000963 华东医药 — 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: ¥1.65M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +64.71%）
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 |
2015-02-09 |
2015-03-02 |
51.405417 |
53.276669999999996 |
¥3.6万 |
+3.61% |
回到中轨 |
| 2 |
2015-06-23 |
2015-08-10 |
70.091021 |
77.1228 |
¥10.3万 |
+10.00% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-05 |
75.40792559299999 |
70.72919999999999 |
¥-6.9万 |
-6.23% |
回到中轨 |
| 4 |
2016-05-10 |
2016-06-01 |
66.065793794 |
65.17475999999999 |
¥-1.5万 |
-1.38% |
回到中轨 |
| 5 |
2016-09-19 |
2016-09-20 |
66.38620989 |
67.72221 |
¥2.1万 |
+1.98% |
回到中轨 |
| 6 |
2016-12-05 |
2016-12-27 |
72.09362159999998 |
71.928 |
¥-2,771 |
-0.26% |
回到中轨 |
| 7 |
2017-05-25 |
2017-06-22 |
44.85825343999999 |
49.62033 |
¥11.3万 |
+10.58% |
回到中轨 |
| 8 |
2017-07-11 |
2017-08-10 |
47.41156920499999 |
47.3526 |
¥-1,815 |
-0.15% |
回到中轨 |
| 9 |
2017-11-15 |
2017-11-23 |
51.717160494999995 |
53.5464 |
¥4.1万 |
+3.51% |
回到中轨 |
| 10 |
2018-02-12 |
2018-02-22 |
51.166445329999995 |
55.49445 |
¥10.2万 |
+8.43% |
回到中轨 |
| 11 |
2018-06-12 |
2018-07-13 |
72.013517576 |
48.561389999999996 |
¥-42.9万 |
-32.59% |
回到中轨 |
| 12 |
2018-08-07 |
2018-08-24 |
41.824313530999994 |
44.01594 |
¥4.7万 |
+5.21% |
回到中轨 |
| 13 |
2018-09-17 |
2018-10-08 |
39.050711699999994 |
40.959 |
¥4.6万 |
+4.86% |
回到中轨 |
| 14 |
2018-10-12 |
2018-10-23 |
36.64759097999999 |
40.189769999999996 |
¥9.5万 |
+9.63% |
回到中轨 |
| 15 |
2018-10-29 |
2018-11-05 |
34.620383 |
38.871089999999995 |
¥13.1万 |
+12.24% |
回到中轨 |
| 16 |
2018-12-10 |
2019-01-16 |
28.53705855 |
26.38359 |
¥-8.8万 |
-7.57% |
回到中轨 |
| 17 |
2019-05-28 |
2019-06-21 |
30.75994521599999 |
24.6753 |
¥-22.3万 |
-19.81% |
回到中轨 |
| 18 |
2019-06-24 |
2019-07-11 |
24.631987379999998 |
27.10287 |
¥9.0万 |
+10.00% |
回到中轨 |
| 19 |
2019-08-06 |
2019-08-19 |
25.693365697999997 |
27.95202 |
¥8.6万 |
+8.76% |
回到中轨 |
| 20 |
2019-09-27 |
2019-11-01 |
25.543170652999997 |
26.213759999999997 |
¥2.8万 |
+2.59% |
回到中轨 |
| 21 |
2019-12-03 |
2019-12-18 |
23.186954000000004 |
24.00597 |
¥3.8万 |
+3.50% |
回到中轨 |
| 22 |
2020-01-20 |
2020-03-06 |
20.676851194999994 |
20.4795 |
¥-1.0万 |
