002074 国轩高科 — 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: ¥1.51M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +51.01%）
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 54 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 |
2015-06-26 |
2015-07-30 |
27.065147108999998 |
27.96201 |
¥3.1万 |
+3.28% |
回到中轨 |
| 2 |
2016-01-05 |
2016-02-05 |
30.499607138000002 |
28.971 |
¥-4.7万 |
-5.04% |
回到中轨 |
| 3 |
2016-04-21 |
2016-05-04 |
33.783872122 |
35.5644 |
¥5.1万 |
+5.24% |
回到中轨 |
| 4 |
2016-07-21 |
2016-08-16 |
38.55006155 |
37.7622 |
¥-2.1万 |
-2.07% |
回到中轨 |
| 5 |
2016-09-20 |
2016-10-18 |
34.294535274999994 |
34.28 |
¥-732 |
-0.07% |
回到中轨 |
| 6 |
2016-11-25 |
2017-01-05 |
32.612350771 |
32.487480000000005 |
¥-4,173 |
-0.41% |
回到中轨 |
| 7 |
2017-01-17 |
2017-02-03 |
30.289334074999996 |
31.248720000000002 |
¥3.2万 |
+3.14% |
回到中轨 |
| 8 |
2017-05-10 |
2017-06-06 |
28.416902513999997 |
28.141830000000002 |
¥-1.0万 |
-1.00% |
回到中轨 |
| 9 |
2017-08-31 |
2017-09-07 |
29.868787948999994 |
31.968 |
¥7.2万 |
+7.00% |
回到中轨 |
| 10 |
2017-10-31 |
2017-11-14 |
29.61846287399999 |
31.3 |
¥6.2万 |
+5.65% |
回到中轨 |
| 11 |
2017-11-28 |
2017-12-29 |
23.981142184999992 |
22.087889999999998 |
¥-9.1万 |
-7.92% |
回到中轨 |
| 12 |
2018-01-18 |
2018-02-22 |
21.137449332999996 |
20.309669999999997 |
¥-4.2万 |
-3.94% |
回到中轨 |
| 13 |
2018-04-18 |
2018-05-14 |
18.964627682 |
18.19179 |
¥-4.2万 |
-4.10% |
回到中轨 |
| 14 |
2018-06-14 |
2018-07-13 |
14.588945370999998 |
13.73625 |
¥-5.8万 |
-5.87% |
回到中轨 |
| 15 |
2018-10-12 |
2018-11-02 |
11.91547357 |
12.717270000000001 |
¥6.2万 |
+6.70% |
回到中轨 |
| 16 |
2018-12-24 |
2019-01-08 |
11.41482342 |
11.95803 |
¥4.6万 |
+4.73% |
回到中轨 |
| 17 |
2019-04-26 |
2019-06-11 |
14.889335460999998 |
14.06592 |
¥-5.7万 |
-5.56% |
回到中轨 |
| 18 |
2019-07-09 |
2019-08-02 |
13.117033929999998 |
12.73725 |
¥-2.9万 |
-2.92% |
回到中轨 |
| 19 |
2019-08-08 |
2019-08-23 |
11.91547357 |
12.14784 |
¥1.8万 |
+1.92% |
回到中轨 |
| 20 |
2019-11-18 |
2019-11-28 |
11.615083479999997 |
12.24774 |
¥5.2万 |
+5.42% |
回到中轨 |
| 21 |
2020-03-10 |
2020-04-10 |
20.226266059999997 |
18.451529999999998 |
¥-8.7万 |
-8.80% |
回到中轨 |
| 22 |
2020-09-11 |
2020-10-09 |
21.618073476999996 |
24.43554 |
¥12.1万 |
+13.00% |
回到中轨 |
| 23 |
2021-03-05 |
2021-03-15 |
34.0442102 |
38.0619 |
¥12.1万 |
+11.77% |
回到中轨 |
| 24 |
2021-04-13 |
2021-05-20 |
33.123013924 |
32.967 |
¥-5,890 |
-0.50% |
回到中轨 |
| 25 |
2021-09-28 |
2021-10-19 |
48.412869505 |
