000977 浪潮信息 — 布林下轨抄底 回测明细
数据区间: 2015-01-19 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.57M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +57.14%）
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 39 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 |
2015-04-28 |
2015-05-22 |
34.0442102 |
46.17378 |
¥34.8万 |
+35.59% |
回到中轨 |
| 2 |
2015-06-17 |
2015-07-21 |
39.55136185 |
29.04093 |
¥-35.6万 |
-26.60% |
回到中轨 |
| 3 |
2015-08-26 |
2015-09-17 |
23.029906899999997 |
24.98499 |
¥8.3万 |
+8.46% |
回到中轨 |
| 4 |
2015-12-01 |
2015-12-11 |
27.80610933099999 |
30.7692 |
¥11.3万 |
+10.62% |
回到中轨 |
| 5 |
2016-03-01 |
2016-03-18 |
19.425225819999994 |
21.598380000000002 |
¥13.2万 |
+11.15% |
回到中轨 |
| 6 |
2016-05-10 |
2016-05-30 |
21.527956449999994 |
22.287689999999998 |
¥4.6万 |
+3.50% |
回到中轨 |
| 7 |
2016-12-05 |
2017-01-05 |
22.148762635999997 |
21.448529999999998 |
¥-4.3万 |
-3.19% |
回到中轨 |
| 8 |
2017-01-12 |
2017-02-06 |
20.536669152999995 |
20.809169999999998 |
¥1.7万 |
+1.30% |
回到中轨 |
| 9 |
2017-03-20 |
2017-04-25 |
20.696877201000003 |
19.270709999999998 |
¥-9.3万 |
-6.92% |
回到中轨 |
| 10 |
2017-05-08 |
2017-05-22 |
18.233678462999997 |
18.13185 |
¥-7,208 |
-0.59% |
回到中轨 |
| 11 |
2017-07-18 |
2017-08-17 |
16.521454949999995 |
16.4835 |
¥-3,200 |
-0.26% |
回到中轨 |
| 12 |
2017-10-19 |
2017-11-08 |
18.333808492999996 |
19.31067 |
¥6.5万 |
+5.30% |
回到中轨 |
| 13 |
2018-01-09 |
2018-02-14 |
18.744341615999996 |
17.3826 |
¥-9.4万 |
-7.29% |
回到中轨 |
| 14 |
2018-06-20 |
2018-06-28 |
19.705589903999996 |
21.78819 |
¥12.6万 |
+10.54% |
回到中轨 |
| 15 |
2018-09-17 |
2018-11-05 |
23.039919902999998 |
19.23075 |
¥-21.5万 |
-16.56% |
回到中轨 |
| 16 |
2019-01-02 |
2019-01-22 |
15.940700775999998 |
16.63335 |
¥4.8万 |
+4.31% |
回到中轨 |
| 17 |
2019-07-19 |
2019-08-19 |
21.20636 |
22.78 |
¥8.5万 |
+7.39% |
回到中轨 |
| 18 |
2020-03-10 |
2020-04-21 |
41.15344233 |
38.78118 |
¥-7.2万 |
-5.79% |
回到中轨 |
| 19 |
2020-09-08 |
2020-10-13 |
34.124314223999995 |
32.60736 |
¥-5.3万 |
-4.47% |
回到中轨 |
| 20 |
2020-11-03 |
2020-11-10 |
27.635888279999996 |
30.859110000000005 |
¥13.0万 |
+11.63% |
回到中轨 |
| 21 |
2020-12-21 |
2021-01-05 |
27.055134105999997 |
26.98299 |
¥-3,723 |
-0.30% |
回到中轨 |
| 22 |
2021-03-15 |
2021-04-20 |
