000657 中钨高新 — 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: ¥1.02M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +2.39%）
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 35 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 |
2015-02-04 |
2015-02-27 |
15.189725550999999 |
16.0839 |
¥5.8万 |
+5.85% |
回到中轨 |
| 2 |
2015-06-30 |
2015-07-27 |
19.034718703 |
17.36262 |
¥-9.1万 |
-8.81% |
回到中轨 |
| 3 |
2016-04-29 |
2016-06-01 |
16.12093483 |
15.1848 |
¥-5.6万 |
-5.84% |
回到中轨 |
| 4 |
2016-12-05 |
2017-01-10 |
15.600258673999999 |
14.605379999999998 |
¥-5.8万 |
-6.41% |
回到中轨 |
| 5 |
2017-01-17 |
2017-02-03 |
13.207150956999998 |
14.365620000000002 |
¥7.4万 |
+8.74% |
回到中轨 |
| 6 |
2017-04-20 |
2017-05-04 |
12.295967683999999 |
12.82716 |
¥3.9万 |
+4.29% |
回到中轨 |
| 7 |
2017-10-31 |
2017-12-13 |
13.036929905999997 |
12.297690000000001 |
¥-5.5万 |
-5.70% |
回到中轨 |
| 8 |
2018-03-26 |
2018-04-04 |
10.21326306 |
11.548440000000001 |
¥11.6万 |
+13.04% |
回到中轨 |
| 9 |
2018-05-31 |
2018-07-26 |
10.773991228 |
7.14285 |
¥-34.6万 |
-33.72% |
回到中轨 |
| 10 |
2018-10-12 |
2018-11-01 |
5.5416620000000005 |
5.42457 |
¥-1.5万 |
-2.14% |
回到中轨 |
| 11 |
2018-12-28 |
2019-01-08 |
5.266839578 |
5.62437 |
¥4.5万 |
+6.76% |
回到中轨 |
| 12 |
2019-04-29 |
2019-05-22 |
6.6085819799999985 |
6.613379999999999 |
¥303 |
+0.04% |
回到中轨 |
| 13 |
2019-10-21 |
2019-12-05 |
6.732019 |
6.36363 |
¥-3.9万 |
-5.50% |
回到中轨 |
| 14 |
2020-02-04 |
2020-02-19 |
5.607281679999999 |
6.653339999999999 |
¥11.4万 |
+18.62% |
回到中轨 |
| 15 |
2020-03-17 |
2020-04-09 |
5.827567745999999 |
5.68431 |
¥-2.0万 |
-2.49% |
回到中轨 |
| 16 |
2020-10-29 |
2020-11-10 |
6.4819439999999995 |
6.77322 |
¥3.4万 |
+4.46% |
回到中轨 |
| 17 |
2021-01-20 |
2021-01-26 |
6.398308917 |
7.1928 |
¥9.9万 |
+12.38% |
回到中轨 |
| 18 |
2021-06-17 |
2021-06-21 |
7.870220358 |
8.2917 |
¥4.8万 |
+5.32% |
回到中轨 |
| 19 |
2021-09-29 |
2021-10-14 |
11.234589366 |
12.53 |
¥10.9万 |
+11.50% |
回到中轨 |
| 20 |
2022-01-05 |
2022-01-19 |
15.239790565999998 |
15.704279999999999 |
¥3.2万 |
+3.02% |
回到中轨 |
| 21 |
2022-01-21 |
2022-02-23 |
14.298568284 |
13.616370000000002 |
¥-5.2万 |
-4.80% |
回到中轨 |
| 22 |
2022-03-15 |
2022-05-12 |
11.625096482999998 |
10.429559999999999 |
¥-10.6万 |
-10.31% |
回到中轨 |
| 23 |
2022-08-22 |
2022-10-14 |
14.869309455 |
13.3 |
¥-9.8万 |
-10.58% |
回到中轨 |
| 24 |
2023-03-13 |
2023-04-13 |
13.717814109999997 |
13.56642 |
¥-9,374 |
-1.13% |
回到中轨 |
| 25 |
2023-04-26 |
2023-05-11 |
12.586344770999998 |
13.39659 |
¥5.3万 |
+6.41% |
回到中轨 |
| 26 |
2023-05-29 |
2023-07-06 |
12.326006693 |
10.049940000000001 |
¥-16.1万 |
-18.49% |
回到中轨 |
| 27 |
2023-08-25 |
2023-09-05 |
8.971650687999999 |
10.25973 |
¥10.2万 |
+14.32% |
回到中轨 |
| 28 |
2023-12-15 |
