001965 招商公路 — 布林下轨抄底 回测明细
数据区间: 2017-12-25 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.05M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +105.34%）
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 40 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 |
2018-02-08 |
2018-03-07 |
10.483614140999999 |
10.50948 |
¥2,160 |
+0.22% |
回到中轨 |
| 2 |
2018-03-26 |
2018-05-16 |
9.181923750999998 |
8.56 |
¥-6.7万 |
-6.80% |
回到中轨 |
| 3 |
2018-06-20 |
2018-07-02 |
7.1893361539999985 |
8.02197 |
¥10.7万 |
+11.55% |
回到中轨 |
| 4 |
2018-08-20 |
2018-08-27 |
8.100519427 |
8.37 |
¥3.4万 |
+3.30% |
回到中轨 |
| 5 |
2018-09-11 |
2018-09-25 |
8.050454411999999 |
8.30169 |
¥3.3万 |
+3.09% |
回到中轨 |
| 6 |
2018-10-12 |
2018-10-23 |
7.720025312999999 |
8.08191 |
¥5.1万 |
+4.66% |
回到中轨 |
| 7 |
2018-12-24 |
2019-01-07 |
7.820155342999999 |
8.091899999999999 |
¥4.0万 |
+3.44% |
回到中轨 |
| 8 |
2019-04-26 |
2019-05-31 |
8.551104561999997 |
8.12 |
¥-6.1万 |
-5.07% |
回到中轨 |
| 9 |
2019-08-08 |
2019-09-03 |
7.770090327999998 |
8.00199 |
¥3.3万 |
+2.95% |
回到中轨 |
| 10 |
2019-10-09 |
2019-10-15 |
7.750064321999999 |
8.13 |
¥5.7万 |
+4.87% |
回到中轨 |
| 11 |
2019-11-13 |
2019-12-02 |
7.950324381999999 |
8.03196 |
¥1.2万 |
+1.00% |
回到中轨 |
| 12 |
2020-01-22 |
2020-02-27 |
8.360857504999998 |
7.6323599999999985 |
¥-10.8万 |
-8.74% |
回到中轨 |
| 13 |
2020-03-17 |
2020-04-10 |
7.139271138999998 |
7.02297 |
¥-1.9万 |
-1.66% |
回到中轨 |
| 14 |
2020-05-22 |
2020-06-05 |
6.758777025 |
6.92307 |
¥2.7万 |
+2.40% |
回到中轨 |
| 15 |
2020-09-23 |
2020-10-19 |
6.918985073 |
6.873120000000001 |
¥-7,903 |
-0.69% |
回到中轨 |
| 16 |
2020-12-22 |
2021-01-12 |
6.992096999999999 |
7.21278 |
¥3.5万 |
+3.13% |
回到中轨 |
| 17 |
2021-06-21 |
2021-06-23 |
7.479713240999998 |
7.802189999999999 |
¥5.0万 |
+4.28% |
回到中轨 |
| 18 |
2021-06-29 |
2021-07-19 |
7.452235 |
7.41258 |
¥-6,839 |
-0.56% |
回到中轨 |
| 19 |
2021-08-02 |
2021-08-18 |
6.808842039999999 |
6.993 |
¥3.2万 |
+2.67% |
回到中轨 |
| 20 |
2021-10-28 |
2021-11-15 |
6.949024081999998 |
7.042949999999999 |
¥1.6万 |
+1.32% |
回到中轨 |
| 21 |
2022-04-27 |
2022-04-29 |
7.209362159999999 |
7.80219 |
¥10.1万 |
+8.19% |
回到中轨 |
| 22 |
2022-05-09 |
2022-05-26 |
7.149284141999998 |
7.392600000000001 |
¥4.6万 |
+3.37% |
回到中轨 |
| 23 |
2022-06-27 |
2022-07-04 |
7.489726243999999 |
7.792200000000001 |
