000768 西飞国际 — 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: ¥1.79M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +78.66%）
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 48 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 |
2015-07-03 |
2015-07-21 |
34.64499038 |
35.60436 |
¥2.5万 |
+2.74% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-25 |
30.399117 |
22.69728 |
¥-25.1万 |
-25.36% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-22 |
25.453053626 |
25.4745 |
¥418 |
+0.05% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-17 |
22.0286066 |
18.3816 |
¥-12.3万 |
-16.58% |
回到中轨 |
| 5 |
2016-04-21 |
2016-05-06 |
18.023405399999998 |
18.59139 |
¥2.0万 |
+3.12% |
回到中轨 |
| 6 |
2016-08-01 |
2016-08-09 |
21.227566359999997 |
22.85712 |
¥5.1万 |
+7.64% |
回到中轨 |
| 7 |
2016-12-07 |
2016-12-16 |
21.227566359999994 |
21.70827 |
¥1.6万 |
+2.23% |
回到中轨 |
| 8 |
2017-05-08 |
2017-06-07 |
21.056315 |
17.90208 |
¥-10.9万 |
-15.01% |
回到中轨 |
| 9 |
2017-07-18 |
2017-07-25 |
17.032118103000002 |
18.521459999999998 |
¥5.5万 |
+8.71% |
回到中轨 |
| 10 |
2017-10-31 |
2017-12-08 |
18.223665459999996 |
17.43255 |
¥-3.0万 |
-4.37% |
回到中轨 |
| 11 |
2018-01-17 |
2018-01-26 |
15.700388703999998 |
16.52346 |
¥3.4万 |
+5.21% |
回到中轨 |
| 12 |
2018-02-08 |
2018-02-28 |
12.966838884999998 |
14.56542 |
¥8.3万 |
+12.29% |
回到中轨 |
| 13 |
2018-06-20 |
2018-07-02 |
13.908061167 |
15.56442 |
¥9.1万 |
+11.88% |
回到中轨 |
| 14 |
2018-10-10 |
2018-11-02 |
15.119634529999999 |
15.33465 |
¥1.2万 |
+1.39% |
回到中轨 |
| 15 |
2018-12-24 |
2019-01-08 |
13.617684079999997 |
14.29569 |
¥4.3万 |
+4.95% |
回到中轨 |
| 16 |
2019-04-29 |
2019-05-21 |
16.211051857 |
16.183799999999998 |
¥-1,814 |
-0.20% |
回到中轨 |
| 17 |
2019-08-12 |
2019-08-23 |
14.889335460999998 |
15.50448 |
¥3.7万 |
+4.10% |
回到中轨 |
| 18 |
2019-10-08 |
2019-10-29 |
15.580232667999999 |
15.424560000000001 |
¥-9,778 |
-1.03% |
回到中轨 |
| 19 |
2020-02-04 |
2020-02-18 |
14.618984379999997 |
16.97301 |
¥14.7万 |
+16.07% |
回到中轨 |
| 20 |
2020-04-02 |
2020-04-15 |
15.520154649999998 |
16.80318 |
¥8.9万 |
+8.23% |
回到中轨 |
| 21 |
2021-03-10 |
2021-04-20 |
27.0351081 |
24.75522 |
¥-9.8万 |
-8.46% |
回到中轨 |
| 22 |
2021-05-11 |
2021-05-17 |
23.360335998999993 |
26.183790000000002 |
¥13.0万 |
+12.05% |
回到中轨 |
| 23 |
2021-07-05 |
2021-07-19 |
23.740830113 |
26.94303 |
¥16.2万 |
+13.45% |
回到中轨 |
| 24 |
2022-01-10 |
2022-02-18 |
32.582311761999996 |
28.2717 |
¥-18.0万 |
-13.26% |
回到中轨 |
| 25 |
2022-04-07 |
2022-05-10 |
26.864887048999996 |
23.676299999999998 |
¥-14.0万 |
-11.90% |
回到中轨 |
| 26 |
2022-08-25 |
2022-09-08 |
28.196616447999997 |
29.93004 |
¥6.4万 |
+6.12% |
回到中轨 |
| 27 |
2022-10-11 |
2022-10-25 |
25.923664766999995 |
27.752219999999998 |
¥7.8万 |
+7.02% |
回到中轨 |
| 28 |
2022-12-23 |
2023-01-04 |
