601818 光大银行 — 布林带突破 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥60.3万
策略: 布林带突破
K线 & 交易信号（策略收益 -39.69%）
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 |
2015-03-19 |
2015-05-06 |
4.766189427999999 |
5.264729999999999 |
¥10.2万 |
+10.43% |
跌破中轨 |
| 2 |
2015-06-03 |
2015-06-19 |
5.547203661999999 |
5.60439 |
¥1.1万 |
+1.00% |
跌破中轨 |
| 3 |
2015-11-10 |
2015-11-30 |
4.6059813799999985 |
4.20579 |
¥-9.4万 |
-8.72% |
跌破中轨 |
| 4 |
2016-03-07 |
2016-03-30 |
3.684785104 |
3.69 |
¥1,119 |
+0.11% |
跌破中轨 |
| 5 |
2016-06-01 |
2016-06-21 |
3.70481111 |
3.6363600000000003 |
¥-1.9万 |
-1.88% |
跌破中轨 |
| 6 |
2016-07-01 |
2016-07-29 |
3.764889127999999 |
3.82617 |
¥1.6万 |
+1.60% |
跌破中轨 |
| 7 |
2016-08-15 |
2016-08-30 |
4.055266214999999 |
3.88611 |
¥-4.3万 |
-4.20% |
跌破中轨 |
| 8 |
2016-10-25 |
2016-11-21 |
3.8850451639999997 |
3.85 |
¥-9,061 |
-0.93% |
跌破中轨 |
| 9 |
2016-11-23 |
2016-12-16 |
3.9751621909999995 |
3.9860100000000003 |
¥2,334 |
+0.24% |
跌破中轨 |
| 10 |
2017-01-17 |
2017-03-09 |
3.955136185 |
4.13586 |
¥4.4万 |
+4.54% |
跌破中轨 |
| 11 |
2017-05-26 |
2017-06-16 |
3.965149188 |
3.93606 |
¥-7,667 |
-0.76% |
跌破中轨 |
| 12 |
2017-06-30 |
2017-07-06 |
4.045253212 |
3.9560399999999993 |
¥-2.2万 |
-2.23% |
跌破中轨 |
| 13 |
2017-07-18 |
2017-08-07 |
4.315604292999999 |
4.18581 |
¥-3.0万 |
-3.04% |
跌破中轨 |
| 14 |
2017-11-21 |
2017-12-13 |
4.105331229999999 |
4.11588 |
¥2,150 |
+0.23% |
跌破中轨 |
| 15 |
2018-01-12 |
2018-02-09 |
4.1453832419999985 |
4.41558 |
¥6.2万 |
+6.49% |
跌破中轨 |
| 16 |
2018-07-24 |
2018-07-30 |
3.7849151339999993 |
3.62637 |
¥-4.3万 |
-4.22% |
跌破中轨 |
| 17 |
2018-08-28 |
2018-10-10 |
3.694798107 |
3.78 |
¥2.2万 |
+2.28% |
跌破中轨 |
| 18 |
2018-10-23 |
2018-11-12 |
4.005201199999999 |
3.84615 |
¥-4.0万 |
-4.00% |
跌破中轨 |
| 19 |
2019-02-11 |
2019-03-11 |
4.045253212 |
4.15584 |
¥2.6万 |
+2.70% |
跌破中轨 |
| 20 |
2019-04-17 |
2019-04-26 |
4.325617296 |
4.16583 |
¥-3.6万 |
-3.72% |
跌破中轨 |
| 21 |
2019-06-12 |
2019-06-27 |
3.965149188 |
3.83616 |
¥-3.1万 |
-3.28% |
跌破中轨 |
| 22 |
2019-07-30 |
2019-08-06 |
3.9451231819999992 |
3.74625 |
¥-4.6万 |
