000725 京东方A — 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: ¥88.1万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -11.93%）
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 39 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 |
2015-02-09 |
2015-02-17 |
2.873731861 |
3.08691 |
¥7.4万 |
+7.39% |
回到中轨 |
| 2 |
2015-07-03 |
2015-08-12 |
4.30559129 |
3.87612 |
¥-10.2万 |
-10.00% |
回到中轨 |
| 3 |
2015-08-25 |
2015-10-13 |
2.9838748939999995 |
3.0069899999999996 |
¥6,537 |
+0.74% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-17 |
2.70351081 |
2.63736 |
¥-2.3万 |
-2.48% |
回到中轨 |
| 5 |
2016-04-21 |
2016-05-30 |
2.4231467259999997 |
2.32767 |
¥-3.8万 |
-3.97% |
回到中轨 |
| 6 |
2016-09-14 |
2016-09-23 |
2.3330296989999995 |
2.4275700000000002 |
¥3.7万 |
+4.02% |
回到中轨 |
| 7 |
2017-07-18 |
2017-08-22 |
3.8950581669999997 |
3.87612 |
¥-4,899 |
-0.52% |
回到中轨 |
| 8 |
2017-11-27 |
2017-12-15 |
5.5572166649999994 |
5.774220000000001 |
¥3.5万 |
+3.87% |
回到中轨 |
| 9 |
2018-03-26 |
2018-07-13 |
5.356956604999999 |
3.56643 |
¥-32.2万 |
-33.44% |
回到中轨 |
| 10 |
2018-09-11 |
2018-11-02 |
3.214173963 |
2.8971 |
¥-6.5万 |
-9.89% |
回到中轨 |
| 11 |
2018-12-24 |
2019-01-09 |
2.60338078 |
2.68731 |
¥1.9万 |
+3.19% |
回到中轨 |
| 12 |
2019-02-01 |
2019-02-12 |
2.5633287680000003 |
2.7372599999999996 |
¥4.1万 |
+6.75% |
回到中轨 |
| 13 |
2019-04-30 |
2019-05-28 |
3.564629068 |
3.5164799999999996 |
¥-9,029 |
-1.38% |
回到中轨 |
| 14 |
2019-09-02 |
2019-09-06 |
3.6547460949999993 |
3.8661300000000005 |
¥3.7万 |
+5.75% |
回到中轨 |
| 15 |
2019-11-01 |
2019-11-08 |
3.564629068 |
3.6963000000000004 |
¥2.5万 |
+3.66% |
回到中轨 |
| 16 |
2020-02-04 |
2020-02-18 |
4.0352402089999995 |
4.91508 |
¥14.6万 |
+21.77% |
回到中轨 |
| 17 |
2020-04-29 |
2020-05-07 |
3.514564052999999 |
3.83616 |
¥7.7万 |
+9.12% |
回到中轨 |
| 18 |
2021-06-07 |
2021-06-21 |
6.077892821 |
6.27372 |
¥3.0万 |
+3.19% |
回到中轨 |
| 19 |
2021-09-23 |
2021-11-11 |
5.40702162 |
4.98501 |
¥-7.5万 |
-7.83% |
回到中轨 |
| 20 |
2021-11-30 |
2021-12-10 |
4.846293452 |
5.11 |
¥4.8万 |
+5.41% |
回到中轨 |
| 21 |
2022-01-26 |
2022-02-10 |
4.876332461 |
5.004989999999999 |
¥2.4万 |
+2.61% |
回到中轨 |
| 22 |
2022-03-01 |
2022-03-31 |
4.70611141 |
4.32567 |
¥-7.8万 |
-8.11% |
回到中轨 |
| 23 |
2022-04-12 |
2022-05-19 |
4.075292221 |
3.78621 |
¥-6.3万 |
-7.12% |
回到中轨 |
| 24 |
2022-06-10 |
2022-06-16 |
3.6647590979999998 |
4.02597 |
¥8.0万 |
+9.82% |
回到中轨 |
| 25 |
2022-07-18 |
2022-07-20 |
3.744863122 |
3.91608 |
¥4.1万 |
+4.54% |
回到中轨 |
| 26 |
2022-08-03 |
2022-08-09 |
3.7348501189999994 |
3.85614 |
¥3.0万 |
+3.22% |
回到中轨 |
| 27 |
2022-09-01 |
2022-10-13 |
3.7111129999999997 |
3.4465500000000002 |
¥-7.0万 |
-7.16% |
回到中轨 |
| 28 |
2022-12-20 |
2023-01-05 |
3.4845250439999997 |
3.5264699999999998 |
¥1.1万 |
+1.17% |
回到中轨 |
| 29 |
2023-04-20 |
2023-06-01 |
4.275552280999999 |
3.98601 |
¥-6.2万 |
-6.80% |
回到中轨 |
| 30 |
2023-08-14 |
2023-08-31 |
3.9351101789999996 |
3.9860100000000003 |
¥1.1万 |
+1.26% |
回到中轨 |
| 31 |
2023-12-06 |
2023-12-28 |
3.794928137 |
3.78621 |
¥-2,232 |
-0.26% |
回到中轨 |
| 32 |
