000301 东方盛虹 — 布林下轨抄底 回测明细
数据区间: 2015-01-05 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥1.37M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +37.06%）
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 |
2015-06-30 |
2015-08-11 |
7.8001293369999996 |
6.4935 |
¥-16.4万 |
-16.78% |
回到中轨 |
| 2 |
2016-01-14 |
2016-02-18 |
4.786215434 |
4.70529 |
¥-1.4万 |
-1.72% |
回到中轨 |
| 3 |
2016-05-10 |
2016-06-01 |
4.335630298999999 |
4.2957 |
¥-7,778 |
-0.95% |
回到中轨 |
| 4 |
2016-08-02 |
2016-08-10 |
4.255526274999999 |
4.47552 |
¥4.2万 |
+5.14% |
回到中轨 |
| 5 |
2017-01-17 |
2017-02-10 |
4.90637147 |
5.10489 |
¥3.4万 |
+4.01% |
回到中轨 |
| 6 |
2017-12-12 |
2018-01-05 |
5.356956604999999 |
5.43456 |
¥1.3万 |
+1.42% |
回到中轨 |
| 7 |
2018-02-05 |
2018-02-08 |
5.567229667999999 |
5.95404 |
¥6.1万 |
+6.92% |
回到中轨 |
| 8 |
2018-03-26 |
2018-03-28 |
5.907671769999999 |
6.72327 |
¥13.0万 |
+13.77% |
回到中轨 |
| 9 |
2018-04-26 |
2018-05-22 |
6.218074862999999 |
6.42357 |
¥3.6万 |
+3.27% |
回到中轨 |
| 10 |
2018-09-07 |
2018-09-19 |
6.178022850999999 |
6.32367 |
¥2.6万 |
+2.33% |
回到中轨 |
| 11 |
2018-10-19 |
2018-11-07 |
5.076592520999999 |
5.78421 |
¥15.8万 |
+13.90% |
回到中轨 |
| 12 |
2019-01-30 |
2019-02-15 |
4.90637147 |
5.15484 |
¥6.6万 |
+5.03% |
回到中轨 |
| 13 |
2019-05-08 |
2019-06-04 |
5.40702162 |
5.3846099999999995 |
¥-6,081 |
-0.44% |
回到中轨 |
| 14 |
2019-07-09 |
2019-08-20 |
5.3269175959999995 |
5.2347600000000005 |
¥-2.4万 |
-1.76% |
回到中轨 |
| 15 |
2020-02-03 |
2020-02-21 |
4.555916364999999 |
4.94505 |
¥10.3万 |
+8.51% |
回到中轨 |
| 16 |
2020-05-15 |
2020-05-19 |
4.8563064549999995 |
5.03496 |
¥5.3万 |
+3.65% |
回到中轨 |
| 17 |
2021-03-09 |
2021-03-19 |
12.566318765 |
14.17581 |
¥19.1万 |
+12.77% |
回到中轨 |
| 18 |
2021-06-17 |
2021-06-24 |
15.990765790999998 |
19.23075 |
¥34.2万 |
+20.23% |
回到中轨 |
| 19 |
2021-09-30 |
2021-10-26 |
26.344210892999996 |
29.120849999999997 |
¥21.3万 |
+10.51% |
回到中轨 |
| 20 |
2021-11-08 |
2021-11-23 |
21.327696389999996 |
24.1758 |
¥29.6万 |
+13.32% |
回到中轨 |
| 21 |
2021-12-28 |
2022-02-18 |
20.156175038999997 |
18.20178 |
¥-24.6万 |
-9.72% |
回到中轨 |
| 22 |
2022-03-08 |
2022-05-11 |
15.720414709999996 |
12.8871 |
¥-41.4万 |
-18.05% |
回到中轨 |
| 23 |
2022-09-01 |
2022-09-08 |
19.12483573 |
21.648329999999998 |
¥24.6万 |
+13.16% |
回到中轨 |
| 24 |
2022-12-26 |
2023-01-09 |
12.716513809999999 |
14.97501 |
¥37.4万 |
+17.73% |
回到中轨 |
| 25 |
2023-03-08 |
2023-06-16 |
14.939400475999998 |
11.76822 |
¥-53.1万 |
-21.25% |
回到中轨 |
| 26 |
2023-10-10 |
2023-11-08 |
11.214563359999998 |
10.62936 |
¥-10.3万 |
-5.25% |
回到中轨 |
| 27 |
2023-11-23 |
2023-12-27 |
10.283354080999997 |
9.290700000000001 |
¥-18.1万 |
-9.68% |
回到中轨 |
| 28 |
2024-03-25 |
2024-04-03 |
10.073081018 |
10.35963 |
¥4.7万 |
+2.81% |
回到中轨 |
| 29 |
2024-05-24 |
2024-07-12 |
9.322105793 |
7.9620299999999995 |
¥-25.2万 |
-14.62% |
回到中轨 |
| 30 |
2024-08-22 |
2024-08-29 |
7.359557204999998 |
