.059945909 |
20.979 |
¥-11.9万 |
-9.05% |
跌破中轨 |
| 22 |
2020-10-13 |
2020-10-27 |
22.339009692999994 |
20.85912 |
¥-8.0万 |
-6.65% |
跌破中轨 |
| 23 |
2020-11-20 |
2020-11-26 |
22.228866659999998 |
21.0789 |
¥-5.9万 |
-5.20% |
跌破中轨 |
| 24 |
2020-12-02 |
2020-12-14 |
24.031207199999994 |
21.95802 |
¥-9.3万 |
-8.65% |
跌破中轨 |
| 25 |
2021-01-07 |
2021-02-02 |
24.301558281 |
24.515459999999997 |
¥8,365 |
+0.85% |
跌破中轨 |
| 26 |
2021-05-17 |
2021-06-15 |
19.0247057 |
19.180799999999998 |
¥7,667 |
+0.79% |
跌破中轨 |
| 27 |
2021-08-19 |
2021-08-31 |
18.62418558 |
17.7822 |
¥-4.5万 |
-4.55% |
跌破中轨 |
| 28 |
2021-09-07 |
2021-09-17 |
19.395186811000002 |
18.50148 |
¥-4.4万 |
-4.64% |
跌破中轨 |
| 29 |
2021-12-08 |
2021-12-21 |
17.863197352 |
17.55243 |
¥-1.6万 |
-1.77% |
跌破中轨 |
| 30 |
2022-06-08 |
2022-07-04 |
13.277241978 |
14.31567 |
¥7.0万 |
+7.79% |
跌破中轨 |
| 31 |
2022-11-07 |
2022-12-20 |
12.966838884999996 |
13.13685 |
¥1.2万 |
+1.28% |
跌破中轨 |
| 32 |
2023-01-16 |
2023-02-09 |
13.898048163999999 |
13.896090000000001 |
¥-432 |
-0.04% |
跌破中轨 |
| 33 |
2023-03-06 |
2023-03-08 |
14.368659304999998 |
13.8861 |
¥-3.3万 |
-3.39% |
跌破中轨 |
| 34 |
2023-04-07 |
2023-04-24 |
14.188425250999998 |
13.74624 |
¥-3.0万 |
-3.15% |
跌破中轨 |
| 35 |
2023-05-09 |
2023-05-22 |
15.119634529999997 |
14.24574 |
¥-5.3万 |
-5.81% |
跌破中轨 |
| 36 |
2023-08-01 |
2023-08-21 |
14.91937447 |
14.785200000000001 |
¥-7,998 |
-0.93% |
跌破中轨 |
| 37 |
2023-11-07 |
2023-11-27 |
14.368659305 |
14.185799999999999 |
¥-1.1万 |
-1.30% |
跌破中轨 |
| 38 |
2024-02-07 |
2024-03-14 |
13.978152188 |
13.995989999999999 |
¥822 |
+0.10% |
跌破中轨 |
| 39 |
2024-04-29 |
2024-05-23 |
15.159686542 |
14.61537 |
¥-3.0万 |
-3.62% |
跌破中轨 |
| 40 |
2024-07-19 |
2024-08-15 |
14.618984379999999 |
14.56542 |
¥-3,227 |
-0.40% |
跌破中轨 |
| 41 |
2024-08-19 |
2024-08-28 |
15.029517502999997 |
14.77521 |
¥-1.4万 |
-1.72% |
跌破中轨 |
| 42 |
2024-09-26 |
2024-10-30 |
15.890635760999997 |
19.330650000000002 |
¥17.1万 |
+21.61% |
跌破中轨 |
| 43 |
2025-02-10 |
2025-02-19 |
18.604159573999993 |
18.20178 |
¥-2.1万 |
-2.19% |
跌破中轨 |
| 44 |
2025-06-25 |
2025-07-17 |
17.172300144999994 |
17.35263 |
¥9,684 |
+1.02% |
跌破中轨 |
| 45 |
2025-07-22 |
2025-08-04 |
18.023405399999998 |
17.70228 |
¥-1.7万 |
-1.81% |
跌破中轨 |
| 46 |
2025-08-19 |
2025-09-04 |
18.904549663999997 |
18.17181 |
¥-3.7万 |
-3.90% |
跌破中轨 |
| 47 |
2025-10-28 |
2025-11-13 |
