601336 新华保险 — 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: ¥62.1万
策略: 布林带突破
K线 & 交易信号（策略收益 -37.90%）
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 54 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 |
2015-03-18 |
2015-03-30 |
55.85253073399999 |
52.52742 |
¥-5.9万 |
-5.98% |
跌破中轨 |
| 2 |
2015-05-07 |
2015-05-29 |
62.080618599999994 |
60.09983999999999 |
¥-2.9万 |
-3.22% |
跌破中轨 |
| 3 |
2015-06-09 |
2015-06-16 |
70.62117999999998 |
61.438500000000005 |
¥-11.9万 |
-13.03% |
跌破中轨 |
| 4 |
2015-10-13 |
2015-11-04 |
39.991933981999985 |
41.25 |
¥2.4万 |
+3.11% |
跌破中轨 |
| 5 |
2015-11-06 |
2015-11-30 |
47.07112710299999 |
45.10485 |
¥-3.4万 |
-4.21% |
跌破中轨 |
| 6 |
2015-12-04 |
2015-12-09 |
50.565665149999994 |
47.6523 |
¥-4.4万 |
-5.79% |
跌破中轨 |
| 7 |
2015-12-15 |
2016-01-05 |
52.067615599999996 |
45.46449 |
¥-9.3万 |
-12.71% |
跌破中轨 |
| 8 |
2016-03-22 |
2016-04-11 |
40.182181039 |
39.44052 |
¥-1.2万 |
-1.88% |
跌破中轨 |
| 9 |
2016-06-01 |
2016-06-14 |
41.944469567 |
39.38 |
¥-3.8万 |
-6.14% |
跌破中轨 |
| 10 |
2016-07-13 |
2016-07-21 |
42.55526275 |
40.87908 |
¥-2.3万 |
-3.97% |
跌破中轨 |
| 11 |
2016-08-15 |
2016-09-02 |
43.055912899999996 |
42.29766 |
¥-1.0万 |
-1.79% |
跌破中轨 |
| 12 |
2016-10-25 |
2016-12-05 |
42.71281 |
44.955 |
¥2.9万 |
+5.22% |
跌破中轨 |
| 13 |
2017-01-17 |
2017-02-06 |
45.529124640999996 |
45.03 |
¥-6,562 |
-1.13% |
跌破中轨 |
| 14 |
2017-04-25 |
2017-06-15 |
42.835626833999996 |
49.8501 |
¥9.5万 |
+16.34% |
跌破中轨 |
| 15 |
2017-07-06 |
2017-08-01 |
53.76982610999999 |
57.62 |
¥4.8万 |
+7.13% |
跌破中轨 |
| 16 |
2017-08-28 |
2017-09-04 |
64.443687308 |
59.8401 |
¥-5.2万 |
-7.17% |
跌破中轨 |
| 17 |
2017-10-31 |
2017-11-27 |
63.412347999000005 |
64.935 |
¥1.6万 |
+2.37% |
跌破中轨 |
| 18 |
2017-12-21 |
2018-01-08 |
68.28868046 |
64.90503 |
¥-3.4万 |
-4.98% |
跌破中轨 |
| 19 |
2018-07-23 |
2018-08-03 |
49.0637147 |
44.91504 |
¥-5.5万 |
-8.48% |
跌破中轨 |
| 20 |
2018-09-20 |
2018-10-12 |
48.73328560099999 |
45.97 |
¥-3.4万 |
-5.70% |
跌破中轨 |
| 21 |
2019-02-14 |
2019-03-27 |
43.766836113 |
51.36858 |
¥9.8万 |
+17.33% |
跌破中轨 |
| 22 |
2019-04-08 |
2019-04-29 |
59.19687373599999 |
59.140800000000006 |
¥-827 |
-0.12% |
跌破中轨 |
| 23 |
2019-06-21 |
2019-07-09 |
54.220411244999994 |
52.427519999999994 |
¥-2.2万 |
-3.34% |
跌破中轨 |
| 24 |
2019-07-31 |
2019-08-06 |
56.453310914 |
51.46848 |
¥-5.7万 |
-8.86% |
跌破中轨 |
| 25 |
2019-12-16 |
2020-01-22 |
