002001 新和成 — 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: ¥1.23M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +23.19%）
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 39 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 |
2015-10-09 |
13.317293990000001 |
14.4855 |
¥7.9万 |
+8.74% |
回到中轨 |
| 2 |
2016-05-09 |
2016-05-24 |
18.644211585999997 |
19.930049999999998 |
¥7.3万 |
+6.86% |
回到中轨 |
| 3 |
2016-11-01 |
2017-01-04 |
21.868398552 |
19.950029999999998 |
¥-10.1万 |
-8.80% |
回到中轨 |
| 4 |
2017-04-11 |
2017-06-06 |
19.285043778 |
18.07191 |
¥-6.6万 |
-6.32% |
回到中轨 |
| 5 |
2018-02-02 |
2018-02-23 |
37.448631219999996 |
40.24971 |
¥7.3万 |
+7.45% |
回到中轨 |
| 6 |
2018-03-26 |
2018-04-17 |
32.041609599999994 |
34.53543 |
¥8.2万 |
+7.75% |
回到中轨 |
| 7 |
2018-06-01 |
2018-06-28 |
19.575420865 |
18.3816 |
¥-7.0万 |
-6.13% |
回到中轨 |
| 8 |
2018-08-02 |
2018-08-14 |
16.20486 |
16.5834 |
¥2.5万 |
+2.31% |
回到中轨 |
| 9 |
2018-09-06 |
2018-09-25 |
14.81924444 |
14.855129999999997 |
¥2,301 |
+0.21% |
回到中轨 |
| 10 |
2018-10-12 |
2018-10-23 |
13.948113178999998 |
14.62536 |
¥5.3万 |
+4.82% |
回到中轨 |
| 11 |
2018-12-20 |
2019-01-16 |
14.879322458 |
14.95503 |
¥5,484 |
+0.48% |
回到中轨 |
| 12 |
2019-05-07 |
2019-05-15 |
17.562807261999996 |
20.3796 |
¥18.3万 |
+16.00% |
回到中轨 |
| 13 |
2019-10-21 |
2019-11-05 |
20.066058011999996 |
20.8 |
¥4.8万 |
+3.63% |
回到中轨 |
| 14 |
2020-05-25 |
2020-06-04 |
25.042520503 |
26.02395 |
¥5.4万 |
+3.89% |
回到中轨 |
| 15 |
2020-10-20 |
2020-10-29 |
28.537058549999994 |
29.0709 |
¥2.6万 |
+1.84% |
回到中轨 |
| 16 |
2021-04-13 |
2021-04-26 |
36.44733091999999 |
38.4615 |
¥8.1万 |
+5.49% |
回到中轨 |
| 17 |
2021-05-20 |
2021-08-16 |
32.692454794999996 |
27.63234 |
¥-23.8万 |
-15.50% |
回到中轨 |
| 18 |
2021-09-27 |
2021-10-27 |
28.168448 |
27.13284 |
¥-4.8万 |
-3.71% |
回到中轨 |
| 19 |
2022-03-28 |
2022-04-08 |
31.050322302999994 |
33.4665 |
¥9.6万 |
+7.75% |
回到中轨 |
| 20 |
2022-04-22 |
2022-06-15 |
29.388163804999998 |
23.576400000000003 |
¥-26.8万 |
-19.80% |
回到中轨 |
| 21 |
2022-07-07 |
2022-08-15 |
21.82834654 |
21.13884 |
¥-3.5万 |
-3.19% |
回到中轨 |
| 22 |
2022-10-20 |
2022-11-14 |
19.855784948999997 |
19.25073 |
¥-3.2万 |
-3.08% |
回到中轨 |
| 23 |