17.412612217 |
17.132849999999998 |
¥-1.5万 |
-1.64% |
跌破中轨 |
| 48 |
2025-12-18 |
2026-01-05 |
16.841871045999998 |
16.67 |
¥-9,286 |
-1.05% |
跌破中轨 |
| 49 |
2026-01-06 |
2026-01-19 |
17.042131106 |
16.81317 |
¥-1.2万 |
-1.37% |
跌破中轨 |
| 50 |
2026-05-12 |
2026-06-08 |
16.231077863 |
16.4835 |
¥1.3万 |
+1.52% |
跌破中轨 |
| 51 |
2026-06-16 |
2026-07-14 |
18.473990534999995 |
20.3796 |
¥9.0万 |
+10.28% |
跌破中轨 |
| 52 |
2026-08-27 |
2026-09-08 |
18.52405555 |
18.07191 |
¥-2.4万 |
-2.47% |
跌破中轨 |
逐笔成交记录（共 104 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 |
31.1 |
32000.0 |
¥99.5万 |
|
| 2015-05-05 |
跌破中轨 |
卖出 |
35.97399 |
32000.0 |
¥1.15M |
|
| 2015-10-20 |
突破上轨 |
买入 |
18.60859 |
61300.0 |
¥1.14M |
|
| 2015-11-30 |
跌破中轨 |
卖出 |
20.33964 |
61300.0 |
¥1.25M |
|
| 2016-03-09 |
突破上轨 |
买入 |
16.036019999999997 |
75700.0 |
¥1.21M |
|
| 2016-04-11 |
跌破中轨 |
卖出 |
17.95203 |
75700.0 |
¥1.36M |
|
| 2016-07-05 |
突破上轨 |
买入 |
17.12711 |
81100.0 |
¥1.39M |
|
| 2016-07-26 |
跌破中轨 |
卖出 |
17.15283 |
81100.0 |
¥1.39M |
|
| 2016-08-16 |
突破上轨 |
买入 |
18.698679999999996 |
73400.0 |
¥1.37M |
|
| 2016-09-02 |
跌破中轨 |
卖出 |
17.5824 |
73400.0 |
¥1.29M |
|
| 2016-10-25 |
突破上轨 |
买入 |
17.99798 |
73200.0 |
¥1.32M |
|
| 2016-12-05 |
跌破中轨 |
卖出 |
18.41157 |
73200.0 |
¥1.35M |
|
| 2017-02-21 |
突破上轨 |
买入 |
17.147129999999997 |
78800.0 |
¥1.35M |
|
| 2017-02-28 |
跌破中轨 |
卖出 |
16.76 |
78800.0 |
¥1.32M |
|
| 2017-05-24 |
突破上轨 |
买入 |
16.19618 |
80800.0 |
¥1.31M |
|
| 2017-07-05 |
跌破中轨 |
卖出 |
16.91307 |
80800.0 |
¥1.37M |
|
| 2017-07-14 |
突破上轨 |
买入 |
17.757739999999995 |
77500.0 |
¥1.38M |
|
| 2017-07-19 |
跌破中轨 |
卖出 |
16.96302 |
77500.0 |
¥1.31M |
|
| 2017-07-20 |
突破上轨 |
买入 |
18.198179999999997 |
72000.0 |
¥1.31M |
|
| 2017-08-14 |
跌破中轨 |
卖出 |
17.53245 |
72000.0 |
¥1.26M |
|
| 2017-08-29 |
突破上轨 |
买入 |
19.489469999999997 |
64700.0 |
¥1.26M |
|
| 2017-10-16 |
跌破中轨 |
卖出 |
20.23974 |
64700.0 |
¥1.31M |
|
| 2018-01-22 |
突破上轨 |
买入 |
19.08907 |
68400.0 |
¥1.31M |
|
| 2018-02-07 |
跌破中轨 |
卖出 |
19.06092 |
68400.0 |
¥1.30M |
|
| 2018-07-25 |
突破上轨 |
买入 |
13.863849999999998 |
94400.0 |
¥1.31M |
|
| 2018-08-02 |
跌破中轨 |
卖出 |
12.97701 |
94400.0 |
¥1.22M |
|
| 2018-11-20 |
突破上轨 |
买入 |
14.864849999999999 |
81900.0 |
¥1.22M |
|
| 2018-11-26 |
跌破中轨 |
卖出 |
13.816169999999998 |
81900.0 |
¥1.13M |
|
| 2019-02-11 |
突破上轨 |
买入 |
14.82481 |
76900.0 |
¥1.14M |
|
| 2019-03-15 |
