000002 万科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: ¥66.3万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -33.75%）
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 41 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 |
2015-03-17 |
11.915473569999998 |
12.577409999999999 |
¥5.5万 |
+5.52% |
回到中轨 |
| 2 |
2015-05-07 |
2015-05-14 |
13.557606061999998 |
14.8851 |
¥10.3万 |
+9.76% |
回到中轨 |
| 3 |
2015-08-25 |
2015-10-12 |
12.81664384 |
13.21677 |
¥3.5万 |
+3.09% |
回到中轨 |
| 4 |
2016-12-08 |
2017-01-16 |
25.13263753 |
21.78819 |
¥-15.8万 |
-13.33% |
回到中轨 |
| 5 |
2017-03-03 |
2017-03-09 |
20.366448102 |
20.5794 |
¥1.0万 |
+1.02% |
回到中轨 |
| 6 |
2017-04-28 |
2017-05-25 |
19.405199813999996 |
19.13085 |
¥-1.5万 |
-1.44% |
回到中轨 |
| 7 |
2017-07-26 |
2017-08-23 |
23.310270984 |
23.22675 |
¥-3,991 |
-0.39% |
回到中轨 |
| 8 |
2018-02-08 |
2018-03-09 |
33.04290989999999 |
33.836130000000004 |
¥2.4万 |
+2.37% |
回到中轨 |
| 9 |
2018-05-30 |
2018-06-05 |
25.217563 |
27.26271 |
¥8.3万 |
+8.08% |
回到中轨 |
| 10 |
2018-06-28 |
2018-07-24 |
23.891025157999998 |
24.04 |
¥6,606 |
+0.59% |
回到中轨 |
| 11 |
2018-08-03 |
2018-08-13 |
21.417813417 |
22.577399999999997 |
¥6.1万 |
+5.38% |
回到中轨 |
| 12 |
2018-12-24 |
2019-01-08 |
23.951103175999997 |
25.024949999999997 |
¥5.3万 |
+4.45% |
回到中轨 |
| 13 |
2019-08-02 |
2019-09-06 |
27.786083324999996 |
26.853120000000004 |
¥-4.1万 |
-3.39% |
回到中轨 |
| 14 |
2020-01-22 |
2020-02-14 |
29.23796875999999 |
29.97 |
¥3.0万 |
+2.47% |
回到中轨 |
| 15 |
2020-03-19 |
2020-04-09 |
25.833547739999997 |
27.0729 |
¥5.8万 |
+4.77% |
回到中轨 |
| 16 |
2020-05-25 |
2020-05-29 |
25.262806569000002 |
26.093880000000002 |
¥4.2万 |
+3.26% |
回到中轨 |
| 17 |
2020-10-29 |
2020-11-03 |
26.884913054999995 |
27.971999999999998 |
¥5.4万 |
+4.01% |
回到中轨 |
| 18 |
2021-05-13 |
2021-07-02 |
26.83484804 |
24.755219999999998 |
¥-10.7万 |
-7.78% |
回到中轨 |
| 19 |
2021-07-15 |
2021-08-10 |
23.240179963 |
22.167810000000003 |
¥-6.0万 |
-4.64% |
回到中轨 |
| 20 |
2021-08-31 |
2021-09-24 |
19.305069783999997 |
20.3796 |
¥6.7万 |
+5.53% |
回到中轨 |
| 21 |
2021-11-01 |
2021-11-12 |
18.193626451 |
20.4795 |
¥16.2万 |
+12.53% |
回到中轨 |
| 22 |
2022-03-01 |
2022-03-24 |
19.234978762999997 |
17.56242 |
¥-12.7万 |
-8.72% |
回到中轨 |
| 23 |
2022-06-07 |
2022-06-16 |
17.262417171999996 |
18.33165 |
¥8.2万 |
+6.16% |
回到中轨 |
| 24 |
2022-08-04 |
2022-08-18 |
