000166 申万宏源 — 布林下轨抄底 回测明细
数据区间: 2015-01-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥90.9万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -9.07%）
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 53 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 |
2015-05-20 |
17.172300144999998 |
18.17181 |
¥5.7万 |
+5.79% |
回到中轨 |
| 2 |
2015-06-30 |
2015-08-11 |
15.129647533 |
13.766219999999999 |
¥-9.5万 |
-9.04% |
回到中轨 |
| 3 |
2015-08-24 |
2015-10-12 |
11.715213509999998 |
9.0909 |
¥-20.9万 |
-22.42% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-23 |
9.382183810999999 |
8.41158 |
¥-7.5万 |
-10.37% |
回到中轨 |
| 5 |
2016-04-21 |
2016-06-01 |
8.320805493 |
8.50149 |
¥1.4万 |
+2.14% |
回到中轨 |
| 6 |
2016-07-07 |
2016-08-15 |
6.308191889999999 |
6.37362 |
¥6,911 |
+1.01% |
回到中轨 |
| 7 |
2016-09-14 |
2016-10-11 |
6.188035854 |
6.41358 |
¥2.5万 |
+3.61% |
回到中轨 |
| 8 |
2016-12-13 |
2017-02-13 |
6.338230899 |
6.40359 |
¥7,219 |
+1.00% |
回到中轨 |
| 9 |
2017-03-10 |
2017-03-17 |
6.278152880999999 |
6.38361 |
¥1.2万 |
+1.65% |
回到中轨 |
| 10 |
2017-03-31 |
2017-04-06 |
6.198048857 |
6.273720000000001 |
¥8,847 |
+1.19% |
回到中轨 |
| 11 |
2017-04-18 |
2017-05-26 |
6.1579968449999996 |
5.61438 |
¥-6.7万 |
-8.86% |
回到中轨 |
| 12 |
2017-09-26 |
2017-11-22 |
5.847593751999999 |
5.67432 |
¥-2.0万 |
-2.99% |
回到中轨 |
| 13 |
2017-12-05 |
2018-01-03 |
5.517164652999999 |
5.35 |
¥-2.0万 |
-3.06% |
回到中轨 |
| 14 |
2018-02-12 |
2018-03-12 |
5.016514503 |
5.0949 |
¥9,861 |
+1.53% |
回到中轨 |
| 15 |
2018-03-26 |
2018-05-04 |
4.866319458 |
4.88511 |
¥2,285 |
+0.36% |
回到中轨 |
| 16 |
2018-05-30 |
2018-06-13 |
4.646033391999999 |
4.73526 |
¥1.2万 |
+1.89% |
回到中轨 |
| 17 |
2018-06-21 |
2018-07-13 |
4.40572132 |
4.37562 |
¥-4,753 |
-0.71% |
回到中轨 |
| 18 |
2018-08-07 |
2018-08-14 |
4.245513271999999 |
4.38 |
¥2.1万 |
+3.14% |
回到中轨 |
| 19 |
2018-10-12 |
2018-10-23 |
4.005201199999999 |
4.435560000000001 |
¥7.3万 |
+10.71% |
回到中轨 |
| 20 |
2018-12-17 |
2019-01-07 |
4.245513272 |
4.3956 |
¥2.6万 |
+3.50% |
回到中轨 |
| 21 |
2019-04-30 |
2019-06-03 |
5.10663153 |
4.72527 |
¥-5.9万 |
-7.50% |
回到中轨 |
| 22 |
2019-08-05 |
2019-08-20 |
4.696098406999999 |
4.8551400000000005 |
¥2.4万 |
+3.36% |
回到中轨 |
| 23 |
2019-11-12 |
2019-11-27 |
4.746163421999999 |
4.75524 |
¥1,207 |
+0.16% |
回到中轨 |
| 24 |
2020-02-03 |
2020-02-19 |
4.341302 |
4.6953000000000005 |
¥5.5万 |
+8.12% |
回到中轨 |
| 25 |
2020-03-19 |
2020-04-15 |
4.3856953139999995 |
4.42557 |
¥7,073 |
