000333 美的集团 — 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: ¥3.73M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +273.04%）
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 42 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 |
2015-06-23 |
2015-06-24 |
35.02548449399999 |
38.01195 |
¥8.4万 |
+8.49% |
回到中轨 |
| 2 |
2015-06-30 |
2015-07-13 |
34.314561281 |
37.25271 |
¥9.2万 |
+8.53% |
回到中轨 |
| 3 |
2015-07-28 |
2015-08-11 |
30.910140260999995 |
34.6653 |
¥13.9万 |
+12.11% |
回到中轨 |
| 4 |
2015-08-19 |
2015-10-09 |
30.609750170999998 |
27.02295 |
¥-15.2万 |
-11.74% |
回到中轨 |
| 5 |
2015-12-01 |
2015-12-03 |
26.894926057999992 |
29.06091 |
¥9.3万 |
+8.02% |
回到中轨 |
| 6 |
2016-05-09 |
2016-06-21 |
20.106110023999996 |
22.96701 |
¥17.6万 |
+14.19% |
回到中轨 |
| 7 |
2016-09-19 |
2016-10-10 |
25.433027619999997 |
27.15282 |
¥9.6万 |
+6.73% |
回到中轨 |
| 8 |
2017-04-12 |
2017-04-19 |
32.331986687 |
33.89607 |
¥7.3万 |
+4.81% |
回到中轨 |
| 9 |
2017-08-07 |
2017-08-23 |
39.401166805 |
40.559400000000004 |
¥4.6万 |
+2.91% |
回到中轨 |
| 10 |
2018-02-06 |
2018-02-23 |
55.772426710000005 |
58.39155 |
¥7.4万 |
+4.66% |
回到中轨 |
| 11 |
2018-06-28 |
2018-07-25 |
50.11508001499999 |
48.59136 |
¥-5.2万 |
-3.07% |
回到中轨 |
| 12 |
2018-08-03 |
2018-08-29 |
44.0132 |
42.957 |
¥-4.0万 |
-2.43% |
回到中轨 |
| 13 |
2018-10-30 |
2018-11-05 |
34.14434023 |
40.76919 |
¥29.6万 |
+19.37% |
回到中轨 |
| 14 |
2018-11-30 |
2018-12-04 |
38.95058167 |
40.23 |
¥6.3万 |
+3.25% |
回到中轨 |
| 15 |
2018-12-11 |
2018-12-14 |
36.897916054999996 |
39.7602 |
¥15.2万 |
+7.72% |
回到中轨 |
| 16 |
2019-08-06 |
2019-08-26 |
50.675808182999994 |
51.13881 |
¥1.8万 |
+0.88% |
回到中轨 |
| 17 |
2019-09-26 |
2019-10-14 |
51.256562356999986 |
53.27667 |
¥8.4万 |
+3.91% |
回到中轨 |
| 18 |
2020-02-03 |
2020-02-25 |
49.654481877 |
53.946 |
¥17.3万 |
+8.61% |
回到中轨 |
| 19 |
2020-03-17 |
2020-04-13 |
49.684520885999994 |
49.54041 |
¥-7,631 |
-0.32% |
回到中轨 |
| 20 |
2020-08-28 |
2020-09-01 |
67.48764021999999 |
70.55 |
¥10.7万 |
+4.51% |
回到中轨 |
| 21 |
2020-09-08 |
2020-09-16 |
66.78673001 |
70.21971 |
¥12.8万 |
+5.11% |
回到中轨 |
| 22 |
2020-12-10 |
2020-12-18 |
83.60857504999998 |
89.02089 |
¥17.0万 |
+6.44% |
回到中轨 |
| 23 |
2021-02-23 |
2021-04-02 |
89.16579171499997 |
85.4145 |
¥-11.7万 |
-4.24% |
回到中轨 |
| 24 |
2021-07-06 |
2021-07-14 |
67.74797829799999 |
72.37755 |
¥18.2万 |
+6.80% |
回到中轨 |
| 25 |
