000776 广发证券 — 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: ¥1.11M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +10.69%）
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 50 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 |
2015-06-30 |
2015-08-11 |
20.736929213 |
19.22076 |
¥-7.2万 |
-7.34% |
回到中轨 |
| 2 |
2015-08-19 |
2015-09-22 |
17.0221051 |
13.64 |
¥-17.9万 |
-19.89% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-23 |
16.881923057999998 |
14.755230000000001 |
¥-9.1万 |
-12.62% |
回到中轨 |
| 4 |
2016-05-10 |
2016-06-01 |
15.139660535999997 |
16.383599999999998 |
¥5.4万 |
+8.18% |
回到中轨 |
| 5 |
2016-07-28 |
2016-08-09 |
16.391285911 |
16.67331 |
¥1.2万 |
+1.69% |
回到中轨 |
| 6 |
2016-12-13 |
2017-01-06 |
17.572820264999997 |
17.202779999999997 |
¥-1.5万 |
-2.14% |
回到中轨 |
| 7 |
2017-03-10 |
2017-03-17 |
17.242391165999997 |
17.682299999999998 |
¥1.8万 |
+2.52% |
回到中轨 |
| 8 |
2017-03-23 |
2017-04-06 |
16.942001076 |
17.29269 |
¥1.5万 |
+2.04% |
回到中轨 |
| 9 |
2017-04-17 |
2017-05-26 |
16.801819033999998 |
16.473509999999997 |
¥-1.5万 |
-1.98% |
回到中轨 |
| 10 |
2017-10-18 |
2017-11-09 |
18.704289603999996 |
18.1818 |
¥-2.0万 |
-2.82% |
回到中轨 |
| 11 |
2017-12-18 |
2018-01-03 |
16.972040084999996 |
17.022959999999998 |
¥1,901 |
+0.27% |
回到中轨 |
| 12 |
2018-02-12 |
2018-03-12 |
16.170999844999997 |
17.05293 |
¥3.8万 |
+5.42% |
回到中轨 |
| 13 |
2018-03-26 |
2018-04-03 |
15.710401706999995 |
16.46352 |
¥3.5万 |
+4.76% |
回到中轨 |
| 14 |
2018-04-17 |
2018-05-09 |
15.870609754999998 |
15.993990000000002 |
¥5,822 |
+0.75% |
回到中轨 |
| 15 |
2018-05-25 |
2018-07-23 |
15.239790566 |
13.13685 |
¥-10.9万 |
-13.82% |
回到中轨 |
| 16 |
2018-10-16 |
2018-11-02 |
12.366058704999997 |
12.986999999999998 |
¥3.4万 |
+4.99% |
回到中轨 |
| 17 |
2019-03-27 |
2019-04-04 |
15.660336691999998 |
16.87311 |
¥5.5万 |
+7.71% |
回到中轨 |
| 18 |
2019-05-08 |
2019-06-20 |
13.978152188000001 |
12.93705 |
¥-5.6万 |
-7.48% |
回到中轨 |
| 19 |
2019-07-30 |
2019-08-20 |
13.447463028999998 |
13.20678 |
¥-1.3万 |
-1.82% |
回到中轨 |
| 20 |
2019-11-12 |
2019-12-04 |
13.387385010999997 |
13.466520000000001 |
¥3,890 |
+0.56% |
回到中轨 |
| 21 |
2020-02-04 |
2020-02-18 |
13.016903899999999 |
15.12486 |
¥11.0万 |
+16.16% |
回到中轨 |
| 22 |
2020-03-19 |
2020-04-09 |
13.567619065 |
14.035950000000001 |
¥2.8万 |
+3.42% |
回到中轨 |
| 23 |
2020-04-27 |