+0.88% |
回到中轨 |
| 26 |
2020-04-24 |
2020-05-07 |
4.325617296 |
4.435560000000001 |
¥2.0万 |
+2.51% |
回到中轨 |
| 27 |
2020-09-11 |
2020-09-29 |
5.256826574999999 |
5.46453 |
¥3.2万 |
+3.92% |
回到中轨 |
| 28 |
2020-10-27 |
2020-11-10 |
5.166709547999999 |
5.37462 |
¥3.4万 |
+3.99% |
回到中轨 |
| 29 |
2021-01-25 |
2021-02-22 |
4.9814940000000005 |
4.83516 |
¥-2.7万 |
-2.97% |
回到中轨 |
| 30 |
2021-04-14 |
2021-05-12 |
4.575942371 |
4.58 |
¥511 |
+0.06% |
回到中轨 |
| 31 |
2021-07-05 |
2021-08-11 |
4.555916364999999 |
4.40559 |
¥-2.9万 |
-3.33% |
回到中轨 |
| 32 |
2022-01-17 |
2022-03-31 |
5.016514503 |
4.3956 |
¥-10.4万 |
-12.40% |
回到中轨 |
| 33 |
2022-04-27 |
2022-05-24 |
3.9351101789999996 |
4.05594 |
¥2.2万 |
+3.04% |
回到中轨 |
| 34 |
2022-07-18 |
2022-07-29 |
4.0452532119999995 |
4.16583 |
¥2.2万 |
+2.95% |
回到中轨 |
| 35 |
2022-08-03 |
2022-08-12 |
4.015214202999998 |
4.14585 |
¥2.5万 |
+3.22% |
回到中轨 |
| 36 |
2022-09-21 |
2022-10-21 |
4.005201199999999 |
4.03596 |
¥5,957 |
+0.74% |
回到中轨 |
| 37 |
2022-12-20 |
2023-01-10 |
3.9951881969999996 |
4.03596 |
¥8,055 |
+0.99% |
回到中轨 |
| 38 |
2023-06-07 |
2023-06-19 |
4.545903362 |
4.6353599999999995 |
¥1.6万 |
+1.94% |
回到中轨 |
| 39 |
2023-06-27 |
2023-07-03 |
4.435760328999999 |
4.6353599999999995 |
¥3.8万 |
+4.47% |
回到中轨 |
| 40 |
2023-12-21 |
2024-01-25 |
4.355656304999999 |
4.2957 |
¥-1.2万 |
-1.41% |
回到中轨 |
| 41 |
2024-03-26 |
2024-04-02 |
4.455786335 |
4.52547 |
¥1.3万 |
+1.53% |
回到中轨 |
| 42 |
2024-04-15 |
2024-04-19 |
4.335630299 |
4.515479999999999 |
¥3.6万 |
+4.12% |
回到中轨 |
| 43 |
2024-06-05 |
2024-06-18 |
4.485825343999999 |
4.53546 |
¥9,833 |
+1.08% |
回到中轨 |
| 44 |
2024-06-26 |
2024-07-19 |
4.335630299 |
4.33566 |
¥-271 |
-0.03% |
回到中轨 |
| 45 |
2024-08-29 |
2024-09-25 |
4.465799338 |
4.59 |
¥2.5万 |
+2.75% |
回到中轨 |
| 46 |
2025-01-03 |
2025-02-07 |
5.076592520999999 |
5.03496 |
¥-8,076 |
-0.85% |
回到中轨 |
| 47 |
2025-04-02 |
2025-05-06 |
4.926397475999999 |
4.74525 |
¥-3.5万 |
-3.71% |
回到中轨 |
| 48 |
2025-09-04 |
2025-09-30 |
5.246813572000001 |
5.31468 |
¥1.1万 |
+1.26% |
回到中轨 |
| 49 |
2025-11-18 |
2025-12-09 |
5.3369305989999996 |
5.24475 |
¥-1.6万 |
-1.76% |
回到中轨 |
| 50 |
2026-01-20 |
2026-03-18 |
5.146683541999999 |
4.95504 |
¥-3.4万 |
-3.75% |
回到中轨 |
| 51 |
2026-05-18 |
2026-06-12 |
4.525877356 |
4.42557 |
¥-1.9万 |
-2.25% |
回到中轨 |
| 52 |
2026-08-20 |
2026-08-27 |
4.415734323 |
4.54545 |
¥2.5万 |
+2.91% |
回到中轨 |
| 53 |
2026-10-30 |
2026-11-04 |
4.225487265999999 |
4.3956 |