16.100908823999998 |
16.85313 |
¥6.5万 |
+4.64% |
回到中轨 |
| 25 |
2022-08-30 |
2022-09-01 |
15.520154649999997 |
16.73325 |
¥11.4万 |
+7.78% |
回到中轨 |
| 26 |
2022-10-12 |
2022-11-14 |
17.002079094 |
16.17381 |
¥-7.8万 |
-4.90% |
回到中轨 |
| 27 |
2023-02-07 |
2023-04-10 |
17.302469184 |
15.73425 |
¥-13.7万 |
-9.09% |
回到中轨 |
| 28 |
2023-05-25 |
2023-06-08 |
14.048243208999999 |
14.555429999999998 |
¥4.9万 |
+3.58% |
回到中轨 |
| 29 |
2023-08-22 |
2023-09-07 |
14.008191196999999 |
14.07591 |
¥6,451 |
+0.45% |
回到中轨 |
| 30 |
2023-10-17 |
2023-11-07 |
12.215863659999997 |
12.1878 |
¥-3,708 |
-0.26% |
回到中轨 |
| 31 |
2023-12-05 |
2024-01-26 |
11.163348 |
9.94005 |
¥-15.6万 |
-10.98% |
回到中轨 |
| 32 |
2024-04-03 |
2024-04-30 |
8.41092252 |
7.692300000000001 |
¥-10.8万 |
-8.57% |
回到中轨 |
| 33 |
2024-08-23 |
2024-09-02 |
6.458386934999999 |
6.503490000000001 |
¥7,741 |
+0.67% |
回到中轨 |
| 34 |
2024-11-25 |
2024-12-12 |
8.440961528999999 |
8.62137 |
¥2.5万 |
+2.11% |
回到中轨 |
| 35 |
2024-12-17 |
2025-01-22 |
8.250714471999999 |
7.2627299999999995 |
¥-14.4万 |
-12.00% |
回到中轨 |
| 36 |
2025-03-25 |
2025-04-18 |
7.179323151 |
7.182810000000001 |
¥195 |
+0.02% |
回到中轨 |
| 37 |
2025-06-19 |
2025-07-03 |
6.428347925999999 |
6.4735200000000015 |
¥7,051 |
+0.67% |
回到中轨 |
| 38 |
2025-08-04 |
2025-08-21 |
6.3782829109999994 |
6.543450000000001 |
¥2.7万 |
+2.56% |
回到中轨 |
| 39 |
2025-10-14 |
2026-01-09 |
6.578542970999999 |
4.86513 |
¥-28.3万 |
-26.07% |
回到中轨 |
| 40 |
2026-03-23 |
2026-05-06 |
4.255526275 |
3.93606 |
¥-5.9万 |
-7.53% |
回到中轨 |
| 41 |
2026-05-25 |
2026-07-06 |
3.4644990379999996 |
3.07692 |
¥-8.3万 |
-11.21% |
回到中轨 |
逐笔成交记录（共 82 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 |
11.9119 |
83700.0 |
¥99.7万 |
|
| 2015-03-17 |
回到中轨 |
卖出 |
12.577409999999999 |
83700.0 |
¥1.05M |
|
| 2015-05-07 |
跌破下轨 |
买入 |
13.553539999999998 |
77500.0 |
¥1.05M |
|
| 2015-05-14 |
回到中轨 |
卖出 |
14.8851 |
77500.0 |
¥1.15M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
12.8128 |
87400.0 |
¥1.12M |
|
| 2015-10-12 |
回到中轨 |
卖出 |
13.21677 |
87400.0 |
¥1.15M |
|
| 2016-12-08 |
跌破下轨 |
买入 |
25.1251 |
47200.0 |
¥1.19M |
|
| 2017-01-16 |
回到中轨 |
卖出 |
21.78819 |
47200.0 |
¥1.03M |
|
| 2017-03-03 |
跌破下轨 |
买入 |
20.360339999999997 |
50600.0 |
¥1.03M |
|
| 2017-03-09 |
回到中轨 |
卖出 |
20.5794 |
50600.0 |
¥1.04M |
|
| 2017-04-28 |
跌破下轨 |
买入 |
19.399379999999997 |
52600.0 |
