002028 思源电气 — 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: ¥1.71M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +71.13%）
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 35 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 |
2015-05-07 |
2015-05-14 |
17.622885280000002 |
19.200779999999998 |
¥8.9万 |
+8.92% |
回到中轨 |
| 2 |
2015-06-30 |
2015-07-22 |
17.072170115000002 |
17.56242 |
¥3.1万 |
+2.84% |
回到中轨 |
| 3 |
2015-08-25 |
2015-10-09 |
12.025616602999998 |
12.3876 |
¥3.0万 |
+2.98% |
回到中轨 |
| 4 |
2016-01-05 |
2016-01-25 |
13.717814109999997 |
14.7852 |
¥8.5万 |
+7.75% |
回到中轨 |
| 5 |
2016-04-27 |
2016-06-01 |
11.224576362999999 |
10.41957 |
¥-8.9万 |
-7.20% |
回到中轨 |
| 6 |
2017-07-18 |
2017-07-21 |
15.109621527 |
16.333650000000002 |
¥9.2万 |
+8.07% |
回到中轨 |
| 7 |
2017-08-15 |
2017-09-08 |
14.498828344 |
14.545440000000001 |
¥3,595 |
+0.29% |
回到中轨 |
| 8 |
2017-11-15 |
2017-12-12 |
17.385213999999998 |
16.263720000000003 |
¥-8.0万 |
-6.48% |
回到中轨 |
| 9 |
2018-01-16 |
2018-02-06 |
15.064518000000001 |
15.1848 |
¥8,888 |
+0.77% |
回到中轨 |
| 10 |
2018-05-31 |
2018-07-13 |
17.582833267999998 |
16.30368 |
¥-8.5万 |
-7.30% |
回到中轨 |
| 11 |
2018-08-03 |
2018-08-28 |
15.149673539 |
14.96502 |
¥-1.3万 |
-1.25% |
回到中轨 |
| 12 |
2018-09-17 |
2018-11-01 |
12.606370776999999 |
10.759229999999999 |
¥-15.3万 |
-14.68% |
回到中轨 |
| 13 |
2019-04-30 |
2019-06-21 |
11.925486572999999 |
10.23975 |
¥-12.9万 |
-14.16% |
回到中轨 |
| 14 |
2020-02-05 |
2020-02-18 |
12.906760867 |
14.425559999999999 |
¥9.2万 |
+11.73% |
回到中轨 |
| 15 |
2020-09-09 |
2020-09-21 |
24.531857349999996 |
25.58439 |
¥3.7万 |
+4.26% |
回到中轨 |
| 16 |
2020-10-22 |
2020-11-23 |
22.0286066 |
21.90807 |
¥-5,262 |
-0.58% |
回到中轨 |
| 17 |
2020-12-29 |
2021-01-13 |
19.535368852999998 |
20.60937 |
¥5.0万 |
+5.47% |
回到中轨 |
| 18 |
2021-06-04 |
2021-06-15 |
26.704679000999995 |
28.36161 |
¥5.9万 |
+6.17% |
回到中轨 |
| 19 |
2021-07-14 |
2021-08-02 |
25.983742784999997 |
28.71126 |
¥10.7万 |
+10.46% |
回到中轨 |
| 20 |
2022-02-14 |
2022-02-22 |
41.754222510000005 |
45.82413 |
¥10.8万 |
+9.71% |
回到中轨 |
| 21 |
2022-04-07 |
2022-05-05 |
31.721193504 |
30.139830000000003 |
¥-6.2万 |
-5.01% |
回到中轨 |
| 22 |
2022-08-29 |
2022-10-17 |
41.28361136899999 |
40.119839999999996 |
¥-3.3万 |
-2.85% |
回到中轨 |
| 23 |
2022-10-25 |
2022-11-07 |
35.68634269199999 |
38.961 |
¥10.4万 |
+9.14% |
回到中轨 |
| 24 |
2023-03-17 |
2023-03-22 |
43.666706082999994 |
45.32463 |
¥4.7万 |
+3.77% |
回到中轨 |
| 25 |
2023-06-26 |
2023-07-03 |
44.80818842499999 |
47.03292 |
¥6.3万 |
+4.93% |
回到中轨 |
| 26 |
2023-10-12 |
2023-10-24 |
47.66189427999999 |
49.51044 |
¥5.2万 |
+3.85% |
回到中轨 |
| 27 |
2024-06-28 |
2024-07-29 |
66.10584580599999 |
65.77416000000001 |
