000999 华润三九 — 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: ¥1.08M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +8.28%）
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 43 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 |
2015-10-12 |
23.53055705 |
24.4755 |
¥3.7万 |
+3.98% |
回到中轨 |
| 2 |
2015-12-01 |
2015-12-18 |
25.533157649999996 |
26.72325 |
¥4.8万 |
+4.63% |
回到中轨 |
| 3 |
2016-01-12 |
2016-02-17 |
23.160075939000002 |
21.74823 |
¥-6.6万 |
-6.12% |
回到中轨 |
| 4 |
2016-04-29 |
2016-05-05 |
21.688164497999995 |
22.747229999999995 |
¥4.9万 |
+4.85% |
回到中轨 |
| 5 |
2016-11-24 |
2016-12-02 |
26.143950832999998 |
26.96301 |
¥3.3万 |
+3.10% |
回到中轨 |
| 6 |
2016-12-13 |
2017-01-06 |
25.012481494 |
24.975 |
¥-1,965 |
-0.18% |
回到中轨 |
| 7 |
2017-01-13 |
2017-01-23 |
24.231467259999995 |
24.58 |
¥1.5万 |
+1.41% |
回到中轨 |
| 8 |
2017-07-11 |
2017-08-10 |
29.408189810999996 |
28.60137 |
¥-3.1万 |
-2.77% |
回到中轨 |
| 9 |
2017-11-24 |
2017-12-20 |
26.163976839 |
25.86411 |
¥-1.3万 |
-1.18% |
回到中轨 |
| 10 |
2018-02-06 |
2018-03-06 |
25.362936598999998 |
25.54 |
¥7,030 |
+0.67% |
回到中轨 |
| 11 |
2018-04-19 |
2018-05-03 |
25.603248670999996 |
26.56341 |
¥4.0万 |
+3.72% |
回到中轨 |
| 12 |
2018-06-20 |
2018-07-13 |
27.685953295 |
27.96201 |
¥1.1万 |
+0.97% |
回到中轨 |
| 13 |
2018-07-30 |
2018-08-22 |
25.533157649999996 |
25.4745 |
¥-2,917 |
-0.26% |
回到中轨 |
| 14 |
2018-09-17 |
2018-11-01 |
24.531857349999992 |
23.995980000000003 |
¥-2.5万 |
-2.21% |
回到中轨 |
| 15 |
2018-12-10 |
2018-12-17 |
23.43042702 |
24.38559 |
¥4.4万 |
+4.05% |
回到中轨 |
| 16 |
2018-12-21 |
2018-12-26 |
22.258905668999994 |
24.155819999999995 |
¥9.6万 |
+8.49% |
回到中轨 |
| 17 |
2019-06-06 |
2019-06-20 |
25.893625757999995 |
27.322650000000003 |
¥6.7万 |
+5.49% |
回到中轨 |
| 18 |
2020-03-12 |
2020-04-08 |
31.731206507 |
28.971 |
¥-11.3万 |
-8.73% |
回到中轨 |
| 19 |
2020-05-25 |
2020-06-09 |
27.375550201999996 |
27.99198 |
¥2.6万 |
+2.22% |
回到中轨 |
| 20 |
2020-08-28 |
2020-10-14 |
27.926265366999996 |
26.603369999999998 |
¥-5.8万 |
-4.77% |
回到中轨 |
| 21 |
2020-12-08 |
2021-01-06 |
26.033807799999995 |
25.974 |
¥-3,008 |
-0.26% |
回到中轨 |
| 22 |
2021-02-01 |
2021-02-10 |
24.872299451999996 |
26.22375 |
¥6.3万 |
+5.40% |
回到中轨 |
| 23 |
2021-03-24 |
2021-04-27 |
24.682052395 |
24.16 |
¥-2.6万 |
-2.14% |
回到中轨 |
| 24 |
2021-06-16 |
2021-06-24 |
25.147542 |
25.95402 |
¥3.8万 |
+3.18% |
回到中轨 |
| 25 |
2021-10-28 |
2021-11-24 |
24.692065397999997 |