2022-12-20 |
2023-01-09 |
19.034718703 |
19.090889999999998 |
¥2,684 |
+0.27% |
回到中轨 |
| 24 |
2023-02-28 |
2023-04-06 |
18.964627682 |
18.12186 |
¥-4.6万 |
-4.47% |
回到中轨 |
| 25 |
2023-04-21 |
2023-06-14 |
17.405219999999996 |
15.5844 |
¥-10.1万 |
-10.49% |
回到中轨 |
| 26 |
2023-08-23 |
2023-08-31 |
15.770479724999998 |
16.23375 |
¥2.5万 |
+2.91% |
回到中轨 |
| 27 |
2023-10-11 |
2023-10-13 |
16.12093483 |
16.46352 |
¥1.9万 |
+2.09% |
回到中轨 |
| 28 |
2023-10-19 |
2023-11-01 |
16.040830806 |
16.17381 |
¥7,316 |
+0.80% |
回到中轨 |
| 29 |
2024-01-18 |
2024-01-26 |
16.631597982999995 |
16.86312 |
¥1.3万 |
+1.36% |
回到中轨 |
| 30 |
2024-03-25 |
2024-04-15 |
16.952014078999998 |
17.172810000000002 |
¥1.2万 |
+1.27% |
回到中轨 |
| 31 |
2024-05-31 |
2024-06-19 |
18.924575669999996 |
19.180799999999998 |
¥1.3万 |
+1.32% |
回到中轨 |
| 32 |
2024-11-25 |
2024-12-13 |
21.618073476999996 |
21.8781 |
¥1.1万 |
+1.17% |
回到中轨 |
| 33 |
2025-02-19 |
2025-03-10 |
21.62808648 |
21.95802 |
¥1.5万 |
+1.50% |
回到中轨 |
| 34 |
2025-04-09 |
2025-04-16 |
19.915862967 |
21.978 |
¥10.1万 |
+10.32% |
回到中轨 |
| 35 |
2025-06-27 |
2025-07-04 |
21.257605369 |
22.06791 |
¥4.1万 |
+3.78% |
回到中轨 |
| 36 |
2025-09-24 |
2025-10-10 |
23.330296989999997 |
24.7752 |
¥6.9万 |
+6.16% |
回到中轨 |
| 37 |
2026-08-14 |
2026-09-22 |
28.236668459999997 |
26.59338 |
¥-7.0万 |
-5.85% |
回到中轨 |
| 38 |
2026-09-28 |
2026-10-12 |
25.63328768 |
26.55342 |
¥4.0万 |
+3.56% |
回到中轨 |
| 39 |
2026-10-23 |
2026-11-04 |
24.83224744 |
26.073900000000002 |
¥5.8万 |
+4.97% |
回到中轨 |
逐笔成交记录（共 78 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 |
13.3133 |
67700.0 |
¥90.2万 |
|
| 2015-10-09 |
回到中轨 |
卖出 |
14.4855 |
67700.0 |
¥98.0万 |
|
| 2016-05-09 |
跌破下轨 |
买入 |
18.63862 |
57400.0 |
¥1.07M |
|
| 2016-05-24 |
回到中轨 |
卖出 |
19.930049999999998 |
57400.0 |
¥1.14M |
|
| 2016-11-01 |
跌破下轨 |
买入 |
21.861839999999997 |
52500.0 |
¥1.15M |
|
| 2017-01-04 |
回到中轨 |
卖出 |
19.950029999999998 |
52500.0 |
¥1.05M |
|
| 2017-04-11 |
跌破下轨 |
买入 |
19.27926 |
54200.0 |
¥1.05M |
|
| 2017-06-06 |
回到中轨 |
卖出 |
18.07191 |
54200.0 |
¥97.9万 |
|
| 2018-02-02 |
跌破下轨 |
买入 |
37.4374 |
26100.0 |
¥97.7万 |
|
| 2018-02-23 |
回到中轨 |
卖出 |
40.24971 |
26100.0 |
