000001 深发展A — 布林下轨抄底 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥77.0万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -23.05%）
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 46 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 |
2015-03-06 |
2015-03-10 |
13.387385010999996 |
13.986 |
¥4.4万 |
+4.44% |
回到中轨 |
| 2 |
2015-05-19 |
2015-05-25 |
15.189725550999997 |
16.35 |
¥7.9万 |
+7.61% |
回到中轨 |
| 3 |
2015-06-23 |
2015-07-13 |
14.659036391999999 |
14.385599999999998 |
¥-2.1万 |
-1.89% |
回到中轨 |
| 4 |
2015-07-28 |
2015-09-07 |
12.205850657 |
11.538450000000001 |
¥-5.9万 |
-5.50% |
回到中轨 |
| 5 |
2016-01-05 |
2016-02-18 |
11.284654380999998 |
10.16982 |
¥-10.3万 |
-9.91% |
回到中轨 |
| 6 |
2016-05-10 |
2016-06-01 |
10.353445101999998 |
10.49949 |
¥1.3万 |
+1.38% |
回到中轨 |
| 7 |
2016-06-17 |
2016-07-13 |
8.581143570999998 |
8.871120000000001 |
¥3.2万 |
+3.35% |
回到中轨 |
| 8 |
2016-09-13 |
2016-10-24 |
9.191936753999999 |
9.12087 |
¥-7,904 |
-0.80% |
回到中轨 |
| 9 |
2016-12-20 |
2017-01-13 |
9.20276 |
9.13086 |
¥-7,897 |
-0.81% |
回到中轨 |
| 10 |
2017-03-20 |
2017-05-15 |
9.302079786999997 |
8.881110000000001 |
¥-4.4万 |
-4.55% |
回到中轨 |
| 11 |
2017-08-15 |
2017-08-24 |
10.253315072 |
10.87911 |
¥5.6万 |
+6.07% |
回到中轨 |
| 12 |
2018-02-08 |
2018-04-11 |
12.846682848999999 |
11.38 |
¥-11.1万 |
-11.44% |
回到中轨 |
| 13 |
2018-05-30 |
2018-07-23 |
10.293087 |
9.030959999999999 |
¥-10.6万 |
-12.29% |
回到中轨 |
| 14 |
2018-11-26 |
2018-12-04 |
10.353445102 |
10.55943 |
¥1.5万 |
+1.96% |
回到中轨 |
| 15 |
2018-12-20 |
2019-01-10 |
9.932898976 |
9.86013 |
¥-5,914 |
-0.76% |
回到中轨 |
| 16 |
2019-05-08 |
2019-06-11 |
12.736539816 |
12.32766 |
¥-2.5万 |
-3.24% |
回到中轨 |
| 17 |
2019-11-21 |
2019-12-16 |
15.770479725 |
16.10388 |
¥1.5万 |
+2.08% |
回到中轨 |
| 18 |
2020-01-22 |
2020-02-21 |
15.940700775999998 |
15.474509999999999 |
¥-2.2万 |
-2.95% |
回到中轨 |
| 19 |
2020-03-17 |
2020-04-15 |
13.767879124999999 |
12.84714 |
¥-5.0万 |
-6.72% |
回到中轨 |
| 20 |
2020-11-16 |
2020-11-18 |
17.102209123999998 |
17.762220000000003 |
¥2.6万 |
+3.83% |
回到中轨 |
| 21 |
2021-06-21 |
2021-08-11 |
22.629386779999997 |
19.97001 |
¥-8.4万 |
-11.78% |
回到中轨 |
| 22 |
2021-11-04 |
2021-12-07 |
18.103509423999995 |
18.2817 |
¥6,045 |
+0.95% |
回到中轨 |
| 23 |
2022-01-17 |
2022-01-21 |
16.371259905 |
17.43255 |
¥4.1万 |
+6.45% |
回到中轨 |
| 24 |
2022-03-07 |
2022-03-23 |
15.174551000000001 |
15.09489 |
¥-3,730 |
-0.55% |
回到中轨 |
| 25 |
2022-05-10 |
2022-06-16 |
14.518854349999998 |
14.72526 |
¥9,372 |
+1.39% |
回到中轨 |
| 26 |
2022-07-18 |
2022-08-22 |
13.267228974999998 |
12.567420000000002 |
¥-3.6万 |
-5.30% |
回到中轨 |
| 27 |
2022-09-27 |