-0.98% |
回到中轨 |
| 23 |
2020-03-17 |
2020-04-07 |
18.554094559 |
18.27171 |
¥-1.8万 |
-1.55% |
回到中轨 |
| 24 |
2020-09-11 |
2020-10-12 |
24.281532274999996 |
25.52445 |
¥5.7万 |
+5.09% |
回到中轨 |
| 25 |
2020-12-29 |
2021-01-07 |
26.224054856999995 |
28.35162 |
¥9.3万 |
+8.08% |
回到中轨 |
| 26 |
2021-06-17 |
2021-06-28 |
42.244859657 |
47.952 |
¥17.1万 |
+13.48% |
回到中轨 |
| 27 |
2021-07-26 |
2021-08-17 |
36.847851039999995 |
37.962 |
¥4.2万 |
+2.99% |
回到中轨 |
| 28 |
2021-08-27 |
2021-10-11 |
30.940179269999998 |
33.196769999999994 |
¥10.6万 |
+7.26% |
回到中轨 |
| 29 |
2021-11-30 |
2021-12-10 |
33.823924133999995 |
35.964 |
¥10.0万 |
+6.30% |
回到中轨 |
| 30 |
2022-03-15 |
2022-04-15 |
33.904028157999996 |
34.13583 |
¥1.1万 |
+0.65% |
回到中轨 |
| 31 |
2022-08-22 |
2022-09-13 |
40.63276617399999 |
43.28667 |
¥11.0万 |
+6.50% |
回到中轨 |
| 32 |
2022-09-23 |
2022-09-30 |
38.059424402999994 |
41.2587 |
¥15.1万 |
+8.37% |
回到中轨 |
| 33 |
2022-11-23 |
2022-12-02 |
40.802987224999995 |
42.057900000000004 |
¥6.0万 |
+3.04% |
回到中轨 |
| 34 |
2023-04-21 |
2023-05-22 |
41.704157495 |
41.8581 |
¥6,758 |
+0.34% |
回到中轨 |
| 35 |
2023-06-01 |
2023-06-15 |
39.000646685 |
41.758199999999995 |
¥14.2万 |
+7.04% |
回到中轨 |
| 36 |
2023-08-02 |
2023-09-12 |
41.99453458199999 |
39.22074 |
¥-14.3万 |
-6.63% |
回到中轨 |
| 37 |
2023-12-06 |
2023-12-29 |
39.781660919 |
39.89007 |
¥4,899 |
+0.24% |
回到中轨 |
| 38 |
2024-01-08 |
2024-02-20 |
36.44733091999999 |
32.32764 |
¥-22.8万 |
-11.33% |
回到中轨 |
| 39 |
2024-03-25 |
2024-04-19 |
31.440829419999996 |
31.31865 |
¥-7,447 |
-0.42% |
回到中轨 |
| 40 |
2024-05-24 |
2024-07-18 |
31.651102482999995 |
28.13184 |
¥-19.9万 |
-11.15% |
回到中轨 |
| 41 |
2025-01-02 |
2025-01-21 |
34.725094404 |
34.385580000000004 |
¥-1.6万 |
-1.01% |
回到中轨 |
| 42 |
2025-03-24 |
2025-03-28 |
33.793885125 |
36.573389999999996 |
¥12.9万 |
+8.19% |
回到中轨 |
| 43 |
2025-10-15 |
2025-10-30 |
39.431205813999995 |
40.73922 |
¥5.6万 |
+3.29% |
回到中轨 |
| 44 |
2025-12-16 |
2026-01-14 |
40.10207701499999 |
39.83013 |
¥-1.2万 |
-0.71% |
回到中轨 |
| 45 |
2026-01-23 |
2026-03-17 |
37.84915133999999 |
35.44452 |
¥-11.2万 |
-6.38% |
回到中轨 |
| 46 |
2026-05-18 |
2026-06-12 |
31.0093 |
28.86111 |
¥-11.3万 |
-6.96% |
