601816 京沪高铁 — 布林带突破 回测明细
数据区间: 2020-01-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥50.3万
策略: 布林带突破
K线 & 交易信号（策略收益 -49.74%）
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 35 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 |
2020-05-06 |
2020-05-18 |
6.358256904999999 |
6.24375 |
¥-1.8万 |
-1.83% |
跌破中轨 |
| 2 |
2020-06-09 |
2020-06-16 |
6.661998 |
6.26373 |
¥-5.9万 |
-6.01% |
跌破中轨 |
| 3 |
2020-07-07 |
2020-07-17 |
6.888946063999999 |
6.26373 |
¥-8.4万 |
-9.10% |
跌破中轨 |
| 4 |
2020-08-18 |
2020-08-21 |
6.3882959139999995 |
6.25374 |
¥-1.8万 |
-2.14% |
跌破中轨 |
| 5 |
2020-12-04 |
2020-12-09 |
5.957736785 |
5.754239999999999 |
¥-2.8万 |
-3.44% |
跌破中轨 |
| 6 |
2021-02-22 |
2021-03-19 |
5.837580749 |
5.64435 |
¥-2.6万 |
-3.34% |
跌破中轨 |
| 7 |
2021-04-08 |
2021-04-16 |
6.027827805999999 |
5.754239999999999 |
¥-3.5万 |
-4.57% |
跌破中轨 |
| 8 |
2021-05-28 |
2021-06-08 |
5.841752 |
5.644349999999999 |
¥-2.5万 |
-3.41% |
跌破中轨 |
| 9 |
2021-09-01 |
2021-09-23 |
4.756176424999999 |
4.75524 |
¥-351 |
-0.05% |
跌破中轨 |
| 10 |
2021-12-10 |
2022-02-25 |
4.70611141 |
5.1748199999999995 |
¥7.0万 |
+9.93% |
跌破中轨 |
| 11 |
2022-04-13 |
2022-04-26 |
5.026527505999998 |
4.72527 |
¥-4.6万 |
-6.02% |
跌破中轨 |
| 12 |
2022-05-31 |
2022-06-08 |
4.806241439999999 |
4.57542 |
¥-3.5万 |
-4.83% |
跌破中轨 |
| 13 |
2022-06-27 |
2022-07-12 |
4.886345463999999 |
4.76523 |
¥-1.7万 |
-2.51% |
跌破中轨 |
| 14 |
2022-09-01 |
2022-09-02 |
4.6059813799999985 |
4.515479999999999 |
¥-1.3万 |
-1.99% |
跌破中轨 |
| 15 |
2022-09-14 |
2022-09-21 |
4.6260073859999995 |
4.47552 |
¥-2.2万 |
-3.28% |
跌破中轨 |
| 16 |
2022-11-02 |
2022-11-22 |
4.656046395 |
4.6953000000000005 |
¥5,189 |
+0.81% |
跌破中轨 |
| 17 |
2022-12-06 |
2022-12-12 |
5.116644533 |
4.73 |
¥-4.9万 |
-7.58% |
跌破中轨 |
| 18 |
2023-03-02 |
2023-03-27 |
5.256826574999999 |
5.114880000000001 |
¥-1.6万 |
-2.73% |
跌破中轨 |
| 19 |
2023-04-04 |
2023-04-12 |
5.256826575 |
5.12487 |
¥-1.5万 |
-2.54% |
跌破中轨 |
| 20 |
2023-05-05 |
2023-05-25 |
5.727437716 |
5.40459 |
¥-3.2万 |
-5.67% |
跌破中轨 |
| 21 |
2023-11-29 |
2023-12-11 |
5.046553512 |
4.96503 |
¥-8,833 |
-1.64% |
跌破中轨 |
| 22 |
2024-01-30 |
2024-02-29 |
5.026527506 |
4.995 |
¥-3,461 |
-0.66% |
跌破中轨 |
| 23 |
2024-04-03 |
2024-04-30 |
5.086605523999999 |
5.184810000000001 |
¥9,926 |
+1.90% |
跌破中轨 |
| 24 |
2024-05-07 |
2024-05-09 |
5.241572000000001 |
5.13486 |
¥-1.1万 |
-2.07% |
跌破中轨 |
| 25 |
2024-06-28 |
2024-08-09 |
5.246813572 |
5.6943 |
¥4.4万 |
+8.50% |
跌破中轨 |
| 26 |
2024-10-09 |
2024-10-25 |
5.90177 |
5.64435 |
¥-2.5万 |
-4.39% |
跌破中轨 |
| 27 |
2024-12-04 |
2024-12-23 |
6.20806186 |