-5.07% |
跌破中轨 |
| 23 |
2019-09-10 |
2019-11-01 |
3.9711909999999997 |
4.31568 |
¥7.5万 |
+8.64% |
跌破中轨 |
| 24 |
2019-12-16 |
2020-01-07 |
4.415734322999999 |
4.37562 |
¥-8,824 |
-0.94% |
跌破中轨 |
| 25 |
2020-04-30 |
2020-05-25 |
3.7348501189999994 |
3.64635 |
¥-2.2万 |
-2.40% |
跌破中轨 |
| 26 |
2020-05-28 |
2020-06-12 |
3.7949281369999994 |
3.73 |
¥-1.6万 |
-1.74% |
跌破中轨 |
| 27 |
2020-07-08 |
2020-07-17 |
4.355656304999999 |
3.94605 |
¥-8.3万 |
-9.43% |
跌破中轨 |
| 28 |
2020-08-18 |
2020-08-25 |
4.085305223999999 |
3.8661300000000005 |
¥-4.4万 |
-5.39% |
跌破中轨 |
| 29 |
2020-10-13 |
2020-11-03 |
3.8550061549999994 |
3.9060900000000007 |
¥9,918 |
+1.29% |
跌破中轨 |
| 30 |
2020-11-20 |
2020-12-08 |
4.235500269000001 |
4.18581 |
¥-9,140 |
-1.20% |
跌破中轨 |
| 31 |
2021-01-18 |
2021-02-03 |
4.075292221 |
3.9860100000000003 |
¥-1.7万 |
-2.22% |
跌破中轨 |
| 32 |
2021-02-08 |
2021-02-25 |
4.30559129 |
4.13586 |
¥-2.9万 |
-3.97% |
跌破中轨 |
| 33 |
2021-09-03 |
2021-09-17 |
3.464499037999999 |
3.4165799999999997 |
¥-1.0万 |
-1.41% |
跌破中轨 |
| 34 |
2021-12-02 |
2021-12-14 |
3.4110229999999997 |
3.35664 |
¥-1.2万 |
-1.62% |
跌破中轨 |
| 35 |
2022-01-10 |
2022-01-26 |
3.394408016999999 |
3.34665 |
¥-1.0万 |
-1.44% |
跌破中轨 |
| 36 |
2022-04-07 |
2022-04-19 |
3.404421019999999 |
3.276719999999999 |
¥-2.6万 |
-3.78% |
跌破中轨 |
| 37 |
2022-06-13 |
2022-06-30 |
3.144082942 |
3.0169800000000007 |
¥-2.7万 |
-4.07% |
跌破中轨 |
| 38 |
2022-09-02 |
2022-09-19 |
2.8837448639999996 |
2.85714 |
¥-6,072 |
-0.95% |
跌破中轨 |
| 39 |
2022-11-14 |
2022-12-23 |
2.8436928519999993 |
3.03696 |
¥4.3万 |
+6.76% |
跌破中轨 |
| 40 |
2023-03-08 |
2023-03-28 |
3.073991920999999 |
3.02697 |
¥-1.0万 |
-1.56% |
跌破中轨 |
| 41 |
2023-05-05 |
2023-05-22 |
3.3243169959999994 |
3.25674 |
¥-1.4万 |
-2.06% |
跌破中轨 |
| 42 |
2024-01-04 |
2024-03-13 |
2.933809879 |
3.20679 |
¥6.0万 |
+9.27% |
跌破中轨 |
| 43 |
2024-03-27 |
2024-03-29 |
3.3543560049999996 |
3.07692 |
¥-5.9万 |
-8.30% |
跌破中轨 |
| 44 |
2024-05-20 |
2024-06-04 |
3.224186966 |
3.20679 |
¥-3,710 |
-0.57% |
跌破中轨 |
| 45 |
2024-07-03 |
2024-07-25 |
3.2642389779999994 |