2020-05-11 |
13.437450025999999 |
13.81617 |
¥2.3万 |
+2.79% |
回到中轨 |
| 24 |
2020-05-25 |
2020-06-02 |
13.127046932999999 |
13.55643 |
¥2.8万 |
+3.24% |
回到中轨 |
| 25 |
2020-11-02 |
2020-11-06 |
15.420024619999998 |
16.03395 |
¥3.5万 |
+3.95% |
回到中轨 |
| 26 |
2020-12-10 |
2021-01-04 |
16.140960835999998 |
16.4835 |
¥1.9万 |
+2.09% |
回到中轨 |
| 27 |
2021-04-13 |
2021-05-17 |
15.329907592999998 |
15.15483 |
¥-1.1万 |
-1.17% |
回到中轨 |
| 28 |
2021-07-09 |
2021-07-23 |
14.278542277999998 |
14.83515 |
¥3.6万 |
+3.87% |
回到中轨 |
| 29 |
2022-01-07 |
2022-01-21 |
22.829646839999995 |
22.977 |
¥5,956 |
+0.62% |
回到中轨 |
| 30 |
2022-02-15 |
2022-03-31 |
18.814432636999996 |
17.742240000000002 |
¥-5.6万 |
-5.73% |
回到中轨 |
| 31 |
2022-04-21 |
2022-05-19 |
16.371259905000002 |
15.993990000000002 |
¥-2.1万 |
-2.33% |
回到中轨 |
| 32 |
2022-07-18 |
2022-08-12 |
16.501428943999997 |
16.14384 |
¥-2.0万 |
-2.20% |
回到中轨 |
| 33 |
2022-10-26 |
2022-11-07 |
14.028217203 |
14.50548 |
¥3.0万 |
+3.37% |
回到中轨 |
| 34 |
2023-03-08 |
2023-04-03 |
15.940700775999998 |
15.774209999999998 |
¥-9,674 |
-1.07% |
回到中轨 |
| 35 |
2023-04-25 |
2023-05-09 |
15.049543508999996 |
16.263720000000003 |
¥7.2万 |
+8.04% |
回到中轨 |
| 36 |
2023-06-26 |
2023-07-04 |
14.654395000000001 |
14.82516 |
¥1.1万 |
+1.13% |
回到中轨 |
| 37 |
2023-10-24 |
2023-10-30 |
14.31859429 |
14.6853 |
¥2.5万 |
+2.53% |
回到中轨 |
| 38 |
2023-11-27 |
2023-12-29 |
14.554365 |
14.24574 |
¥-2.2万 |
-2.15% |
回到中轨 |
| 39 |
2024-01-11 |
2024-01-25 |
13.827957142999997 |
13.82616 |
¥-421 |
-0.04% |
回到中轨 |
| 40 |
2024-02-05 |
2024-02-08 |
13.217163959999997 |
13.91607 |
¥5.1万 |
+5.26% |
回到中轨 |
| 41 |
2024-03-26 |
2024-04-29 |
13.527567052999999 |
13.31667 |
¥-1.6万 |
-1.59% |
回到中轨 |
| 42 |
2024-06-07 |
2024-07-18 |
12.546292758999998 |
12.04794 |
¥-4.1万 |
-4.00% |
回到中轨 |
| 43 |
2024-08-23 |
2024-09-03 |
11.625096482999998 |
12.1 |
¥3.9万 |
+4.05% |
回到中轨 |
| 44 |
2025-01-03 |
2025-01-27 |
15.470089634999995 |
15.85413 |
¥2.5万 |
+2.45% |
回到中轨 |
| 45 |
2025-03-03 |
2025-03-07 |
15.369959604999996 |
15.664319999999998 |
¥2.0万 |
+1.88% |
回到中轨 |
| 46 |
2025-04-08 |
2025-05-06 |
14.639010385999999 |
15.70428 |
¥7.7万 |
+7.24% |
回到中轨 |
| 47 |
2025-11-25 |
2025-12-16 |
21.227566359999997 |
21.18 |
¥-2,890 |
-0.25% |
回到中轨 |
| 48 |
2026-02-04 |
2026-04-13 |
21.32769639 |
18.65133 |
¥-14.2万 |
