001979 招商蛇口 — 布林下轨抄底 回测明细
数据区间: 2015-12-30 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.09M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +108.60%）
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 |
2016-04-21 |
2016-06-01 |
14.31859429 |
14.125860000000001 |
¥-1.4万 |
-1.38% |
回到中轨 |
| 2 |
2016-09-13 |
2016-09-23 |
15.480102638 |
15.944040000000001 |
¥2.9万 |
+2.97% |
回到中轨 |
| 3 |
2017-01-17 |
2017-01-24 |
15.980752788 |
16.5834 |
¥3.8万 |
+3.74% |
回到中轨 |
| 4 |
2017-05-09 |
2017-05-19 |
17.823145339999996 |
19.73025 |
¥11.2万 |
+10.67% |
回到中轨 |
| 5 |
2017-09-05 |
2017-09-08 |
18.604159573999997 |
19.360619999999997 |
¥4.7万 |
+4.03% |
回到中轨 |
| 6 |
2018-02-12 |
2018-03-12 |
21.177501344999996 |
23.106870000000004 |
¥11.0万 |
+9.08% |
回到中轨 |
| 7 |
2018-03-26 |
2018-03-30 |
20.526656149999997 |
22.05792 |
¥9.5万 |
+7.43% |
回到中轨 |
| 8 |
2018-06-27 |
2018-07-24 |
20.236279062999998 |
18.26172 |
¥-13.9万 |
-9.78% |
回到中轨 |
| 9 |
2018-08-06 |
2018-08-28 |
16.601558973999996 |
17.33265 |
¥5.5万 |
+4.37% |
回到中轨 |
| 10 |
2018-12-21 |
2019-01-14 |
17.452664228999996 |
17.49249 |
¥2,624 |
+0.20% |
回到中轨 |
| 11 |
2019-08-02 |
2019-08-20 |
19.62548588 |
20.589389999999998 |
¥6.4万 |
+4.88% |
回到中轨 |
| 12 |
2019-09-26 |
2019-10-10 |
19.285043778000002 |
19.81017 |
¥3.8万 |
+2.69% |
回到中轨 |
| 13 |
2019-11-01 |
2019-11-26 |
18.744341615999996 |
18.90108 |
¥1.2万 |
+0.81% |
回到中轨 |
| 14 |
2020-01-20 |
2020-02-17 |
18.875661 |
17.972009999999997 |
¥-7.0万 |
-4.82% |
回到中轨 |
| 15 |
2020-08-27 |
2020-11-12 |
16.541480956 |
14.87511 |
¥-13.9万 |
-10.10% |
回到中轨 |
| 16 |
2020-12-07 |
2021-01-11 |
14.138360235999997 |
13.25673 |
¥-7.8万 |
-6.26% |
回到中轨 |
| 17 |
2021-01-27 |
2021-02-22 |
12.326006693 |
12.527460000000001 |
¥1.9万 |
+1.60% |
回到中轨 |
| 18 |
2021-03-31 |
2021-05-18 |
12.265928674999998 |
11.79819 |
¥-4.5万 |
-3.84% |
回到中轨 |
| 19 |
2021-06-16 |
2021-07-02 |
10.984264291 |
11.448540000000001 |
¥4.8万 |
+4.20% |
回到中轨 |
| 20 |
2021-07-28 |
2021-08-12 |
9.822755942999997 |
10.19979 |
¥4.2万 |
+3.81% |
回到中轨 |
| 21 |
2021-11-01 |
2021-11-12 |
10.423126 |
11.07891 |
¥7.6万 |
+6.26% |
回到中轨 |
| 22 |
2022-03-16 |
2022-03-23 |
12.51625375 |
13.92606 |
¥14.3万 |
+11.23% |
回到中轨 |
| 23 |
2022-05-06 |
2022-06-22 |
14.238490266 |
