601838 成都银行 — 布林带突破 回测明细
数据区间: 2018-01-31 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥60.8万
策略: 布林带突破
K线 & 交易信号（策略收益 -39.18%）
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 44 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 |
2018-05-23 |
2018-05-29 |
10.964238284999999 |
10.59939 |
¥-3.3万 |
-3.36% |
跌破中轨 |
| 2 |
2018-06-01 |
2018-06-11 |
11.0143033 |
10.16982 |
¥-7.3万 |
-7.69% |
跌破中轨 |
| 3 |
2018-07-24 |
2018-08-09 |
9.762677924999998 |
8.90109 |
¥-7.9万 |
-8.85% |
跌破中轨 |
| 4 |
2018-09-25 |
2018-10-12 |
9.302079786999997 |
8.20179 |
¥-9.4万 |
-11.85% |
跌破中轨 |
| 5 |
2018-11-20 |
2018-11-23 |
8.981663691 |
8.72127 |
¥-2.1万 |
-2.93% |
跌破中轨 |
| 6 |
2019-02-26 |
2019-03-25 |
9.042712 |
8.85114 |
¥-1.5万 |
-2.15% |
跌破中轨 |
| 7 |
2019-04-17 |
2019-04-26 |
9.572430868 |
9.14085 |
¥-3.1万 |
-4.54% |
跌破中轨 |
| 8 |
2019-06-17 |
2019-07-09 |
8.81144264 |
8.71128 |
¥-7,585 |
-1.17% |
跌破中轨 |
| 9 |
2019-10-15 |
2019-11-01 |
8.581143571 |
8.41158 |
¥-1.3万 |
-2.01% |
跌破中轨 |
| 10 |
2019-11-06 |
2019-11-18 |
8.861507654999999 |
8.521469999999999 |
¥-2.4万 |
-3.87% |
跌破中轨 |
| 11 |
2019-12-18 |
2020-01-20 |
8.841481649 |
8.91108 |
¥4,571 |
+0.76% |
跌破中轨 |
| 12 |
2020-05-06 |
2020-06-12 |
7.679973300999999 |
7.73226 |
¥3,937 |
+0.65% |
跌破中轨 |
| 13 |
2020-07-02 |
2020-07-16 |
8.080493420999998 |
8.44155 |
¥2.7万 |
+4.44% |
跌破中轨 |
| 14 |
2020-08-12 |
2020-09-03 |
9.472300838 |
9.98001 |
¥3.3万 |
+5.33% |
跌破中轨 |
| 15 |
2020-09-21 |
2020-09-25 |
10.844082249 |
10.17981 |
¥-4.2万 |
-6.15% |
跌破中轨 |
| 16 |
2020-10-22 |
2020-11-02 |
11.384784410999996 |
10.32966 |
¥-5.9万 |
-9.30% |
跌破中轨 |
| 17 |
2020-12-02 |
2020-12-15 |
11.735239515999998 |
10.889100000000001 |
¥-4.1万 |
-7.24% |
跌破中轨 |
| 18 |
2021-02-22 |
2021-03-11 |
11.224576362999999 |
10.87911 |
¥-1.6万 |
-3.11% |
跌破中轨 |
| 19 |
2021-03-17 |
2021-03-25 |
12.273681 |
11.32866 |
¥-4.0万 |
-7.73% |
跌破中轨 |
| 20 |
2021-04-30 |
2021-06-16 |
11.945512578999999 |
13.206779999999998 |
¥5.0万 |
+10.53% |
跌破中轨 |
| 21 |
2021-08-30 |
2021-09-23 |
12.0036 |
12.177810000000001 |
¥7,504 |
+1.42% |
跌破中轨 |
| 22 |
2022-01-10 |
2022-02-16 |
12.846682848999999 |
14.14 |
¥5.4万 |
+10.03% |
跌破中轨 |
| 23 |
2022-04-06 |
2022-05-12 |
15.470089634999995 |
16.13385 |
¥2.5万 |
+4.26% |
跌破中轨 |
| 24 |
2022-06-09 |
2022-06-27 |
16.781793028 |
16.273709999999998 |
¥-1.9万 |
-3.06% |
跌破中轨 |
| 25 |
2022-09-01 |
2022-09-27 |
15.570219664999998 |
15.90408 |
¥1.2万 |