回到中轨 |
| 47 |
2026-06-29 |
2026-06-30 |
26.103898820999994 |
28.59138 |
¥14.3万 |
+9.50% |
回到中轨 |
| 48 |
2026-08-25 |
2026-09-29 |
27.085173114999996 |
26.70327 |
¥-2.4万 |
-1.44% |
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 |
|---|
| 2015-02-09 |
跌破下轨 |
买入 |
51.39 |
19400.0 |
¥99.7万 |
|
| 2015-03-02 |
回到中轨 |
卖出 |
53.276669999999996 |
19400.0 |
¥1.03M |
|
| 2015-06-23 |
跌破下轨 |
买入 |
70.07 |
14700.0 |
¥1.03M |
|
| 2015-08-10 |
回到中轨 |
卖出 |
77.1228 |
14700.0 |
¥1.13M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
75.38530999999999 |
14700.0 |
¥1.11M |
|
| 2016-02-05 |
回到中轨 |
卖出 |
70.72919999999999 |
14700.0 |
¥1.04M |
|
| 2016-05-10 |
跌破下轨 |
买入 |
66.04598 |
16100.0 |
¥1.06M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
65.17475999999999 |
16100.0 |
¥1.05M |
|
| 2016-09-19 |
跌破下轨 |
买入 |
66.3663 |
15800.0 |
¥1.05M |
|
| 2016-09-20 |
回到中轨 |
卖出 |
67.72221 |
15800.0 |
¥1.07M |
|
| 2016-12-05 |
跌破下轨 |
买入 |
72.07199999999999 |
14800.0 |
¥1.07M |
|
| 2016-12-27 |
回到中轨 |
卖出 |
71.928 |
14800.0 |
¥1.06M |
|
| 2017-05-25 |
跌破下轨 |
买入 |
44.84479999999999 |
23700.0 |
¥1.06M |
|
| 2017-06-22 |
回到中轨 |
卖出 |
49.62033 |
23700.0 |
¥1.18M |
|
| 2017-07-11 |
跌破下轨 |
买入 |
47.39734999999999 |
24800.0 |
¥1.18M |
|
| 2017-08-10 |
回到中轨 |
卖出 |
47.3526 |
24800.0 |
¥1.17M |
|
| 2017-11-15 |
跌破下轨 |
买入 |
51.701649999999994 |
22800.0 |
¥1.18M |
|
| 2017-11-23 |
回到中轨 |
卖出 |
53.5464 |
22800.0 |
¥1.22M |
|
| 2018-02-12 |
跌破下轨 |
买入 |
51.15109999999999 |
23700.0 |
¥1.21M |
|
| 2018-02-22 |
回到中轨 |
卖出 |
55.49445 |
23700.0 |
¥1.31M |
|
| 2018-06-12 |
跌破下轨 |
买入 |
71.99192 |
18300.0 |
¥1.32M |
|
| 2018-07-13 |
回到中轨 |
卖出 |
48.561389999999996 |
18300.0 |
¥88.8万 |
|
| 2018-08-07 |
跌破下轨 |
买入 |
41.811769999999996 |
21400.0 |
¥89.5万 |
|
| 2018-08-24 |
回到中轨 |
卖出 |
44.01594 |
21400.0 |
¥94.2万 |
|
| 2018-09-17 |
跌破下轨 |
买入 |
39.038999999999994 |
24000.0 |
¥93.7万 |
|
| 2018-10-08 |
回到中轨 |
卖出 |
40.959 |
24000.0 |
¥98.3万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
36.636599999999994 |
26900.0 |
¥98.6万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
40.189769999999996 |
26900.0 |
¥1.08M |
|
| 2018-10-29 |
跌破下轨 |
买入 |
34.61 |
30900.0 |
