000425 徐工科技 — 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: ¥74.3万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -25.73%）
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 39 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 |
13.727827112999998 |
14.8851 |
¥8.4万 |
+8.40% |
回到中轨 |
| 2 |
2015-06-30 |
2015-08-11 |
12.376071708 |
12.36762 |
¥-1,062 |
-0.10% |
回到中轨 |
| 3 |
2015-09-24 |
2015-10-28 |
4.716124412999999 |
4.45554 |
¥-5.9万 |
-5.55% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-19 |
3.7348501189999994 |
3.1968 |
¥-14.2万 |
-14.43% |
回到中轨 |
| 5 |
2017-01-16 |
2017-01-25 |
3.320996 |
3.3666300000000002 |
¥1.2万 |
+1.34% |
回到中轨 |
| 6 |
2017-04-20 |
2017-06-07 |
3.9351101789999996 |
3.43656 |
¥-11.3万 |
-12.70% |
回到中轨 |
| 7 |
2017-08-14 |
2017-09-07 |
3.7849151339999993 |
3.82617 |
¥8,254 |
+1.06% |
回到中轨 |
| 8 |
2017-09-22 |
2017-10-26 |
3.751125 |
3.756239999999999 |
¥836 |
+0.11% |
回到中轨 |
| 9 |
2017-11-06 |
2017-11-10 |
3.634720089 |
3.73626 |
¥2.2万 |
+2.76% |
回到中轨 |
| 10 |
2018-02-02 |
2018-03-07 |
4.40572132 |
4.31568 |
¥-1.7万 |
-2.07% |
回到中轨 |
| 11 |
2018-03-26 |
2018-04-13 |
3.855006155 |
4.03596 |
¥3.6万 |
+4.66% |
回到中轨 |
| 12 |
2018-07-09 |
2018-07-24 |
3.8049411399999995 |
4.07 |
¥5.6万 |
+6.93% |
回到中轨 |
| 13 |
2018-09-04 |
2018-10-08 |
4.0452532119999995 |
3.8961 |
¥-3.3万 |
-3.72% |
回到中轨 |
| 14 |
2018-10-09 |
2018-11-06 |
3.824967145999999 |
3.3966 |
¥-9.6万 |
-11.23% |
回到中轨 |
| 15 |
2018-12-28 |
2019-01-15 |
3.214173963 |
3.30669 |
¥2.2万 |
+2.85% |
回到中轨 |
| 16 |
2019-11-12 |
2019-11-27 |
4.445773332000001 |
4.51 |
¥1.1万 |
+1.41% |
回到中轨 |
| 17 |
2020-02-03 |
2020-02-21 |
4.6714009999999995 |
5.214779999999999 |
¥8.2万 |
+11.60% |
回到中轨 |
| 18 |
2020-09-01 |
2020-09-21 |
6.178022851 |
6.18381 |
¥551 |
+0.06% |
回到中轨 |
| 19 |
2020-09-29 |
2020-10-13 |
5.647333691999999 |
5.894100000000001 |
¥3.8万 |
+4.34% |
回到中轨 |
| 20 |
2020-11-02 |
2020-11-24 |
5.091527 |
5.2847100000000005 |
¥3.2万 |
+3.76% |
回到中轨 |
| 21 |
2021-07-20 |
2021-07-23 |
6.077892821 |
6.343649999999999 |
¥4.1万 |
+4.34% |
回到中轨 |
| 22 |
2021-07-28 |
2021-08-03 |
5.987775794 |
6.1938 |
¥3.3万 |
+3.41% |
回到中轨 |
| 23 |
2022-01-25 |
2022-04-06 |
5.90767177 |
5.12487 |
¥-13.5万 |
-13.28% |