2021-07-27 |
2021-08-04 |
64.75409040099998 |
70.3296 |
¥24.6万 |
+8.58% |
回到中轨 |
| 26 |
2021-08-31 |
2021-09-07 |
65.98568977 |
72.6273 |
¥31.2万 |
+10.03% |
回到中轨 |
| 27 |
2022-02-23 |
2022-04-06 |
70.14108601499998 |
57.991949999999996 |
¥-59.4万 |
-17.35% |
回到中轨 |
| 28 |
2022-04-27 |
2022-05-05 |
50.79596421899999 |
57.991949999999996 |
¥39.2万 |
+14.13% |
回到中轨 |
| 29 |
2022-07-18 |
2022-09-01 |
55.27177655999999 |
53.23 |
¥-12.0万 |
-3.72% |
回到中轨 |
| 30 |
2023-02-07 |
2023-02-22 |
51.426783408 |
52.947 |
¥9.1万 |
+2.93% |
回到中轨 |
| 31 |
2023-05-25 |
2023-06-08 |
53.46943602 |
55.6443 |
¥12.8万 |
+4.04% |
回到中轨 |
| 32 |
2023-08-14 |
2023-08-29 |
54.570866349999996 |
55.82412 |
¥7.4万 |
+2.27% |
回到中轨 |
| 33 |
2023-10-11 |
2023-11-24 |
54.821191424999995 |
52.7472 |
¥-13.0万 |
-3.81% |
回到中轨 |
| 34 |
2023-12-04 |
2023-12-21 |
50.54563914399999 |
51.16878 |
¥3.9万 |
+1.20% |
回到中轨 |
| 35 |
2024-05-21 |
2024-06-26 |
66.35617088099998 |
64.94499 |
¥-7.1万 |
-2.16% |
回到中轨 |
| 36 |
2024-07-03 |
2024-07-05 |
63.13198391499999 |
64.4355 |
¥6.6万 |
+2.03% |
回到中轨 |
| 37 |
2024-07-18 |
2024-08-01 |
62.09063160299999 |
63.7362 |
¥8.5万 |
+2.62% |
回到中轨 |
| 38 |
2025-02-24 |
2025-02-28 |
70.741866195 |
72.67725 |
¥9.2万 |
+2.71% |
回到中轨 |
| 39 |
2025-06-13 |
2025-07-04 |
71.69310147999998 |
72.80712 |
¥5.3万 |
+1.52% |
回到中轨 |
| 40 |
2025-08-01 |
2025-08-15 |
70.29128105999999 |
72.25767 |
¥9.8万 |
+2.77% |
回到中轨 |
| 41 |
2026-01-14 |
2026-01-21 |
76.29908286 |
78.88104 |
¥12.2万 |
+3.35% |
回到中轨 |
| 42 |
2026-09-21 |
2026-10-15 |
84.18932922399998 |
83.51639999999999 |
¥-3.1万 |
-0.83% |
回到中轨 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
跌破下轨 |
买入 |
35.014979999999994 |
28400.0 |
¥99.5万 |
|
| 2015-06-24 |
回到中轨 |
卖出 |
38.01195 |
28400.0 |
¥1.08M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
34.30427 |
31500.0 |
¥1.08M |
|
| 2015-07-13 |
回到中轨 |
卖出 |
37.25271 |
31500.0 |
¥1.17M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
30.900869999999994 |
37200.0 |
¥1.15M |
|
| 2015-08-11 |
回到中轨 |
卖出 |
34.6653 |
37200.0 |
¥1.29M |
|
| 2015-08-19 |
跌破下轨 |
买入 |
30.600569999999998 |
42400.0 |
¥1.30M |
|
| 2015-10-09 |
回到中轨 |
卖出 |
27.02295 |
42400.0 |
¥1.15M |
|
| 2015-12-01 |
跌破下轨 |
买入 |
26.886859999999995 |
43200.0 |
¥1.16M |
|
| 2015-12-03 |
回到中轨 |
卖出 |
29.06091 |
43200.0 |
¥1.26M |
|
| 2016-05-09 |
跌破下轨 |
买入 |
20.100079999999995 |