¥3.5万 |
+3.99% |
回到中轨 |
逐笔成交记录（共 106 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 |
17.167149999999996 |
57600.0 |
¥98.9万 |
|
| 2015-05-20 |
回到中轨 |
卖出 |
18.17181 |
57600.0 |
¥1.05M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
15.12511 |
69700.0 |
¥1.05M |
|
| 2015-08-11 |
回到中轨 |
卖出 |
13.766219999999999 |
69700.0 |
¥95.9万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
11.711699999999999 |
79400.0 |
¥93.0万 |
|
| 2015-10-12 |
回到中轨 |
卖出 |
9.0909 |
79400.0 |
¥72.2万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
9.379369999999998 |
77400.0 |
¥72.6万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
8.41158 |
77400.0 |
¥65.1万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
8.31831 |
80600.0 |
¥67.1万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
8.50149 |
80600.0 |
¥68.5万 |
|
| 2016-07-07 |
跌破下轨 |
买入 |
6.306299999999999 |
108800.0 |
¥68.6万 |
|
| 2016-08-15 |
回到中轨 |
卖出 |
6.37362 |
108800.0 |
¥69.3万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
6.18618 |
112400.0 |
¥69.6万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
6.41358 |
112400.0 |
¥72.1万 |
|
| 2016-12-13 |
跌破下轨 |
买入 |
6.336329999999999 |
113800.0 |
¥72.1万 |
|
| 2017-02-13 |
回到中轨 |
卖出 |
6.40359 |
113800.0 |
¥72.9万 |
|
| 2017-03-10 |
跌破下轨 |
买入 |
6.276269999999998 |
116300.0 |
¥73.0万 |
|
| 2017-03-17 |
回到中轨 |
卖出 |
6.38361 |
116300.0 |
¥74.2万 |
|
| 2017-03-31 |
跌破下轨 |
买入 |
6.19619 |
119900.0 |
¥74.3万 |
|
| 2017-04-06 |
回到中轨 |
卖出 |
6.273720000000001 |
119900.0 |
¥75.2万 |
|
| 2017-04-18 |
跌破下轨 |
买入 |
6.156149999999999 |
122100.0 |
¥75.2万 |
|
| 2017-05-26 |
回到中轨 |
卖出 |
5.61438 |
122100.0 |
¥68.5万 |
|
| 2017-09-26 |
跌破下轨 |
买入 |
5.845839999999999 |
117000.0 |
¥68.4万 |
|
| 2017-11-22 |
回到中轨 |
卖出 |
5.67432 |
117000.0 |
¥66.4万 |
|
| 2017-12-05 |
跌破下轨 |
买入 |
5.515509999999999 |
120100.0 |
¥66.3万 |
|
| 2018-01-03 |
回到中轨 |
卖出 |
5.35 |
120100.0 |
¥64.2万 |
|
| 2018-02-12 |
跌破下轨 |
买入 |
5.015009999999999 |
128300.0 |
¥64.4万 |
|
| 2018-03-12 |
回到中轨 |
卖出 |
5.0949 |
128300.0 |
¥65.3万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
4.86486 |
131900.0 |
¥64.2万 |
|
| 2018-05-04 |
回到中轨 |
卖出 |
4.88511 |
131900.0 |
¥64.4万 |
|
| 2018-05-30 |
跌破下轨 |
买入 |
4.644639999999999 |
140000.0 |
¥65.0万 |
|
| 2018-06-13 |
回到中轨 |
卖出 |
4.73526 |
140000.0 |
¥66.3万 |
|
| 2018-06-21 |
跌破下轨 |
买入 |
4.4044 |
151300.0 |
¥66.7万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
4.37562 |
151300.0 |
¥66.2万 |
|
| 2018-08-07 |