-12.58% |
回到中轨 |
| 49 |
2026-08-21 |
2026-08-27 |
20.32639609 |
21.02 |
¥3.4万 |
+3.38% |
回到中轨 |
| 50 |
2026-10-30 |
2026-11-03 |
17.773080325 |
19.16082 |
¥7.9万 |
+7.78% |
回到中轨 |
逐笔成交记录（共 100 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
20.73071 |
47400.0 |
¥98.3万 |
|
| 2015-08-11 |
回到中轨 |
卖出 |
19.22076 |
47400.0 |
¥91.1万 |
|
| 2015-08-19 |
跌破下轨 |
买入 |
17.017 |
53000.0 |
¥90.2万 |
|
| 2015-09-22 |
回到中轨 |
卖出 |
13.64 |
53000.0 |
¥72.3万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
16.876859999999997 |
42500.0 |
¥71.7万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
14.755230000000001 |
42500.0 |
¥62.7万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
15.135119999999997 |
43200.0 |
¥65.4万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
16.383599999999998 |
43200.0 |
¥70.8万 |
|
| 2016-07-28 |
跌破下轨 |
买入 |
16.38637 |
43200.0 |
¥70.8万 |
|
| 2016-08-09 |
回到中轨 |
卖出 |
16.67331 |
43200.0 |
¥72.0万 |
|
| 2016-12-13 |
跌破下轨 |
买入 |
17.567549999999997 |
41100.0 |
¥72.2万 |
|
| 2017-01-06 |
回到中轨 |
卖出 |
17.202779999999997 |
41100.0 |
¥70.7万 |
|
| 2017-03-10 |
跌破下轨 |
买入 |
17.237219999999997 |
40900.0 |
¥70.5万 |
|
| 2017-03-17 |
回到中轨 |
卖出 |
17.682299999999998 |
40900.0 |
¥72.3万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
16.93692 |
42700.0 |
¥72.3万 |
|
| 2017-04-06 |
回到中轨 |
卖出 |
17.29269 |
42700.0 |
¥73.8万 |
|
| 2017-04-17 |
跌破下轨 |
买入 |
16.79678 |
43900.0 |
¥73.8万 |
|
| 2017-05-26 |
回到中轨 |
卖出 |
16.473509999999997 |
43900.0 |
¥72.3万 |
|
| 2017-10-18 |
跌破下轨 |
买入 |
18.698679999999996 |
38700.0 |
¥72.4万 |
|
| 2017-11-09 |
回到中轨 |
卖出 |
18.1818 |
38700.0 |
¥70.3万 |
|
| 2017-12-18 |
跌破下轨 |
买入 |
16.966949999999997 |
41500.0 |
¥70.4万 |
|
| 2018-01-03 |
回到中轨 |
卖出 |
17.022959999999998 |
41500.0 |
¥70.6万 |
|
| 2018-02-12 |
跌破下轨 |
买入 |
16.16615 |
43600.0 |
¥70.5万 |
|
| 2018-03-12 |
回到中轨 |
卖出 |
17.05293 |
43600.0 |
¥74.3万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
15.705689999999997 |
46400.0 |
¥72.9万 |
|
| 2018-04-03 |
回到中轨 |
卖出 |
16.46352 |
46400.0 |
¥76.4万 |
|
| 2018-04-17 |
跌破下轨 |
买入 |
15.865849999999998 |
49100.0 |
¥77.9万 |
|
| 2018-05-09 |
回到中轨 |
卖出 |
15.993990000000002 |
49100.0 |
¥78.5万 |
|
| 2018-05-25 |
跌破下轨 |
买入 |
15.23522 |
51500.0 |
¥78.5万 |
|
| 2018-07-23 |
回到中轨 |
卖出 |
13.13685 |
51500.0 |
¥67.6万 |
|
| 2018-10-16 |
跌破下轨 |
买入 |
12.362349999999998 |
