000708 中信特钢 — 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: ¥1.42M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +41.85%）
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 41 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 |
2015-10-22 |
2015-11-17 |
10.824056243 |
11.13885 |
¥2.8万 |
+2.88% |
回到中轨 |
| 2 |
2016-01-13 |
2016-02-15 |
10.013002999999998 |
9.05 |
¥-9.8万 |
-9.64% |
回到中轨 |
| 3 |
2016-05-10 |
2016-06-01 |
10.874121257999999 |
10.87911 |
¥147 |
+0.02% |
回到中轨 |
| 4 |
2017-03-31 |
2017-04-07 |
12.896747864 |
13.346639999999999 |
¥3.2万 |
+3.46% |
回到中轨 |
| 5 |
2017-04-20 |
2017-06-06 |
12.125746632999997 |
11.16882 |
¥-7.6万 |
-7.92% |
回到中轨 |
| 6 |
2017-10-19 |
2017-11-29 |
12.826656842999999 |
12.00798 |
¥-5.7万 |
-6.41% |
回到中轨 |
| 7 |
2018-02-12 |
2018-03-08 |
10.663848194999998 |
11.17881 |
¥4.0万 |
+4.80% |
回到中轨 |
| 8 |
2018-03-26 |
2018-04-20 |
9.922885973 |
10.26972 |
¥3.0万 |
+3.46% |
回到中轨 |
| 9 |
2018-06-20 |
2018-07-24 |
9.312092790000001 |
8.96 |
¥-3.4万 |
-3.81% |
回到中轨 |
| 10 |
2018-10-18 |
2018-11-05 |
8.90267 |
9.31068 |
¥3.9万 |
+4.55% |
回到中轨 |
| 11 |
2019-07-09 |
2019-07-24 |
12.426136722999999 |
12.99699 |
¥4.1万 |
+4.56% |
回到中轨 |
| 12 |
2020-02-03 |
2020-02-11 |
19.265017771999997 |
22.60737 |
¥14.7万 |
+17.31% |
回到中轨 |
| 13 |
2020-05-06 |
2020-06-02 |
15.890635760999997 |
15.984 |
¥6,023 |
+0.56% |
回到中轨 |
| 14 |
2020-08-27 |
2020-09-21 |
17.713002307 |
17.832150000000002 |
¥7,021 |
+0.64% |
回到中轨 |
| 15 |
2020-09-25 |
2020-10-12 |
16.471389935 |
17.172810000000002 |
¥4.7万 |
+4.23% |
回到中轨 |
| 16 |
2021-05-12 |
2021-05-19 |
23.911051163999996 |
26.68329 |
¥13.1万 |
+11.56% |
回到中轨 |
| 17 |
2021-06-18 |
2021-07-19 |
22.128736630000002 |
21.618359999999996 |
¥-3.0万 |
-2.34% |
回到中轨 |
| 18 |
2021-09-28 |
2021-11-18 |
21.227566359999997 |
20.16 |
¥-6.3万 |
-5.06% |
回到中轨 |
| 19 |
2021-12-15 |
2022-01-04 |
19.425225819999998 |
20.759220000000003 |
¥8.1万 |
+6.84% |
回到中轨 |
| 20 |
2022-03-08 |
2022-04-01 |
20.857085248999994 |
19.6803 |
¥-7.2万 |
-5.67% |
回到中轨 |
| 21 |
2022-04-27 |
2022-05-23 |
16.52145495 |
18.11187 |
¥11.5万 |
+9.59% |
回到中轨 |
| 22 |
2022-08-19 |
2022-09-01 |
18.544081556 |
19.63035 |
¥7.6万 |
+5.83% |
回到中轨 |
| 23 |
2022-09-27 |
2022-11-07 |
17.783093328000003 |
16.85313 |
¥-7.3万 |
-5.26% |
回到中轨 |
| 24 |
2022-12-21 |
2023-01-06 |
17.202339153999997 |
18.05193 |
¥6.4万 |
