002027 分众传媒 — 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: ¥60.2万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -39.79%）
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 41 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 |
2016-01-05 |
2016-02-03 |
35.0455105 |
30.57939 |
¥-11.6万 |
-12.77% |
回到中轨 |
| 2 |
2016-05-10 |
2016-06-01 |
28.406889510999996 |
29.40057 |
¥3.1万 |
+3.47% |
回到中轨 |
| 3 |
2016-07-04 |
2016-08-17 |
16.170999844999997 |
16.0839 |
¥-5,102 |
-0.57% |
回到中轨 |
| 4 |
2016-09-13 |
2016-10-12 |
14.598958373999999 |
14.73525 |
¥8,189 |
+0.90% |
回到中轨 |
| 5 |
2016-12-06 |
2017-01-05 |
16.12093483 |
14.61537 |
¥-8.6万 |
-9.37% |
回到中轨 |
| 6 |
2017-02-16 |
2017-03-28 |
12.553765 |
11.82816 |
¥-4.8万 |
-5.81% |
回到中轨 |
| 7 |
2017-07-10 |
2017-08-10 |
9.011702699999997 |
8.91108 |
¥-8,925 |
-1.15% |
回到中轨 |
| 8 |
2018-03-26 |
2018-05-09 |
13.567619065 |
11.418569999999999 |
¥-12.2万 |
-15.86% |
回到中轨 |
| 9 |
2018-06-28 |
2018-07-20 |
11.134459335999997 |
11.5884 |
¥2.6万 |
+4.05% |
回到中轨 |
| 10 |
2018-10-30 |
2018-12-04 |
5.857606754999999 |
6.17382 |
¥3.3万 |
+5.37% |
回到中轨 |
| 11 |
2018-12-28 |
2019-01-17 |
5.336930599 |
5.67432 |
¥4.5万 |
+6.29% |
回到中轨 |
| 12 |
2019-03-28 |
2019-04-08 |
6.358256904999999 |
7.1128800000000005 |
¥8.9万 |
+11.83% |
回到中轨 |
| 13 |
2019-04-30 |
2019-06-12 |
6.1579968449999996 |
5.47452 |
¥-9.4万 |
-11.13% |
回到中轨 |
| 14 |
2019-07-09 |
2019-07-31 |
5.196748557 |
5.16483 |
¥-4,809 |
-0.64% |
回到中轨 |
| 15 |
2019-10-09 |
2019-10-15 |
5.181554 |
5.4445500000000004 |
¥3.7万 |
+5.04% |
回到中轨 |
| 16 |
2019-11-29 |
2019-12-16 |
5.607281679999999 |
5.78421 |
¥2.4万 |
+3.12% |
回到中轨 |
| 17 |
2020-02-03 |
2020-02-21 |
5.296878587 |
5.7942 |
¥6.8万 |
+9.36% |
回到中轨 |
| 18 |
2020-03-10 |
2020-04-16 |
5.226787566 |
4.37562 |
¥-14.2万 |
-16.31% |
回到中轨 |
| 19 |
2021-03-30 |
2021-04-20 |
9.382183810999999 |
9.690299999999999 |
¥2.4万 |
+3.25% |
回到中轨 |
| 20 |
2021-06-17 |
2021-08-10 |
9.221975763000001 |
7.792200000000001 |
¥-11.7万 |
-15.53% |
回到中轨 |
| 21 |
2021-10-28 |
2021-11-05 |
7.019115102999999 |
7.672319999999999 |
¥5.9万 |
+9.27% |
回到中轨 |
| 22 |
2022-03-03 |
2022-05-05 |
7.309492189999999 |
5.794199999999999 |
¥-14.5万 |
-20.75% |
回到中轨 |
| 23 |
2022-09-06 |
2022-10-10 |
5.667359697999999 |
5.514480000000001 |
¥-1.5万 |
-2.73% |
回到中轨 |
| 24 |
2022-10-25 |