7.692300000000001 |
¥6.7万 |
+4.49% |
回到中轨 |
| 31 |
2024-09-12 |
2024-09-25 |
7.2093621599999995 |
7.72 |
¥10.9万 |
+7.05% |
回到中轨 |
| 32 |
2024-12-23 |
2025-01-17 |
8.571130568 |
8.3916 |
¥-3.5万 |
-2.12% |
回到中轨 |
| 33 |
2025-04-02 |
2025-04-23 |
8.240701469 |
8.25174 |
¥1,689 |
+0.10% |
回到中轨 |
| 34 |
2025-05-29 |
2025-06-26 |
8.51105255 |
8.37162 |
¥-2.7万 |
-1.67% |
回到中轨 |
| 35 |
2025-09-24 |
2025-10-10 |
9.282053780999998 |
9.77022 |
¥8.3万 |
+5.23% |
回到中轨 |
| 36 |
2026-03-11 |
2026-04-07 |
11.715213509999998 |
11.088899999999999 |
¥-9.0万 |
-5.37% |
回到中轨 |
| 37 |
2026-06-09 |
2026-06-16 |
11.444862428999997 |
12.63735 |
¥16.5万 |
+10.39% |
回到中轨 |
| 38 |
2026-09-30 |
2026-11-12 |
12.806630836999998 |
9.96 |
¥-39.1万 |
-22.25% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
7.797789999999999 |
125300.0 |
¥97.7万 |
|
| 2015-08-11 |
回到中轨 |
卖出 |
6.4935 |
125300.0 |
¥81.3万 |
|
| 2016-01-14 |
跌破下轨 |
买入 |
4.78478 |
170000.0 |
¥81.4万 |
|
| 2016-02-18 |
回到中轨 |
卖出 |
4.70529 |
170000.0 |
¥80.0万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
4.33433 |
188700.0 |
¥81.8万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
4.2957 |
188700.0 |
¥81.0万 |
|
| 2016-08-02 |
跌破下轨 |
买入 |
4.25425 |
190900.0 |
¥81.2万 |
|
| 2016-08-10 |
回到中轨 |
卖出 |
4.47552 |
190900.0 |
¥85.4万 |
|
| 2017-01-17 |
跌破下轨 |
买入 |
4.9049 |
172000.0 |
¥84.4万 |
|
| 2017-02-10 |
回到中轨 |
卖出 |
5.10489 |
172000.0 |
¥87.8万 |
|
| 2017-12-12 |
跌破下轨 |
买入 |
5.355349999999999 |
165100.0 |
¥88.4万 |
|
| 2018-01-05 |
回到中轨 |
卖出 |
5.43456 |
165100.0 |
¥89.7万 |
|
| 2018-02-05 |
跌破下轨 |
买入 |
5.565559999999999 |
158900.0 |
¥88.5万 |
|
| 2018-02-08 |
回到中轨 |
卖出 |
5.95404 |
158900.0 |
¥94.6万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
5.9059 |
159800.0 |
¥94.4万 |
|
| 2018-03-28 |
回到中轨 |
卖出 |
6.72327 |
159800.0 |
¥1.07M |
|
| 2018-04-26 |
跌破下轨 |
买入 |
6.21621 |
175500.0 |
¥1.09M |
|
| 2018-05-22 |
回到中轨 |
卖出 |
6.42357 |
175500.0 |
¥1.13M |
|
| 2018-09-07 |
跌破下轨 |
买入 |
6.176169999999999 |
182400.0 |
¥1.13M |
|
| 2018-09-19 |
回到中轨 |
卖出 |
6.32367 |
182400.0 |
¥1.15M |
|
| 2018-10-19 |
跌破下轨 |
买入 |
5.075069999999999 |
223200.0 |
¥1.13M |
|
| 2018-11-07 |
回到中轨 |
卖出 |
5.78421 |
223200.0 |
¥1.29M |
|
| 2019-01-30 |
跌破下轨 |
买入 |
4.9049 |
267100.0 |
¥1.31M |
|
| 2019-02-15 |
回到中轨 |
卖出 |
5.15484 |
267100.0 |
¥1.38M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
5.4054 |
253100.0 |
¥1.37M |
|
| 2019-06-04 |
回到中轨 |
卖出 |
5.3846099999999995 |
253100.0 |
¥1.36M |
|
| 2019-07-09 |
跌破下轨 |
买入 |
5.32532 |
257700.0 |
¥1.37M |
|
| 2019-08-20 |
回到中轨 |
卖出 |
5.2347600000000005 |
257700.0 |
¥1.35M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
4.554549999999999 |
266200.0 |
¥1.21M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
4.94505 |
266200.0 |
¥1.32M |
|
| 2020-05-15 |
跌破下轨 |
买入 |
4.854849999999999 |
298400.0 |
¥1.45M |
|
| 2020-05-19 |
回到中轨 |
卖出 |
5.03496 |
298400.0 |
¥1.50M |
|