23.931077169999995 |
25.544430000000006 |
¥7.9万 |
+6.71% |
回到中轨 |
| 29 |
2023-04-25 |
2023-05-04 |
24.802208430999993 |
25.69428 |
¥4.5万 |
+3.57% |
回到中轨 |
| 30 |
2023-06-07 |
2023-06-28 |
24.081272215000002 |
24.1758 |
¥4,748 |
+0.36% |
回到中轨 |
| 31 |
2023-08-03 |
2023-08-18 |
25.162676539 |
25.194779999999998 |
¥1,286 |
+0.10% |
回到中轨 |
| 32 |
2023-08-24 |
2023-09-18 |
24.13133723 |
23.976 |
¥-8,907 |
-0.67% |
回到中轨 |
| 33 |
2023-09-21 |
2023-10-30 |
22.909750863999996 |
22.12 |
¥-4.6万 |
-3.48% |
回到中轨 |
| 34 |
2023-12-06 |
2023-12-25 |
21.477891434999997 |
22.06791 |
¥3.4万 |
+2.72% |
回到中轨 |
| 35 |
2024-02-06 |
2024-02-08 |
18.023405399999998 |
19.900080000000003 |
¥13.3万 |
+10.38% |
回到中轨 |
| 36 |
2024-04-11 |
2024-04-22 |
20.266318071999997 |
21.15882 |
¥6.3万 |
+4.37% |
回到中轨 |
| 37 |
2024-06-26 |
2024-07-12 |
23.220153956999994 |
24.40557 |
¥7.6万 |
+5.07% |
回到中轨 |
| 38 |
2024-08-19 |
2024-09-02 |
24.091285217999996 |
24.505470000000003 |
¥2.6万 |
+1.69% |
回到中轨 |
| 39 |
2024-09-19 |
2024-09-27 |
22.639399782999998 |
24.09 |
¥10.2万 |
+6.38% |
回到中轨 |
| 40 |
2025-02-19 |
2025-03-10 |
24.531857349999996 |
25.254720000000002 |
¥5.0万 |
+2.92% |
回到中轨 |
| 41 |
2025-04-03 |
2025-04-22 |
23.290244978 |
23.876099999999997 |
¥4.3万 |
+2.48% |
回到中轨 |
| 42 |
2025-08-15 |
2025-08-22 |
27.705979300999996 |
28.59138 |
¥5.7万 |
+3.16% |
回到中轨 |
| 43 |
2025-09-04 |
2025-09-30 |
25.83354774 |
25.66431 |
¥-1.3万 |
-0.68% |
回到中轨 |
| 44 |
2025-11-24 |
2025-12-16 |
24.411701314 |
24.3756 |
¥-3,265 |
-0.18% |
回到中轨 |
| 45 |
2026-03-13 |
2026-04-17 |
27.045121103 |
24.64533 |
¥-16.1万 |
-8.90% |
回到中轨 |
| 46 |
2026-04-29 |
2026-05-11 |
23.290244978 |
24.72525 |
¥10.1万 |
+6.13% |
回到中轨 |
| 47 |
2026-05-22 |
2026-06-15 |
22.308970684 |
21.3786 |
¥-7.4万 |
-4.20% |
回到中轨 |
| 48 |
2026-08-26 |
2026-08-28 |
20.376461104999997 |
21.3786 |
¥8.3万 |
+4.89% |
回到中轨 |
逐笔成交记录（共 96 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-03 |
跌破下轨 |
买入 |
34.6346 |
25900.0 |
¥89.7万 |
|
| 2015-07-21 |
回到中轨 |
卖出 |
35.60436 |
25900.0 |
¥92.2万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
30.39 |
32600.0 |
¥99.1万 |
|
| 2015-09-25 |
回到中轨 |
卖出 |
22.69728 |
32600.0 |
¥74.0万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
25.44542 |
30300.0 |
¥77.1万 |
|
| 2015-12-22 |
回到中轨 |
卖出 |
25.4745 |
30300.0 |
¥77.2万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
22.022 |
33700.0 |
¥74.2万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
18.3816 |
33700.0 |
¥61.9万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
18.017999999999997 |
35900.0 |
¥64.7万 |
|
| 2016-05-06 |
回到中轨 |
卖出 |
18.59139 |
35900.0 |
¥66.7万 |
|
| 2016-08-01 |
跌破下轨 |
买入 |
21.221199999999996 |
31500.0 |
¥66.9万 |
|
| 2016-08-09 |
回到中轨 |
卖出 |
22.85712 |
31500.0 |
¥72.0万 |