¥5.6万 |
+4.01% |
回到中轨 |
| 24 |
2022-08-02 |
2022-08-17 |
7.149284141999999 |
7.302689999999999 |
¥3.1万 |
+2.12% |
回到中轨 |
| 25 |
2023-05-25 |
2023-05-30 |
8.551104561999997 |
9.1908 |
¥11.1万 |
+7.45% |
回到中轨 |
| 26 |
2023-10-23 |
2023-10-27 |
9.262027775 |
9.590399999999999 |
¥5.6万 |
+3.51% |
回到中轨 |
| 27 |
2023-11-07 |
2023-11-21 |
9.031728705999999 |
9.33066 |
¥5.4万 |
+3.28% |
回到中轨 |
| 28 |
2024-04-30 |
2024-05-22 |
10.804030236999997 |
11.538450000000001 |
¥11.4万 |
+6.77% |
回到中轨 |
| 29 |
2024-09-12 |
2024-09-25 |
11.514953449999997 |
12.3876 |
¥13.7万 |
+7.55% |
回到中轨 |
| 30 |
2025-01-22 |
2025-02-18 |
12.776591827999999 |
12.84714 |
¥1.0万 |
+0.52% |
回到中轨 |
| 31 |
2025-05-23 |
2025-07-10 |
12.546292758999998 |
12.11787 |
¥-6.8万 |
-3.44% |
回到中轨 |
| 32 |
2025-07-18 |
2025-07-23 |
11.785304530999998 |
12.01797 |
¥3.7万 |
+1.94% |
回到中轨 |
| 33 |
2025-08-01 |
2025-10-13 |
11.214563359999998 |
9.88011 |
¥-23.2万 |
-11.93% |
回到中轨 |
| 34 |
2025-11-14 |
2025-12-04 |
10.11313303 |
10.12986 |
¥2,308 |
+0.14% |
回到中轨 |
| 35 |
2025-12-10 |
2025-12-19 |
9.712612909999997 |
10.07991 |
¥6.4万 |
+3.75% |
回到中轨 |
| 36 |
2026-01-16 |
2026-02-03 |
9.632508885999998 |
9.65034 |
¥2,757 |
+0.16% |
回到中轨 |
| 37 |
2026-04-07 |
2026-04-23 |
9.061767714999998 |
9.360629999999999 |
¥5.8万 |
+3.27% |
回到中轨 |
| 38 |
2026-06-05 |
2026-06-22 |
9.492326843999999 |
9.81018 |
¥6.1万 |
+3.32% |
回到中轨 |
| 39 |
2026-07-01 |
2026-07-10 |
9.191936753999999 |
9.680309999999999 |
¥10.1万 |
+5.28% |
回到中轨 |
| 40 |
2026-11-13 |
2026-11-13 |
10.013002999999998 |
10.26 |
¥4.8万 |
+2.44% |
强平 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-02-08 |
跌破下轨 |
买入 |
10.480469999999999 |
95100.0 |
¥99.7万 |
|
| 2018-03-07 |
回到中轨 |
卖出 |
10.50948 |
95100.0 |
¥99.9万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
9.17917 |
107900.0 |
¥99.1万 |
|
| 2018-05-16 |
回到中轨 |
卖出 |
8.56 |
107900.0 |
¥92.3万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
7.187179999999999 |
129200.0 |
¥92.9万 |
|
| 2018-07-02 |
回到中轨 |
卖出 |
8.02197 |
129200.0 |
¥1.04M |
|
| 2018-08-20 |
跌破下轨 |
买入 |
8.09809 |
128300.0 |
¥1.04M |
|
| 2018-08-27 |
回到中轨 |
卖出 |
8.37 |
128300.0 |
¥1.07M |
|
| 2018-09-11 |
跌破下轨 |
买入 |
8.048039999999999 |
133400.0 |
¥1.07M |
|
| 2018-09-25 |
回到中轨 |
卖出 |
8.30169 |
133400.0 |
¥1.11M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
