002049 紫光国微 — 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: ¥99.1万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -0.91%）
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 43 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 |
2015-06-30 |
2015-07-20 |
42.505197734999996 |
43.3566 |
¥1.8万 |
+1.97% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-30 |
32.171778638999996 |
30.849119999999996 |
¥-3.8万 |
-4.14% |
回到中轨 |
| 3 |
2016-03-14 |
2016-04-20 |
48.744619 |
42.6573 |
¥-11.0万 |
-12.51% |
回到中轨 |
| 4 |
2016-04-22 |
2016-05-30 |
38.34980148999999 |
35.364599999999996 |
¥-6.7万 |
-7.81% |
回到中轨 |
| 5 |
2016-08-01 |
2016-08-18 |
38.359814493 |
39.74022 |
¥2.8万 |
+3.57% |
回到中轨 |
| 6 |
2016-09-13 |
2016-10-11 |
36.066836806 |
36.78318 |
¥1.6万 |
+1.96% |
回到中轨 |
| 7 |
2016-12-05 |
2016-12-26 |
33.89401515499999 |
33.016949999999994 |
¥-2.2万 |
-2.62% |
回到中轨 |
| 8 |
2017-01-19 |
2017-02-09 |
29.688553895 |
31.38858 |
¥4.6万 |
+5.69% |
回到中轨 |
| 9 |
2017-07-18 |
2017-08-16 |
25.002468490999995 |
25.21476 |
¥6,408 |
+0.82% |
回到中轨 |
| 10 |
2017-10-25 |
2017-11-02 |
31.560985455999997 |
34.8651 |
¥9.1万 |
+10.44% |
回到中轨 |
| 11 |
2018-01-16 |
2018-02-23 |
40.442519116999996 |
39.05091 |
¥-3.3万 |
-3.47% |
回到中轨 |
| 12 |
2018-05-28 |
2018-07-04 |
48.963584669999996 |
45.5544 |
¥-6.5万 |
-6.99% |
回到中轨 |
| 13 |
2018-08-06 |
2018-08-14 |
41.654092479999996 |
46.123830000000005 |
¥9.2万 |
+10.70% |
回到中轨 |
| 14 |
2018-09-06 |
2018-11-14 |
41.56397545299999 |
32.437529999999995 |
¥-20.8万 |
-21.98% |
回到中轨 |
| 15 |
2018-12-17 |
2019-01-08 |
30.830036236999998 |
30.749219999999998 |
¥-2,188 |
-0.29% |
回到中轨 |
| 16 |
2019-05-07 |
2019-06-03 |
37.49869623499999 |
49.62 |
¥24.2万 |
+32.28% |
回到中轨 |
| 17 |
2019-11-07 |
2019-12-04 |
47.0611141 |
45.274680000000004 |
¥-3.8万 |
-3.82% |
回到中轨 |
| 18 |
2020-10-27 |
2020-11-10 |
102.38295567499999 |
113.0868 |
¥9.8万 |
+10.42% |
回到中轨 |
| 19 |
2021-03-09 |
2021-03-30 |
103.1339309 |
108.0 |
¥4.8万 |
+4.69% |
回到中轨 |
| 20 |
2021-09-17 |
2021-10-18 |
195.83431267399996 |
205.74405 |
¥5.4万 |
+5.03% |
回到中轨 |
| 21 |
2022-02-09 |
2022-02-24 |
194.75290834999998 |
209.21058 |
¥8.5万 |
+7.39% |
回到中轨 |
| 22 |
2022-04-08 |
2022-05-05 |
195.75420865 |
183.28653 |
¥-7.9万 |
-6.40% |
回到中轨 |
| 23 |
2022-06-01 |
2022-06-06 |
175.40778655399998 |
183.98583 |
¥5.5万 |
+4.86% |
回到中轨 |
| 24 |
2022-08-25 |
2022-10-18 |
162.31077863 |
152.847 |
¥-7.1万 |
-5.86% |
