000617 中油资本 — 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: ¥49.8万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -50.22%）
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 |
2015-06-23 |
2015-07-23 |
16.721715009999997 |
12.74724 |
¥-23.8万 |
-23.79% |
回到中轨 |
| 2 |
2016-01-06 |
2016-02-17 |
12.906760867 |
10.27971 |
¥-15.5万 |
-20.38% |
回到中轨 |
| 3 |
2016-11-07 |
2016-11-17 |
16.361246901999998 |
17.30268 |
¥3.5万 |
+5.72% |
回到中轨 |
| 4 |
2017-04-25 |
2017-06-20 |
17.983353388 |
15.2847 |
¥-9.7万 |
-15.03% |
回到中轨 |
| 5 |
2017-09-25 |
2017-10-17 |
16.581532968 |
17.21277 |
¥2.0万 |
+3.78% |
回到中轨 |
| 6 |
2017-10-31 |
2017-12-27 |
15.650323688999997 |
14.01 |
¥-5.9万 |
-10.51% |
回到中轨 |
| 7 |
2018-02-08 |
2018-03-02 |
13.016903899999997 |
13.55643 |
¥2.1万 |
+4.11% |
回到中轨 |
| 8 |
2018-04-04 |
2018-04-10 |
13.046942908999998 |
14.275709999999997 |
¥4.9万 |
+9.39% |
回到中轨 |
| 9 |
2018-06-01 |
2018-07-13 |
12.446162728999997 |
10.799190000000001 |
¥-7.6万 |
-13.26% |
回到中轨 |
| 10 |
2018-10-12 |
2018-10-23 |
9.81274294 |
10.57941 |
¥3.8万 |
+7.78% |
回到中轨 |
| 11 |
2018-12-24 |
2019-01-02 |
10.173211047999999 |
10.689300000000001 |
¥2.7万 |
+5.04% |
回到中轨 |
| 12 |
2019-04-29 |
2019-05-29 |
13.367359005 |
12.257729999999999 |
¥-4.7万 |
-8.33% |
回到中轨 |
| 13 |
2019-07-10 |
2019-07-29 |
11.735239516 |
11.938049999999999 |
¥8,806 |
+1.70% |
回到中轨 |
| 14 |
2019-11-12 |
2019-12-16 |
11.825356542999998 |
11.4885 |
¥-1.5万 |
-2.88% |
回到中轨 |
| 15 |
2020-01-23 |
2020-02-20 |
11.143342 |
10.72926 |
¥-1.9万 |
-3.74% |
回到中轨 |
| 16 |
2020-03-16 |
2020-04-03 |
10.373471107999999 |
10.44954 |
¥3,464 |
+0.70% |
回到中轨 |
| 17 |
2020-07-10 |
2020-08-18 |
8.210662459999998 |
7.73226 |
¥-2.9万 |
-5.85% |
回到中轨 |
| 18 |
2020-09-11 |
2020-10-13 |
6.962088 |
7.02297 |
¥3,944 |
+0.84% |
回到中轨 |
| 19 |
2020-12-14 |
2021-01-07 |
6.708712009999999 |
6.78321 |
¥5,094 |
+1.08% |
回到中轨 |
| 20 |
2021-01-26 |
2021-02-22 |
6.508451949999999 |
6.4935 |
¥-1,235 |
-0.26% |
回到中轨 |
| 21 |
2021-07-07 |
2021-08-17 |
5.807541739999999 |
5.264729999999999 |
¥-4.4万 |
-9.37% |
回到中轨 |
| 22 |
2021-10-28 |
2021-11-22 |
5.0065015 |
5.004989999999999 |
¥-258 |
-0.06% |
回到中轨 |