7.7177099999999985 |
141500.0 |
¥1.09M |
|
| 2018-10-23 |
回到中轨 |
卖出 |
8.08191 |
141500.0 |
¥1.14M |
|
| 2018-12-24 |
跌破下轨 |
买入 |
7.817809999999999 |
147500.0 |
¥1.15M |
|
| 2019-01-07 |
回到中轨 |
卖出 |
8.091899999999999 |
147500.0 |
¥1.19M |
|
| 2019-04-26 |
跌破下轨 |
买入 |
8.548539999999997 |
139700.0 |
¥1.19M |
|
| 2019-05-31 |
回到中轨 |
卖出 |
8.12 |
139700.0 |
¥1.13M |
|
| 2019-08-08 |
跌破下轨 |
买入 |
7.767759999999999 |
144800.0 |
¥1.13M |
|
| 2019-09-03 |
回到中轨 |
卖出 |
8.00199 |
144800.0 |
¥1.16M |
|
| 2019-10-09 |
跌破下轨 |
买入 |
7.7477399999999985 |
149800.0 |
¥1.16M |
|
| 2019-10-15 |
回到中轨 |
卖出 |
8.13 |
149800.0 |
¥1.22M |
|
| 2019-11-13 |
跌破下轨 |
买入 |
7.947939999999998 |
154500.0 |
¥1.23M |
|
| 2019-12-02 |
回到中轨 |
卖出 |
8.03196 |
154500.0 |
¥1.24M |
|
| 2020-01-22 |
跌破下轨 |
买入 |
8.358349999999998 |
147400.0 |
¥1.23M |
|
| 2020-02-27 |
回到中轨 |
卖出 |
7.6323599999999985 |
147400.0 |
¥1.12M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
7.137129999999998 |
158200.0 |
¥1.13M |
|
| 2020-04-10 |
回到中轨 |
卖出 |
7.02297 |
158200.0 |
¥1.11M |
|
| 2020-05-22 |
跌破下轨 |
买入 |
6.756749999999999 |
164800.0 |
¥1.11M |
|
| 2020-06-05 |
回到中轨 |
卖出 |
6.92307 |
164800.0 |
¥1.14M |
|
| 2020-09-23 |
跌破下轨 |
买入 |
6.916910000000001 |
164900.0 |
¥1.14M |
|
| 2020-10-19 |
回到中轨 |
卖出 |
6.873120000000001 |
164900.0 |
¥1.13M |
|
| 2020-12-22 |
跌破下轨 |
买入 |
6.99 |
162100.0 |
¥1.13M |
|
| 2021-01-12 |
回到中轨 |
卖出 |
7.21278 |
162100.0 |
¥1.17M |
|
| 2021-06-21 |
跌破下轨 |
买入 |
7.477469999999998 |
155800.0 |
¥1.17M |
|
| 2021-06-23 |
回到中轨 |
卖出 |
7.802189999999999 |
155800.0 |
¥1.22M |
|
| 2021-06-29 |
跌破下轨 |
买入 |
7.45 |
163300.0 |
¥1.22M |
|
| 2021-07-19 |
回到中轨 |
卖出 |
7.41258 |
163300.0 |
¥1.21M |
|
| 2021-08-02 |
跌破下轨 |
买入 |
6.806799999999999 |
176600.0 |
¥1.20M |
|
| 2021-08-18 |
回到中轨 |
卖出 |
6.993 |
176600.0 |
¥1.23M |
|
| 2021-10-28 |
跌破下轨 |
买入 |
6.94694 |
178900.0 |
¥1.24M |
|
| 2021-11-15 |
回到中轨 |
卖出 |
7.042949999999999 |
178900.0 |
¥1.26M |
|
| 2022-04-27 |
跌破下轨 |
买入 |
7.2071999999999985 |
171600.0 |
¥1.24M |
|
| 2022-04-29 |
回到中轨 |
卖出 |
7.80219 |
171600.0 |
¥1.34M |
|
| 2022-05-09 |
跌破下轨 |
买入 |
7.1471399999999985 |
189100.0 |
¥1.35M |
|
| 2022-05-26 |
回到中轨 |
卖出 |
7.392600000000001 |
189100.0 |
¥1.40M |
|
| 2022-06-27 |
跌破下轨 |
买入 |
7.48748 |
187800.0 |
¥1.41M |
|