跌破中轨 |
卖出 |
17.47251 |
76900.0 |
¥1.34M |
|
| 2019-06-25 |
突破上轨 |
买入 |
17.017 |
78500.0 |
¥1.34M |
|
| 2019-07-09 |
跌破中轨 |
卖出 |
16.5834 |
78500.0 |
¥1.30M |
|
| 2019-09-10 |
突破上轨 |
买入 |
17.647629999999996 |
73700.0 |
¥1.30M |
|
| 2019-09-27 |
跌破中轨 |
卖出 |
16.94304 |
73700.0 |
¥1.25M |
|
| 2019-11-27 |
突破上轨 |
买入 |
16.55654 |
75200.0 |
¥1.25M |
|
| 2020-02-04 |
跌破中轨 |
卖出 |
15.79 |
75200.0 |
¥1.19M |
|
| 2020-05-06 |
突破上轨 |
买入 |
18.168149999999997 |
64600.0 |
¥1.17M |
|
| 2020-05-13 |
跌破中轨 |
卖出 |
17.71227 |
64600.0 |
¥1.14M |
|
| 2020-06-23 |
突破上轨 |
买入 |
18.98897 |
60700.0 |
¥1.15M |
|
| 2020-07-24 |
跌破中轨 |
卖出 |
21.84813 |
60700.0 |
¥1.33M |
|
| 2020-08-19 |
突破上轨 |
买入 |
23.05303 |
56900.0 |
¥1.31M |
|
| 2020-08-26 |
跌破中轨 |
卖出 |
20.979 |
56900.0 |
¥1.19M |
|
| 2020-10-13 |
突破上轨 |
买入 |
22.332309999999996 |
53700.0 |
¥1.20M |
|
| 2020-10-27 |
跌破中轨 |
卖出 |
20.85912 |
53700.0 |
¥1.12M |
|
| 2020-11-20 |
突破上轨 |
买入 |
22.222199999999994 |
50900.0 |
¥1.13M |
|
| 2020-11-26 |
跌破中轨 |
卖出 |
21.0789 |
50900.0 |
¥1.07M |
|
| 2020-12-02 |
突破上轨 |
买入 |
24.023999999999997 |
44900.0 |
¥1.08M |
|
| 2020-12-14 |
跌破中轨 |
卖出 |
21.95802 |
44900.0 |
¥98.6万 |
|
| 2021-01-07 |
突破上轨 |
买入 |
24.294269999999997 |
40500.0 |
¥98.4万 |
|
| 2021-02-02 |
跌破中轨 |
卖出 |
24.515459999999997 |
40500.0 |
¥99.3万 |
|
| 2021-05-17 |
突破上轨 |
买入 |
19.019 |
51000.0 |
¥97.0万 |
|
| 2021-06-15 |
跌破中轨 |
卖出 |
19.180799999999998 |
51000.0 |
¥97.8万 |
|
| 2021-08-19 |
突破上轨 |
买入 |
18.6186 |
53300.0 |
¥99.3万 |
|
| 2021-08-31 |
跌破中轨 |
卖出 |
17.7822 |
53300.0 |
¥94.8万 |
|
| 2021-09-07 |
突破上轨 |
买入 |
19.38937 |
49400.0 |
¥95.8万 |
|
| 2021-09-17 |
跌破中轨 |
卖出 |
18.50148 |
49400.0 |
¥91.4万 |
|
| 2021-12-08 |
突破上轨 |
买入 |
17.85784 |
51200.0 |
¥91.5万 |
|
| 2021-12-21 |
跌破中轨 |
卖出 |
17.55243 |
51200.0 |
¥89.8万 |
|
| 2022-06-08 |
突破上轨 |
买入 |
13.273259999999999 |
67600.0 |
¥89.8万 |
|
| 2022-07-04 |
跌破中轨 |
卖出 |
14.31567 |
67600.0 |
¥96.7万 |
|
| 2022-11-07 |
突破上轨 |
买入 |
12.962949999999998 |
73900.0 |
¥95.8万 |
|
| 2022-12-20 |
跌破中轨 |
卖出 |
13.13685 |
73900.0 |
¥97.1万 |
|
| 2023-01-16 |
突破上轨 |
买入 |
13.89388 |
70500.0 |
¥98.0万 |
|
| 2023-02-09 |
跌破中轨 |
卖出 |
13.896090000000001 |
70500.0 |
¥97.9万 |
|
| 2023-03-06 |
突破上轨 |
买入 |
14.364349999999998 |
68100.0 |
¥97.9万 |
|
| 2023-03-08 |
跌破中轨 |
卖出 |
13.8861 |
68100.0 |
¥94.5万 |
|
| 2023-04-07 |
突破上轨 |
买入 |
14.184169999999998 |
66800.0 |