52.34759999999999 |
¥9.4万 |
+8.10% |
回到中轨 |
| 26 |
2022-01-05 |
2022-02-23 |
48.51454999999999 |
41.468489999999996 |
¥-18.4万 |
-14.55% |
回到中轨 |
| 27 |
2022-03-07 |
2022-03-31 |
37.438618217 |
35.81415 |
¥-4.6万 |
-4.37% |
回到中轨 |
| 28 |
2022-04-08 |
2022-05-11 |
32.95279287299999 |
28.86111 |
¥-12.8万 |
-12.44% |
回到中轨 |
| 29 |
2022-08-01 |
2022-08-18 |
39.120802721 |
40.959 |
¥4.2万 |
+4.67% |
回到中轨 |
| 30 |
2022-08-30 |
2022-10-13 |
35.826524733999996 |
33.6663 |
¥-5.7万 |
-6.06% |
回到中轨 |
| 31 |
2022-10-31 |
2022-11-02 |
29.047721702999993 |
33.95601 |
¥14.7万 |
+16.86% |
回到中轨 |
| 32 |
2022-12-21 |
2023-01-10 |
30.509620140999996 |
30.4695 |
¥-1,675 |
-0.16% |
回到中轨 |
| 33 |
2023-02-20 |
2023-03-22 |
29.758644915999998 |
29.45052 |
¥-1.1万 |
-1.07% |
回到中轨 |
| 34 |
2023-04-24 |
2023-05-12 |
27.455654225999996 |
28.5714 |
¥4.1万 |
+4.03% |
回到中轨 |
| 35 |
2023-06-08 |
2023-06-16 |
25.583222665 |
27.13284 |
¥6.4万 |
+6.03% |
回到中轨 |
| 36 |
2023-07-21 |
2023-08-01 |
26.244080862999994 |
27.372600000000002 |
¥4.8万 |
+4.27% |
回到中轨 |
| 37 |
2023-08-23 |
2023-10-13 |
24.051233205999992 |
23.976 |
¥-4,014 |
-0.34% |
回到中轨 |
| 38 |
2023-10-20 |
2023-10-30 |
22.168788642 |
22.986990000000002 |
¥4.3万 |
+3.66% |
回到中轨 |
| 39 |
2023-11-27 |
2023-12-08 |
22.268918671999998 |
22.8771 |
¥3.3万 |
+2.70% |
回到中轨 |
| 40 |
2023-12-15 |
2023-12-29 |
20.827046239999998 |
21.3786 |
¥3.3万 |
+2.62% |
回到中轨 |
| 41 |
2024-01-25 |
2024-02-23 |
18.984653687999995 |
18.94104 |
¥-3,308 |
-0.26% |
回到中轨 |
| 42 |
2024-04-16 |
2024-05-07 |
19.125736 |
19.5804 |
¥3.0万 |
+2.35% |
回到中轨 |
| 43 |
2024-08-13 |
2024-09-02 |
18.514042546999992 |
18.671310000000002 |
¥1.1万 |
+0.82% |
回到中轨 |
| 44 |
2025-01-03 |
2025-01-21 |
20.426526119999995 |
21.488490000000002 |
¥6.8万 |
+5.17% |
回到中轨 |
| 45 |
2025-03-24 |
2025-04-30 |
22.52925675 |
20.35962 |
¥-13.4万 |
-9.66% |
回到中轨 |
| 46 |
2025-08-04 |
2025-08-14 |
28.577110561999994 |
30.359609999999996 |
¥7.7万 |
+6.21% |
回到中轨 |
| 47 |
2025-10-15 |
2025-10-28 |
41.043299297 |
43.956 |
¥9.4万 |
+7.06% |
回到中轨 |
| 48 |
2025-11-21 |
2025-12-23 |
39.15084173 |
38.6 |
¥-2.0万 |
-1.44% |
回到中轨 |
| 49 |
2026-01-29 |
2026-02-26 |
38.299736474999996 |
38.49147 |
¥6,559 |
+0.47% |
回到中轨 |
| 50 |
2026-03-04 |
2026-03-10 |
35.94668077 |
37.7622 |
¥7.0万 |
+5.02% |
回到中轨 |
| 51 |
2026-04-03 |
2026-04-13 |
34.77515941899999 |
38.761199999999995 |
¥16.9万 |
+11.43% |
回到中轨 |
| 52 |
2026-06-01 |
2026-07-21 |
32.992844885000004 |
26.7732 |
¥-31.1万 |