跌破下轨 |
买入 |
4.24424 |
156600.0 |
¥66.5万 |
|
| 2018-08-14 |
回到中轨 |
卖出 |
4.38 |
156600.0 |
¥68.6万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
4.004 |
170000.0 |
¥68.1万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
4.435560000000001 |
170000.0 |
¥75.4万 |
|
| 2018-12-17 |
跌破下轨 |
买入 |
4.24424 |
177900.0 |
¥75.5万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
4.3956 |
177900.0 |
¥78.2万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
5.105099999999999 |
153700.0 |
¥78.5万 |
|
| 2019-06-03 |
回到中轨 |
卖出 |
4.72527 |
153700.0 |
¥72.6万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
4.69469 |
153700.0 |
¥72.2万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
4.8551400000000005 |
153700.0 |
¥74.6万 |
|
| 2019-11-12 |
跌破下轨 |
买入 |
4.744739999999999 |
157800.0 |
¥74.9万 |
|
| 2019-11-27 |
回到中轨 |
卖出 |
4.75524 |
157800.0 |
¥75.0万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
4.34 |
155400.0 |
¥67.5万 |
|
| 2020-02-19 |
回到中轨 |
卖出 |
4.6953000000000005 |
155400.0 |
¥72.9万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
4.384379999999999 |
183500.0 |
¥80.5万 |
|
| 2020-04-15 |
回到中轨 |
卖出 |
4.42557 |
183500.0 |
¥81.2万 |
|
| 2020-04-24 |
跌破下轨 |
买入 |
4.32432 |
187700.0 |
¥81.2万 |
|
| 2020-05-07 |
回到中轨 |
卖出 |
4.435560000000001 |
187700.0 |
¥83.2万 |
|
| 2020-09-11 |
跌破下轨 |
买入 |
5.255249999999999 |
157400.0 |
¥82.7万 |
|
| 2020-09-29 |
回到中轨 |
卖出 |
5.46453 |
157400.0 |
¥86.0万 |
|
| 2020-10-27 |
跌破下轨 |
买入 |
5.165159999999999 |
166300.0 |
¥85.9万 |
|
| 2020-11-10 |
回到中轨 |
卖出 |
5.37462 |
166300.0 |
¥89.4万 |
|
| 2021-01-25 |
跌破下轨 |
买入 |
4.98 |
180200.0 |
¥89.8万 |
|
| 2021-02-22 |
回到中轨 |
卖出 |
4.83516 |
180200.0 |
¥87.1万 |
|
| 2021-04-14 |
跌破下轨 |
买入 |
4.57457 |
190600.0 |
¥87.2万 |
|
| 2021-05-12 |
回到中轨 |
卖出 |
4.58 |
190600.0 |
¥87.3万 |
|
| 2021-07-05 |
跌破下轨 |
买入 |
4.554549999999999 |
191500.0 |
¥87.2万 |
|
| 2021-08-11 |
回到中轨 |
卖出 |
4.40559 |
191500.0 |
¥84.3万 |
|
| 2022-01-17 |
跌破下轨 |
买入 |
5.015009999999999 |
167500.0 |
¥84.0万 |
|
| 2022-03-31 |
回到中轨 |
卖出 |
4.3956 |
167500.0 |
¥73.6万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
3.9339299999999997 |
186100.0 |
¥73.2万 |
|
| 2022-05-24 |
回到中轨 |
卖出 |
4.05594 |
186100.0 |
¥75.5万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
4.04404 |
188300.0 |
¥76.2万 |
|
| 2022-07-29 |
回到中轨 |
卖出 |
4.16583 |
188300.0 |
¥78.4万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
4.014009999999999 |
194900.0 |
