000625 长安汽车 — 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: ¥63.2万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -36.83%）
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 40 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 |
2015-07-09 |
2015-07-14 |
16.541480956 |
19.98 |
¥20.7万 |
+20.75% |
回到中轨 |
| 2 |
2015-07-28 |
2015-09-23 |
16.191025851 |
13.13685 |
¥-22.3万 |
-18.89% |
回到中轨 |
| 3 |
2015-12-01 |
2015-12-03 |
14.568919365 |
15.884100000000002 |
¥8.8万 |
+8.99% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-01 |
15.229777563 |
14.75523 |
¥-3.3万 |
-3.14% |
回到中轨 |
| 5 |
2016-05-06 |
2016-06-06 |
15.189725550999999 |
14.515469999999999 |
¥-4.6万 |
-4.47% |
回到中轨 |
| 6 |
2016-06-14 |
2016-06-24 |
13.968139184999998 |
14.25573 |
¥2.0万 |
+2.03% |
回到中轨 |
| 7 |
2016-08-29 |
2016-09-07 |
15.349933599 |
15.85413 |
¥3.3万 |
+3.25% |
回到中轨 |
| 8 |
2017-04-20 |
2017-05-31 |
15.450063628999999 |
14.05593 |
¥-9.5万 |
-9.05% |
回到中轨 |
| 9 |
2017-08-14 |
2017-08-31 |
13.557606061999998 |
13.8861 |
¥2.3万 |
+2.39% |
回到中轨 |
| 10 |
2017-10-31 |
2017-12-12 |
13.537580055999998 |
13.25673 |
¥-2.0万 |
-2.10% |
回到中轨 |
| 11 |
2017-12-19 |
2018-01-04 |
12.756565821999999 |
12.87711 |
¥8,716 |
+0.91% |
回到中轨 |
| 12 |
2018-02-02 |
2018-03-12 |
12.546292758999998 |
12.0879 |
¥-3.5万 |
-3.68% |
回到中轨 |
| 13 |
2018-03-23 |
2018-05-18 |
11.673501 |
10.429559999999999 |
¥-9.7万 |
-10.68% |
回到中轨 |
| 14 |
2018-06-20 |
2018-09-25 |
8.961637685 |
7.242749999999999 |
¥-15.8万 |
-19.20% |
回到中轨 |
| 15 |
2018-10-16 |
2018-11-01 |
5.977762790999999 |
6.43356 |
¥5.1万 |
+7.59% |
回到中轨 |
| 16 |
2019-03-14 |
2019-03-25 |
7.720025313 |
8.7912 |
¥10.0万 |
+13.84% |
回到中轨 |
| 17 |
2019-05-08 |
2019-06-25 |
7.760077324999999 |
6.67332 |
¥-11.3万 |
-14.03% |
回到中轨 |
| 18 |
2020-02-04 |
2020-02-18 |
8.300779486999998 |
10.569420000000001 |
¥18.0万 |
+27.29% |
回到中轨 |
| 19 |
2020-03-19 |
2020-03-26 |
9.712612909999997 |
10.759229999999999 |
¥9.5万 |
+10.74% |
回到中轨 |
| 20 |
2020-04-22 |
2020-05-06 |
9.181923751 |
9.88011 |
¥7.3万 |
+7.57% |
回到中轨 |
| 21 |
2021-01-15 |
2021-02-05 |
19.645511885999994 |
19.65033 |
¥-57 |
-0.01% |
回到中轨 |
| 22 |
2021-07-02 |
2021-08-09 |
18.303769484 |
18.981 |
¥3.8万 |
+3.67% |
回到中轨 |
| 23 |
2021-11-17 |
2021-12-13 |
18.313782486999997 |
18.11187 |
¥-1.2万 |
