000895 双汇发展 — 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: ¥2.29M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +128.85%）
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 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 |
2015-05-07 |
2015-05-14 |
36.44733091999999 |
38.87109 |
¥6.6万 |
+6.62% |
回到中轨 |
| 2 |
2015-05-21 |
2015-07-13 |
25.663326688999994 |
21.4785 |
¥-17.4万 |
-16.33% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-07 |
16.020804799999997 |
18.781200000000002 |
¥14.3万 |
+17.19% |
回到中轨 |
| 4 |
2015-12-14 |
2015-12-22 |
18.694276601 |
21.6783 |
¥16.4万 |
+15.93% |
回到中轨 |
| 5 |
2016-09-13 |
2016-09-21 |
23.290244977999997 |
24.15582 |
¥4.4万 |
+3.69% |
回到中轨 |
| 6 |
2016-09-27 |
2016-10-11 |
23.029906899999993 |
23.736240000000002 |
¥3.8万 |
+3.04% |
回到中轨 |
| 7 |
2016-10-31 |
2016-11-25 |
22.539269753 |
22.29768 |
¥-1.4万 |
-1.10% |
回到中轨 |
| 8 |
2016-12-13 |
2017-01-04 |
21.307670384 |
21.008970000000005 |
¥-1.8万 |
-1.43% |
回到中轨 |
| 9 |
2017-01-16 |
2017-01-19 |
20.336409092999997 |
20.969009999999997 |
¥3.8万 |
+3.08% |
回到中轨 |
| 10 |
2017-05-02 |
2017-05-24 |
21.576471 |
21.1788 |
¥-2.4万 |
-1.87% |
回到中轨 |
| 11 |
2017-07-17 |
2017-08-10 |
21.828346540000002 |
21.72825 |
¥-6,162 |
-0.49% |
回到中轨 |
| 12 |
2017-11-30 |
2017-12-14 |
25.0325075 |
26.4735 |
¥7.2万 |
+5.72% |
回到中轨 |
| 13 |
2018-02-09 |
2018-02-27 |
24.381662305000003 |
28.071900000000003 |
¥19.4万 |
+15.10% |
回到中轨 |
| 14 |
2018-03-27 |
2018-04-20 |
25.352923596 |
25.974 |
¥3.7万 |
+2.42% |
回到中轨 |
| 15 |
2018-08-06 |
2018-08-28 |
24.007199999999997 |
23.7762 |
¥-1.5万 |
-0.99% |
回到中轨 |
| 16 |
2018-10-30 |
2018-11-09 |
21.517943446999993 |
22.90707 |
¥9.9万 |
+6.42% |
回到中轨 |
| 17 |
2019-06-06 |
2019-06-21 |
24.111311223999994 |
24.78519 |
¥4.5万 |
+2.76% |
回到中轨 |
| 18 |
2019-08-06 |
2019-09-06 |
22.30669 |
22.73724 |
¥3.1万 |
+1.90% |
回到中轨 |
| 19 |
2019-12-05 |
2019-12-23 |
29.107799720999996 |
30.08988 |
¥5.8万 |
+3.34% |
回到中轨 |
| 20 |
2020-05-25 |
2020-05-27 |
39.331075784 |
42.04791 |
¥12.2万 |
+6.88% |
回到中轨 |
| 21 |
2020-10-26 |
2020-11-18 |
47.56176424999999 |
50.949 |
¥13.4万 |
+7.09% |
回到中轨 |
| 22 |
2020-12-01 |
2020-12-15 |
46.16995683299999 |
48.75119999999999 |
¥11.3万 |
+5.56% |
回到中轨 |
| 23 |
2021-03-09 |
2021-03-29 |