3.1768199999999998 |
¥-1.8万 |
-2.71% |
跌破中轨 |
| 46 |
2024-08-21 |
2024-08-30 |
3.2509750000000004 |
3.0969 |
¥-3.0万 |
-4.77% |
跌破中轨 |
| 47 |
2024-09-26 |
2024-10-28 |
3.3343299989999995 |
3.4165799999999993 |
¥1.5万 |
+2.44% |
跌破中轨 |
| 48 |
2024-11-19 |
2025-01-03 |
3.584655073999999 |
3.74625 |
¥2.7万 |
+4.48% |
跌破中轨 |
| 49 |
2025-03-06 |
2025-03-11 |
3.855006154999999 |
3.7262700000000004 |
¥-2.2万 |
-3.37% |
跌破中轨 |
| 50 |
2025-03-20 |
2025-03-27 |
3.905071169999999 |
3.81 |
¥-1.5万 |
-2.46% |
跌破中轨 |
| 51 |
2025-05-15 |
2025-07-18 |
3.995188197 |
4.275720000000001 |
¥4.2万 |
+6.99% |
跌破中轨 |
| 52 |
2025-10-24 |
2025-10-30 |
3.5446030619999997 |
3.44 |
¥-1.9万 |
-2.98% |
跌破中轨 |
| 53 |
2025-11-20 |
2025-12-04 |
3.5946680769999992 |
3.54645 |
¥-8,590 |
-1.37% |
跌破中轨 |
| 54 |
2026-06-11 |
2026-06-22 |
3.174121950999999 |
3.07692 |
¥-1.9万 |
-3.09% |
跌破中轨 |
| 55 |
2026-10-09 |
2026-10-22 |
3.0840049240000003 |
3.0469499999999994 |
¥-7,393 |
-1.23% |
跌破中轨 |
| 56 |
2026-11-04 |
2026-11-13 |
3.174121950999999 |
3.22 |
¥8,340 |
+1.41% |
强平 |
逐笔成交记录（共 112 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
突破上轨 |
买入 |
4.764759999999999 |
205900.0 |
¥98.1万 |
|
| 2015-05-06 |
跌破中轨 |
卖出 |
5.264729999999999 |
205900.0 |
¥1.08M |
|
| 2015-06-03 |
突破上轨 |
买入 |
5.54554 |
191400.0 |
¥1.06M |
|
| 2015-06-19 |
跌破中轨 |
卖出 |
5.60439 |
191400.0 |
¥1.07M |
|
| 2015-11-10 |
突破上轨 |
买入 |
4.604599999999999 |
233500.0 |
¥1.08M |
|
| 2015-11-30 |
跌破中轨 |
卖出 |
4.20579 |
233500.0 |
¥98.2万 |
|
| 2016-03-07 |
突破上轨 |
买入 |
3.68368 |
272300.0 |
¥1.00M |
|
| 2016-03-30 |
跌破中轨 |
卖出 |
3.69 |
272300.0 |
¥1.00M |
|
| 2016-06-01 |
突破上轨 |
买入 |
3.7037 |
274100.0 |
¥1.02M |
|
| 2016-06-21 |
跌破中轨 |
卖出 |
3.6363600000000003 |
274100.0 |
¥99.6万 |
|
| 2016-07-01 |
突破上轨 |
买入 |
3.7637599999999996 |
265400.0 |
¥99.9万 |
|
| 2016-07-29 |
跌破中轨 |
卖出 |
3.82617 |
265400.0 |
¥1.02M |
|
| 2016-08-15 |
突破上轨 |
买入 |
4.054049999999999 |
249700.0 |
¥1.01M |
|
| 2016-08-30 |
跌破中轨 |
卖出 |
3.88611 |
249700.0 |
¥97.0万 |
|
| 2016-10-25 |
突破上轨 |
买入 |
3.8838799999999996 |
250300.0 |
¥97.2万 |
|
| 2016-11-21 |