47.45162121699999 |
49.2507 |
¥2.2万 |
+3.76% |
跌破中轨 |
| 26 |
2020-04-21 |
2020-05-25 |
43.453032 |
43.39656 |
¥-966 |
-0.16% |
跌破中轨 |
| 27 |
2020-07-08 |
2020-07-27 |
56.07281679999999 |
51.848099999999995 |
¥-4.5万 |
-7.56% |
跌破中轨 |
| 28 |
2020-08-17 |
2020-08-27 |
62.090631603 |
58.4415 |
¥-3.3万 |
-5.91% |
跌破中轨 |
| 29 |
2020-12-03 |
2020-12-10 |
63.68269908 |
60.659279999999995 |
¥-2.5万 |
-4.78% |
跌破中轨 |
| 30 |
2021-05-17 |
2021-06-03 |
50.71586019499999 |
49.21074 |
¥-1.5万 |
-3.00% |
跌破中轨 |
| 31 |
2021-09-02 |
2021-09-16 |
42.415080708 |
41.16879 |
¥-1.4万 |
-2.97% |
跌破中轨 |
| 32 |
2021-10-22 |
2021-10-29 |
43.60662806499999 |
41.52843 |
¥-2.3万 |
-4.79% |
跌破中轨 |
| 33 |
2021-12-08 |
2021-12-24 |
39.231766 |
38.74122 |
¥-5,775 |
-1.28% |
跌破中轨 |
| 34 |
2022-01-10 |
2022-01-17 |
39.99193398199999 |
38.5614 |
¥-1.6万 |
-3.61% |
跌破中轨 |
| 35 |
2022-01-21 |
2022-01-26 |
40.582701158999996 |
38.761199999999995 |
¥-1.9万 |
-4.52% |
跌破中轨 |
| 36 |
2022-06-09 |
2022-07-11 |
28.967617678999996 |
31.12884 |
¥3.1万 |
+7.43% |
跌破中轨 |
| 37 |
2022-11-30 |
2022-12-20 |
28.63718858 |
28.451520000000002 |
¥-2,971 |
-0.68% |
跌破中轨 |
| 38 |
2023-01-05 |
2023-02-01 |
31.430816417 |
31.08888 |
¥-4,918 |
-1.12% |
跌破中轨 |
| 39 |
2023-03-02 |
2023-03-08 |
32.221843654 |
30.77919 |
¥-1.9万 |
-4.51% |
跌破中轨 |
| 40 |
2023-04-04 |
2023-05-24 |
31.581011461999996 |
37.962 |
¥8.3万 |
+20.17% |
跌破中轨 |
| 41 |
2023-07-04 |
2023-07-24 |
39.391153802 |
38.38158 |
¥-1.3万 |
-2.59% |
跌破中轨 |
| 42 |
2023-07-26 |
2023-08-14 |
41.934456563999994 |
42.12783 |
¥2,060 |
+0.43% |
跌破中轨 |
| 43 |
2024-02-22 |
2024-03-08 |
32.642389779999995 |
31.268700000000003 |
¥-2.0万 |
-4.24% |
跌破中轨 |
| 44 |
2024-04-30 |
2024-05-29 |
31.741219509999997 |
32.877089999999995 |
¥1.7万 |
+3.55% |
跌破中轨 |
| 45 |
2024-08-01 |
2024-08-07 |
32.001557588 |
30.19977 |
¥-2.7万 |
-5.66% |
跌破中轨 |
| 46 |
2024-09-02 |
2024-10-31 |
32.922753864 |
48.21174 |
¥20.9万 |
+46.40% |
跌破中轨 |
| 47 |
2024-11-06 |
2024-11-18 |
52.21781064499999 |
50.41953000000001 |
¥-2.3万 |
-3.47% |
跌破中轨 |
| 48 |
2025-02-25 |
2025-03-03 |
50.57567815299999 |
48.16179 |
¥-3.0万 |
-4.80% |
跌破中轨 |
| 49 |
2025-03-17 |
2025-04-08 |
53.45942301699999 |
47.63232 |
¥-6.6万 |
-10.93% |
跌破中轨 |
| 50 |
2025-05-15 |
2025-05-28 |
52.57827875299999 |
50.17977 |
¥-2.5万 |
-4.59% |
跌破中轨 |
| 51 |
2025-06-06 |
2025-08-11 |
54.120281215 |
63.4365 |
¥8.9万 |