回到中轨 |
| 24 |
2022-04-26 |
2022-05-17 |
4.90637147 |
5.11488 |
¥3.7万 |
+4.22% |
回到中轨 |
| 25 |
2022-08-23 |
2022-10-27 |
5.271580999999999 |
4.61538 |
¥-11.4万 |
-12.47% |
回到中轨 |
| 26 |
2023-04-27 |
2023-05-04 |
6.528477955999999 |
6.66333 |
¥1.6万 |
+2.03% |
回到中轨 |
| 27 |
2023-05-05 |
2023-06-09 |
6.348243901999998 |
6.18381 |
¥-2.2万 |
-2.62% |
回到中轨 |
| 28 |
2023-08-14 |
2023-09-04 |
6.438360928999999 |
6.553439999999999 |
¥1.4万 |
+1.76% |
回到中轨 |
| 29 |
2023-10-11 |
2023-11-21 |
6.238100869 |
5.7642299999999995 |
¥-6.2万 |
-7.62% |
回到中轨 |
| 30 |
2023-11-30 |
2023-12-29 |
5.527177655999999 |
5.37462 |
¥-2.1万 |
-2.79% |
回到中轨 |
| 31 |
2024-06-28 |
2024-08-01 |
7.009102099999999 |
6.643350000000001 |
¥-3.8万 |
-5.25% |
回到中轨 |
| 32 |
2024-08-30 |
2024-09-20 |
6.218074862999999 |
6.54345 |
¥3.6万 |
+5.20% |
回到中轨 |
| 33 |
2024-12-23 |
2025-01-02 |
7.4396612289999995 |
7.902089999999999 |
¥4.5万 |
+6.18% |
回到中轨 |
| 34 |
2025-04-08 |
2025-04-14 |
7.820155342999999 |
8.871120000000001 |
¥10.4万 |
+13.41% |
回到中轨 |
| 35 |
2025-05-16 |
2025-07-03 |
8.420935522999999 |
8.091899999999999 |
¥-3.4万 |
-3.94% |
回到中轨 |
| 36 |
2026-03-16 |
2026-04-09 |
11.324706392999998 |
10.799190000000001 |
¥-3.9万 |
-4.67% |
回到中轨 |
| 37 |
2026-06-24 |
2026-07-08 |
8.691286603999998 |
8.551440000000001 |
¥-1.3万 |
-1.64% |
回到中轨 |
| 38 |
2026-09-17 |
2026-11-04 |
7.539791258999999 |
7.12287 |
¥-4.4万 |
-5.56% |
回到中轨 |
| 39 |
2026-11-13 |
2026-11-13 |
6.508451949999999 |
6.46 |
¥-5,744 |
-0.77% |
强平 |
逐笔成交记录（共 78 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 |
13.723709999999999 |
72700.0 |
¥99.8万 |
|
| 2015-05-20 |
回到中轨 |
卖出 |
14.8851 |
72700.0 |
¥1.08M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
12.372359999999999 |
87300.0 |
¥1.08M |
|
| 2015-08-11 |
回到中轨 |
卖出 |
12.36762 |
87300.0 |
¥1.08M |
|
| 2015-09-24 |
跌破下轨 |
买入 |
4.714709999999999 |
225200.0 |
¥1.06M |
|
| 2015-10-28 |
回到中轨 |
卖出 |
4.45554 |
225200.0 |
¥1.00M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
3.7337299999999995 |
264300.0 |
¥98.7万 |
|
| 2016-02-19 |
回到中轨 |
卖出 |
3.1968 |
264300.0 |
¥84.5万 |
|
| 2017-01-16 |
跌破下轨 |
买入 |
3.32 |
263700.0 |
¥87.6万 |
|
| 2017-01-25 |
回到中轨 |
卖出 |
3.3666300000000002 |
263700.0 |
¥88.8万 |
|
| 2017-04-20 |
