000988 华工科技 — 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: ¥92.3万
策略: 布林下轨抄底
K线 & 交易信号(策略收益 -7.66%)
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 33 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 |
2015-07-21 |
16.541480955999997 |
15.46452 |
¥-6.4万 |
-6.54% |
回到中轨 |
| 2 |
2016-01-14 |
2016-02-16 |
14.358646302 |
15.06492 |
¥4.3万 |
+4.89% |
回到中轨 |
| 3 |
2016-04-21 |
2016-05-06 |
17.242391165999997 |
17.982 |
¥4.2万 |
+4.26% |
回到中轨 |
| 4 |
2016-05-10 |
2016-05-23 |
15.970739785 |
17.192790000000002 |
¥7.8万 |
+7.62% |
回到中轨 |
| 5 |
2016-07-28 |
2016-08-16 |
18.834458642999998 |
19.5804 |
¥4.3万 |
+3.93% |
回到中轨 |
| 6 |
2016-09-14 |
2016-10-11 |
16.681662998 |
17.67231 |
¥6.7万 |
+5.91% |
回到中轨 |
| 7 |
2016-12-05 |
2017-01-11 |
16.150973838999995 |
15.85413 |
¥-2.2万 |
-1.87% |
回到中轨 |
| 8 |
2017-01-16 |
2017-02-10 |
15.164548 |
15.264719999999999 |
¥7,447 |
+0.63% |
回到中轨 |
| 9 |
2017-03-30 |
2017-04-12 |
15.109621527 |
15.60438 |
¥3.9万 |
+3.24% |
回到中轨 |
| 10 |
2017-05-11 |
2017-06-08 |
13.837970146000002 |
13.86612 |
¥2,128 |
+0.17% |
回到中轨 |
| 11 |
2017-07-18 |
2017-07-25 |
14.048243208999997 |
14.89509 |
¥7.3万 |
+6.00% |
回到中轨 |
| 12 |
2018-01-18 |
2018-02-27 |
15.730427712999997 |
14.99 |
¥-6.1万 |
-4.74% |
回到中轨 |
| 13 |
2018-03-26 |
2018-04-03 |
14.028217202999999 |
15.494489999999997 |
¥12.8万 |
+10.42% |
回到中轨 |
| 14 |
2018-06-15 |
2018-07-10 |
15.079582518 |
14.785200000000001 |
¥-2.7万 |
-1.98% |
回到中轨 |
| 15 |
2018-08-03 |
2018-08-28 |
14.048243208999999 |
14.225760000000003 |
¥1.7万 |
+1.23% |
回到中轨 |
| 16 |
2018-10-12 |
2018-11-06 |
12.165798644999999 |
11.7882 |
¥-4.1万 |
-3.13% |
回到中轨 |
| 17 |
2019-04-30 |
2019-05-21 |
14.769179424999997 |
14.445540000000001 |
¥-2.9万 |
-2.22% |
回到中轨 |
| 18 |
2020-04-01 |
2020-04-21 |
19.665537892 |
21.22875 |
¥10.2万 |
+7.92% |
回到中轨 |
| 19 |
2021-03-16 |
2021-03-25 |
20.496617140999998 |
21.20877 |
¥4.8万 |
+3.44% |
回到中轨 |
| 20 |
2021-05-10 |
2021-05-20 |
19.855784948999997 |
20.42955 |
¥4.1万 |
+2.86% |
回到中轨 |
| 21 |
2021-09-17 |
2021-09-24 |
26.033807799999998 |
28.6713 |
¥14.9万 |
+10.10% |
回到中轨 |
| 22 |
2021-12-20 |
2022-02-24 |
27.155264136 |
25.144830000000002 |
¥-12.0万 |
-7.43% |
回到中轨 |
| 23 |
2022-03-09 |
2022-05-11 |
23.140049932999997 |
17.69229 |
¥-35.5万 |
-23.57% |
回到中轨 |
| 24 |
2022-08-26 |
2022-10-17 |
22.048632605999995 |
19.89009 |
¥-11.3万 |
-9.82% |
回到中轨 |
| 25 |
2022-12-20 |
2023-01-06 |
17.0221051 |
17.102880000000003 |
¥4,614 |
+0.44% |
回到中轨 |
| 26 |
2023-10-23 |
2023-11-07 |
27.435628219999998 |
29.06091 |