2024-01-23 |
2024-01-29 |
3.574642070999999 |
3.7562399999999996 |
¥4.3万 |
+5.05% |
回到中轨 |
| 33 |
2024-05-27 |
2024-07-01 |
4.235500269000001 |
4.08591 |
¥-3.2万 |
-3.56% |
回到中轨 |
| 34 |
2024-07-25 |
2024-08-20 |
3.764889127999999 |
3.8161799999999997 |
¥1.1万 |
+1.33% |
回到中轨 |
| 35 |
2024-11-26 |
2024-12-11 |
4.195448257 |
4.33566 |
¥2.9万 |
+3.31% |
回到中轨 |
| 36 |
2025-01-03 |
2025-01-08 |
4.245513271999999 |
4.37562 |
¥2.8万 |
+3.03% |
回到中轨 |
| 37 |
2025-02-28 |
2025-05-07 |
4.375682310999999 |
3.91608 |
¥-9.8万 |
-10.53% |
回到中轨 |
| 38 |
2025-08-15 |
2025-08-22 |
3.895058167 |
4.03596 |
¥3.0万 |
+3.59% |
回到中轨 |
| 39 |
2025-11-18 |
2025-12-04 |
3.965149188 |
4.01598 |
¥1.1万 |
+1.25% |
回到中轨 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-09 |
跌破下轨 |
买入 |
2.87287 |
347200.0 |
¥99.8万 |
|
| 2015-02-17 |
回到中轨 |
卖出 |
3.08691 |
347200.0 |
¥1.07M |
|
| 2015-07-03 |
跌破下轨 |
买入 |
4.3043 |
237200.0 |
¥1.02M |
|
| 2015-08-12 |
回到中轨 |
卖出 |
3.87612 |
237200.0 |
¥91.9万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
2.9829799999999995 |
294300.0 |
¥87.8万 |
|
| 2015-10-13 |
回到中轨 |
卖出 |
3.0069899999999996 |
294300.0 |
¥88.5万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
2.7027 |
350600.0 |
¥94.8万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
2.63736 |
350600.0 |
¥92.4万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
2.42242 |
391500.0 |
¥94.9万 |
|
| 2016-05-30 |
回到中轨 |
卖出 |
2.32767 |
391500.0 |
¥91.1万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
2.33233 |
390500.0 |
¥91.1万 |
|
| 2016-09-23 |
回到中轨 |
卖出 |
2.4275700000000002 |
390500.0 |
¥94.8万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
3.89389 |
243700.0 |
¥94.9万 |
|
| 2017-08-22 |
回到中轨 |
卖出 |
3.87612 |
243700.0 |
¥94.4万 |
|
| 2017-11-27 |
跌破下轨 |
买入 |
5.555549999999999 |
163500.0 |
¥90.9万 |
|
| 2017-12-15 |
回到中轨 |
卖出 |
5.774220000000001 |
163500.0 |
¥94.4万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
5.355349999999999 |
179600.0 |
¥96.2万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
3.56643 |
179600.0 |
¥64.0万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
3.2132099999999997 |
205500.0 |
¥66.1万 |
|
| 2018-11-02 |
回到中轨 |
卖出 |
2.8971 |
205500.0 |
¥59.5万 |
|
| 2018-12-24 |
跌破下轨 |
买入 |
2.6026 |
228700.0 |
¥59.5万 |
|
| 2019-01-09 |
回到中轨 |
卖出 |
2.68731 |
228700.0 |
¥61.4万 |
|
| 2019-02-01 |
跌破下轨 |
买入 |
2.56256 |
239700.0 |
¥61.4万 |
|
| 2019-02-12 |
回到中轨 |
卖出 |
2.7372599999999996 |
239700.0 |
¥65.6万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
3.56356 |
183500.0 |
¥65.4万 |
|
| 2019-05-28 |
回到中轨 |
卖出 |
3.5164799999999996 |
183500.0 |
¥64.5万 |
|
| 2019-09-02 |
跌破下轨 |
买入 |
3.6536499999999994 |
176500.0 |
¥64.5万 |
|
| 2019-09-06 |
回到中轨 |
卖出 |
3.8661300000000005 |
176500.0 |
¥68.2万 |
|
| 2019-11-01 |
跌破下轨 |
买入 |
3.56356 |
191300.0 |
¥68.2万 |
|
| 2019-11-08 |
回到中轨 |
卖出 |
3.6963000000000004 |
191300.0 |
¥70.7万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
4.03403 |
166500.0 |
¥67.2万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
4.91508 |
166500.0 |
¥81.8万 |