6.043950000000001 |
¥-1.4万 |
-2.67% |
跌破中轨 |
| 28 |
2025-04-07 |
2025-04-08 |
5.607281679999999 |
5.564430000000001 |
¥-4,100 |
-0.79% |
跌破中轨 |
| 29 |
2025-04-09 |
2025-04-28 |
5.847593751999999 |
5.82417 |
¥-2,250 |
-0.43% |
跌破中轨 |
| 30 |
2025-11-11 |
2025-11-18 |
5.291587 |
5.1948 |
¥-9,667 |
-1.86% |
跌破中轨 |
| 31 |
2026-03-04 |
2026-03-24 |
5.081524 |
4.90509 |
¥-1.8万 |
-3.50% |
跌破中轨 |
| 32 |
2026-05-13 |
2026-05-21 |
5.056566514999999 |
4.88511 |
¥-1.7万 |
-3.42% |
跌破中轨 |
| 33 |
2026-06-03 |
2026-06-09 |
5.1015299999999995 |
4.91508 |
¥-1.8万 |
-3.68% |
跌破中轨 |
| 34 |
2026-07-20 |
2026-08-13 |
4.816254442999998 |
4.995 |
¥1.7万 |
+3.68% |
跌破中轨 |
| 35 |
2026-10-13 |
2026-11-12 |
4.926397475999999 |
5.1948 |
¥2.6万 |
+5.42% |
跌破中轨 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-05-06 |
突破上轨 |
买入 |
6.356349999999999 |
153300.0 |
¥97.5万 |
|
| 2020-05-18 |
跌破中轨 |
卖出 |
6.24375 |
153300.0 |
¥95.7万 |
|
| 2020-06-09 |
突破上轨 |
买入 |
6.66 |
146900.0 |
¥97.9万 |
|
| 2020-06-16 |
跌破中轨 |
卖出 |
6.26373 |
146900.0 |
¥92.0万 |
|
| 2020-07-07 |
突破上轨 |
买入 |
6.886879999999999 |
133700.0 |
¥92.1万 |
|
| 2020-07-17 |
跌破中轨 |
卖出 |
6.26373 |
133700.0 |
¥83.7万 |
|
| 2020-08-18 |
突破上轨 |
买入 |
6.386379999999999 |
130700.0 |
¥83.5万 |
|
| 2020-08-21 |
跌破中轨 |
卖出 |
6.25374 |
130700.0 |
¥81.7万 |
|
| 2020-12-04 |
突破上轨 |
买入 |
5.95595 |
137100.0 |
¥81.7万 |
|
| 2020-12-09 |
跌破中轨 |
卖出 |
5.754239999999999 |
137100.0 |
¥78.9万 |
|
| 2021-02-22 |
突破上轨 |
买入 |
5.83583 |
134700.0 |
¥78.6万 |
|
| 2021-03-19 |
跌破中轨 |
卖出 |
5.64435 |
134700.0 |
¥76.0万 |
|
| 2021-04-08 |
突破上轨 |
买入 |
6.026019999999999 |
125900.0 |
¥75.9万 |
|
| 2021-04-16 |
跌破中轨 |
卖出 |
5.754239999999999 |
125900.0 |
¥72.4万 |
|
| 2021-05-28 |
突破上轨 |
买入 |
5.84 |
123900.0 |
¥72.4万 |
|
| 2021-06-08 |
跌破中轨 |
卖出 |
5.644349999999999 |
123900.0 |
¥69.9万 |
|
| 2021-09-01 |
突破上轨 |
买入 |
4.75475 |
148500.0 |
¥70.6万 |
|
| 2021-09-23 |
跌破中轨 |
卖出 |
4.75524 |
148500.0 |
¥70.6万 |
|
| 2021-12-10 |
突破上轨 |
买入 |
4.7047 |
150000.0 |
¥70.6万 |
|
| 2022-02-25 |
跌破中轨 |
卖出 |
5.1748199999999995 |
150000.0 |
¥77.6万 |
|
| 2022-04-13 |
突破上轨 |
买入 |
5.025019999999999 |
152800.0 |
¥76.8万 |
|
| 2022-04-26 |
跌破中轨 |
卖出 |
4.72527 |
152800.0 |
¥72.2万 |
|
| 2022-05-31 |
突破上轨 |
买入 |
4.804799999999999 |
151500.0 |
¥72.8万 |
|
| 2022-06-08 |
跌破中轨 |
卖出 |
4.57542 |
151500.0 |
¥69.3万 |
|
| 2022-06-27 |
突破上轨 |
买入 |
4.884879999999999 |
141900.0 |
¥69.3万 |
|
| 2022-07-12 |
跌破中轨 |
卖出 |
4.76523 |
141900.0 |
¥67.6万 |
|
| 2022-09-01 |
突破上轨 |
买入 |
4.604599999999999 |
146100.0 |
¥67.3万 |
|
| 2022-09-02 |
跌破中轨 |
卖出 |
4.515479999999999 |
146100.0 |
¥66.0万 |
|
| 2022-09-14 |