-18.88% |
回到中轨 |
| 53 |
2026-09-14 |
2026-09-22 |
24.982442484999996 |
27.09288 |
¥11.2万 |
+8.42% |
回到中轨 |
| 54 |
2026-10-30 |
2026-11-13 |
22.429126719999996 |
23.32 |
¥5.5万 |
+3.94% |
强平 |
逐笔成交记录（共 108 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-26 |
跌破下轨 |
买入 |
27.057029999999997 |
35000.0 |
¥94.7万 |
|
| 2015-07-30 |
回到中轨 |
卖出 |
27.96201 |
35000.0 |
¥97.8万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
30.49046 |
30700.0 |
¥93.6万 |
|
| 2016-02-05 |
回到中轨 |
卖出 |
28.971 |
30700.0 |
¥88.9万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
33.77374 |
29000.0 |
¥98.0万 |
|
| 2016-05-04 |
回到中轨 |
卖出 |
35.5644 |
29000.0 |
¥1.03M |
|
| 2016-07-21 |
跌破下轨 |
买入 |
38.5385 |
26500.0 |
¥1.02M |
|
| 2016-08-16 |
回到中轨 |
卖出 |
37.7622 |
26500.0 |
¥1.00M |
|
| 2016-09-20 |
跌破下轨 |
买入 |
34.28424999999999 |
29500.0 |
¥1.01M |
|
| 2016-10-18 |
回到中轨 |
卖出 |
34.28 |
29500.0 |
¥1.01M |
|
| 2016-11-25 |
跌破下轨 |
买入 |
32.60257 |
31000.0 |
¥1.01M |
|
| 2017-01-05 |
回到中轨 |
卖出 |
32.487480000000005 |
31000.0 |
¥1.01M |
|
| 2017-01-17 |
跌破下轨 |
买入 |
30.280249999999995 |
33200.0 |
¥1.01M |
|
| 2017-02-03 |
回到中轨 |
卖出 |
31.248720000000002 |
33200.0 |
¥1.04M |
|
| 2017-05-10 |
跌破下轨 |
买入 |
28.408379999999998 |
36600.0 |
¥1.04M |
|
| 2017-06-06 |
回到中轨 |
卖出 |
28.141830000000002 |
36600.0 |
¥1.03M |
|
| 2017-08-31 |
跌破下轨 |
买入 |
29.859829999999995 |
34400.0 |
¥1.03M |
|
| 2017-09-07 |
回到中轨 |
卖出 |
31.968 |
34400.0 |
¥1.10M |
|
| 2017-10-31 |
跌破下轨 |
买入 |
29.60957999999999 |
37200.0 |
¥1.10M |
|
| 2017-11-14 |
回到中轨 |
卖出 |
31.3 |
37200.0 |
¥1.16M |
|
| 2017-11-28 |
跌破下轨 |
买入 |
23.97394999999999 |
48100.0 |
¥1.15M |
|
| 2017-12-29 |
回到中轨 |
卖出 |
22.087889999999998 |
48100.0 |
¥1.06M |
|
| 2018-01-18 |
跌破下轨 |
买入 |
21.131109999999996 |
50600.0 |
¥1.07M |
|
| 2018-02-22 |
回到中轨 |
卖出 |
20.309669999999997 |
50600.0 |
¥1.03M |
|
| 2018-04-18 |
跌破下轨 |
买入 |
18.95894 |
54300.0 |
¥1.03M |
|
| 2018-05-14 |
回到中轨 |
卖出 |
18.19179 |
54300.0 |
¥98.8万 |
|
| 2018-06-14 |
跌破下轨 |
买入 |
14.58457 |
67200.0 |
¥98.0万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
13.73625 |
67200.0 |
¥92.3万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
11.9119 |
77100.0 |
¥91.9万 |
|
| 2018-11-02 |
回到中轨 |
卖出 |
12.717270000000001 |
77100.0 |
¥98.0万 |
|
| 2018-12-24 |
跌破下轨 |
买入 |
11.411399999999999 |
86100.0 |
¥98.3万 |
|
| 2019-01-08 |
回到中轨 |
卖出 |
11.95803 |
86100.0 |
¥1.03M |
|
| 2019-04-26 |
跌破下轨 |
买入 |
14.884869999999998 |
69400.0 |
¥1.03M |
|