|
| 2016-12-07 |
跌破下轨 |
买入 |
21.221199999999996 |
33800.0 |
¥71.7万 |
|
| 2016-12-16 |
回到中轨 |
卖出 |
21.70827 |
33800.0 |
¥73.4万 |
|
| 2017-05-08 |
跌破下轨 |
买入 |
21.05 |
34400.0 |
¥72.4万 |
|
| 2017-06-07 |
回到中轨 |
卖出 |
17.90208 |
34400.0 |
¥61.6万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
17.02701 |
36800.0 |
¥62.7万 |
|
| 2017-07-25 |
回到中轨 |
卖出 |
18.521459999999998 |
36800.0 |
¥68.1万 |
|
| 2017-10-31 |
跌破下轨 |
买入 |
18.218199999999996 |
37400.0 |
¥68.2万 |
|
| 2017-12-08 |
回到中轨 |
卖出 |
17.43255 |
37400.0 |
¥65.2万 |
|
| 2018-01-17 |
跌破下轨 |
买入 |
15.69568 |
41600.0 |
¥65.3万 |
|
| 2018-01-26 |
回到中轨 |
卖出 |
16.52346 |
41600.0 |
¥68.7万 |
|
| 2018-02-08 |
跌破下轨 |
买入 |
12.962949999999998 |
52100.0 |
¥67.6万 |
|
| 2018-02-28 |
回到中轨 |
卖出 |
14.56542 |
52100.0 |
¥75.9万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
13.903889999999999 |
55000.0 |
¥76.5万 |
|
| 2018-07-02 |
回到中轨 |
卖出 |
15.56442 |
55000.0 |
¥85.6万 |
|
| 2018-10-10 |
跌破下轨 |
买入 |
15.115099999999998 |
56800.0 |
¥85.9万 |
|
| 2018-11-02 |
回到中轨 |
卖出 |
15.33465 |
56800.0 |
¥87.1万 |
|
| 2018-12-24 |
跌破下轨 |
买入 |
13.613599999999998 |
63600.0 |
¥86.6万 |
|
| 2019-01-08 |
回到中轨 |
卖出 |
14.29569 |
63600.0 |
¥90.9万 |
|
| 2019-04-29 |
跌破下轨 |
买入 |
16.20619 |
56500.0 |
¥91.6万 |
|
| 2019-05-21 |
回到中轨 |
卖出 |
16.183799999999998 |
56500.0 |
¥91.4万 |
|
| 2019-08-12 |
跌破下轨 |
买入 |
14.884869999999998 |
61200.0 |
¥91.1万 |
|
| 2019-08-23 |
回到中轨 |
卖出 |
15.50448 |
61200.0 |
¥94.9万 |
|
| 2019-10-08 |
跌破下轨 |
买入 |
15.57556 |
61000.0 |
¥95.0万 |
|
| 2019-10-29 |
回到中轨 |
卖出 |
15.424560000000001 |
61000.0 |
¥94.1万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
14.614599999999998 |
62700.0 |
¥91.7万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
16.97301 |
62700.0 |
¥1.06M |
|
| 2020-04-02 |
跌破下轨 |
买入 |
15.5155 |
69800.0 |
¥1.08M |
|
| 2020-04-15 |
回到中轨 |
卖出 |
16.80318 |
69800.0 |
¥1.17M |
|
| 2021-03-10 |
跌破下轨 |
买入 |
27.026999999999994 |
42900.0 |
¥1.16M |
|
| 2021-04-20 |
回到中轨 |
卖出 |
24.75522 |
42900.0 |
¥1.06M |
|
| 2021-05-11 |
跌破下轨 |
买入 |
23.353329999999996 |
46100.0 |
¥1.08M |
|
| 2021-05-17 |
回到中轨 |
卖出 |
26.183790000000002 |
46100.0 |
¥1.21M |
|
| 2021-07-05 |
跌破下轨 |
买入 |
23.733710000000002 |
50600.0 |
¥1.20M |
|
| 2021-07-19 |
回到中轨 |
卖出 |
26.94303 |
50600.0 |
¥1.36M |
|
| 2022-01-10 |
跌破下轨 |
买入 |
32.57254 |
41600.0 |
¥1.36M |
|
| 2022-02-18 |
回到中轨 |
卖出 |
28.2717 |
41600.0 |
¥1.18M |
|
| 2022-04-07 |
跌破下轨 |
买入 |
26.856829999999995 |
43900.0 |
¥1.18M |
|
| 2022-05-10 |
回到中轨 |
卖出 |
23.676299999999998 |
43900.0 |
¥1.04M |
|
| 2022-08-25 |
跌破下轨 |
买入 |
28.188159999999996 |
37200.0 |
¥1.05M |
|
| 2022-09-08 |
回到中轨 |
卖出 |
29.93004 |
37200.0 |
¥1.11M |
|
| 2022-10-11 |
跌破下轨 |
买入 |
25.915889999999994 |
43000.0 |
¥1.11M |
|
| 2022-10-25 |
回到中轨 |
卖出 |
27.752219999999998 |