2022-11-07 |
5.006501499999999 |
5.1948 |
¥2.0万 |
+3.73% |
回到中轨 |
| 25 |
2023-02-24 |
2023-03-02 |
6.468399938 |
6.72327 |
¥2.2万 |
+3.91% |
回到中轨 |
| 26 |
2023-04-25 |
2023-05-05 |
5.997788796999999 |
7.072920000000001 |
¥10.4万 |
+17.89% |
回到中轨 |
| 27 |
2023-10-17 |
2023-11-07 |
7.099219126999999 |
6.94305 |
¥-1.5万 |
-2.23% |
回到中轨 |
| 28 |
2023-12-04 |
2023-12-29 |
6.278152881 |
6.24375 |
¥-3,849 |
-0.58% |
回到中轨 |
| 29 |
2024-01-17 |
2024-02-07 |
5.847593752 |
5.96403 |
¥1.3万 |
+1.96% |
回到中轨 |
| 30 |
2024-05-07 |
2024-05-15 |
6.628607986 |
6.7932 |
¥1.7万 |
+2.45% |
回到中轨 |
| 31 |
2024-06-14 |
2024-07-03 |
6.107931829999999 |
6.1938 |
¥9,577 |
+1.38% |
回到中轨 |
| 32 |
2024-07-24 |
2024-08-09 |
5.7775027309999984 |
5.97402 |
¥2.4万 |
+3.37% |
回到中轨 |
| 33 |
2024-09-13 |
2024-09-24 |
5.376982611 |
5.64435 |
¥3.6万 |
+4.94% |
回到中轨 |
| 34 |
2024-11-25 |
2024-12-13 |
6.989076094 |
6.973020000000001 |
¥-1,978 |
-0.26% |
回到中轨 |
| 35 |
2025-01-06 |
2025-02-05 |
6.758777025 |
6.643350000000001 |
¥-1.3万 |
-1.74% |
回到中轨 |
| 36 |
2025-06-16 |
2025-06-26 |
7.112133 |
7.25274 |
¥1.5万 |
+1.95% |
回到中轨 |
| 37 |
2025-10-10 |
2025-10-31 |
7.8902463639999985 |
7.78221 |
¥-1.1万 |
-1.40% |
回到中轨 |
| 38 |
2025-11-26 |
2025-12-19 |
7.369570208 |
7.33266 |
¥-3,974 |
-0.53% |
回到中轨 |
| 39 |
2026-03-02 |
2026-04-30 |
7.0091021 |
6.373619999999999 |
¥-6.7万 |
-9.09% |
回到中轨 |
| 40 |
2026-05-15 |
2026-07-16 |
5.937710778999999 |
4.93506 |
¥-11.5万 |
-16.91% |
回到中轨 |
| 41 |
2026-09-14 |
2026-10-12 |
4.7461634219999995 |
5.03496 |
¥3.4万 |
+6.05% |
回到中轨 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-01-05 |
跌破下轨 |
买入 |
35.035 |
26000.0 |
¥91.1万 |
|
| 2016-02-03 |
回到中轨 |
卖出 |
30.57939 |
26000.0 |
¥79.5万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
28.398369999999996 |
31000.0 |
¥88.1万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
29.40057 |
31000.0 |
¥91.1万 |
|
| 2016-07-04 |
跌破下轨 |
买入 |
16.16615 |
55500.0 |
¥89.7万 |
|
| 2016-08-17 |
回到中轨 |
卖出 |
16.0839 |
55500.0 |
¥89.2万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
14.594579999999999 |
62100.0 |
¥90.7万 |
|
| 2016-10-12 |
回到中轨 |
卖出 |
14.73525 |
62100.0 |
¥91.5万 |
|
| 2016-12-06 |
跌破下轨 |
买入 |
16.1161 |
56800.0 |
¥91.6万 |
|
| 2017-01-05 |
回到中轨 |
卖出 |
14.61537 |
56800.0 |
¥83.0万 |
|
| 2017-02-16 |
跌破下轨 |
买入 |
12.55 |
65800.0 |
¥82.6万 |
|
| 2017-03-28 |