¥1.02M |
|
| 2017-05-25 |
回到中轨 |
卖出 |
19.13085 |
52600.0 |
¥1.01M |
|
| 2017-07-26 |
跌破下轨 |
买入 |
23.303279999999997 |
44100.0 |
¥1.03M |
|
| 2017-08-23 |
回到中轨 |
卖出 |
23.22675 |
44100.0 |
¥1.02M |
|
| 2018-02-08 |
跌破下轨 |
买入 |
33.032999999999994 |
31000.0 |
¥1.02M |
|
| 2018-03-09 |
回到中轨 |
卖出 |
33.836130000000004 |
31000.0 |
¥1.05M |
|
| 2018-05-30 |
跌破下轨 |
买入 |
25.21 |
40800.0 |
¥1.03M |
|
| 2018-06-05 |
回到中轨 |
卖出 |
27.26271 |
40800.0 |
¥1.11M |
|
| 2018-06-28 |
跌破下轨 |
买入 |
23.88386 |
46600.0 |
¥1.11M |
|
| 2018-07-24 |
回到中轨 |
卖出 |
24.04 |
46600.0 |
¥1.12M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
21.411389999999997 |
53100.0 |
¥1.14M |
|
| 2018-08-13 |
回到中轨 |
卖出 |
22.577399999999997 |
53100.0 |
¥1.20M |
|
| 2018-12-24 |
跌破下轨 |
买入 |
23.943919999999995 |
49300.0 |
¥1.18M |
|
| 2019-01-08 |
回到中轨 |
卖出 |
25.024949999999997 |
49300.0 |
¥1.23M |
|
| 2019-08-02 |
跌破下轨 |
买入 |
27.777749999999997 |
43900.0 |
¥1.22M |
|
| 2019-09-06 |
回到中轨 |
卖出 |
26.853120000000004 |
43900.0 |
¥1.18M |
|
| 2020-01-22 |
跌破下轨 |
买入 |
29.229199999999995 |
41300.0 |
¥1.21M |
|
| 2020-02-14 |
回到中轨 |
卖出 |
29.97 |
41300.0 |
¥1.24M |
|
| 2020-03-19 |
跌破下轨 |
买入 |
25.825799999999997 |
47000.0 |
¥1.21M |
|
| 2020-04-09 |
回到中轨 |
卖出 |
27.0729 |
47000.0 |
¥1.27M |
|
| 2020-05-25 |
跌破下轨 |
买入 |
25.255229999999997 |
51400.0 |
¥1.30M |
|
| 2020-05-29 |
回到中轨 |
卖出 |
26.093880000000002 |
51400.0 |
¥1.34M |
|
| 2020-10-29 |
跌破下轨 |
买入 |
26.876849999999994 |
49600.0 |
¥1.33M |
|
| 2020-11-03 |
回到中轨 |
卖出 |
27.971999999999998 |
49600.0 |
¥1.39M |
|
| 2021-05-13 |
跌破下轨 |
买入 |
26.8268 |
51400.0 |
¥1.38M |
|
| 2021-07-02 |
回到中轨 |
卖出 |
24.755219999999998 |
51400.0 |
¥1.27M |
|
| 2021-07-15 |
跌破下轨 |
买入 |
23.23321 |
55300.0 |
¥1.29M |
|
| 2021-08-10 |
回到中轨 |
卖出 |
22.167810000000003 |
55300.0 |
¥1.23M |
|
| 2021-08-31 |
跌破下轨 |
买入 |
19.29928 |
63000.0 |
¥1.22M |
|
| 2021-09-24 |
回到中轨 |
卖出 |
20.3796 |
63000.0 |
¥1.28M |
|
| 2021-11-01 |
跌破下轨 |
买入 |
18.18817 |
70900.0 |
¥1.29M |
|
| 2021-11-12 |
回到中轨 |
卖出 |
20.4795 |
70900.0 |
¥1.45M |
|
| 2022-03-01 |
跌破下轨 |
买入 |
19.22921 |
75600.0 |
¥1.45M |
|
| 2022-03-24 |
回到中轨 |
卖出 |
17.56242 |
75600.0 |
¥1.33M |
|
| 2022-06-07 |
跌破下轨 |
买入 |
17.257239999999996 |
76700.0 |
¥1.32M |
|
| 2022-06-16 |
回到中轨 |
卖出 |
18.33165 |
76700.0 |
¥1.41M |
|
| 2022-08-04 |
跌破下轨 |
买入 |
16.096079999999997 |
87600.0 |
¥1.41M |
|