¥1.05M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
32.032 |
32900.0 |
¥1.05M |
|
| 2018-04-17 |
回到中轨 |
卖出 |
34.53543 |
32900.0 |
¥1.14M |
|
| 2018-06-01 |
跌破下轨 |
买入 |
19.56955 |
58200.0 |
¥1.14M |
|
| 2018-06-28 |
回到中轨 |
卖出 |
18.3816 |
58200.0 |
¥1.07M |
|
| 2018-08-02 |
跌破下轨 |
买入 |
16.2 |
65600.0 |
¥1.06M |
|
| 2018-08-14 |
回到中轨 |
卖出 |
16.5834 |
65600.0 |
¥1.09M |
|
| 2018-09-06 |
跌破下轨 |
买入 |
14.814800000000002 |
73200.0 |
¥1.08M |
|
| 2018-09-25 |
回到中轨 |
卖出 |
14.855129999999997 |
73200.0 |
¥1.09M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
13.943929999999998 |
78300.0 |
¥1.09M |
|
| 2018-10-23 |
回到中轨 |
卖出 |
14.62536 |
78300.0 |
¥1.14M |
|
| 2018-12-20 |
跌破下轨 |
买入 |
14.87486 |
77000.0 |
¥1.15M |
|
| 2019-01-16 |
回到中轨 |
卖出 |
14.95503 |
77000.0 |
¥1.15M |
|
| 2019-05-07 |
跌破下轨 |
买入 |
17.557539999999996 |
65200.0 |
¥1.15M |
|
| 2019-05-15 |
回到中轨 |
卖出 |
20.3796 |
65200.0 |
¥1.33M |
|
| 2019-10-21 |
跌破下轨 |
买入 |
20.060039999999997 |
65900.0 |
¥1.32M |
|
| 2019-11-05 |
回到中轨 |
卖出 |
20.8 |
65900.0 |
¥1.37M |
|
| 2020-05-25 |
跌破下轨 |
买入 |
25.03501 |
55200.0 |
¥1.38M |
|
| 2020-06-04 |
回到中轨 |
卖出 |
26.02395 |
55200.0 |
¥1.44M |
|
| 2020-10-20 |
跌破下轨 |
买入 |
28.528499999999998 |
50300.0 |
¥1.44M |
|
| 2020-10-29 |
回到中轨 |
卖出 |
29.0709 |
50300.0 |
¥1.46M |
|
| 2021-04-13 |
跌破下轨 |
买入 |
36.43639999999999 |
40200.0 |
¥1.47M |
|
| 2021-04-26 |
回到中轨 |
卖出 |
38.4615 |
40200.0 |
¥1.55M |
|
| 2021-05-20 |
跌破下轨 |
买入 |
32.682649999999995 |
47000.0 |
¥1.54M |
|
| 2021-08-16 |
回到中轨 |
卖出 |
27.63234 |
47000.0 |
¥1.30M |
|
| 2021-09-27 |
跌破下轨 |
买入 |
28.16 |
46100.0 |
¥1.30M |
|
| 2021-10-27 |
回到中轨 |
卖出 |
27.13284 |
46100.0 |
¥1.25M |
|
| 2022-03-28 |
跌破下轨 |
买入 |
31.041009999999996 |
39700.0 |
¥1.23M |
|
| 2022-04-08 |
回到中轨 |
卖出 |
33.4665 |
39700.0 |
¥1.33M |
|
| 2022-04-22 |
跌破下轨 |
买入 |
29.379349999999995 |
46000.0 |
¥1.35M |
|
| 2022-06-15 |
回到中轨 |
卖出 |
23.576400000000003 |
46000.0 |
¥1.08M |
|
| 2022-07-07 |
跌破下轨 |
买入 |
21.8218 |
49700.0 |
¥1.08M |
|
| 2022-08-15 |
回到中轨 |
卖出 |
21.13884 |
49700.0 |
¥1.05M |
|
| 2022-10-20 |
跌破下轨 |
买入 |
19.849829999999997 |
52400.0 |
¥1.04M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
19.25073 |
52400.0 |
