000630 铜陵有色 — 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: ¥60.1万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -39.91%）
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 34 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 |
2015-10-28 |
2015-11-23 |
4.40572132 |
4.0459499999999995 |
¥-8.0万 |
-8.19% |
回到中轨 |
| 2 |
2015-12-29 |
2016-02-19 |
3.614694083 |
2.6973000000000003 |
¥-23.3万 |
-25.40% |
回到中轨 |
| 3 |
2016-05-10 |
2016-06-01 |
2.6033807799999997 |
2.56743 |
¥-9,661 |
-1.41% |
回到中轨 |
| 4 |
2017-04-17 |
2017-06-06 |
3.0840049240000003 |
2.6973000000000003 |
¥-8.5万 |
-12.57% |
回到中轨 |
| 5 |
2017-10-31 |
2017-11-30 |
2.8737318609999996 |
2.80719 |
¥-1.4万 |
-2.34% |
回到中轨 |
| 6 |
2018-02-12 |
2018-03-13 |
2.6634587979999997 |
2.76723 |
¥2.2万 |
+3.86% |
回到中轨 |
| 7 |
2018-03-26 |
2018-04-20 |
2.6033807799999997 |
2.6073899999999997 |
¥740 |
+0.12% |
回到中轨 |
| 8 |
2018-06-04 |
2018-07-24 |
2.5032507499999994 |
2.14785 |
¥-8.5万 |
-14.22% |
回到中轨 |
| 9 |
2018-10-12 |
2018-11-01 |
2.0526656149999996 |
2.07792 |
¥6,177 |
+1.20% |
回到中轨 |
| 10 |
2019-04-26 |
2019-05-28 |
2.5032507499999994 |
2.4075900000000003 |
¥-2.0万 |
-3.85% |
回到中轨 |
| 11 |
2019-07-09 |
2019-08-28 |
2.3330296989999995 |
2.26773 |
¥-1.4万 |
-2.83% |
回到中轨 |
| 12 |
2019-11-12 |
2019-11-26 |
2.142782642 |
2.17782 |
¥7,812 |
+1.60% |
回到中轨 |
| 13 |
2020-02-03 |
2020-02-19 |
1.9905970000000002 |
2.14 |
¥3.3万 |
+7.47% |
回到中轨 |
| 14 |
2020-03-17 |
2020-04-08 |
2.022626606 |
2.01798 |
¥-1,357 |
-0.26% |
回到中轨 |
| 15 |
2020-04-29 |
2020-06-02 |
1.912483573 |
1.91808 |
¥1,382 |
+0.26% |
回到中轨 |
| 16 |
2020-09-25 |
2020-10-13 |
2.2429126719999997 |
2.30769 |
¥1.5万 |
+2.86% |
回到中轨 |
| 17 |
2020-11-02 |
2020-11-04 |
2.172821650999999 |
2.2577399999999996 |
¥2.1万 |
+3.88% |
回到中轨 |
| 18 |
2021-03-25 |
2021-04-09 |
2.633419789 |
2.8970999999999996 |
¥5.6万 |
+9.98% |
回到中轨 |
| 19 |
2021-06-16 |
2021-06-28 |
2.7135238129999997 |
2.80719 |
¥2.1万 |
+3.42% |
回到中轨 |
| 20 |
2022-04-26 |
2022-06-06 |
3.414434023 |
3.26673 |
¥-2.8万 |
-4.35% |
回到中轨 |
| 21 |
2022-07-15 |
2022-08-11 |
3.0539659149999996 |
3.05694 |
¥409 |
+0.07% |
回到中轨 |
| 22 |
2022-09-01 |
2022-09-13 |
2.8837448639999996 |
3.02697 |
¥3.0万 |
+4.94% |
回到中轨 |
| 23 |
2022-09-19 |
2022-10-28 |
2.7836148339999993 |
2.63736 |
¥-3.4万 |
-5.28% |
回到中轨 |
| 24 |
2022-11-01 |
2022-11-04 |
2.5232767559999996 |
2.64735 |
¥3.0万 |
+4.89% |
回到中轨 |
| 25 |
2023-05-16 |
2023-06-16 |
3.0339399089999994 |
2.92707 |
¥-2.3万 |
-3.55% |
回到中轨 |
| 26 |
2023-06-26 |
2023-07-04 |
2.813653843 |
3.0269699999999995 |
¥4.6万 |
+7.55% |
回到中轨 |
| 27 |
2023-10-12 |
2023-10-31 |