+17.18% |
跌破中轨 |
| 52 |
2025-10-15 |
2025-11-04 |
65.41494859899998 |
66.45348 |
¥9,473 |
+1.56% |
跌破中轨 |
| 53 |
2025-12-19 |
2026-01-23 |
70.451489108 |
77.81211 |
¥6.4万 |
+10.41% |
跌破中轨 |
| 54 |
2026-06-16 |
2026-06-22 |
62.68139877999999 |
56.743199999999995 |
¥-6.4万 |
-9.50% |
跌破中轨 |
逐笔成交记录（共 108 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
突破上轨 |
买入 |
55.83577999999999 |
17800.0 |
¥99.4万 |
|
| 2015-03-30 |
跌破中轨 |
卖出 |
52.52742 |
17800.0 |
¥93.5万 |
|
| 2015-05-07 |
突破上轨 |
买入 |
62.06199999999999 |
14500.0 |
¥90.0万 |
|
| 2015-05-29 |
跌破中轨 |
卖出 |
60.09983999999999 |
14500.0 |
¥87.1万 |
|
| 2015-06-09 |
突破上轨 |
买入 |
70.6 |
12900.0 |
¥91.1万 |
|
| 2015-06-16 |
跌破中轨 |
卖出 |
61.438500000000005 |
12900.0 |
¥79.2万 |
|
| 2015-10-13 |
突破上轨 |
买入 |
39.97993999999999 |
19600.0 |
¥78.4万 |
|
| 2015-11-04 |
跌破中轨 |
卖出 |
41.25 |
19600.0 |
¥80.8万 |
|
| 2015-11-06 |
突破上轨 |
买入 |
47.05700999999999 |
17100.0 |
¥80.5万 |
|
| 2015-11-30 |
跌破中轨 |
卖出 |
45.10485 |
17100.0 |
¥77.1万 |
|
| 2015-12-04 |
突破上轨 |
买入 |
50.55049999999999 |
15000.0 |
¥75.8万 |
|
| 2015-12-09 |
跌破中轨 |
卖出 |
47.6523 |
15000.0 |
¥71.5万 |
|
| 2015-12-15 |
突破上轨 |
买入 |
52.05199999999999 |
14000.0 |
¥72.9万 |
|
| 2016-01-05 |
跌破中轨 |
卖出 |
45.46449 |
14000.0 |
¥63.6万 |
|
| 2016-03-22 |
突破上轨 |
买入 |
40.17013 |
15700.0 |
¥63.1万 |
|
| 2016-04-11 |
跌破中轨 |
卖出 |
39.44052 |
15700.0 |
¥61.9万 |
|
| 2016-06-01 |
突破上轨 |
买入 |
41.931889999999996 |
14900.0 |
¥62.5万 |
|
| 2016-06-14 |
跌破中轨 |
卖出 |
39.38 |
14900.0 |
¥58.7万 |
|
| 2016-07-13 |
突破上轨 |
买入 |
42.5425 |
13900.0 |
¥59.2万 |
|
| 2016-07-21 |
跌破中轨 |
卖出 |
40.87908 |
13900.0 |
¥56.8万 |
|
| 2016-08-15 |
突破上轨 |
买入 |
43.04299999999999 |
13100.0 |
¥56.4万 |
|
| 2016-09-02 |
跌破中轨 |
卖出 |
42.29766 |
13100.0 |
¥55.4万 |
|
| 2016-10-25 |
突破上轨 |
买入 |
42.7 |
13100.0 |
¥56.0万 |
|
| 2016-12-05 |
跌破中轨 |
卖出 |
44.955 |
13100.0 |
¥58.9万 |
|
| 2017-01-17 |
突破上轨 |
买入 |
45.51546999999999 |
12800.0 |
¥58.3万 |
|
| 2017-02-06 |
跌破中轨 |
卖出 |
45.03 |
12800.0 |
¥57.6万 |
|
| 2017-04-25 |
突破上轨 |
买入 |
42.822779999999995 |
13600.0 |
¥58.3万 |
|
| 2017-06-15 |
跌破中轨 |
卖出 |
49.8501 |
13600.0 |
¥67.8万 |
|
| 2017-07-06 |
突破上轨 |
买入 |
53.75369999999999 |
12600.0 |
¥67.7万 |
|
| 2017-08-01 |
跌破中轨 |
卖出 |
57.62 |
12600.0 |
¥72.6万 |
|
| 2017-08-28 |
突破上轨 |
买入 |
64.42436 |
11300.0 |
¥72.8万 |
|
| 2017-09-04 |
跌破中轨 |
卖出 |
59.8401 |
11300.0 |
¥67.6万 |
|
| 2017-10-31 |
突破上轨 |
买入 |