回到中轨 |
卖出 |
11.82816 |
65800.0 |
¥77.8万 |
|
| 2017-07-10 |
跌破下轨 |
买入 |
9.008999999999999 |
86400.0 |
¥77.9万 |
|
| 2017-08-10 |
回到中轨 |
卖出 |
8.91108 |
86400.0 |
¥77.0万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
13.56355 |
56900.0 |
¥77.2万 |
|
| 2018-05-09 |
回到中轨 |
卖出 |
11.418569999999999 |
56900.0 |
¥65.0万 |
|
| 2018-06-28 |
跌破下轨 |
买入 |
11.131119999999997 |
57900.0 |
¥64.5万 |
|
| 2018-07-20 |
回到中轨 |
卖出 |
11.5884 |
57900.0 |
¥67.1万 |
|
| 2018-10-30 |
跌破下轨 |
买入 |
5.855849999999999 |
105400.0 |
¥61.7万 |
|
| 2018-12-04 |
回到中轨 |
卖出 |
6.17382 |
105400.0 |
¥65.1万 |
|
| 2018-12-28 |
跌破下轨 |
买入 |
5.33533 |
133000.0 |
¥71.0万 |
|
| 2019-01-17 |
回到中轨 |
卖出 |
5.67432 |
133000.0 |
¥75.4万 |
|
| 2019-03-28 |
跌破下轨 |
买入 |
6.356349999999999 |
118100.0 |
¥75.1万 |
|
| 2019-04-08 |
回到中轨 |
卖出 |
7.1128800000000005 |
118100.0 |
¥84.0万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
6.156149999999999 |
136600.0 |
¥84.1万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
5.47452 |
136600.0 |
¥74.8万 |
|
| 2019-07-09 |
跌破下轨 |
买入 |
5.19519 |
143700.0 |
¥74.7万 |
|
| 2019-07-31 |
回到中轨 |
卖出 |
5.16483 |
143700.0 |
¥74.2万 |
|
| 2019-10-09 |
跌破下轨 |
买入 |
5.18 |
143300.0 |
¥74.3万 |
|
| 2019-10-15 |
回到中轨 |
卖出 |
5.4445500000000004 |
143300.0 |
¥78.0万 |
|
| 2019-11-29 |
跌破下轨 |
买入 |
5.605599999999999 |
139500.0 |
¥78.2万 |
|
| 2019-12-16 |
回到中轨 |
卖出 |
5.78421 |
139500.0 |
¥80.7万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
5.29529 |
137000.0 |
¥72.6万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
5.7942 |
137000.0 |
¥79.4万 |
|
| 2020-03-10 |
跌破下轨 |
买入 |
5.225219999999999 |
166000.0 |
¥86.8万 |
|
| 2020-04-16 |
回到中轨 |
卖出 |
4.37562 |
166000.0 |
¥72.6万 |
|
| 2021-03-30 |
跌破下轨 |
买入 |
9.379369999999998 |
77300.0 |
¥72.5万 |
|
| 2021-04-20 |
回到中轨 |
卖出 |
9.690299999999999 |
77300.0 |
¥74.9万 |
|
| 2021-06-17 |
跌破下轨 |
买入 |
9.21921 |
81400.0 |
¥75.1万 |
|
| 2021-08-10 |
回到中轨 |
卖出 |
7.792200000000001 |
81400.0 |
¥63.4万 |
|
| 2021-10-28 |
跌破下轨 |
买入 |
7.017009999999999 |
91100.0 |
¥63.9万 |
|
| 2021-11-05 |
回到中轨 |
卖出 |
7.672319999999999 |
91100.0 |
¥69.9万 |
|
| 2022-03-03 |
跌破下轨 |
买入 |
7.307299999999999 |
95700.0 |
¥70.0万 |
|
| 2022-05-05 |
回到中轨 |
卖出 |
5.794199999999999 |
95700.0 |
¥55.4万 |
|
| 2022-09-06 |
跌破下轨 |
买入 |
5.665659999999999 |
98000.0 |
¥55.5万 |
|
| 2022-10-10 |
回到中轨 |
卖出 |
5.514480000000001 |