跌破中轨 |
卖出 |
3.85 |
250300.0 |
¥96.3万 |
|
| 2016-11-23 |
突破上轨 |
买入 |
3.9739699999999996 |
241800.0 |
¥96.1万 |
|
| 2016-12-16 |
跌破中轨 |
卖出 |
3.9860100000000003 |
241800.0 |
¥96.4万 |
|
| 2017-01-17 |
突破上轨 |
买入 |
3.95395 |
243000.0 |
¥96.1万 |
|
| 2017-03-09 |
跌破中轨 |
卖出 |
4.13586 |
243000.0 |
¥1.00M |
|
| 2017-05-26 |
突破上轨 |
买入 |
3.9639599999999997 |
253300.0 |
¥1.00M |
|
| 2017-06-16 |
跌破中轨 |
卖出 |
3.93606 |
253300.0 |
¥99.7万 |
|
| 2017-06-30 |
突破上轨 |
买入 |
4.04404 |
247000.0 |
¥99.9万 |
|
| 2017-07-06 |
跌破中轨 |
卖出 |
3.9560399999999993 |
247000.0 |
¥97.7万 |
|
| 2017-07-18 |
突破上轨 |
买入 |
4.314309999999999 |
225900.0 |
¥97.5万 |
|
| 2017-08-07 |
跌破中轨 |
卖出 |
4.18581 |
225900.0 |
¥94.5万 |
|
| 2017-11-21 |
突破上轨 |
买入 |
4.104099999999999 |
230800.0 |
¥94.8万 |
|
| 2017-12-13 |
跌破中轨 |
卖出 |
4.11588 |
230800.0 |
¥95.0万 |
|
| 2018-01-12 |
突破上轨 |
买入 |
4.144139999999999 |
229100.0 |
¥95.0万 |
|
| 2018-02-09 |
跌破中轨 |
卖出 |
4.41558 |
229100.0 |
¥1.01M |
|
| 2018-07-24 |
突破上轨 |
买入 |
3.7837799999999993 |
267100.0 |
¥1.01M |
|
| 2018-07-30 |
跌破中轨 |
卖出 |
3.62637 |
267100.0 |
¥96.8万 |
|
| 2018-08-28 |
突破上轨 |
买入 |
3.6936899999999997 |
262100.0 |
¥96.8万 |
|
| 2018-10-10 |
跌破中轨 |
卖出 |
3.78 |
262100.0 |
¥99.0万 |
|
| 2018-10-23 |
突破上轨 |
买入 |
4.004 |
246700.0 |
¥98.8万 |
|
| 2018-11-12 |
跌破中轨 |
卖出 |
3.84615 |
246700.0 |
¥94.9万 |
|
| 2019-02-11 |
突破上轨 |
买入 |
4.04404 |
234000.0 |
¥94.7万 |
|
| 2019-03-11 |
跌破中轨 |
卖出 |
4.15584 |
234000.0 |
¥97.2万 |
|
| 2019-04-17 |
突破上轨 |
买入 |
4.32432 |
225300.0 |
¥97.5万 |
|
| 2019-04-26 |
跌破中轨 |
卖出 |
4.16583 |
225300.0 |
¥93.8万 |
|
| 2019-06-12 |
突破上轨 |
买入 |
3.9639599999999997 |
237200.0 |
¥94.1万 |
|
| 2019-06-27 |
跌破中轨 |
卖出 |
3.83616 |
237200.0 |
¥91.0万 |
|
| 2019-07-30 |
突破上轨 |
买入 |
3.943939999999999 |
231200.0 |
¥91.2万 |
|
| 2019-08-06 |
跌破中轨 |
卖出 |
3.74625 |
231200.0 |
¥86.6万 |
|
| 2019-09-10 |
突破上轨 |
买入 |
3.97 |
218400.0 |
¥86.7万 |
|
| 2019-11-01 |
跌破中轨 |
卖出 |
4.31568 |
218400.0 |
¥94.2万 |
|
| 2019-12-16 |
突破上轨 |
买入 |
4.414409999999999 |
213000.0 |
¥94.1万 |
|
| 2020-01-07 |
跌破中轨 |
卖出 |
4.37562 |
213000.0 |
¥93.2万 |
|
| 2020-04-30 |