+4.91% |
回到中轨 |
| 25 |
2023-03-21 |
2023-04-18 |
18.433938523000002 |
17.762220000000003 |
¥-5.1万 |
-3.67% |
回到中轨 |
| 26 |
2023-04-21 |
2023-06-19 |
16.471389934999998 |
15.56442 |
¥-7.3万 |
-5.53% |
回到中轨 |
| 27 |
2023-06-26 |
2023-06-28 |
15.019504499999998 |
15.6 |
¥4.8万 |
+3.83% |
回到中轨 |
| 28 |
2023-08-22 |
2023-09-05 |
14.719114409999998 |
15.63435 |
¥8.1万 |
+6.19% |
回到中轨 |
| 29 |
2023-10-20 |
2023-10-25 |
14.268529274999999 |
14.87 |
¥5.8万 |
+4.18% |
回到中轨 |
| 30 |
2023-11-09 |
2023-11-27 |
13.857996151999998 |
14.3856 |
¥5.4万 |
+3.78% |
回到中轨 |
| 31 |
2023-12-07 |
2023-12-29 |
13.557606061999998 |
13.96602 |
¥4.5万 |
+2.98% |
回到中轨 |
| 32 |
2024-01-23 |
2024-01-29 |
12.566318765 |
13.826159999999998 |
¥15.4万 |
+9.99% |
回到中轨 |
| 33 |
2024-05-24 |
2024-09-25 |
14.989465490999997 |
11.96802 |
¥-34.0万 |
-20.18% |
回到中轨 |
| 34 |
2024-11-25 |
2024-12-10 |
11.755265521999998 |
12.33765 |
¥6.7万 |
+4.92% |
回到中轨 |
| 35 |
2024-12-30 |
2025-01-20 |
11.595057473999999 |
11.458530000000001 |
¥-1.7万 |
-1.21% |
回到中轨 |
| 36 |
2025-04-08 |
2025-04-23 |
11.615083479999997 |
11.988 |
¥4.5万 |
+3.18% |
回到中轨 |
| 37 |
2025-09-22 |
2025-09-26 |
12.596357773999998 |
12.83715 |
¥2.7万 |
+1.88% |
回到中轨 |
| 38 |
2026-04-24 |
2026-06-15 |
15.670349694999999 |
14.20578 |
¥-13.8万 |
-9.37% |
回到中轨 |
| 39 |
2026-06-29 |
2026-07-07 |
12.916773869999997 |
13.546440000000002 |
¥6.4万 |
+4.84% |
回到中轨 |
| 40 |
2026-09-04 |
2026-10-13 |
13.487515041 |
13.1868 |
¥-3.2万 |
-2.26% |
回到中轨 |
| 41 |
2026-10-23 |
2026-11-13 |
12.025616603 |
12.44 |
¥4.4万 |
+3.41% |
强平 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-10-22 |
跌破下轨 |
买入 |
10.82081 |
88300.0 |
¥95.6万 |
|
| 2015-11-17 |
回到中轨 |
卖出 |
11.13885 |
88300.0 |
¥98.3万 |
|
| 2016-01-13 |
跌破下轨 |
买入 |
10.009999999999998 |
101100.0 |
¥1.01M |
|
| 2016-02-15 |
回到中轨 |
卖出 |
9.05 |
101100.0 |
¥91.5万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
10.870859999999999 |
85000.0 |
¥92.4万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
10.87911 |
85000.0 |
¥92.4万 |
|
| 2017-03-31 |
跌破下轨 |
买入 |
12.89288 |
72000.0 |
¥92.9万 |
|
| 2017-04-07 |
回到中轨 |
卖出 |
13.346639999999999 |
72000.0 |
¥96.1万 |
|
| 2017-04-20 |
跌破下轨 |
买入 |
12.122109999999997 |
78900.0 |
¥95.7万 |
|
| 2017-06-06 |
回到中轨 |
卖出 |
11.16882 |
78900.0 |
¥88.1万 |
|
| 2017-10-19 |
跌破下轨 |
买入 |
12.822809999999999 |
68900.0 |
¥88.4万 |
|
| 2017-11-29 |
回到中轨 |