¥1.07M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
38.871089999999995 |
30900.0 |
¥1.20M |
|
| 2018-12-10 |
跌破下轨 |
买入 |
28.5285 |
40500.0 |
¥1.16M |
|
| 2019-01-16 |
回到中轨 |
卖出 |
26.38359 |
40500.0 |
¥1.07M |
|
| 2019-05-28 |
跌破下轨 |
买入 |
30.750719999999994 |
36600.0 |
¥1.13M |
|
| 2019-06-21 |
回到中轨 |
卖出 |
24.6753 |
36600.0 |
¥90.3万 |
|
| 2019-06-24 |
跌破下轨 |
买入 |
24.624599999999997 |
36600.0 |
¥90.2万 |
|
| 2019-07-11 |
回到中轨 |
卖出 |
27.10287 |
36600.0 |
¥99.2万 |
|
| 2019-08-06 |
跌破下轨 |
买入 |
25.68566 |
38100.0 |
¥97.9万 |
|
| 2019-08-19 |
回到中轨 |
卖出 |
27.95202 |
38100.0 |
¥1.06M |
|
| 2019-09-27 |
跌破下轨 |
买入 |
25.53551 |
42000.0 |
¥1.07M |
|
| 2019-11-01 |
回到中轨 |
卖出 |
26.213759999999997 |
42000.0 |
¥1.10M |
|
| 2019-12-03 |
跌破下轨 |
买入 |
23.18 |
47400.0 |
¥1.10M |
|
| 2019-12-18 |
回到中轨 |
卖出 |
24.00597 |
47400.0 |
¥1.14M |
|
| 2020-01-20 |
跌破下轨 |
买入 |
20.67064999999999 |
51500.0 |
¥1.06M |
|
| 2020-03-06 |
回到中轨 |
卖出 |
20.4795 |
51500.0 |
¥1.05M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
18.54853 |
61000.0 |
¥1.13M |
|
| 2020-04-07 |
回到中轨 |
卖出 |
18.27171 |
61000.0 |
¥1.11M |
|
| 2020-09-11 |
跌破下轨 |
买入 |
24.27425 |
45900.0 |
¥1.11M |
|
| 2020-10-12 |
回到中轨 |
卖出 |
25.52445 |
45900.0 |
¥1.17M |
|
| 2020-12-29 |
跌破下轨 |
买入 |
26.216189999999997 |
44100.0 |
¥1.16M |
|
| 2021-01-07 |
回到中轨 |
卖出 |
28.35162 |
44100.0 |
¥1.25M |
|
| 2021-06-17 |
跌破下轨 |
买入 |
42.232189999999996 |
30000.0 |
¥1.27M |
|
| 2021-06-28 |
回到中轨 |
卖出 |
47.952 |
30000.0 |
¥1.44M |
|
| 2021-07-26 |
跌破下轨 |
买入 |
36.83679999999999 |
38100.0 |
¥1.40M |
|
| 2021-08-17 |
回到中轨 |
卖出 |
37.962 |
38100.0 |
¥1.45M |
|
| 2021-08-27 |
跌破下轨 |
买入 |
30.930899999999994 |
47200.0 |
¥1.46M |
|
| 2021-10-11 |
回到中轨 |
卖出 |
33.196769999999994 |
47200.0 |
¥1.57M |
|
| 2021-11-30 |
跌破下轨 |
买入 |
33.813779999999994 |
46800.0 |
¥1.58M |
|
| 2021-12-10 |
回到中轨 |
卖出 |
35.964 |
46800.0 |
¥1.68M |
|
| 2022-03-15 |
跌破下轨 |
买入 |
33.89386 |
49200.0 |
¥1.67M |
|
| 2022-04-15 |
回到中轨 |
卖出 |
34.13583 |
49200.0 |
¥1.68M |
|
| 2022-08-22 |
跌破下轨 |
买入 |
40.62058 |
41700.0 |
¥1.69M |
|
| 2022-09-13 |
回到中轨 |
卖出 |
43.28667 |
41700.0 |
¥1.80M |
|
| 2022-09-23 |
跌破下轨 |
买入 |
38.04800999999999 |
47300.0 |
¥1.80M |
