601881 中国银河 — 布林带突破 回测明细
数据区间: 2017-01-23 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥98.2万
策略: 布林带突破
K线 & 交易信号（策略收益 -1.83%）
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 39 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 |
2017-08-03 |
2017-08-14 |
12.926786873 |
12.33765 |
¥-4.5万 |
-4.59% |
跌破中轨 |
| 2 |
2017-08-30 |
2017-09-25 |
14.719114409999996 |
14.59539 |
¥-8,224 |
-0.87% |
跌破中轨 |
| 3 |
2018-01-18 |
2018-02-02 |
11.194537354 |
11.25873 |
¥5,090 |
+0.54% |
跌破中轨 |
| 4 |
2018-04-11 |
2018-04-18 |
10.623796182999998 |
10.40958 |
¥-1.9万 |
-2.05% |
跌破中轨 |
| 5 |
2018-11-20 |
2018-11-26 |
8.130558436 |
7.41258 |
¥-8.2万 |
-8.86% |
跌破中轨 |
| 6 |
2019-02-15 |
2019-03-15 |
9.021715702999998 |
10.71927 |
¥15.7万 |
+18.78% |
跌破中轨 |
| 7 |
2019-04-08 |
2019-04-26 |
14.258516272 |
12.24774 |
¥-14.2万 |
-14.13% |
跌破中轨 |
| 8 |
2019-06-14 |
2019-07-09 |
11.054355311999998 |
11.34864 |
¥2.3万 |
+2.63% |
跌破中轨 |
| 9 |
2019-09-10 |
2019-09-26 |
11.845382548999998 |
11.278709999999998 |
¥-4.2万 |
-4.81% |
跌破中轨 |
| 10 |
2019-11-06 |
2019-11-13 |
11.324706392999998 |
10.779209999999999 |
¥-4.1万 |
-4.85% |
跌破中轨 |
| 11 |
2019-12-17 |
2020-01-15 |
11.134459335999997 |
11.3886 |
¥1.8万 |
+2.25% |
跌破中轨 |
| 12 |
2020-06-23 |
2020-07-23 |
11.094407323999999 |
13.436549999999999 |
¥17.3万 |
+21.07% |
跌破中轨 |
| 13 |
2020-10-13 |
2020-10-22 |
13.267228974999998 |
12.83715 |
¥-3.2万 |
-3.27% |
跌破中轨 |
| 14 |
2020-12-02 |
2020-12-10 |
13.227176963 |
12.297690000000001 |
¥-6.8万 |
-7.05% |
跌破中轨 |
| 15 |
2021-05-17 |
2021-06-11 |
10.31339309 |
10.709280000000001 |
¥3.3万 |
+3.81% |
跌破中轨 |
| 16 |
2021-08-19 |
2021-09-23 |
10.463588134999998 |
10.83 |
¥3.2万 |
+3.47% |
跌破中轨 |
| 17 |
2021-11-08 |
2021-11-19 |
10.794017233999998 |
10.63935 |
¥-1.4万 |
-1.46% |
跌破中轨 |
| 18 |
2022-06-07 |
2022-07-06 |
9.001689696999998 |
9.50049 |
¥5.2万 |
+5.51% |
跌破中轨 |
| 19 |
2022-09-01 |
2022-09-19 |
9.542391858999999 |
9.390600000000001 |
¥-1.6万 |
-1.62% |
跌破中轨 |
| 20 |
2022-11-16 |
2022-12-13 |
9.852794951999998 |
9.81018 |
¥-4,528 |
-0.46% |
跌破中轨 |
| 21 |
2023-01-17 |
2023-02-09 |
9.722625912999998 |
9.57042 |
¥-1.6万 |
-1.60% |
跌破中轨 |
| 22 |
2023-03-24 |
2023-04-17 |
10.51365315 |