12.577409999999999 |
¥-16.3万 |
-11.69% |
回到中轨 |
| 24 |
2022-10-27 |
2022-11-14 |
13.918074169999997 |
15.1848 |
¥11.5万 |
+9.07% |
回到中轨 |
| 25 |
2022-12-23 |
2023-01-11 |
13.006890896999998 |
13.90608 |
¥9.5万 |
+6.88% |
回到中轨 |
| 26 |
2023-03-14 |
2023-04-04 |
13.998178194 |
14.035950000000001 |
¥3,568 |
+0.24% |
回到中轨 |
| 27 |
2023-05-25 |
2023-06-08 |
12.225876663 |
13.036950000000001 |
¥9.8万 |
+6.60% |
回到中轨 |
| 28 |
2023-07-13 |
2023-07-26 |
11.975551588 |
13.27671 |
¥17.3万 |
+10.83% |
回到中轨 |
| 29 |
2023-10-30 |
2023-11-24 |
11.114433329999997 |
11.32866 |
¥3.3万 |
+1.90% |
回到中轨 |
| 30 |
2023-11-30 |
2024-01-02 |
10.463588134999997 |
9.52047 |
¥-16.2万 |
-9.04% |
回到中轨 |
| 31 |
2024-01-03 |
2024-01-26 |
8.941611679 |
8.92107 |
¥-4,235 |
-0.26% |
回到中轨 |
| 32 |
2024-04-11 |
2024-04-30 |
8.300779486999998 |
8.7912 |
¥9.5万 |
+5.88% |
回到中轨 |
| 33 |
2024-06-20 |
2024-07-15 |
9.362157804999999 |
9.33066 |
¥-6,287 |
-0.37% |
回到中轨 |
| 34 |
2024-07-30 |
2024-08-12 |
8.140571439 |
8.991 |
¥17.8万 |
+10.41% |
回到中轨 |
| 35 |
2025-04-01 |
2025-04-07 |
9.171910748 |
9.35064 |
¥3.6万 |
+1.92% |
回到中轨 |
| 36 |
2025-04-08 |
2025-04-09 |
9.121845733 |
9.390600000000001 |
¥5.6万 |
+2.92% |
回到中轨 |
| 37 |
2025-12-10 |
2026-01-06 |
8.821455643 |
8.991 |
¥3.7万 |
+1.89% |
回到中轨 |
| 38 |
2026-04-07 |
2026-04-16 |
7.9102723699999995 |
8.4915 |
¥14.8万 |
+7.32% |
回到中轨 |
| 39 |
2026-06-17 |
2026-07-17 |
7.579843271 |
6.75324 |
¥-23.8万 |
-10.93% |
回到中轨 |
| 40 |
2026-09-01 |
2026-09-21 |
6.468399937999999 |
6.96303 |
¥14.6万 |
+7.61% |
回到中轨 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-04-21 |
跌破下轨 |
买入 |
14.3143 |
69100.0 |
¥98.9万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
14.125860000000001 |
69100.0 |
¥97.6万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
15.47546 |
63700.0 |
¥98.6万 |
|
| 2016-09-23 |
回到中轨 |
卖出 |
15.944040000000001 |
63700.0 |
¥1.02M |
|
| 2017-01-17 |
跌破下轨 |
买入 |
15.975959999999999 |
63400.0 |
¥1.01M |
|
| 2017-01-24 |
回到中轨 |
卖出 |
16.5834 |
63400.0 |
¥1.05M |
|
| 2017-05-09 |
跌破下轨 |
买入 |
17.8178 |
58900.0 |
¥1.05M |
|
| 2017-05-19 |
回到中轨 |
卖出 |
19.73025 |
58900.0 |
¥1.16M |
|
| 2017-09-05 |
跌破下轨 |
买入 |
18.598579999999995 |
62400.0 |
¥1.16M |
|
| 2017-09-08 |
回到中轨 |
卖出 |
19.360619999999997 |
62400.0 |
