601988 中国银行 — 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: ¥82.2万
策略: 布林带突破
K线 & 交易信号（策略收益 -17.84%）
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 57 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 |
4.335630298999999 |
4.57542 |
¥5.5万 |
+5.50% |
跌破中轨 |
| 2 |
2015-06-10 |
2015-06-19 |
5.156696544999999 |
4.67532 |
¥-9.6万 |
-9.36% |
跌破中轨 |
| 3 |
2015-07-08 |
2015-07-23 |
5.10663153 |
5.0149799999999995 |
¥-1.7万 |
-1.82% |
跌破中轨 |
| 4 |
2015-10-22 |
2015-11-03 |
3.955136185 |
3.84615 |
¥-2.6万 |
-2.78% |
跌破中轨 |
| 5 |
2015-11-10 |
2015-11-30 |
4.145383241999999 |
3.95604 |
¥-4.2万 |
-4.60% |
跌破中轨 |
| 6 |
2015-12-04 |
2015-12-09 |
4.255526274999999 |
4.04 |
¥-4.4万 |
-5.09% |
跌破中轨 |
| 7 |
2016-03-07 |
2016-03-25 |
3.3843950139999994 |
3.34665 |
¥-9,447 |
-1.14% |
跌破中轨 |
| 8 |
2016-08-12 |
2016-09-08 |
3.3944080169999995 |
3.4465500000000002 |
¥1.2万 |
+1.51% |
跌破中轨 |
| 9 |
2016-10-25 |
2016-11-01 |
3.4344600290000002 |
3.38 |
¥-1.3万 |
-1.62% |
跌破中轨 |
| 10 |
2016-11-23 |
2016-12-16 |
3.4244470259999997 |
3.46653 |
¥9,789 |
+1.20% |
跌破中轨 |
| 11 |
2017-01-17 |
2017-03-07 |
3.494538047 |
3.61638 |
¥2.9万 |
+3.46% |
跌破中轨 |
| 12 |
2017-04-05 |
2017-04-10 |
3.674772101 |
3.6363600000000003 |
¥-9,145 |
-1.07% |
跌破中轨 |
| 13 |
2017-05-15 |
2017-06-06 |
3.6747721009999994 |
3.62637 |
¥-1.1万 |
-1.35% |
跌破中轨 |
| 14 |
2017-07-03 |
2017-08-15 |
3.70111 |
3.92 |
¥4.9万 |
+5.88% |
跌破中轨 |
| 15 |
2017-08-29 |
2017-09-15 |
4.235500269 |
4.095899999999999 |
¥-2.9万 |
-3.32% |
跌破中轨 |
| 16 |
2018-01-04 |
2018-02-09 |
4.005201199999999 |
4.2957 |
¥6.2万 |
+7.22% |
跌破中轨 |
| 17 |
2018-09-25 |
2018-10-12 |
3.6547460949999993 |
3.48651 |
¥-4.2万 |
-4.63% |
跌破中轨 |
| 18 |
2019-01-30 |
2019-03-11 |
3.644733091999999 |
3.74 |
¥2.3万 |
+2.58% |
跌破中轨 |
| 19 |
2019-04-09 |
2019-04-26 |
3.895058167 |
3.86613 |
¥-6,926 |
-0.77% |
跌破中轨 |
| 20 |
2019-09-05 |
2019-09-26 |
3.6046810799999993 |
3.5964 |
¥-2,317 |
-0.26% |
跌破中轨 |
| 21 |
2019-10-17 |
2019-11-11 |
3.6947981069999996 |
3.66633 |
¥-7,120 |
-0.80% |
跌破中轨 |
| 22 |
2019-12-20 |
2020-01-15 |
3.684785104 |
