002179 中航光电 — 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: ¥2.42M
策略: 布林下轨抄底
K线 & 交易信号(策略收益 +142.33%)
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 50 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 |
2015-07-03 |
2015-07-15 |
25.062546509 |
34.55541 |
¥35.3万 |
+37.84% |
回到中轨 |
| 2 |
2015-08-21 |
2015-09-22 |
39.981920978999995 |
33.966 |
¥-19.8万 |
-15.07% |
回到中轨 |
| 3 |
2015-12-29 |
2016-02-03 |
37.64889128 |
31.98 |
¥-17.4万 |
-15.08% |
回到中轨 |
| 4 |
2016-07-25 |
2016-08-02 |
41.25357236 |
42.7572 |
¥3.5万 |
+3.61% |
回到中轨 |
| 5 |
2016-08-30 |
2016-09-29 |
41.133416323999995 |
40.20975 |
¥-2.3万 |
-2.27% |
回到中轨 |
| 6 |
2016-11-01 |
2016-12-07 |
38.640178577 |
37.99 |
¥-1.7万 |
-1.71% |
回到中轨 |
| 7 |
2016-12-13 |
2017-01-04 |
36.677629988999996 |
38.411550000000005 |
¥4.6万 |
+4.70% |
回到中轨 |
| 8 |
2017-03-31 |
2017-04-10 |
37.64889128 |
39.98997 |
¥6.3万 |
+6.19% |
回到中轨 |
| 9 |
2017-05-08 |
2017-06-12 |
36.340899 |
29.300669999999997 |
¥-20.9万 |
-19.40% |
回到中轨 |
| 10 |
2017-11-02 |
2017-11-14 |
36.16696683599999 |
38.21175 |
¥4.9万 |
+5.62% |
回到中轨 |
| 11 |
2018-01-16 |
2018-01-31 |
36.26709686599999 |
37.6623 |
¥3.5万 |
+3.82% |
回到中轨 |
| 12 |
2018-02-05 |
2018-02-27 |
34.14434023 |
37.31265 |
¥8.7万 |
+9.25% |
回到中轨 |
| 13 |
2018-05-03 |
2018-05-17 |
37.83913833699999 |
39.900059999999996 |
¥5.6万 |
+5.41% |
回到中轨 |
| 14 |
2018-08-03 |
2018-08-23 |
40.18218103900001 |
40.64 |
¥1.2万 |
+1.11% |
回到中轨 |
| 15 |
2018-10-12 |
2018-11-05 |
40.85305224 |
39.6603 |
¥-3.3万 |
-2.95% |
回到中轨 |
| 16 |
2018-12-19 |
2019-01-08 |
35.436017617 |
35.90406 |
¥1.4万 |
+1.29% |
回到中轨 |
| 17 |
2019-03-27 |
2019-04-19 |
39.711569898 |
40.74921 |
¥2.8万 |
+2.58% |
回到中轨 |
| 18 |
2019-05-21 |
2019-06-21 |
33.383352002 |
32.41 |
¥-3.3万 |
-2.94% |
回到中轨 |
| 19 |
2019-09-27 |
2019-10-31 |
39.651491879999995 |
39.850109999999994 |
¥5,133 |
+0.47% |
回到中轨 |
| 20 |
2019-11-13 |
2019-11-20 |
37.84915133999999 |
41.08887 |
¥9.3万 |
+8.53% |
回到中轨 |
| 21 |
2020-02-03 |
2020-02-18 |
33.673729089 |
38.09 |
¥14.0万 |
+13.08% |
回到中轨 |
| 22 |
2020-03-19 |
2020-04-08 |
35.185692542 |
35.364599999999996 |
¥6,328 |
+0.48% |
回到中轨 |
| 23 |
2021-02-23 |
2021-03-02 |
64.74407739799999 |