突破上轨 |
买入 |
4.624619999999999 |
142300.0 |
¥65.8万 |
|
| 2022-09-21 |
跌破中轨 |
卖出 |
4.47552 |
142300.0 |
¥63.7万 |
|
| 2022-11-02 |
突破上轨 |
买入 |
4.65465 |
137100.0 |
¥63.8万 |
|
| 2022-11-22 |
跌破中轨 |
卖出 |
4.6953000000000005 |
137100.0 |
¥64.4万 |
|
| 2022-12-06 |
突破上轨 |
买入 |
5.11511 |
125300.0 |
¥64.1万 |
|
| 2022-12-12 |
跌破中轨 |
卖出 |
4.73 |
125300.0 |
¥59.2万 |
|
| 2023-03-02 |
突破上轨 |
买入 |
5.255249999999999 |
114200.0 |
¥60.0万 |
|
| 2023-03-27 |
跌破中轨 |
卖出 |
5.114880000000001 |
114200.0 |
¥58.4万 |
|
| 2023-04-04 |
突破上轨 |
买入 |
5.255249999999999 |
110600.0 |
¥58.1万 |
|
| 2023-04-12 |
跌破中轨 |
卖出 |
5.12487 |
110600.0 |
¥56.7万 |
|
| 2023-05-05 |
突破上轨 |
买入 |
5.725719999999999 |
99300.0 |
¥56.9万 |
|
| 2023-05-25 |
跌破中轨 |
卖出 |
5.40459 |
99300.0 |
¥53.7万 |
|
| 2023-11-29 |
突破上轨 |
买入 |
5.045039999999999 |
106400.0 |
¥53.7万 |
|
| 2023-12-11 |
跌破中轨 |
卖出 |
4.96503 |
106400.0 |
¥52.8万 |
|
| 2024-01-30 |
突破上轨 |
买入 |
5.025019999999999 |
104800.0 |
¥52.7万 |
|
| 2024-02-29 |
跌破中轨 |
卖出 |
4.995 |
104800.0 |
¥52.3万 |
|
| 2024-04-03 |
突破上轨 |
买入 |
5.08508 |
102700.0 |
¥52.2万 |
|
| 2024-04-30 |
跌破中轨 |
卖出 |
5.184810000000001 |
102700.0 |
¥53.2万 |
|
| 2024-05-07 |
突破上轨 |
买入 |
5.24 |
101300.0 |
¥53.1万 |
|
| 2024-05-09 |
跌破中轨 |
卖出 |
5.13486 |
101300.0 |
¥52.0万 |
|
| 2024-06-28 |
突破上轨 |
买入 |
5.24524 |
97700.0 |
¥51.3万 |
|
| 2024-08-09 |
跌破中轨 |
卖出 |
5.6943 |
97700.0 |
¥55.6万 |
|
| 2024-10-09 |
突破上轨 |
买入 |
5.9 |
95300.0 |
¥56.2万 |
|
| 2024-10-25 |
跌破中轨 |
卖出 |
5.64435 |
95300.0 |
¥53.8万 |
|
| 2024-12-04 |
突破上轨 |
买入 |
6.2062 |
87000.0 |
¥54.0万 |
|
| 2024-12-23 |
跌破中轨 |
卖出 |
6.043950000000001 |
87000.0 |
¥52.6万 |
|
| 2025-04-07 |
突破上轨 |
买入 |
5.605599999999999 |
92100.0 |
¥51.6万 |
|
| 2025-04-08 |
跌破中轨 |
卖出 |
5.564430000000001 |
92100.0 |
¥51.2万 |
|
| 2025-04-09 |
突破上轨 |
买入 |
5.845839999999999 |
89400.0 |
¥52.3万 |
|
| 2025-04-28 |
跌破中轨 |
卖出 |
5.82417 |
89400.0 |
¥52.1万 |
|
| 2025-11-11 |
突破上轨 |
买入 |
5.29 |
98300.0 |
¥52.0万 |
|
| 2025-11-18 |
跌破中轨 |
卖出 |
5.1948 |
98300.0 |
¥51.0万 |
|
| 2026-03-04 |
突破上轨 |
买入 |
5.08 |
100000.0 |
¥50.8万 |
|
| 2026-03-24 |
跌破中轨 |
卖出 |
4.90509 |
100000.0 |
¥49.0万 |
|
| 2026-05-13 |
突破上轨 |
买入 |
5.05505 |
97500.0 |
¥49.3万 |
|
| 2026-05-21 |
跌破中轨 |
卖出 |
4.88511 |
97500.0 |
¥47.6万 |
|
| 2026-06-03 |
突破上轨 |
买入 |
5.1 |
93300.0 |
¥47.6万 |
|
| 2026-06-09 |
跌破中轨 |
卖出 |
4.91508 |
93300.0 |
¥45.8万 |
|
| 2026-07-20 |
突破上轨 |
买入 |
4.814809999999999 |
95100.0 |
¥45.8万 |
|
| 2026-08-13 |
跌破中轨 |
卖出 |
4.995 |
95100.0 |
¥47.5万 |
|
| 2026-10-13 |
突破上轨 |
买入 |
4.924919999999999 |
96500.0 |
¥47.5万 |
|
| 2026-11-12 |
跌破中轨 |
卖出 |
5.1948 |
96500.0 |
¥50.1万 |
|