61500.0 |
¥1.24M |
|
| 2016-06-21 |
回到中轨 |
卖出 |
22.96701 |
61500.0 |
¥1.41M |
|
| 2016-09-19 |
跌破下轨 |
买入 |
25.425399999999996 |
56200.0 |
¥1.43M |
|
| 2016-10-10 |
回到中轨 |
卖出 |
27.15282 |
56200.0 |
¥1.53M |
|
| 2017-04-12 |
跌破下轨 |
买入 |
32.322289999999995 |
47000.0 |
¥1.52M |
|
| 2017-04-19 |
回到中轨 |
卖出 |
33.89607 |
47000.0 |
¥1.59M |
|
| 2017-08-07 |
跌破下轨 |
买入 |
39.38935 |
40400.0 |
¥1.59M |
|
| 2017-08-23 |
回到中轨 |
卖出 |
40.559400000000004 |
40400.0 |
¥1.64M |
|
| 2018-02-06 |
跌破下轨 |
买入 |
55.7557 |
28600.0 |
¥1.60M |
|
| 2018-02-23 |
回到中轨 |
卖出 |
58.39155 |
28600.0 |
¥1.67M |
|
| 2018-06-28 |
跌破下轨 |
买入 |
50.10004999999999 |
34000.0 |
¥1.70M |
|
| 2018-07-25 |
回到中轨 |
卖出 |
48.59136 |
34000.0 |
¥1.65M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
44.0 |
37700.0 |
¥1.66M |
|
| 2018-08-29 |
回到中轨 |
卖出 |
42.957 |
37700.0 |
¥1.62M |
|
| 2018-10-30 |
跌破下轨 |
买入 |
34.1341 |
44700.0 |
¥1.53M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
40.76919 |
44700.0 |
¥1.82M |
|
| 2018-11-30 |
跌破下轨 |
买入 |
38.9389 |
49400.0 |
¥1.92M |
|
| 2018-12-04 |
回到中轨 |
卖出 |
40.23 |
49400.0 |
¥1.99M |
|
| 2018-12-11 |
跌破下轨 |
买入 |
36.886849999999995 |
53400.0 |
¥1.97M |
|
| 2018-12-14 |
回到中轨 |
卖出 |
39.7602 |
53400.0 |
¥2.12M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
50.66060999999999 |
41300.0 |
¥2.09M |
|
| 2019-08-26 |
回到中轨 |
卖出 |
51.13881 |
41300.0 |
¥2.11M |
|
| 2019-09-26 |
跌破下轨 |
买入 |
51.24118999999999 |
42100.0 |
¥2.16M |
|
| 2019-10-14 |
回到中轨 |
卖出 |
53.27667 |
42100.0 |
¥2.24M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
49.63959 |
40500.0 |
¥2.01M |
|
| 2020-02-25 |
回到中轨 |
卖出 |
53.946 |
40500.0 |
¥2.18M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
49.669619999999995 |
48000.0 |
¥2.38M |
|
| 2020-04-13 |
回到中轨 |
卖出 |
49.54041 |
48000.0 |
¥2.38M |
|
| 2020-08-28 |
跌破下轨 |
买入 |
67.4674 |
35300.0 |
¥2.38M |
|
| 2020-09-01 |
回到中轨 |
卖出 |
70.55 |
35300.0 |
¥2.49M |
|
| 2020-09-08 |
跌破下轨 |
买入 |
66.7667 |
37500.0 |
¥2.50M |
|
| 2020-09-16 |
回到中轨 |
卖出 |
70.21971 |
37500.0 |
¥2.63M |
|
| 2020-12-10 |
跌破下轨 |
买入 |
83.58349999999999 |
31500.0 |
¥2.63M |
|
| 2020-12-18 |
回到中轨 |
卖出 |
89.02089 |
31500.0 |
¥2.80M |
|
| 2021-02-23 |
跌破下轨 |
买入 |
89.13904999999998 |
31000.0 |
¥2.76M |
|
| 2021-04-02 |
回到中轨 |
卖出 |
85.4145 |
31000.0 |
¥2.65M |
|
| 2021-07-06 |
跌破下轨 |
买入 |
67.72765999999999 |
39400.0 |
¥2.67M |