54600.0 |
¥67.5万 |
|
| 2018-11-02 |
回到中轨 |
卖出 |
12.986999999999998 |
54600.0 |
¥70.9万 |
|
| 2019-03-27 |
跌破下轨 |
买入 |
15.655639999999998 |
45200.0 |
¥70.8万 |
|
| 2019-04-04 |
回到中轨 |
卖出 |
16.87311 |
45200.0 |
¥76.2万 |
|
| 2019-05-08 |
跌破下轨 |
买入 |
13.97396 |
53700.0 |
¥75.1万 |
|
| 2019-06-20 |
回到中轨 |
卖出 |
12.93705 |
53700.0 |
¥69.5万 |
|
| 2019-07-30 |
跌破下轨 |
买入 |
13.443429999999998 |
52600.0 |
¥70.7万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
13.20678 |
52600.0 |
¥69.4万 |
|
| 2019-11-12 |
跌破下轨 |
买入 |
13.383369999999998 |
51800.0 |
¥69.3万 |
|
| 2019-12-04 |
回到中轨 |
卖出 |
13.466520000000001 |
51800.0 |
¥69.7万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
13.012999999999998 |
52300.0 |
¥68.1万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
15.12486 |
52300.0 |
¥79.1万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
13.56355 |
59700.0 |
¥81.0万 |
|
| 2020-04-09 |
回到中轨 |
卖出 |
14.035950000000001 |
59700.0 |
¥83.8万 |
|
| 2020-04-27 |
跌破下轨 |
买入 |
13.433419999999998 |
62200.0 |
¥83.6万 |
|
| 2020-05-11 |
回到中轨 |
卖出 |
13.81617 |
62200.0 |
¥85.9万 |
|
| 2020-05-25 |
跌破下轨 |
买入 |
13.123109999999999 |
65500.0 |
¥86.0万 |
|
| 2020-06-02 |
回到中轨 |
卖出 |
13.55643 |
65500.0 |
¥88.8万 |
|
| 2020-11-02 |
跌破下轨 |
买入 |
15.415399999999998 |
57500.0 |
¥88.7万 |
|
| 2020-11-06 |
回到中轨 |
卖出 |
16.03395 |
57500.0 |
¥92.2万 |
|
| 2020-12-10 |
跌破下轨 |
买入 |
16.13612 |
57000.0 |
¥92.0万 |
|
| 2021-01-04 |
回到中轨 |
卖出 |
16.4835 |
57000.0 |
¥93.9万 |
|
| 2021-04-13 |
跌破下轨 |
买入 |
15.325309999999998 |
61400.0 |
¥94.1万 |
|
| 2021-05-17 |
回到中轨 |
卖出 |
15.15483 |
61400.0 |
¥93.0万 |
|
| 2021-07-09 |
跌破下轨 |
买入 |
14.274259999999998 |
65000.0 |
¥92.8万 |
|
| 2021-07-23 |
回到中轨 |
卖出 |
14.83515 |
65000.0 |
¥96.4万 |
|
| 2022-01-07 |
跌破下轨 |
买入 |
22.822799999999997 |
42400.0 |
¥96.8万 |
|
| 2022-01-21 |
回到中轨 |
卖出 |
22.977 |
42400.0 |
¥97.4万 |
|
| 2022-02-15 |
跌破下轨 |
买入 |
18.80879 |
51600.0 |
¥97.1万 |
|
| 2022-03-31 |
回到中轨 |
卖出 |
17.742240000000002 |
51600.0 |
¥91.5万 |
|
| 2022-04-21 |
跌破下轨 |
买入 |
16.36635 |
55500.0 |
¥90.9万 |
|
| 2022-05-19 |
回到中轨 |
卖出 |
15.993990000000002 |
55500.0 |
¥88.7万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
16.49648 |
54300.0 |
¥89.6万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
16.14384 |
54300.0 |
¥87.6万 |
|
| 2022-10-26 |
跌破下轨 |
买入 |
14.024009999999999 |
62600.0 |