-1.13% |
回到中轨 |
| 24 |
2021-12-21 |
2022-02-24 |
15.970739784999996 |
13.13685 |
¥-19.2万 |
-17.77% |
回到中轨 |
| 25 |
2022-03-08 |
2022-04-06 |
12.155785642 |
11.36862 |
¥-5.8万 |
-6.50% |
回到中轨 |
| 26 |
2022-04-12 |
2022-04-21 |
10.153185041999999 |
10.789200000000001 |
¥5.1万 |
+6.23% |
回到中轨 |
| 27 |
2022-04-27 |
2022-05-05 |
8.811442640000001 |
11.2887 |
¥24.1万 |
+28.08% |
回到中轨 |
| 28 |
2022-10-31 |
2022-11-03 |
11.204550356999999 |
12.0879 |
¥8.7万 |
+7.85% |
回到中轨 |
| 29 |
2022-12-29 |
2023-01-11 |
12.285954681 |
13.0869 |
¥7.8万 |
+6.49% |
回到中轨 |
| 30 |
2023-03-09 |
2023-04-04 |
13.086994920999999 |
11.988 |
¥-10.8万 |
-8.43% |
回到中轨 |
| 31 |
2023-04-24 |
2023-05-04 |
11.254615372 |
11.82816 |
¥6.0万 |
+5.06% |
回到中轨 |
| 32 |
2024-01-05 |
2024-02-22 |
15.31989459 |
13.57641 |
¥-14.1万 |
-11.41% |
回到中轨 |
| 33 |
2024-05-06 |
2024-06-18 |
14.739140415999998 |
13.97601 |
¥-5.7万 |
-5.21% |
回到中轨 |
| 34 |
2024-08-07 |
2024-09-20 |
13.237189966 |
12.10788 |
¥-8.9万 |
-8.56% |
回到中轨 |
| 35 |
2025-01-02 |
2025-02-07 |
13.387385010999997 |
13.466520000000001 |
¥5,347 |
+0.56% |
回到中轨 |
| 36 |
2025-04-08 |
2025-05-07 |
11.504940447 |
12.4875 |
¥8.1万 |
+8.51% |
回到中轨 |
| 37 |
2025-09-01 |
2025-10-13 |
12.573771 |
12.11787 |
¥-3.8万 |
-3.65% |
回到中轨 |
| 38 |
2026-01-22 |
2026-04-17 |
11.645122488999998 |
10.109879999999999 |
¥-13.2万 |
-13.21% |
回到中轨 |
| 39 |
2026-04-28 |
2026-07-16 |
9.712612909999997 |
7.02297 |
¥-23.7万 |
-27.71% |
回到中轨 |
| 40 |
2026-11-13 |
2026-11-13 |
6.898959066999999 |
6.88 |
¥-1,922 |
-0.30% |
强平 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-09 |
跌破下轨 |
买入 |
16.53652 |
60300.0 |
¥99.7万 |
|
| 2015-07-14 |
回到中轨 |
卖出 |
19.98 |
60300.0 |
¥1.20M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
16.18617 |
72800.0 |
¥1.18M |
|
| 2015-09-23 |
回到中轨 |
卖出 |
13.13685 |
72800.0 |
¥95.6万 |
|
| 2015-12-01 |
跌破下轨 |
买入 |
14.564549999999999 |
67400.0 |
¥98.2万 |
|
| 2015-12-03 |
回到中轨 |
卖出 |
15.884100000000002 |
67400.0 |
¥1.07M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
15.22521 |
69400.0 |
¥1.06M |
|
| 2016-02-01 |
回到中轨 |
卖出 |
14.75523 |
69400.0 |
¥1.02M |
|
| 2016-05-06 |
跌破下轨 |
买入 |
15.185169999999998 |
68300.0 |
¥1.04M |
|
| 2016-06-06 |
回到中轨 |
卖出 |
14.515469999999999 |
68300.0 |
¥99.1万 |
|
| 2016-06-14 |
跌破下轨 |
买入 |
13.963949999999997 |
