000338 潍柴动力 — 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: ¥57.9万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -42.10%）
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 36 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 |
29.708579900999997 |
32.02 |
¥7.7万 |
+7.75% |
回到中轨 |
| 2 |
2015-06-30 |
2015-08-11 |
28.957604676 |
24.1758 |
¥-17.8万 |
-16.54% |
回到中轨 |
| 3 |
2015-08-21 |
2015-10-13 |
11.81534354 |
9.290700000000001 |
¥-19.0万 |
-21.39% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-23 |
8.561117565000002 |
7.6423499999999995 |
¥-7.2万 |
-10.76% |
回到中轨 |
| 5 |
2016-05-10 |
2016-06-01 |
7.689986304 |
7.92207 |
¥1.9万 |
+2.99% |
回到中轨 |
| 6 |
2016-09-05 |
2016-09-07 |
8.621195582999999 |
9.0909 |
¥3.5万 |
+5.42% |
回到中轨 |
| 7 |
2017-04-25 |
2017-05-17 |
11.014303299999998 |
11.06892 |
¥3,211 |
+0.47% |
回到中轨 |
| 8 |
2017-07-24 |
2017-08-22 |
6.888946063999999 |
6.91308 |
¥2,208 |
+0.32% |
回到中轨 |
| 9 |
2017-11-28 |
2017-12-20 |
8.080493420999998 |
7.95204 |
¥-1.1万 |
-1.62% |
回到中轨 |
| 10 |
2018-02-09 |
2018-02-27 |
8.020415402999998 |
8.71128 |
¥5.6万 |
+8.58% |
回到中轨 |
| 11 |
2018-03-23 |
2018-03-30 |
7.760077324999999 |
8.27172 |
¥4.7万 |
+6.56% |
回到中轨 |
| 12 |
2018-07-06 |
2018-07-17 |
7.960337384999999 |
8.65134 |
¥6.8万 |
+8.65% |
回到中轨 |
| 13 |
2018-08-03 |
2018-08-29 |
7.990376393999999 |
7.88211 |
¥-1.2万 |
-1.38% |
回到中轨 |
| 14 |
2019-08-06 |
2019-08-30 |
11.024316302999999 |
11.418569999999999 |
¥2.9万 |
+3.55% |
回到中轨 |
| 15 |
2020-02-03 |
2020-02-12 |
12.195837653999998 |
14.085899999999999 |
¥12.1万 |
+15.46% |
回到中轨 |
| 16 |
2020-03-16 |
2020-04-08 |
13.617684079999998 |
13.02 |
¥-4.4万 |
-4.42% |
回到中轨 |
| 17 |
2020-12-10 |
2021-01-05 |
16.130947832999997 |
16.11387 |
¥-1,288 |
-0.14% |
回到中轨 |
| 18 |
2021-03-09 |
2021-04-07 |
20.066058012 |
19.7802 |
¥-1.4万 |
-1.45% |
回到中轨 |
| 19 |
2021-04-13 |
2021-04-20 |
18.263717471999996 |
19.7802 |
¥7.7万 |
+8.27% |
回到中轨 |
| 20 |
2021-05-10 |
2021-05-28 |
17.182313147999995 |
18.37161 |
¥6.9万 |
+6.89% |
回到中轨 |
| 21 |
2021-09-14 |
2021-11-22 |
18.704289603999996 |
16.41357 |
¥-13.3万 |
-12.27% |
回到中轨 |
| 22 |
2022-01-14 |
2022-05-18 |
16.841871046 |
11.188799999999999 |
¥-31.6万 |
-33.59% |
回到中轨 |
| 23 |
2022-07-18 |
2022-08-12 |
11.835369545999999 |
11.968020000000003 |
¥6,866 |
+1.09% |
回到中轨 |
| 24 |
2022-08-25 |
2022-11-02 |
11.354745401999999 |
9.66033 |
¥-9.5万 |
-14.95% |
回到中轨 |
| 25 |
2022-12-26 |
2023-01-06 |
10.343432099 |
10.669319999999999 |
¥1.7万 |
+3.12% |
回到中轨 |
| 26 |
2023-03-13 |
2023-03-29 |
11.595057473999999 |
12.1878 |
¥2.8万 |
+5.08% |
回到中轨 |
| 27 |
2023-04-25 |
2023-05-05 |
11.334719396 |
12.90708 |
¥8.2万 |
+13.84% |
回到中轨 |
| 28 |
2023-08-14 |
2023-09-05 |
12.185824650999999 |
12.51 |
¥1.7万 |
+2.63% |
回到中轨 |
| 29 |