3.6963000000000004 |
¥2,486 |
+0.28% |
跌破中轨 |
| 23 |
2020-04-20 |
2020-04-24 |
3.574642070999999 |
3.4465500000000002 |
¥-3.2万 |
-3.61% |
跌破中轨 |
| 24 |
2020-06-05 |
2020-06-16 |
3.50455105 |
3.45654 |
¥-1.2万 |
-1.40% |
跌破中轨 |
| 25 |
2020-07-03 |
2020-07-16 |
3.5846550739999996 |
3.4265700000000003 |
¥-3.7万 |
-4.44% |
跌破中轨 |
| 26 |
2020-12-01 |
2020-12-08 |
3.294277987 |
3.24675 |
¥-1.2万 |
-1.47% |
跌破中轨 |
| 27 |
2021-01-14 |
2021-01-25 |
3.20416096 |
3.16683 |
¥-9,467 |
-1.19% |
跌破中轨 |
| 28 |
2021-02-22 |
2021-03-22 |
3.2341999689999996 |
3.24675 |
¥2,803 |
+0.36% |
跌破中轨 |
| 29 |
2021-04-01 |
2021-04-16 |
3.3510050000000002 |
3.30669 |
¥-1.1万 |
-1.35% |
跌破中轨 |
| 30 |
2021-05-26 |
2021-06-07 |
3.320996 |
3.16683 |
¥-3.6万 |
-4.67% |
跌破中轨 |
| 31 |
2021-09-02 |
2021-09-17 |
3.053965914999999 |
3.05 |
¥-1,177 |
-0.16% |
跌破中轨 |
| 32 |
2022-01-06 |
2022-01-26 |
3.084004924 |
3.08691 |
¥472 |
+0.06% |
跌破中轨 |
| 33 |
2022-02-09 |
2022-02-25 |
3.174121950999999 |
3.11688 |
¥-1.4万 |
-1.83% |
跌破中轨 |
| 34 |
2022-03-31 |
2022-04-28 |
3.224186966 |
3.22677 |
¥363 |
+0.05% |
跌破中轨 |
| 35 |
2022-06-13 |
2022-07-15 |
3.2141739629999995 |
3.02697 |
¥-4.2万 |
-5.85% |
跌破中轨 |
| 36 |
2022-09-07 |
2022-09-27 |
3.070921 |
3.0669299999999997 |
¥-1,091 |
-0.16% |
跌破中轨 |
| 37 |
2022-11-24 |
2022-12-21 |
3.110933 |
3.12687 |
¥3,295 |
+0.48% |
跌破中轨 |
| 38 |
2023-01-09 |
2023-02-07 |
3.214173963 |
3.1968 |
¥-3,909 |
-0.57% |
跌破中轨 |
| 39 |
2023-02-21 |
2023-02-28 |
3.240972 |
3.2167800000000004 |
¥-5,283 |
-0.78% |
跌破中轨 |
| 40 |
2023-03-06 |
2023-03-28 |
3.3143039929999993 |
3.3666300000000002 |
¥1.0万 |
+1.55% |
跌破中轨 |
| 41 |
2023-04-14 |
2023-05-25 |
3.544603062 |
3.85614 |
¥6.0万 |
+8.76% |
跌破中轨 |
| 42 |
2023-10-13 |
2023-10-25 |
3.875032161 |
3.85614 |
¥-3,841 |
-0.52% |
跌破中轨 |
| 43 |
2023-12-04 |
2023-12-07 |
4.0352402089999995 |
3.9560399999999993 |
¥-1.5万 |
-1.99% |
跌破中轨 |
| 44 |
2024-01-05 |
2024-01-12 |
4.145383241999999 |
3.97 |
¥-3.1万 |
-4.26% |
跌破中轨 |
| 45 |
2024-01-29 |
2024-03-13 |
4.295578287 |
4.38561 |
¥1.4万 |
+2.07% |
跌破中轨 |
| 46 |
2024-04-16 |
