601888 中国国旅 — 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: ¥61.6万
策略: 布林带突破
K线 & 交易信号（策略收益 -38.43%）
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 51 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 |
2015-02-05 |
2015-06-29 |
49.07372770299999 |
61.5384 |
¥25.3万 |
+25.36% |
跌破中轨 |
| 2 |
2015-11-09 |
2015-11-17 |
57.27437716 |
54.595349999999996 |
¥-5.8万 |
-4.71% |
跌破中轨 |
| 3 |
2015-12-11 |
2016-01-05 |
56.08282980299999 |
55.0449 |
¥-2.2万 |
-1.88% |
跌破中轨 |
| 4 |
2016-04-13 |
2016-04-21 |
47.181270135999995 |
45.48447 |
¥-4.2万 |
-3.63% |
跌破中轨 |
| 5 |
2016-06-03 |
2016-06-27 |
43.80313700000001 |
43.06 |
¥-1.9万 |
-1.73% |
跌破中轨 |
| 6 |
2016-07-11 |
2016-08-01 |
45.95968377 |
44.405550000000005 |
¥-3.8万 |
-3.41% |
跌破中轨 |
| 7 |
2016-09-14 |
2016-09-27 |
47.41156920499999 |
45.963989999999995 |
¥-3.3万 |
-3.08% |
跌破中轨 |
| 8 |
2017-01-17 |
2017-04-13 |
44.297525271999994 |
50.48 |
¥14.4万 |
+13.92% |
跌破中轨 |
| 9 |
2017-06-05 |
2017-06-19 |
57.094143106 |
27.65232 |
¥-60.7万 |
-51.58% |
跌破中轨 |
| 10 |
2017-09-05 |
2017-11-24 |
32.559765 |
41.658300000000004 |
¥16.0万 |
+27.91% |
跌破中轨 |
| 11 |
2018-01-04 |
2018-02-07 |
45.40896860499999 |
49.83012 |
¥7.0万 |
+9.70% |
跌破中轨 |
| 12 |
2018-05-04 |
2018-06-12 |
58.325742474999984 |
63.8361 |
¥7.6万 |
+9.41% |
跌破中轨 |
| 13 |
2018-07-17 |
2018-08-03 |
71.79323151 |
68.53139999999999 |
¥-4.0万 |
-4.57% |
跌破中轨 |
| 14 |
2018-09-25 |
2018-10-11 |
66.68659997999998 |
59.94 |
¥-8.4万 |
-10.14% |
跌破中轨 |
| 15 |
2018-12-05 |
2018-12-24 |
58.02535238499999 |
58.4415 |
¥5,102 |
+0.69% |
跌破中轨 |
| 16 |
2019-03-29 |
2019-05-09 |
67.96826436399999 |
72.58734 |
¥5.1万 |
+6.76% |
跌破中轨 |
| 17 |
2019-06-18 |
2019-07-17 |
81.50584441999999 |
85.71419999999999 |
¥4.2万 |
+5.13% |
跌破中轨 |
| 18 |
2019-08-23 |
2019-09-11 |
94.87320342499999 |
92.99691 |
¥-1.7万 |
-2.01% |
跌破中轨 |
| 19 |
2019-10-09 |
2019-10-10 |
96.82903999999999 |
93.83607 |
¥-2.6万 |
-3.12% |
跌破中轨 |
| 20 |
2019-12-11 |
2019-12-18 |
88.89544063399998 |
85.50441000000001 |
¥-3.1万 |
-3.84% |
跌破中轨 |
| 21 |
2020-01-13 |
2020-01-15 |
91.11832729999999 |
88.75116 |
¥-2.0万 |
-2.63% |
跌破中轨 |
| 22 |
2020-05-27 |
2020-08-13 |
95.40389258399999 |
206.793 |
¥87.9万 |
+116.69% |
跌破中轨 |
| 23 |
2020-12-08 |
2021-01-19 |
209.90258188899998 |