突破上轨 |
买入 |
3.7337299999999995 |
249500.0 |
¥93.2万 |
|
| 2020-05-25 |
跌破中轨 |
卖出 |
3.64635 |
249500.0 |
¥90.9万 |
|
| 2020-05-28 |
突破上轨 |
买入 |
3.7937899999999996 |
239700.0 |
¥91.0万 |
|
| 2020-06-12 |
跌破中轨 |
卖出 |
3.73 |
239700.0 |
¥89.4万 |
|
| 2020-07-08 |
突破上轨 |
买入 |
4.354349999999999 |
201000.0 |
¥87.5万 |
|
| 2020-07-17 |
跌破中轨 |
卖出 |
3.94605 |
201000.0 |
¥79.3万 |
|
| 2020-08-18 |
突破上轨 |
买入 |
4.084079999999999 |
197600.0 |
¥80.7万 |
|
| 2020-08-25 |
跌破中轨 |
卖出 |
3.8661300000000005 |
197600.0 |
¥76.4万 |
|
| 2020-10-13 |
突破上轨 |
买入 |
3.8538499999999996 |
198700.0 |
¥76.6万 |
|
| 2020-11-03 |
跌破中轨 |
卖出 |
3.9060900000000007 |
198700.0 |
¥77.6万 |
|
| 2020-11-20 |
突破上轨 |
买入 |
4.23423 |
179400.0 |
¥76.0万 |
|
| 2020-12-08 |
跌破中轨 |
卖出 |
4.18581 |
179400.0 |
¥75.1万 |
|
| 2021-01-18 |
突破上轨 |
买入 |
4.07407 |
188200.0 |
¥76.7万 |
|
| 2021-02-03 |
跌破中轨 |
卖出 |
3.9860100000000003 |
188200.0 |
¥75.0万 |
|
| 2021-02-08 |
突破上轨 |
买入 |
4.3043 |
172200.0 |
¥74.1万 |
|
| 2021-02-25 |
跌破中轨 |
卖出 |
4.13586 |
172200.0 |
¥71.2万 |
|
| 2021-09-03 |
突破上轨 |
买入 |
3.4634599999999995 |
207900.0 |
¥72.0万 |
|
| 2021-09-17 |
跌破中轨 |
卖出 |
3.4165799999999997 |
207900.0 |
¥71.0万 |
|
| 2021-12-02 |
突破上轨 |
买入 |
3.41 |
209200.0 |
¥71.4万 |
|
| 2021-12-14 |
跌破中轨 |
卖出 |
3.35664 |
209200.0 |
¥70.2万 |
|
| 2022-01-10 |
突破上轨 |
买入 |
3.3933899999999992 |
206400.0 |
¥70.1万 |
|
| 2022-01-26 |
跌破中轨 |
卖出 |
3.34665 |
206400.0 |
¥69.1万 |
|
| 2022-04-07 |
突破上轨 |
买入 |
3.4033999999999995 |
202200.0 |
¥68.8万 |
|
| 2022-04-19 |
跌破中轨 |
卖出 |
3.276719999999999 |
202200.0 |
¥66.2万 |
|
| 2022-06-13 |
突破上轨 |
买入 |
3.14314 |
210700.0 |
¥66.2万 |
|
| 2022-06-30 |
跌破中轨 |
卖出 |
3.0169800000000007 |
210700.0 |
¥63.5万 |
|
| 2022-09-02 |
突破上轨 |
买入 |
2.8828799999999997 |
221100.0 |
¥63.8万 |
|
| 2022-09-19 |
跌破中轨 |
卖出 |
2.85714 |
221100.0 |
¥63.2万 |
|
| 2022-11-14 |
突破上轨 |
买入 |
2.8428399999999994 |
222100.0 |
¥63.2万 |
|
| 2022-12-23 |
跌破中轨 |
卖出 |
3.03696 |
222100.0 |
¥67.4万 |
|
| 2023-03-08 |
突破上轨 |
买入 |
3.073069999999999 |
218600.0 |
¥67.2万 |
|
| 2023-03-28 |
跌破中轨 |
卖出 |
3.02697 |
218600.0 |
¥66.1万 |
|