¥1.21M |
|
| 2018-02-12 |
跌破下轨 |
买入 |
21.171149999999997 |
57200.0 |
¥1.21M |
|
| 2018-03-12 |
回到中轨 |
卖出 |
23.106870000000004 |
57200.0 |
¥1.32M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
20.5205 |
62600.0 |
¥1.28M |
|
| 2018-03-30 |
回到中轨 |
卖出 |
22.05792 |
62600.0 |
¥1.38M |
|
| 2018-06-27 |
跌破下轨 |
买入 |
20.23021 |
70000.0 |
¥1.42M |
|
| 2018-07-24 |
回到中轨 |
卖出 |
18.26172 |
70000.0 |
¥1.28M |
|
| 2018-08-06 |
跌破下轨 |
买入 |
16.596579999999996 |
76200.0 |
¥1.27M |
|
| 2018-08-28 |
回到中轨 |
卖出 |
17.33265 |
76200.0 |
¥1.32M |
|
| 2018-12-21 |
跌破下轨 |
买入 |
17.447429999999997 |
75900.0 |
¥1.32M |
|
| 2019-01-14 |
回到中轨 |
卖出 |
17.49249 |
75900.0 |
¥1.33M |
|
| 2019-08-02 |
跌破下轨 |
买入 |
19.6196 |
66500.0 |
¥1.31M |
|
| 2019-08-20 |
回到中轨 |
卖出 |
20.589389999999998 |
66500.0 |
¥1.37M |
|
| 2019-09-26 |
跌破下轨 |
买入 |
19.27926 |
72400.0 |
¥1.40M |
|
| 2019-10-10 |
回到中轨 |
卖出 |
19.81017 |
72400.0 |
¥1.43M |
|
| 2019-11-01 |
跌破下轨 |
买入 |
18.738719999999997 |
76500.0 |
¥1.43M |
|
| 2019-11-26 |
回到中轨 |
卖出 |
18.90108 |
76500.0 |
¥1.45M |
|
| 2020-01-20 |
跌破下轨 |
买入 |
18.87 |
76500.0 |
¥1.44M |
|
| 2020-02-17 |
回到中轨 |
卖出 |
17.972009999999997 |
76500.0 |
¥1.37M |
|
| 2020-08-27 |
跌破下轨 |
买入 |
16.53652 |
83200.0 |
¥1.38M |
|
| 2020-11-12 |
回到中轨 |
卖出 |
14.87511 |
83200.0 |
¥1.24M |
|
| 2020-12-07 |
跌破下轨 |
买入 |
14.134119999999998 |
87600.0 |
¥1.24M |
|
| 2021-01-11 |
回到中轨 |
卖出 |
13.25673 |
87600.0 |
¥1.16M |
|
| 2021-01-27 |
跌破下轨 |
买入 |
12.32231 |
93600.0 |
¥1.15M |
|
| 2021-02-22 |
回到中轨 |
卖出 |
12.527460000000001 |
93600.0 |
¥1.17M |
|
| 2021-03-31 |
跌破下轨 |
买入 |
12.262249999999998 |
96000.0 |
¥1.18M |
|
| 2021-05-18 |
回到中轨 |
卖出 |
11.79819 |
96000.0 |
¥1.13M |
|
| 2021-06-16 |
跌破下轨 |
买入 |
10.98097 |
103400.0 |
¥1.14M |
|
| 2021-07-02 |
回到中轨 |
卖出 |
11.448540000000001 |
103400.0 |
¥1.18M |
|
| 2021-07-28 |
跌破下轨 |
买入 |
9.819809999999997 |
112800.0 |
¥1.11M |
|
| 2021-08-12 |
回到中轨 |
卖出 |
10.19979 |
112800.0 |
¥1.15M |
|
| 2021-11-01 |
跌破下轨 |
买入 |
10.42 |
117200.0 |
¥1.22M |
|
| 2021-11-12 |
回到中轨 |
卖出 |
11.07891 |
117200.0 |
¥1.30M |
|
| 2022-03-16 |
跌破下轨 |
买入 |
12.5125 |
101700.0 |
¥1.27M |
|
| 2022-03-23 |
回到中轨 |
卖出 |
13.92606 |
101700.0 |
¥1.42M |
|
| 2022-05-06 |
跌破下轨 |
买入 |
14.234219999999999 |
98000.0 |
¥1.40M |
|
| 2022-06-22 |