¥6.1万 |
+5.89% |
回到中轨 |
| 27 |
2024-02-05 |
2024-02-08 |
24.581922365 |
27.85212 |
¥14.4万 |
+13.27% |
回到中轨 |
| 28 |
2024-03-28 |
2024-04-02 |
31.300647378 |
35.664300000000004 |
¥17.4万 |
+13.91% |
回到中轨 |
| 29 |
2024-07-25 |
2024-08-14 |
27.916252363999998 |
28.791180000000004 |
¥4.4万 |
+3.10% |
回到中轨 |
| 30 |
2025-03-26 |
2025-04-22 |
41.584001459 |
38.961 |
¥-9.3万 |
-6.34% |
回到中轨 |
| 31 |
2026-01-21 |
2026-02-25 |
76.44927790499999 |
85.6143 |
¥16.2万 |
+11.95% |
回到中轨 |
| 32 |
2026-07-17 |
2026-08-13 |
128.96747864 |
108.56133 |
¥-23.9万 |
-15.85% |
回到中轨 |
| 33 |
2026-09-29 |
2026-11-13 |
92.57021273499998 |
65.59 |
¥-37.8万 |
-29.17% |
强平 |
逐笔成交记录(共 66 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 |
16.53652 |
59100.0 |
¥97.8万 |
|
| 2015-07-21 |
回到中轨 |
卖出 |
15.46452 |
59100.0 |
¥91.4万 |
|
| 2016-01-14 |
跌破下轨 |
买入 |
14.35434 |
60900.0 |
¥87.4万 |
|
| 2016-02-16 |
回到中轨 |
卖出 |
15.06492 |
60900.0 |
¥91.7万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
17.237219999999997 |
56600.0 |
¥97.6万 |
|
| 2016-05-06 |
回到中轨 |
卖出 |
17.982 |
56600.0 |
¥1.02M |
|
| 2016-05-10 |
跌破下轨 |
买入 |
15.965949999999998 |
63800.0 |
¥1.02M |
|
| 2016-05-23 |
回到中轨 |
卖出 |
17.192790000000002 |
63800.0 |
¥1.10M |
|
| 2016-07-28 |
跌破下轨 |
买入 |
18.828809999999997 |
57700.0 |
¥1.09M |
|
| 2016-08-16 |
回到中轨 |
卖出 |
19.5804 |
57700.0 |
¥1.13M |
|
| 2016-09-14 |
跌破下轨 |
买入 |
16.67666 |
67700.0 |
¥1.13M |
|
| 2016-10-11 |
回到中轨 |
卖出 |
17.67231 |
67700.0 |
¥1.20M |
|
| 2016-12-05 |
跌破下轨 |
买入 |
16.146129999999996 |
73900.0 |
¥1.19M |
|
| 2017-01-11 |
回到中轨 |
卖出 |
15.85413 |
73900.0 |
¥1.17M |
|
| 2017-01-16 |
跌破下轨 |
买入 |
15.16 |
77900.0 |
¥1.18M |
|
| 2017-02-10 |
回到中轨 |
卖出 |
15.264719999999999 |
77900.0 |
¥1.19M |
|
| 2017-03-30 |
跌破下轨 |
买入 |
15.105089999999999 |
78700.0 |
¥1.19M |
|
| 2017-04-12 |
回到中轨 |
卖出 |
15.60438 |
78700.0 |
¥1.23M |
|
| 2017-05-11 |
跌破下轨 |
买入 |
13.833820000000001 |
88700.0 |
¥1.23M |
|
| 2017-06-08 |
回到中轨 |
卖出 |
13.86612 |
88700.0 |
¥1.23M |
|
| 2017-07-18 |
跌破下轨 |
买入 |
14.044029999999998 |
87100.0 |
¥1.22M |
|
| 2017-07-25 |
回到中轨 |
卖出 |
14.89509 |
87100.0 |
¥1.30M |
|
| 2018-01-18 |
跌破下轨 |
买入 |
15.72571 |
82500.0 |
¥1.30M |
|
| 2018-02-27 |
回到中轨 |
卖出 |
14.99 |
82500.0 |
¥1.24M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
14.024009999999999 |
87700.0 |
¥1.23M |
|
| 2018-04-03 |
回到中轨 |
卖出 |
15.494489999999997 |
87700.0 |
¥1.36M |
|
| 2018-06-15 |
跌破下轨 |
买入 |
15.075059999999999 |
91000.0 |
¥1.37M |
|
| 2018-07-10 |
回到中轨 |
卖出 |
14.785200000000001 |
91000.0 |