| 2019-06-11 |
回到中轨 |
卖出 |
14.06592 |
69400.0 |
¥97.6万 |
|
| 2019-07-09 |
跌破下轨 |
买入 |
13.113099999999998 |
74500.0 |
¥97.7万 |
|
| 2019-08-02 |
回到中轨 |
卖出 |
12.73725 |
74500.0 |
¥94.9万 |
|
| 2019-08-08 |
跌破下轨 |
买入 |
11.9119 |
79800.0 |
¥95.1万 |
|
| 2019-08-23 |
回到中轨 |
卖出 |
12.14784 |
79800.0 |
¥96.9万 |
|
| 2019-11-18 |
跌破下轨 |
买入 |
11.611599999999997 |
82600.0 |
¥95.9万 |
|
| 2019-11-28 |
回到中轨 |
卖出 |
12.24774 |
82600.0 |
¥1.01M |
|
| 2020-03-10 |
跌破下轨 |
买入 |
20.2202 |
48700.0 |
¥98.5万 |
|
| 2020-04-10 |
回到中轨 |
卖出 |
18.451529999999998 |
48700.0 |
¥89.8万 |
|
| 2020-09-11 |
跌破下轨 |
买入 |
21.611589999999996 |
42900.0 |
¥92.7万 |
|
| 2020-10-09 |
回到中轨 |
卖出 |
24.43554 |
42900.0 |
¥1.05M |
|
| 2021-03-05 |
跌破下轨 |
买入 |
34.034 |
30300.0 |
¥1.03M |
|
| 2021-03-15 |
回到中轨 |
卖出 |
38.0619 |
30300.0 |
¥1.15M |
|
| 2021-04-13 |
跌破下轨 |
买入 |
33.11308 |
35500.0 |
¥1.18M |
|
| 2021-05-20 |
回到中轨 |
卖出 |
32.967 |
35500.0 |
¥1.17M |
|
| 2021-09-28 |
跌破下轨 |
买入 |
48.39834999999999 |
24000.0 |
¥1.16M |
|
| 2021-10-19 |
回到中轨 |
卖出 |
52.34759999999999 |
24000.0 |
¥1.26M |
|
| 2022-01-05 |
跌破下轨 |
买入 |
48.5 |
26100.0 |
¥1.27M |
|
| 2022-02-23 |
回到中轨 |
卖出 |
41.468489999999996 |
26100.0 |
¥1.08M |
|
| 2022-03-07 |
跌破下轨 |
买入 |
37.427389999999995 |
28400.0 |
¥1.06M |
|
| 2022-03-31 |
回到中轨 |
卖出 |
35.81415 |
28400.0 |
¥1.02M |
|
| 2022-04-08 |
跌破下轨 |
买入 |
32.94290999999999 |
31300.0 |
¥1.03M |
|
| 2022-05-11 |
回到中轨 |
卖出 |
28.86111 |
31300.0 |
¥90.3万 |
|
| 2022-08-01 |
跌破下轨 |
买入 |
39.109069999999996 |
23100.0 |
¥90.4万 |
|
| 2022-08-18 |
回到中轨 |
卖出 |
40.959 |
23100.0 |
¥94.6万 |
|
| 2022-08-30 |
跌破下轨 |
买入 |
35.81578 |
26400.0 |
¥94.6万 |
|
| 2022-10-13 |
回到中轨 |
卖出 |
33.6663 |
26400.0 |
¥88.9万 |
|
| 2022-10-31 |
跌破下轨 |
买入 |
29.039009999999998 |
30100.0 |
¥87.4万 |
|
| 2022-11-02 |
回到中轨 |
卖出 |
33.95601 |
30100.0 |
¥1.02M |
|
| 2022-12-21 |
跌破下轨 |
买入 |
30.500469999999996 |
34000.0 |
¥1.04M |
|
| 2023-01-10 |
回到中轨 |
卖出 |
30.4695 |
34000.0 |
¥1.04M |
|
| 2023-02-20 |
跌破下轨 |
买入 |
29.749719999999996 |
34500.0 |
¥1.03M |
|
| 2023-03-22 |
回到中轨 |
卖出 |
29.45052 |
34500.0 |
¥1.02M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
27.447419999999997 |
37300.0 |
¥1.02M |
|
| 2023-05-12 |
回到中轨 |
卖出 |
28.5714 |
37300.0 |
¥1.07M |
|
| 2023-06-08 |
跌破下轨 |
买入 |
25.575549999999996 |
41600.0 |
¥1.06M |
|
| 2023-06-16 |
回到中轨 |
卖出 |
27.13284 |
41600.0 |
¥1.13M |
|
| 2023-07-21 |
跌破下轨 |
买入 |
26.236209999999993 |
42900.0 |
¥1.13M |
|
| 2023-08-01 |
回到中轨 |
卖出 |
27.372600000000002 |