2024-05-07 |
4.585955373999999 |
4.47552 |
¥-1.7万 |
-2.44% |
跌破中轨 |
| 47 |
2024-06-27 |
2024-07-18 |
4.555916364999999 |
4.65534 |
¥1.5万 |
+2.15% |
跌破中轨 |
| 48 |
2024-08-19 |
2024-09-02 |
4.816254442999999 |
4.76523 |
¥-7,721 |
-1.09% |
跌破中轨 |
| 49 |
2024-11-19 |
2025-01-14 |
5.016514503 |
5.354640000000001 |
¥4.7万 |
+6.71% |
跌破中轨 |
| 50 |
2025-02-19 |
2025-02-26 |
5.537190658999999 |
5.34465 |
¥-2.6万 |
-3.51% |
跌破中轨 |
| 51 |
2025-03-26 |
2025-04-08 |
5.477112640999999 |
5.3946000000000005 |
¥-1.1万 |
-1.54% |
跌破中轨 |
| 52 |
2025-04-25 |
2025-05-06 |
5.757476724999999 |
5.544449999999999 |
¥-2.6万 |
-3.73% |
跌破中轨 |
| 53 |
2025-06-24 |
2025-07-18 |
5.657346694999999 |
5.66433 |
¥639 |
+0.09% |
跌破中轨 |
| 54 |
2025-10-23 |
2025-12-04 |
5.467099638 |
5.94405 |
¥6.0万 |
+8.69% |
跌破中轨 |
| 55 |
2026-03-18 |
2026-04-28 |
5.507151649999999 |
5.73426 |
¥3.0万 |
+4.09% |
跌破中轨 |
| 56 |
2026-05-26 |
2026-06-18 |
5.887645763999998 |
5.91408 |
¥3,238 |
+0.42% |
跌破中轨 |
| 57 |
2026-09-01 |
2026-11-04 |
6.518464953 |
6.86313 |
¥4.1万 |
+5.26% |
跌破中轨 |
逐笔成交记录（共 114 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 |
4.33433 |
230100.0 |
¥99.8万 |
|
| 2015-05-06 |
跌破中轨 |
卖出 |
4.57542 |
230100.0 |
¥1.05M |
|
| 2015-06-10 |
突破上轨 |
买入 |
5.15515 |
198700.0 |
¥1.02M |
|
| 2015-06-19 |
跌破中轨 |
卖出 |
4.67532 |
198700.0 |
¥92.9万 |
|
| 2015-07-08 |
突破上轨 |
买入 |
5.105099999999999 |
177300.0 |
¥90.5万 |
|
| 2015-07-23 |
跌破中轨 |
卖出 |
5.0149799999999995 |
177300.0 |
¥88.9万 |
|
| 2015-10-22 |
突破上轨 |
买入 |
3.95395 |
233000.0 |
¥92.2万 |
|
| 2015-11-03 |
跌破中轨 |
卖出 |
3.84615 |
233000.0 |
¥89.6万 |
|
| 2015-11-10 |
突破上轨 |
买入 |
4.144139999999999 |
218000.0 |
¥90.4万 |
|
| 2015-11-30 |
跌破中轨 |
卖出 |
3.95604 |
218000.0 |
¥86.2万 |
|
| 2015-12-04 |
突破上轨 |
买入 |
4.25425 |
200900.0 |
¥85.5万 |
|
| 2015-12-09 |
跌破中轨 |
卖出 |
4.04 |
200900.0 |
¥81.1万 |
|
| 2016-03-07 |
突破上轨 |
买入 |
3.3833799999999994 |
243800.0 |
¥82.5万 |
|
| 2016-03-25 |
跌破中轨 |
卖出 |
3.34665 |
243800.0 |
¥81.6万 |
|
| 2016-08-12 |
突破上轨 |
买入 |
3.3933899999999997 |
241000.0 |
¥81.8万 |
|
| 2016-09-08 |
跌破中轨 |
卖出 |
3.4465500000000002 |