¥94.8万 |
|
| 2023-04-24 |
跌破中轨 |
卖出 |
13.74624 |
66800.0 |
¥91.8万 |
|
| 2023-05-09 |
突破上轨 |
买入 |
15.115099999999998 |
60300.0 |
¥91.2万 |
|
| 2023-05-22 |
跌破中轨 |
卖出 |
14.24574 |
60300.0 |
¥85.9万 |
|
| 2023-08-01 |
突破上轨 |
买入 |
14.9149 |
57700.0 |
¥86.1万 |
|
| 2023-08-21 |
跌破中轨 |
卖出 |
14.785200000000001 |
57700.0 |
¥85.3万 |
|
| 2023-11-07 |
突破上轨 |
买入 |
14.364349999999998 |
59400.0 |
¥85.3万 |
|
| 2023-11-27 |
跌破中轨 |
卖出 |
14.185799999999999 |
59400.0 |
¥84.2万 |
|
| 2024-02-07 |
突破上轨 |
买入 |
13.973959999999998 |
60300.0 |
¥84.3万 |
|
| 2024-03-14 |
跌破中轨 |
卖出 |
13.995989999999999 |
60300.0 |
¥84.4万 |
|
| 2024-04-29 |
突破上轨 |
买入 |
15.15514 |
55400.0 |
¥84.0万 |
|
| 2024-05-23 |
跌破中轨 |
卖出 |
14.61537 |
55400.0 |
¥80.9万 |
|
| 2024-07-19 |
突破上轨 |
买入 |
14.614599999999998 |
55700.0 |
¥81.4万 |
|
| 2024-08-15 |
跌破中轨 |
卖出 |
14.56542 |
55700.0 |
¥81.1万 |
|
| 2024-08-19 |
突破上轨 |
买入 |
15.025009999999998 |
54000.0 |
¥81.2万 |
|
| 2024-08-28 |
跌破中轨 |
卖出 |
14.77521 |
54000.0 |
¥79.8万 |
|
| 2024-09-26 |
突破上轨 |
买入 |
15.885869999999997 |
49900.0 |
¥79.3万 |
|
| 2024-10-30 |
跌破中轨 |
卖出 |
19.330650000000002 |
49900.0 |
¥96.4万 |
|
| 2025-02-10 |
突破上轨 |
买入 |
18.598579999999995 |
52100.0 |
¥96.9万 |
|
| 2025-02-19 |
跌破中轨 |
卖出 |
18.20178 |
52100.0 |
¥94.8万 |
|
| 2025-06-25 |
突破上轨 |
买入 |
17.167149999999996 |
55300.0 |
¥95.0万 |
|
| 2025-07-17 |
跌破中轨 |
卖出 |
17.35263 |
55300.0 |
¥95.9万 |
|
| 2025-07-22 |
突破上轨 |
买入 |
18.017999999999997 |
53100.0 |
¥95.7万 |
|
| 2025-08-04 |
跌破中轨 |
卖出 |
17.70228 |
53100.0 |
¥94.0万 |
|
| 2025-08-19 |
突破上轨 |
买入 |
18.89888 |
49800.0 |
¥94.1万 |
|
| 2025-09-04 |
跌破中轨 |
卖出 |
18.17181 |
49800.0 |
¥90.5万 |
|
| 2025-10-28 |
突破上轨 |
买入 |
17.40739 |
51800.0 |
¥90.2万 |
|
| 2025-11-13 |
跌破中轨 |
卖出 |
17.132849999999998 |
51800.0 |
¥88.7万 |
|
| 2025-12-18 |
突破上轨 |
买入 |
16.83682 |
52500.0 |
¥88.4万 |
|
| 2026-01-05 |
跌破中轨 |
卖出 |
16.67 |
52500.0 |
¥87.5万 |
|
| 2026-01-06 |
突破上轨 |
买入 |
17.03702 |
51600.0 |
¥87.9万 |
|
| 2026-01-19 |
跌破中轨 |
卖出 |
16.81317 |
51600.0 |
¥86.7万 |
|
| 2026-05-12 |
突破上轨 |
买入 |
16.22621 |
53600.0 |
¥87.0万 |
|
| 2026-06-08 |
跌破中轨 |
卖出 |
16.4835 |
53600.0 |
¥88.3万 |
|
| 2026-06-16 |
突破上轨 |
买入 |
18.468449999999997 |
47600.0 |
¥87.9万 |
|
| 2026-07-14 |
跌破中轨 |
卖出 |
20.3796 |
47600.0 |
¥97.0万 |
|
| 2026-08-27 |
突破上轨 |
买入 |
18.5185 |
52200.0 |
¥96.7万 |
|
| 2026-09-08 |
跌破中轨 |
卖出 |
18.07191 |
52200.0 |
¥94.3万 |
|