2024-01-11 |
8.711312609999998 |
9.38061 |
¥6.3万 |
+7.65% |
回到中轨 |
| 29 |
2024-01-23 |
2024-01-26 |
7.509752249999999 |
8.53 |
¥11.9万 |
+13.55% |
回到中轨 |
| 30 |
2024-02-06 |
2024-02-19 |
6.788816033999999 |
8.08191 |
¥19.0万 |
+19.01% |
回到中轨 |
| 31 |
2024-07-25 |
2024-09-20 |
8.220675463 |
7.772219999999999 |
¥-6.5万 |
-5.48% |
回到中轨 |
| 32 |
2025-01-02 |
2025-01-20 |
9.201949756999998 |
9.53046 |
¥4.0万 |
+3.54% |
回到中轨 |
| 33 |
2025-03-03 |
2025-03-07 |
9.262027774999998 |
9.8901 |
¥7.9万 |
+6.75% |
回到中轨 |
| 34 |
2025-04-09 |
2025-04-23 |
8.91157267 |
9.690299999999999 |
¥10.7万 |
+8.71% |
回到中轨 |
| 35 |
2026-09-30 |
2026-11-11 |
53.97008616999999 |
40.88907 |
¥-32.7万 |
-24.26% |
回到中轨 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-04 |
跌破下轨 |
买入 |
15.185169999999998 |
65600.0 |
¥99.6万 |
|
| 2015-02-27 |
回到中轨 |
卖出 |
16.0839 |
65600.0 |
¥1.05M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
19.02901 |
54000.0 |
¥1.03M |
|
| 2015-07-27 |
回到中轨 |
卖出 |
17.36262 |
54000.0 |
¥93.7万 |
|
| 2016-04-29 |
跌破下轨 |
买入 |
16.1161 |
59900.0 |
¥96.6万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
15.1848 |
59900.0 |
¥90.9万 |
|
| 2016-12-05 |
跌破下轨 |
买入 |
15.595579999999998 |
57700.0 |
¥90.0万 |
|
| 2017-01-10 |
回到中轨 |
卖出 |
14.605379999999998 |
57700.0 |
¥84.2万 |
|
| 2017-01-17 |
跌破下轨 |
买入 |
13.203189999999998 |
63900.0 |
¥84.4万 |
|
| 2017-02-03 |
回到中轨 |
卖出 |
14.365620000000002 |
63900.0 |
¥91.8万 |
|
| 2017-04-20 |
跌破下轨 |
买入 |
12.292279999999998 |
74700.0 |
¥91.9万 |
|
| 2017-05-04 |
回到中轨 |
卖出 |
12.82716 |
74700.0 |
¥95.8万 |
|
| 2017-10-31 |
跌破下轨 |
买入 |
13.033019999999999 |
74000.0 |
¥96.5万 |
|
| 2017-12-13 |
回到中轨 |
卖出 |
12.297690000000001 |
74000.0 |
¥91.0万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
10.210199999999999 |
87200.0 |
¥89.1万 |
|
| 2018-04-04 |
回到中轨 |
卖出 |
11.548440000000001 |
87200.0 |
¥1.01M |
|
| 2018-05-31 |
跌破下轨 |
买入 |
10.77076 |
95300.0 |
¥1.03M |
|
| 2018-07-26 |
回到中轨 |
卖出 |
7.14285 |
95300.0 |
¥68.1万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
5.54 |
122800.0 |
¥68.1万 |
|
| 2018-11-01 |
回到中轨 |
卖出 |
5.42457 |
122800.0 |
¥66.6万 |
|
| 2018-12-28 |
跌破下轨 |
买入 |
5.26526 |
126100.0 |
¥66.4万 |
|
| 2019-01-08 |
回到中轨 |
卖出 |
5.62437 |
126100.0 |
¥70.9万 |
|
| 2019-04-29 |
跌破下轨 |
买入 |
6.6065999999999985 |
107500.0 |
¥71.0万 |
|
| 2019-05-22 |
回到中轨 |
卖出 |
6.613379999999999 |
107500.0 |
¥71.1万 |
|
| 2019-10-21 |
跌破下轨 |
买入 |
6.73 |
105800.0 |
¥71.2万 |
|
| 2019-12-05 |
回到中轨 |
卖出 |
6.36363 |
105800.0 |
¥67.3万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
5.605599999999999 |
109400.0 |
¥61.3万 |
|
| 2020-02-19 |
回到中轨 |
卖出 |
6.653339999999999 |
109400.0 |
¥72.8万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
5.825819999999999 |