72.29763 |
¥15.3万 |
+11.63% |
回到中轨 |
| 24 |
2021-03-09 |
2021-03-25 |
62.49115172299999 |
65.6343 |
¥7.4万 |
+5.00% |
回到中轨 |
| 25 |
2021-10-13 |
2021-10-15 |
78.10142339999999 |
85.3146 |
¥14.2万 |
+9.20% |
回到中轨 |
| 26 |
2022-01-11 |
2022-02-10 |
90.91806723999998 |
88.6113 |
¥-4.4万 |
-2.57% |
回到中轨 |
| 27 |
2022-03-21 |
2022-04-07 |
81.60597444999999 |
82.3176 |
¥1.4万 |
+0.84% |
回到中轨 |
| 28 |
2022-04-26 |
2022-05-05 |
66.135884815 |
75.63429 |
¥23.9万 |
+14.33% |
回到中轨 |
| 29 |
2022-06-14 |
2022-07-08 |
61.018299999999996 |
63.936 |
¥9.0万 |
+4.75% |
回到中轨 |
| 30 |
2022-08-01 |
2022-08-10 |
61.109357308999996 |
63.936 |
¥9.2万 |
+4.59% |
回到中轨 |
| 31 |
2022-09-29 |
2022-10-13 |
60.328343075 |
63.84608999999999 |
¥12.1万 |
+5.80% |
回到中轨 |
| 32 |
2022-11-30 |
2023-01-04 |
58.67619757999999 |
59.40054 |
¥2.7万 |
+1.20% |
回到中轨 |
| 33 |
2023-03-16 |
2023-04-07 |
54.886461000000004 |
56.0439 |
¥4.7万 |
+2.08% |
回到中轨 |
| 34 |
2023-05-17 |
2023-06-19 |
42.425093710999995 |
42.26769 |
¥-9,151 |
-0.40% |
回到中轨 |
| 35 |
2023-07-31 |
2023-08-21 |
42.82561383099999 |
43.12683 |
¥1.5万 |
+0.67% |
回到中轨 |
| 36 |
2023-09-20 |
2023-11-01 |
42.905717855 |
41.0589 |
¥-9.9万 |
-4.33% |
回到中轨 |
| 37 |
2023-12-08 |
2023-12-26 |
38.301486999999995 |
38.12184 |
¥-1.1万 |
-0.50% |
回到中轨 |
| 38 |
2024-01-10 |
2024-02-07 |
34.16436623599999 |
33.11685 |
¥-6.7万 |
-3.10% |
回到中轨 |
| 39 |
2024-04-15 |
2024-04-23 |
31.340699389999997 |
34.03593 |
¥18.0万 |
+8.57% |
回到中轨 |
| 40 |
2024-07-09 |
2024-07-19 |
35.546160650000004 |
38.07189 |
¥16.1万 |
+7.07% |
回到中轨 |
| 41 |
2024-08-21 |
2024-08-30 |
35.74642071 |
36.863099999999996 |
¥7.5万 |
+3.09% |
回到中轨 |
| 42 |
2024-11-15 |
2024-12-30 |
42.134716624 |
39.77019 |
¥-14.2万 |
-5.64% |
回到中轨 |
| 43 |
2025-01-06 |
2025-01-23 |
36.961085 |
38.31165 |
¥8.6万 |
+3.62% |
回到中轨 |
| 44 |
2025-02-19 |
2025-02-25 |
35.806498727999994 |
37.24272 |
¥9.8万 |
+3.98% |
回到中轨 |
| 45 |
2025-05-16 |
2025-06-09 |
39.581400859000006 |
40.23972 |
¥4.2万 |
+1.63% |
回到中轨 |
| 46 |
2025-06-18 |
2025-06-26 |
37.859164342999996 |
39.14082 |
¥8.7万 |
+3.35% |
回到中轨 |
| 47 |
2025-08-01 |
2025-08-07 |
38.231466000000005 |
38.961 |
¥5.1万 |
+1.88% |
回到中轨 |
| 48 |
2025-10-21 |
2025-12-22 |
