000938 紫光股份 — 布林下轨抄底 回测明细
数据区间: 2015-05-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.05M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +5.30%）
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 37 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 |
2015-08-25 |
2015-09-18 |
53.0689159 |
59.490449999999996 |
¥10.9万 |
+12.07% |
回到中轨 |
| 2 |
2016-01-05 |
2016-02-17 |
82.98776886399999 |
69.93 |
¥-16.2万 |
-15.76% |
回到中轨 |
| 3 |
2016-03-01 |
2016-03-21 |
55.592192656 |
64.91502 |
¥15.8万 |
+16.73% |
回到中轨 |
| 4 |
2016-04-21 |
2016-05-24 |
59.07671769999999 |
58.941 |
¥-2,853 |
-0.26% |
回到中轨 |
| 5 |
2016-12-13 |
2017-02-10 |
58.225612444999975 |
55.294650000000004 |
¥-5.6万 |
-5.06% |
回到中轨 |
| 6 |
2017-04-21 |
2017-05-18 |
51.817290525 |
52.69725 |
¥1.7万 |
+1.67% |
回到中轨 |
| 7 |
2018-02-01 |
2018-02-27 |
60.64875917099999 |
60.8391 |
¥3,012 |
+0.28% |
回到中轨 |
| 8 |
2018-05-29 |
2018-07-04 |
68.54901853799997 |
63.936 |
¥-7.2万 |
-6.76% |
回到中轨 |
| 9 |
2018-07-06 |
2018-07-26 |
42.07463860599999 |
47.952 |
¥13.8万 |
+13.93% |
回到中轨 |
| 10 |
2018-09-06 |
2018-11-07 |
42.665405783 |
35.964 |
¥-17.5万 |
-15.73% |
回到中轨 |
| 11 |
2018-12-20 |
2019-01-14 |
32.382051702000005 |
32.417550000000006 |
¥758 |
+0.08% |
回到中轨 |
| 12 |
2019-01-31 |
2019-02-12 |
30.860075245999994 |
33.05691 |
¥6.8万 |
+7.09% |
回到中轨 |
| 13 |
2019-04-29 |
2019-05-23 |
40.652192 |
40.6593 |
¥-128 |
-0.01% |
回到中轨 |
| 14 |
2019-05-28 |
2019-06-24 |
28.116512423999993 |
27.65232 |
¥-1.7万 |
-1.68% |
回到中轨 |
| 15 |
2019-09-27 |
2019-10-29 |
32.161765636 |
31.248720000000002 |
¥-2.9万 |
-2.87% |
回到中轨 |
| 16 |
2019-11-12 |
2019-12-09 |
28.216642453999995 |
29.4705 |
¥4.3万 |
+4.41% |
回到中轨 |
| 17 |
2020-02-04 |
2020-02-07 |
28.777370621999996 |
34.515449999999994 |
¥19.6万 |
+19.90% |
回到中轨 |
| 18 |
2020-08-26 |
2020-11-10 |
31.350712392999995 |
24.425549999999998 |
¥-26.9万 |
-22.11% |
回到中轨 |
| 19 |
2020-12-10 |
2021-01-06 |
21.387774408 |
21.2787 |
¥-5,080 |
-0.54% |
回到中轨 |
| 20 |
2021-04-16 |
2021-04-20 |
19.17490074499999 |
19.6803 |
¥2.5万 |
+2.60% |
回到中轨 |
| 21 |
2021-04-23 |
2021-05-18 |
18.183613448 |
18.511470000000003 |
¥1.7万 |
+1.77% |
回到中轨 |
| 22 |
2021-06-30 |
2021-07-02 |
20.776981224999997 |
22.177799999999998 |
¥6.6万 |
+6.71% |
回到中轨 |
| 23 |
2021-11-26 |
2022-01-11 |
25.082572514999995 |
22.70727 |
¥-9.9万 |
-9.50% |
回到中轨 |
| 24 |
2022-04-12 |
2022-05-06 |
17.452664228999996 |
17.282700000000002 |
¥-9,423 |
-1.00% |
回到中轨 |
| 25 |
2022-08-01 |
2022-10-18 |
18.463977532 |
16.70328 |
¥-8.9万 |
-9.56% |
回到中轨 |
| 26 |
2023-08-17 |
2023-08-30 |
25.713391703999996 |
26.52345 |
¥2.6万 |
+3.12% |
回到中轨 |
| 27 |
2023-10-20 |
2023-11-08 |
20.416513117 |
20.759220000000003 |
¥1.4万 |
+1.65% |
回到中轨 |
| 28 |
2023-12-06 |
2023-12-11 |
19.585433868 |
20.81916 |
¥5.6万 |
+6.27% |
回到中轨 |
| 29 |
2023-12-21 |
2024-01-26 |
18.904549663999997 |
17.72226 |