276.83289 |
¥52.1万 |
+31.85% |
跌破中轨 |
| 24 |
2021-02-03 |
2021-02-25 |
331.109983204 |
321.678 |
¥-6.2万 |
-2.88% |
跌破中轨 |
| 25 |
2021-04-06 |
2021-04-12 |
335.080494 |
295.71398999999997 |
¥-24.5万 |
-11.77% |
跌破中轨 |
| 26 |
2021-05-18 |
2021-06-07 |
319.725198793 |
319.60008 |
¥-1,282 |
-0.07% |
跌破中轨 |
| 27 |
2021-10-11 |
2021-10-28 |
270.65147109 |
256.99275 |
¥-9.3万 |
-5.08% |
跌破中轨 |
| 28 |
2022-02-11 |
2022-02-23 |
221.48762635999998 |
210.86892 |
¥-8.3万 |
-4.82% |
跌破中轨 |
| 29 |
2022-04-15 |
2022-05-09 |
178.53184348999997 |
159.3405 |
¥-17.7万 |
-10.78% |
跌破中轨 |
| 30 |
2022-06-28 |
2022-07-13 |
213.66747101699997 |
203.84595000000002 |
¥-6.8万 |
-4.63% |
跌破中轨 |
| 31 |
2022-09-28 |
2022-10-11 |
200.26005999999998 |
189.3105 |
¥-7.7万 |
-5.50% |
跌破中轨 |
| 32 |
2022-11-07 |
2022-11-23 |
192.24965759999998 |
181.32849 |
¥-7.5万 |
-5.71% |
跌破中轨 |
| 33 |
2022-12-02 |
2023-01-03 |
204.10505315199998 |
216.783 |
¥7.8万 |
+6.18% |
跌破中轨 |
| 34 |
2023-01-06 |
2023-01-31 |
225.90775200000002 |
217.98180000000002 |
¥-4.8万 |
-3.54% |
跌破中轨 |
| 35 |
2023-07-28 |
2023-08-15 |
120.17606200599998 |
118.16172000000002 |
¥-2.2万 |
-1.71% |
跌破中轨 |
| 36 |
2024-01-26 |
2024-02-01 |
86.292059854 |
79.31061 |
¥-10.4万 |
-8.12% |
跌破中轨 |
| 37 |
2024-05-21 |
2024-05-27 |
77.60077324999999 |
73.70622 |
¥-5.9万 |
-5.05% |
跌破中轨 |
| 38 |
2024-07-18 |
2024-07-25 |
70.39141108999998 |
64.76517 |
¥-9.0万 |
-8.02% |
跌破中轨 |
| 39 |
2024-10-09 |
2024-10-25 |
80.10402399999998 |
67.73219999999999 |
¥-15.1万 |
-15.47% |
跌破中轨 |
| 40 |
2024-11-11 |
2024-11-18 |
74.51676832599999 |
70.67925 |
¥-4.5万 |
-5.18% |
跌破中轨 |
| 41 |
2024-12-13 |
2024-12-20 |
73.0219 |
69.93 |
¥-3.5万 |
-4.26% |
跌破中轨 |
| 42 |
2025-02-28 |
2025-03-03 |
62.88165883999999 |
61.128809999999994 |
¥-2.3万 |
-2.82% |
跌破中轨 |
| 43 |
2025-03-18 |
2025-03-24 |
64.40363529599999 |
61.78815 |
¥-3.2万 |
-4.09% |
跌破中轨 |
| 44 |
2025-04-11 |
2025-04-24 |
69.98087796699998 |
62.90703 |
¥-7.6万 |
-10.14% |
跌破中轨 |
| 45 |
2025-07-11 |
2025-08-15 |
62.00051457599999 |
64.30563000000001 |
¥2.5万 |
+3.69% |
跌破中轨 |
| 46 |
2025-08-25 |
2025-09-24 |
68.0884204 |
69.50043 |
¥1.4万 |
+2.04% |
跌破中轨 |
| 47 |
2025-11-03 |
2025-11-24 |
76.0988228 |
79.4205 |
¥3.1万 |
+4.33% |
跌破中轨 |
| 48 |
2025-12-24 |
2026-01-19 |
