002050 三花智控 — 布林下轨抄底 回测明细
数据区间: 2015-01-27 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.83M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +83.04%）
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 |
2015-04-24 |
2015-05-20 |
11.413423 |
11.6 |
¥1.6万 |
+1.60% |
回到中轨 |
| 2 |
2015-06-30 |
2015-08-05 |
10.653835192 |
9.7902 |
¥-7.9万 |
-8.13% |
回到中轨 |
| 3 |
2015-08-24 |
2015-09-23 |
8.100519427 |
7.00299 |
¥-12.0万 |
-13.57% |
回到中轨 |
| 4 |
2016-01-11 |
2016-02-17 |
7.810142339999998 |
7.192800000000001 |
¥-6.2万 |
-7.93% |
回到中轨 |
| 5 |
2016-07-28 |
2016-08-05 |
8.81144264 |
9.290700000000001 |
¥4.1万 |
+5.41% |
回到中轨 |
| 6 |
2016-09-14 |
2016-09-26 |
9.322105792999999 |
10.039950000000001 |
¥6.0万 |
+7.67% |
回到中轨 |
| 7 |
2016-11-23 |
2016-11-29 |
10.273341078 |
10.62936 |
¥2.9万 |
+3.43% |
回到中轨 |
| 8 |
2017-01-09 |
2017-02-07 |
10.353105000000001 |
10.40958 |
¥4,535 |
+0.52% |
回到中轨 |
| 9 |
2017-09-26 |
2017-10-16 |
15.820544739999999 |
17.192790000000002 |
¥7.7万 |
+8.64% |
回到中轨 |
| 10 |
2018-02-08 |
2018-02-23 |
17.963327382000003 |
19.600379999999998 |
¥8.8万 |
+9.08% |
回到中轨 |
| 11 |
2018-03-23 |
2018-05-08 |
18.143561436 |
17.35 |
¥-4.4万 |
-4.40% |
回到中轨 |
| 12 |
2018-07-06 |
2018-09-20 |
16.090895821 |
13.186799999999998 |
¥-18.2万 |
-18.07% |
回到中轨 |
| 13 |
2018-10-25 |
2018-11-05 |
10.453575132 |
12.37761 |
¥14.5万 |
+18.37% |
回到中轨 |
| 14 |
2019-05-08 |
2019-06-20 |
14.31859429 |
10.4895 |
¥-25.5万 |
-26.76% |
回到中轨 |
| 15 |
2020-03-17 |
2020-04-08 |
18.864497651999997 |
17.7822 |
¥-4.1万 |
-5.77% |
回到中轨 |
| 16 |
2020-06-04 |
2020-06-22 |
17.622885280000002 |
21.3786 |
¥14.4万 |
+21.28% |
回到中轨 |
| 17 |
2021-02-01 |
2021-02-08 |
23.029906899999993 |
25.2747 |
¥8.0万 |
+9.71% |
回到中轨 |
| 18 |
2021-03-09 |
2021-04-06 |
21.808320533999996 |
21.2787 |
¥-2.2万 |
-2.46% |
回到中轨 |
| 19 |
2021-06-17 |
2021-06-24 |
19.875810955 |
21.96 |
¥9.1万 |
+10.45% |
回到中轨 |
| 20 |
2021-09-16 |
2021-10-14 |
23.039919902999998 |
24.045930000000002 |
¥4.2万 |
+4.34% |
回到中轨 |
| 21 |
2021-11-30 |
2021-12-03 |
22.679451794999995 |
24.115860000000005 |
¥6.4万 |
+6.30% |
回到中轨 |
| 22 |
2021-12-21 |
2021-12-29 |
22.429126719999996 |
24.465509999999995 |
¥9.7万 |
+9.05% |
回到中轨 |
| 23 |
2022-01-24 |
2022-02-25 |
22.539269752999996 |
20.06991 |
¥-12.8万 |
-10.98% |
回到中轨 |
