000063 中兴通讯 — 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: ¥1.06M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +6.11%）
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 39 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 |
2015-06-17 |
2015-08-05 |
29.127825726999998 |
20.50947 |
¥-29.5万 |
-29.61% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-22 |
17.532768253 |
16.6833 |
¥-3.3万 |
-4.87% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-18 |
16.531467952999996 |
15.204780000000001 |
¥-5.3万 |
-8.05% |
回到中轨 |
| 4 |
2016-05-10 |
2016-06-01 |
13.537580055999998 |
13.796190000000001 |
¥1.2万 |
+1.88% |
回到中轨 |
| 5 |
2016-12-13 |
2017-01-03 |
15.470089634999997 |
15.97401 |
¥2.0万 |
+3.23% |
回到中轨 |
| 6 |
2017-01-10 |
2017-02-10 |
15.029517502999997 |
15.13485 |
¥4,344 |
+0.67% |
回到中轨 |
| 7 |
2018-01-30 |
2018-02-27 |
31.260595366 |
32.967 |
¥3.5万 |
+5.43% |
回到中轨 |
| 8 |
2018-03-26 |
2018-04-12 |
28.436928520000002 |
31.4685 |
¥7.2万 |
+10.63% |
回到中轨 |
| 9 |
2018-06-14 |
2018-07-17 |
25.367608 |
16.363619999999997 |
¥-24.2万 |
-35.51% |
回到中轨 |
| 10 |
2018-10-09 |
2018-10-23 |
16.851884048999995 |
17.7822 |
¥2.8万 |
+5.49% |
回到中轨 |
| 11 |
2019-08-12 |
2019-08-29 |
27.906239360999997 |
29.770200000000003 |
¥3.6万 |
+6.65% |
回到中轨 |
| 12 |
2019-11-18 |
2019-12-06 |
31.290634374999996 |
31.91805 |
¥1.1万 |
+1.97% |
回到中轨 |
| 13 |
2020-03-18 |
2020-05-06 |
41.95448257 |
40.4595 |
¥-2.1万 |
-3.59% |
回到中轨 |
| 14 |
2020-09-08 |
2020-10-13 |
36.657603982999994 |
35.2647 |
¥-2.2万 |
-3.83% |
回到中轨 |
| 15 |
2020-11-03 |
2020-11-06 |
30.55968515599999 |
35.63433 |
¥8.9万 |
+16.57% |
回到中轨 |
| 16 |
2020-12-08 |
2020-12-30 |
33.793885125 |
33.55641000000001 |
¥-4,679 |
-0.73% |
回到中轨 |
| 17 |
2021-03-16 |
2021-04-23 |
28.336798489999996 |
29.300669999999997 |
¥2.1万 |
+3.37% |
回到中轨 |
| 18 |
2021-07-08 |
2021-07-13 |
31.150452332999997 |
35.724239999999995 |
¥9.6万 |
+14.65% |
回到中轨 |
| 19 |
2021-09-30 |
2021-10-12 |
32.602337768 |
34.35561 |
¥4.0万 |
+5.35% |
回到中轨 |
| 20 |
2021-11-02 |
2021-11-23 |
31.33068638699999 |
32.4675 |
¥2.8万 |
+3.60% |
回到中轨 |
| 21 |
2022-01-25 |
2022-03-25 |
31.691154494999992 |
26.053919999999998 |
¥-14.5万 |
-17.81% |
回到中轨 |
| 22 |
2022-04-12 |
2022-04-28 |
21.778281524999997 |
23.41656 |