87.37346417799999 |
88.77 |
¥1.1万 |
+1.57% |
跌破中轨 |
| 49 |
2026-02-10 |
2026-02-25 |
96.779025 |
82.917 |
¥-10.7万 |
-14.35% |
跌破中轨 |
| 50 |
2026-07-30 |
2026-08-12 |
57.064104097 |
55.194750000000006 |
¥-2.1万 |
-3.30% |
跌破中轨 |
| 51 |
2026-11-03 |
2026-11-12 |
52.86865583999998 |
51.53 |
¥-1.6万 |
-2.56% |
强平 |
逐笔成交记录（共 102 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-05 |
突破上轨 |
买入 |
49.059009999999994 |
20300.0 |
¥99.6万 |
|
| 2015-06-29 |
跌破中轨 |
卖出 |
61.5384 |
20300.0 |
¥1.25M |
|
| 2015-11-09 |
突破上轨 |
买入 |
57.257200000000005 |
21500.0 |
¥1.23M |
|
| 2015-11-17 |
跌破中轨 |
卖出 |
54.595349999999996 |
21500.0 |
¥1.17M |
|
| 2015-12-11 |
突破上轨 |
买入 |
56.06601 |
20800.0 |
¥1.17M |
|
| 2016-01-05 |
跌破中轨 |
卖出 |
55.0449 |
20800.0 |
¥1.14M |
|
| 2016-04-13 |
突破上轨 |
买入 |
47.16711999999999 |
24700.0 |
¥1.17M |
|
| 2016-04-21 |
跌破中轨 |
卖出 |
45.48447 |
24700.0 |
¥1.12M |
|
| 2016-06-03 |
突破上轨 |
买入 |
43.79 |
25500.0 |
¥1.12M |
|
| 2016-06-27 |
跌破中轨 |
卖出 |
43.06 |
25500.0 |
¥1.10M |
|
| 2016-07-11 |
突破上轨 |
买入 |
45.945899999999995 |
24100.0 |
¥1.11M |
|
| 2016-08-01 |
跌破中轨 |
卖出 |
44.405550000000005 |
24100.0 |
¥1.07M |
|
| 2016-09-14 |
突破上轨 |
买入 |
47.39734999999999 |
22300.0 |
¥1.06M |
|
| 2016-09-27 |
跌破中轨 |
卖出 |
45.963989999999995 |
22300.0 |
¥1.02M |
|
| 2017-01-17 |
突破上轨 |
买入 |
44.28424 |
23300.0 |
¥1.03M |
|
| 2017-04-13 |
跌破中轨 |
卖出 |
50.48 |
23300.0 |
¥1.18M |
|
| 2017-06-05 |
突破上轨 |
买入 |
57.07702 |
20600.0 |
¥1.18M |
|
| 2017-06-19 |
跌破中轨 |
卖出 |
27.65232 |
20600.0 |
¥56.9万 |
|
| 2017-09-05 |
突破上轨 |
买入 |
32.55 |
17600.0 |
¥57.3万 |
|
| 2017-11-24 |
跌破中轨 |
卖出 |
41.658300000000004 |
17600.0 |
¥73.3万 |
|
| 2018-01-04 |
突破上轨 |
买入 |
45.39534999999999 |
16000.0 |
¥72.7万 |
|
| 2018-02-07 |
跌破中轨 |
卖出 |
49.83012 |
16000.0 |
¥79.7万 |
|
| 2018-05-04 |
突破上轨 |
买入 |
58.30824999999999 |
13800.0 |
¥80.5万 |
|
| 2018-06-12 |
跌破中轨 |
卖出 |
63.8361 |
13800.0 |
¥88.1万 |
|
| 2018-07-17 |
突破上轨 |
买入 |
71.7717 |
12100.0 |
¥86.9万 |
|
| 2018-08-03 |
跌破中轨 |
卖出 |
68.53139999999999 |
12100.0 |
¥82.9万 |
|
| 2018-09-25 |
突破上轨 |
买入 |
66.66659999999999 |
12400.0 |
¥82.7万 |
|
| 2018-10-11 |
跌破中轨 |
卖出 |
59.94 |
12400.0 |
¥74.3万 |
|
| 2018-12-05 |
突破上轨 |
买入 |
58.007949999999994 |
12800.0 |
¥74.3万 |
|
| 2018-12-24 |
跌破中轨 |
卖出 |
58.4415 |
12800.0 |