卖出 |
12.00798 |
68900.0 |
¥82.7万 |
|
| 2018-02-12 |
跌破下轨 |
买入 |
10.660649999999999 |
77800.0 |
¥83.0万 |
|
| 2018-03-08 |
回到中轨 |
卖出 |
11.17881 |
77800.0 |
¥86.9万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
9.91991 |
87000.0 |
¥86.3万 |
|
| 2018-04-20 |
回到中轨 |
卖出 |
10.26972 |
87000.0 |
¥89.3万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
9.3093 |
95500.0 |
¥88.9万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
8.96 |
95500.0 |
¥85.5万 |
|
| 2018-10-18 |
跌破下轨 |
买入 |
8.9 |
96100.0 |
¥85.6万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
9.31068 |
96100.0 |
¥89.4万 |
|
| 2019-07-09 |
跌破下轨 |
买入 |
12.42241 |
72700.0 |
¥90.3万 |
|
| 2019-07-24 |
回到中轨 |
卖出 |
12.99699 |
72700.0 |
¥94.5万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
19.259239999999995 |
44000.0 |
¥84.8万 |
|
| 2020-02-11 |
回到中轨 |
卖出 |
22.60737 |
44000.0 |
¥99.4万 |
|
| 2020-05-06 |
跌破下轨 |
买入 |
15.885869999999995 |
68000.0 |
¥1.08M |
|
| 2020-06-02 |
回到中轨 |
卖出 |
15.984 |
68000.0 |
¥1.09M |
|
| 2020-08-27 |
跌破下轨 |
买入 |
17.70769 |
61700.0 |
¥1.09M |
|
| 2020-09-21 |
回到中轨 |
卖出 |
17.832150000000002 |
61700.0 |
¥1.10M |
|
| 2020-09-25 |
跌破下轨 |
买入 |
16.46645 |
67000.0 |
¥1.10M |
|
| 2020-10-12 |
回到中轨 |
卖出 |
17.172810000000002 |
67000.0 |
¥1.15M |
|
| 2021-05-12 |
跌破下轨 |
买入 |
23.903879999999997 |
47500.0 |
¥1.14M |
|
| 2021-05-19 |
回到中轨 |
卖出 |
26.68329 |
47500.0 |
¥1.27M |
|
| 2021-06-18 |
跌破下轨 |
买入 |
22.1221 |
57600.0 |
¥1.27M |
|
| 2021-07-19 |
回到中轨 |
卖出 |
21.618359999999996 |
57600.0 |
¥1.24M |
|
| 2021-09-28 |
跌破下轨 |
买入 |
21.221199999999996 |
58500.0 |
¥1.24M |
|
| 2021-11-18 |
回到中轨 |
卖出 |
20.16 |
58500.0 |
¥1.18M |
|
| 2021-12-15 |
跌破下轨 |
买入 |
19.419399999999996 |
61100.0 |
¥1.19M |
|
| 2022-01-04 |
回到中轨 |
卖出 |
20.759220000000003 |
61100.0 |
¥1.27M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
20.850829999999995 |
60800.0 |
¥1.27M |
|
| 2022-04-01 |
回到中轨 |
卖出 |
19.6803 |
60800.0 |
¥1.20M |
|
| 2022-04-27 |
跌破下轨 |
买入 |
16.516499999999997 |
72400.0 |
¥1.20M |
|
| 2022-05-23 |
回到中轨 |
卖出 |
18.11187 |
72400.0 |
¥1.31M |
|
| 2022-08-19 |
跌破下轨 |
买入 |
18.53852 |
70300.0 |
¥1.30M |
|
| 2022-09-01 |
回到中轨 |
卖出 |
19.63035 |
70300.0 |
¥1.38M |
|
| 2022-09-27 |
跌破下轨 |
买入 |
17.77776 |
78000.0 |
¥1.39M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
16.85313 |
78000.0 |
¥1.31M |
|
| 2022-12-21 |
跌破下轨 |
买入 |
17.19718 |
76400.0 |