¥-7,380 |
-0.53% |
回到中轨 |
| 28 |
2024-12-06 |
2025-01-09 |
74.59687234999998 |
72.27765 |
¥-4.4万 |
-3.14% |
回到中轨 |
| 29 |
2025-01-14 |
2025-01-17 |
69.59037085 |
72.64728 |
¥5.9万 |
+4.36% |
回到中轨 |
| 30 |
2025-02-21 |
2025-03-17 |
72.213777636 |
74.2257 |
¥3.9万 |
+2.76% |
回到中轨 |
| 31 |
2025-04-09 |
2025-04-14 |
68.58907054999997 |
74.60532 |
¥12.5万 |
+8.74% |
回到中轨 |
| 32 |
2025-07-10 |
2025-07-15 |
71.10233430299999 |
76.80311999999999 |
¥12.5万 |
+7.99% |
回到中轨 |
| 33 |
2026-06-08 |
2026-06-22 |
170.221051 |
193.81599 |
¥22.4万 |
+13.83% |
回到中轨 |
| 34 |
2026-07-03 |
2026-07-24 |
155.60206662 |
165.29454 |
¥11.9万 |
+6.20% |
回到中轨 |
| 35 |
2026-08-31 |
2026-11-05 |
139.1807417 |
115.4844 |
¥-33.7万 |
-17.05% |
回到中轨 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
跌破下轨 |
买入 |
17.6176 |
56400.0 |
¥99.4万 |
|
| 2015-05-14 |
回到中轨 |
卖出 |
19.200779999999998 |
56400.0 |
¥1.08M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
17.06705 |
63400.0 |
¥1.08M |
|
| 2015-07-22 |
回到中轨 |
卖出 |
17.56242 |
63400.0 |
¥1.11M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
12.022009999999998 |
83600.0 |
¥1.01M |
|
| 2015-10-09 |
回到中轨 |
卖出 |
12.3876 |
83600.0 |
¥1.04M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
13.713699999999998 |
80000.0 |
¥1.10M |
|
| 2016-01-25 |
回到中轨 |
卖出 |
14.7852 |
80000.0 |
¥1.18M |
|
| 2016-04-27 |
跌破下轨 |
买入 |
11.221209999999997 |
109900.0 |
¥1.23M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
10.41957 |
109900.0 |
¥1.14M |
|
| 2017-07-18 |
跌破下轨 |
买入 |
15.10509 |
75600.0 |
¥1.14M |
|
| 2017-07-21 |
回到中轨 |
卖出 |
16.333650000000002 |
75600.0 |
¥1.23M |
|
| 2017-08-15 |
跌破下轨 |
买入 |
14.49448 |
85100.0 |
¥1.23M |
|
| 2017-09-08 |
回到中轨 |
卖出 |
14.545440000000001 |
85100.0 |
¥1.24M |
|
| 2017-11-15 |
跌破下轨 |
买入 |
17.38 |
71000.0 |
¥1.23M |
|
| 2017-12-12 |
回到中轨 |
卖出 |
16.263720000000003 |
71000.0 |
¥1.15M |
|
| 2018-01-16 |
跌破下轨 |
买入 |
15.06 |
76800.0 |
¥1.16M |
|
| 2018-02-06 |
回到中轨 |
卖出 |
15.1848 |
76800.0 |
¥1.17M |
|
| 2018-05-31 |
跌破下轨 |
买入 |
17.57756 |
66300.0 |
¥1.17M |
|
| 2018-07-13 |
回到中轨 |
卖出 |
16.30368 |
66300.0 |
¥1.08M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
15.14513 |
70900.0 |
¥1.07M |
|
| 2018-08-28 |
回到中轨 |
卖出 |
14.96502 |
70900.0 |
¥1.06M |
|
| 2018-09-17 |
跌破下轨 |
买入 |
12.60259 |
82900.0 |
¥1.05M |
|
| 2018-11-01 |
回到中轨 |
卖出 |
10.759229999999999 |
82900.0 |
¥89.2万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
11.921909999999999 |
76200.0 |
¥90.9万 |
|
| 2019-06-21 |
回到中轨 |
卖出 |
10.23975 |
76200.0 |
¥78.0万 |
|
| 2020-02-05 |
跌破下轨 |
买入 |
12.90289 |
60700.0 |
¥78.3万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
14.425559999999999 |
60700.0 |
¥87.5万 |
|
| 2020-09-09 |