37.939268367000004 |
34.41555 |
¥-25.6万 |
-9.32% |
回到中轨 |
| 49 |
2026-07-14 |
2026-08-06 |
35.235757556999985 |
34.41555 |
¥-5.9万 |
-2.36% |
回到中轨 |
| 50 |
2026-09-29 |
2026-10-30 |
33.313260981 |
33.05691 |
¥-1.9万 |
-0.80% |
回到中轨 |
逐笔成交记录(共 100 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-07-03 |
跌破下轨 |
买入 |
25.05503 |
37200.0 |
¥93.2万 |
|
| 2015-07-15 |
回到中轨 |
卖出 |
34.55541 |
37200.0 |
¥1.29M |
|
| 2015-08-21 |
跌破下轨 |
买入 |
39.96993 |
32800.0 |
¥1.31M |
|
| 2015-09-22 |
回到中轨 |
卖出 |
33.966 |
32800.0 |
¥1.11M |
|
| 2015-12-29 |
跌破下轨 |
买入 |
37.6376 |
30600.0 |
¥1.15M |
|
| 2016-02-03 |
回到中轨 |
卖出 |
31.98 |
30600.0 |
¥97.8万 |
|
| 2016-07-25 |
跌破下轨 |
买入 |
41.2412 |
23600.0 |
¥97.4万 |
|
| 2016-08-02 |
回到中轨 |
卖出 |
42.7572 |
23600.0 |
¥1.01M |
|
| 2016-08-30 |
跌破下轨 |
买入 |
41.12107999999999 |
24700.0 |
¥1.02M |
|
| 2016-09-29 |
回到中轨 |
卖出 |
40.20975 |
24700.0 |
¥99.3万 |
|
| 2016-11-01 |
跌破下轨 |
买入 |
38.62859 |
25700.0 |
¥99.3万 |
|
| 2016-12-07 |
回到中轨 |
卖出 |
37.99 |
25700.0 |
¥97.6万 |
|
| 2016-12-13 |
跌破下轨 |
买入 |
36.66663 |
26600.0 |
¥97.6万 |
|
| 2017-01-04 |
回到中轨 |
卖出 |
38.411550000000005 |
26600.0 |
¥1.02M |
|
| 2017-03-31 |
跌破下轨 |
买入 |
37.6376 |
27000.0 |
¥1.02M |
|
| 2017-04-10 |
回到中轨 |
卖出 |
39.98997 |
27000.0 |
¥1.08M |
|
| 2017-05-08 |
跌破下轨 |
买入 |
36.33 |
29700.0 |
¥1.08M |
|
| 2017-06-12 |
回到中轨 |
卖出 |
29.300669999999997 |
29700.0 |
¥87.0万 |
|
| 2017-11-02 |
跌破下轨 |
买入 |
36.156119999999994 |
24100.0 |
¥87.2万 |
|
| 2017-11-14 |
回到中轨 |
卖出 |
38.21175 |
24100.0 |
¥92.1万 |
|
| 2018-01-16 |
跌破下轨 |
买入 |
36.25621999999999 |
25400.0 |
¥92.1万 |
|
| 2018-01-31 |
回到中轨 |
卖出 |
37.6623 |
25400.0 |
¥95.6万 |
|
| 2018-02-05 |
跌破下轨 |
买入 |
34.1341 |
27700.0 |
¥94.6万 |
|
| 2018-02-27 |
回到中轨 |
卖出 |
37.31265 |
27700.0 |
¥1.03M |
|
| 2018-05-03 |
跌破下轨 |
买入 |
37.82778999999999 |
27400.0 |
¥1.04M |
|
| 2018-05-17 |
回到中轨 |
卖出 |
39.900059999999996 |
27400.0 |
¥1.09M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
40.17013 |
27200.0 |
¥1.09M |
|
| 2018-08-23 |
回到中轨 |
卖出 |
40.64 |
27200.0 |
¥1.11M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
40.840799999999994 |
27200.0 |
¥1.11M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
39.6603 |
27200.0 |
¥1.08M |