10.28 |
¥-2.1万 |
-2.25% |
跌破中轨 |
| 23 |
2023-04-18 |
2023-04-20 |
10.583744171000001 |
10.31967 |
¥-2.4万 |
-2.52% |
跌破中轨 |
| 24 |
2023-05-05 |
2023-05-25 |
11.41482342 |
11.37861 |
¥-3,186 |
-0.35% |
跌破中轨 |
| 25 |
2023-06-19 |
2023-06-27 |
12.065668615 |
10.889100000000001 |
¥-8.8万 |
-9.78% |
跌破中轨 |
| 26 |
2023-07-26 |
2023-08-14 |
12.846682848999999 |
12.43755 |
¥-2.7万 |
-3.21% |
跌破中轨 |
| 27 |
2023-10-19 |
2023-11-24 |
11.514953449999998 |
12.66732 |
¥7.9万 |
+9.97% |
跌破中轨 |
| 28 |
2024-03-19 |
2024-03-26 |
12.666448794999999 |
12.09789 |
¥-3.9万 |
-4.52% |
跌破中轨 |
| 29 |
2024-04-30 |
2024-05-24 |
12.506240746999998 |
11.89809 |
¥-4.0万 |
-4.89% |
跌破中轨 |
| 30 |
2024-08-01 |
2024-08-21 |
10.713913209999996 |
10.3896 |
¥-2.4万 |
-3.06% |
跌破中轨 |
| 31 |
2024-09-02 |
2024-10-30 |
11.044342308999997 |
14.415569999999999 |
¥23.4万 |
+30.49% |
跌破中轨 |
| 32 |
2024-11-07 |
2024-11-25 |
15.710401706999997 |
15.05493 |
¥-4.2万 |
-4.20% |
跌破中轨 |
| 33 |
2025-02-10 |
2025-03-26 |
14.478802338 |
16.79 |
¥15.4万 |
+15.93% |
跌破中轨 |
| 34 |
2025-05-15 |
2025-05-26 |
16.631597982999995 |
15.924059999999999 |
¥-4.7万 |
-4.28% |
跌破中轨 |
| 35 |
2025-06-26 |
2025-08-01 |
17.50525 |
17.102880000000003 |
¥-2.5万 |
-2.33% |
跌破中轨 |
| 36 |
2025-08-19 |
2025-09-03 |
18.423925519999994 |
17.93205 |
¥-2.8万 |
-2.70% |
跌破中轨 |
| 37 |
2025-09-30 |
2025-10-31 |
17.723015309999997 |
17.80218 |
¥4,223 |
+0.42% |
跌破中轨 |
| 38 |
2026-01-08 |
2026-01-15 |
16.274881 |
15.89409 |
¥-2.4万 |
-2.37% |
跌破中轨 |
| 39 |
2026-06-23 |
2026-07-15 |
13.046942908999997 |
12.7872 |
¥-2.0万 |
-2.02% |
跌破中轨 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-08-03 |
突破上轨 |
买入 |
12.922909999999998 |
76200.0 |
¥98.5万 |
|
| 2017-08-14 |
跌破中轨 |
卖出 |
12.33765 |
76200.0 |
¥94.0万 |
|
| 2017-08-30 |
突破上轨 |
买入 |
14.714699999999997 |
64200.0 |
¥94.5万 |
|
| 2017-09-25 |
跌破中轨 |
卖出 |
14.59539 |
64200.0 |
¥93.7万 |
|
| 2018-01-18 |
突破上轨 |
买入 |
11.19118 |
83700.0 |
¥93.7万 |
|
| 2018-02-02 |
跌破中轨 |
卖出 |
11.25873 |
83700.0 |
¥94.2万 |
|
| 2018-04-11 |
突破上轨 |
买入 |
10.620609999999997 |
87800.0 |
¥93.3万 |
|
| 2018-04-18 |
跌破中轨 |
卖出 |
10.40958 |
87800.0 |
¥91.4万 |
|
| 2018-11-20 |
突破上轨 |
买入 |
8.12812 |
113300.0 |
¥92.1万 |
|