¥78.3万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
4.14585 |
194900.0 |
¥80.8万 |
|
| 2022-09-21 |
跌破下轨 |
买入 |
4.004 |
201600.0 |
¥80.7万 |
|
| 2022-10-21 |
回到中轨 |
卖出 |
4.03596 |
201600.0 |
¥81.3万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
3.9939899999999997 |
203600.0 |
¥81.3万 |
|
| 2023-01-10 |
回到中轨 |
卖出 |
4.03596 |
203600.0 |
¥82.1万 |
|
| 2023-06-07 |
跌破下轨 |
买入 |
4.54454 |
181100.0 |
¥82.3万 |
|
| 2023-06-19 |
回到中轨 |
卖出 |
4.6353599999999995 |
181100.0 |
¥83.9万 |
|
| 2023-06-27 |
跌破下轨 |
买入 |
4.434429999999999 |
189200.0 |
¥83.9万 |
|
| 2023-07-03 |
回到中轨 |
卖出 |
4.6353599999999995 |
189200.0 |
¥87.7万 |
|
| 2023-12-21 |
跌破下轨 |
买入 |
4.354349999999999 |
200800.0 |
¥87.5万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
4.2957 |
200800.0 |
¥86.2万 |
|
| 2024-03-26 |
跌破下轨 |
买入 |
4.45445 |
194000.0 |
¥86.4万 |
|
| 2024-04-02 |
回到中轨 |
卖出 |
4.52547 |
194000.0 |
¥87.8万 |
|
| 2024-04-15 |
跌破下轨 |
买入 |
4.33433 |
201500.0 |
¥87.4万 |
|
| 2024-04-19 |
回到中轨 |
卖出 |
4.515479999999999 |
201500.0 |
¥91.0万 |
|
| 2024-06-05 |
跌破下轨 |
买入 |
4.48448 |
203700.0 |
¥91.4万 |
|
| 2024-06-18 |
回到中轨 |
卖出 |
4.53546 |
203700.0 |
¥92.4万 |
|
| 2024-06-26 |
跌破下轨 |
买入 |
4.33433 |
213000.0 |
¥92.3万 |
|
| 2024-07-19 |
回到中轨 |
卖出 |
4.33566 |
213000.0 |
¥92.3万 |
|
| 2024-08-29 |
跌破下轨 |
买入 |
4.46446 |
206300.0 |
¥92.1万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
4.59 |
206300.0 |
¥94.7万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
5.075069999999999 |
187200.0 |
¥95.0万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
5.03496 |
187200.0 |
¥94.2万 |
|
| 2025-04-02 |
跌破下轨 |
买入 |
4.924919999999999 |
190500.0 |
¥93.8万 |
|
| 2025-05-06 |
回到中轨 |
卖出 |
4.74525 |
190500.0 |
¥90.4万 |
|
| 2025-09-04 |
跌破下轨 |
买入 |
5.24524 |
172600.0 |
¥90.6万 |
|
| 2025-09-30 |
回到中轨 |
卖出 |
5.31468 |
172600.0 |
¥91.7万 |
|
| 2025-11-18 |
跌破下轨 |
买入 |
5.33533 |
171200.0 |
¥91.4万 |
|
| 2025-12-09 |
回到中轨 |
卖出 |
5.24475 |
171200.0 |
¥89.8万 |
|
| 2026-01-20 |
跌破下轨 |
买入 |
5.145139999999999 |
175100.0 |
¥90.1万 |
|
| 2026-03-18 |
回到中轨 |
卖出 |
4.95504 |
175100.0 |
¥86.7万 |
|
| 2026-05-18 |
跌破下轨 |
买入 |
4.524519999999999 |
190800.0 |
¥86.4万 |
|
| 2026-06-12 |
回到中轨 |
卖出 |
4.42557 |
190800.0 |
¥84.4万 |
|
| 2026-08-20 |
跌破下轨 |
买入 |
4.414409999999999 |
192000.0 |
¥84.8万 |
|
| 2026-08-27 |
回到中轨 |
卖出 |
4.54545 |
192000.0 |
¥87.2万 |
|
| 2026-10-30 |
跌破下轨 |
买入 |
4.224219999999999 |
205500.0 |
¥86.8万 |
|
| 2026-11-04 |
回到中轨 |
卖出 |
4.3956 |
205500.0 |
¥90.3万 |
|