¥-5.9万 |
-6.28% |
回到中轨 |
| 30 |
2024-01-31 |
2024-02-19 |
16.140960835999998 |
17.46252 |
¥7.2万 |
+8.16% |
回到中轨 |
| 31 |
2024-03-28 |
2024-04-30 |
20.726916209999995 |
21.1788 |
¥2.1万 |
+2.15% |
回到中轨 |
| 32 |
2025-04-08 |
2025-05-07 |
24.441740322999998 |
26.08389 |
¥6.6万 |
+6.69% |
回到中轨 |
| 33 |
2025-06-16 |
2025-07-01 |
23.120023927 |
23.95602 |
¥3.7万 |
+3.58% |
回到中轨 |
| 34 |
2025-12-17 |
2026-01-06 |
24.031207199999997 |
25.234740000000002 |
¥5.4万 |
+4.98% |
回到中轨 |
| 35 |
2026-03-04 |
2026-03-11 |
23.630687079999998 |
24.835140000000003 |
¥5.7万 |
+5.07% |
回到中轨 |
| 36 |
2026-05-27 |
2026-06-23 |
28.817422634000003 |
27.7722 |
¥-4.4万 |
-3.66% |
回到中轨 |
| 37 |
2026-10-13 |
2026-11-12 |
27.766057318999998 |
25.254720000000002 |
¥-10.3万 |
-9.07% |
回到中轨 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-08-25 |
跌破下轨 |
买入 |
53.053 |
17000.0 |
¥90.2万 |
|
| 2015-09-18 |
回到中轨 |
卖出 |
59.490449999999996 |
17000.0 |
¥1.01M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
82.96287999999998 |
12400.0 |
¥1.03M |
|
| 2016-02-17 |
回到中轨 |
卖出 |
69.93 |
12400.0 |
¥86.7万 |
|
| 2016-03-01 |
跌破下轨 |
买入 |
55.57552 |
17000.0 |
¥94.5万 |
|
| 2016-03-21 |
回到中轨 |
卖出 |
64.91502 |
17000.0 |
¥1.10M |
|
| 2016-04-21 |
跌破下轨 |
买入 |
59.059 |
18600.0 |
¥1.10M |
|
| 2016-05-24 |
回到中轨 |
卖出 |
58.941 |
18600.0 |
¥1.10M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
58.20814999999998 |
18900.0 |
¥1.10M |
|
| 2017-02-10 |
回到中轨 |
卖出 |
55.294650000000004 |
18900.0 |
¥1.04M |
|
| 2017-04-21 |
跌破下轨 |
买入 |
51.80174999999999 |
20000.0 |
¥1.04M |
|
| 2017-05-18 |
回到中轨 |
卖出 |
52.69725 |
20000.0 |
¥1.05M |
|
| 2018-02-01 |
跌破下轨 |
买入 |
60.63056999999999 |
17500.0 |
¥1.06M |
|
| 2018-02-27 |
回到中轨 |
卖出 |
60.8391 |
17500.0 |
¥1.06M |
|
| 2018-05-29 |
跌破下轨 |
买入 |
68.52845999999998 |
15500.0 |
¥1.06M |
|
| 2018-07-04 |
回到中轨 |
卖出 |
63.936 |
15500.0 |
¥99.1万 |
|
| 2018-07-06 |
跌破下轨 |
买入 |
42.06202 |
23600.0 |
¥99.3万 |
|
| 2018-07-26 |
回到中轨 |
卖出 |
47.952 |
23600.0 |
¥1.13M |
|
| 2018-09-06 |
跌破下轨 |
买入 |
42.652609999999996 |
26100.0 |
¥1.11M |
|
| 2018-11-07 |
回到中轨 |
卖出 |
35.964 |
26100.0 |
¥93.8万 |
|
| 2018-12-20 |
跌破下轨 |
买入 |
32.37234 |
29400.0 |
¥95.2万 |
|
| 2019-01-14 |
回到中轨 |
卖出 |
32.417550000000006 |
29400.0 |
¥95.3万 |
|
| 2019-01-31 |
跌破下轨 |
买入 |
30.850819999999995 |
31000.0 |
¥95.7万 |
|
| 2019-02-12 |
回到中轨 |
卖出 |
33.05691 |
31000.0 |
¥1.02M |
|
| 2019-04-29 |
跌破下轨 |
买入 |
40.64 |
25100.0 |
¥1.02M |
|
| 2019-05-23 |
回到中轨 |
卖出 |
40.6593 |
25100.0 |
¥1.02M |
|
| 2019-05-28 |
跌破下轨 |
买入 |
28.108079999999994 |
36400.0 |
¥1.02M |
|
| 2019-06-24 |
回到中轨 |
卖出 |
27.65232 |
36400.0 |
¥1.01M |
|
| 2019-09-27 |
跌破下轨 |
买入 |
32.15212 |
31300.0 |
¥1.01M |
|
| 2019-10-29 |
回到中轨 |
卖出 |
31.248720000000002 |
31300.0 |
¥97.8万 |
|
| 2019-11-12 |
跌破下轨 |
买入 |
28.208179999999995 |
34600.0 |
¥97.6万 |
|
| 2019-12-09 |
回到中轨 |
卖出 |
29.4705 |
34600.0 |