+2.11% |
跌破中轨 |
| 26 |
2022-11-30 |
2022-12-13 |
15.560206661999997 |
14.76522 |
¥-3.1万 |
-5.14% |
跌破中轨 |
| 27 |
2023-04-17 |
2023-04-27 |
13.837970145999998 |
13.326660000000002 |
¥-2.1万 |
-3.72% |
跌破中轨 |
| 28 |
2023-07-14 |
2023-08-18 |
13.023906 |
13.696290000000003 |
¥2.9万 |
+5.13% |
跌破中轨 |
| 29 |
2023-08-29 |
2023-08-31 |
14.208451256999998 |
13.63635 |
¥-2.4万 |
-4.06% |
跌破中轨 |
| 30 |
2023-12-29 |
2024-03-14 |
11.254615372 |
13.046940000000001 |
¥8.9万 |
+15.89% |
跌破中轨 |
| 31 |
2024-04-03 |
2024-06-04 |
13.847983149 |
15.514469999999998 |
¥7.8万 |
+12.00% |
跌破中轨 |
| 32 |
2024-07-03 |
2024-07-08 |
15.880622758 |
14.23 |
¥-7.6万 |
-10.42% |
跌破中轨 |
| 33 |
2024-08-20 |
2024-08-30 |
15.169699544999999 |
14.07591 |
¥-4.7万 |
-7.24% |
跌破中轨 |
| 34 |
2024-10-09 |
2024-10-30 |
15.520154649999997 |
15.564419999999998 |
¥1,505 |
+0.26% |
跌破中轨 |
| 35 |
2024-12-05 |
2024-12-23 |
16.311181887 |
16.08 |
¥-8,756 |
-1.45% |
跌破中轨 |
| 36 |
2024-12-26 |
2025-01-06 |
16.871910054999997 |
16.41357 |
¥-1.6万 |
-2.75% |
跌破中轨 |
| 37 |
2025-03-20 |
2025-04-08 |
17.312482186999997 |
16.64334 |
¥-2.3万 |
-3.89% |
跌破中轨 |
| 38 |
2025-04-21 |
2025-04-30 |
17.783093328 |
17.23275 |
¥-1.7万 |
-3.12% |
跌破中轨 |
| 39 |
2025-05-14 |
2025-07-14 |
18.223665459999996 |
20.29968 |
¥6.1万 |
+11.36% |
跌破中轨 |
| 40 |
2026-03-03 |
2026-03-24 |
16.761767021999997 |
16.66332 |
¥-3,714 |
-0.62% |
跌破中轨 |
| 41 |
2026-04-22 |
2026-05-19 |
17.713002307 |
18.37161 |
¥2.2万 |
+3.69% |
跌破中轨 |
| 42 |
2026-06-03 |
2026-06-22 |
19.285043778000002 |
18.44154 |
¥-2.7万 |
-4.40% |
跌破中轨 |
| 43 |
2026-08-25 |
2026-09-21 |
18.92457567 |
19.02096 |
¥2,838 |
+0.48% |
跌破中轨 |
| 44 |
2026-10-30 |
2026-11-12 |
19.975940984999994 |
20.33 |
¥1.0万 |
+1.74% |
强平 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-05-23 |
突破上轨 |
买入 |
10.960949999999999 |
90200.0 |
¥98.9万 |
|
| 2018-05-29 |
跌破中轨 |
卖出 |
10.59939 |
90200.0 |
¥95.6万 |
|
| 2018-06-01 |
突破上轨 |
买入 |
11.011 |
86500.0 |
¥95.3万 |
|
| 2018-06-11 |
跌破中轨 |
卖出 |
10.16982 |
86500.0 |
¥87.9万 |
|
| 2018-07-24 |
突破上轨 |
买入 |
9.759749999999999 |
91300.0 |
¥89.1万 |
|
| 2018-08-09 |
跌破中轨 |
卖出 |
8.90109 |
91300.0 |
¥81.2万 |
|
| 2018-09-25 |
突破上轨 |
买入 |
9.299289999999997 |
85600.0 |
¥79.6万 |
|
| 2018-10-12 |
跌破中轨 |
卖出 |
8.20179 |
85600.0 |
¥70.2万 |
|
| 2018-11-20 |
突破上轨 |
买入 |
8.97897 |
78800.0 |
¥70.8万 |
|
| 2018-11-23 |
跌破中轨 |
卖出 |
8.72127 |
78800.0 |
¥68.7万 |
|
| 2019-02-26 |
突破上轨 |
买入 |