|
| 2022-09-30 |
回到中轨 |
卖出 |
41.2587 |
47300.0 |
¥1.95M |
|
| 2022-11-23 |
跌破下轨 |
买入 |
40.790749999999996 |
47900.0 |
¥1.95M |
|
| 2022-12-02 |
回到中轨 |
卖出 |
42.057900000000004 |
47900.0 |
¥2.01M |
|
| 2023-04-21 |
跌破下轨 |
买入 |
41.691649999999996 |
47800.0 |
¥1.99M |
|
| 2023-05-22 |
回到中轨 |
卖出 |
41.8581 |
47800.0 |
¥2.00M |
|
| 2023-06-01 |
跌破下轨 |
买入 |
38.988949999999996 |
51800.0 |
¥2.02M |
|
| 2023-06-15 |
回到中轨 |
卖出 |
41.758199999999995 |
51800.0 |
¥2.16M |
|
| 2023-08-02 |
跌破下轨 |
买入 |
41.981939999999994 |
51500.0 |
¥2.16M |
|
| 2023-09-12 |
回到中轨 |
卖出 |
39.22074 |
51500.0 |
¥2.02M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
39.769729999999996 |
50800.0 |
¥2.02M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
39.89007 |
50800.0 |
¥2.03M |
|
| 2024-01-08 |
跌破下轨 |
买入 |
36.43639999999999 |
55100.0 |
¥2.01M |
|
| 2024-02-20 |
回到中轨 |
卖出 |
32.32764 |
55100.0 |
¥1.78M |
|
| 2024-03-25 |
跌破下轨 |
买入 |
31.431399999999996 |
56600.0 |
¥1.78M |
|
| 2024-04-19 |
回到中轨 |
卖出 |
31.31865 |
56600.0 |
¥1.77M |
|
| 2024-05-24 |
跌破下轨 |
买入 |
31.641609999999996 |
56500.0 |
¥1.79M |
|
| 2024-07-18 |
回到中轨 |
卖出 |
28.13184 |
56500.0 |
¥1.59M |
|
| 2025-01-02 |
跌破下轨 |
买入 |
34.714679999999994 |
45900.0 |
¥1.59M |
|
| 2025-01-21 |
回到中轨 |
卖出 |
34.385580000000004 |
45900.0 |
¥1.58M |
|
| 2025-03-24 |
跌破下轨 |
买入 |
33.78375 |
46600.0 |
¥1.57M |
|
| 2025-03-28 |
回到中轨 |
卖出 |
36.573389999999996 |
46600.0 |
¥1.70M |
|
| 2025-10-15 |
跌破下轨 |
买入 |
39.41938 |
43300.0 |
¥1.71M |
|
| 2025-10-30 |
回到中轨 |
卖出 |
40.73922 |
43300.0 |
¥1.76M |
|
| 2025-12-16 |
跌破下轨 |
买入 |
40.09004999999999 |
43900.0 |
¥1.76M |
|
| 2026-01-14 |
回到中轨 |
卖出 |
39.83013 |
43900.0 |
¥1.75M |
|
| 2026-01-23 |
跌破下轨 |
买入 |
37.837799999999994 |
46200.0 |
¥1.75M |
|
| 2026-03-17 |
回到中轨 |
卖出 |
35.44452 |
46200.0 |
¥1.64M |
|
| 2026-05-18 |
跌破下轨 |
买入 |
31.0 |
52200.0 |
¥1.62M |
|
| 2026-06-12 |
回到中轨 |
卖出 |
28.86111 |
52200.0 |
¥1.51M |
|
| 2026-06-29 |
跌破下轨 |
买入 |
26.096069999999997 |
57600.0 |
¥1.50M |
|
| 2026-06-30 |
回到中轨 |
卖出 |
28.59138 |
57600.0 |
¥1.65M |
|
| 2026-08-25 |
跌破下轨 |
买入 |
27.077049999999996 |
61300.0 |
¥1.66M |
|
| 2026-09-29 |
回到中轨 |
卖出 |
26.70327 |
61300.0 |
¥1.64M |
|