|
| 2021-07-14 |
回到中轨 |
卖出 |
72.37755 |
39400.0 |
¥2.85M |
|
| 2021-07-27 |
跌破下轨 |
买入 |
64.73467 |
44300.0 |
¥2.87M |
|
| 2021-08-04 |
回到中轨 |
卖出 |
70.3296 |
44300.0 |
¥3.11M |
|
| 2021-08-31 |
跌破下轨 |
买入 |
65.9659 |
47100.0 |
¥3.11M |
|
| 2021-09-07 |
回到中轨 |
卖出 |
72.6273 |
47100.0 |
¥3.42M |
|
| 2022-02-23 |
跌破下轨 |
买入 |
70.12004999999999 |
48800.0 |
¥3.42M |
|
| 2022-04-06 |
回到中轨 |
卖出 |
57.991949999999996 |
48800.0 |
¥2.83M |
|
| 2022-04-27 |
跌破下轨 |
买入 |
50.78072999999999 |
54600.0 |
¥2.77M |
|
| 2022-05-05 |
回到中轨 |
卖出 |
57.991949999999996 |
54600.0 |
¥3.17M |
|
| 2022-07-18 |
跌破下轨 |
买入 |
55.255199999999995 |
58300.0 |
¥3.22M |
|
| 2022-09-01 |
回到中轨 |
卖出 |
53.23 |
58300.0 |
¥3.10M |
|
| 2023-02-07 |
跌破下轨 |
买入 |
51.411359999999995 |
60500.0 |
¥3.11M |
|
| 2023-02-22 |
回到中轨 |
卖出 |
52.947 |
60500.0 |
¥3.20M |
|
| 2023-05-25 |
跌破下轨 |
买入 |
53.453399999999995 |
59500.0 |
¥3.18M |
|
| 2023-06-08 |
回到中轨 |
卖出 |
55.6443 |
59500.0 |
¥3.31M |
|
| 2023-08-14 |
跌破下轨 |
买入 |
54.5545 |
60200.0 |
¥3.29M |
|
| 2023-08-29 |
回到中轨 |
卖出 |
55.82412 |
60200.0 |
¥3.36M |
|
| 2023-10-11 |
跌破下轨 |
买入 |
54.80474999999999 |
62000.0 |
¥3.40M |
|
| 2023-11-24 |
回到中轨 |
卖出 |
52.7472 |
62000.0 |
¥3.27M |
|
| 2023-12-04 |
跌破下轨 |
买入 |
50.53047999999999 |
64600.0 |
¥3.27M |
|
| 2023-12-21 |
回到中轨 |
卖出 |
51.16878 |
64600.0 |
¥3.30M |
|
| 2024-05-21 |
跌破下轨 |
买入 |
66.33626999999998 |
49600.0 |
¥3.29M |
|
| 2024-06-26 |
回到中轨 |
卖出 |
64.94499 |
49600.0 |
¥3.22M |
|
| 2024-07-03 |
跌破下轨 |
买入 |
63.11304999999999 |
51300.0 |
¥3.24M |
|
| 2024-07-05 |
回到中轨 |
卖出 |
64.4355 |
51300.0 |
¥3.30M |
|
| 2024-07-18 |
跌破下轨 |
买入 |
62.07200999999999 |
52500.0 |
¥3.26M |
|
| 2024-08-01 |
回到中轨 |
卖出 |
63.7362 |
52500.0 |
¥3.35M |
|
| 2025-02-24 |
跌破下轨 |
买入 |
70.72064999999999 |
47900.0 |
¥3.39M |
|
| 2025-02-28 |
回到中轨 |
卖出 |
72.67725 |
47900.0 |
¥3.48M |
|
| 2025-06-13 |
跌破下轨 |
买入 |
71.67159999999998 |
48100.0 |
¥3.45M |
|
| 2025-07-04 |
回到中轨 |
卖出 |
72.80712 |
48100.0 |
¥3.50M |
|
| 2025-08-01 |
跌破下轨 |
买入 |
70.27019999999999 |
50200.0 |
¥3.53M |
|
| 2025-08-15 |
回到中轨 |
卖出 |
72.25767 |
50200.0 |
¥3.63M |
|
| 2026-01-14 |
跌破下轨 |
买入 |
76.27619999999999 |
47600.0 |
¥3.63M |
|
| 2026-01-21 |
回到中轨 |
卖出 |
78.88104 |
47600.0 |
¥3.75M |
|
| 2026-09-21 |
跌破下轨 |
买入 |
84.16407999999998 |
44400.0 |
¥3.74M |
|
| 2026-10-15 |
回到中轨 |
卖出 |
83.51639999999999 |
44400.0 |
¥3.71M |
|