2022-11-14 |
12.015603599999997 |
11.7 |
¥-1.7万 |
-2.66% |
回到中轨 |
| 28 |
2023-03-10 |
2023-04-17 |
13.016903899999997 |
12.64734 |
¥-1.8万 |
-2.87% |
回到中轨 |
| 29 |
2023-04-27 |
2023-05-05 |
12.075681617999999 |
12.767220000000002 |
¥3.5万 |
+5.69% |
回到中轨 |
| 30 |
2023-06-21 |
2023-07-14 |
11.374771407999999 |
11.418569999999999 |
¥2,301 |
+0.35% |
回到中轨 |
| 31 |
2023-10-20 |
2023-11-07 |
10.563718164999997 |
10.64934 |
¥5,061 |
+0.78% |
回到中轨 |
| 32 |
2023-11-20 |
2023-12-29 |
10.163198044999998 |
9.41058 |
¥-4.9万 |
-7.43% |
回到中轨 |
| 33 |
2024-04-15 |
2024-04-18 |
10.083094020999999 |
10.569420000000001 |
¥2.9万 |
+4.79% |
回到中轨 |
| 34 |
2024-06-17 |
2024-07-12 |
10.143172039000001 |
10.12 |
¥-1,638 |
-0.26% |
回到中轨 |
| 35 |
2024-08-07 |
2024-08-19 |
9.962937984999996 |
10.12 |
¥9,842 |
+1.55% |
回到中轨 |
| 36 |
2024-09-12 |
2024-09-24 |
9.662547894999998 |
10.09989 |
¥2.9万 |
+4.49% |
回到中轨 |
| 37 |
2024-11-26 |
2024-12-09 |
11.194537354 |
11.61837 |
¥2.5万 |
+3.75% |
回到中轨 |
| 38 |
2025-01-06 |
2025-02-05 |
11.394797414000001 |
11.4885 |
¥5,533 |
+0.79% |
回到中轨 |
| 39 |
2025-04-08 |
2025-04-21 |
10.693887204 |
10.989 |
¥1.9万 |
+2.73% |
回到中轨 |
| 40 |
2025-08-18 |
2025-08-26 |
12.075681617999999 |
12.43755 |
¥2.1万 |
+2.97% |
回到中轨 |
| 41 |
2025-09-04 |
2025-10-15 |
11.773530999999998 |
11.32866 |
¥-2.8万 |
-3.81% |
回到中轨 |
| 42 |
2025-12-05 |
2025-12-19 |
11.504940447 |
11.61837 |
¥6,850 |
+0.96% |
回到中轨 |
| 43 |
2026-01-15 |
2026-02-10 |
11.344732399 |
11.05893 |
¥-1.8万 |
-2.55% |
回到中轨 |
| 44 |
2026-03-05 |
2026-03-13 |
10.733939216 |
10.91907 |
¥1.2万 |
+1.69% |
回到中轨 |
| 45 |
2026-06-29 |
2026-07-14 |
10.233289065999998 |
10.51947 |
¥2.0万 |
+2.77% |
回到中轨 |
| 46 |
2026-09-28 |
2026-10-09 |
11.294667383999998 |
11.76822 |
¥3.1万 |
+4.16% |
回到中轨 |
逐笔成交记录（共 92 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-06 |
跌破下轨 |
买入 |
13.383369999999998 |
74400.0 |
¥99.6万 |
|
| 2015-03-10 |
回到中轨 |
卖出 |
13.986 |
74400.0 |
¥1.04M |
|
| 2015-05-19 |
跌破下轨 |
买入 |
15.185169999999998 |
68500.0 |
¥1.04M |
|
| 2015-05-25 |
回到中轨 |
卖出 |
16.35 |
68500.0 |
¥1.12M |
|
| 2015-06-23 |
跌破下轨 |
买入 |
14.654639999999999 |
76500.0 |
¥1.12M |
|
| 2015-07-13 |
回到中轨 |
卖出 |
14.385599999999998 |
76500.0 |
¥1.10M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
12.202189999999998 |
88300.0 |
¥1.08M |
|
| 2015-09-07 |
回到中轨 |
卖出 |
11.538450000000001 |
88300.0 |
¥1.02M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
11.281269999999997 |
91700.0 |
¥1.03M |
|
| 2016-02-18 |
回到中轨 |
卖出 |
10.16982 |
91700.0 |
¥93.2万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
10.35034 |
90500.0 |