3.144082942 |
3.13686 |
¥-1,719 |
-0.26% |
回到中轨 |
| 28 |
2023-12-19 |
2023-12-27 |
2.9037708699999993 |
2.99 |
¥1.9万 |
+2.94% |
回到中轨 |
| 29 |
2024-01-23 |
2024-02-07 |
2.933809879 |
3.17682 |
¥5.6万 |
+8.25% |
回到中轨 |
| 30 |
2024-07-22 |
2024-08-20 |
3.354356005 |
3.12687 |
¥-5.0万 |
-6.81% |
回到中轨 |
| 31 |
2024-09-03 |
2024-09-20 |
3.023926906 |
3.08691 |
¥1.4万 |
+2.05% |
回到中轨 |
| 32 |
2025-04-08 |
2025-04-29 |
3.0039008999999997 |
3.16683 |
¥3.7万 |
+5.39% |
回到中轨 |
| 33 |
2026-03-23 |
2026-04-09 |
5.817554742999999 |
6.0839099999999995 |
¥3.3万 |
+4.55% |
回到中轨 |
| 34 |
2026-09-14 |
2026-11-13 |
6.057866814999999 |
4.69 |
¥-17.1万 |
-22.60% |
强平 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-10-28 |
跌破下轨 |
买入 |
4.4044 |
222900.0 |
¥98.2万 |
|
| 2015-11-23 |
回到中轨 |
卖出 |
4.0459499999999995 |
222900.0 |
¥90.2万 |
|
| 2015-12-29 |
跌破下轨 |
买入 |
3.6136099999999995 |
253800.0 |
¥91.7万 |
|
| 2016-02-19 |
回到中轨 |
卖出 |
2.6973000000000003 |
253800.0 |
¥68.4万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
2.6026 |
263100.0 |
¥68.5万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
2.56743 |
263100.0 |
¥67.5万 |
|
| 2017-04-17 |
跌破下轨 |
买入 |
3.0830800000000003 |
219000.0 |
¥67.5万 |
|
| 2017-06-06 |
回到中轨 |
卖出 |
2.6973000000000003 |
219000.0 |
¥59.1万 |
|
| 2017-10-31 |
跌破下轨 |
买入 |
2.87287 |
204100.0 |
¥58.7万 |
|
| 2017-11-30 |
回到中轨 |
卖出 |
2.80719 |
204100.0 |
¥57.3万 |
|
| 2018-02-12 |
跌破下轨 |
买入 |
2.66266 |
216600.0 |
¥57.7万 |
|
| 2018-03-13 |
回到中轨 |
卖出 |
2.76723 |
216600.0 |
¥59.9万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
2.6026 |
229300.0 |
¥59.7万 |
|
| 2018-04-20 |
回到中轨 |
卖出 |
2.6073899999999997 |
229300.0 |
¥59.8万 |
|
| 2018-06-04 |
跌破下轨 |
买入 |
2.5024999999999995 |
239700.0 |
¥60.0万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
2.14785 |
239700.0 |
¥51.5万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
2.0520499999999995 |
250800.0 |
¥51.5万 |
|
| 2018-11-01 |
回到中轨 |
卖出 |
2.07792 |
250800.0 |
¥52.1万 |
|
| 2019-04-26 |
跌破下轨 |
买入 |
2.5024999999999995 |
208100.0 |
¥52.1万 |
|
| 2019-05-28 |
回到中轨 |
卖出 |
2.4075900000000003 |
208100.0 |
¥50.1万 |
|
| 2019-07-09 |
跌破下轨 |
买入 |
2.33233 |
214700.0 |
¥50.1万 |
|
| 2019-08-28 |
回到中轨 |
卖出 |
2.26773 |
214700.0 |
¥48.7万 |
|
| 2019-11-12 |
跌破下轨 |
买入 |
2.14214 |
227200.0 |
¥48.7万 |
|
| 2019-11-26 |
回到中轨 |
卖出 |
2.17782 |
227200.0 |
¥49.5万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
1.99 |
223500.0 |
¥44.5万 |
|
| 2020-02-19 |
回到中轨 |
卖出 |
2.14 |
223500.0 |
¥47.8万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
2.02202 |
258400.0 |
¥52.3万 |
|
| 2020-04-08 |
回到中轨 |
卖出 |
2.01798 |
258400.0 |
¥52.1万 |
|