42900.0 |
¥1.17M |
|
| 2023-08-23 |
跌破下轨 |
买入 |
24.044019999999996 |
48700.0 |
¥1.17M |
|
| 2023-10-13 |
回到中轨 |
卖出 |
23.976 |
48700.0 |
¥1.17M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
22.162139999999997 |
52500.0 |
¥1.16M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
22.986990000000002 |
52500.0 |
¥1.21M |
|
| 2023-11-27 |
跌破下轨 |
买入 |
22.262239999999995 |
54600.0 |
¥1.22M |
|
| 2023-12-08 |
回到中轨 |
卖出 |
22.8771 |
54600.0 |
¥1.25M |
|
| 2023-12-15 |
跌破下轨 |
买入 |
20.8208 |
60100.0 |
¥1.25M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
21.3786 |
60100.0 |
¥1.28M |
|
| 2024-01-25 |
跌破下轨 |
买入 |
18.978959999999997 |
67100.0 |
¥1.27M |
|
| 2024-02-23 |
回到中轨 |
卖出 |
18.94104 |
67100.0 |
¥1.27M |
|
| 2024-04-16 |
跌破下轨 |
买入 |
19.12 |
66600.0 |
¥1.27M |
|
| 2024-05-07 |
回到中轨 |
卖出 |
19.5804 |
66600.0 |
¥1.30M |
|
| 2024-08-13 |
跌破下轨 |
买入 |
18.508489999999995 |
70400.0 |
¥1.30M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
18.671310000000002 |
70400.0 |
¥1.31M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
20.420399999999997 |
64500.0 |
¥1.32M |
|
| 2025-01-21 |
回到中轨 |
卖出 |
21.488490000000002 |
64500.0 |
¥1.39M |
|
| 2025-03-24 |
跌破下轨 |
买入 |
22.522499999999997 |
61500.0 |
¥1.39M |
|
| 2025-04-30 |
回到中轨 |
卖出 |
20.35962 |
61500.0 |
¥1.25M |
|
| 2025-08-04 |
跌破下轨 |
买入 |
28.568539999999995 |
43500.0 |
¥1.24M |
|
| 2025-08-14 |
回到中轨 |
卖出 |
30.359609999999996 |
43500.0 |
¥1.32M |
|
| 2025-10-15 |
跌破下轨 |
买入 |
41.030989999999996 |
32400.0 |
¥1.33M |
|
| 2025-10-28 |
回到中轨 |
卖出 |
43.956 |
32400.0 |
¥1.42M |
|
| 2025-11-21 |
跌破下轨 |
买入 |
39.1391 |
35900.0 |
¥1.41M |
|
| 2025-12-23 |
回到中轨 |
卖出 |
38.6 |
35900.0 |
¥1.39M |
|
| 2026-01-29 |
跌破下轨 |
买入 |
38.28825 |
36400.0 |
¥1.39M |
|
| 2026-02-26 |
回到中轨 |
卖出 |
38.49147 |
36400.0 |
¥1.40M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
35.9359 |
38800.0 |
¥1.39M |
|
| 2026-03-10 |
回到中轨 |
卖出 |
37.7622 |
38800.0 |
¥1.46M |
|
| 2026-04-03 |
跌破下轨 |
买入 |
34.76472999999999 |
42500.0 |
¥1.48M |
|
| 2026-04-13 |
回到中轨 |
卖出 |
38.761199999999995 |
42500.0 |
¥1.65M |
|
| 2026-06-01 |
跌破下轨 |
买入 |
32.98295 |
49900.0 |
¥1.65M |
|
| 2026-07-21 |
回到中轨 |
卖出 |
26.7732 |
49900.0 |
¥1.34M |
|
| 2026-09-14 |
跌破下轨 |
买入 |
24.974949999999996 |
53400.0 |
¥1.33M |
|
| 2026-09-22 |
回到中轨 |
卖出 |
27.09288 |
53400.0 |
¥1.45M |
|
| 2026-10-30 |
跌破下轨 |
买入 |
22.422399999999996 |
62600.0 |
¥1.40M |
|
| 2026-11-13 |
强平 |
卖出 |
23.32 |
62600 |
¥1.46M |
回测结束强平 |