回到中轨 |
卖出 |
12.577409999999999 |
98000.0 |
¥1.23M |
|
| 2022-10-27 |
跌破下轨 |
买入 |
13.913899999999996 |
91400.0 |
¥1.27M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
15.1848 |
91400.0 |
¥1.39M |
|
| 2022-12-23 |
跌破下轨 |
买入 |
13.002989999999999 |
106300.0 |
¥1.38M |
|
| 2023-01-11 |
回到中轨 |
卖出 |
13.90608 |
106300.0 |
¥1.48M |
|
| 2023-03-14 |
跌破下轨 |
买入 |
13.993979999999999 |
106300.0 |
¥1.49M |
|
| 2023-04-04 |
回到中轨 |
卖出 |
14.035950000000001 |
106300.0 |
¥1.49M |
|
| 2023-05-25 |
跌破下轨 |
买入 |
12.222209999999999 |
121100.0 |
¥1.48M |
|
| 2023-06-08 |
回到中轨 |
卖出 |
13.036950000000001 |
121100.0 |
¥1.58M |
|
| 2023-07-13 |
跌破下轨 |
买入 |
11.97196 |
133000.0 |
¥1.59M |
|
| 2023-07-26 |
回到中轨 |
卖出 |
13.27671 |
133000.0 |
¥1.77M |
|
| 2023-10-30 |
跌破下轨 |
买入 |
11.111099999999999 |
156800.0 |
¥1.74M |
|
| 2023-11-24 |
回到中轨 |
卖出 |
11.32866 |
156800.0 |
¥1.78M |
|
| 2023-11-30 |
跌破下轨 |
买入 |
10.460449999999998 |
171200.0 |
¥1.79M |
|
| 2024-01-02 |
回到中轨 |
卖出 |
9.52047 |
171200.0 |
¥1.63M |
|
| 2024-01-03 |
跌破下轨 |
买入 |
8.93893 |
182400.0 |
¥1.63M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
8.92107 |
182400.0 |
¥1.63M |
|
| 2024-04-11 |
跌破下轨 |
买入 |
8.298289999999998 |
194100.0 |
¥1.61M |
|
| 2024-04-30 |
回到中轨 |
卖出 |
8.7912 |
194100.0 |
¥1.71M |
|
| 2024-06-20 |
跌破下轨 |
买入 |
9.35935 |
183300.0 |
¥1.72M |
|
| 2024-07-15 |
回到中轨 |
卖出 |
9.33066 |
183300.0 |
¥1.71M |
|
| 2024-07-30 |
跌破下轨 |
买入 |
8.13813 |
209400.0 |
¥1.70M |
|
| 2024-08-12 |
回到中轨 |
卖出 |
8.991 |
209400.0 |
¥1.88M |
|
| 2025-04-01 |
跌破下轨 |
买入 |
9.16916 |
206500.0 |
¥1.89M |
|
| 2025-04-07 |
回到中轨 |
卖出 |
9.35064 |
206500.0 |
¥1.93M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
9.11911 |
211800.0 |
¥1.93M |
|
| 2025-04-09 |
回到中轨 |
卖出 |
9.390600000000001 |
211800.0 |
¥1.99M |
|
| 2025-12-10 |
跌破下轨 |
买入 |
8.81881 |
224700.0 |
¥1.98M |
|
| 2026-01-06 |
回到中轨 |
卖出 |
8.991 |
224700.0 |
¥2.02M |
|
| 2026-04-07 |
跌破下轨 |
买入 |
7.9079 |
255200.0 |
¥2.02M |
|
| 2026-04-16 |
回到中轨 |
卖出 |
8.4915 |
255200.0 |
¥2.17M |
|
| 2026-06-17 |
跌破下轨 |
买入 |
7.577570000000001 |
287100.0 |
¥2.18M |
|
| 2026-07-17 |
回到中轨 |
卖出 |
6.75324 |
287100.0 |
¥1.94M |
|
| 2026-09-01 |
跌破下轨 |
买入 |
6.46646 |
296100.0 |
¥1.92M |
|
| 2026-09-21 |
回到中轨 |
卖出 |
6.96303 |
296100.0 |
¥2.06M |
|