¥93.7万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
10.49949 |
90500.0 |
¥95.0万 |
|
| 2016-06-17 |
跌破下轨 |
买入 |
8.57857 |
110800.0 |
¥95.1万 |
|
| 2016-07-13 |
回到中轨 |
卖出 |
8.871120000000001 |
110800.0 |
¥98.3万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
9.189179999999999 |
107100.0 |
¥98.4万 |
|
| 2016-10-24 |
回到中轨 |
卖出 |
9.12087 |
107100.0 |
¥97.7万 |
|
| 2016-12-20 |
跌破下轨 |
买入 |
9.2 |
105800.0 |
¥97.4万 |
|
| 2017-01-13 |
回到中轨 |
卖出 |
9.13086 |
105800.0 |
¥96.6万 |
|
| 2017-03-20 |
跌破下轨 |
买入 |
9.299289999999997 |
103700.0 |
¥96.5万 |
|
| 2017-05-15 |
回到中轨 |
卖出 |
8.881110000000001 |
103700.0 |
¥92.1万 |
|
| 2017-08-15 |
跌破下轨 |
买入 |
10.25024 |
90200.0 |
¥92.5万 |
|
| 2017-08-24 |
回到中轨 |
卖出 |
10.87911 |
90200.0 |
¥98.1万 |
|
| 2018-02-08 |
跌破下轨 |
买入 |
12.84283 |
75700.0 |
¥97.2万 |
|
| 2018-04-11 |
回到中轨 |
卖出 |
11.38 |
75700.0 |
¥86.1万 |
|
| 2018-05-30 |
跌破下轨 |
买入 |
10.29 |
83500.0 |
¥85.9万 |
|
| 2018-07-23 |
回到中轨 |
卖出 |
9.030959999999999 |
83500.0 |
¥75.4万 |
|
| 2018-11-26 |
跌破下轨 |
买入 |
10.35034 |
73800.0 |
¥76.4万 |
|
| 2018-12-04 |
回到中轨 |
卖出 |
10.55943 |
73800.0 |
¥77.9万 |
|
| 2018-12-20 |
跌破下轨 |
买入 |
9.92992 |
78100.0 |
¥77.6万 |
|
| 2019-01-10 |
回到中轨 |
卖出 |
9.86013 |
78100.0 |
¥77.0万 |
|
| 2019-05-08 |
跌破下轨 |
买入 |
12.732719999999999 |
59500.0 |
¥75.8万 |
|
| 2019-06-11 |
回到中轨 |
卖出 |
12.32766 |
59500.0 |
¥73.3万 |
|
| 2019-11-21 |
跌破下轨 |
买入 |
15.765749999999999 |
47100.0 |
¥74.3万 |
|
| 2019-12-16 |
回到中轨 |
卖出 |
16.10388 |
47100.0 |
¥75.8万 |
|
| 2020-01-22 |
跌破下轨 |
买入 |
15.935919999999998 |
47600.0 |
¥75.9万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
15.474509999999999 |
47600.0 |
¥73.6万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
13.763749999999998 |
53800.0 |
¥74.1万 |
|
| 2020-04-15 |
回到中轨 |
卖出 |
12.84714 |
53800.0 |
¥69.1万 |
|
| 2020-11-16 |
跌破下轨 |
买入 |
17.097079999999995 |
40100.0 |
¥68.6万 |
|
| 2020-11-18 |
回到中轨 |
卖出 |
17.762220000000003 |
40100.0 |
¥71.2万 |
|
| 2021-06-21 |
跌破下轨 |
买入 |
22.6226 |
31600.0 |
¥71.5万 |
|
| 2021-08-11 |
回到中轨 |
卖出 |
19.97001 |
31600.0 |
¥63.1万 |
|
| 2021-11-04 |
跌破下轨 |
买入 |
18.098079999999996 |
35000.0 |
¥63.4万 |
|
| 2021-12-07 |
回到中轨 |
卖出 |
18.2817 |
35000.0 |
¥64.0万 |
|
| 2022-01-17 |
跌破下轨 |
买入 |
16.36635 |
39000.0 |
¥63.8万 |
|
| 2022-01-21 |
回到中轨 |
卖出 |
17.43255 |
39000.0 |
¥68.0万 |
|
| 2022-03-07 |
跌破下轨 |
买入 |
15.17 |
44300.0 |
¥67.2万 |
|
| 2022-03-23 |
回到中轨 |
卖出 |
15.09489 |
44300.0 |
¥66.9万 |
|
| 2022-05-10 |
跌破下轨 |
买入 |
14.514499999999998 |
46400.0 |
¥67.4万 |
|
| 2022-06-16 |
回到中轨 |
卖出 |
14.72526 |
46400.0 |
¥68.3万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
13.263249999999998 |
51700.0 |
¥68.6万 |
|
| 2022-08-22 |