| 23 |
2021-11-30 |
2021-12-07 |
4.916384473 |
5.03496 |
¥1.0万 |
+2.38% |
回到中轨 |
| 24 |
2022-01-26 |
2022-02-09 |
5.016514502999999 |
5.37462 |
¥3.1万 |
+7.11% |
回到中轨 |
| 25 |
2022-04-22 |
2022-05-24 |
4.836280448999999 |
4.7951999999999995 |
¥-4,137 |
-0.88% |
回到中轨 |
| 26 |
2022-07-07 |
2022-08-02 |
4.555916364999999 |
4.50549 |
¥-5,219 |
-1.14% |
回到中轨 |
| 27 |
2023-08-25 |
2023-09-28 |
6.518464953 |
6.58341 |
¥4,414 |
+0.97% |
回到中轨 |
| 28 |
2023-10-19 |
2023-11-07 |
6.107931829999999 |
6.02397 |
¥-6,518 |
-1.40% |
回到中轨 |
| 29 |
2023-11-29 |
2024-01-04 |
5.757476724999999 |
5.47452 |
¥-2.3万 |
-4.94% |
回到中轨 |
| 30 |
2024-01-23 |
2024-01-25 |
4.9764624909999995 |
5.64435 |
¥5.8万 |
+13.39% |
回到中轨 |
| 31 |
2024-03-28 |
2024-04-16 |
5.497138646999999 |
5.78421 |
¥2.5万 |
+5.19% |
回到中轨 |
| 32 |
2024-05-24 |
2024-06-17 |
5.777502730999999 |
5.74425 |
¥-3,158 |
-0.61% |
回到中轨 |
| 33 |
2024-07-09 |
2024-07-30 |
5.286865583999999 |
5.404590000000001 |
¥1.1万 |
+2.20% |
回到中轨 |
| 34 |
2024-08-23 |
2024-09-23 |
5.266839578 |
5.12487 |
¥-1.4万 |
-2.72% |
回到中轨 |
| 35 |
2025-01-06 |
2025-01-27 |
6.5084519499999995 |
6.70329 |
¥1.5万 |
+2.96% |
回到中轨 |
| 36 |
2025-03-03 |
2025-03-07 |
6.338230898999999 |
6.61338 |
¥2.3万 |
+4.31% |
回到中轨 |
| 37 |
2025-04-08 |
2025-04-10 |
5.937710778999999 |
6.8431500000000005 |
¥8.4万 |
+15.21% |
回到中轨 |
| 38 |
2026-05-15 |
2026-07-21 |
8.901559667 |
6.92307 |
¥-14.1万 |
-22.25% |
回到中轨 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
跌破下轨 |
买入 |
16.716699999999996 |
59800.0 |
¥100.0万 |
|
| 2015-07-23 |
回到中轨 |
卖出 |
12.74724 |
59800.0 |
¥76.2万 |
|
| 2016-01-06 |
跌破下轨 |
买入 |
12.90289 |
58800.0 |
¥75.9万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
10.27971 |
58800.0 |
¥60.4万 |
|
| 2016-11-07 |
跌破下轨 |
买入 |
16.35634 |
37000.0 |
¥60.5万 |
|
| 2016-11-17 |
回到中轨 |
卖出 |
17.30268 |
37000.0 |
¥64.0万 |
|
| 2017-04-25 |
跌破下轨 |
买入 |
17.97796 |
35700.0 |
¥64.2万 |
|
| 2017-06-20 |
回到中轨 |
卖出 |
15.2847 |
35700.0 |
¥54.6万 |
|
| 2017-09-25 |
跌破下轨 |
买入 |
16.576559999999997 |
32500.0 |
¥53.9万 |
|
| 2017-10-17 |
回到中轨 |
卖出 |
17.21277 |
32500.0 |
¥55.9万 |
|
| 2017-10-31 |
跌破下轨 |
买入 |
15.645629999999997 |
35700.0 |