63.39333 |
10500.0 |
¥66.6万 |
|
| 2017-11-27 |
跌破中轨 |
卖出 |
64.935 |
10500.0 |
¥68.2万 |
|
| 2017-12-21 |
突破上轨 |
买入 |
68.2682 |
10000.0 |
¥68.3万 |
|
| 2018-01-08 |
跌破中轨 |
卖出 |
64.90503 |
10000.0 |
¥64.9万 |
|
| 2018-07-23 |
突破上轨 |
买入 |
49.04899999999999 |
13200.0 |
¥64.8万 |
|
| 2018-08-03 |
跌破中轨 |
卖出 |
44.91504 |
13200.0 |
¥59.3万 |
|
| 2018-09-20 |
突破上轨 |
买入 |
48.718669999999996 |
12300.0 |
¥59.9万 |
|
| 2018-10-12 |
跌破中轨 |
卖出 |
45.97 |
12300.0 |
¥56.5万 |
|
| 2019-02-14 |
突破上轨 |
买入 |
43.75371 |
12900.0 |
¥56.5万 |
|
| 2019-03-27 |
跌破中轨 |
卖出 |
51.36858 |
12900.0 |
¥66.2万 |
|
| 2019-04-08 |
突破上轨 |
买入 |
59.17911999999999 |
11200.0 |
¥66.3万 |
|
| 2019-04-29 |
跌破中轨 |
卖出 |
59.140800000000006 |
11200.0 |
¥66.2万 |
|
| 2019-06-21 |
突破上轨 |
买入 |
54.20414999999999 |
12200.0 |
¥66.1万 |
|
| 2019-07-09 |
跌破中轨 |
卖出 |
52.427519999999994 |
12200.0 |
¥63.9万 |
|
| 2019-07-31 |
突破上轨 |
买入 |
56.43638000000001 |
11300.0 |
¥63.8万 |
|
| 2019-08-06 |
跌破中轨 |
卖出 |
51.46848 |
11300.0 |
¥58.1万 |
|
| 2019-12-16 |
突破上轨 |
买入 |
47.43738999999999 |
12300.0 |
¥58.4万 |
|
| 2020-01-22 |
跌破中轨 |
卖出 |
49.2507 |
12300.0 |
¥60.6万 |
|
| 2020-04-21 |
突破上轨 |
买入 |
43.44 |
13900.0 |
¥60.4万 |
|
| 2020-05-25 |
跌破中轨 |
卖出 |
43.39656 |
13900.0 |
¥60.3万 |
|
| 2020-07-08 |
突破上轨 |
买入 |
56.056 |
10700.0 |
¥60.0万 |
|
| 2020-07-27 |
跌破中轨 |
卖出 |
51.848099999999995 |
10700.0 |
¥55.5万 |
|
| 2020-08-17 |
突破上轨 |
买入 |
62.07201 |
8900.0 |
¥55.3万 |
|
| 2020-08-27 |
跌破中轨 |
卖出 |
58.4415 |
8900.0 |
¥52.0万 |
|
| 2020-12-03 |
突破上轨 |
买入 |
63.6636 |
8300.0 |
¥52.9万 |
|
| 2020-12-10 |
跌破中轨 |
卖出 |
60.659279999999995 |
8300.0 |
¥50.3万 |
|
| 2021-05-17 |
突破上轨 |
买入 |
50.700649999999996 |
9900.0 |
¥50.2万 |
|
| 2021-06-03 |
跌破中轨 |
卖出 |
49.21074 |
9900.0 |
¥48.7万 |
|
| 2021-09-02 |
突破上轨 |
买入 |
42.402359999999994 |
11400.0 |
¥48.4万 |
|
| 2021-09-16 |
跌破中轨 |
卖出 |
41.16879 |
11400.0 |
¥46.9万 |
|
| 2021-10-22 |
突破上轨 |
买入 |
43.59354999999999 |
10800.0 |
¥47.1万 |
|
| 2021-10-29 |
跌破中轨 |
卖出 |
41.52843 |
10800.0 |
¥44.8万 |
|
| 2021-12-08 |
突破上轨 |
买入 |
39.22 |
11500.0 |
¥45.1万 |
|
| 2021-12-24 |
跌破中轨 |
卖出 |
38.74122 |
11500.0 |
¥44.5万 |
|
| 2022-01-10 |
突破上轨 |
买入 |
39.97993999999999 |
11100.0 |
¥44.4万 |
|
| 2022-01-17 |
跌破中轨 |
卖出 |
38.5614 |
11100.0 |
¥42.8万 |
|
| 2022-01-21 |
突破上轨 |
买入 |
40.57053 |
10600.0 |
¥43.0万 |
|
| 2022-01-26 |
跌破中轨 |
卖出 |
38.761199999999995 |
10600.0 |
¥41.1万 |
|
| 2022-06-09 |
突破上轨 |