回到中轨 |
卖出 |
12.567420000000002 |
51700.0 |
¥65.0万 |
|
| 2022-09-27 |
跌破下轨 |
买入 |
12.011999999999999 |
54000.0 |
¥64.9万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
11.7 |
54000.0 |
¥63.2万 |
|
| 2023-03-10 |
跌破下轨 |
买入 |
13.012999999999998 |
47800.0 |
¥62.2万 |
|
| 2023-04-17 |
回到中轨 |
卖出 |
12.64734 |
47800.0 |
¥60.4万 |
|
| 2023-04-27 |
跌破下轨 |
买入 |
12.072059999999999 |
50600.0 |
¥61.1万 |
|
| 2023-05-05 |
回到中轨 |
卖出 |
12.767220000000002 |
50600.0 |
¥64.6万 |
|
| 2023-06-21 |
跌破下轨 |
买入 |
11.371359999999997 |
57000.0 |
¥64.8万 |
|
| 2023-07-14 |
回到中轨 |
卖出 |
11.418569999999999 |
57000.0 |
¥65.1万 |
|
| 2023-10-20 |
跌破下轨 |
买入 |
10.56055 |
61400.0 |
¥64.9万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
10.64934 |
61400.0 |
¥65.4万 |
|
| 2023-11-20 |
跌破下轨 |
买入 |
10.16015 |
64600.0 |
¥65.7万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
9.41058 |
64600.0 |
¥60.8万 |
|
| 2024-04-15 |
跌破下轨 |
买入 |
10.08007 |
60300.0 |
¥60.8万 |
|
| 2024-04-18 |
回到中轨 |
卖出 |
10.569420000000001 |
60300.0 |
¥63.7万 |
|
| 2024-06-17 |
跌破下轨 |
买入 |
10.14013 |
62500.0 |
¥63.4万 |
|
| 2024-07-12 |
回到中轨 |
卖出 |
10.12 |
62500.0 |
¥63.2万 |
|
| 2024-08-07 |
跌破下轨 |
买入 |
9.959949999999997 |
63900.0 |
¥63.7万 |
|
| 2024-08-19 |
回到中轨 |
卖出 |
10.12 |
63900.0 |
¥64.6万 |
|
| 2024-09-12 |
跌破下轨 |
买入 |
9.65965 |
66700.0 |
¥64.4万 |
|
| 2024-09-24 |
回到中轨 |
卖出 |
10.09989 |
66700.0 |
¥67.3万 |
|
| 2024-11-26 |
跌破下轨 |
买入 |
11.19118 |
60200.0 |
¥67.4万 |
|
| 2024-12-09 |
回到中轨 |
卖出 |
11.61837 |
60200.0 |
¥69.9万 |
|
| 2025-01-06 |
跌破下轨 |
买入 |
11.39138 |
61300.0 |
¥69.9万 |
|
| 2025-02-05 |
回到中轨 |
卖出 |
11.4885 |
61300.0 |
¥70.4万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
10.690679999999999 |
65800.0 |
¥70.4万 |
|
| 2025-04-21 |
回到中轨 |
卖出 |
10.989 |
65800.0 |
¥72.3万 |
|
| 2025-08-18 |
跌破下轨 |
买入 |
12.072059999999999 |
59800.0 |
¥72.2万 |
|
| 2025-08-26 |
回到中轨 |
卖出 |
12.43755 |
59800.0 |
¥74.4万 |
|
| 2025-09-04 |
跌破下轨 |
买入 |
11.77 |
63300.0 |
¥74.5万 |
|
| 2025-10-15 |
回到中轨 |
卖出 |
11.32866 |
63300.0 |
¥71.7万 |
|
| 2025-12-05 |
跌破下轨 |
买入 |
11.501489999999999 |
62300.0 |
¥71.7万 |
|
| 2025-12-19 |
回到中轨 |
卖出 |
11.61837 |
62300.0 |
¥72.4万 |
|
| 2026-01-15 |
跌破下轨 |
买入 |
11.34133 |
63600.0 |
¥72.2万 |
|
| 2026-02-10 |
回到中轨 |
卖出 |
11.05893 |
63600.0 |
¥70.3万 |
|
| 2026-03-05 |
跌破下轨 |
买入 |
10.73072 |
65800.0 |
¥70.6万 |
|
| 2026-03-13 |
回到中轨 |
卖出 |
10.91907 |
65800.0 |
¥71.8万 |
|
| 2026-06-29 |
跌破下轨 |
买入 |
10.23022 |
70000.0 |
¥71.6万 |
|
| 2026-07-14 |
回到中轨 |
卖出 |
10.51947 |
70000.0 |
¥73.6万 |
|
| 2026-09-28 |
跌破下轨 |
买入 |
11.291279999999999 |
65100.0 |
¥73.5万 |
|
| 2026-10-09 |
回到中轨 |
卖出 |
11.76822 |
65100.0 |
¥76.6万 |
|