43.51305 |
42.53 |
¥-4.9万 |
-2.29% |
回到中轨 |
| 24 |
2021-04-29 |
2021-05-20 |
37.208319147999994 |
37.77219 |
¥3.1万 |
+1.48% |
回到中轨 |
| 25 |
2021-06-21 |
2021-08-10 |
31.309390000000004 |
27.93204 |
¥-22.9万 |
-10.81% |
回到中轨 |
| 26 |
2021-08-20 |
2021-09-08 |
24.782182425 |
25.6743 |
¥6.7万 |
+3.57% |
回到中轨 |
| 27 |
2021-11-29 |
2021-12-06 |
28.837448639999998 |
30.07989 |
¥8.3万 |
+4.28% |
回到中轨 |
| 28 |
2022-02-28 |
2022-03-30 |
28.527045546999997 |
28.32165 |
¥-1.5万 |
-0.75% |
回到中轨 |
| 29 |
2022-06-02 |
2022-06-15 |
27.238169 |
28.751219999999996 |
¥11.1万 |
+5.52% |
回到中轨 |
| 30 |
2022-07-15 |
2022-08-09 |
27.305459180999996 |
26.783189999999998 |
¥-4.2万 |
-1.94% |
回到中轨 |
| 31 |
2022-09-09 |
2022-10-14 |
25.613261673999997 |
24.805169999999997 |
¥-6.7万 |
-3.18% |
回到中轨 |
| 32 |
2022-10-31 |
2022-11-07 |
23.190114947999998 |
24.2757 |
¥9.5万 |
+4.65% |
回到中轨 |
| 33 |
2022-12-21 |
2022-12-28 |
24.83224744 |
25.59438 |
¥6.5万 |
+3.04% |
回到中轨 |
| 34 |
2023-02-07 |
2023-02-14 |
25.232767560000003 |
25.73 |
¥4.3万 |
+1.94% |
回到中轨 |
| 35 |
2023-03-13 |
2023-03-30 |
25.342910592999996 |
25.6743 |
¥2.8万 |
+1.28% |
回到中轨 |
| 36 |
2023-04-27 |
2023-05-17 |
24.611961373999993 |
25.76421 |
¥10.2万 |
+4.65% |
回到中轨 |
| 37 |
2023-06-02 |
2023-06-13 |
24.361636299 |
24.775200000000005 |
¥3.9万 |
+1.67% |
回到中轨 |
| 38 |
2023-10-20 |
2023-10-30 |
25.332897589999998 |
26.213759999999997 |
¥8.3万 |
+3.45% |
回到中轨 |
| 39 |
2023-12-18 |
2023-12-26 |
25.322884586999997 |
25.96401 |
¥6.2万 |
+2.50% |
回到中轨 |
| 40 |
2024-03-13 |
2024-04-19 |
28.567097558999997 |
27.50247 |
¥-9.6万 |
-3.76% |
回到中轨 |
| 41 |
2024-05-16 |
2024-06-17 |
25.823534736999996 |
25.4745 |
¥-3.4万 |
-1.38% |
回到中轨 |
| 42 |
2024-06-21 |
2024-07-12 |
24.301558281 |
24.09588 |
¥-2.1万 |
-0.88% |
回到中轨 |
| 43 |
2024-07-30 |
2024-08-09 |
22.709490803999998 |
23.816160000000004 |
¥11.6万 |
+4.84% |
回到中轨 |
| 44 |
2025-01-13 |
2025-02-05 |
25.202728550999993 |
26.1738 |
¥9.6万 |
+3.82% |
回到中轨 |
| 45 |
2025-05-06 |
2025-06-05 |
25.027506 |
24.69528 |
¥-3.5万 |
-1.36% |
回到中轨 |
| 46 |
2025-06-24 |
2025-07-03 |
24.191415248000002 |
24.595380000000002 |
¥4.2万 |
+1.64% |
回到中轨 |
| 47 |
2025-12-10 |
2025-12-18 |
26.454353926000003 |
27.172799999999995 |
¥7.0万 |
+2.68% |
回到中轨 |
| 48 |
2026-01-08 |
2026-01-30 |
