000157 中联重科 — 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: ¥1.39M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +39.41%）
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 38 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 |
2015-05-07 |
2015-05-22 |
7.179323150999999 |
8.16183 |
¥13.6万 |
+13.65% |
回到中轨 |
| 2 |
2015-07-09 |
2015-07-24 |
5.397008616999999 |
6.6933 |
¥27.2万 |
+23.98% |
回到中轨 |
| 3 |
2015-12-01 |
2015-12-03 |
5.106631529999999 |
5.82417 |
¥19.7万 |
+14.02% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-19 |
4.896358466999999 |
4.4955 |
¥-13.0万 |
-8.21% |
回到中轨 |
| 5 |
2016-12-13 |
2016-12-30 |
4.485825343999999 |
4.56543 |
¥2.6万 |
+1.74% |
回到中轨 |
| 6 |
2017-04-19 |
2017-05-26 |
4.666059398 |
4.38561 |
¥-9.0万 |
-6.04% |
回到中轨 |
| 7 |
2017-09-22 |
2017-10-10 |
4.531358999999999 |
4.61538 |
¥2.6万 |
+1.82% |
回到中轨 |
| 8 |
2017-12-06 |
2017-12-27 |
4.235500269 |
4.44555 |
¥7.0万 |
+4.93% |
回到中轨 |
| 9 |
2018-02-02 |
2018-03-07 |
4.355656304999999 |
4.2957 |
¥-2.1万 |
-1.41% |
回到中轨 |
| 10 |
2018-05-30 |
2018-07-24 |
4.151245 |
4.065930000000001 |
¥-3.1万 |
-2.08% |
回到中轨 |
| 11 |
2018-08-31 |
2018-10-08 |
3.875032160999999 |
3.7062899999999996 |
¥-6.3万 |
-4.38% |
回到中轨 |
| 12 |
2018-10-12 |
2018-11-02 |
3.3243169959999994 |
3.4265700000000003 |
¥4.2万 |
+3.04% |
回到中轨 |
| 13 |
2019-01-03 |
2019-01-09 |
3.464499037999999 |
3.6363600000000003 |
¥7.0万 |
+4.93% |
回到中轨 |
| 14 |
2019-05-07 |
2019-05-15 |
4.70611141 |
5.0949 |
¥12.4万 |
+8.23% |
回到中轨 |
| 15 |
2020-02-03 |
2020-02-18 |
5.6717010000000005 |
6.3936 |
¥18.5万 |
+12.69% |
回到中轨 |
| 16 |
2020-03-13 |
2020-03-31 |
5.527177655999999 |
5.84415 |
¥9.6万 |
+5.70% |
回到中轨 |
| 17 |
2020-09-11 |
2020-09-18 |
7.990376394 |
8.48151 |
¥11.6万 |
+6.11% |
回到中轨 |
| 18 |
2020-10-28 |
2020-11-17 |
7.730038315999999 |
7.73226 |
¥-26 |
-0.00% |
回到中轨 |
| 19 |
2021-05-11 |
2021-08-03 |
10.924186273 |
8.38161 |
¥-46.3万 |
-23.30% |
回到中轨 |
| 20 |
2021-10-29 |
2021-11-24 |
7.259427174999998 |
7.162829999999999 |
¥-2.1万 |
-1.36% |
回到中轨 |
| 21 |
2022-04-22 |
2022-05-24 |
6.258126875 |
5.88411 |
¥-9.2万 |
-6.00% |
回到中轨 |
| 22 |
2022-07-18 |
2022-07-22 |
5.6973987070000005 |
6.16383 |
¥11.8万 |
+8.15% |
回到中轨 |
| 23 |
2022-09-27 |
2022-10-13 |
5.6873857039999995 |
5.81418 |
¥3.4万 |
+2.20% |
回到中轨 |
| 24 |
2022-11-01 |
2022-11-14 |
5.366969608 |
5.71 |
¥10.2万 |
+6.36% |
回到中轨 |
| 25 |
2022-12-20 |
2023-01-10 |
5.627307686 |
5.60439 |
¥-7,431 |
-0.44% |
回到中轨 |
| 26 |
2023-08-14 |
2023-09-04 |
6.468399938 |
6.73 |
¥6.7万 |
+4.01% |
回到中轨 |
| 27 |
2023-10-11 |
2023-10-30 |
6.728738016 |
6.6233699999999995 |
¥-2.8万 |
-1.60% |
回到中轨 |
| 28 |
2023-12-14 |
2023-12-21 |
6.278152880999998 |
6.38361 |
¥2.9万 |
+1.65% |
回到中轨 |
| 29 |
2024-05-24 |
2024-08-20 |
8.160597444999999 |
6.75324 |
¥-30.4万 |
-17.27% |
回到中轨 |
| 30 |
2024-09-03 |
2024-09-24 |