9.04 |
77200.0 |
¥69.8万 |
|
| 2019-03-25 |
跌破中轨 |
卖出 |
8.85114 |
77200.0 |
¥68.3万 |
|
| 2019-04-17 |
突破上轨 |
买入 |
9.56956 |
70900.0 |
¥67.9万 |
|
| 2019-04-26 |
跌破中轨 |
卖出 |
9.14085 |
70900.0 |
¥64.8万 |
|
| 2019-06-17 |
突破上轨 |
买入 |
8.8088 |
73800.0 |
¥65.0万 |
|
| 2019-07-09 |
跌破中轨 |
卖出 |
8.71128 |
73800.0 |
¥64.3万 |
|
| 2019-10-15 |
突破上轨 |
买入 |
8.57857 |
75100.0 |
¥64.4万 |
|
| 2019-11-01 |
跌破中轨 |
卖出 |
8.41158 |
75100.0 |
¥63.2万 |
|
| 2019-11-06 |
突破上轨 |
买入 |
8.858849999999999 |
71100.0 |
¥63.0万 |
|
| 2019-11-18 |
跌破中轨 |
卖出 |
8.521469999999999 |
71100.0 |
¥60.6万 |
|
| 2019-12-18 |
突破上轨 |
买入 |
8.83883 |
68300.0 |
¥60.4万 |
|
| 2020-01-20 |
跌破中轨 |
卖出 |
8.91108 |
68300.0 |
¥60.8万 |
|
| 2020-05-06 |
突破上轨 |
买入 |
7.677669999999999 |
78800.0 |
¥60.5万 |
|
| 2020-06-12 |
跌破中轨 |
卖出 |
7.73226 |
78800.0 |
¥60.9万 |
|
| 2020-07-02 |
突破上轨 |
买入 |
8.078069999999999 |
76100.0 |
¥61.5万 |
|
| 2020-07-16 |
跌破中轨 |
卖出 |
8.44155 |
76100.0 |
¥64.2万 |
|
| 2020-08-12 |
突破上轨 |
买入 |
9.46946 |
66100.0 |
¥62.6万 |
|
| 2020-09-03 |
跌破中轨 |
卖出 |
9.98001 |
66100.0 |
¥65.9万 |
|
| 2020-09-21 |
突破上轨 |
买入 |
10.840829999999999 |
62300.0 |
¥67.6万 |
|
| 2020-09-25 |
跌破中轨 |
卖出 |
10.17981 |
62300.0 |
¥63.4万 |
|
| 2020-10-22 |
突破上轨 |
买入 |
11.381369999999999 |
55800.0 |
¥63.5万 |
|
| 2020-11-02 |
跌破中轨 |
卖出 |
10.32966 |
55800.0 |
¥57.6万 |
|
| 2020-12-02 |
突破上轨 |
买入 |
11.73172 |
48600.0 |
¥57.0万 |
|
| 2020-12-15 |
跌破中轨 |
卖出 |
10.889100000000001 |
48600.0 |
¥52.9万 |
|
| 2021-02-22 |
突破上轨 |
买入 |
11.22121 |
47200.0 |
¥53.0万 |
|
| 2021-03-11 |
跌破中轨 |
卖出 |
10.87911 |
47200.0 |
¥51.3万 |
|
| 2021-03-17 |
突破上轨 |
买入 |
12.27 |
42200.0 |
¥51.8万 |
|
| 2021-03-25 |
跌破中轨 |
卖出 |
11.32866 |
42200.0 |
¥47.8万 |
|
| 2021-04-30 |
突破上轨 |
买入 |
11.94193 |
40000.0 |
¥47.8万 |
|
| 2021-06-16 |
跌破中轨 |
卖出 |
13.206779999999998 |
40000.0 |
¥52.8万 |
|
| 2021-08-30 |
突破上轨 |
买入 |
12.0 |
44000.0 |
¥52.8万 |
|
| 2021-09-23 |
跌破中轨 |
卖出 |
12.177810000000001 |
44000.0 |
¥53.6万 |
|
| 2022-01-10 |
突破上轨 |
买入 |
12.84283 |
41800.0 |
¥53.7万 |
|
| 2022-02-16 |
跌破中轨 |
卖出 |
14.14 |
41800.0 |
¥59.1万 |
|
| 2022-04-06 |
突破上轨 |
买入 |
15.465449999999997 |
37800.0 |
¥58.5万 |
|
| 2022-05-12 |
跌破中轨 |
卖出 |
16.13385 |
37800.0 |
¥61.0万 |
|
| 2022-06-09 |
突破上轨 |
买入 |
16.77676 |
36600.0 |
¥61.4万 |
|
| 2022-06-27 |
跌破中轨 |
卖出 |
16.273709999999998 |
36600.0 |
¥59.5万 |
|
| 2022-09-01 |
突破上轨 |
买入 |
15.56555 |
37900.0 |
¥59.0万 |
|
| 2022-09-27 |
跌破中轨 |
卖出 |
15.90408 |
37900.0 |