25.983742784999997 |
25.824150000000003 |
¥-1.7万 |
-0.64% |
回到中轨 |
| 49 |
2026-05-11 |
2026-07-07 |
26.894926057999996 |
23.3766 |
¥-34.9万 |
-13.11% |
回到中轨 |
| 50 |
2026-09-02 |
2026-10-08 |
23.981142184999992 |
23.596379999999996 |
¥-3.8万 |
-1.63% |
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 |
|---|
| 2015-05-07 |
跌破下轨 |
买入 |
36.43639999999999 |
27300.0 |
¥99.5万 |
|
| 2015-05-14 |
回到中轨 |
卖出 |
38.87109 |
27300.0 |
¥1.06M |
|
| 2015-05-21 |
跌破下轨 |
买入 |
25.65562999999999 |
41400.0 |
¥1.06M |
|
| 2015-07-13 |
回到中轨 |
卖出 |
21.4785 |
41400.0 |
¥88.9万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
16.016 |
52000.0 |
¥83.3万 |
|
| 2015-09-07 |
回到中轨 |
卖出 |
18.781200000000002 |
52000.0 |
¥97.6万 |
|
| 2015-12-14 |
跌破下轨 |
买入 |
18.68867 |
55200.0 |
¥1.03M |
|
| 2015-12-22 |
回到中轨 |
卖出 |
21.6783 |
55200.0 |
¥1.20M |
|
| 2016-09-13 |
跌破下轨 |
买入 |
23.28326 |
51500.0 |
¥1.20M |
|
| 2016-09-21 |
回到中轨 |
卖出 |
24.15582 |
51500.0 |
¥1.24M |
|
| 2016-09-27 |
跌破下轨 |
买入 |
23.022999999999996 |
53900.0 |
¥1.24M |
|
| 2016-10-11 |
回到中轨 |
卖出 |
23.736240000000002 |
53900.0 |
¥1.28M |
|
| 2016-10-31 |
跌破下轨 |
买入 |
22.53251 |
56800.0 |
¥1.28M |
|
| 2016-11-25 |
回到中轨 |
卖出 |
22.29768 |
56800.0 |
¥1.27M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
21.30128 |
59400.0 |
¥1.27M |
|
| 2017-01-04 |
回到中轨 |
卖出 |
21.008970000000005 |
59400.0 |
¥1.25M |
|
| 2017-01-16 |
跌破下轨 |
买入 |
20.330309999999997 |
61400.0 |
¥1.25M |
|
| 2017-01-19 |
回到中轨 |
卖出 |
20.969009999999997 |
61400.0 |
¥1.29M |
|
| 2017-05-02 |
跌破下轨 |
买入 |
21.57 |
59000.0 |
¥1.27M |
|
| 2017-05-24 |
回到中轨 |
卖出 |
21.1788 |
59000.0 |
¥1.25M |
|
| 2017-07-17 |
跌破下轨 |
买入 |
21.8218 |
57800.0 |
¥1.26M |
|
| 2017-08-10 |
回到中轨 |
卖出 |
21.72825 |
57800.0 |
¥1.26M |
|
| 2017-11-30 |
跌破下轨 |
买入 |
25.025 |
49900.0 |
¥1.25M |
|
| 2017-12-14 |
回到中轨 |
卖出 |
26.4735 |
49900.0 |
¥1.32M |
|
| 2018-02-09 |
跌破下轨 |
买入 |
24.37435 |
52600.0 |
¥1.28M |
|
| 2018-02-27 |
回到中轨 |
卖出 |
28.071900000000003 |
52600.0 |
¥1.48M |
|
| 2018-03-27 |
跌破下轨 |
买入 |
25.345319999999997 |
59900.0 |
¥1.52M |
|
| 2018-04-20 |
回到中轨 |
卖出 |
25.974 |
59900.0 |
¥1.56M |
|
| 2018-08-06 |
跌破下轨 |
买入 |
24.0 |
64400.0 |
¥1.55M |
|
| 2018-08-28 |
回到中轨 |
卖出 |
23.7762 |
64400.0 |
¥1.53M |
|
| 2018-10-30 |
跌破下轨 |
买入 |
21.511489999999995 |