28.13653843 |
27.82215 |
¥-1.4万 |
-1.15% |
回到中轨 |
| 23 |
2021-07-02 |
2021-07-16 |
26.955004075999994 |
31.2687 |
¥19.8万 |
+15.97% |
回到中轨 |
| 24 |
2021-09-30 |
2021-10-18 |
28.547071553000002 |
29.6703 |
¥5.6万 |
+3.90% |
回到中轨 |
| 25 |
2022-04-11 |
2022-05-23 |
26.284132874999994 |
25.0749 |
¥-6.9万 |
-4.63% |
回到中轨 |
| 26 |
2022-08-03 |
2022-08-08 |
23.150062936 |
25.05492 |
¥11.6万 |
+8.20% |
回到中轨 |
| 27 |
2022-09-20 |
2022-10-18 |
21.357735399 |
21.0789 |
¥-2.1万 |
-1.34% |
回到中轨 |
| 28 |
2022-11-29 |
2022-12-02 |
21.688164497999995 |
22.69 |
¥7.0万 |
+4.59% |
回到中轨 |
| 29 |
2022-12-21 |
2023-01-04 |
21.487904437999997 |
22.64733 |
¥8.5万 |
+5.36% |
回到中轨 |
| 30 |
2023-08-21 |
2023-09-25 |
40.913130257999995 |
37.35261 |
¥-14.6万 |
-8.73% |
回到中轨 |
| 31 |
2023-10-19 |
2023-11-08 |
30.039008999999993 |
31.468500000000002 |
¥7.0万 |
+4.73% |
回到中轨 |
| 32 |
2023-12-21 |
2024-01-19 |
32.592324764999994 |
31.71825 |
¥-4.3万 |
-2.71% |
回到中轨 |
| 33 |
2024-02-01 |
2024-02-19 |
27.896226357999996 |
31.6683 |
¥20.8万 |
+13.49% |
回到中轨 |
| 34 |
2024-04-11 |
2024-04-30 |
37.148241129999995 |
40.27968 |
¥14.8万 |
+8.40% |
回到中轨 |
| 35 |
2024-05-30 |
2024-06-19 |
36.437317916999994 |
38.36 |
¥9.9万 |
+5.25% |
回到中轨 |
| 36 |
2024-08-07 |
2024-09-20 |
34.84525044 |
31.62834 |
¥-18.6万 |
-9.26% |
回到中轨 |
| 37 |
2025-03-27 |
2025-04-30 |
53.36930598999999 |
49.4505 |
¥-13.3万 |
-7.37% |
回到中轨 |
| 38 |
2026-05-28 |
2026-06-18 |
64.38360928999998 |
64.01 |
¥-1.0万 |
-0.61% |
回到中轨 |
| 39 |
2026-10-13 |
2026-11-12 |
60.628733164999986 |
56.503440000000005 |
¥-11.2万 |
-6.83% |
回到中轨 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-28 |
跌破下轨 |
买入 |
34.034 |
28700.0 |
¥97.7万 |
|
| 2015-05-22 |
回到中轨 |
卖出 |
46.17378 |
28700.0 |
¥1.32M |
|
| 2015-06-17 |
跌破下轨 |
买入 |
39.5395 |
33800.0 |
¥1.34M |
|
| 2015-07-21 |
回到中轨 |
卖出 |
29.04093 |
33800.0 |
¥98.1万 |
|
| 2015-08-26 |
跌破下轨 |
买入 |
23.022999999999996 |
42500.0 |
¥97.9万 |
|
| 2015-09-17 |
回到中轨 |
卖出 |
24.98499 |
42500.0 |
¥1.06M |
|
| 2015-12-01 |
跌破下轨 |
买入 |
27.797769999999993 |
38100.0 |
¥1.06M |
|
| 2015-12-11 |
回到中轨 |
卖出 |
30.7692 |
38100.0 |
¥1.17M |
|
| 2016-03-01 |
跌破下轨 |
买入 |
19.419399999999996 |
61000.0 |
¥1.18M |
|
| 2016-03-18 |
回到中轨 |
卖出 |