| 24 |
2022-03-08 |
2022-04-06 |
18.103509424 |
16.92306 |
¥-6.8万 |
-6.55% |
回到中轨 |
| 25 |
2022-04-12 |
2022-04-29 |
15.359946601999999 |
16.77321 |
¥8.9万 |
+9.17% |
回到中轨 |
| 26 |
2022-09-01 |
2022-09-08 |
25.683352694999996 |
29.64033 |
¥16.3万 |
+15.37% |
回到中轨 |
| 27 |
2022-10-11 |
2022-11-03 |
20.646812185999995 |
22.98699 |
¥12.9万 |
+11.30% |
回到中轨 |
| 28 |
2022-11-30 |
2022-12-06 |
20.917163267 |
22.6773 |
¥11.3万 |
+8.38% |
回到中轨 |
| 29 |
2023-03-06 |
2023-03-23 |
24.111311223999998 |
24.325650000000003 |
¥1.3万 |
+0.86% |
回到中轨 |
| 30 |
2023-04-24 |
2023-05-16 |
22.72951681 |
24.055919999999997 |
¥8.6万 |
+5.80% |
回到中轨 |
| 31 |
2023-10-24 |
2023-11-07 |
25.813521734 |
27.93204 |
¥12.7万 |
+8.17% |
回到中轨 |
| 32 |
2024-01-18 |
2024-02-19 |
24.0312072 |
23.42655 |
¥-4.3万 |
-2.55% |
回到中轨 |
| 33 |
2024-03-28 |
2024-04-29 |
23.160075939 |
22.637340000000002 |
¥-3.8万 |
-2.29% |
回到中轨 |
| 34 |
2024-06-26 |
2024-08-30 |
20.42652612 |
16.95303 |
¥-27.4万 |
-17.03% |
回到中轨 |
| 35 |
2025-04-08 |
2025-04-29 |
24.581922365 |
25.53444 |
¥5.0万 |
+3.84% |
回到中轨 |
| 36 |
2026-01-30 |
2026-02-24 |
50.155132027 |
54.96498000000001 |
¥13.3万 |
+9.56% |
回到中轨 |
| 37 |
2026-03-03 |
2026-04-13 |
49.454221817 |
44.1558 |
¥-16.4万 |
-10.74% |
回到中轨 |
| 38 |
2026-06-29 |
2026-07-06 |
41.53393644399999 |
47.692260000000005 |
¥20.1万 |
+14.79% |
回到中轨 |
| 39 |
2026-09-16 |
2026-09-22 |
33.74382011 |
36.53343 |
¥12.8万 |
+8.23% |
回到中轨 |
| 40 |
2026-10-13 |
2026-10-26 |
32.30194767799999 |
35.00496 |
¥13.8万 |
+8.34% |
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 |
|---|
| 2015-04-24 |
跌破下轨 |
买入 |
11.41 |
86000.0 |
¥98.2万 |
|
| 2015-05-20 |
回到中轨 |
卖出 |
11.6 |
86000.0 |
¥99.7万 |
|
| 2015-06-30 |
跌破下轨 |
买入 |
10.65064 |
90700.0 |
¥96.6万 |
|
| 2015-08-05 |
回到中轨 |
卖出 |
9.7902 |
90700.0 |
¥88.8万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
8.09809 |
108800.0 |
¥88.1万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
7.00299 |
108800.0 |
¥76.2万 |
|
| 2016-01-11 |
跌破下轨 |
买入 |
7.8077999999999985 |
99400.0 |
¥77.6万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
7.192800000000001 |
99400.0 |
¥71.5万 |
|
| 2016-07-28 |
跌破下轨 |
买入 |
8.8088 |
85500.0 |
¥75.3万 |
|
| 2016-08-05 |
回到中轨 |
卖出 |
9.290700000000001 |
85500.0 |
¥79.4万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