70900.0 |
¥99.0万 |
|
| 2016-06-24 |
回到中轨 |
卖出 |
14.25573 |
70900.0 |
¥1.01M |
|
| 2016-08-29 |
跌破下轨 |
买入 |
15.345329999999999 |
66000.0 |
¥1.01M |
|
| 2016-09-07 |
回到中轨 |
卖出 |
15.85413 |
66000.0 |
¥1.05M |
|
| 2017-04-20 |
跌破下轨 |
买入 |
15.445429999999998 |
67700.0 |
¥1.05M |
|
| 2017-05-31 |
回到中轨 |
卖出 |
14.05593 |
67700.0 |
¥95.1万 |
|
| 2017-08-14 |
跌破下轨 |
买入 |
13.553539999999998 |
70000.0 |
¥94.9万 |
|
| 2017-08-31 |
回到中轨 |
卖出 |
13.8861 |
70000.0 |
¥97.2万 |
|
| 2017-10-31 |
跌破下轨 |
买入 |
13.533519999999998 |
71600.0 |
¥96.9万 |
|
| 2017-12-12 |
回到中轨 |
卖出 |
13.25673 |
71600.0 |
¥94.9万 |
|
| 2017-12-19 |
跌破下轨 |
买入 |
12.75274 |
74700.0 |
¥95.3万 |
|
| 2018-01-04 |
回到中轨 |
卖出 |
12.87711 |
74700.0 |
¥96.2万 |
|
| 2018-02-02 |
跌破下轨 |
买入 |
12.542529999999998 |
76300.0 |
¥95.7万 |
|
| 2018-03-12 |
回到中轨 |
卖出 |
12.0879 |
76300.0 |
¥92.2万 |
|
| 2018-03-23 |
跌破下轨 |
买入 |
11.67 |
77900.0 |
¥90.9万 |
|
| 2018-05-18 |
回到中轨 |
卖出 |
10.429559999999999 |
77900.0 |
¥81.2万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
8.958949999999998 |
91800.0 |
¥82.3万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
7.242749999999999 |
91800.0 |
¥66.5万 |
|
| 2018-10-16 |
跌破下轨 |
买入 |
5.975969999999999 |
111800.0 |
¥66.8万 |
|
| 2018-11-01 |
回到中轨 |
卖出 |
6.43356 |
111800.0 |
¥71.9万 |
|
| 2019-03-14 |
跌破下轨 |
买入 |
7.717709999999999 |
93200.0 |
¥72.0万 |
|
| 2019-03-25 |
回到中轨 |
卖出 |
8.7912 |
93200.0 |
¥81.9万 |
|
| 2019-05-08 |
跌破下轨 |
买入 |
7.757749999999999 |
103500.0 |
¥80.3万 |
|
| 2019-06-25 |
回到中轨 |
卖出 |
6.67332 |
103500.0 |
¥69.0万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
8.298289999999998 |
79500.0 |
¥66.0万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
10.569420000000001 |
79500.0 |
¥84.0万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
9.709699999999998 |
90800.0 |
¥88.2万 |
|
| 2020-03-26 |
回到中轨 |
卖出 |
10.759229999999999 |
90800.0 |
¥97.7万 |
|
| 2020-04-22 |
跌破下轨 |
买入 |
9.17917 |
105200.0 |
¥96.6万 |
|
| 2020-05-06 |
回到中轨 |
卖出 |
9.88011 |
105200.0 |
¥1.04M |
|
| 2021-01-15 |
跌破下轨 |
买入 |
19.639619999999997 |
52900.0 |
¥1.04M |
|
| 2021-02-05 |
回到中轨 |
卖出 |
19.65033 |
52900.0 |
¥1.04M |
|
| 2021-07-02 |
跌破下轨 |
买入 |
18.29828 |
56000.0 |
¥1.03M |
|
| 2021-08-09 |
回到中轨 |
卖出 |
18.981 |
56000.0 |
¥1.06M |
|
| 2021-11-17 |
跌破下轨 |
买入 |
18.308289999999996 |
59700.0 |