21.598380000000002 |
61000.0 |
¥1.32M |
|
| 2016-05-10 |
跌破下轨 |
买入 |
21.521499999999996 |
60700.0 |
¥1.31M |
|
| 2016-05-30 |
回到中轨 |
卖出 |
22.287689999999998 |
60700.0 |
¥1.35M |
|
| 2016-12-05 |
跌破下轨 |
买入 |
22.14212 |
60800.0 |
¥1.35M |
|
| 2017-01-05 |
回到中轨 |
卖出 |
21.448529999999998 |
60800.0 |
¥1.30M |
|
| 2017-01-12 |
跌破下轨 |
买入 |
20.53051 |
64100.0 |
¥1.32M |
|
| 2017-02-06 |
回到中轨 |
卖出 |
20.809169999999998 |
64100.0 |
¥1.33M |
|
| 2017-03-20 |
跌破下轨 |
买入 |
20.69067 |
64600.0 |
¥1.34M |
|
| 2017-04-25 |
回到中轨 |
卖出 |
19.270709999999998 |
64600.0 |
¥1.24M |
|
| 2017-05-08 |
跌破下轨 |
买入 |
18.228209999999997 |
67200.0 |
¥1.23M |
|
| 2017-05-22 |
回到中轨 |
卖出 |
18.13185 |
67200.0 |
¥1.22M |
|
| 2017-07-18 |
跌破下轨 |
买入 |
16.516499999999997 |
74600.0 |
¥1.23M |
|
| 2017-08-17 |
回到中轨 |
卖出 |
16.4835 |
74600.0 |
¥1.23M |
|
| 2017-10-19 |
跌破下轨 |
买入 |
18.32831 |
67100.0 |
¥1.23M |
|
| 2017-11-08 |
回到中轨 |
卖出 |
19.31067 |
67100.0 |
¥1.30M |
|
| 2018-01-09 |
跌破下轨 |
买入 |
18.738719999999997 |
69000.0 |
¥1.29M |
|
| 2018-02-14 |
回到中轨 |
卖出 |
17.3826 |
69000.0 |
¥1.20M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
19.699679999999997 |
60900.0 |
¥1.20M |
|
| 2018-06-28 |
回到中轨 |
卖出 |
21.78819 |
60900.0 |
¥1.33M |
|
| 2018-09-17 |
跌破下轨 |
买入 |
23.033009999999997 |
56300.0 |
¥1.30M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
19.23075 |
56300.0 |
¥1.08M |
|
| 2019-01-02 |
跌破下轨 |
买入 |
15.93592 |
70000.0 |
¥1.12M |
|
| 2019-01-22 |
回到中轨 |
卖出 |
16.63335 |
70000.0 |
¥1.16M |
|
| 2019-07-19 |
跌破下轨 |
买入 |
21.2 |
54400.0 |
¥1.15M |
|
| 2019-08-19 |
回到中轨 |
卖出 |
22.78 |
54400.0 |
¥1.24M |
|
| 2020-03-10 |
跌破下轨 |
买入 |
41.141099999999994 |
30300.0 |
¥1.25M |
|
| 2020-04-21 |
回到中轨 |
卖出 |
38.78118 |
30300.0 |
¥1.17M |
|
| 2020-09-08 |
跌破下轨 |
买入 |
34.114079999999994 |
34500.0 |
¥1.18M |
|
| 2020-10-13 |
回到中轨 |
卖出 |
32.60736 |
34500.0 |
¥1.12M |
|
| 2020-11-03 |
跌破下轨 |
买入 |
27.627599999999994 |
40600.0 |
¥1.12M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
30.859110000000005 |
40600.0 |
¥1.25M |
|
| 2020-12-21 |
跌破下轨 |
买入 |
27.047019999999996 |
46400.0 |
¥1.26M |
|
| 2021-01-05 |
回到中轨 |
卖出 |
26.98299 |
46400.0 |
¥1.25M |
|
| 2021-03-15 |
跌破下轨 |
买入 |
28.128100000000003 |
43900.0 |
¥1.24M |
|
| 2021-04-20 |