98000.0 |
¥54.0万 |
|
| 2022-10-25 |
跌破下轨 |
买入 |
5.004999999999999 |
106700.0 |
¥53.4万 |
|
| 2022-11-07 |
回到中轨 |
卖出 |
5.1948 |
106700.0 |
¥55.4万 |
|
| 2023-02-24 |
跌破下轨 |
买入 |
6.46646 |
86600.0 |
¥56.0万 |
|
| 2023-03-02 |
回到中轨 |
卖出 |
6.72327 |
86600.0 |
¥58.2万 |
|
| 2023-04-25 |
跌破下轨 |
买入 |
5.99599 |
96600.0 |
¥57.9万 |
|
| 2023-05-05 |
回到中轨 |
卖出 |
7.072920000000001 |
96600.0 |
¥68.3万 |
|
| 2023-10-17 |
跌破下轨 |
买入 |
7.097089999999999 |
96400.0 |
¥68.4万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
6.94305 |
96400.0 |
¥66.9万 |
|
| 2023-12-04 |
跌破下轨 |
买入 |
6.2762699999999985 |
106100.0 |
¥66.6万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
6.24375 |
106100.0 |
¥66.2万 |
|
| 2024-01-17 |
跌破下轨 |
买入 |
5.84584 |
113800.0 |
¥66.5万 |
|
| 2024-02-07 |
回到中轨 |
卖出 |
5.96403 |
113800.0 |
¥67.9万 |
|
| 2024-05-07 |
跌破下轨 |
买入 |
6.626619999999999 |
102400.0 |
¥67.9万 |
|
| 2024-05-15 |
回到中轨 |
卖出 |
6.7932 |
102400.0 |
¥69.5万 |
|
| 2024-06-14 |
跌破下轨 |
买入 |
6.106099999999999 |
114000.0 |
¥69.6万 |
|
| 2024-07-03 |
回到中轨 |
卖出 |
6.1938 |
114000.0 |
¥70.6万 |
|
| 2024-07-24 |
跌破下轨 |
买入 |
5.775769999999999 |
122200.0 |
¥70.6万 |
|
| 2024-08-09 |
回到中轨 |
卖出 |
5.97402 |
122200.0 |
¥73.0万 |
|
| 2024-09-13 |
跌破下轨 |
买入 |
5.375369999999999 |
135000.0 |
¥72.6万 |
|
| 2024-09-24 |
回到中轨 |
卖出 |
5.64435 |
135000.0 |
¥76.2万 |
|
| 2024-11-25 |
跌破下轨 |
买入 |
6.98698 |
109000.0 |
¥76.2万 |
|
| 2024-12-13 |
回到中轨 |
卖出 |
6.973020000000001 |
109000.0 |
¥76.0万 |
|
| 2025-01-06 |
跌破下轨 |
买入 |
6.756749999999999 |
112600.0 |
¥76.1万 |
|
| 2025-02-05 |
回到中轨 |
卖出 |
6.643350000000001 |
112600.0 |
¥74.8万 |
|
| 2025-06-16 |
跌破下轨 |
买入 |
7.11 |
105100.0 |
¥74.7万 |
|
| 2025-06-26 |
回到中轨 |
卖出 |
7.25274 |
105100.0 |
¥76.2万 |
|
| 2025-10-10 |
跌破下轨 |
买入 |
7.887879999999998 |
96400.0 |
¥76.1万 |
|
| 2025-10-31 |
回到中轨 |
卖出 |
7.78221 |
96400.0 |
¥75.0万 |
|
| 2025-11-26 |
跌破下轨 |
买入 |
7.36736 |
101600.0 |
¥74.9万 |
|
| 2025-12-19 |
回到中轨 |
卖出 |
7.33266 |
101600.0 |
¥74.5万 |
|
| 2026-03-02 |
跌破下轨 |
买入 |
7.007 |
105800.0 |
¥74.2万 |
|
| 2026-04-30 |
回到中轨 |
卖出 |
6.373619999999999 |
105800.0 |
¥67.4万 |
|
| 2026-05-15 |
跌破下轨 |
买入 |
5.935929999999998 |
115000.0 |
¥68.3万 |
|
| 2026-07-16 |
回到中轨 |
卖出 |
4.93506 |
115000.0 |
¥56.7万 |
|
| 2026-09-14 |
跌破下轨 |
买入 |
4.744739999999999 |
119100.0 |
¥56.5万 |
|
| 2026-10-12 |
回到中轨 |
卖出 |
5.03496 |
119100.0 |
¥59.9万 |
|