¥1.09M |
|
| 2021-12-13 |
回到中轨 |
卖出 |
18.11187 |
59700.0 |
¥1.08M |
|
| 2021-12-21 |
跌破下轨 |
买入 |
15.965949999999996 |
67600.0 |
¥1.08M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
13.13685 |
67600.0 |
¥88.8万 |
|
| 2022-03-08 |
跌破下轨 |
买入 |
12.15214 |
72800.0 |
¥88.5万 |
|
| 2022-04-06 |
回到中轨 |
卖出 |
11.36862 |
72800.0 |
¥82.7万 |
|
| 2022-04-12 |
跌破下轨 |
买入 |
10.150139999999999 |
80900.0 |
¥82.1万 |
|
| 2022-04-21 |
回到中轨 |
卖出 |
10.789200000000001 |
80900.0 |
¥87.3万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
8.8088 |
97400.0 |
¥85.8万 |
|
| 2022-05-05 |
回到中轨 |
卖出 |
11.2887 |
97400.0 |
¥1.10M |
|
| 2022-10-31 |
跌破下轨 |
买入 |
11.201189999999999 |
99300.0 |
¥1.11M |
|
| 2022-11-03 |
回到中轨 |
卖出 |
12.0879 |
99300.0 |
¥1.20M |
|
| 2022-12-29 |
跌破下轨 |
买入 |
12.282269999999999 |
97800.0 |
¥1.20M |
|
| 2023-01-11 |
回到中轨 |
卖出 |
13.0869 |
97800.0 |
¥1.28M |
|
| 2023-03-09 |
跌破下轨 |
买入 |
13.08307 |
98400.0 |
¥1.29M |
|
| 2023-04-04 |
回到中轨 |
卖出 |
11.988 |
98400.0 |
¥1.18M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
11.25124 |
104600.0 |
¥1.18M |
|
| 2023-05-04 |
回到中轨 |
卖出 |
11.82816 |
104600.0 |
¥1.24M |
|
| 2024-01-05 |
跌破下轨 |
买入 |
15.3153 |
80900.0 |
¥1.24M |
|
| 2024-02-22 |
回到中轨 |
卖出 |
13.57641 |
80900.0 |
¥1.10M |
|
| 2024-05-06 |
跌破下轨 |
买入 |
14.73472 |
74500.0 |
¥1.10M |
|
| 2024-06-18 |
回到中轨 |
卖出 |
13.97601 |
74500.0 |
¥1.04M |
|
| 2024-08-07 |
跌破下轨 |
买入 |
13.23322 |
78200.0 |
¥1.04M |
|
| 2024-09-20 |
回到中轨 |
卖出 |
12.10788 |
78200.0 |
¥94.7万 |
|
| 2025-01-02 |
跌破下轨 |
买入 |
13.383369999999998 |
71200.0 |
¥95.3万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
13.466520000000001 |
71200.0 |
¥95.9万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
11.501489999999999 |
82500.0 |
¥94.9万 |
|
| 2025-05-07 |
回到中轨 |
卖出 |
12.4875 |
82500.0 |
¥1.03M |
|
| 2025-09-01 |
跌破下轨 |
买入 |
12.57 |
82500.0 |
¥1.04M |
|
| 2025-10-13 |
回到中轨 |
卖出 |
12.11787 |
82500.0 |
¥99.9万 |
|
| 2026-01-22 |
跌破下轨 |
买入 |
11.64163 |
86000.0 |
¥1.00M |
|
| 2026-04-17 |
回到中轨 |
卖出 |
10.109879999999999 |
86000.0 |
¥86.9万 |
|
| 2026-04-28 |
跌破下轨 |
买入 |
9.709699999999998 |
88200.0 |
¥85.7万 |
|
| 2026-07-16 |
回到中轨 |
卖出 |
7.02297 |
88200.0 |
¥61.9万 |
|
| 2026-11-13 |
跌破下轨 |
买入 |
6.896889999999999 |
91400.0 |
¥63.1万 |
|
| 2026-11-13 |
强平 |
卖出 |
6.88 |
91400 |
¥62.9万 |
回测结束强平 |