|
| 2020-04-29 |
跌破下轨 |
买入 |
3.5135099999999992 |
241100.0 |
¥84.7万 |
|
| 2020-05-07 |
回到中轨 |
卖出 |
3.83616 |
241100.0 |
¥92.5万 |
|
| 2021-06-07 |
跌破下轨 |
买入 |
6.07607 |
153000.0 |
¥93.0万 |
|
| 2021-06-21 |
回到中轨 |
卖出 |
6.27372 |
153000.0 |
¥96.0万 |
|
| 2021-09-23 |
跌破下轨 |
买入 |
5.4054 |
176500.0 |
¥95.4万 |
|
| 2021-11-11 |
回到中轨 |
卖出 |
4.98501 |
176500.0 |
¥88.0万 |
|
| 2021-11-30 |
跌破下轨 |
买入 |
4.84484 |
183000.0 |
¥88.7万 |
|
| 2021-12-10 |
回到中轨 |
卖出 |
5.11 |
183000.0 |
¥93.5万 |
|
| 2022-01-26 |
跌破下轨 |
买入 |
4.87487 |
191700.0 |
¥93.5万 |
|
| 2022-02-10 |
回到中轨 |
卖出 |
5.004989999999999 |
191700.0 |
¥95.9万 |
|
| 2022-03-01 |
跌破下轨 |
买入 |
4.7047 |
203800.0 |
¥95.9万 |
|
| 2022-03-31 |
回到中轨 |
卖出 |
4.32567 |
203800.0 |
¥88.1万 |
|
| 2022-04-12 |
跌破下轨 |
买入 |
4.07407 |
215700.0 |
¥87.9万 |
|
| 2022-05-19 |
回到中轨 |
卖出 |
3.78621 |
215700.0 |
¥81.6万 |
|
| 2022-06-10 |
跌破下轨 |
买入 |
3.6636599999999997 |
222200.0 |
¥81.4万 |
|
| 2022-06-16 |
回到中轨 |
卖出 |
4.02597 |
222200.0 |
¥89.4万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
3.74374 |
240000.0 |
¥89.9万 |
|
| 2022-07-20 |
回到中轨 |
卖出 |
3.91608 |
240000.0 |
¥94.0万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
3.7337299999999995 |
250200.0 |
¥93.4万 |
|
| 2022-08-09 |
回到中轨 |
卖出 |
3.85614 |
250200.0 |
¥96.5万 |
|
| 2022-09-01 |
跌破下轨 |
买入 |
3.71 |
261700.0 |
¥97.1万 |
|
| 2022-10-13 |
回到中轨 |
卖出 |
3.4465500000000002 |
261700.0 |
¥90.2万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
3.4834799999999997 |
258300.0 |
¥90.0万 |
|
| 2023-01-05 |
回到中轨 |
卖出 |
3.5264699999999998 |
258300.0 |
¥91.1万 |
|
| 2023-04-20 |
跌破下轨 |
买入 |
4.274269999999999 |
213000.0 |
¥91.1万 |
|
| 2023-06-01 |
回到中轨 |
卖出 |
3.98601 |
213000.0 |
¥84.9万 |
|
| 2023-08-14 |
跌破下轨 |
买入 |
3.9339299999999997 |
214100.0 |
¥84.3万 |
|
| 2023-08-31 |
回到中轨 |
卖出 |
3.9860100000000003 |
214100.0 |
¥85.3万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
3.7937899999999996 |
226500.0 |
¥86.0万 |
|
| 2023-12-28 |
回到中轨 |
卖出 |
3.78621 |
226500.0 |
¥85.7万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
3.5735699999999992 |
239100.0 |
¥85.5万 |
|
| 2024-01-29 |
回到中轨 |
卖出 |
3.7562399999999996 |
239100.0 |
¥89.8万 |
|
| 2024-05-27 |
跌破下轨 |
买入 |
4.23423 |
212600.0 |
¥90.0万 |
|
| 2024-07-01 |
回到中轨 |
卖出 |
4.08591 |
212600.0 |
¥86.8万 |
|
| 2024-07-25 |
跌破下轨 |
买入 |
3.7637599999999996 |
228200.0 |
¥85.9万 |
|
| 2024-08-20 |
回到中轨 |
卖出 |
3.8161799999999997 |
228200.0 |
¥87.1万 |
|
| 2024-11-26 |
跌破下轨 |
买入 |
4.19419 |
209200.0 |
¥87.8万 |
|
| 2024-12-11 |
回到中轨 |
卖出 |
4.33566 |
209200.0 |
¥90.7万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
4.24424 |
214000.0 |
¥90.9万 |
|
| 2025-01-08 |
回到中轨 |
卖出 |
4.37562 |
214000.0 |
¥93.6万 |
|
| 2025-02-28 |
跌破下轨 |
买入 |
4.37437 |
213500.0 |
¥93.4万 |
|
| 2025-05-07 |
回到中轨 |
卖出 |
3.91608 |
213500.0 |
¥83.6万 |
|
| 2025-08-15 |
跌破下轨 |
买入 |
3.89389 |
214600.0 |
¥83.6万 |
|
| 2025-08-22 |
回到中轨 |
卖出 |
4.03596 |
214600.0 |
¥86.6万 |
|
| 2025-11-18 |
跌破下轨 |
买入 |
3.9639599999999997 |
218900.0 |
¥86.8万 |
|
| 2025-12-04 |
回到中轨 |
卖出 |
4.01598 |
218900.0 |
¥87.9万 |
|