|
| 2018-12-19 |
跌破下轨 |
买入 |
35.42539 |
30500.0 |
¥1.08M |
|
| 2019-01-08 |
回到中轨 |
卖出 |
35.90406 |
30500.0 |
¥1.09M |
|
| 2019-03-27 |
跌破下轨 |
买入 |
39.699659999999994 |
27600.0 |
¥1.10M |
|
| 2019-04-19 |
回到中轨 |
卖出 |
40.74921 |
27600.0 |
¥1.12M |
|
| 2019-05-21 |
跌破下轨 |
买入 |
33.37334 |
33600.0 |
¥1.12M |
|
| 2019-06-21 |
回到中轨 |
卖出 |
32.41 |
33600.0 |
¥1.09M |
|
| 2019-09-27 |
跌破下轨 |
买入 |
39.639599999999994 |
27500.0 |
¥1.09M |
|
| 2019-10-31 |
回到中轨 |
卖出 |
39.850109999999994 |
27500.0 |
¥1.10M |
|
| 2019-11-13 |
跌破下轨 |
买入 |
37.837799999999994 |
28800.0 |
¥1.09M |
|
| 2019-11-20 |
回到中轨 |
卖出 |
41.08887 |
28800.0 |
¥1.18M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
33.66363 |
31700.0 |
¥1.07M |
|
| 2020-02-18 |
回到中轨 |
卖出 |
38.09 |
31700.0 |
¥1.21M |
|
| 2020-03-19 |
跌破下轨 |
买入 |
35.17514 |
37600.0 |
¥1.32M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
35.364599999999996 |
37600.0 |
¥1.33M |
|
| 2021-02-23 |
跌破下轨 |
买入 |
64.72465999999999 |
20300.0 |
¥1.31M |
|
| 2021-03-02 |
回到中轨 |
卖出 |
72.29763 |
20300.0 |
¥1.47M |
|
| 2021-03-09 |
跌破下轨 |
买入 |
62.47240999999999 |
23600.0 |
¥1.47M |
|
| 2021-03-25 |
回到中轨 |
卖出 |
65.6343 |
23600.0 |
¥1.55M |
|
| 2021-10-13 |
跌破下轨 |
买入 |
78.07799999999999 |
19700.0 |
¥1.54M |
|
| 2021-10-15 |
回到中轨 |
卖出 |
85.3146 |
19700.0 |
¥1.68M |
|
| 2022-01-11 |
跌破下轨 |
买入 |
90.89079999999998 |
18700.0 |
¥1.70M |
|
| 2022-02-10 |
回到中轨 |
卖出 |
88.6113 |
18700.0 |
¥1.66M |
|
| 2022-03-21 |
跌破下轨 |
买入 |
81.58149999999999 |
20300.0 |
¥1.66M |
|
| 2022-04-07 |
回到中轨 |
卖出 |
82.3176 |
20300.0 |
¥1.67M |
|
| 2022-04-26 |
跌破下轨 |
买入 |
66.11604999999999 |
25200.0 |
¥1.67M |
|
| 2022-05-05 |
回到中轨 |
卖出 |
75.63429 |
25200.0 |
¥1.91M |
|
| 2022-06-14 |
跌破下轨 |
买入 |
61.0 |
30900.0 |
¥1.89M |
|
| 2022-07-08 |
回到中轨 |
卖出 |
63.936 |
30900.0 |
¥1.98M |
|
| 2022-08-01 |
跌破下轨 |
买入 |
61.091029999999996 |
32700.0 |
¥2.00M |
|
| 2022-08-10 |
回到中轨 |
卖出 |
63.936 |
32700.0 |
¥2.09M |
|
| 2022-09-29 |
跌破下轨 |
买入 |
60.310249999999996 |
34600.0 |
¥2.09M |
|
| 2022-10-13 |
回到中轨 |
卖出 |
63.84608999999999 |
34600.0 |
¥2.21M |
|
| 2022-11-30 |
跌破下轨 |
买入 |
58.65859999999999 |
37700.0 |
¥2.21M |
|
| 2023-01-04 |
回到中轨 |
卖出 |
59.40054 |
37700.0 |
¥2.24M |
|