回到中轨 |
| 25 |
2022-11-17 |
2022-12-28 |
143.38620295999996 |
132.867 |
¥-8.3万 |
-7.36% |
回到中轨 |
| 26 |
2023-02-17 |
2023-03-24 |
116.25096482999997 |
109.89 |
¥-5.8万 |
-5.50% |
回到中轨 |
| 27 |
2023-05-15 |
2023-06-05 |
89.33601276599998 |
95.53437 |
¥6.9万 |
+6.91% |
回到中轨 |
| 28 |
2023-06-07 |
2023-06-21 |
88.36475147499999 |
92.8071 |
¥5.3万 |
+5.00% |
回到中轨 |
| 29 |
2023-08-17 |
2023-08-25 |
84.93029144599998 |
90.909 |
¥7.9万 |
+7.01% |
回到中轨 |
| 30 |
2023-09-21 |
2023-11-07 |
85.21065553 |
77.33259 |
¥-11.0万 |
-9.27% |
回到中轨 |
| 31 |
2023-12-01 |
2023-12-29 |
72.464102711 |
66.933 |
¥-8.4万 |
-7.66% |
回到中轨 |
| 32 |
2024-01-08 |
2024-02-20 |
61.62002046199999 |
55.77417 |
¥-9.6万 |
-9.51% |
回到中轨 |
| 33 |
2024-03-28 |
2024-05-10 |
61.36969538699999 |
59.94 |
¥-2.2万 |
-2.36% |
回到中轨 |
| 34 |
2024-05-27 |
2024-06-06 |
54.220411244999994 |
58.26168 |
¥6.6万 |
+7.42% |
回到中轨 |
| 35 |
2024-06-26 |
2024-07-17 |
51.66709547999999 |
52.587360000000004 |
¥1.7万 |
+1.75% |
回到中轨 |
| 36 |
2024-08-21 |
2024-09-06 |
46.60051596199999 |
47.78217 |
¥2.4万 |
+2.50% |
回到中轨 |
| 37 |
2025-01-03 |
2025-02-06 |
60.889071243 |
60.3396 |
¥-9,308 |
-0.93% |
回到中轨 |
| 38 |
2025-04-09 |
2025-04-10 |
62.080618599999994 |
69.42051 |
¥11.5万 |
+11.79% |
回到中轨 |
| 39 |
2025-06-13 |
2025-06-26 |
63.008897 |
64.3356 |
¥2.3万 |
+2.07% |
回到中轨 |
| 40 |
2026-03-23 |
2026-04-13 |
69.02069999999999 |
68.62131 |
¥-6,720 |
-0.61% |
回到中轨 |
| 41 |
2026-07-16 |
2026-08-11 |
72.16371262099997 |
67.44249 |
¥-7.3万 |
-6.57% |
回到中轨 |
| 42 |
2026-08-25 |
2026-09-23 |
60.378408089999986 |
61.79814 |
¥2.4万 |
+2.32% |
回到中轨 |
| 43 |
2026-10-09 |
2026-11-11 |
55.952660764 |
51.5 |
¥-8.5万 |
-7.99% |
回到中轨 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
42.49245 |
21500.0 |
¥91.4万 |
|
| 2015-07-20 |
回到中轨 |
卖出 |
43.3566 |
21500.0 |
¥93.2万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
32.16213 |
28500.0 |
¥91.7万 |
|
| 2015-09-30 |
回到中轨 |
卖出 |
30.849119999999996 |
28500.0 |
¥87.9万 |
|
| 2016-03-14 |
跌破下轨 |
买入 |
48.73 |
18000.0 |
¥87.7万 |
|
| 2016-04-20 |
回到中轨 |
卖出 |
42.6573 |
18000.0 |
¥76.8万 |
|
| 2016-04-22 |
跌破下轨 |
买入 |
38.33829999999999 |
22500.0 |
¥86.3万 |
|
| 2016-05-30 |
回到中轨 |
卖出 |
35.364599999999996 |
22500.0 |
¥79.5万 |
|
| 2016-08-01 |
跌破下轨 |
买入 |
38.34831 |
20400.0 |
¥78.3万 |
|
| 2016-08-18 |
回到中轨 |
卖出 |
39.74022 |
20400.0 |
¥81.0万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
36.05602 |
23000.0 |