¥74.8万 |
|
| 2019-03-29 |
突破上轨 |
买入 |
67.94787999999998 |
11200.0 |
¥76.1万 |
|
| 2019-05-09 |
跌破中轨 |
卖出 |
72.58734 |
11200.0 |
¥81.3万 |
|
| 2019-06-18 |
突破上轨 |
买入 |
81.4814 |
10000.0 |
¥81.5万 |
|
| 2019-07-17 |
跌破中轨 |
卖出 |
85.71419999999999 |
10000.0 |
¥85.7万 |
|
| 2019-08-23 |
突破上轨 |
买入 |
94.84474999999999 |
9000.0 |
¥85.4万 |
|
| 2019-09-11 |
跌破中轨 |
卖出 |
92.99691 |
9000.0 |
¥83.7万 |
|
| 2019-10-09 |
突破上轨 |
买入 |
96.8 |
8600.0 |
¥83.3万 |
|
| 2019-10-10 |
跌破中轨 |
卖出 |
93.83607 |
8600.0 |
¥80.7万 |
|
| 2019-12-11 |
突破上轨 |
买入 |
88.86877999999999 |
9100.0 |
¥80.9万 |
|
| 2019-12-18 |
跌破中轨 |
卖出 |
85.50441000000001 |
9100.0 |
¥77.8万 |
|
| 2020-01-13 |
突破上轨 |
买入 |
91.091 |
8200.0 |
¥74.7万 |
|
| 2020-01-15 |
跌破中轨 |
卖出 |
88.75116 |
8200.0 |
¥72.8万 |
|
| 2020-05-27 |
突破上轨 |
买入 |
95.37527999999999 |
7900.0 |
¥75.4万 |
|
| 2020-08-13 |
跌破中轨 |
卖出 |
206.793 |
7900.0 |
¥1.63M |
|
| 2020-12-08 |
突破上轨 |
买入 |
209.83962999999997 |
7800.0 |
¥1.64M |
|
| 2021-01-19 |
跌破中轨 |
卖出 |
276.83289 |
7800.0 |
¥2.16M |
|
| 2021-02-03 |
突破上轨 |
买入 |
331.01068 |
6500.0 |
¥2.15M |
|
| 2021-02-25 |
跌破中轨 |
卖出 |
321.678 |
6500.0 |
¥2.09M |
|
| 2021-04-06 |
突破上轨 |
买入 |
334.98 |
6200.0 |
¥2.08M |
|
| 2021-04-12 |
跌破中轨 |
卖出 |
295.71398999999997 |
6200.0 |
¥1.83M |
|
| 2021-05-18 |
突破上轨 |
买入 |
319.62931 |
5800.0 |
¥1.85M |
|
| 2021-06-07 |
跌破中轨 |
卖出 |
319.60008 |
5800.0 |
¥1.85M |
|
| 2021-10-11 |
突破上轨 |
买入 |
270.5703 |
6800.0 |
¥1.84M |
|
| 2021-10-28 |
跌破中轨 |
卖出 |
256.99275 |
6800.0 |
¥1.75M |
|
| 2022-02-11 |
突破上轨 |
买入 |
221.42119999999997 |
7800.0 |
¥1.73M |
|
| 2022-02-23 |
跌破中轨 |
卖出 |
210.86892 |
7800.0 |
¥1.64M |
|
| 2022-04-15 |
突破上轨 |
买入 |
178.4783 |
9200.0 |
¥1.64M |
|
| 2022-05-09 |
跌破中轨 |
卖出 |
159.3405 |
9200.0 |
¥1.47M |
|
| 2022-06-28 |
突破上轨 |
买入 |
213.60338999999996 |
6900.0 |
¥1.47M |
|
| 2022-07-13 |
跌破中轨 |
卖出 |
203.84595000000002 |
6900.0 |
¥1.41M |
|
| 2022-09-28 |
突破上轨 |
买入 |
200.2 |
7000.0 |
¥1.40M |
|
| 2022-10-11 |
跌破中轨 |
卖出 |
189.3105 |
7000.0 |
¥1.32M |
|
| 2022-11-07 |
突破上轨 |
买入 |
192.19199999999998 |
6800.0 |
¥1.31M |
|
| 2022-11-23 |
跌破中轨 |
卖出 |
181.32849 |
6800.0 |
¥1.23M |
|
| 2022-12-02 |
突破上轨 |
买入 |
204.04384 |
6200.0 |
¥1.27M |
|
| 2023-01-03 |
跌破中轨 |
卖出 |
216.783 |
6200.0 |
¥1.34M |
|
| 2023-01-06 |
突破上轨 |
买入 |