¥60.3万 |
|
| 2022-11-30 |
突破上轨 |
买入 |
15.555539999999999 |
38800.0 |
¥60.4万 |
|
| 2022-12-13 |
跌破中轨 |
卖出 |
14.76522 |
38800.0 |
¥57.3万 |
|
| 2023-04-17 |
突破上轨 |
买入 |
13.83382 |
41700.0 |
¥57.7万 |
|
| 2023-04-27 |
跌破中轨 |
卖出 |
13.326660000000002 |
41700.0 |
¥55.6万 |
|
| 2023-07-14 |
突破上轨 |
买入 |
13.02 |
42700.0 |
¥55.6万 |
|
| 2023-08-18 |
跌破中轨 |
卖出 |
13.696290000000003 |
42700.0 |
¥58.5万 |
|
| 2023-08-29 |
突破上轨 |
买入 |
14.204189999999999 |
41100.0 |
¥58.4万 |
|
| 2023-08-31 |
跌破中轨 |
卖出 |
13.63635 |
41100.0 |
¥56.0万 |
|
| 2023-12-29 |
突破上轨 |
买入 |
11.25124 |
49600.0 |
¥55.8万 |
|
| 2024-03-14 |
跌破中轨 |
卖出 |
13.046940000000001 |
49600.0 |
¥64.7万 |
|
| 2024-04-03 |
突破上轨 |
买入 |
13.843829999999999 |
46900.0 |
¥64.9万 |
|
| 2024-06-04 |
跌破中轨 |
卖出 |
15.514469999999998 |
46900.0 |
¥72.7万 |
|
| 2024-07-03 |
突破上轨 |
买入 |
15.875859999999998 |
45800.0 |
¥72.7万 |
|
| 2024-07-08 |
跌破中轨 |
卖出 |
14.23 |
45800.0 |
¥65.2万 |
|
| 2024-08-20 |
突破上轨 |
买入 |
15.165149999999999 |
42900.0 |
¥65.1万 |
|
| 2024-08-30 |
跌破中轨 |
卖出 |
14.07591 |
42900.0 |
¥60.4万 |
|
| 2024-10-09 |
突破上轨 |
买入 |
15.515499999999998 |
38000.0 |
¥59.0万 |
|
| 2024-10-30 |
跌破中轨 |
卖出 |
15.564419999999998 |
38000.0 |
¥59.1万 |
|
| 2024-12-05 |
突破上轨 |
买入 |
16.306289999999997 |
37100.0 |
¥60.5万 |
|
| 2024-12-23 |
跌破中轨 |
卖出 |
16.08 |
37100.0 |
¥59.6万 |
|
| 2024-12-26 |
突破上轨 |
买入 |
16.86685 |
35100.0 |
¥59.2万 |
|
| 2025-01-06 |
跌破中轨 |
卖出 |
16.41357 |
35100.0 |
¥57.6万 |
|
| 2025-03-20 |
突破上轨 |
买入 |
17.30729 |
33600.0 |
¥58.2万 |
|
| 2025-04-08 |
跌破中轨 |
卖出 |
16.64334 |
33600.0 |
¥55.9万 |
|
| 2025-04-21 |
突破上轨 |
买入 |
17.77776 |
31300.0 |
¥55.7万 |
|
| 2025-04-30 |
跌破中轨 |
卖出 |
17.23275 |
31300.0 |
¥53.9万 |
|
| 2025-05-14 |
突破上轨 |
买入 |
18.218199999999996 |
29600.0 |
¥53.9万 |
|
| 2025-07-14 |
跌破中轨 |
卖出 |
20.29968 |
29600.0 |
¥60.1万 |
|
| 2026-03-03 |
突破上轨 |
买入 |
16.756739999999997 |
35900.0 |
¥60.2万 |
|
| 2026-03-24 |
跌破中轨 |
卖出 |
16.66332 |
35900.0 |
¥59.8万 |
|
| 2026-04-22 |
突破上轨 |
买入 |
17.70769 |
33800.0 |
¥59.9万 |
|
| 2026-05-19 |
跌破中轨 |
卖出 |
18.37161 |
33800.0 |
¥62.1万 |
|
| 2026-06-03 |
突破上轨 |
买入 |
19.27926 |
32100.0 |
¥61.9万 |
|
| 2026-06-22 |
跌破中轨 |
卖出 |
18.44154 |
32100.0 |
¥59.2万 |
|
| 2026-08-25 |
突破上轨 |
买入 |
18.918899999999997 |
31300.0 |
¥59.2万 |
|
| 2026-09-21 |
跌破中轨 |
卖出 |
19.02096 |
31300.0 |
¥59.5万 |
|
| 2026-10-30 |
突破上轨 |
买入 |
19.969949999999997 |
29900.0 |
¥59.7万 |
|
| 2026-11-12 |
强平 |
卖出 |
20.33 |
29900 |
¥60.8万 |
回测结束强平 |