| 2018-11-26 |
跌破中轨 |
卖出 |
7.41258 |
113300.0 |
¥84.0万 |
|
| 2019-02-15 |
突破上轨 |
买入 |
9.019009999999998 |
92400.0 |
¥83.4万 |
|
| 2019-03-15 |
跌破中轨 |
卖出 |
10.71927 |
92400.0 |
¥99.0万 |
|
| 2019-04-08 |
突破上轨 |
买入 |
14.25424 |
70500.0 |
¥1.01M |
|
| 2019-04-26 |
跌破中轨 |
卖出 |
12.24774 |
70500.0 |
¥86.3万 |
|
| 2019-06-14 |
突破上轨 |
买入 |
11.051039999999999 |
77700.0 |
¥85.9万 |
|
| 2019-07-09 |
跌破中轨 |
卖出 |
11.34864 |
77700.0 |
¥88.2万 |
|
| 2019-09-10 |
突破上轨 |
买入 |
11.841829999999998 |
74100.0 |
¥87.8万 |
|
| 2019-09-26 |
跌破中轨 |
卖出 |
11.278709999999998 |
74100.0 |
¥83.6万 |
|
| 2019-11-06 |
突破上轨 |
买入 |
11.321309999999999 |
74300.0 |
¥84.1万 |
|
| 2019-11-13 |
跌破中轨 |
卖出 |
10.779209999999999 |
74300.0 |
¥80.1万 |
|
| 2019-12-17 |
突破上轨 |
买入 |
11.131119999999997 |
71700.0 |
¥79.8万 |
|
| 2020-01-15 |
跌破中轨 |
卖出 |
11.3886 |
71700.0 |
¥81.6万 |
|
| 2020-06-23 |
突破上轨 |
买入 |
11.091079999999998 |
73800.0 |
¥81.9万 |
|
| 2020-07-23 |
跌破中轨 |
卖出 |
13.436549999999999 |
73800.0 |
¥99.1万 |
|
| 2020-10-13 |
突破上轨 |
买入 |
13.26325 |
74100.0 |
¥98.3万 |
|
| 2020-10-22 |
跌破中轨 |
卖出 |
12.83715 |
74100.0 |
¥95.1万 |
|
| 2020-12-02 |
突破上轨 |
买入 |
13.22321 |
72800.0 |
¥96.3万 |
|
| 2020-12-10 |
跌破中轨 |
卖出 |
12.297690000000001 |
72800.0 |
¥89.5万 |
|
| 2021-05-17 |
突破上轨 |
买入 |
10.3103 |
85000.0 |
¥87.7万 |
|
| 2021-06-11 |
跌破中轨 |
卖出 |
10.709280000000001 |
85000.0 |
¥91.0万 |
|
| 2021-08-19 |
突破上轨 |
买入 |
10.460449999999998 |
88000.0 |
¥92.1万 |
|
| 2021-09-23 |
跌破中轨 |
卖出 |
10.83 |
88000.0 |
¥95.3万 |
|
| 2021-11-08 |
突破上轨 |
买入 |
10.790779999999998 |
88100.0 |
¥95.1万 |
|
| 2021-11-19 |
跌破中轨 |
卖出 |
10.63935 |
88100.0 |
¥93.7万 |
|
| 2022-06-07 |
突破上轨 |
买入 |
8.99899 |
104800.0 |
¥94.3万 |
|
| 2022-07-06 |
跌破中轨 |
卖出 |
9.50049 |
104800.0 |
¥99.5万 |
|
| 2022-09-01 |
突破上轨 |
买入 |
9.53953 |
100500.0 |
¥95.9万 |
|
| 2022-09-19 |
跌破中轨 |
卖出 |
9.390600000000001 |
100500.0 |
¥94.3万 |
|
| 2022-11-16 |
突破上轨 |
买入 |
9.849839999999999 |
99400.0 |
¥97.9万 |
|
| 2022-12-13 |
跌破中轨 |
卖出 |
9.81018 |
99400.0 |
¥97.5万 |
|
| 2023-01-17 |
突破上轨 |
买入 |
9.71971 |
100000.0 |
¥97.2万 |
|
| 2023-02-09 |
跌破中轨 |
卖出 |
9.57042 |
100000.0 |
¥95.7万 |
|
| 2023-03-24 |
突破上轨 |
买入 |
10.510499999999999 |
90100.0 |
¥94.7万 |
|
| 2023-04-17 |
跌破中轨 |