¥1.35M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
14.044029999999998 |
95400.0 |
¥1.34M |
|
| 2018-08-28 |
回到中轨 |
卖出 |
14.225760000000003 |
95400.0 |
¥1.36M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
12.16215 |
108300.0 |
¥1.32M |
|
| 2018-11-06 |
回到中轨 |
卖出 |
11.7882 |
108300.0 |
¥1.28M |
|
| 2019-04-30 |
跌破下轨 |
买入 |
14.764749999999996 |
89400.0 |
¥1.32M |
|
| 2019-05-21 |
回到中轨 |
卖出 |
14.445540000000001 |
89400.0 |
¥1.29M |
|
| 2020-04-01 |
跌破下轨 |
买入 |
19.65964 |
65200.0 |
¥1.28M |
|
| 2020-04-21 |
回到中轨 |
卖出 |
21.22875 |
65200.0 |
¥1.38M |
|
| 2021-03-16 |
跌破下轨 |
买入 |
20.490469999999995 |
67700.0 |
¥1.39M |
|
| 2021-03-25 |
回到中轨 |
卖出 |
21.20877 |
67700.0 |
¥1.44M |
|
| 2021-05-10 |
跌破下轨 |
买入 |
19.849829999999997 |
72500.0 |
¥1.44M |
|
| 2021-05-20 |
回到中轨 |
卖出 |
20.42955 |
72500.0 |
¥1.48M |
|
| 2021-09-17 |
跌破下轨 |
买入 |
26.025999999999996 |
56800.0 |
¥1.48M |
|
| 2021-09-24 |
回到中轨 |
卖出 |
28.6713 |
56800.0 |
¥1.63M |
|
| 2021-12-20 |
跌破下轨 |
买入 |
27.147119999999997 |
59600.0 |
¥1.62M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
25.144830000000002 |
59600.0 |
¥1.50M |
|
| 2022-03-09 |
跌破下轨 |
买入 |
23.13311 |
65100.0 |
¥1.51M |
|
| 2022-05-11 |
回到中轨 |
卖出 |
17.69229 |
65100.0 |
¥1.15M |
|
| 2022-08-26 |
跌破下轨 |
买入 |
22.042019999999997 |
52400.0 |
¥1.16M |
|
| 2022-10-17 |
回到中轨 |
卖出 |
19.89009 |
52400.0 |
¥1.04M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
17.017 |
61000.0 |
¥1.04M |
|
| 2023-01-06 |
回到中轨 |
卖出 |
17.102880000000003 |
61000.0 |
¥1.04M |
|
| 2023-10-23 |
跌破下轨 |
买入 |
27.427399999999995 |
37800.0 |
¥1.04M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
29.06091 |
37800.0 |
¥1.10M |
|
| 2024-02-05 |
跌破下轨 |
买入 |
24.57455 |
44200.0 |
¥1.09M |
|
| 2024-02-08 |
回到中轨 |
卖出 |
27.85212 |
44200.0 |
¥1.23M |
|
| 2024-03-28 |
跌破下轨 |
买入 |
31.291259999999998 |
40000.0 |
¥1.25M |
|
| 2024-04-02 |
回到中轨 |
卖出 |
35.664300000000004 |
40000.0 |
¥1.43M |
|
| 2024-07-25 |
跌破下轨 |
买入 |
27.907879999999995 |
50800.0 |
¥1.42M |
|
| 2024-08-14 |
回到中轨 |
卖出 |
28.791180000000004 |
50800.0 |
¥1.46M |
|
| 2025-03-26 |
跌破下轨 |
买入 |
41.571529999999996 |
35200.0 |
¥1.46M |
|
| 2025-04-22 |
回到中轨 |
卖出 |
38.961 |
35200.0 |
¥1.37M |
|
| 2026-01-21 |
跌破下轨 |
买入 |
76.42634999999999 |
17700.0 |
¥1.35M |
|
| 2026-02-25 |
回到中轨 |
卖出 |
85.6143 |
17700.0 |
¥1.51M |
|
| 2026-07-17 |
跌破下轨 |
买入 |
128.9288 |
11700.0 |
¥1.51M |
|
| 2026-08-13 |
回到中轨 |
卖出 |
108.56133 |
11700.0 |
¥1.27M |
|
| 2026-09-29 |
跌破下轨 |
买入 |
92.54244999999999 |
14000.0 |
¥1.30M |
|
| 2026-11-13 |
强平 |
卖出 |
65.59 |
14000 |
¥91.8万 |
回测结束强平 |