¥83.0万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
36.78318 |
23000.0 |
¥84.6万 |
|
| 2016-12-05 |
跌破下轨 |
买入 |
33.883849999999995 |
24800.0 |
¥84.1万 |
|
| 2016-12-26 |
回到中轨 |
卖出 |
33.016949999999994 |
24800.0 |
¥81.9万 |
|
| 2017-01-19 |
跌破下轨 |
买入 |
29.679649999999995 |
27400.0 |
¥81.3万 |
|
| 2017-02-09 |
回到中轨 |
卖出 |
31.38858 |
27400.0 |
¥86.0万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
24.994969999999995 |
31300.0 |
¥78.3万 |
|
| 2017-08-16 |
回到中轨 |
卖出 |
25.21476 |
31300.0 |
¥78.9万 |
|
| 2017-10-25 |
跌破下轨 |
买入 |
31.551519999999996 |
27700.0 |
¥87.4万 |
|
| 2017-11-02 |
回到中轨 |
卖出 |
34.8651 |
27700.0 |
¥96.5万 |
|
| 2018-01-16 |
跌破下轨 |
买入 |
40.430389999999996 |
23400.0 |
¥94.6万 |
|
| 2018-02-23 |
回到中轨 |
卖出 |
39.05091 |
23400.0 |
¥91.4万 |
|
| 2018-05-28 |
跌破下轨 |
买入 |
48.948899999999995 |
19000.0 |
¥93.0万 |
|
| 2018-07-04 |
回到中轨 |
卖出 |
45.5544 |
19000.0 |
¥86.5万 |
|
| 2018-08-06 |
跌破下轨 |
买入 |
41.6416 |
20600.0 |
¥85.8万 |
|
| 2018-08-14 |
回到中轨 |
卖出 |
46.123830000000005 |
20600.0 |
¥95.0万 |
|
| 2018-09-06 |
跌破下轨 |
买入 |
41.55150999999999 |
22800.0 |
¥94.8万 |
|
| 2018-11-14 |
回到中轨 |
卖出 |
32.437529999999995 |
22800.0 |
¥73.9万 |
|
| 2018-12-17 |
跌破下轨 |
买入 |
30.820789999999995 |
24300.0 |
¥74.9万 |
|
| 2019-01-08 |
回到中轨 |
卖出 |
30.749219999999998 |
24300.0 |
¥74.7万 |
|
| 2019-05-07 |
跌破下轨 |
买入 |
37.487449999999995 |
20000.0 |
¥75.0万 |
|
| 2019-06-03 |
回到中轨 |
卖出 |
49.62 |
20000.0 |
¥99.2万 |
|
| 2019-11-07 |
跌破下轨 |
买入 |
47.047 |
21000.0 |
¥98.8万 |
|
| 2019-12-04 |
回到中轨 |
卖出 |
45.274680000000004 |
21000.0 |
¥95.0万 |
|
| 2020-10-27 |
跌破下轨 |
买入 |
102.35224999999998 |
9200.0 |
¥94.2万 |
|
| 2020-11-10 |
回到中轨 |
卖出 |
113.0868 |
9200.0 |
¥1.04M |
|
| 2021-03-09 |
跌破下轨 |
买入 |
103.103 |
10000.0 |
¥1.03M |
|
| 2021-03-30 |
回到中轨 |
卖出 |
108.0 |
10000.0 |
¥1.08M |
|
| 2021-09-17 |
跌破下轨 |
买入 |
195.77558 |
5500.0 |
¥1.08M |
|
| 2021-10-18 |
回到中轨 |
卖出 |
205.74405 |
5500.0 |
¥1.13M |
|
| 2022-02-09 |
跌破下轨 |
买入 |
194.69449999999998 |
5900.0 |
¥1.15M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
209.21058 |
5900.0 |
¥1.23M |
|
| 2022-04-08 |
跌破下轨 |
买入 |
195.69549999999998 |
6300.0 |
¥1.23M |
|
| 2022-05-05 |
回到中轨 |
卖出 |
183.28653 |
6300.0 |
¥1.15M |
|
| 2022-06-01 |
跌破下轨 |
买入 |
175.35518 |
6500.0 |
¥1.14M |
|
| 2022-06-06 |
回到中轨 |
卖出 |
183.98583 |
6500.0 |
¥1.20M |
|
| 2022-08-25 |
跌破下轨 |
买入 |
162.26209999999998 |
7500.0 |
¥1.22M |
|
| 2022-10-18 |
回到中轨 |
卖出 |
152.847 |
7500.0 |