24.365609999999997 |
¥-1.6万 |
-1.35% |
回到中轨 |
| 26 |
2022-07-20 |
2022-08-12 |
38.19960644499999 |
37.7622 |
¥-1.4万 |
-1.17% |
回到中轨 |
| 27 |
2022-09-19 |
2022-09-28 |
34.77515941899999 |
37.32264 |
¥8.8万 |
+7.29% |
回到中轨 |
| 28 |
2022-12-15 |
2023-01-04 |
48.583090555999995 |
49.03091999999999 |
¥1.1万 |
+0.89% |
回到中轨 |
| 29 |
2023-07-06 |
2023-08-09 |
56.95396106399999 |
52.80714 |
¥-9.5万 |
-7.31% |
回到中轨 |
| 30 |
2023-08-21 |
2023-09-13 |
47.82210232799999 |
47.8521 |
¥391 |
+0.03% |
回到中轨 |
| 31 |
2023-10-18 |
2023-11-13 |
46.46033391999998 |
43.69626 |
¥-7.2万 |
-5.98% |
回到中轨 |
| 32 |
2024-03-26 |
2024-04-11 |
51.66709547999999 |
53.00693999999999 |
¥2.9万 |
+2.56% |
回到中轨 |
| 33 |
2024-06-18 |
2024-07-19 |
47.691933289000005 |
42.99 |
¥-11.5万 |
-9.89% |
回到中轨 |
| 34 |
2024-09-12 |
2024-09-30 |
38.610139568 |
44.95 |
¥17.1万 |
+16.39% |
回到中轨 |
| 35 |
2025-01-03 |
2025-01-20 |
43.20610794499999 |
44.88507 |
¥4.7万 |
+3.85% |
回到中轨 |
| 36 |
2025-02-20 |
2025-03-17 |
42.745509807 |
42.1 |
¥-1.9万 |
-1.54% |
回到中轨 |
| 37 |
2025-04-29 |
2025-05-28 |
41.15344233 |
41.958 |
¥2.3万 |
+1.92% |
回到中轨 |
| 38 |
2025-06-09 |
2025-07-14 |
32.742519810000005 |
31.268700000000003 |
¥-5.8万 |
-4.53% |
回到中轨 |
| 39 |
2025-08-15 |
2025-10-13 |
31.090374315 |
28.6713 |
¥-9.4万 |
-7.81% |
回到中轨 |
| 40 |
2026-01-29 |
2026-02-06 |
27.896226357999996 |
28.971 |
¥4.3万 |
+3.82% |
回到中轨 |
| 41 |
2026-03-27 |
2026-06-12 |
27.83614834 |
24.58539 |
¥-13.5万 |
-11.70% |
回到中轨 |
| 42 |
2026-06-18 |
2026-07-03 |
23.750843115999995 |
23.7762 |
¥785 |
+0.08% |
回到中轨 |
| 43 |
2026-08-25 |
2026-09-04 |
23.580622064999996 |
24.775200000000005 |
¥5.2万 |
+5.03% |
回到中轨 |
逐笔成交记录（共 86 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 |
23.5235 |
39600.0 |
¥93.2万 |
|
| 2015-10-12 |
回到中轨 |
卖出 |
24.4755 |
39600.0 |
¥96.9万 |
|
| 2015-12-01 |
跌破下轨 |
买入 |
25.525499999999997 |
40500.0 |
¥1.03M |
|
| 2015-12-18 |
回到中轨 |
卖出 |
26.72325 |
40500.0 |
¥1.08M |
|
| 2016-01-12 |
跌破下轨 |
买入 |
23.153129999999997 |
46800.0 |
¥1.08M |
|
| 2016-02-17 |
回到中轨 |
卖出 |
21.74823 |
46800.0 |
¥1.02M |
|
| 2016-04-29 |
跌破下轨 |
买入 |
21.681659999999997 |
46500.0 |
¥1.01M |
|
| 2016-05-05 |
回到中轨 |
卖出 |
22.747229999999995 |
46500.0 |
¥1.06M |
|
| 2016-11-24 |
跌破下轨 |
买入 |
26.13611 |
40700.0 |
¥1.06M |
|
| 2016-12-02 |
回到中轨 |
卖出 |
26.96301 |
40700.0 |
¥1.10M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
25.00498 |
43700.0 |
¥1.09M |
|