2024-05-21 |
2024-06-26 |
16.521454949999995 |
15.83415 |
¥-2.9万 |
-4.19% |
回到中轨 |
| 30 |
2024-07-03 |
2024-07-29 |
14.618984379999997 |
14.3856 |
¥-1.1万 |
-1.63% |
回到中轨 |
| 31 |
2024-09-10 |
2024-09-20 |
12.155785642 |
12.587399999999999 |
¥2.3万 |
+3.52% |
回到中轨 |
| 32 |
2024-11-27 |
2024-12-12 |
13.066968914999997 |
13.64634 |
¥2.9万 |
+4.40% |
回到中轨 |
| 33 |
2025-04-08 |
2025-04-30 |
14.418724319999999 |
15.32466 |
¥4.4万 |
+6.25% |
回到中轨 |
| 34 |
2025-07-08 |
2025-07-17 |
15.099608523999997 |
15.42456 |
¥1.6万 |
+2.12% |
回到中轨 |
| 35 |
2026-06-08 |
2026-07-07 |
29.548371853000003 |
29.31 |
¥-6,031 |
-0.84% |
回到中轨 |
| 36 |
2026-09-29 |
2026-11-13 |
24.531857349999996 |
18.75 |
¥-17.7万 |
-23.59% |
强平 |
逐笔成交记录（共 72 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 |
29.699669999999998 |
33600.0 |
¥99.8万 |
|
| 2015-05-22 |
回到中轨 |
卖出 |
32.02 |
33600.0 |
¥1.08M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
28.94892 |
37200.0 |
¥1.08M |
|
| 2015-08-11 |
回到中轨 |
卖出 |
24.1758 |
37200.0 |
¥89.9万 |
|
| 2015-08-21 |
跌破下轨 |
买入 |
11.8118 |
75300.0 |
¥89.0万 |
|
| 2015-10-13 |
回到中轨 |
卖出 |
9.290700000000001 |
75300.0 |
¥69.9万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
8.55855 |
78500.0 |
¥67.2万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
7.6423499999999995 |
78500.0 |
¥60.0万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
7.6876799999999985 |
82600.0 |
¥63.5万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
7.92207 |
82600.0 |
¥65.4万 |
|
| 2016-09-05 |
跌破下轨 |
买入 |
8.618609999999999 |
75900.0 |
¥65.4万 |
|
| 2016-09-07 |
回到中轨 |
卖出 |
9.0909 |
75900.0 |
¥69.0万 |
|
| 2017-04-25 |
跌破下轨 |
买入 |
11.011 |
62600.0 |
¥68.9万 |
|
| 2017-05-17 |
回到中轨 |
卖出 |
11.06892 |
62600.0 |
¥69.3万 |
|
| 2017-07-24 |
跌破下轨 |
买入 |
6.886879999999999 |
100100.0 |
¥69.0万 |
|
| 2017-08-22 |
回到中轨 |
卖出 |
6.91308 |
100100.0 |
¥69.2万 |
|
| 2017-11-28 |
跌破下轨 |
买入 |
8.078069999999999 |
85400.0 |
¥69.0万 |
|
| 2017-12-20 |
回到中轨 |
卖出 |
7.95204 |
85400.0 |
¥67.9万 |
|
| 2018-02-09 |
跌破下轨 |
买入 |
8.018009999999999 |
81500.0 |
¥65.4万 |
|
| 2018-02-27 |
回到中轨 |
卖出 |
8.71128 |
81500.0 |
¥71.0万 |
|
| 2018-03-23 |
跌破下轨 |
买入 |
7.757749999999999 |
91900.0 |
¥71.3万 |
|
| 2018-03-30 |
回到中轨 |
卖出 |
8.27172 |
91900.0 |
¥76.0万 |
|
| 2018-07-06 |
跌破下轨 |
买入 |
7.9579499999999985 |
98900.0 |
¥78.7万 |
|
| 2018-07-17 |
回到中轨 |
卖出 |
8.65134 |
98900.0 |
¥85.5万 |
|
| 2018-08-03 |
跌破下轨 |
买入 |
7.98798 |
106500.0 |
¥85.1万 |
|
| 2018-08-29 |
回到中轨 |
卖出 |
7.88211 |
106500.0 |
¥83.9万 |
|
| 2019-08-06 |
跌破下轨 |
买入 |
11.021009999999999 |
73800.0 |
¥81.4万 |
|
| 2019-08-30 |
回到中轨 |
卖出 |
11.418569999999999 |
73800.0 |
¥84.2万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
12.192179999999999 |
64300.0 |
¥78.4万 |
|
| 2020-02-12 |
回到中轨 |
卖出 |
14.085899999999999 |