| 2022-08-18 |
回到中轨 |
卖出 |
16.85313 |
87600.0 |
¥1.48M |
|
| 2022-08-30 |
跌破下轨 |
买入 |
15.515499999999998 |
94600.0 |
¥1.47M |
|
| 2022-09-01 |
回到中轨 |
卖出 |
16.73325 |
94600.0 |
¥1.58M |
|
| 2022-10-12 |
跌破下轨 |
买入 |
16.996979999999997 |
93400.0 |
¥1.59M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
16.17381 |
93400.0 |
¥1.51M |
|
| 2023-02-07 |
跌破下轨 |
买入 |
17.29728 |
87300.0 |
¥1.51M |
|
| 2023-04-10 |
回到中轨 |
卖出 |
15.73425 |
87300.0 |
¥1.37M |
|
| 2023-05-25 |
跌破下轨 |
买入 |
14.044029999999998 |
97200.0 |
¥1.37M |
|
| 2023-06-08 |
回到中轨 |
卖出 |
14.555429999999998 |
97200.0 |
¥1.41M |
|
| 2023-08-22 |
跌破下轨 |
买入 |
14.003989999999998 |
101600.0 |
¥1.42M |
|
| 2023-09-07 |
回到中轨 |
卖出 |
14.07591 |
101600.0 |
¥1.43M |
|
| 2023-10-17 |
跌破下轨 |
买入 |
12.212199999999998 |
116900.0 |
¥1.43M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
12.1878 |
116900.0 |
¥1.42M |
|
| 2023-12-05 |
跌破下轨 |
买入 |
11.16 |
127300.0 |
¥1.42M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
9.94005 |
127300.0 |
¥1.26M |
|
| 2024-04-03 |
跌破下轨 |
买入 |
8.4084 |
149200.0 |
¥1.25M |
|
| 2024-04-30 |
回到中轨 |
卖出 |
7.692300000000001 |
149200.0 |
¥1.15M |
|
| 2024-08-23 |
跌破下轨 |
买入 |
6.456449999999999 |
179400.0 |
¥1.16M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
6.503490000000001 |
179400.0 |
¥1.17M |
|
| 2024-11-25 |
跌破下轨 |
买入 |
8.438429999999999 |
138800.0 |
¥1.17M |
|
| 2024-12-12 |
回到中轨 |
卖出 |
8.62137 |
138800.0 |
¥1.20M |
|
| 2024-12-17 |
跌破下轨 |
买入 |
8.24824 |
145000.0 |
¥1.20M |
|
| 2025-01-22 |
回到中轨 |
卖出 |
7.2627299999999995 |
145000.0 |
¥1.05M |
|
| 2025-03-25 |
跌破下轨 |
买入 |
7.177169999999999 |
146300.0 |
¥1.05M |
|
| 2025-04-18 |
回到中轨 |
卖出 |
7.182810000000001 |
146300.0 |
¥1.05M |
|
| 2025-06-19 |
跌破下轨 |
买入 |
6.426419999999999 |
163100.0 |
¥1.05M |
|
| 2025-07-03 |
回到中轨 |
卖出 |
6.4735200000000015 |
163100.0 |
¥1.06M |
|
| 2025-08-04 |
跌破下轨 |
买入 |
6.37637 |
165500.0 |
¥1.06M |
|
| 2025-08-21 |
回到中轨 |
卖出 |
6.543450000000001 |
165500.0 |
¥1.08M |
|
| 2025-10-14 |
跌破下轨 |
买入 |
6.5765699999999985 |
165000.0 |
¥1.09M |
|
| 2026-01-09 |
回到中轨 |
卖出 |
4.86513 |
165000.0 |
¥80.3万 |
|
| 2026-03-23 |
跌破下轨 |
买入 |
4.25425 |
184900.0 |
¥78.7万 |
|
| 2026-05-06 |
回到中轨 |
卖出 |
3.93606 |
184900.0 |
¥72.8万 |
|
| 2026-05-25 |
跌破下轨 |
买入 |
3.4634599999999995 |
214800.0 |
¥74.4万 |
|
| 2026-07-06 |
回到中轨 |
卖出 |
3.07692 |
214800.0 |
¥66.1万 |
|