43000.0 |
¥1.19M |
|
| 2022-12-23 |
跌破下轨 |
买入 |
23.923899999999996 |
49300.0 |
¥1.18M |
|
| 2023-01-04 |
回到中轨 |
卖出 |
25.544430000000006 |
49300.0 |
¥1.26M |
|
| 2023-04-25 |
跌破下轨 |
买入 |
24.794769999999993 |
51200.0 |
¥1.27M |
|
| 2023-05-04 |
回到中轨 |
卖出 |
25.69428 |
51200.0 |
¥1.32M |
|
| 2023-06-07 |
跌破下轨 |
买入 |
24.07405 |
54400.0 |
¥1.31M |
|
| 2023-06-28 |
回到中轨 |
卖出 |
24.1758 |
54400.0 |
¥1.31M |
|
| 2023-08-03 |
跌破下轨 |
买入 |
25.15513 |
52400.0 |
¥1.32M |
|
| 2023-08-18 |
回到中轨 |
卖出 |
25.194779999999998 |
52400.0 |
¥1.32M |
|
| 2023-08-24 |
跌破下轨 |
买入 |
24.1241 |
54800.0 |
¥1.32M |
|
| 2023-09-18 |
回到中轨 |
卖出 |
23.976 |
54800.0 |
¥1.31M |
|
| 2023-09-21 |
跌破下轨 |
买入 |
22.902879999999996 |
57300.0 |
¥1.31M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
22.12 |
57300.0 |
¥1.27M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
21.471449999999997 |
58700.0 |
¥1.26M |
|
| 2023-12-25 |
回到中轨 |
卖出 |
22.06791 |
58700.0 |
¥1.29M |
|
| 2024-02-06 |
跌破下轨 |
买入 |
18.017999999999997 |
71100.0 |
¥1.28M |
|
| 2024-02-08 |
回到中轨 |
卖出 |
19.900080000000003 |
71100.0 |
¥1.41M |
|
| 2024-04-11 |
跌破下轨 |
买入 |
20.260239999999996 |
70600.0 |
¥1.43M |
|
| 2024-04-22 |
回到中轨 |
卖出 |
21.15882 |
70600.0 |
¥1.49M |
|
| 2024-06-26 |
跌破下轨 |
买入 |
23.213189999999997 |
64400.0 |
¥1.50M |
|
| 2024-07-12 |
回到中轨 |
卖出 |
24.40557 |
64400.0 |
¥1.57M |
|
| 2024-08-19 |
跌破下轨 |
买入 |
24.084059999999997 |
65100.0 |
¥1.57M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
24.505470000000003 |
65100.0 |
¥1.59M |
|
| 2024-09-19 |
跌破下轨 |
买入 |
22.632609999999996 |
70700.0 |
¥1.60M |
|
| 2024-09-27 |
回到中轨 |
卖出 |
24.09 |
70700.0 |
¥1.70M |
|
| 2025-02-19 |
跌破下轨 |
买入 |
24.524499999999996 |
69300.0 |
¥1.70M |
|
| 2025-03-10 |
回到中轨 |
卖出 |
25.254720000000002 |
69300.0 |
¥1.75M |
|
| 2025-04-03 |
跌破下轨 |
买入 |
23.28326 |
74400.0 |
¥1.73M |
|
| 2025-04-22 |
回到中轨 |
卖出 |
23.876099999999997 |
74400.0 |
¥1.78M |
|
| 2025-08-15 |
跌破下轨 |
买入 |
27.69767 |
64500.0 |
¥1.79M |
|
| 2025-08-22 |
回到中轨 |
卖出 |
28.59138 |
64500.0 |
¥1.84M |
|
| 2025-09-04 |
跌破下轨 |
买入 |
25.825799999999997 |
71400.0 |
¥1.84M |
|
| 2025-09-30 |
回到中轨 |
卖出 |
25.66431 |
71400.0 |
¥1.83M |
|
| 2025-11-24 |
跌破下轨 |
买入 |
24.404379999999996 |
75200.0 |
¥1.84M |
|
| 2025-12-16 |
回到中轨 |
卖出 |
24.3756 |
75200.0 |
¥1.83M |
|
| 2026-03-13 |
跌破下轨 |
买入 |
27.03701 |
67000.0 |
¥1.81M |
|
| 2026-04-17 |
回到中轨 |
卖出 |
24.64533 |
67000.0 |
¥1.65M |
|
| 2026-04-29 |
跌破下轨 |
买入 |
23.28326 |
71000.0 |
¥1.65M |
|
| 2026-05-11 |
回到中轨 |
卖出 |
24.72525 |
71000.0 |
¥1.75M |
|
| 2026-05-22 |
跌破下轨 |
买入 |
22.30228 |
79400.0 |
¥1.77M |
|
| 2026-06-15 |
回到中轨 |
卖出 |
21.3786 |
79400.0 |
¥1.70M |
|
| 2026-08-26 |
跌破下轨 |
买入 |
20.37035 |
83000.0 |
¥1.69M |
|
| 2026-08-28 |
回到中轨 |
卖出 |
21.3786 |
83000.0 |
¥1.77M |
|