| 2023-05-05 |
突破上轨 |
买入 |
3.3233199999999994 |
199700.0 |
¥66.4万 |
|
| 2023-05-22 |
跌破中轨 |
卖出 |
3.25674 |
199700.0 |
¥65.0万 |
|
| 2024-01-04 |
突破上轨 |
买入 |
2.93293 |
221600.0 |
¥65.0万 |
|
| 2024-03-13 |
跌破中轨 |
卖出 |
3.20679 |
221600.0 |
¥71.0万 |
|
| 2024-03-27 |
突破上轨 |
买入 |
3.3533499999999994 |
211800.0 |
¥71.0万 |
|
| 2024-03-29 |
跌破中轨 |
卖出 |
3.07692 |
211800.0 |
¥65.1万 |
|
| 2024-05-20 |
突破上轨 |
买入 |
3.22322 |
202100.0 |
¥65.2万 |
|
| 2024-06-04 |
跌破中轨 |
卖出 |
3.20679 |
202100.0 |
¥64.8万 |
|
| 2024-07-03 |
突破上轨 |
买入 |
3.2632599999999994 |
198400.0 |
¥64.8万 |
|
| 2024-07-25 |
跌破中轨 |
卖出 |
3.1768199999999998 |
198400.0 |
¥63.0万 |
|
| 2024-08-21 |
突破上轨 |
买入 |
3.25 |
193700.0 |
¥63.0万 |
|
| 2024-08-30 |
跌破中轨 |
卖出 |
3.0969 |
193700.0 |
¥60.0万 |
|
| 2024-09-26 |
突破上轨 |
买入 |
3.3333299999999997 |
180000.0 |
¥60.0万 |
|
| 2024-10-28 |
跌破中轨 |
卖出 |
3.4165799999999993 |
180000.0 |
¥61.5万 |
|
| 2024-11-19 |
突破上轨 |
买入 |
3.5835799999999995 |
170600.0 |
¥61.2万 |
|
| 2025-01-03 |
跌破中轨 |
卖出 |
3.74625 |
170600.0 |
¥63.9万 |
|
| 2025-03-06 |
突破上轨 |
买入 |
3.8538499999999996 |
166600.0 |
¥64.2万 |
|
| 2025-03-11 |
跌破中轨 |
卖出 |
3.7262700000000004 |
166600.0 |
¥62.1万 |
|
| 2025-03-20 |
突破上轨 |
买入 |
3.903899999999999 |
158900.0 |
¥62.1万 |
|
| 2025-03-27 |
跌破中轨 |
卖出 |
3.81 |
158900.0 |
¥60.5万 |
|
| 2025-05-15 |
突破上轨 |
买入 |
3.9939899999999997 |
151100.0 |
¥60.4万 |
|
| 2025-07-18 |
跌破中轨 |
卖出 |
4.275720000000001 |
151100.0 |
¥64.6万 |
|
| 2025-10-24 |
突破上轨 |
买入 |
3.5435399999999997 |
182700.0 |
¥64.8万 |
|
| 2025-10-30 |
跌破中轨 |
卖出 |
3.44 |
182700.0 |
¥62.8万 |
|
| 2025-11-20 |
突破上轨 |
买入 |
3.593589999999999 |
174300.0 |
¥62.7万 |
|
| 2025-12-04 |
跌破中轨 |
卖出 |
3.54645 |
174300.0 |
¥61.8万 |
|
| 2026-06-11 |
突破上轨 |
买入 |
3.1731699999999994 |
194600.0 |
¥61.8万 |
|
| 2026-06-22 |
跌破中轨 |
卖出 |
3.07692 |
194600.0 |
¥59.9万 |
|
| 2026-10-09 |
突破上轨 |
买入 |
3.08308 |
194700.0 |
¥60.0万 |
|
| 2026-10-22 |
跌破中轨 |
卖出 |
3.0469499999999994 |
194700.0 |
¥59.3万 |
|
| 2026-11-04 |
突破上轨 |
买入 |
3.1731699999999994 |
185700.0 |
¥58.9万 |
|
| 2026-11-13 |
强平 |
卖出 |
3.22 |
185700 |
¥59.8万 |
回测结束强平 |