9.31931 |
84200.0 |
¥78.5万 |
|
| 2016-09-26 |
回到中轨 |
卖出 |
10.039950000000001 |
84200.0 |
¥84.5万 |
|
| 2016-11-23 |
跌破下轨 |
买入 |
10.270259999999999 |
83100.0 |
¥85.4万 |
|
| 2016-11-29 |
回到中轨 |
卖出 |
10.62936 |
83100.0 |
¥88.3万 |
|
| 2017-01-09 |
跌破下轨 |
买入 |
10.35 |
85000.0 |
¥88.0万 |
|
| 2017-02-07 |
回到中轨 |
卖出 |
10.40958 |
85000.0 |
¥88.5万 |
|
| 2017-09-26 |
跌破下轨 |
买入 |
15.8158 |
56200.0 |
¥88.9万 |
|
| 2017-10-16 |
回到中轨 |
卖出 |
17.192790000000002 |
56200.0 |
¥96.6万 |
|
| 2018-02-08 |
跌破下轨 |
买入 |
17.95794 |
53700.0 |
¥96.5万 |
|
| 2018-02-23 |
回到中轨 |
卖出 |
19.600379999999998 |
53700.0 |
¥1.05M |
|
| 2018-03-23 |
跌破下轨 |
买入 |
18.13812 |
55300.0 |
¥1.00M |
|
| 2018-05-08 |
回到中轨 |
卖出 |
17.35 |
55300.0 |
¥95.9万 |
|
| 2018-07-06 |
跌破下轨 |
买入 |
16.08607 |
62600.0 |
¥1.01M |
|
| 2018-09-20 |
回到中轨 |
卖出 |
13.186799999999998 |
62600.0 |
¥82.5万 |
|
| 2018-10-25 |
跌破下轨 |
买入 |
10.450439999999999 |
75700.0 |
¥79.1万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
12.37761 |
75700.0 |
¥93.7万 |
|
| 2019-05-08 |
跌破下轨 |
买入 |
14.3143 |
66500.0 |
¥95.2万 |
|
| 2019-06-20 |
回到中轨 |
卖出 |
10.4895 |
66500.0 |
¥69.7万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
18.858839999999997 |
38000.0 |
¥71.7万 |
|
| 2020-04-08 |
回到中轨 |
卖出 |
17.7822 |
38000.0 |
¥67.6万 |
|
| 2020-06-04 |
跌破下轨 |
买入 |
17.6176 |
38300.0 |
¥67.5万 |
|
| 2020-06-22 |
回到中轨 |
卖出 |
21.3786 |
38300.0 |
¥81.9万 |
|
| 2021-02-01 |
跌破下轨 |
买入 |
23.022999999999996 |
35600.0 |
¥82.0万 |
|
| 2021-02-08 |
回到中轨 |
卖出 |
25.2747 |
35600.0 |
¥90.0万 |
|
| 2021-03-09 |
跌破下轨 |
买入 |
21.801779999999997 |
40900.0 |
¥89.2万 |
|
| 2021-04-06 |
回到中轨 |
卖出 |
21.2787 |
40900.0 |
¥87.0万 |
|
| 2021-06-17 |
跌破下轨 |
买入 |
19.86985 |
43800.0 |
¥87.1万 |
|
| 2021-06-24 |
回到中轨 |
卖出 |
21.96 |
43800.0 |
¥96.2万 |
|
| 2021-09-16 |
跌破下轨 |
买入 |
23.033009999999997 |
41900.0 |
¥96.5万 |
|
| 2021-10-14 |
回到中轨 |
卖出 |
24.045930000000002 |
41900.0 |
¥1.01M |
|
| 2021-11-30 |
跌破下轨 |
买入 |
22.672649999999997 |
44600.0 |
¥1.01M |
|
| 2021-12-03 |
回到中轨 |
卖出 |
24.115860000000005 |
44600.0 |
¥1.08M |
|
| 2021-12-21 |
跌破下轨 |
买入 |
22.422399999999996 |
47700.0 |
¥1.07M |
|
| 2021-12-29 |
回到中轨 |
卖出 |
24.465509999999995 |
47700.0 |
¥1.17M |
|
| 2022-01-24 |
跌破下轨 |
买入 |
22.532509999999995 |
51600.0 |
¥1.16M |
|
| 2022-02-25 |
回到中轨 |
卖出 |
20.06991 |
51600.0 |