¥55.9万 |
|
| 2017-12-27 |
回到中轨 |
卖出 |
14.01 |
35700.0 |
¥50.0万 |
|
| 2018-02-08 |
跌破下轨 |
买入 |
13.012999999999998 |
38700.0 |
¥50.4万 |
|
| 2018-03-02 |
回到中轨 |
卖出 |
13.55643 |
38700.0 |
¥52.4万 |
|
| 2018-04-04 |
跌破下轨 |
买入 |
13.043029999999998 |
40400.0 |
¥52.7万 |
|
| 2018-04-10 |
回到中轨 |
卖出 |
14.275709999999997 |
40400.0 |
¥57.7万 |
|
| 2018-06-01 |
跌破下轨 |
买入 |
12.442429999999998 |
46200.0 |
¥57.5万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
10.799190000000001 |
46200.0 |
¥49.9万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
9.8098 |
50300.0 |
¥49.4万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
10.57941 |
50300.0 |
¥53.2万 |
|
| 2018-12-24 |
跌破下轨 |
买入 |
10.170159999999997 |
52300.0 |
¥53.2万 |
|
| 2019-01-02 |
回到中轨 |
卖出 |
10.689300000000001 |
52300.0 |
¥55.9万 |
|
| 2019-04-29 |
跌破下轨 |
买入 |
13.36335 |
42200.0 |
¥56.4万 |
|
| 2019-05-29 |
回到中轨 |
卖出 |
12.257729999999999 |
42200.0 |
¥51.7万 |
|
| 2019-07-10 |
跌破下轨 |
买入 |
11.73172 |
44200.0 |
¥51.9万 |
|
| 2019-07-29 |
回到中轨 |
卖出 |
11.938049999999999 |
44200.0 |
¥52.8万 |
|
| 2019-11-12 |
跌破下轨 |
买入 |
11.821809999999997 |
44500.0 |
¥52.6万 |
|
| 2019-12-16 |
回到中轨 |
卖出 |
11.4885 |
44500.0 |
¥51.1万 |
|
| 2020-01-23 |
跌破下轨 |
买入 |
11.14 |
45600.0 |
¥50.8万 |
|
| 2020-02-20 |
回到中轨 |
卖出 |
10.72926 |
45600.0 |
¥48.9万 |
|
| 2020-03-16 |
跌破下轨 |
买入 |
10.370359999999998 |
47500.0 |
¥49.3万 |
|
| 2020-04-03 |
回到中轨 |
卖出 |
10.44954 |
47500.0 |
¥49.6万 |
|
| 2020-07-10 |
跌破下轨 |
买入 |
8.208199999999998 |
59800.0 |
¥49.1万 |
|
| 2020-08-18 |
回到中轨 |
卖出 |
7.73226 |
59800.0 |
¥46.2万 |
|
| 2020-09-11 |
跌破下轨 |
买入 |
6.96 |
67100.0 |
¥46.7万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
7.02297 |
67100.0 |
¥47.1万 |
|
| 2020-12-14 |
跌破下轨 |
买入 |
6.7067 |
70300.0 |
¥47.2万 |
|
| 2021-01-07 |
回到中轨 |
卖出 |
6.78321 |
70300.0 |
¥47.7万 |
|
| 2021-01-26 |
跌破下轨 |
买入 |
6.506499999999999 |
73100.0 |
¥47.6万 |
|
| 2021-02-22 |
回到中轨 |
卖出 |
6.4935 |
73100.0 |
¥47.5万 |
|
| 2021-07-07 |
跌破下轨 |
买入 |
5.805799999999999 |
81700.0 |
¥47.4万 |
|
| 2021-08-17 |
回到中轨 |
卖出 |
5.264729999999999 |
81700.0 |
¥43.0万 |
|
| 2021-10-28 |
跌破下轨 |
买入 |
5.004999999999999 |
85700.0 |
¥42.9万 |
|
| 2021-11-22 |
回到中轨 |
卖出 |