¥5.0万 |
+7.49% |
回到中轨 |
| 23 |
2022-07-13 |
2022-07-20 |
23.991155188 |
25.074900000000003 |
¥3.3万 |
+4.49% |
回到中轨 |
| 24 |
2022-08-03 |
2022-08-08 |
23.13003693 |
25.41456 |
¥7.4万 |
+9.84% |
回到中轨 |
| 25 |
2022-09-21 |
2022-10-21 |
23.039919902999998 |
22.05792 |
¥-3.5万 |
-4.29% |
回到中轨 |
| 26 |
2023-05-11 |
2023-05-29 |
32.201817647999995 |
34.165800000000004 |
¥4.8万 |
+6.07% |
回到中轨 |
| 27 |
2023-09-08 |
2023-09-25 |
33.06293590599999 |
34.50546 |
¥3.6万 |
+4.33% |
回到中轨 |
| 28 |
2023-10-19 |
2023-11-14 |
30.439529119999996 |
27.86211 |
¥-7.5万 |
-8.49% |
回到中轨 |
| 29 |
2023-12-06 |
2023-12-12 |
25.0325075 |
26.42355 |
¥4.4万 |
+5.53% |
回到中轨 |
| 30 |
2024-02-01 |
2024-02-19 |
21.708190503999997 |
24.575400000000002 |
¥11.1万 |
+13.17% |
回到中轨 |
| 31 |
2024-03-28 |
2024-04-16 |
26.194015847999996 |
27.972 |
¥6.5万 |
+6.76% |
回到中轨 |
| 32 |
2024-05-24 |
2024-06-13 |
26.944991072999994 |
27.52245 |
¥2.2万 |
+2.11% |
回到中轨 |
| 33 |
2024-08-23 |
2024-09-23 |
24.031207199999997 |
24.465509999999995 |
¥1.9万 |
+1.78% |
回到中轨 |
| 34 |
2025-03-04 |
2025-05-07 |
35.936667767 |
33.29667 |
¥-7.8万 |
-7.37% |
回到中轨 |
| 35 |
2025-11-05 |
2025-11-27 |
40.983221279 |
42.33762 |
¥3.2万 |
+3.27% |
回到中轨 |
| 36 |
2026-02-04 |
2026-02-27 |
37.0481111 |
38.0619 |
¥2.7万 |
+2.71% |
回到中轨 |
| 37 |
2026-03-23 |
2026-04-10 |
33.613651071 |
35.4645 |
¥5.6万 |
+5.47% |
回到中轨 |
| 38 |
2026-09-15 |
2026-09-22 |
31.931466566999998 |
33.25671 |
¥4.5万 |
+4.12% |
回到中轨 |
| 39 |
2026-09-29 |
2026-11-05 |
30.639789179999998 |
28.22 |
¥-9.0万 |
-7.93% |
回到中轨 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-17 |
跌破下轨 |
买入 |
29.119089999999996 |
34200.0 |
¥99.6万 |
|
| 2015-08-05 |
回到中轨 |
卖出 |
20.50947 |
34200.0 |
¥70.1万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
17.52751 |
38700.0 |
¥67.9万 |
|
| 2015-09-22 |
回到中轨 |
卖出 |
16.6833 |
38700.0 |
¥64.5万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
16.52651 |
39500.0 |
¥65.3万 |
|
| 2016-02-18 |
回到中轨 |
卖出 |
15.204780000000001 |
39500.0 |
¥60.0万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
13.533519999999996 |
45400.0 |
¥61.5万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
13.796190000000001 |
45400.0 |
¥62.6万 |
|
| 2016-12-13 |
跌破下轨 |
买入 |
15.465449999999999 |
40400.0 |
¥62.5万 |
|
| 2017-01-03 |