跌破下轨 |
买入 |
3.9339299999999997 |
225300.0 |
¥88.7万 |
|
| 2017-06-07 |
回到中轨 |
卖出 |
3.43656 |
225300.0 |
¥77.4万 |
|
| 2017-08-14 |
跌破下轨 |
买入 |
3.7837799999999993 |
205800.0 |
¥77.9万 |
|
| 2017-09-07 |
回到中轨 |
卖出 |
3.82617 |
205800.0 |
¥78.7万 |
|
| 2017-09-22 |
跌破下轨 |
买入 |
3.75 |
209600.0 |
¥78.6万 |
|
| 2017-10-26 |
回到中轨 |
卖出 |
3.756239999999999 |
209600.0 |
¥78.7万 |
|
| 2017-11-06 |
跌破下轨 |
买入 |
3.63363 |
216200.0 |
¥78.6万 |
|
| 2017-11-10 |
回到中轨 |
卖出 |
3.73626 |
216200.0 |
¥80.8万 |
|
| 2018-02-02 |
跌破下轨 |
买入 |
4.4044 |
182500.0 |
¥80.4万 |
|
| 2018-03-07 |
回到中轨 |
卖出 |
4.31568 |
182500.0 |
¥78.7万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
3.8538499999999996 |
200500.0 |
¥77.3万 |
|
| 2018-04-13 |
回到中轨 |
卖出 |
4.03596 |
200500.0 |
¥80.9万 |
|
| 2018-07-09 |
跌破下轨 |
买入 |
3.8038 |
213300.0 |
¥81.2万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
4.07 |
213300.0 |
¥86.8万 |
|
| 2018-09-04 |
跌破下轨 |
买入 |
4.04404 |
218200.0 |
¥88.3万 |
|
| 2018-10-08 |
回到中轨 |
卖出 |
3.8961 |
218200.0 |
¥85.0万 |
|
| 2018-10-09 |
跌破下轨 |
买入 |
3.8238199999999996 |
222800.0 |
¥85.2万 |
|
| 2018-11-06 |
回到中轨 |
卖出 |
3.3966 |
222800.0 |
¥75.7万 |
|
| 2018-12-28 |
跌破下轨 |
买入 |
3.2132099999999997 |
235500.0 |
¥75.7万 |
|
| 2019-01-15 |
回到中轨 |
卖出 |
3.30669 |
235500.0 |
¥77.8万 |
|
| 2019-11-12 |
跌破下轨 |
买入 |
4.44444 |
175100.0 |
¥77.8万 |
|
| 2019-11-27 |
回到中轨 |
卖出 |
4.51 |
175100.0 |
¥78.9万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
4.67 |
151900.0 |
¥71.0万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
5.214779999999999 |
151900.0 |
¥79.2万 |
|
| 2020-09-01 |
跌破下轨 |
买入 |
6.176169999999999 |
140100.0 |
¥86.6万 |
|
| 2020-09-21 |
回到中轨 |
卖出 |
6.18381 |
140100.0 |
¥86.6万 |
|
| 2020-09-29 |
跌破下轨 |
买入 |
5.645639999999999 |
154400.0 |
¥87.2万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
5.894100000000001 |
154400.0 |
¥91.0万 |
|
| 2020-11-02 |
跌破下轨 |
买入 |
5.09 |
169500.0 |
¥86.3万 |
|
| 2020-11-24 |
回到中轨 |
卖出 |
5.2847100000000005 |
169500.0 |
¥89.5万 |
|
| 2021-07-20 |
跌破下轨 |
买入 |
6.07607 |
154700.0 |
¥94.0万 |
|
| 2021-07-23 |
回到中轨 |
卖出 |
6.343649999999999 |
154700.0 |
¥98.1万 |
|
| 2021-07-28 |
跌破下轨 |
买入 |
5.98598 |
163900.0 |
¥98.1万 |
|
| 2021-08-03 |
回到中轨 |
卖出 |
6.1938 |
163900.0 |
¥1.01M |
|