241000.0 |
¥83.0万 |
|
| 2016-10-25 |
突破上轨 |
买入 |
3.43343 |
242500.0 |
¥83.3万 |
|
| 2016-11-01 |
跌破中轨 |
卖出 |
3.38 |
242500.0 |
¥81.9万 |
|
| 2016-11-23 |
突破上轨 |
买入 |
3.4234199999999997 |
238500.0 |
¥81.7万 |
|
| 2016-12-16 |
跌破中轨 |
卖出 |
3.46653 |
238500.0 |
¥82.7万 |
|
| 2017-01-17 |
突破上轨 |
买入 |
3.4934899999999995 |
236600.0 |
¥82.7万 |
|
| 2017-03-07 |
跌破中轨 |
卖出 |
3.61638 |
236600.0 |
¥85.5万 |
|
| 2017-04-05 |
突破上轨 |
买入 |
3.6736699999999995 |
231500.0 |
¥85.1万 |
|
| 2017-04-10 |
跌破中轨 |
卖出 |
3.6363600000000003 |
231500.0 |
¥84.2万 |
|
| 2017-05-15 |
突破上轨 |
买入 |
3.6736699999999995 |
230900.0 |
¥84.9万 |
|
| 2017-06-06 |
跌破中轨 |
卖出 |
3.62637 |
230900.0 |
¥83.7万 |
|
| 2017-07-03 |
突破上轨 |
买入 |
3.7 |
225900.0 |
¥83.6万 |
|
| 2017-08-15 |
跌破中轨 |
卖出 |
3.92 |
225900.0 |
¥88.5万 |
|
| 2017-08-29 |
突破上轨 |
买入 |
4.23423 |
209200.0 |
¥88.6万 |
|
| 2017-09-15 |
跌破中轨 |
卖出 |
4.095899999999999 |
209200.0 |
¥85.7万 |
|
| 2018-01-04 |
突破上轨 |
买入 |
4.004 |
213900.0 |
¥85.7万 |
|
| 2018-02-09 |
跌破中轨 |
卖出 |
4.2957 |
213900.0 |
¥91.9万 |
|
| 2018-09-25 |
突破上轨 |
买入 |
3.6536499999999994 |
249300.0 |
¥91.1万 |
|
| 2018-10-12 |
跌破中轨 |
卖出 |
3.48651 |
249300.0 |
¥86.9万 |
|
| 2019-01-30 |
突破上轨 |
买入 |
3.6436399999999995 |
240400.0 |
¥87.6万 |
|
| 2019-03-11 |
跌破中轨 |
卖出 |
3.74 |
240400.0 |
¥89.9万 |
|
| 2019-04-09 |
突破上轨 |
买入 |
3.89389 |
230200.0 |
¥89.7万 |
|
| 2019-04-26 |
跌破中轨 |
卖出 |
3.86613 |
230200.0 |
¥89.0万 |
|
| 2019-09-05 |
突破上轨 |
买入 |
3.6035999999999997 |
247500.0 |
¥89.2万 |
|
| 2019-09-26 |
跌破中轨 |
卖出 |
3.5964 |
247500.0 |
¥89.0万 |
|
| 2019-10-17 |
突破上轨 |
买入 |
3.6936899999999997 |
240800.0 |
¥89.0万 |
|
| 2019-11-11 |
跌破中轨 |
卖出 |
3.66633 |
240800.0 |
¥88.3万 |
|
| 2019-12-20 |
突破上轨 |
买入 |
3.68368 |
238900.0 |
¥88.0万 |
|
| 2020-01-15 |
跌破中轨 |
卖出 |
3.6963000000000004 |
238900.0 |
¥88.3万 |
|
| 2020-04-20 |
突破上轨 |
买入 |
3.5735699999999992 |
246900.0 |
¥88.3万 |
|
| 2020-04-24 |
跌破中轨 |
卖出 |
3.4465500000000002 |
246900.0 |
¥85.1万 |
|
| 2020-06-05 |
突破上轨 |
买入 |
3.5035 |
243500.0 |
¥85.3万 |
|
| 2020-06-16 |
跌破中轨 |
卖出 |
3.45654 |
243500.0 |
¥84.1万 |
|
| 2020-07-03 |
突破上轨 |