64300.0 |
¥90.5万 |
|
| 2020-03-16 |
跌破下轨 |
买入 |
13.613599999999998 |
72700.0 |
¥99.0万 |
|
| 2020-04-08 |
回到中轨 |
卖出 |
13.02 |
72700.0 |
¥94.6万 |
|
| 2020-12-10 |
跌破下轨 |
买入 |
16.126109999999997 |
58800.0 |
¥94.8万 |
|
| 2021-01-05 |
回到中轨 |
卖出 |
16.11387 |
58800.0 |
¥94.7万 |
|
| 2021-03-09 |
跌破下轨 |
买入 |
20.060039999999997 |
46700.0 |
¥93.7万 |
|
| 2021-04-07 |
回到中轨 |
卖出 |
19.7802 |
46700.0 |
¥92.3万 |
|
| 2021-04-13 |
跌破下轨 |
买入 |
18.258239999999997 |
51100.0 |
¥93.3万 |
|
| 2021-04-20 |
回到中轨 |
卖出 |
19.7802 |
51100.0 |
¥1.01M |
|
| 2021-05-10 |
跌破下轨 |
买入 |
17.177159999999997 |
58700.0 |
¥1.01M |
|
| 2021-05-28 |
回到中轨 |
卖出 |
18.37161 |
58700.0 |
¥1.08M |
|
| 2021-09-14 |
跌破下轨 |
买入 |
18.698679999999996 |
57800.0 |
¥1.08M |
|
| 2021-11-22 |
回到中轨 |
卖出 |
16.41357 |
57800.0 |
¥94.8万 |
|
| 2022-01-14 |
跌破下轨 |
买入 |
16.83682 |
55900.0 |
¥94.1万 |
|
| 2022-05-18 |
回到中轨 |
卖出 |
11.188799999999999 |
55900.0 |
¥62.5万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
11.831819999999999 |
53200.0 |
¥63.0万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
11.968020000000003 |
53200.0 |
¥63.7万 |
|
| 2022-08-25 |
跌破下轨 |
买入 |
11.351339999999999 |
56200.0 |
¥63.8万 |
|
| 2022-11-02 |
回到中轨 |
卖出 |
9.66033 |
56200.0 |
¥54.3万 |
|
| 2022-12-26 |
跌破下轨 |
买入 |
10.34033 |
52700.0 |
¥54.5万 |
|
| 2023-01-06 |
回到中轨 |
卖出 |
10.669319999999999 |
52700.0 |
¥56.2万 |
|
| 2023-03-13 |
跌破下轨 |
买入 |
11.591579999999999 |
48300.0 |
¥56.0万 |
|
| 2023-03-29 |
回到中轨 |
卖出 |
12.1878 |
48300.0 |
¥58.8万 |
|
| 2023-04-25 |
跌破下轨 |
买入 |
11.33132 |
52000.0 |
¥58.9万 |
|
| 2023-05-05 |
回到中轨 |
卖出 |
12.90708 |
52000.0 |
¥67.1万 |
|
| 2023-08-14 |
跌破下轨 |
买入 |
12.18217 |
54400.0 |
¥66.3万 |
|
| 2023-09-05 |
回到中轨 |
卖出 |
12.51 |
54400.0 |
¥68.0万 |
|
| 2024-05-21 |
跌破下轨 |
买入 |
16.516499999999997 |
41400.0 |
¥68.4万 |
|
| 2024-06-26 |
回到中轨 |
卖出 |
15.83415 |
41400.0 |
¥65.5万 |
|
| 2024-07-03 |
跌破下轨 |
买入 |
14.614599999999996 |
44800.0 |
¥65.5万 |
|
| 2024-07-29 |
回到中轨 |
卖出 |
14.3856 |
44800.0 |
¥64.4万 |
|
| 2024-09-10 |
跌破下轨 |
买入 |
12.15214 |
53200.0 |
¥64.7万 |
|
| 2024-09-20 |
回到中轨 |
卖出 |
12.587399999999999 |
53200.0 |
¥66.9万 |
|
| 2024-11-27 |
跌破下轨 |
买入 |
13.063049999999999 |
51200.0 |
¥66.9万 |
|
| 2024-12-12 |
回到中轨 |
卖出 |
13.64634 |
51200.0 |
¥69.8万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
14.414399999999999 |
48400.0 |
¥69.8万 |
|
| 2025-04-30 |
回到中轨 |
卖出 |
15.32466 |
48400.0 |
¥74.1万 |
|
| 2025-07-08 |
跌破下轨 |
买入 |
15.095079999999998 |
49300.0 |
¥74.4万 |
|
| 2025-07-17 |
回到中轨 |
卖出 |
15.42456 |
49300.0 |
¥76.0万 |
|
| 2026-06-08 |
跌破下轨 |
买入 |
29.53951 |
24400.0 |
¥72.1万 |
|
| 2026-07-07 |
回到中轨 |
卖出 |
29.31 |
24400.0 |
¥71.5万 |
|
| 2026-09-29 |
跌破下轨 |
买入 |
24.524499999999996 |
30600.0 |
¥75.1万 |
|
| 2026-11-13 |
强平 |
卖出 |
18.75 |
30600 |
¥57.4万 |
回测结束强平 |