回到中轨 |
卖出 |
15.97401 |
40400.0 |
¥64.5万 |
|
| 2017-01-10 |
跌破下轨 |
买入 |
15.025009999999996 |
43100.0 |
¥64.8万 |
|
| 2017-02-10 |
回到中轨 |
卖出 |
15.13485 |
43100.0 |
¥65.2万 |
|
| 2018-01-30 |
跌破下轨 |
买入 |
31.25122 |
20600.0 |
¥64.4万 |
|
| 2018-02-27 |
回到中轨 |
卖出 |
32.967 |
20600.0 |
¥67.9万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
28.4284 |
23700.0 |
¥67.4万 |
|
| 2018-04-12 |
回到中轨 |
卖出 |
31.4685 |
23700.0 |
¥74.6万 |
|
| 2018-06-14 |
跌破下轨 |
买入 |
25.36 |
26900.0 |
¥68.2万 |
|
| 2018-07-17 |
回到中轨 |
卖出 |
16.363619999999997 |
26900.0 |
¥44.0万 |
|
| 2018-10-09 |
跌破下轨 |
买入 |
16.846829999999997 |
30800.0 |
¥51.9万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
17.7822 |
30800.0 |
¥54.8万 |
|
| 2019-08-12 |
跌破下轨 |
买入 |
27.897869999999998 |
19500.0 |
¥54.4万 |
|
| 2019-08-29 |
回到中轨 |
卖出 |
29.770200000000003 |
19500.0 |
¥58.0万 |
|
| 2019-11-18 |
跌破下轨 |
买入 |
31.281249999999993 |
18500.0 |
¥57.9万 |
|
| 2019-12-06 |
回到中轨 |
卖出 |
31.91805 |
18500.0 |
¥59.0万 |
|
| 2020-03-18 |
跌破下轨 |
买入 |
41.9419 |
14200.0 |
¥59.6万 |
|
| 2020-05-06 |
回到中轨 |
卖出 |
40.4595 |
14200.0 |
¥57.4万 |
|
| 2020-09-08 |
跌破下轨 |
买入 |
36.646609999999995 |
15600.0 |
¥57.2万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
35.2647 |
15600.0 |
¥55.0万 |
|
| 2020-11-03 |
跌破下轨 |
买入 |
30.550519999999995 |
17600.0 |
¥53.8万 |
|
| 2020-11-06 |
回到中轨 |
卖出 |
35.63433 |
17600.0 |
¥62.7万 |
|
| 2020-12-08 |
跌破下轨 |
买入 |
33.78375 |
18900.0 |
¥63.9万 |
|
| 2020-12-30 |
回到中轨 |
卖出 |
33.55641000000001 |
18900.0 |
¥63.4万 |
|
| 2021-03-16 |
跌破下轨 |
买入 |
28.328299999999995 |
22400.0 |
¥63.5万 |
|
| 2021-04-23 |
回到中轨 |
卖出 |
29.300669999999997 |
22400.0 |
¥65.6万 |
|
| 2021-07-08 |
跌破下轨 |
买入 |
31.141109999999998 |
21000.0 |
¥65.4万 |
|
| 2021-07-13 |
回到中轨 |
卖出 |
35.724239999999995 |
21000.0 |
¥75.0万 |
|
| 2021-09-30 |
跌破下轨 |
买入 |
32.59256 |
23000.0 |
¥75.0万 |
|
| 2021-10-12 |
回到中轨 |
卖出 |
34.35561 |
23000.0 |
¥79.0万 |
|
| 2021-11-02 |
跌破下轨 |
买入 |
31.32128999999999 |
25200.0 |
¥79.0万 |
|
| 2021-11-23 |
回到中轨 |
卖出 |
32.4675 |
25200.0 |
¥81.8万 |
|
| 2022-01-25 |
跌破下轨 |
买入 |
31.68164999999999 |
25700.0 |
¥81.4万 |
|
| 2022-03-25 |
回到中轨 |
卖出 |
26.053919999999998 |
25700.0 |
¥66.9万 |
|
| 2022-04-12 |
跌破下轨 |
买入 |
21.771749999999997 |
30800.0 |
¥67.1万 |
|
| 2022-04-28 |
回到中轨 |
卖出 |