| 2022-07-04 |
回到中轨 |
卖出 |
7.792200000000001 |
187800.0 |
¥1.46M |
|
| 2022-08-02 |
跌破下轨 |
买入 |
7.1471399999999985 |
203200.0 |
¥1.45M |
|
| 2022-08-17 |
回到中轨 |
卖出 |
7.302689999999999 |
203200.0 |
¥1.48M |
|
| 2023-05-25 |
跌破下轨 |
买入 |
8.548539999999997 |
174400.0 |
¥1.49M |
|
| 2023-05-30 |
回到中轨 |
卖出 |
9.1908 |
174400.0 |
¥1.60M |
|
| 2023-10-23 |
跌破下轨 |
买入 |
9.25925 |
172400.0 |
¥1.60M |
|
| 2023-10-27 |
回到中轨 |
卖出 |
9.590399999999999 |
172400.0 |
¥1.65M |
|
| 2023-11-07 |
跌破下轨 |
买入 |
9.02902 |
183400.0 |
¥1.66M |
|
| 2023-11-21 |
回到中轨 |
卖出 |
9.33066 |
183400.0 |
¥1.71M |
|
| 2024-04-30 |
跌破下轨 |
买入 |
10.800789999999997 |
156600.0 |
¥1.69M |
|
| 2024-05-22 |
回到中轨 |
卖出 |
11.538450000000001 |
156600.0 |
¥1.81M |
|
| 2024-09-12 |
跌破下轨 |
买入 |
11.511499999999998 |
157700.0 |
¥1.82M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
12.3876 |
157700.0 |
¥1.95M |
|
| 2025-01-22 |
跌破下轨 |
买入 |
12.772759999999998 |
153700.0 |
¥1.96M |
|
| 2025-02-18 |
回到中轨 |
卖出 |
12.84714 |
153700.0 |
¥1.97M |
|
| 2025-05-23 |
跌破下轨 |
买入 |
12.542529999999998 |
157600.0 |
¥1.98M |
|
| 2025-07-10 |
回到中轨 |
卖出 |
12.11787 |
157600.0 |
¥1.91M |
|
| 2025-07-18 |
跌破下轨 |
买入 |
11.781769999999998 |
161800.0 |
¥1.91M |
|
| 2025-07-23 |
回到中轨 |
卖出 |
12.01797 |
161800.0 |
¥1.94M |
|
| 2025-08-01 |
跌破下轨 |
买入 |
11.211199999999998 |
173100.0 |
¥1.94M |
|
| 2025-10-13 |
回到中轨 |
卖出 |
9.88011 |
173100.0 |
¥1.71M |
|
| 2025-11-14 |
跌破下轨 |
买入 |
10.1101 |
168600.0 |
¥1.71M |
|
| 2025-12-04 |
回到中轨 |
卖出 |
10.12986 |
168600.0 |
¥1.71M |
|
| 2025-12-10 |
跌破下轨 |
买入 |
9.709699999999998 |
176500.0 |
¥1.71M |
|
| 2025-12-19 |
回到中轨 |
卖出 |
10.07991 |
176500.0 |
¥1.78M |
|
| 2026-01-16 |
跌破下轨 |
买入 |
9.629619999999997 |
184600.0 |
¥1.78M |
|
| 2026-02-03 |
回到中轨 |
卖出 |
9.65034 |
184600.0 |
¥1.78M |
|
| 2026-04-07 |
跌破下轨 |
买入 |
9.05905 |
195000.0 |
¥1.77M |
|
| 2026-04-23 |
回到中轨 |
卖出 |
9.360629999999999 |
195000.0 |
¥1.82M |
|
| 2026-06-05 |
跌破下轨 |
买入 |
9.489479999999999 |
193700.0 |
¥1.84M |
|
| 2026-06-22 |
回到中轨 |
卖出 |
9.81018 |
193700.0 |
¥1.90M |
|
| 2026-07-01 |
跌破下轨 |
买入 |
9.189179999999999 |
207100.0 |
¥1.90M |
|
| 2026-07-10 |
回到中轨 |
卖出 |
9.680309999999999 |
207100.0 |
¥2.00M |
|
| 2026-11-13 |
跌破下轨 |
买入 |
10.009999999999998 |
198700.0 |
¥1.99M |
|
| 2026-11-13 |
强平 |
卖出 |
10.26 |
198700 |
¥2.04M |
回测结束强平 |