002142 宁波银行 — 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: ¥1.13M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +13.42%）
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 37 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 |
2015-05-06 |
2015-05-25 |
18.373860505 |
19.61037 |
¥6.7万 |
+6.70% |
回到中轨 |
| 2 |
2015-07-16 |
2015-09-23 |
15.800518733999995 |
11.608379999999999 |
¥-28.2万 |
-26.55% |
回到中轨 |
| 3 |
2016-09-20 |
2016-10-14 |
15.460076631999996 |
15.63435 |
¥8,581 |
+1.10% |
回到中轨 |
| 4 |
2016-12-16 |
2017-01-04 |
16.801819033999998 |
17.36262 |
¥2.6万 |
+3.31% |
回到中轨 |
| 5 |
2017-03-23 |
2017-03-28 |
17.602859273999997 |
18.24174 |
¥2.9万 |
+3.60% |
回到中轨 |
| 6 |
2017-04-14 |
2017-05-02 |
17.502729244 |
17.4825 |
¥-1,233 |
-0.15% |
回到中轨 |
| 7 |
2017-07-12 |
2017-08-24 |
15.119634529999999 |
15.90408 |
¥4.3万 |
+5.16% |
回到中轨 |
| 8 |
2018-03-28 |
2018-04-12 |
18.023405399999998 |
19.41057 |
¥6.8万 |
+7.66% |
回到中轨 |
| 9 |
2018-06-27 |
2018-07-10 |
16.421324919999996 |
16.983 |
¥3.2万 |
+3.39% |
回到中轨 |
| 10 |
2018-08-20 |
2018-08-28 |
15.830557743 |
16.94304 |
¥6.9万 |
+7.00% |
回到中轨 |
| 11 |
2018-12-11 |
2019-01-07 |
16.391285911 |
16.46352 |
¥4,341 |
+0.41% |
回到中轨 |
| 12 |
2019-11-27 |
2019-12-16 |
26.904939061 |
28.201769999999996 |
¥5.1万 |
+4.79% |
回到中轨 |
| 13 |
2020-02-03 |
2020-02-21 |
24.291545278 |
26.59338 |
¥9.5万 |
+9.44% |
回到中轨 |
| 14 |
2020-03-17 |
2020-04-15 |
24.752143415999996 |
23.24673 |
¥-7.3万 |
-6.11% |
回到中轨 |
| 15 |
2020-10-12 |
2020-10-13 |
31.540959449999992 |
33.1668 |
¥5.8万 |
+5.12% |
回到中轨 |
| 16 |
2021-06-15 |
2021-08-11 |
40.35240209 |
35.654309999999995 |
¥-13.9万 |
-11.67% |
回到中轨 |
| 17 |
2022-01-17 |
2022-01-19 |
36.44733091999999 |
38.651309999999995 |
¥6.3万 |
+6.02% |
回到中轨 |
| 18 |
2022-02-25 |
2022-03-25 |
38.34980148999999 |
36.24372 |
¥-6.2万 |
-5.52% |
回到中轨 |
| 19 |
2022-04-26 |
2022-06-08 |
35.09557551499999 |
33.4665 |
¥-4.9万 |
-4.67% |
回到中轨 |
| 20 |
2022-08-02 |
2022-09-01 |
29.348802 |
29.86011 |
¥1.7万 |
+1.71% |
回到中轨 |
| 21 |
2022-10-17 |
2022-11-14 |
29.998997000000003 |
28.7712 |
¥-4.2万 |
-4.12% |
回到中轨 |
| 22 |
2023-03-08 |
2023-04-11 |
28.63718858 |
27.84213 |
¥-2.7万 |
-2.81% |
回到中轨 |
| 23 |
2023-05-30 |
2023-06-08 |
25.052533506 |
26.62335 |
¥5.9万 |
+6.24% |
回到中轨 |
| 24 |
2023-07-20 |
2023-07-26 |
24.341610292999995 |
26.59338 |
¥9.3万 |
+9.22% |
回到中轨 |
| 25 |
2023-08-31 |
2023-09-04 |
26.394275907999997 |
27.76221 |
¥5.7万 |
+5.15% |
回到中轨 |
| 26 |
2023-10-13 |
2023-11-06 |
24.842260442999997 |
25.124849999999995 |
¥1.3万 |
+1.11% |
回到中轨 |
| 27 |
2023-11-28 |
2024-01-16 |
24.327296 |
19.63035 |
¥-22.7万 |
-19.33% |
回到中轨 |
| 28 |
2024-06-07 |
2024-07-02 |
23.650713085999996 |
22.78 |
¥-3.5万 |
-3.71% |
回到中轨 |
| 29 |
2024-07-09 |
2024-07-16 |
21.568008461999995 |
22.09788 |
¥2.2万 |
+2.43% |
回到中轨 |