71600.0 |
¥1.54M |
|
| 2018-11-09 |
回到中轨 |
卖出 |
22.90707 |
71600.0 |
¥1.64M |
|
| 2019-06-06 |
跌破下轨 |
买入 |
24.104079999999996 |
68100.0 |
¥1.64M |
|
| 2019-06-21 |
回到中轨 |
卖出 |
24.78519 |
68100.0 |
¥1.69M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
22.3 |
74100.0 |
¥1.65M |
|
| 2019-09-06 |
回到中轨 |
卖出 |
22.73724 |
74100.0 |
¥1.68M |
|
| 2019-12-05 |
跌破下轨 |
买入 |
29.099069999999998 |
59100.0 |
¥1.72M |
|
| 2019-12-23 |
回到中轨 |
卖出 |
30.08988 |
59100.0 |
¥1.78M |
|
| 2020-05-25 |
跌破下轨 |
买入 |
39.31928 |
45200.0 |
¥1.78M |
|
| 2020-05-27 |
回到中轨 |
卖出 |
42.04791 |
45200.0 |
¥1.90M |
|
| 2020-10-26 |
跌破下轨 |
买入 |
47.54749999999999 |
39800.0 |
¥1.89M |
|
| 2020-11-18 |
回到中轨 |
卖出 |
50.949 |
39800.0 |
¥2.03M |
|
| 2020-12-01 |
跌破下轨 |
买入 |
46.15610999999999 |
43900.0 |
¥2.03M |
|
| 2020-12-15 |
回到中轨 |
卖出 |
48.75119999999999 |
43900.0 |
¥2.14M |
|
| 2021-03-09 |
跌破下轨 |
买入 |
43.5 |
49100.0 |
¥2.14M |
|
| 2021-03-29 |
回到中轨 |
卖出 |
42.53 |
49100.0 |
¥2.09M |
|
| 2021-04-29 |
跌破下轨 |
买入 |
37.19715999999999 |
56000.0 |
¥2.08M |
|
| 2021-05-20 |
回到中轨 |
卖出 |
37.77219 |
56000.0 |
¥2.11M |
|
| 2021-06-21 |
跌破下轨 |
买入 |
31.3 |
67700.0 |
¥2.12M |
|
| 2021-08-10 |
回到中轨 |
卖出 |
27.93204 |
67700.0 |
¥1.89M |
|
| 2021-08-20 |
跌破下轨 |
买入 |
24.774749999999997 |
75800.0 |
¥1.88M |
|
| 2021-09-08 |
回到中轨 |
卖出 |
25.6743 |
75800.0 |
¥1.95M |
|
| 2021-11-29 |
跌破下轨 |
买入 |
28.828799999999998 |
67600.0 |
¥1.95M |
|
| 2021-12-06 |
回到中轨 |
卖出 |
30.07989 |
67600.0 |
¥2.03M |
|
| 2022-02-28 |
跌破下轨 |
买入 |
28.518489999999996 |
71700.0 |
¥2.05M |
|
| 2022-03-30 |
回到中轨 |
卖出 |
28.32165 |
71700.0 |
¥2.03M |
|
| 2022-06-02 |
跌破下轨 |
买入 |
27.23 |
74100.0 |
¥2.02M |
|
| 2022-06-15 |
回到中轨 |
卖出 |
28.751219999999996 |
74100.0 |
¥2.13M |
|
| 2022-07-15 |
跌破下轨 |
买入 |
27.297269999999997 |
78300.0 |
¥2.14M |
|
| 2022-08-09 |
回到中轨 |
卖出 |
26.783189999999998 |
78300.0 |
¥2.10M |
|
| 2022-09-09 |
跌破下轨 |
买入 |
25.605579999999996 |
82000.0 |
¥2.10M |
|
| 2022-10-14 |
回到中轨 |
卖出 |
24.805169999999997 |
82000.0 |
¥2.03M |
|
| 2022-10-31 |
跌破下轨 |
买入 |
23.183159999999997 |
87800.0 |
¥2.04M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
24.2757 |
87800.0 |
¥2.13M |
|
| 2022-12-21 |
跌破下轨 |
买入 |
24.8248 |
85800.0 |
¥2.13M |
|
| 2022-12-28 |
回到中轨 |
卖出 |
25.59438 |
85800.0 |
¥2.20M |