23.41656 |
30800.0 |
¥72.1万 |
|
| 2022-07-13 |
跌破下轨 |
买入 |
23.98396 |
30200.0 |
¥72.5万 |
|
| 2022-07-20 |
回到中轨 |
卖出 |
25.074900000000003 |
30200.0 |
¥75.7万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
23.123099999999997 |
32600.0 |
¥75.4万 |
|
| 2022-08-08 |
回到中轨 |
卖出 |
25.41456 |
32600.0 |
¥82.8万 |
|
| 2022-09-21 |
跌破下轨 |
买入 |
23.033009999999997 |
35900.0 |
¥82.7万 |
|
| 2022-10-21 |
回到中轨 |
卖出 |
22.05792 |
35900.0 |
¥79.2万 |
|
| 2023-05-11 |
跌破下轨 |
买入 |
32.192159999999994 |
24700.0 |
¥79.5万 |
|
| 2023-05-29 |
回到中轨 |
卖出 |
34.165800000000004 |
24700.0 |
¥84.4万 |
|
| 2023-09-08 |
跌破下轨 |
买入 |
33.05302 |
25400.0 |
¥84.0万 |
|
| 2023-09-25 |
回到中轨 |
卖出 |
34.50546 |
25400.0 |
¥87.6万 |
|
| 2023-10-19 |
跌破下轨 |
买入 |
30.430399999999995 |
29000.0 |
¥88.3万 |
|
| 2023-11-14 |
回到中轨 |
卖出 |
27.86211 |
29000.0 |
¥80.8万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
25.025 |
32100.0 |
¥80.4万 |
|
| 2023-12-12 |
回到中轨 |
卖出 |
26.42355 |
32100.0 |
¥84.8万 |
|
| 2024-02-01 |
跌破下轨 |
买入 |
21.701679999999996 |
38700.0 |
¥84.0万 |
|
| 2024-02-19 |
回到中轨 |
卖出 |
24.575400000000002 |
38700.0 |
¥95.1万 |
|
| 2024-03-28 |
跌破下轨 |
买入 |
26.186159999999997 |
36700.0 |
¥96.1万 |
|
| 2024-04-16 |
回到中轨 |
卖出 |
27.972 |
36700.0 |
¥1.03M |
|
| 2024-05-24 |
跌破下轨 |
买入 |
26.936909999999997 |
37900.0 |
¥1.02M |
|
| 2024-06-13 |
回到中轨 |
卖出 |
27.52245 |
37900.0 |
¥1.04M |
|
| 2024-08-23 |
跌破下轨 |
买入 |
24.023999999999997 |
43400.0 |
¥1.04M |
|
| 2024-09-23 |
回到中轨 |
卖出 |
24.465509999999995 |
43400.0 |
¥1.06M |
|
| 2025-03-04 |
跌破下轨 |
买入 |
35.925889999999995 |
29400.0 |
¥1.06M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
33.29667 |
29400.0 |
¥97.9万 |
|
| 2025-11-05 |
跌破下轨 |
买入 |
40.970929999999996 |
23600.0 |
¥96.7万 |
|
| 2025-11-27 |
回到中轨 |
卖出 |
42.33762 |
23600.0 |
¥99.9万 |
|
| 2026-02-04 |
跌破下轨 |
买入 |
37.037 |
27300.0 |
¥1.01M |
|
| 2026-02-27 |
回到中轨 |
卖出 |
38.0619 |
27300.0 |
¥1.04M |
|
| 2026-03-23 |
跌破下轨 |
买入 |
33.60357 |
30500.0 |
¥1.03M |
|
| 2026-04-10 |
回到中轨 |
卖出 |
35.4645 |
30500.0 |
¥1.08M |
|
| 2026-09-15 |
跌破下轨 |
买入 |
31.921889999999994 |
34500.0 |
¥1.10M |
|
| 2026-09-22 |
回到中轨 |
卖出 |
33.25671 |
34500.0 |
¥1.15M |
|
| 2026-09-29 |
跌破下轨 |
买入 |
30.630599999999994 |
37200.0 |
¥1.14M |
|
| 2026-11-05 |
回到中轨 |
卖出 |
28.22 |
37200.0 |
¥1.05M |
|