| 2022-01-25 |
跌破下轨 |
买入 |
5.9059 |
171700.0 |
¥1.01M |
|
| 2022-04-06 |
回到中轨 |
卖出 |
5.12487 |
171700.0 |
¥88.0万 |
|
| 2022-04-26 |
跌破下轨 |
买入 |
4.9049 |
179000.0 |
¥87.8万 |
|
| 2022-05-17 |
回到中轨 |
卖出 |
5.11488 |
179000.0 |
¥91.5万 |
|
| 2022-08-23 |
跌破下轨 |
买入 |
5.27 |
173800.0 |
¥91.6万 |
|
| 2022-10-27 |
回到中轨 |
卖出 |
4.61538 |
173800.0 |
¥80.2万 |
|
| 2023-04-27 |
跌破下轨 |
买入 |
6.526519999999999 |
122500.0 |
¥80.0万 |
|
| 2023-05-04 |
回到中轨 |
卖出 |
6.66333 |
122500.0 |
¥81.6万 |
|
| 2023-05-05 |
跌破下轨 |
买入 |
6.346339999999999 |
129300.0 |
¥82.1万 |
|
| 2023-06-09 |
回到中轨 |
卖出 |
6.18381 |
129300.0 |
¥79.9万 |
|
| 2023-08-14 |
跌破下轨 |
买入 |
6.436429999999999 |
124000.0 |
¥79.8万 |
|
| 2023-09-04 |
回到中轨 |
卖出 |
6.553439999999999 |
124000.0 |
¥81.2万 |
|
| 2023-10-11 |
跌破下轨 |
买入 |
6.23623 |
130400.0 |
¥81.3万 |
|
| 2023-11-21 |
回到中轨 |
卖出 |
5.7642299999999995 |
130400.0 |
¥75.1万 |
|
| 2023-11-30 |
跌破下轨 |
买入 |
5.525519999999999 |
135700.0 |
¥75.0万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
5.37462 |
135700.0 |
¥72.9万 |
|
| 2024-06-28 |
跌破下轨 |
买入 |
7.007 |
103600.0 |
¥72.6万 |
|
| 2024-08-01 |
回到中轨 |
卖出 |
6.643350000000001 |
103600.0 |
¥68.8万 |
|
| 2024-08-30 |
跌破下轨 |
买入 |
6.216209999999999 |
110000.0 |
¥68.4万 |
|
| 2024-09-20 |
回到中轨 |
卖出 |
6.54345 |
110000.0 |
¥72.0万 |
|
| 2024-12-23 |
跌破下轨 |
买入 |
7.43743 |
97700.0 |
¥72.7万 |
|
| 2025-01-02 |
回到中轨 |
卖出 |
7.902089999999999 |
97700.0 |
¥77.2万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
7.817809999999998 |
99000.0 |
¥77.4万 |
|
| 2025-04-14 |
回到中轨 |
卖出 |
8.871120000000001 |
99000.0 |
¥87.8万 |
|
| 2025-05-16 |
跌破下轨 |
买入 |
8.41841 |
103500.0 |
¥87.2万 |
|
| 2025-07-03 |
回到中轨 |
卖出 |
8.091899999999999 |
103500.0 |
¥83.7万 |
|
| 2026-03-16 |
跌破下轨 |
买入 |
11.321309999999999 |
74400.0 |
¥84.3万 |
|
| 2026-04-09 |
回到中轨 |
卖出 |
10.799190000000001 |
74400.0 |
¥80.3万 |
|
| 2026-06-24 |
跌破下轨 |
买入 |
8.688679999999998 |
92200.0 |
¥80.1万 |
|
| 2026-07-08 |
回到中轨 |
卖出 |
8.551440000000001 |
92200.0 |
¥78.8万 |
|
| 2026-09-17 |
跌破下轨 |
买入 |
7.537529999999999 |
104100.0 |
¥78.5万 |
|
| 2026-11-04 |
回到中轨 |
卖出 |
7.12287 |
104100.0 |
¥74.1万 |
|
| 2026-11-13 |
跌破下轨 |
买入 |
6.506499999999999 |
114000.0 |
¥74.2万 |
|
| 2026-11-13 |
强平 |
卖出 |
6.46 |
114000 |
¥73.6万 |
回测结束强平 |