买入 |
3.5835799999999995 |
234700.0 |
¥84.1万 |
|
| 2020-07-16 |
跌破中轨 |
卖出 |
3.4265700000000003 |
234700.0 |
¥80.4万 |
|
| 2020-12-01 |
突破上轨 |
买入 |
3.29329 |
243300.0 |
¥80.1万 |
|
| 2020-12-08 |
跌破中轨 |
卖出 |
3.24675 |
243300.0 |
¥79.0万 |
|
| 2021-01-14 |
突破上轨 |
买入 |
3.2032 |
247300.0 |
¥79.2万 |
|
| 2021-01-25 |
跌破中轨 |
卖出 |
3.16683 |
247300.0 |
¥78.3万 |
|
| 2021-02-22 |
突破上轨 |
买入 |
3.23323 |
242100.0 |
¥78.3万 |
|
| 2021-03-22 |
跌破中轨 |
卖出 |
3.24675 |
242100.0 |
¥78.6万 |
|
| 2021-04-01 |
突破上轨 |
买入 |
3.35 |
234200.0 |
¥78.5万 |
|
| 2021-04-16 |
跌破中轨 |
卖出 |
3.30669 |
234200.0 |
¥77.4万 |
|
| 2021-05-26 |
突破上轨 |
买入 |
3.32 |
233100.0 |
¥77.4万 |
|
| 2021-06-07 |
跌破中轨 |
卖出 |
3.16683 |
233100.0 |
¥73.8万 |
|
| 2021-09-02 |
突破上轨 |
买入 |
3.0530499999999994 |
241200.0 |
¥73.7万 |
|
| 2021-09-17 |
跌破中轨 |
卖出 |
3.05 |
241200.0 |
¥73.5万 |
|
| 2022-01-06 |
突破上轨 |
买入 |
3.08308 |
238500.0 |
¥73.6万 |
|
| 2022-01-26 |
跌破中轨 |
卖出 |
3.08691 |
238500.0 |
¥73.6万 |
|
| 2022-02-09 |
突破上轨 |
买入 |
3.1731699999999994 |
232600.0 |
¥73.8万 |
|
| 2022-02-25 |
跌破中轨 |
卖出 |
3.11688 |
232600.0 |
¥72.5万 |
|
| 2022-03-31 |
突破上轨 |
买入 |
3.22322 |
224800.0 |
¥72.5万 |
|
| 2022-04-28 |
跌破中轨 |
卖出 |
3.22677 |
224800.0 |
¥72.5万 |
|
| 2022-06-13 |
突破上轨 |
买入 |
3.2132099999999997 |
224200.0 |
¥72.1万 |
|
| 2022-07-15 |
跌破中轨 |
卖出 |
3.02697 |
224200.0 |
¥67.8万 |
|
| 2022-09-07 |
突破上轨 |
买入 |
3.07 |
222200.0 |
¥68.2万 |
|
| 2022-09-27 |
跌破中轨 |
卖出 |
3.0669299999999997 |
222200.0 |
¥68.1万 |
|
| 2022-11-24 |
突破上轨 |
买入 |
3.11 |
219700.0 |
¥68.3万 |
|
| 2022-12-21 |
跌破中轨 |
卖出 |
3.12687 |
219700.0 |
¥68.7万 |
|
| 2023-01-09 |
突破上轨 |
买入 |
3.2132099999999997 |
213200.0 |
¥68.5万 |
|
| 2023-02-07 |
跌破中轨 |
卖出 |
3.1968 |
213200.0 |
¥68.1万 |
|
| 2023-02-21 |
突破上轨 |
买入 |
3.24 |
210000.0 |
¥68.1万 |
|
| 2023-02-28 |
跌破中轨 |
卖出 |
3.2167800000000004 |
210000.0 |
¥67.5万 |
|
| 2023-03-06 |
突破上轨 |
买入 |
3.3133099999999995 |
204000.0 |
¥67.6万 |
|
| 2023-03-28 |
跌破中轨 |
卖出 |
3.3666300000000002 |
204000.0 |
¥68.7万 |
|
| 2023-04-14 |
突破上轨 |
买入 |
3.5435399999999997 |
193700.0 |
¥68.7万 |
|
| 2023-05-25 |
跌破中轨 |
卖出 |
3.85614 |