6.1479838419999995 |
6.11388 |
¥-8,514 |
-0.58% |
回到中轨 |
| 31 |
2025-01-13 |
2025-01-15 |
6.70871201 |
7.05 |
¥7.3万 |
+5.06% |
回到中轨 |
| 32 |
2025-03-27 |
2025-04-22 |
7.710012309999999 |
7.52247 |
¥-3.7万 |
-2.46% |
回到中轨 |
| 33 |
2025-09-05 |
2025-09-18 |
7.259427174999999 |
7.73226 |
¥9.6万 |
+6.48% |
回到中轨 |
| 34 |
2026-03-16 |
2026-04-09 |
9.151884742 |
8.6913 |
¥-8.0万 |
-5.06% |
回到中轨 |
| 35 |
2026-04-20 |
2026-05-12 |
8.080493420999998 |
8.23176 |
¥2.8万 |
+1.84% |
回到中轨 |
| 36 |
2026-05-18 |
2026-06-08 |
7.519765252999998 |
7.54245 |
¥4,135 |
+0.27% |
回到中轨 |
| 37 |
2026-07-01 |
2026-07-08 |
6.9590370849999985 |
7.35264 |
¥8.6万 |
+5.62% |
回到中轨 |
| 38 |
2026-08-14 |
2026-10-28 |
6.969050087999999 |
5.994 |
¥-22.6万 |
-14.02% |
回到中轨 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
跌破下轨 |
买入 |
7.177169999999999 |
138800.0 |
¥99.6万 |
|
| 2015-05-22 |
回到中轨 |
卖出 |
8.16183 |
138800.0 |
¥1.13M |
|
| 2015-07-09 |
跌破下轨 |
买入 |
5.39539 |
210000.0 |
¥1.13M |
|
| 2015-07-24 |
回到中轨 |
卖出 |
6.6933 |
210000.0 |
¥1.41M |
|
| 2015-12-01 |
跌破下轨 |
买入 |
5.105099999999999 |
275100.0 |
¥1.40M |
|
| 2015-12-03 |
回到中轨 |
卖出 |
5.82417 |
275100.0 |
¥1.60M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
4.894889999999999 |
322400.0 |
¥1.58M |
|
| 2016-02-19 |
回到中轨 |
卖出 |
4.4955 |
322400.0 |
¥1.45M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
4.48448 |
327400.0 |
¥1.47M |
|
| 2016-12-30 |
回到中轨 |
卖出 |
4.56543 |
327400.0 |
¥1.49M |
|
| 2017-04-19 |
跌破下轨 |
买入 |
4.66466 |
320200.0 |
¥1.49M |
|
| 2017-05-26 |
回到中轨 |
卖出 |
4.38561 |
320200.0 |
¥1.40M |
|
| 2017-09-22 |
跌破下轨 |
买入 |
4.53 |
310300.0 |
¥1.41M |
|
| 2017-10-10 |
回到中轨 |
卖出 |
4.61538 |
310300.0 |
¥1.43M |
|
| 2017-12-06 |
跌破下轨 |
买入 |
4.23423 |
337500.0 |
¥1.43M |
|
| 2017-12-27 |
回到中轨 |
卖出 |
4.44555 |
337500.0 |
¥1.50M |
|
| 2018-02-02 |
跌破下轨 |
买入 |
4.354349999999999 |
345100.0 |
¥1.50M |
|
| 2018-03-07 |
回到中轨 |
卖出 |
4.2957 |
345100.0 |
¥1.48M |
|
| 2018-05-30 |
跌破下轨 |
买入 |
4.15 |
354100.0 |
¥1.47M |
|
| 2018-07-24 |
回到中轨 |
卖出 |
4.065930000000001 |
354100.0 |
¥1.44M |
|
| 2018-08-31 |
跌破下轨 |
买入 |
3.8738699999999997 |
370800.0 |
¥1.44M |
|
| 2018-10-08 |
回到中轨 |
卖出 |
3.7062899999999996 |
370800.0 |
¥1.37M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
3.32332 |
415300.0 |
¥1.38M |
|
| 2018-11-02 |
回到中轨 |
卖出 |
3.4265700000000003 |
415300.0 |
¥1.42M |
|
| 2019-01-03 |
跌破下轨 |
买入 |
3.4634599999999995 |
411800.0 |
¥1.43M |
|
| 2019-01-09 |
回到中轨 |
卖出 |
3.6363600000000003 |
411800.0 |
¥1.50M |
|
| 2019-05-07 |
跌破下轨 |
买入 |
4.7047 |
319600.0 |
¥1.50M |
|
| 2019-05-15 |
回到中轨 |
卖出 |
5.0949 |
319600.0 |
¥1.63M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
5.67 |
257500.0 |
¥1.46M |
|
| 2020-02-18 |
回到中轨 |
卖出 |
6.3936 |
257500.0 |
¥1.65M |
|
| 2020-03-13 |
跌破下轨 |
买入 |
5.525519999999999 |
303700.0 |
¥1.68M |
|
| 2020-03-31 |
回到中轨 |
卖出 |
5.84415 |
303700.0 |