|
| 2023-02-07 |
跌破下轨 |
买入 |
25.225199999999997 |
87000.0 |
¥2.20M |
|
| 2023-02-14 |
回到中轨 |
卖出 |
25.73 |
87000.0 |
¥2.24M |
|
| 2023-03-13 |
跌破下轨 |
买入 |
25.335309999999996 |
88000.0 |
¥2.23M |
|
| 2023-03-30 |
回到中轨 |
卖出 |
25.6743 |
88000.0 |
¥2.26M |
|
| 2023-04-27 |
跌破下轨 |
买入 |
24.604579999999995 |
89300.0 |
¥2.20M |
|
| 2023-05-17 |
回到中轨 |
卖出 |
25.76421 |
89300.0 |
¥2.30M |
|
| 2023-06-02 |
跌破下轨 |
买入 |
24.35433 |
97100.0 |
¥2.37M |
|
| 2023-06-13 |
回到中轨 |
卖出 |
24.775200000000005 |
97100.0 |
¥2.40M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
25.3253 |
94900.0 |
¥2.40M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
26.213759999999997 |
94900.0 |
¥2.49M |
|
| 2023-12-18 |
跌破下轨 |
买入 |
25.315289999999997 |
97900.0 |
¥2.48M |
|
| 2023-12-26 |
回到中轨 |
卖出 |
25.96401 |
97900.0 |
¥2.54M |
|
| 2024-03-13 |
跌破下轨 |
买入 |
28.558529999999994 |
89100.0 |
¥2.55M |
|
| 2024-04-19 |
回到中轨 |
卖出 |
27.50247 |
89100.0 |
¥2.45M |
|
| 2024-05-16 |
跌破下轨 |
买入 |
25.815789999999993 |
94900.0 |
¥2.45M |
|
| 2024-06-17 |
回到中轨 |
卖出 |
25.4745 |
94900.0 |
¥2.42M |
|
| 2024-06-21 |
跌破下轨 |
买入 |
24.294269999999997 |
99600.0 |
¥2.42M |
|
| 2024-07-12 |
回到中轨 |
卖出 |
24.09588 |
99600.0 |
¥2.40M |
|
| 2024-07-30 |
跌破下轨 |
买入 |
22.702679999999997 |
105700.0 |
¥2.40M |
|
| 2024-08-09 |
回到中轨 |
卖出 |
23.816160000000004 |
105700.0 |
¥2.52M |
|
| 2025-01-13 |
跌破下轨 |
买入 |
25.195169999999997 |
99200.0 |
¥2.50M |
|
| 2025-02-05 |
回到中轨 |
卖出 |
26.1738 |
99200.0 |
¥2.60M |
|
| 2025-05-06 |
跌破下轨 |
买入 |
25.02 |
104300.0 |
¥2.61M |
|
| 2025-06-05 |
回到中轨 |
卖出 |
24.69528 |
104300.0 |
¥2.57M |
|
| 2025-06-24 |
跌破下轨 |
买入 |
24.184160000000002 |
106500.0 |
¥2.58M |
|
| 2025-07-03 |
回到中轨 |
卖出 |
24.595380000000002 |
106500.0 |
¥2.62M |
|
| 2025-12-10 |
跌破下轨 |
买入 |
26.44642 |
98800.0 |
¥2.61M |
|
| 2025-12-18 |
回到中轨 |
卖出 |
27.172799999999995 |
98800.0 |
¥2.68M |
|
| 2026-01-08 |
跌破下轨 |
买入 |
25.975949999999997 |
103200.0 |
¥2.68M |
|
| 2026-01-30 |
回到中轨 |
卖出 |
25.824150000000003 |
103200.0 |
¥2.66M |
|
| 2026-05-11 |
跌破下轨 |
买入 |
26.886859999999995 |
99100.0 |
¥2.67M |
|
| 2026-07-07 |
回到中轨 |
卖出 |
23.3766 |
99100.0 |
¥2.32M |
|
| 2026-09-02 |
跌破下轨 |
买入 |
23.973949999999995 |
96800.0 |
¥2.32M |
|
| 2026-10-08 |
回到中轨 |
卖出 |
23.596379999999996 |
96800.0 |
¥2.28M |
|