跌破下轨 |
买入 |
24.524499999999996 |
35700.0 |
¥87.6万 |
|
| 2020-09-21 |
回到中轨 |
卖出 |
25.58439 |
35700.0 |
¥91.3万 |
|
| 2020-10-22 |
跌破下轨 |
买入 |
22.022 |
41400.0 |
¥91.2万 |
|
| 2020-11-23 |
回到中轨 |
卖出 |
21.90807 |
41400.0 |
¥90.7万 |
|
| 2020-12-29 |
跌破下轨 |
买入 |
19.52951 |
46600.0 |
¥91.0万 |
|
| 2021-01-13 |
回到中轨 |
卖出 |
20.60937 |
46600.0 |
¥96.0万 |
|
| 2021-06-04 |
跌破下轨 |
买入 |
26.696669999999997 |
36000.0 |
¥96.1万 |
|
| 2021-06-15 |
回到中轨 |
卖出 |
28.36161 |
36000.0 |
¥1.02M |
|
| 2021-07-14 |
跌破下轨 |
买入 |
25.975949999999997 |
39200.0 |
¥1.02M |
|
| 2021-08-02 |
回到中轨 |
卖出 |
28.71126 |
39200.0 |
¥1.13M |
|
| 2022-02-14 |
跌破下轨 |
买入 |
41.7417 |
26700.0 |
¥1.11M |
|
| 2022-02-22 |
回到中轨 |
卖出 |
45.82413 |
26700.0 |
¥1.22M |
|
| 2022-04-07 |
跌破下轨 |
买入 |
31.711679999999998 |
38900.0 |
¥1.23M |
|
| 2022-05-05 |
回到中轨 |
卖出 |
30.139830000000003 |
38900.0 |
¥1.17M |
|
| 2022-08-29 |
跌破下轨 |
买入 |
41.271229999999996 |
27900.0 |
¥1.15M |
|
| 2022-10-17 |
回到中轨 |
卖出 |
40.119839999999996 |
27900.0 |
¥1.12M |
|
| 2022-10-25 |
跌破下轨 |
买入 |
35.675639999999994 |
31900.0 |
¥1.14M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
38.961 |
31900.0 |
¥1.24M |
|
| 2023-03-17 |
跌破下轨 |
买入 |
43.65360999999999 |
28500.0 |
¥1.24M |
|
| 2023-03-22 |
回到中轨 |
卖出 |
45.32463 |
28500.0 |
¥1.29M |
|
| 2023-06-26 |
跌破下轨 |
买入 |
44.79474999999999 |
28500.0 |
¥1.28M |
|
| 2023-07-03 |
回到中轨 |
卖出 |
47.03292 |
28500.0 |
¥1.34M |
|
| 2023-10-12 |
跌破下轨 |
买入 |
47.6476 |
28300.0 |
¥1.35M |
|
| 2023-10-24 |
回到中轨 |
卖出 |
49.51044 |
28300.0 |
¥1.40M |
|
| 2024-06-28 |
跌破下轨 |
买入 |
66.08601999999999 |
21000.0 |
¥1.39M |
|
| 2024-07-29 |
回到中轨 |
卖出 |
65.77416000000001 |
21000.0 |
¥1.38M |
|
| 2024-12-06 |
跌破下轨 |
买入 |
74.57449999999999 |
18700.0 |
¥1.39M |
|
| 2025-01-09 |
回到中轨 |
卖出 |
72.27765 |
18700.0 |
¥1.35M |
|
| 2025-01-14 |
跌破下轨 |
买入 |
69.56949999999999 |
19400.0 |
¥1.35M |
|
| 2025-01-17 |
回到中轨 |
卖出 |
72.64728 |
19400.0 |
¥1.41M |
|
| 2025-02-21 |
跌破下轨 |
买入 |
72.19212 |
19500.0 |
¥1.41M |
|
| 2025-03-17 |
回到中轨 |
卖出 |
74.2257 |
19500.0 |
¥1.45M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
68.56849999999999 |
20900.0 |
¥1.43M |
|
| 2025-04-14 |
回到中轨 |
卖出 |
74.60532 |
20900.0 |
¥1.56M |
|
| 2025-07-10 |
跌破下轨 |
买入 |
71.08100999999999 |
22100.0 |
¥1.57M |
|
| 2025-07-15 |
回到中轨 |
卖出 |
76.80311999999999 |
22100.0 |
¥1.70M |
|
| 2026-06-08 |
跌破下轨 |
买入 |
170.17 |
9500.0 |
¥1.62M |
|
| 2026-06-22 |
回到中轨 |
卖出 |
193.81599 |
9500.0 |
¥1.84M |
|
| 2026-07-03 |
跌破下轨 |
买入 |
155.5554 |
12300.0 |
¥1.91M |
|
| 2026-07-24 |
回到中轨 |
卖出 |
165.29454 |
12300.0 |
¥2.03M |
|
| 2026-08-31 |
跌破下轨 |
买入 |
139.13899999999998 |
14200.0 |
¥1.98M |
|
| 2026-11-05 |
回到中轨 |
卖出 |
115.4844 |
14200.0 |
¥1.64M |
|