225.84 |
6000.0 |
¥1.36M |
|
| 2023-01-31 |
跌破中轨 |
卖出 |
217.98180000000002 |
6000.0 |
¥1.31M |
|
| 2023-07-28 |
突破上轨 |
买入 |
120.14001999999998 |
10800.0 |
¥1.30M |
|
| 2023-08-15 |
跌破中轨 |
卖出 |
118.16172000000002 |
10800.0 |
¥1.28M |
|
| 2024-01-26 |
突破上轨 |
买入 |
86.26617999999999 |
14800.0 |
¥1.28M |
|
| 2024-02-01 |
跌破中轨 |
卖出 |
79.31061 |
14800.0 |
¥1.17M |
|
| 2024-05-21 |
突破上轨 |
买入 |
77.57749999999999 |
15100.0 |
¥1.17M |
|
| 2024-05-27 |
跌破中轨 |
卖出 |
73.70622 |
15100.0 |
¥1.11M |
|
| 2024-07-18 |
突破上轨 |
买入 |
70.37029999999999 |
15900.0 |
¥1.12M |
|
| 2024-07-25 |
跌破中轨 |
卖出 |
64.76517 |
15900.0 |
¥1.03M |
|
| 2024-10-09 |
突破上轨 |
买入 |
80.07999999999998 |
12200.0 |
¥97.7万 |
|
| 2024-10-25 |
跌破中轨 |
卖出 |
67.73219999999999 |
12200.0 |
¥82.6万 |
|
| 2024-11-11 |
突破上轨 |
买入 |
74.49441999999999 |
11600.0 |
¥86.4万 |
|
| 2024-11-18 |
跌破中轨 |
卖出 |
70.67925 |
11600.0 |
¥82.0万 |
|
| 2024-12-13 |
突破上轨 |
买入 |
73.0 |
11300.0 |
¥82.5万 |
|
| 2024-12-20 |
跌破中轨 |
卖出 |
69.93 |
11300.0 |
¥79.0万 |
|
| 2025-02-28 |
突破上轨 |
买入 |
62.862799999999986 |
12800.0 |
¥80.5万 |
|
| 2025-03-03 |
跌破中轨 |
卖出 |
61.128809999999994 |
12800.0 |
¥78.2万 |
|
| 2025-03-18 |
突破上轨 |
买入 |
64.38431999999999 |
12200.0 |
¥78.6万 |
|
| 2025-03-24 |
跌破中轨 |
卖出 |
61.78815 |
12200.0 |
¥75.4万 |
|
| 2025-04-11 |
突破上轨 |
买入 |
69.95988999999999 |
10700.0 |
¥74.9万 |
|
| 2025-04-24 |
跌破中轨 |
卖出 |
62.90703 |
10700.0 |
¥67.3万 |
|
| 2025-07-11 |
突破上轨 |
买入 |
61.981919999999995 |
10900.0 |
¥67.6万 |
|
| 2025-08-15 |
跌破中轨 |
卖出 |
64.30563000000001 |
10900.0 |
¥70.1万 |
|
| 2025-08-25 |
突破上轨 |
买入 |
68.068 |
10300.0 |
¥70.1万 |
|
| 2025-09-24 |
跌破中轨 |
卖出 |
69.50043 |
10300.0 |
¥71.6万 |
|
| 2025-11-03 |
突破上轨 |
买入 |
76.076 |
9400.0 |
¥71.5万 |
|
| 2025-11-24 |
跌破中轨 |
卖出 |
79.4205 |
9400.0 |
¥74.6万 |
|
| 2025-12-24 |
突破上轨 |
买入 |
87.34725999999999 |
8300.0 |
¥72.5万 |
|
| 2026-01-19 |
跌破中轨 |
卖出 |
88.77 |
8300.0 |
¥73.7万 |
|
| 2026-02-10 |
突破上轨 |
买入 |
96.75 |
7700.0 |
¥74.5万 |
|
| 2026-02-25 |
跌破中轨 |
卖出 |
82.917 |
7700.0 |
¥63.8万 |
|
| 2026-07-30 |
突破上轨 |
买入 |
57.046989999999994 |
11300.0 |
¥64.5万 |
|
| 2026-08-12 |
跌破中轨 |
卖出 |
55.194750000000006 |
11300.0 |
¥62.4万 |
|
| 2026-11-03 |
突破上轨 |
买入 |
52.85279999999999 |
11900.0 |
¥62.9万 |
|
| 2026-11-12 |
强平 |
卖出 |
51.53 |
11900 |
¥61.3万 |
回测结束强平 |