688506 百利天恒 — 布林带突破 回测明细
数据区间: 2023-01-06 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥79.8万
策略: 布林带突破
K线 & 交易信号（策略收益 -20.22%）
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 21 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 |
2023-03-17 |
2023-03-24 |
78.10142339999999 |
70.00992 |
¥-10.1万 |
-10.39% |
跌破中轨 |
| 2 |
2023-04-11 |
2023-05-09 |
84.10922519999998 |
86.913 |
¥2.9万 |
+3.30% |
跌破中轨 |
| 3 |
2023-07-05 |
2023-07-24 |
87.60376324699997 |
81.84 |
¥-6.1万 |
-6.61% |
跌破中轨 |
| 4 |
2023-08-30 |
2023-09-07 |
93.52144802 |
83.7162 |
¥-9.0万 |
-10.51% |
跌破中轨 |
| 5 |
2023-11-23 |
2024-01-08 |
106.1378318 |
119.78010000000002 |
¥9.8万 |
+12.82% |
跌破中轨 |
| 6 |
2024-03-15 |
2024-03-28 |
129.42807677799996 |
126.85302 |
¥-1.7万 |
-2.02% |
跌破中轨 |
| 7 |
2024-04-24 |
2024-05-29 |
133.37319995999997 |
177.94188 |
¥28.0万 |
+33.38% |
跌破中轨 |
| 8 |
2024-06-06 |
2024-06-25 |
202.76331075000002 |
192.16764 |
¥-5.9万 |
-5.25% |
跌破中轨 |
| 9 |
2024-08-05 |
2024-08-27 |
179.28281871500002 |
171.76806 |
¥-4.5万 |
-4.22% |
跌破中轨 |
| 10 |
2024-10-09 |
2024-10-29 |
210.453297054 |
185.5143 |
¥-11.5万 |
-11.88% |
跌破中轨 |
| 11 |
2024-11-28 |
2024-12-12 |
221.28736629999997 |
207.792 |
¥-5.6万 |
-6.13% |
跌破中轨 |
| 12 |
2025-02-24 |
2025-03-24 |
209.27176269999998 |
210.789 |
¥5,961 |
+0.69% |
跌破中轨 |
| 13 |
2025-03-31 |
2025-04-08 |
229.307781703 |
224.8749 |
¥-1.6万 |
-1.96% |
跌破中轨 |
| 14 |
2025-04-23 |
2025-05-13 |
288.97526658 |
264.66507 |
¥-7.1万 |
-8.44% |
跌破中轨 |
| 15 |
2025-06-03 |
2025-06-20 |
300.49022003 |
296.87283 |
¥-9,266 |
-1.23% |
跌破中轨 |
| 16 |
2025-07-21 |
2025-08-05 |
315.64990657199996 |
292.63707 |
¥-5.5万 |
-7.32% |
跌破中轨 |
| 17 |
2025-08-25 |
2025-09-30 |
327.8257182199999 |
362.85 |
¥7.3万 |
+10.65% |
跌破中轨 |
| 18 |
2025-11-04 |
2025-11-10 |
383.93514600000003 |
347.53212 |
¥-7.3万 |
-9.51% |
跌破中轨 |
| 19 |
2026-03-30 |
2026-04-22 |
285.37058549999995 |
294.705 |
¥2.2万 |
+3.24% |
跌破中轨 |
| 20 |
2026-06-24 |
2026-07-27 |
248.32247439999992 |
303.56 |
¥16.0万 |
+22.21% |
跌破中轨 |
| 21 |
2026-10-26 |
2026-10-29 |
266.3458798 |
235.33 |
¥-10.3万 |
-11.67% |
跌破中轨 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2023-03-17 |
突破上轨 |
买入 |
78.07799999999999 |
12400.0 |
¥96.8万 |
|
| 2023-03-24 |
跌破中轨 |
卖出 |
70.00992 |
12400.0 |
¥86.8万 |
|
| 2023-04-11 |
突破上轨 |
买入 |
84.08399999999999 |
10300.0 |
¥86.6万 |
|
| 2023-05-09 |
跌破中轨 |