| 2023-03-16 |
跌破下轨 |
买入 |
54.87 |
40800.0 |
¥2.24M |
|
| 2023-04-07 |
回到中轨 |
卖出 |
56.0439 |
40800.0 |
¥2.29M |
|
| 2023-05-17 |
跌破下轨 |
买入 |
42.412369999999996 |
53800.0 |
¥2.28M |
|
| 2023-06-19 |
回到中轨 |
卖出 |
42.26769 |
53800.0 |
¥2.27M |
|
| 2023-07-31 |
跌破下轨 |
买入 |
42.81276999999999 |
53100.0 |
¥2.27M |
|
| 2023-08-21 |
回到中轨 |
卖出 |
43.12683 |
53100.0 |
¥2.29M |
|
| 2023-09-20 |
跌破下轨 |
买入 |
42.892849999999996 |
53300.0 |
¥2.29M |
|
| 2023-11-01 |
回到中轨 |
卖出 |
41.0589 |
53300.0 |
¥2.19M |
|
| 2023-12-08 |
跌破下轨 |
买入 |
38.29 |
57100.0 |
¥2.19M |
|
| 2023-12-26 |
回到中轨 |
卖出 |
38.12184 |
57100.0 |
¥2.18M |
|
| 2024-01-10 |
跌破下轨 |
买入 |
34.15411999999999 |
63400.0 |
¥2.17M |
|
| 2024-02-07 |
回到中轨 |
卖出 |
33.11685 |
63400.0 |
¥2.10M |
|
| 2024-04-15 |
跌破下轨 |
买入 |
31.3313 |
67200.0 |
¥2.11M |
|
| 2024-04-23 |
回到中轨 |
卖出 |
34.03593 |
67200.0 |
¥2.29M |
|
| 2024-07-09 |
跌破下轨 |
买入 |
35.5355 |
64200.0 |
¥2.28M |
|
| 2024-07-19 |
回到中轨 |
卖出 |
38.07189 |
64200.0 |
¥2.44M |
|
| 2024-08-21 |
跌破下轨 |
买入 |
35.7357 |
68100.0 |
¥2.43M |
|
| 2024-08-30 |
回到中轨 |
卖出 |
36.863099999999996 |
68100.0 |
¥2.51M |
|
| 2024-11-15 |
跌破下轨 |
买入 |
42.12208 |
59900.0 |
¥2.52M |
|
| 2024-12-30 |
回到中轨 |
卖出 |
39.77019 |
59900.0 |
¥2.38M |
|
| 2025-01-06 |
跌破下轨 |
买入 |
36.95 |
64500.0 |
¥2.38M |
|
| 2025-01-23 |
回到中轨 |
卖出 |
38.31165 |
64500.0 |
¥2.47M |
|
| 2025-02-19 |
跌破下轨 |
买入 |
35.795759999999994 |
69000.0 |
¥2.47M |
|
| 2025-02-25 |
回到中轨 |
卖出 |
37.24272 |
69000.0 |
¥2.57M |
|
| 2025-05-16 |
跌破下轨 |
买入 |
39.56953 |
64800.0 |
¥2.56M |
|
| 2025-06-09 |
回到中轨 |
卖出 |
40.23972 |
64800.0 |
¥2.61M |
|
| 2025-06-18 |
跌破下轨 |
买入 |
37.847809999999996 |
68900.0 |
¥2.61M |
|
| 2025-06-26 |
回到中轨 |
卖出 |
39.14082 |
68900.0 |
¥2.70M |
|
| 2025-08-01 |
跌破下轨 |
买入 |
38.22 |
70600.0 |
¥2.70M |
|
| 2025-08-07 |
回到中轨 |
卖出 |
38.961 |
70600.0 |
¥2.75M |
|
| 2025-10-21 |
跌破下轨 |
买入 |
37.92789 |
72500.0 |
¥2.75M |
|
| 2025-12-22 |
回到中轨 |
卖出 |
34.41555 |
72500.0 |
¥2.49M |
|
| 2026-07-14 |
跌破下轨 |
买入 |
35.22518999999999 |
70700.0 |
¥2.49M |
|
| 2026-08-06 |
回到中轨 |
卖出 |
34.41555 |
70700.0 |
¥2.43M |
|
| 2026-09-29 |
跌破下轨 |
买入 |
33.30327 |
73100.0 |
¥2.44M |
|
| 2026-10-30 |
回到中轨 |
卖出 |
33.05691 |
73100.0 |
¥2.42M |
|