001391 国货航 — 布林下轨抄底 回测明细
数据区间: 2024-12-30 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥87.5万
策略: 布林下轨抄底
K线 & 交易信号(策略收益 -12.48%)
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 13 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 |
2025-03-12 |
2025-03-28 |
6.668659998 |
6.84315 |
¥2.6万 |
+2.59% |
回到中轨 |
| 2 |
2025-06-16 |
2025-07-08 |
6.838881048999999 |
6.95304 |
¥1.7万 |
+1.64% |
回到中轨 |
| 3 |
2025-08-01 |
2025-08-19 |
6.708712009999999 |
6.86313 |
¥2.4万 |
+2.27% |
回到中轨 |
| 4 |
2025-09-04 |
2025-09-17 |
6.678673000999999 |
6.77322 |
¥1.5万 |
+1.39% |
回到中轨 |
| 5 |
2025-09-24 |
2025-10-24 |
6.588555973999999 |
6.603389999999999 |
¥2,098 |
+0.20% |
回到中轨 |
| 6 |
2025-11-20 |
2025-12-22 |
6.498438947 |
6.26373 |
¥-3.9万 |
-3.64% |
回到中轨 |
| 7 |
2025-12-31 |
2026-01-23 |
6.0378408089999995 |
6.03396 |
¥-983 |
-0.09% |
回到中轨 |
| 8 |
2026-02-03 |
2026-02-06 |
5.897658766999999 |
5.94405 |
¥7,882 |
+0.76% |
回到中轨 |
| 9 |
2026-03-03 |
2026-04-17 |
5.827567746 |
5.31468 |
¥-9.2万 |
-8.83% |
回到中轨 |
| 10 |
2026-04-29 |
2026-05-11 |
5.176722550999999 |
5.34465 |
¥3.1万 |
+3.21% |
回到中轨 |
| 11 |
2026-06-09 |
2026-07-16 |
4.926397475999999 |
4.23576 |
¥-13.9万 |
-14.04% |
回到中轨 |
| 12 |
2026-08-19 |
2026-09-09 |
4.115344233 |
4.15584 |
¥8,050 |
+0.95% |
回到中轨 |
| 13 |
2026-09-14 |
2026-10-12 |
3.975162191 |
4.05594 |
¥1.7万 |
+2.00% |
回到中轨 |
逐笔成交记录(共 26 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2025-03-12 |
跌破下轨 |
买入 |
6.666659999999999 |
149400.0 |
¥99.6万 |
|
| 2025-03-28 |
回到中轨 |
卖出 |
6.84315 |
149400.0 |
¥1.02M |
|
| 2025-06-16 |
跌破下轨 |
买入 |
6.836829999999999 |
148300.0 |
¥1.01M |
|
| 2025-07-08 |
回到中轨 |
卖出 |
6.95304 |
148300.0 |
¥1.03M |
|
| 2025-08-01 |
跌破下轨 |
买入 |
6.7067 |
154800.0 |
¥1.04M |
|
| 2025-08-19 |
回到中轨 |
卖出 |
6.86313 |
154800.0 |
¥1.06M |
|
| 2025-09-04 |
跌破下轨 |
买入 |
6.676669999999999 |
159200.0 |
¥1.06M |
|
| 2025-09-17 |
回到中轨 |
卖出 |
6.77322 |
159200.0 |
¥1.08M |
|
| 2025-09-24 |
跌破下轨 |
买入 |
6.58658 |
163200.0 |
¥1.08M |
|
| 2025-10-24 |
回到中轨 |
卖出 |
6.603389999999999 |
163200.0 |
¥1.08M |
|
| 2025-11-20 |
跌破下轨 |
买入 |
6.4964900000000005 |
166200.0 |
¥1.08M |
|
| 2025-12-22 |
回到中轨 |
卖出 |
6.26373 |
166200.0 |
¥1.04M |
|
| 2025-12-31 |
跌破下轨 |
买入 |
6.036029999999999 |
172700.0 |
¥1.04M |
|
| 2026-01-23 |
回到中轨 |
卖出 |
6.03396 |
172700.0 |
¥1.04M |
|
| 2026-02-03 |
跌破下轨 |
买入 |
5.895889999999999 |
176700.0 |
¥1.04M |
|
| 2026-02-06 |
回到中轨 |
卖出 |
5.94405 |
176700.0 |
¥1.05M |
|
| 2026-03-03 |
跌破下轨 |
买入 |
5.825819999999999 |
179500.0 |
¥1.05M |
|
| 2026-04-17 |
回到中轨 |
卖出 |
5.31468 |
179500.0 |
¥95.4万 |
|
| 2026-04-29 |
跌破下轨 |
买入 |
5.17517 |
183900.0 |
¥95.2万 |
|
| 2026-05-11 |
回到中轨 |
卖出 |
5.34465 |
183900.0 |
¥98.3万 |
|
| 2026-06-09 |
跌破下轨 |
买入 |
4.924919999999999 |
200200.0 |
¥98.6万 |
|
| 2026-07-16 |
回到中轨 |
卖出 |
4.23576 |
200200.0 |
¥84.8万 |
|
| 2026-08-19 |
跌破下轨 |
买入 |
4.11411 |
205100.0 |
¥84.4万 |
|
| 2026-09-09 |
回到中轨 |
卖出 |
4.15584 |
205100.0 |
¥85.2万 |
|
| 2026-09-14 |
跌破下轨 |
买入 |
3.9739699999999996 |
214900.0 |
¥85.4万 |
|
| 2026-10-12 |
回到中轨 |
卖出 |
4.05594 |
214900.0 |
¥87.1万 |
|