买入 |
28.958929999999995 |
14200.0 |
¥41.1万 |
|
| 2022-07-11 |
跌破中轨 |
卖出 |
31.12884 |
14200.0 |
¥44.2万 |
|
| 2022-11-30 |
突破上轨 |
买入 |
28.6286 |
15300.0 |
¥43.8万 |
|
| 2022-12-20 |
跌破中轨 |
卖出 |
28.451520000000002 |
15300.0 |
¥43.5万 |
|
| 2023-01-05 |
突破上轨 |
买入 |
31.42139 |
14000.0 |
¥44.0万 |
|
| 2023-02-01 |
跌破中轨 |
卖出 |
31.08888 |
14000.0 |
¥43.5万 |
|
| 2023-03-02 |
突破上轨 |
买入 |
32.21218 |
13400.0 |
¥43.2万 |
|
| 2023-03-08 |
跌破中轨 |
卖出 |
30.77919 |
13400.0 |
¥41.2万 |
|
| 2023-04-04 |
突破上轨 |
买入 |
31.571539999999995 |
13100.0 |
¥41.4万 |
|
| 2023-05-24 |
跌破中轨 |
卖出 |
37.962 |
13100.0 |
¥49.7万 |
|
| 2023-07-04 |
突破上轨 |
买入 |
39.37934 |
12500.0 |
¥49.2万 |
|
| 2023-07-24 |
跌破中轨 |
卖出 |
38.38158 |
12500.0 |
¥48.0万 |
|
| 2023-07-26 |
突破上轨 |
买入 |
41.921879999999994 |
11400.0 |
¥47.8万 |
|
| 2023-08-14 |
跌破中轨 |
卖出 |
42.12783 |
11400.0 |
¥48.0万 |
|
| 2024-02-22 |
突破上轨 |
买入 |
32.6326 |
14700.0 |
¥48.0万 |
|
| 2024-03-08 |
跌破中轨 |
卖出 |
31.268700000000003 |
14700.0 |
¥46.0万 |
|
| 2024-04-30 |
突破上轨 |
买入 |
31.731699999999996 |
14700.0 |
¥46.7万 |
|
| 2024-05-29 |
跌破中轨 |
卖出 |
32.877089999999995 |
14700.0 |
¥48.3万 |
|
| 2024-08-01 |
突破上轨 |
买入 |
31.99196 |
15100.0 |
¥48.3万 |
|
| 2024-08-07 |
跌破中轨 |
卖出 |
30.19977 |
15100.0 |
¥45.6万 |
|
| 2024-09-02 |
突破上轨 |
买入 |
32.91288 |
13700.0 |
¥45.1万 |
|
| 2024-10-31 |
跌破中轨 |
卖出 |
48.21174 |
13700.0 |
¥66.0万 |
|
| 2024-11-06 |
突破上轨 |
买入 |
52.202149999999996 |
12700.0 |
¥66.3万 |
|
| 2024-11-18 |
跌破中轨 |
卖出 |
50.41953000000001 |
12700.0 |
¥64.0万 |
|
| 2025-02-25 |
突破上轨 |
买入 |
50.560509999999994 |
12500.0 |
¥63.2万 |
|
| 2025-03-03 |
跌破中轨 |
卖出 |
48.16179 |
12500.0 |
¥60.2万 |
|
| 2025-03-17 |
突破上轨 |
买入 |
53.443389999999994 |
11300.0 |
¥60.4万 |
|
| 2025-04-08 |
跌破中轨 |
卖出 |
47.63232 |
11300.0 |
¥53.8万 |
|
| 2025-05-15 |
突破上轨 |
买入 |
52.56250999999998 |
10200.0 |
¥53.6万 |
|
| 2025-05-28 |
跌破中轨 |
卖出 |
50.17977 |
10200.0 |
¥51.2万 |
|
| 2025-06-06 |
突破上轨 |
买入 |
54.104049999999994 |
9600.0 |
¥52.0万 |
|
| 2025-08-11 |
跌破中轨 |
卖出 |
63.4365 |
9600.0 |
¥60.9万 |
|
| 2025-10-15 |
突破上轨 |
买入 |
65.39532999999999 |
9300.0 |
¥60.8万 |
|
| 2025-11-04 |
跌破中轨 |
卖出 |
66.45348 |
9300.0 |
¥61.8万 |
|
| 2025-12-19 |
突破上轨 |
买入 |
70.43036 |
8700.0 |
¥61.3万 |
|
| 2026-01-23 |
跌破中轨 |
卖出 |
77.81211 |
8700.0 |
¥67.7万 |
|
| 2026-06-16 |
突破上轨 |
买入 |
62.6626 |
10800.0 |
¥67.7万 |
|
| 2026-06-22 |
跌破中轨 |
卖出 |
56.743199999999995 |
10800.0 |
¥61.3万 |
|