| 2020-04-29 |
跌破下轨 |
买入 |
1.91191 |
275300.0 |
¥52.7万 |
|
| 2020-06-02 |
回到中轨 |
卖出 |
1.91808 |
275300.0 |
¥52.8万 |
|
| 2020-09-25 |
跌破下轨 |
买入 |
2.24224 |
235300.0 |
¥52.8万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
2.30769 |
235300.0 |
¥54.3万 |
|
| 2020-11-02 |
跌破下轨 |
买入 |
2.1721699999999995 |
249800.0 |
¥54.3万 |
|
| 2020-11-04 |
回到中轨 |
卖出 |
2.2577399999999996 |
249800.0 |
¥56.4万 |
|
| 2021-03-25 |
跌破下轨 |
买入 |
2.63263 |
211700.0 |
¥55.7万 |
|
| 2021-04-09 |
回到中轨 |
卖出 |
2.8970999999999996 |
211700.0 |
¥61.3万 |
|
| 2021-06-16 |
跌破下轨 |
买入 |
2.7127099999999995 |
226600.0 |
¥61.5万 |
|
| 2021-06-28 |
回到中轨 |
卖出 |
2.80719 |
226600.0 |
¥63.6万 |
|
| 2022-04-26 |
跌破下轨 |
买入 |
3.41341 |
187500.0 |
¥64.0万 |
|
| 2022-06-06 |
回到中轨 |
卖出 |
3.26673 |
187500.0 |
¥61.2万 |
|
| 2022-07-15 |
跌破下轨 |
买入 |
3.0530499999999994 |
198600.0 |
¥60.7万 |
|
| 2022-08-11 |
回到中轨 |
卖出 |
3.05694 |
198600.0 |
¥60.7万 |
|
| 2022-09-01 |
跌破下轨 |
买入 |
2.882879999999999 |
211100.0 |
¥60.9万 |
|
| 2022-09-13 |
回到中轨 |
卖出 |
3.02697 |
211100.0 |
¥63.9万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
2.7827799999999994 |
231000.0 |
¥64.3万 |
|
| 2022-10-28 |
回到中轨 |
卖出 |
2.63736 |
231000.0 |
¥60.9万 |
|
| 2022-11-01 |
跌破下轨 |
买入 |
2.5225199999999997 |
241400.0 |
¥60.9万 |
|
| 2022-11-04 |
回到中轨 |
卖出 |
2.64735 |
241400.0 |
¥63.9万 |
|
| 2023-05-16 |
跌破下轨 |
买入 |
3.0330299999999997 |
210500.0 |
¥63.9万 |
|
| 2023-06-16 |
回到中轨 |
卖出 |
2.92707 |
210500.0 |
¥61.6万 |
|
| 2023-06-26 |
跌破下轨 |
买入 |
2.81281 |
216600.0 |
¥60.9万 |
|
| 2023-07-04 |
回到中轨 |
卖出 |
3.0269699999999995 |
216600.0 |
¥65.5万 |
|
| 2023-10-12 |
跌破下轨 |
买入 |
3.14314 |
210500.0 |
¥66.2万 |
|
| 2023-10-31 |
回到中轨 |
卖出 |
3.13686 |
210500.0 |
¥66.0万 |
|
| 2023-12-19 |
跌破下轨 |
买入 |
2.9028999999999994 |
226600.0 |
¥65.8万 |
|
| 2023-12-27 |
回到中轨 |
卖出 |
2.99 |
226600.0 |
¥67.7万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
2.93293 |
230100.0 |
¥67.5万 |
|
| 2024-02-07 |
回到中轨 |
卖出 |
3.17682 |
230100.0 |
¥73.1万 |
|
| 2024-07-22 |
跌破下轨 |
买入 |
3.35335 |
217200.0 |
¥72.9万 |
|
| 2024-08-20 |
回到中轨 |
卖出 |
3.12687 |
217200.0 |
¥67.9万 |
|
| 2024-09-03 |
跌破下轨 |
买入 |
3.02302 |
226700.0 |
¥68.6万 |
|
| 2024-09-20 |
回到中轨 |
卖出 |
3.08691 |
226700.0 |
¥70.0万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
3.0029999999999997 |
231400.0 |
¥69.5万 |
|
| 2025-04-29 |
回到中轨 |
卖出 |
3.16683 |
231400.0 |
¥73.3万 |
|
| 2026-03-23 |
跌破下轨 |
买入 |
5.815809999999999 |
123500.0 |
¥71.8万 |
|
| 2026-04-09 |
回到中轨 |
卖出 |
6.0839099999999995 |
123500.0 |
¥75.1万 |
|
| 2026-09-14 |
跌破下轨 |
买入 |
6.056049999999999 |
124600.0 |
¥75.5万 |
|
| 2026-11-13 |
强平 |
卖出 |
4.69 |
124600 |
¥58.4万 |
回测结束强平 |