¥87.8万 |
|
| 2022-11-07 |
回到中轨 |
卖出 |
14.50548 |
62600.0 |
¥90.8万 |
|
| 2023-03-08 |
跌破下轨 |
买入 |
15.935919999999998 |
56500.0 |
¥90.1万 |
|
| 2023-04-03 |
回到中轨 |
卖出 |
15.774209999999998 |
56500.0 |
¥89.1万 |
|
| 2023-04-25 |
跌破下轨 |
买入 |
15.045029999999997 |
59400.0 |
¥89.4万 |
|
| 2023-05-09 |
回到中轨 |
卖出 |
16.263720000000003 |
59400.0 |
¥96.6万 |
|
| 2023-06-26 |
跌破下轨 |
买入 |
14.65 |
65700.0 |
¥96.3万 |
|
| 2023-07-04 |
回到中轨 |
卖出 |
14.82516 |
65700.0 |
¥97.4万 |
|
| 2023-10-24 |
跌破下轨 |
买入 |
14.3143 |
68400.0 |
¥97.9万 |
|
| 2023-10-30 |
回到中轨 |
卖出 |
14.6853 |
68400.0 |
¥1.00M |
|
| 2023-11-27 |
跌破下轨 |
买入 |
14.55 |
68800.0 |
¥1.00M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
14.24574 |
68800.0 |
¥98.0万 |
|
| 2024-01-11 |
跌破下轨 |
买入 |
13.823809999999998 |
70900.0 |
¥98.0万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
13.82616 |
70900.0 |
¥98.0万 |
|
| 2024-02-05 |
跌破下轨 |
买入 |
13.213199999999997 |
73300.0 |
¥96.9万 |
|
| 2024-02-08 |
回到中轨 |
卖出 |
13.91607 |
73300.0 |
¥1.02M |
|
| 2024-03-26 |
跌破下轨 |
买入 |
13.523509999999998 |
76100.0 |
¥1.03M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
13.31667 |
76100.0 |
¥1.01M |
|
| 2024-06-07 |
跌破下轨 |
买入 |
12.542529999999998 |
81000.0 |
¥1.02M |
|
| 2024-07-18 |
回到中轨 |
卖出 |
12.04794 |
81000.0 |
¥97.6万 |
|
| 2024-08-23 |
跌破下轨 |
买入 |
11.621609999999999 |
83700.0 |
¥97.3万 |
|
| 2024-09-03 |
回到中轨 |
卖出 |
12.1 |
83700.0 |
¥1.01M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
15.465449999999997 |
65600.0 |
¥1.01M |
|
| 2025-01-27 |
回到中轨 |
卖出 |
15.85413 |
65600.0 |
¥1.04M |
|
| 2025-03-03 |
跌破下轨 |
买入 |
15.365349999999998 |
67600.0 |
¥1.04M |
|
| 2025-03-07 |
回到中轨 |
卖出 |
15.664319999999998 |
67600.0 |
¥1.06M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
14.63462 |
72500.0 |
¥1.06M |
|
| 2025-05-06 |
回到中轨 |
卖出 |
15.70428 |
72500.0 |
¥1.14M |
|
| 2025-11-25 |
跌破下轨 |
买入 |
21.221199999999996 |
53600.0 |
¥1.14M |
|
| 2025-12-16 |
回到中轨 |
卖出 |
21.18 |
53600.0 |
¥1.13M |
|
| 2026-02-04 |
跌破下轨 |
买入 |
21.321299999999997 |
52800.0 |
¥1.13M |
|
| 2026-04-13 |
回到中轨 |
卖出 |
18.65133 |
52800.0 |
¥98.4万 |
|
| 2026-08-21 |
跌破下轨 |
买入 |
20.3203 |
48800.0 |
¥99.2万 |
|
| 2026-08-27 |
回到中轨 |
卖出 |
21.02 |
48800.0 |
¥1.03M |
|
| 2026-10-30 |
跌破下轨 |
买入 |
17.76775 |
57500.0 |
¥1.02M |
|
| 2026-11-03 |
回到中轨 |
卖出 |
19.16082 |
57500.0 |
¥1.10M |
|