卖出 |
86.913 |
10300.0 |
¥89.5万 |
|
| 2023-07-05 |
突破上轨 |
买入 |
87.57748999999998 |
10500.0 |
¥92.0万 |
|
| 2023-07-24 |
跌破中轨 |
卖出 |
81.84 |
10500.0 |
¥85.9万 |
|
| 2023-08-30 |
突破上轨 |
买入 |
93.4934 |
9200.0 |
¥86.0万 |
|
| 2023-09-07 |
跌破中轨 |
卖出 |
83.7162 |
9200.0 |
¥77.0万 |
|
| 2023-11-23 |
突破上轨 |
买入 |
106.106 |
7200.0 |
¥76.4万 |
|
| 2024-01-08 |
跌破中轨 |
卖出 |
119.78010000000002 |
7200.0 |
¥86.2万 |
|
| 2024-03-15 |
突破上轨 |
买入 |
129.38925999999998 |
6500.0 |
¥84.1万 |
|
| 2024-03-28 |
跌破中轨 |
卖出 |
126.85302 |
6500.0 |
¥82.4万 |
|
| 2024-04-24 |
突破上轨 |
买入 |
133.33319999999998 |
6300.0 |
¥84.0万 |
|
| 2024-05-29 |
跌破中轨 |
卖出 |
177.94188 |
6300.0 |
¥1.12M |
|
| 2024-06-06 |
突破上轨 |
买入 |
202.7025 |
5500.0 |
¥1.12M |
|
| 2024-06-25 |
跌破中轨 |
卖出 |
192.16764 |
5500.0 |
¥1.06M |
|
| 2024-08-05 |
突破上轨 |
买入 |
179.22905 |
6000.0 |
¥1.08M |
|
| 2024-08-27 |
跌破中轨 |
卖出 |
171.76806 |
6000.0 |
¥1.03M |
|
| 2024-10-09 |
突破上轨 |
买入 |
210.39018 |
4600.0 |
¥96.8万 |
|
| 2024-10-29 |
跌破中轨 |
卖出 |
185.5143 |
4600.0 |
¥85.3万 |
|
| 2024-11-28 |
突破上轨 |
买入 |
221.22099999999998 |
4100.0 |
¥90.7万 |
|
| 2024-12-12 |
跌破中轨 |
卖出 |
207.792 |
4100.0 |
¥85.2万 |
|
| 2025-02-24 |
突破上轨 |
买入 |
209.20899999999997 |
4100.0 |
¥85.8万 |
|
| 2025-03-24 |
跌破中轨 |
卖出 |
210.789 |
4100.0 |
¥86.4万 |
|
| 2025-03-31 |
突破上轨 |
买入 |
229.23900999999995 |
3600.0 |
¥82.6万 |
|
| 2025-04-08 |
跌破中轨 |
卖出 |
224.8749 |
3600.0 |
¥80.9万 |
|
| 2025-04-23 |
突破上轨 |
买入 |
288.8886 |
2900.0 |
¥83.8万 |
|
| 2025-05-13 |
跌破中轨 |
卖出 |
264.66507 |
2900.0 |
¥76.7万 |
|
| 2025-06-03 |
突破上轨 |
买入 |
300.4001 |
2500.0 |
¥75.1万 |
|
| 2025-06-20 |
跌破中轨 |
卖出 |
296.87283 |
2500.0 |
¥74.2万 |
|
| 2025-07-21 |
突破上轨 |
买入 |
315.55523999999997 |
2400.0 |
¥75.8万 |
|
| 2025-08-05 |
跌破中轨 |
卖出 |
292.63707 |
2400.0 |
¥70.2万 |
|
| 2025-08-25 |
突破上轨 |
买入 |
327.72739999999993 |
2100.0 |
¥68.8万 |
|
| 2025-09-30 |
跌破中轨 |
卖出 |
362.85 |
2100.0 |
¥76.2万 |
|
| 2025-11-04 |
突破上轨 |
买入 |
383.82 |
2000.0 |
¥76.8万 |
|
| 2025-11-10 |
跌破中轨 |
卖出 |
347.53212 |
2000.0 |
¥69.5万 |
|
| 2026-03-30 |
突破上轨 |
买入 |
285.28499999999997 |
2400.0 |
¥68.5万 |
|
| 2026-04-22 |
跌破中轨 |
卖出 |
294.705 |
2400.0 |
¥70.7万 |
|
| 2026-06-24 |
突破上轨 |
买入 |
248.24799999999993 |
2900.0 |
¥72.0万 |
|
| 2026-07-27 |
跌破中轨 |
卖出 |
303.56 |
2900.0 |
¥88.0万 |
|
| 2026-10-26 |
突破上轨 |
买入 |
266.26599999999996 |
3300.0 |
¥87.9万 |
|
| 2026-10-29 |
跌破中轨 |
卖出 |
235.33 |
3300.0 |
¥77.6万 |
|