¥1.02M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
28.768739999999994 |
34200.0 |
¥98.4万 |
|
| 2020-02-07 |
回到中轨 |
卖出 |
34.515449999999994 |
34200.0 |
¥1.18M |
|
| 2020-08-26 |
跌破下轨 |
买入 |
31.341309999999993 |
38800.0 |
¥1.22M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
24.425549999999998 |
38800.0 |
¥94.7万 |
|
| 2020-12-10 |
跌破下轨 |
买入 |
21.381359999999997 |
44000.0 |
¥94.1万 |
|
| 2021-01-06 |
回到中轨 |
卖出 |
21.2787 |
44000.0 |
¥93.6万 |
|
| 2021-04-16 |
跌破下轨 |
买入 |
19.169149999999995 |
49200.0 |
¥94.3万 |
|
| 2021-04-20 |
回到中轨 |
卖出 |
19.6803 |
49200.0 |
¥96.8万 |
|
| 2021-04-23 |
跌破下轨 |
买入 |
18.17816 |
53200.0 |
¥96.7万 |
|
| 2021-05-18 |
回到中轨 |
卖出 |
18.511470000000003 |
53200.0 |
¥98.5万 |
|
| 2021-06-30 |
跌破下轨 |
买入 |
20.770749999999996 |
47400.0 |
¥98.5万 |
|
| 2021-07-02 |
回到中轨 |
卖出 |
22.177799999999998 |
47400.0 |
¥1.05M |
|
| 2021-11-26 |
跌破下轨 |
买入 |
25.075049999999997 |
41700.0 |
¥1.05M |
|
| 2022-01-11 |
回到中轨 |
卖出 |
22.70727 |
41700.0 |
¥94.7万 |
|
| 2022-04-12 |
跌破下轨 |
买入 |
17.447429999999997 |
53800.0 |
¥93.9万 |
|
| 2022-05-06 |
回到中轨 |
卖出 |
17.282700000000002 |
53800.0 |
¥93.0万 |
|
| 2022-08-01 |
跌破下轨 |
买入 |
18.45844 |
50600.0 |
¥93.4万 |
|
| 2022-10-18 |
回到中轨 |
卖出 |
16.70328 |
50600.0 |
¥84.5万 |
|
| 2023-08-17 |
跌破下轨 |
买入 |
25.705679999999997 |
32900.0 |
¥84.6万 |
|
| 2023-08-30 |
回到中轨 |
卖出 |
26.52345 |
32900.0 |
¥87.2万 |
|
| 2023-10-20 |
跌破下轨 |
买入 |
20.41039 |
42800.0 |
¥87.4万 |
|
| 2023-11-08 |
回到中轨 |
卖出 |
20.759220000000003 |
42800.0 |
¥88.8万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
19.579559999999997 |
45400.0 |
¥88.9万 |
|
| 2023-12-11 |
回到中轨 |
卖出 |
20.81916 |
45400.0 |
¥94.5万 |
|
| 2023-12-21 |
跌破下轨 |
买入 |
18.89888 |
49800.0 |
¥94.1万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
17.72226 |
49800.0 |
¥88.2万 |
|
| 2024-01-31 |
跌破下轨 |
买入 |
16.13612 |
54700.0 |
¥88.3万 |
|
| 2024-02-19 |
回到中轨 |
卖出 |
17.46252 |
54700.0 |
¥95.5万 |
|
| 2024-03-28 |
跌破下轨 |
买入 |
20.720699999999997 |
46500.0 |
¥96.4万 |
|
| 2024-04-30 |
回到中轨 |
卖出 |
21.1788 |
46500.0 |
¥98.5万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
24.434409999999996 |
40100.0 |
¥98.0万 |
|
| 2025-05-07 |
回到中轨 |
卖出 |
26.08389 |
40100.0 |
¥1.05M |
|
| 2025-06-16 |
跌破下轨 |
买入 |
23.113089999999996 |
45000.0 |
¥1.04M |
|
| 2025-07-01 |
回到中轨 |
卖出 |
23.95602 |
45000.0 |
¥1.08M |
|
| 2025-12-17 |
跌破下轨 |
买入 |
24.023999999999997 |
45200.0 |
¥1.09M |
|
| 2026-01-06 |
回到中轨 |
卖出 |
25.234740000000002 |
45200.0 |
¥1.14M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
23.6236 |
47700.0 |
¥1.13M |
|
| 2026-03-11 |
回到中轨 |
卖出 |
24.835140000000003 |
47700.0 |
¥1.18M |
|
| 2026-05-27 |
跌破下轨 |
买入 |
28.808780000000002 |
41300.0 |
¥1.19M |
|
| 2026-06-23 |
回到中轨 |
卖出 |
27.7722 |
41300.0 |
¥1.15M |
|
| 2026-10-13 |
跌破下轨 |
买入 |
27.757730000000002 |
40700.0 |
¥1.13M |
|
| 2026-11-12 |
回到中轨 |
卖出 |
25.254720000000002 |
40700.0 |
¥1.03M |
|