¥1.77M |
|
| 2020-09-11 |
跌破下轨 |
买入 |
7.987979999999999 |
238100.0 |
¥1.90M |
|
| 2020-09-18 |
回到中轨 |
卖出 |
8.48151 |
238100.0 |
¥2.02M |
|
| 2020-10-28 |
跌破下轨 |
买入 |
7.727719999999999 |
261800.0 |
¥2.02M |
|
| 2020-11-17 |
回到中轨 |
卖出 |
7.73226 |
261800.0 |
¥2.02M |
|
| 2021-05-11 |
跌破下轨 |
买入 |
10.92091 |
182100.0 |
¥1.99M |
|
| 2021-08-03 |
回到中轨 |
卖出 |
8.38161 |
182100.0 |
¥1.53M |
|
| 2021-10-29 |
跌破下轨 |
买入 |
7.257249999999999 |
210000.0 |
¥1.52M |
|
| 2021-11-24 |
回到中轨 |
卖出 |
7.162829999999999 |
210000.0 |
¥1.50M |
|
| 2022-04-22 |
跌破下轨 |
买入 |
6.25625 |
244200.0 |
¥1.53M |
|
| 2022-05-24 |
回到中轨 |
卖出 |
5.88411 |
244200.0 |
¥1.44M |
|
| 2022-07-18 |
跌破下轨 |
买入 |
5.69569 |
253800.0 |
¥1.45M |
|
| 2022-07-22 |
回到中轨 |
卖出 |
6.16383 |
253800.0 |
¥1.56M |
|
| 2022-09-27 |
跌破下轨 |
买入 |
5.685679999999999 |
275000.0 |
¥1.56M |
|
| 2022-10-13 |
回到中轨 |
卖出 |
5.81418 |
275000.0 |
¥1.60M |
|
| 2022-11-01 |
跌破下轨 |
买入 |
5.36536 |
298300.0 |
¥1.60M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
5.71 |
298300.0 |
¥1.70M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
5.62562 |
302100.0 |
¥1.70M |
|
| 2023-01-10 |
回到中轨 |
卖出 |
5.60439 |
302100.0 |
¥1.69M |
|
| 2023-08-14 |
跌破下轨 |
买入 |
6.46646 |
258800.0 |
¥1.67M |
|
| 2023-09-04 |
回到中轨 |
卖出 |
6.73 |
258800.0 |
¥1.74M |
|
| 2023-10-11 |
跌破下轨 |
买入 |
6.726719999999999 |
261900.0 |
¥1.76M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
6.6233699999999995 |
261900.0 |
¥1.73M |
|
| 2023-12-14 |
跌破下轨 |
买入 |
6.2762699999999985 |
276200.0 |
¥1.73M |
|
| 2023-12-21 |
回到中轨 |
卖出 |
6.38361 |
276200.0 |
¥1.76M |
|
| 2024-05-24 |
跌破下轨 |
买入 |
8.15815 |
215900.0 |
¥1.76M |
|
| 2024-08-20 |
回到中轨 |
卖出 |
6.75324 |
215900.0 |
¥1.46M |
|
| 2024-09-03 |
跌破下轨 |
买入 |
6.146139999999999 |
236900.0 |
¥1.46M |
|
| 2024-09-24 |
回到中轨 |
卖出 |
6.11388 |
236900.0 |
¥1.45M |
|
| 2025-01-13 |
跌破下轨 |
买入 |
6.7067 |
214800.0 |
¥1.44M |
|
| 2025-01-15 |
回到中轨 |
卖出 |
7.05 |
214800.0 |
¥1.51M |
|
| 2025-03-27 |
跌破下轨 |
买入 |
7.707699999999999 |
196900.0 |
¥1.52M |
|
| 2025-04-22 |
回到中轨 |
卖出 |
7.52247 |
196900.0 |
¥1.48M |
|
| 2025-09-05 |
跌破下轨 |
买入 |
7.257249999999999 |
204300.0 |
¥1.48M |
|
| 2025-09-18 |
回到中轨 |
卖出 |
7.73226 |
204300.0 |
¥1.58M |
|
| 2026-03-16 |
跌破下轨 |
买入 |
9.14914 |
172100.0 |
¥1.58M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
8.6913 |
172100.0 |
¥1.50M |
|
| 2026-04-20 |
跌破下轨 |
买入 |
8.078069999999999 |
185600.0 |
¥1.50M |
|
| 2026-05-12 |
回到中轨 |
卖出 |
8.23176 |
185600.0 |
¥1.53M |
|
| 2026-05-18 |
跌破下轨 |
买入 |
7.517509999999999 |
202500.0 |
¥1.52M |
|
| 2026-06-08 |
回到中轨 |
卖出 |
7.54245 |
202500.0 |
¥1.53M |
|
| 2026-07-01 |
跌破下轨 |
买入 |
6.956949999999999 |
219400.0 |
¥1.53M |
|
| 2026-07-08 |
回到中轨 |
卖出 |
7.35264 |
219400.0 |
¥1.61M |
|
| 2026-08-14 |
跌破下轨 |
买入 |
6.9669599999999985 |
231700.0 |
¥1.61M |
|
| 2026-10-28 |
回到中轨 |
卖出 |
5.994 |
231700.0 |
¥1.39M |
|