134600.0 |
¥78.4万 |
|
| 2020-04-09 |
回到中轨 |
卖出 |
5.68431 |
134600.0 |
¥76.5万 |
|
| 2020-10-29 |
跌破下轨 |
买入 |
6.48 |
118300.0 |
¥76.7万 |
|
| 2020-11-10 |
回到中轨 |
卖出 |
6.77322 |
118300.0 |
¥80.1万 |
|
| 2021-01-20 |
跌破下轨 |
买入 |
6.396389999999999 |
125100.0 |
¥80.0万 |
|
| 2021-01-26 |
回到中轨 |
卖出 |
7.1928 |
125100.0 |
¥90.0万 |
|
| 2021-06-17 |
跌破下轨 |
买入 |
7.867859999999999 |
114200.0 |
¥89.9万 |
|
| 2021-06-21 |
回到中轨 |
卖出 |
8.2917 |
114200.0 |
¥94.7万 |
|
| 2021-09-29 |
跌破下轨 |
买入 |
11.231219999999999 |
84300.0 |
¥94.7万 |
|
| 2021-10-14 |
回到中轨 |
卖出 |
12.53 |
84300.0 |
¥1.06M |
|
| 2022-01-05 |
跌破下轨 |
买入 |
15.235219999999998 |
69200.0 |
¥1.05M |
|
| 2022-01-19 |
回到中轨 |
卖出 |
15.704279999999999 |
69200.0 |
¥1.09M |
|
| 2022-01-21 |
跌破下轨 |
买入 |
14.294279999999999 |
76100.0 |
¥1.09M |
|
| 2022-02-23 |
回到中轨 |
卖出 |
13.616370000000002 |
76100.0 |
¥1.04M |
|
| 2022-03-15 |
跌破下轨 |
买入 |
11.621609999999999 |
88200.0 |
¥1.03M |
|
| 2022-05-12 |
回到中轨 |
卖出 |
10.429559999999999 |
88200.0 |
¥92.0万 |
|
| 2022-08-22 |
跌破下轨 |
买入 |
14.864849999999999 |
62000.0 |
¥92.2万 |
|
| 2022-10-14 |
回到中轨 |
卖出 |
13.3 |
62000.0 |
¥82.4万 |
|
| 2023-03-13 |
跌破下轨 |
买入 |
13.713699999999998 |
60300.0 |
¥82.7万 |
|
| 2023-04-13 |
回到中轨 |
卖出 |
13.56642 |
60300.0 |
¥81.8万 |
|
| 2023-04-26 |
跌破下轨 |
买入 |
12.582569999999999 |
65200.0 |
¥82.1万 |
|
| 2023-05-11 |
回到中轨 |
卖出 |
13.39659 |
65200.0 |
¥87.3万 |
|
| 2023-05-29 |
跌破下轨 |
买入 |
12.32231 |
70700.0 |
¥87.1万 |
|
| 2023-07-06 |
回到中轨 |
卖出 |
10.049940000000001 |
70700.0 |
¥71.0万 |
|
| 2023-08-25 |
跌破下轨 |
买入 |
8.96896 |
79700.0 |
¥71.5万 |
|
| 2023-09-05 |
回到中轨 |
卖出 |
10.25973 |
79700.0 |
¥81.7万 |
|
| 2023-12-15 |
跌破下轨 |
买入 |
8.708699999999999 |
93900.0 |
¥81.8万 |
|
| 2024-01-11 |
回到中轨 |
卖出 |
9.38061 |
93900.0 |
¥88.1万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
7.507499999999999 |
117100.0 |
¥87.9万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
8.53 |
117100.0 |
¥99.9万 |
|
| 2024-02-06 |
跌破下轨 |
买入 |
6.786779999999999 |
147300.0 |
¥100.0万 |
|
| 2024-02-19 |
回到中轨 |
卖出 |
8.08191 |
147300.0 |
¥1.19M |
|
| 2024-07-25 |
跌破下轨 |
买入 |
8.21821 |
143600.0 |
¥1.18M |
|
| 2024-09-20 |
回到中轨 |
卖出 |
7.772219999999999 |
143600.0 |
¥1.12M |
|
| 2025-01-02 |
跌破下轨 |
买入 |
9.199189999999998 |
121800.0 |
¥1.12M |
|
| 2025-01-20 |
回到中轨 |
卖出 |
9.53046 |
121800.0 |
¥1.16M |
|
| 2025-03-03 |
跌破下轨 |
买入 |
9.25925 |
125700.0 |
¥1.16M |
|
| 2025-03-07 |
回到中轨 |
卖出 |
9.8901 |
125700.0 |
¥1.24M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
8.9089 |
138000.0 |
¥1.23M |
|
| 2025-04-23 |
回到中轨 |
卖出 |
9.690299999999999 |
138000.0 |
¥1.34M |
|
| 2026-09-30 |
跌破下轨 |
买入 |
53.95389999999999 |
25000.0 |
¥1.35M |
|
| 2026-11-11 |
回到中轨 |
卖出 |
40.88907 |
25000.0 |
¥1.02M |
|