| 2017-01-06 |
回到中轨 |
卖出 |
24.975 |
43700.0 |
¥1.09M |
|
| 2017-01-13 |
跌破下轨 |
买入 |
24.224199999999996 |
45300.0 |
¥1.10M |
|
| 2017-01-23 |
回到中轨 |
卖出 |
24.58 |
45300.0 |
¥1.11M |
|
| 2017-07-11 |
跌破下轨 |
买入 |
29.399369999999994 |
37700.0 |
¥1.11M |
|
| 2017-08-10 |
回到中轨 |
卖出 |
28.60137 |
37700.0 |
¥1.08M |
|
| 2017-11-24 |
跌破下轨 |
买入 |
26.15613 |
41300.0 |
¥1.08M |
|
| 2017-12-20 |
回到中轨 |
卖出 |
25.86411 |
41300.0 |
¥1.07M |
|
| 2018-02-06 |
跌破下轨 |
买入 |
25.355329999999995 |
41500.0 |
¥1.05M |
|
| 2018-03-06 |
回到中轨 |
卖出 |
25.54 |
41500.0 |
¥1.06M |
|
| 2018-04-19 |
跌破下轨 |
买入 |
25.59557 |
42000.0 |
¥1.08M |
|
| 2018-05-03 |
回到中轨 |
卖出 |
26.56341 |
42000.0 |
¥1.12M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
27.67765 |
40300.0 |
¥1.12M |
|
| 2018-07-13 |
回到中轨 |
卖出 |
27.96201 |
40300.0 |
¥1.13M |
|
| 2018-07-30 |
跌破下轨 |
买入 |
25.5255 |
44000.0 |
¥1.12M |
|
| 2018-08-22 |
回到中轨 |
卖出 |
25.4745 |
44000.0 |
¥1.12M |
|
| 2018-09-17 |
跌破下轨 |
买入 |
24.524499999999993 |
45600.0 |
¥1.12M |
|
| 2018-11-01 |
回到中轨 |
卖出 |
23.995980000000003 |
45600.0 |
¥1.09M |
|
| 2018-12-10 |
跌破下轨 |
买入 |
23.423399999999997 |
46500.0 |
¥1.09M |
|
| 2018-12-17 |
回到中轨 |
卖出 |
24.38559 |
46500.0 |
¥1.13M |
|
| 2018-12-21 |
跌破下轨 |
买入 |
22.252229999999994 |
51000.0 |
¥1.14M |
|
| 2018-12-26 |
回到中轨 |
卖出 |
24.155819999999995 |
51000.0 |
¥1.23M |
|
| 2019-06-06 |
跌破下轨 |
买入 |
25.885859999999997 |
47300.0 |
¥1.22M |
|
| 2019-06-20 |
回到中轨 |
卖出 |
27.322650000000003 |
47300.0 |
¥1.29M |
|
| 2020-03-12 |
跌破下轨 |
买入 |
31.721690000000002 |
40700.0 |
¥1.29M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
28.971 |
40700.0 |
¥1.18M |
|
| 2020-05-25 |
跌破下轨 |
买入 |
27.36734 |
43400.0 |
¥1.19M |
|
| 2020-06-09 |
回到中轨 |
卖出 |
27.99198 |
43400.0 |
¥1.21M |
|
| 2020-08-28 |
跌破下轨 |
买入 |
27.917889999999996 |
43500.0 |
¥1.21M |
|
| 2020-10-14 |
回到中轨 |
卖出 |
26.603369999999998 |
43500.0 |
¥1.16M |
|
| 2020-12-08 |
跌破下轨 |
买入 |
26.025999999999996 |
44500.0 |
¥1.16M |
|
| 2021-01-06 |
回到中轨 |
卖出 |
25.974 |
44500.0 |
¥1.16M |
|
| 2021-02-01 |
跌破下轨 |
买入 |
24.86484 |
46600.0 |
¥1.16M |
|
| 2021-02-10 |
回到中轨 |
卖出 |
26.22375 |
46600.0 |
¥1.22M |
|
| 2021-03-24 |
跌破下轨 |
买入 |
24.674649999999996 |
49300.0 |
¥1.22M |
|
| 2021-04-27 |
回到中轨 |
卖出 |
24.16 |
49300.0 |
¥1.19M |
|
| 2021-06-16 |
跌破下轨 |
买入 |
25.14 |
47400.0 |
¥1.19M |
|
| 2021-06-24 |
回到中轨 |
卖出 |
25.95402 |
47400.0 |
¥1.23M |
|
| 2021-10-28 |
跌破下轨 |
买入 |
24.684659999999997 |