¥1.31M |
|
| 2023-01-06 |
回到中轨 |
卖出 |
18.05193 |
76400.0 |
¥1.38M |
|
| 2023-03-21 |
跌破下轨 |
买入 |
18.42841 |
74800.0 |
¥1.38M |
|
| 2023-04-18 |
回到中轨 |
卖出 |
17.762220000000003 |
74800.0 |
¥1.33M |
|
| 2023-04-21 |
跌破下轨 |
买入 |
16.46645 |
80500.0 |
¥1.33M |
|
| 2023-06-19 |
回到中轨 |
卖出 |
15.56442 |
80500.0 |
¥1.25M |
|
| 2023-06-26 |
跌破下轨 |
买入 |
15.015 |
83500.0 |
¥1.25M |
|
| 2023-06-28 |
回到中轨 |
卖出 |
15.6 |
83500.0 |
¥1.30M |
|
| 2023-08-22 |
跌破下轨 |
买入 |
14.714699999999997 |
88600.0 |
¥1.30M |
|
| 2023-09-05 |
回到中轨 |
卖出 |
15.63435 |
88600.0 |
¥1.38M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
14.264249999999999 |
96800.0 |
¥1.38M |
|
| 2023-10-25 |
回到中轨 |
卖出 |
14.87 |
96800.0 |
¥1.44M |
|
| 2023-11-09 |
跌破下轨 |
买入 |
13.853839999999998 |
103400.0 |
¥1.43M |
|
| 2023-11-27 |
回到中轨 |
卖出 |
14.3856 |
103400.0 |
¥1.49M |
|
| 2023-12-07 |
跌破下轨 |
买入 |
13.553539999999998 |
110400.0 |
¥1.50M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
13.96602 |
110400.0 |
¥1.54M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
12.56255 |
122500.0 |
¥1.54M |
|
| 2024-01-29 |
回到中轨 |
卖出 |
13.826159999999998 |
122500.0 |
¥1.69M |
|
| 2024-05-24 |
跌破下轨 |
买入 |
14.984969999999999 |
112500.0 |
¥1.69M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
11.96802 |
112500.0 |
¥1.35M |
|
| 2024-11-25 |
跌破下轨 |
买入 |
11.751739999999998 |
115400.0 |
¥1.36M |
|
| 2024-12-10 |
回到中轨 |
卖出 |
12.33765 |
115400.0 |
¥1.42M |
|
| 2024-12-30 |
跌破下轨 |
买入 |
11.591579999999999 |
122700.0 |
¥1.42M |
|
| 2025-01-20 |
回到中轨 |
卖出 |
11.458530000000001 |
122700.0 |
¥1.41M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
11.611599999999997 |
120800.0 |
¥1.40M |
|
| 2025-04-23 |
回到中轨 |
卖出 |
11.988 |
120800.0 |
¥1.45M |
|
| 2025-09-22 |
跌破下轨 |
买入 |
12.592579999999998 |
115100.0 |
¥1.45M |
|
| 2025-09-26 |
回到中轨 |
卖出 |
12.83715 |
115100.0 |
¥1.48M |
|
| 2026-04-24 |
跌破下轨 |
买入 |
15.66565 |
93800.0 |
¥1.47M |
|
| 2026-06-15 |
回到中轨 |
卖出 |
14.20578 |
93800.0 |
¥1.33M |
|
| 2026-06-29 |
跌破下轨 |
买入 |
12.912899999999997 |
103100.0 |
¥1.33M |
|
| 2026-07-07 |
回到中轨 |
卖出 |
13.546440000000002 |
103100.0 |
¥1.40M |
|
| 2026-09-04 |
跌破下轨 |
买入 |
13.483469999999999 |
104000.0 |
¥1.40M |
|
| 2026-10-13 |
回到中轨 |
卖出 |
13.1868 |
104000.0 |
¥1.37M |
|
| 2026-10-23 |
跌破下轨 |
买入 |
12.022009999999998 |
108200.0 |
¥1.30M |
|
| 2026-11-13 |
强平 |
卖出 |
12.44 |
108200 |
¥1.35M |
回测结束强平 |