193700.0 |
¥74.7万 |
|
| 2023-10-13 |
突破上轨 |
买入 |
3.8738699999999997 |
191600.0 |
¥74.2万 |
|
| 2023-10-25 |
跌破中轨 |
卖出 |
3.85614 |
191600.0 |
¥73.9万 |
|
| 2023-12-04 |
突破上轨 |
买入 |
4.03403 |
183600.0 |
¥74.1万 |
|
| 2023-12-07 |
跌破中轨 |
卖出 |
3.9560399999999993 |
183600.0 |
¥72.6万 |
|
| 2024-01-05 |
突破上轨 |
买入 |
4.144139999999999 |
175600.0 |
¥72.8万 |
|
| 2024-01-12 |
跌破中轨 |
卖出 |
3.97 |
175600.0 |
¥69.7万 |
|
| 2024-01-29 |
突破上轨 |
买入 |
4.294289999999999 |
162600.0 |
¥69.8万 |
|
| 2024-03-13 |
跌破中轨 |
卖出 |
4.38561 |
162600.0 |
¥71.3万 |
|
| 2024-04-16 |
突破上轨 |
买入 |
4.58458 |
154800.0 |
¥71.0万 |
|
| 2024-05-07 |
跌破中轨 |
卖出 |
4.47552 |
154800.0 |
¥69.3万 |
|
| 2024-06-27 |
突破上轨 |
买入 |
4.554549999999999 |
152300.0 |
¥69.4万 |
|
| 2024-07-18 |
跌破中轨 |
卖出 |
4.65534 |
152300.0 |
¥70.9万 |
|
| 2024-08-19 |
突破上轨 |
买入 |
4.814809999999999 |
147200.0 |
¥70.9万 |
|
| 2024-09-02 |
跌破中轨 |
卖出 |
4.76523 |
147200.0 |
¥70.1万 |
|
| 2024-11-19 |
突破上轨 |
买入 |
5.015009999999999 |
140100.0 |
¥70.3万 |
|
| 2025-01-14 |
跌破中轨 |
卖出 |
5.354640000000001 |
140100.0 |
¥75.0万 |
|
| 2025-02-19 |
突破上轨 |
买入 |
5.53553 |
134400.0 |
¥74.4万 |
|
| 2025-02-26 |
跌破中轨 |
卖出 |
5.34465 |
134400.0 |
¥71.8万 |
|
| 2025-03-26 |
突破上轨 |
买入 |
5.475469999999999 |
131600.0 |
¥72.1万 |
|
| 2025-04-08 |
跌破中轨 |
卖出 |
5.3946000000000005 |
131600.0 |
¥71.0万 |
|
| 2025-04-25 |
突破上轨 |
买入 |
5.755749999999999 |
121800.0 |
¥70.1万 |
|
| 2025-05-06 |
跌破中轨 |
卖出 |
5.544449999999999 |
121800.0 |
¥67.5万 |
|
| 2025-06-24 |
突破上轨 |
买入 |
5.65565 |
120900.0 |
¥68.4万 |
|
| 2025-07-18 |
跌破中轨 |
卖出 |
5.66433 |
120900.0 |
¥68.5万 |
|
| 2025-10-23 |
突破上轨 |
买入 |
5.465459999999999 |
125400.0 |
¥68.6万 |
|
| 2025-12-04 |
跌破中轨 |
卖出 |
5.94405 |
125400.0 |
¥74.5万 |
|
| 2026-03-18 |
突破上轨 |
买入 |
5.5055 |
135300.0 |
¥74.5万 |
|
| 2026-04-28 |
跌破中轨 |
卖出 |
5.73426 |
135300.0 |
¥77.6万 |
|
| 2026-05-26 |
突破上轨 |
买入 |
5.885879999999999 |
131300.0 |
¥77.3万 |
|
| 2026-06-18 |
跌破中轨 |
卖出 |
5.91408 |
131300.0 |
¥77.6万 |
|
| 2026-09-01 |
突破上轨 |
买入 |
6.516509999999999 |
119500.0 |
¥77.9万 |
|
| 2026-11-04 |
跌破中轨 |
卖出 |
6.86313 |
119500.0 |
¥82.0万 |
|