¥1.01M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
19.02901 |
53200.0 |
¥1.01M |
|
| 2023-01-09 |
回到中轨 |
卖出 |
19.090889999999998 |
53200.0 |
¥1.02M |
|
| 2023-02-28 |
跌破下轨 |
买入 |
18.95894 |
53900.0 |
¥1.02M |
|
| 2023-04-06 |
回到中轨 |
卖出 |
18.12186 |
53900.0 |
¥97.6万 |
|
| 2023-04-21 |
跌破下轨 |
买入 |
17.4 |
55200.0 |
¥96.1万 |
|
| 2023-06-14 |
回到中轨 |
卖出 |
15.5844 |
55200.0 |
¥86.0万 |
|
| 2023-08-23 |
跌破下轨 |
买入 |
15.765749999999999 |
55400.0 |
¥87.4万 |
|
| 2023-08-31 |
回到中轨 |
卖出 |
16.23375 |
55400.0 |
¥89.9万 |
|
| 2023-10-11 |
跌破下轨 |
买入 |
16.1161 |
55800.0 |
¥90.0万 |
|
| 2023-10-13 |
回到中轨 |
卖出 |
16.46352 |
55800.0 |
¥91.8万 |
|
| 2023-10-19 |
跌破下轨 |
买入 |
16.036019999999997 |
57100.0 |
¥91.6万 |
|
| 2023-11-01 |
回到中轨 |
卖出 |
16.17381 |
57100.0 |
¥92.3万 |
|
| 2024-01-18 |
跌破下轨 |
买入 |
16.626609999999996 |
55500.0 |
¥92.3万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
16.86312 |
55500.0 |
¥93.6万 |
|
| 2024-03-25 |
跌破下轨 |
买入 |
16.94693 |
55400.0 |
¥93.9万 |
|
| 2024-04-15 |
回到中轨 |
卖出 |
17.172810000000002 |
55400.0 |
¥95.1万 |
|
| 2024-05-31 |
跌破下轨 |
买入 |
18.918899999999997 |
50300.0 |
¥95.2万 |
|
| 2024-06-19 |
回到中轨 |
卖出 |
19.180799999999998 |
50300.0 |
¥96.5万 |
|
| 2024-11-25 |
跌破下轨 |
买入 |
21.611589999999996 |
44300.0 |
¥95.8万 |
|
| 2024-12-13 |
回到中轨 |
卖出 |
21.8781 |
44300.0 |
¥96.9万 |
|
| 2025-02-19 |
跌破下轨 |
买入 |
21.6216 |
45100.0 |
¥97.5万 |
|
| 2025-03-10 |
回到中轨 |
卖出 |
21.95802 |
45100.0 |
¥99.0万 |
|
| 2025-04-09 |
跌破下轨 |
买入 |
19.909889999999997 |
49200.0 |
¥98.0万 |
|
| 2025-04-16 |
回到中轨 |
卖出 |
21.978 |
49200.0 |
¥1.08M |
|
| 2025-06-27 |
跌破下轨 |
买入 |
21.25123 |
51300.0 |
¥1.09M |
|
| 2025-07-04 |
回到中轨 |
卖出 |
22.06791 |
51300.0 |
¥1.13M |
|
| 2025-09-24 |
跌破下轨 |
买入 |
23.323299999999996 |
48300.0 |
¥1.13M |
|
| 2025-10-10 |
回到中轨 |
卖出 |
24.7752 |
48300.0 |
¥1.20M |
|
| 2026-08-14 |
跌破下轨 |
买入 |
28.228199999999998 |
42400.0 |
¥1.20M |
|
| 2026-09-22 |
回到中轨 |
卖出 |
26.59338 |
42400.0 |
¥1.13M |
|
| 2026-09-28 |
跌破下轨 |
买入 |
25.625599999999995 |
43900.0 |
¥1.13M |
|
| 2026-10-12 |
回到中轨 |
卖出 |
26.55342 |
43900.0 |
¥1.17M |
|
| 2026-10-23 |
跌破下轨 |
买入 |
24.824799999999996 |
46800.0 |
¥1.16M |
|
| 2026-11-04 |
回到中轨 |
卖出 |
26.073900000000002 |
46800.0 |
¥1.22M |
|