| 30 |
2024-08-19 |
2024-08-23 |
19.815732936999996 |
20.809169999999998 |
¥4.6万 |
+4.98% |
回到中轨 |
| 31 |
2024-09-10 |
2024-09-24 |
19.014692696999997 |
19.989990000000002 |
¥5.0万 |
+5.10% |
回到中轨 |
| 32 |
2024-11-19 |
2024-12-09 |
24.972429482 |
24.86511 |
¥-4,740 |
-0.46% |
回到中轨 |
| 33 |
2025-02-20 |
2025-03-14 |
24.772169421999997 |
24.8 |
¥844 |
+0.08% |
回到中轨 |
| 34 |
2025-04-08 |
2025-04-25 |
23.210140953999993 |
24.88509 |
¥7.4万 |
+7.18% |
回到中轨 |
| 35 |
2025-09-17 |
2025-10-16 |
27.355524196 |
27.152819999999995 |
¥-8,476 |
-0.77% |
回到中轨 |
| 36 |
2025-12-15 |
2025-12-19 |
27.645901282999993 |
28.56141 |
¥3.6万 |
+3.28% |
回到中轨 |
| 37 |
2026-03-19 |
2026-04-09 |
30.319373084000002 |
30.429539999999996 |
¥3,749 |
+0.33% |
回到中轨 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-06 |
跌破下轨 |
买入 |
18.36835 |
54300.0 |
¥99.8万 |
|
| 2015-05-25 |
回到中轨 |
卖出 |
19.61037 |
54300.0 |
¥1.06M |
|
| 2015-07-16 |
跌破下轨 |
买入 |
15.795779999999995 |
67300.0 |
¥1.06M |
|
| 2015-09-23 |
回到中轨 |
卖出 |
11.608379999999999 |
67300.0 |
¥78.1万 |
|
| 2016-09-20 |
跌破下轨 |
买入 |
15.455439999999998 |
50600.0 |
¥78.2万 |
|
| 2016-10-14 |
回到中轨 |
卖出 |
15.63435 |
50600.0 |
¥79.1万 |
|
| 2016-12-16 |
跌破下轨 |
买入 |
16.79678 |
47100.0 |
¥79.1万 |
|
| 2017-01-04 |
回到中轨 |
卖出 |
17.36262 |
47100.0 |
¥81.8万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
17.597579999999997 |
46400.0 |
¥81.7万 |
|
| 2017-03-28 |
回到中轨 |
卖出 |
18.24174 |
46400.0 |
¥84.6万 |
|
| 2017-04-14 |
跌破下轨 |
买入 |
17.49748 |
48400.0 |
¥84.7万 |
|
| 2017-05-02 |
回到中轨 |
卖出 |
17.4825 |
48400.0 |
¥84.6万 |
|
| 2017-07-12 |
跌破下轨 |
买入 |
15.115099999999998 |
55600.0 |
¥84.1万 |
|
| 2017-08-24 |
回到中轨 |
卖出 |
15.90408 |
55600.0 |
¥88.4万 |
|
| 2018-03-28 |
跌破下轨 |
买入 |
18.017999999999997 |
48900.0 |
¥88.1万 |
|
| 2018-04-12 |
回到中轨 |
卖出 |
19.41057 |
48900.0 |
¥94.9万 |
|
| 2018-06-27 |
跌破下轨 |
买入 |
16.416399999999996 |
57800.0 |
¥94.9万 |
|
| 2018-07-10 |
回到中轨 |
卖出 |
16.983 |
57800.0 |
¥98.1万 |
|
| 2018-08-20 |
跌破下轨 |
买入 |
15.82581 |
62200.0 |
¥98.5万 |
|
| 2018-08-28 |
回到中轨 |
卖出 |
16.94304 |
62200.0 |
¥1.05M |
|
| 2018-12-11 |
跌破下轨 |
买入 |
16.38637 |
64500.0 |
¥1.06M |
|
| 2019-01-07 |
回到中轨 |
卖出 |
16.46352 |
64500.0 |
¥1.06M |
|
| 2019-11-27 |
跌破下轨 |
买入 |
26.896869999999996 |
39400.0 |
¥1.06M |
|
| 2019-12-16 |
回到中轨 |
卖出 |
28.201769999999996 |
39400.0 |
¥1.11M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
24.28426 |
41200.0 |
¥1.00M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
26.59338 |
41200.0 |
¥1.10M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
24.744719999999997 |
48500.0 |
¥1.20M |
|
| 2020-04-15 |
回到中轨 |
卖出 |
23.24673 |
48500.0 |
¥1.13M |
|
| 2020-10-12 |
跌破下轨 |
买入 |
31.531499999999998 |
35900.0 |
¥1.13M |
|
| 2020-10-13 |
回到中轨 |
卖出 |
33.1668 |
35900.0 |
¥1.19M |
|
| 2021-06-15 |
跌破下轨 |
买入 |
40.34029999999999 |