5.004989999999999 |
85700.0 |
¥42.9万 |
|
| 2021-11-30 |
跌破下轨 |
买入 |
4.91491 |
87600.0 |
¥43.1万 |
|
| 2021-12-07 |
回到中轨 |
卖出 |
5.03496 |
87600.0 |
¥44.1万 |
|
| 2022-01-26 |
跌破下轨 |
买入 |
5.015009999999999 |
88100.0 |
¥44.2万 |
|
| 2022-02-09 |
回到中轨 |
卖出 |
5.37462 |
88100.0 |
¥47.3万 |
|
| 2022-04-22 |
跌破下轨 |
买入 |
4.834829999999999 |
97300.0 |
¥47.1万 |
|
| 2022-05-24 |
回到中轨 |
卖出 |
4.7951999999999995 |
97300.0 |
¥46.6万 |
|
| 2022-07-07 |
跌破下轨 |
买入 |
4.554549999999999 |
100800.0 |
¥45.9万 |
|
| 2022-08-02 |
回到中轨 |
卖出 |
4.50549 |
100800.0 |
¥45.4万 |
|
| 2023-08-25 |
跌破下轨 |
买入 |
6.516509999999999 |
70100.0 |
¥45.7万 |
|
| 2023-09-28 |
回到中轨 |
卖出 |
6.58341 |
70100.0 |
¥46.1万 |
|
| 2023-10-19 |
跌破下轨 |
买入 |
6.106099999999999 |
76000.0 |
¥46.4万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
6.02397 |
76000.0 |
¥45.8万 |
|
| 2023-11-29 |
跌破下轨 |
买入 |
5.755749999999999 |
80000.0 |
¥46.1万 |
|
| 2024-01-04 |
回到中轨 |
卖出 |
5.47452 |
80000.0 |
¥43.8万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
4.974969999999999 |
87500.0 |
¥43.5万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
5.64435 |
87500.0 |
¥49.4万 |
|
| 2024-03-28 |
跌破下轨 |
买入 |
5.495489999999999 |
89300.0 |
¥49.1万 |
|
| 2024-04-16 |
回到中轨 |
卖出 |
5.78421 |
89300.0 |
¥51.6万 |
|
| 2024-05-24 |
跌破下轨 |
买入 |
5.775769999999999 |
90300.0 |
¥52.2万 |
|
| 2024-06-17 |
回到中轨 |
卖出 |
5.74425 |
90300.0 |
¥51.9万 |
|
| 2024-07-09 |
跌破下轨 |
买入 |
5.285279999999999 |
97900.0 |
¥51.8万 |
|
| 2024-07-30 |
回到中轨 |
卖出 |
5.404590000000001 |
97900.0 |
¥52.9万 |
|
| 2024-08-23 |
跌破下轨 |
买入 |
5.26526 |
100000.0 |
¥52.7万 |
|
| 2024-09-23 |
回到中轨 |
卖出 |
5.12487 |
100000.0 |
¥51.2万 |
|
| 2025-01-06 |
跌破下轨 |
买入 |
6.506499999999999 |
79000.0 |
¥51.4万 |
|
| 2025-01-27 |
回到中轨 |
卖出 |
6.70329 |
79000.0 |
¥52.9万 |
|
| 2025-03-03 |
跌破下轨 |
买入 |
6.336329999999999 |
83900.0 |
¥53.2万 |
|
| 2025-03-07 |
回到中轨 |
卖出 |
6.61338 |
83900.0 |
¥55.5万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
5.935929999999999 |
92900.0 |
¥55.2万 |
|
| 2025-04-10 |
回到中轨 |
卖出 |
6.8431500000000005 |
92900.0 |
¥63.6万 |
|
| 2026-05-15 |
跌破下轨 |
买入 |
8.89889 |
71300.0 |
¥63.5万 |
|
| 2026-07-21 |
回到中轨 |
卖出 |
6.92307 |
71300.0 |
¥49.3万 |
|