| 2021-03-09 |
跌破下轨 |
买入 |
12.56255 |
118700.0 |
¥1.49M |
|
| 2021-03-19 |
回到中轨 |
卖出 |
14.17581 |
118700.0 |
¥1.68M |
|
| 2021-06-17 |
跌破下轨 |
买入 |
15.985969999999998 |
105600.0 |
¥1.69M |
|
| 2021-06-24 |
回到中轨 |
卖出 |
19.23075 |
105600.0 |
¥2.03M |
|
| 2021-09-30 |
跌破下轨 |
买入 |
26.336309999999997 |
77100.0 |
¥2.03M |
|
| 2021-10-26 |
回到中轨 |
卖出 |
29.120849999999997 |
77100.0 |
¥2.24M |
|
| 2021-11-08 |
跌破下轨 |
买入 |
21.321299999999997 |
104300.0 |
¥2.22M |
|
| 2021-11-23 |
回到中轨 |
卖出 |
24.1758 |
104300.0 |
¥2.52M |
|
| 2021-12-28 |
跌破下轨 |
买入 |
20.150129999999997 |
125500.0 |
¥2.53M |
|
| 2022-02-18 |
回到中轨 |
卖出 |
18.20178 |
125500.0 |
¥2.28M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
15.715699999999996 |
145800.0 |
¥2.29M |
|
| 2022-05-11 |
回到中轨 |
卖出 |
12.8871 |
145800.0 |
¥1.88M |
|
| 2022-09-01 |
跌破下轨 |
买入 |
19.1191 |
97600.0 |
¥1.87M |
|
| 2022-09-08 |
回到中轨 |
卖出 |
21.648329999999998 |
97600.0 |
¥2.11M |
|
| 2022-12-26 |
跌破下轨 |
买入 |
12.712699999999998 |
165900.0 |
¥2.11M |
|
| 2023-01-09 |
回到中轨 |
卖出 |
14.97501 |
165900.0 |
¥2.48M |
|
| 2023-03-08 |
跌破下轨 |
买入 |
14.934919999999996 |
167400.0 |
¥2.50M |
|
| 2023-06-16 |
回到中轨 |
卖出 |
11.76822 |
167400.0 |
¥1.97M |
|
| 2023-10-10 |
跌破下轨 |
买入 |
11.211199999999998 |
175700.0 |
¥1.97M |
|
| 2023-11-08 |
回到中轨 |
卖出 |
10.62936 |
175700.0 |
¥1.87M |
|
| 2023-11-23 |
跌破下轨 |
买入 |
10.280269999999998 |
181400.0 |
¥1.87M |
|
| 2023-12-27 |
回到中轨 |
卖出 |
9.290700000000001 |
181400.0 |
¥1.68M |
|
| 2024-03-25 |
跌破下轨 |
买入 |
10.07006 |
167500.0 |
¥1.69M |
|
| 2024-04-03 |
回到中轨 |
卖出 |
10.35963 |
167500.0 |
¥1.73M |
|
| 2024-05-24 |
跌破下轨 |
买入 |
9.31931 |
184700.0 |
¥1.72M |
|
| 2024-07-12 |
回到中轨 |
卖出 |
7.9620299999999995 |
184700.0 |
¥1.47M |
|
| 2024-08-22 |
跌破下轨 |
买入 |
7.3573499999999985 |
201600.0 |
¥1.48M |
|
| 2024-08-29 |
回到中轨 |
卖出 |
7.692300000000001 |
201600.0 |
¥1.55M |
|
| 2024-09-12 |
跌破下轨 |
买入 |
7.207199999999999 |
214700.0 |
¥1.55M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
7.72 |
214700.0 |
¥1.66M |
|
| 2024-12-23 |
跌破下轨 |
买入 |
8.56856 |
193800.0 |
¥1.66M |
|
| 2025-01-17 |
回到中轨 |
卖出 |
8.3916 |
193800.0 |
¥1.63M |
|
| 2025-04-02 |
跌破下轨 |
买入 |
8.23823 |
197300.0 |
¥1.63M |
|
| 2025-04-23 |
回到中轨 |
卖出 |
8.25174 |
197300.0 |
¥1.63M |
|
| 2025-05-29 |
跌破下轨 |
买入 |
8.5085 |
191000.0 |
¥1.63M |
|
| 2025-06-26 |
回到中轨 |
卖出 |
8.37162 |
191000.0 |
¥1.60M |
|
| 2025-09-24 |
跌破下轨 |
买入 |
9.279269999999999 |
171700.0 |
¥1.59M |
|
| 2025-10-10 |
回到中轨 |
卖出 |
9.77022 |
171700.0 |
¥1.68M |
|
| 2026-03-11 |
跌破下轨 |
买入 |
11.711699999999999 |
142800.0 |
¥1.67M |
|
| 2026-04-07 |
回到中轨 |
卖出 |
11.088899999999999 |
142800.0 |
¥1.58M |
|
| 2026-06-09 |
跌破下轨 |
买入 |
11.441429999999999 |
139100.0 |
¥1.59M |
|
| 2026-06-16 |
回到中轨 |
卖出 |
12.63735 |
139100.0 |
¥1.76M |
|
| 2026-09-30 |
跌破下轨 |
买入 |
12.802789999999998 |
137100.0 |
¥1.76M |
|
| 2026-11-12 |
强平 |
卖出 |
9.96 |
137100 |
¥1.37M |
回测结束强平 |