回到中轨 |
卖出 |
27.82215 |
43900.0 |
¥1.22M |
|
| 2021-07-02 |
跌破下轨 |
买入 |
26.946919999999995 |
46000.0 |
¥1.24M |
|
| 2021-07-16 |
回到中轨 |
卖出 |
31.2687 |
46000.0 |
¥1.44M |
|
| 2021-09-30 |
跌破下轨 |
买入 |
28.538510000000002 |
50200.0 |
¥1.43M |
|
| 2021-10-18 |
回到中轨 |
卖出 |
29.6703 |
50200.0 |
¥1.49M |
|
| 2022-04-11 |
跌破下轨 |
买入 |
26.276249999999997 |
56800.0 |
¥1.49M |
|
| 2022-05-23 |
回到中轨 |
卖出 |
25.0749 |
56800.0 |
¥1.42M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
23.14312 |
61400.0 |
¥1.42M |
|
| 2022-08-08 |
回到中轨 |
卖出 |
25.05492 |
61400.0 |
¥1.54M |
|
| 2022-09-20 |
跌破下轨 |
买入 |
21.351329999999997 |
72000.0 |
¥1.54M |
|
| 2022-10-18 |
回到中轨 |
卖出 |
21.0789 |
72000.0 |
¥1.52M |
|
| 2022-11-29 |
跌破下轨 |
买入 |
21.681659999999997 |
70000.0 |
¥1.52M |
|
| 2022-12-02 |
回到中轨 |
卖出 |
22.69 |
70000.0 |
¥1.59M |
|
| 2022-12-21 |
跌破下轨 |
买入 |
21.48146 |
73800.0 |
¥1.59M |
|
| 2023-01-04 |
回到中轨 |
卖出 |
22.64733 |
73800.0 |
¥1.67M |
|
| 2023-08-21 |
跌破下轨 |
买入 |
40.900859999999994 |
40800.0 |
¥1.67M |
|
| 2023-09-25 |
回到中轨 |
卖出 |
37.35261 |
40800.0 |
¥1.52M |
|
| 2023-10-19 |
跌破下轨 |
买入 |
30.029999999999994 |
49300.0 |
¥1.48M |
|
| 2023-11-08 |
回到中轨 |
卖出 |
31.468500000000002 |
49300.0 |
¥1.55M |
|
| 2023-12-21 |
跌破下轨 |
买入 |
32.58254999999999 |
48500.0 |
¥1.58M |
|
| 2024-01-19 |
回到中轨 |
卖出 |
31.71825 |
48500.0 |
¥1.54M |
|
| 2024-02-01 |
跌破下轨 |
买入 |
27.887859999999996 |
55200.0 |
¥1.54M |
|
| 2024-02-19 |
回到中轨 |
卖出 |
31.6683 |
55200.0 |
¥1.75M |
|
| 2024-04-11 |
跌破下轨 |
买入 |
37.1371 |
47400.0 |
¥1.76M |
|
| 2024-04-30 |
回到中轨 |
卖出 |
40.27968 |
47400.0 |
¥1.91M |
|
| 2024-05-30 |
跌破下轨 |
买入 |
36.42639 |
52000.0 |
¥1.89M |
|
| 2024-06-19 |
回到中轨 |
卖出 |
38.36 |
52000.0 |
¥1.99M |
|
| 2024-08-07 |
跌破下轨 |
买入 |
34.834799999999994 |
57500.0 |
¥2.00M |
|
| 2024-09-20 |
回到中轨 |
卖出 |
31.62834 |
57500.0 |
¥1.82M |
|
| 2025-03-27 |
跌破下轨 |
买入 |
53.35329999999999 |
33800.0 |
¥1.80M |
|
| 2025-04-30 |
回到中轨 |
卖出 |
49.4505 |
33800.0 |
¥1.67M |
|
| 2026-05-28 |
跌破下轨 |
买入 |
64.36429999999999 |
26100.0 |
¥1.68M |
|
| 2026-06-18 |
回到中轨 |
卖出 |
64.01 |
26100.0 |
¥1.67M |
|
| 2026-10-13 |
跌破下轨 |
买入 |
60.61054999999999 |
27000.0 |
¥1.64M |
|
| 2026-11-12 |
回到中轨 |
卖出 |
56.503440000000005 |
27000.0 |
¥1.53M |
|