29500.0 |
¥1.19M |
|
| 2021-08-11 |
回到中轨 |
卖出 |
35.654309999999995 |
29500.0 |
¥1.05M |
|
| 2022-01-17 |
跌破下轨 |
买入 |
36.43639999999999 |
28700.0 |
¥1.05M |
|
| 2022-01-19 |
回到中轨 |
卖出 |
38.651309999999995 |
28700.0 |
¥1.11M |
|
| 2022-02-25 |
跌破下轨 |
买入 |
38.33829999999999 |
29100.0 |
¥1.12M |
|
| 2022-03-25 |
回到中轨 |
卖出 |
36.24372 |
29100.0 |
¥1.05M |
|
| 2022-04-26 |
跌破下轨 |
买入 |
35.085049999999995 |
30000.0 |
¥1.05M |
|
| 2022-06-08 |
回到中轨 |
卖出 |
33.4665 |
30000.0 |
¥1.00M |
|
| 2022-08-02 |
跌破下轨 |
买入 |
29.34 |
33800.0 |
¥99.2万 |
|
| 2022-09-01 |
回到中轨 |
卖出 |
29.86011 |
33800.0 |
¥1.01M |
|
| 2022-10-17 |
跌破下轨 |
买入 |
29.99 |
34000.0 |
¥1.02M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
28.7712 |
34000.0 |
¥97.8万 |
|
| 2023-03-08 |
跌破下轨 |
买入 |
28.6286 |
33800.0 |
¥96.8万 |
|
| 2023-04-11 |
回到中轨 |
卖出 |
27.84213 |
33800.0 |
¥94.1万 |
|
| 2023-05-30 |
跌破下轨 |
买入 |
25.045019999999997 |
38000.0 |
¥95.2万 |
|
| 2023-06-08 |
回到中轨 |
卖出 |
26.62335 |
38000.0 |
¥1.01M |
|
| 2023-07-20 |
跌破下轨 |
买入 |
24.334309999999995 |
41500.0 |
¥1.01M |
|
| 2023-07-26 |
回到中轨 |
卖出 |
26.59338 |
41500.0 |
¥1.10M |
|
| 2023-08-31 |
跌破下轨 |
买入 |
26.38636 |
41900.0 |
¥1.11M |
|
| 2023-09-04 |
回到中轨 |
卖出 |
27.76221 |
41900.0 |
¥1.16M |
|
| 2023-10-13 |
跌破下轨 |
买入 |
24.834809999999997 |
46200.0 |
¥1.15M |
|
| 2023-11-06 |
回到中轨 |
卖出 |
25.124849999999995 |
46200.0 |
¥1.16M |
|
| 2023-11-28 |
跌破下轨 |
买入 |
24.32 |
48200.0 |
¥1.17M |
|
| 2024-01-16 |
回到中轨 |
卖出 |
19.63035 |
48200.0 |
¥94.6万 |
|
| 2024-06-07 |
跌破下轨 |
买入 |
23.64362 |
40000.0 |
¥94.6万 |
|
| 2024-07-02 |
回到中轨 |
卖出 |
22.78 |
40000.0 |
¥91.1万 |
|
| 2024-07-09 |
跌破下轨 |
买入 |
21.561539999999997 |
42300.0 |
¥91.2万 |
|
| 2024-07-16 |
回到中轨 |
卖出 |
22.09788 |
42300.0 |
¥93.4万 |
|
| 2024-08-19 |
跌破下轨 |
买入 |
19.809789999999996 |
47100.0 |
¥93.3万 |
|
| 2024-08-23 |
回到中轨 |
卖出 |
20.809169999999998 |
47100.0 |
¥98.0万 |
|
| 2024-09-10 |
跌破下轨 |
买入 |
19.008989999999997 |
51600.0 |
¥98.1万 |
|
| 2024-09-24 |
回到中轨 |
卖出 |
19.989990000000002 |
51600.0 |
¥1.03M |
|
| 2024-11-19 |
跌破下轨 |
买入 |
24.96494 |
41300.0 |
¥1.03M |
|
| 2024-12-09 |
回到中轨 |
卖出 |
24.86511 |
41300.0 |
¥1.03M |
|
| 2025-02-20 |
跌破下轨 |
买入 |
24.764739999999996 |
41400.0 |
¥1.03M |
|
| 2025-03-14 |
回到中轨 |
卖出 |
24.8 |
41400.0 |
¥1.03M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
23.203179999999996 |
44100.0 |
¥1.02M |
|
| 2025-04-25 |
回到中轨 |
卖出 |
24.88509 |
44100.0 |
¥1.10M |
|
| 2025-09-17 |
跌破下轨 |
买入 |
27.34732 |
40200.0 |
¥1.10M |
|
| 2025-10-16 |
回到中轨 |
卖出 |
27.152819999999995 |
40200.0 |
¥1.09M |
|
| 2025-12-15 |
跌破下轨 |
买入 |
27.637609999999995 |
39300.0 |
¥1.09M |
|
| 2025-12-19 |
回到中轨 |
卖出 |
28.56141 |
39300.0 |
¥1.12M |
|
| 2026-03-19 |
跌破下轨 |
买入 |
30.310280000000002 |
37100.0 |
¥1.12M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
30.429539999999996 |
37100.0 |
¥1.13M |
|