¥1.15M |
|
| 2022-11-17 |
跌破下轨 |
买入 |
143.34319999999997 |
7900.0 |
¥1.13M |
|
| 2022-12-28 |
回到中轨 |
卖出 |
132.867 |
7900.0 |
¥1.05M |
|
| 2023-02-17 |
跌破下轨 |
买入 |
116.21609999999998 |
9000.0 |
¥1.05M |
|
| 2023-03-24 |
回到中轨 |
卖出 |
109.89 |
9000.0 |
¥98.9万 |
|
| 2023-05-15 |
跌破下轨 |
买入 |
89.30921999999998 |
11200.0 |
¥1.00M |
|
| 2023-06-05 |
回到中轨 |
卖出 |
95.53437 |
11200.0 |
¥1.07M |
|
| 2023-06-07 |
跌破下轨 |
买入 |
88.33825 |
12100.0 |
¥1.07M |
|
| 2023-06-21 |
回到中轨 |
卖出 |
92.8071 |
12100.0 |
¥1.12M |
|
| 2023-08-17 |
跌破下轨 |
买入 |
84.90481999999999 |
13200.0 |
¥1.12M |
|
| 2023-08-25 |
回到中轨 |
卖出 |
90.909 |
13200.0 |
¥1.20M |
|
| 2023-09-21 |
跌破下轨 |
买入 |
85.18509999999999 |
13900.0 |
¥1.18M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
77.33259 |
13900.0 |
¥1.07M |
|
| 2023-12-01 |
跌破下轨 |
买入 |
72.44237 |
15100.0 |
¥1.09M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
66.933 |
15100.0 |
¥1.01M |
|
| 2024-01-08 |
跌破下轨 |
买入 |
61.60153999999999 |
16400.0 |
¥1.01M |
|
| 2024-02-20 |
回到中轨 |
卖出 |
55.77417 |
16400.0 |
¥91.4万 |
|
| 2024-03-28 |
跌破下轨 |
买入 |
61.35128999999999 |
14900.0 |
¥91.4万 |
|
| 2024-05-10 |
回到中轨 |
卖出 |
59.94 |
14900.0 |
¥89.3万 |
|
| 2024-05-27 |
跌破下轨 |
买入 |
54.20414999999999 |
16500.0 |
¥89.5万 |
|
| 2024-06-06 |
回到中轨 |
卖出 |
58.26168 |
16500.0 |
¥96.1万 |
|
| 2024-06-26 |
跌破下轨 |
买入 |
51.651599999999995 |
18500.0 |
¥95.6万 |
|
| 2024-07-17 |
回到中轨 |
卖出 |
52.587360000000004 |
18500.0 |
¥97.3万 |
|
| 2024-08-21 |
跌破下轨 |
买入 |
46.58653999999999 |
20700.0 |
¥96.5万 |
|
| 2024-09-06 |
回到中轨 |
卖出 |
47.78217 |
20700.0 |
¥98.9万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
60.87081 |
16400.0 |
¥99.9万 |
|
| 2025-02-06 |
回到中轨 |
卖出 |
60.3396 |
16400.0 |
¥98.9万 |
|
| 2025-04-09 |
跌破下轨 |
买入 |
62.062 |
15700.0 |
¥97.5万 |
|
| 2025-04-10 |
回到中轨 |
卖出 |
69.42051 |
15700.0 |
¥1.09M |
|
| 2025-06-13 |
跌破下轨 |
买入 |
62.99 |
17500.0 |
¥1.10M |
|
| 2025-06-26 |
回到中轨 |
卖出 |
64.3356 |
17500.0 |
¥1.13M |
|
| 2026-03-23 |
跌破下轨 |
买入 |
69.0 |
16000.0 |
¥1.10M |
|
| 2026-04-13 |
回到中轨 |
卖出 |
68.62131 |
16000.0 |
¥1.10M |
|
| 2026-07-16 |
跌破下轨 |
买入 |
72.14206999999998 |
15500.0 |
¥1.12M |
|
| 2026-08-11 |
回到中轨 |
卖出 |
67.44249 |
15500.0 |
¥1.05M |
|
| 2026-08-25 |
跌破下轨 |
买入 |
60.36029999999999 |
17100.0 |
¥1.03M |
|
| 2026-09-23 |
回到中轨 |
卖出 |
61.79814 |
17100.0 |
¥1.06M |
|
| 2026-10-09 |
跌破下轨 |
买入 |
55.93588 |
19000.0 |
¥1.06M |
|
| 2026-11-11 |
回到中轨 |
卖出 |
51.5 |
19000.0 |
¥97.8万 |
|