卖出 |
10.28 |
90100.0 |
¥92.6万 |
|
| 2023-04-18 |
突破上轨 |
买入 |
10.58057 |
88300.0 |
¥93.5万 |
|
| 2023-04-20 |
跌破中轨 |
卖出 |
10.31967 |
88300.0 |
¥91.1万 |
|
| 2023-05-05 |
突破上轨 |
买入 |
11.411399999999999 |
80400.0 |
¥91.8万 |
|
| 2023-05-25 |
跌破中轨 |
卖出 |
11.37861 |
80400.0 |
¥91.5万 |
|
| 2023-06-19 |
突破上轨 |
买入 |
12.06205 |
74800.0 |
¥90.3万 |
|
| 2023-06-27 |
跌破中轨 |
卖出 |
10.889100000000001 |
74800.0 |
¥81.4万 |
|
| 2023-07-26 |
突破上轨 |
买入 |
12.84283 |
64200.0 |
¥82.5万 |
|
| 2023-08-14 |
跌破中轨 |
卖出 |
12.43755 |
64200.0 |
¥79.8万 |
|
| 2023-10-19 |
突破上轨 |
买入 |
11.511499999999998 |
69000.0 |
¥79.5万 |
|
| 2023-11-24 |
跌破中轨 |
卖出 |
12.66732 |
69000.0 |
¥87.4万 |
|
| 2024-03-19 |
突破上轨 |
买入 |
12.66265 |
68500.0 |
¥86.8万 |
|
| 2024-03-26 |
跌破中轨 |
卖出 |
12.09789 |
68500.0 |
¥82.8万 |
|
| 2024-04-30 |
突破上轨 |
买入 |
12.502489999999998 |
66000.0 |
¥82.5万 |
|
| 2024-05-24 |
跌破中轨 |
卖出 |
11.89809 |
66000.0 |
¥78.5万 |
|
| 2024-08-01 |
突破上轨 |
买入 |
10.710699999999997 |
73200.0 |
¥78.4万 |
|
| 2024-08-21 |
跌破中轨 |
卖出 |
10.3896 |
73200.0 |
¥76.0万 |
|
| 2024-09-02 |
突破上轨 |
买入 |
11.041029999999997 |
69500.0 |
¥76.8万 |
|
| 2024-10-30 |
跌破中轨 |
卖出 |
14.415569999999999 |
69500.0 |
¥1.00M |
|
| 2024-11-07 |
突破上轨 |
买入 |
15.705689999999997 |
63600.0 |
¥99.9万 |
|
| 2024-11-25 |
跌破中轨 |
卖出 |
15.05493 |
63600.0 |
¥95.7万 |
|
| 2025-02-10 |
突破上轨 |
买入 |
14.474459999999999 |
66600.0 |
¥96.4万 |
|
| 2025-03-26 |
跌破中轨 |
卖出 |
16.79 |
66600.0 |
¥1.12M |
|
| 2025-05-15 |
突破上轨 |
买入 |
16.626609999999996 |
66200.0 |
¥1.10M |
|
| 2025-05-26 |
跌破中轨 |
卖出 |
15.924059999999999 |
66200.0 |
¥1.05M |
|
| 2025-06-26 |
突破上轨 |
买入 |
17.5 |
61000.0 |
¥1.07M |
|
| 2025-08-01 |
跌破中轨 |
卖出 |
17.102880000000003 |
61000.0 |
¥1.04M |
|
| 2025-08-19 |
突破上轨 |
买入 |
18.418399999999995 |
56600.0 |
¥1.04M |
|
| 2025-09-03 |
跌破中轨 |
卖出 |
17.93205 |
56600.0 |
¥1.01M |
|
| 2025-09-30 |
突破上轨 |
买入 |
17.717699999999997 |
57200.0 |
¥1.01M |
|
| 2025-10-31 |
跌破中轨 |
卖出 |
17.80218 |
57200.0 |
¥1.02M |
|
| 2026-01-08 |
突破上轨 |
买入 |
16.27 |
62500.0 |
¥1.02M |
|
| 2026-01-15 |
跌破中轨 |
卖出 |
15.89409 |
62500.0 |
¥99.3万 |
|
| 2026-06-23 |
突破上轨 |
买入 |
13.043029999999998 |
76500.0 |
¥99.8万 |
|
| 2026-07-15 |
跌破中轨 |
卖出 |
12.7872 |
76500.0 |
¥97.8万 |
|