48800.0 |
¥1.20M |
|
| 2021-11-24 |
回到中轨 |
卖出 |
24.365609999999997 |
48800.0 |
¥1.19M |
|
| 2022-07-20 |
跌破下轨 |
买入 |
38.18814999999999 |
31900.0 |
¥1.22M |
|
| 2022-08-12 |
回到中轨 |
卖出 |
37.7622 |
31900.0 |
¥1.20M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
34.76472999999999 |
34500.0 |
¥1.20M |
|
| 2022-09-28 |
回到中轨 |
卖出 |
37.32264 |
34500.0 |
¥1.29M |
|
| 2022-12-15 |
跌破下轨 |
买入 |
48.56851999999999 |
26300.0 |
¥1.28M |
|
| 2023-01-04 |
回到中轨 |
卖出 |
49.03091999999999 |
26300.0 |
¥1.29M |
|
| 2023-07-06 |
跌破下轨 |
买入 |
56.936879999999995 |
22800.0 |
¥1.30M |
|
| 2023-08-09 |
回到中轨 |
卖出 |
52.80714 |
22800.0 |
¥1.20M |
|
| 2023-08-21 |
跌破下轨 |
买入 |
47.80775999999999 |
25000.0 |
¥1.20M |
|
| 2023-09-13 |
回到中轨 |
卖出 |
47.8521 |
25000.0 |
¥1.20M |
|
| 2023-10-18 |
跌破下轨 |
买入 |
46.44639999999998 |
25800.0 |
¥1.20M |
|
| 2023-11-13 |
回到中轨 |
卖出 |
43.69626 |
25800.0 |
¥1.13M |
|
| 2024-03-26 |
跌破下轨 |
买入 |
51.651599999999995 |
21800.0 |
¥1.13M |
|
| 2024-04-11 |
回到中轨 |
卖出 |
53.00693999999999 |
21800.0 |
¥1.16M |
|
| 2024-06-18 |
跌破下轨 |
买入 |
47.67763 |
24300.0 |
¥1.16M |
|
| 2024-07-19 |
回到中轨 |
卖出 |
42.99 |
24300.0 |
¥1.04M |
|
| 2024-09-12 |
跌破下轨 |
买入 |
38.59856 |
27100.0 |
¥1.05M |
|
| 2024-09-30 |
回到中轨 |
卖出 |
44.95 |
27100.0 |
¥1.22M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
43.193149999999996 |
28200.0 |
¥1.22M |
|
| 2025-01-20 |
回到中轨 |
卖出 |
44.88507 |
28200.0 |
¥1.27M |
|
| 2025-02-20 |
跌破下轨 |
买入 |
42.73268999999999 |
29600.0 |
¥1.27M |
|
| 2025-03-17 |
回到中轨 |
卖出 |
42.1 |
29600.0 |
¥1.25M |
|
| 2025-04-29 |
跌破下轨 |
买入 |
41.141099999999994 |
29600.0 |
¥1.22M |
|
| 2025-05-28 |
回到中轨 |
卖出 |
41.958 |
29600.0 |
¥1.24M |
|
| 2025-06-09 |
跌破下轨 |
买入 |
32.7327 |
38800.0 |
¥1.27M |
|
| 2025-07-14 |
回到中轨 |
卖出 |
31.268700000000003 |
38800.0 |
¥1.21M |
|
| 2025-08-15 |
跌破下轨 |
买入 |
31.08105 |
38800.0 |
¥1.21M |
|
| 2025-10-13 |
回到中轨 |
卖出 |
28.6713 |
38800.0 |
¥1.11M |
|
| 2026-01-29 |
跌破下轨 |
买入 |
27.887859999999996 |
40000.0 |
¥1.12M |
|
| 2026-02-06 |
回到中轨 |
卖出 |
28.971 |
40000.0 |
¥1.16M |
|
| 2026-03-27 |
跌破下轨 |
买入 |
27.8278 |
41400.0 |
¥1.15M |
|
| 2026-06-12 |
回到中轨 |
卖出 |
24.58539 |
41400.0 |
¥1.02M |
|
| 2026-06-18 |
跌破下轨 |
买入 |
23.743719999999996 |
43100.0 |
¥1.02M |
|
| 2026-07-03 |
回到中轨 |
卖出 |
23.7762 |
43100.0 |
¥1.02M |
|
| 2026-08-25 |
跌破下轨 |
买入 |
23.573549999999997 |
43500.0 |
¥1.03M |
|
| 2026-09-04 |
回到中轨 |
卖出 |
24.775200000000005 |
43500.0 |
¥1.08M |
|