¥1.04M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
18.098079999999996 |
57100.0 |
¥1.03M |
|
| 2022-04-06 |
回到中轨 |
卖出 |
16.92306 |
57100.0 |
¥96.6万 |
|
| 2022-04-12 |
跌破下轨 |
买入 |
15.355339999999998 |
63200.0 |
¥97.1万 |
|
| 2022-04-29 |
回到中轨 |
卖出 |
16.77321 |
63200.0 |
¥1.06M |
|
| 2022-09-01 |
跌破下轨 |
买入 |
25.675649999999997 |
41400.0 |
¥1.06M |
|
| 2022-09-08 |
回到中轨 |
卖出 |
29.64033 |
41400.0 |
¥1.23M |
|
| 2022-10-11 |
跌破下轨 |
买入 |
20.64062 |
55300.0 |
¥1.14M |
|
| 2022-11-03 |
回到中轨 |
卖出 |
22.98699 |
55300.0 |
¥1.27M |
|
| 2022-11-30 |
跌破下轨 |
买入 |
20.91089 |
64700.0 |
¥1.35M |
|
| 2022-12-06 |
回到中轨 |
卖出 |
22.6773 |
64700.0 |
¥1.47M |
|
| 2023-03-06 |
跌破下轨 |
买入 |
24.104079999999996 |
60900.0 |
¥1.47M |
|
| 2023-03-23 |
回到中轨 |
卖出 |
24.325650000000003 |
60900.0 |
¥1.48M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
22.722699999999996 |
65200.0 |
¥1.48M |
|
| 2023-05-16 |
回到中轨 |
卖出 |
24.055919999999997 |
65200.0 |
¥1.57M |
|
| 2023-10-24 |
跌破下轨 |
买入 |
25.80578 |
60300.0 |
¥1.56M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
27.93204 |
60300.0 |
¥1.68M |
|
| 2024-01-18 |
跌破下轨 |
买入 |
24.023999999999997 |
69900.0 |
¥1.68M |
|
| 2024-02-19 |
回到中轨 |
卖出 |
23.42655 |
69900.0 |
¥1.64M |
|
| 2024-03-28 |
跌破下轨 |
买入 |
23.153129999999997 |
71200.0 |
¥1.65M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
22.637340000000002 |
71200.0 |
¥1.61M |
|
| 2024-06-26 |
跌破下轨 |
买入 |
20.420399999999997 |
78700.0 |
¥1.61M |
|
| 2024-08-30 |
回到中轨 |
卖出 |
16.95303 |
78700.0 |
¥1.33M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
24.57455 |
53100.0 |
¥1.31M |
|
| 2025-04-29 |
回到中轨 |
卖出 |
25.53444 |
53100.0 |
¥1.36M |
|
| 2026-01-30 |
跌破下轨 |
买入 |
50.14009 |
27700.0 |
¥1.39M |
|
| 2026-02-24 |
回到中轨 |
卖出 |
54.96498000000001 |
27700.0 |
¥1.52M |
|
| 2026-03-03 |
跌破下轨 |
买入 |
49.439389999999996 |
30800.0 |
¥1.52M |
|
| 2026-04-13 |
回到中轨 |
卖出 |
44.1558 |
30800.0 |
¥1.36M |
|
| 2026-06-29 |
跌破下轨 |
买入 |
41.52147999999999 |
32700.0 |
¥1.36M |
|
| 2026-07-06 |
回到中轨 |
卖出 |
47.692260000000005 |
32700.0 |
¥1.56M |
|
| 2026-09-16 |
跌破下轨 |
买入 |
33.7337 |
46100.0 |
¥1.56M |
|
| 2026-09-22 |
回到中轨 |
卖出 |
36.53343 |
46100.0 |
¥1.68M |
|
| 2026-10-13 |
跌破下轨 |
买入 |
32.29225999999999 |
51300.0 |
¥1.66M |
|
| 2026-10-26 |
回到中轨 |
卖出 |
35.00496 |
51300.0 |
¥1.80M |
|