002202 金风科技 — 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: ¥2.05M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +105.15%）
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 47 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 |
2015-06-19 |
2015-07-14 |
21.708190503999994 |
19.43055 |
¥-10.4万 |
-10.52% |
回到中轨 |
| 2 |
2015-08-25 |
2015-10-09 |
13.677762097999999 |
14.2857 |
¥3.6万 |
+4.41% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-01 |
15.269829574999997 |
16.183799999999998 |
¥5.5万 |
+5.95% |
回到中轨 |
| 4 |
2016-04-21 |
2016-05-05 |
15.710401706999997 |
16.34364 |
¥3.9万 |
+4.00% |
回到中轨 |
| 5 |
2016-06-14 |
2016-06-23 |
14.428737322999998 |
15.184800000000001 |
¥5.3万 |
+5.21% |
回到中轨 |
| 6 |
2017-01-13 |
2017-02-13 |
16.531467952999996 |
17.06292 |
¥3.4万 |
+3.18% |
回到中轨 |
| 7 |
2017-03-10 |
2017-03-21 |
16.401298913999995 |
16.73325 |
¥2.2万 |
+1.99% |
回到中轨 |
| 8 |
2017-05-11 |
2017-05-26 |
14.178412247999997 |
14.785200000000003 |
¥4.8万 |
+4.25% |
回到中轨 |
| 9 |
2017-07-18 |
2017-08-01 |
14.398698314 |
15.204780000000003 |
¥6.5万 |
+5.57% |
回到中轨 |
| 10 |
2017-08-25 |
2017-09-19 |
11.494927443999998 |
12.84714 |
¥14.6万 |
+11.73% |
回到中轨 |
| 11 |
2018-02-02 |
2018-02-28 |
16.621584979999998 |
16.5834 |
¥-3,535 |
-0.26% |
回到中轨 |
| 12 |
2018-05-28 |
2018-07-19 |
16.150973838999995 |
13.39659 |
¥-23.7万 |
-17.08% |
回到中轨 |
| 13 |
2018-10-11 |
2018-11-05 |
9.432248825999999 |
9.99999 |
¥6.6万 |
+5.99% |
回到中轨 |
| 14 |
2018-12-20 |
2019-01-11 |
10.283354080999997 |
10.5894 |
¥3.6万 |
+2.95% |
回到中轨 |
| 15 |
2019-04-29 |
2019-05-28 |
11.504940447 |
11.188799999999999 |
¥-3.5万 |
-2.78% |
回到中轨 |
| 16 |
2019-08-06 |
2019-08-20 |
11.314693389999999 |
12.11787 |
¥8.4万 |
+7.07% |
回到中轨 |
| 17 |
2019-09-27 |
2019-10-11 |
12.586344770999998 |
13.466520000000001 |
¥9.1万 |
+6.96% |
回到中轨 |
| 18 |
2019-10-21 |
2019-10-29 |
12.233668999999999 |
13.246739999999999 |
¥11.5万 |
+8.25% |
回到中轨 |
| 19 |
2019-11-29 |
2019-12-16 |
11.585044471 |
11.968020000000001 |
¥4.9万 |
+3.27% |
回到中轨 |
| 20 |
2020-02-04 |
2020-02-21 |
10.223276063 |
11.56842 |
¥19.7万 |
+13.12% |
回到中轨 |
| 21 |
2020-03-10 |
2020-04-08 |
10.353445101999998 |
9.94005 |
¥-6.9万 |
-4.02% |
回到中轨 |
| 22 |
2020-09-02 |
2020-10-09 |
10.583744171000001 |
10.83915 |
¥4.0万 |
+2.38% |
回到中轨 |
| 23 |
2021-03-09 |
2021-03-29 |
13.177111947999999 |
14.89509 |
¥22.4万 |
+13.00% |
回到中轨 |
| 24 |
2021-05-14 |
2021-05-28 |
11.384784410999998 |
12.1878 |
¥13.7万 |
+7.02% |
回到中轨 |
| 25 |
2021-06-17 |
2021-06-22 |
11.494927444 |
11.97801 |
¥8.7万 |
+4.17% |
回到中轨 |
| 26 |
2021-10-13 |
2021-10-28 |
15.319894589999999 |
18.4815 |
¥44.5万 |
+20.60% |
回到中轨 |
| 27 |
2021-12-21 |
2022-02-09 |
16.521454949999995 |
15.0849 |
¥-22.8万 |
-8.72% |
回到中轨 |
| 28 |
2022-04-18 |
2022-05-12 |
11.865408554999998 |
11.5884 |
¥-5.6万 |
-2.36% |
回到中轨 |
| 29 |
2022-08-23 |
2022-10-17 |
14.048243208999997 |
12.15783 |
¥-31.1万 |
-13.48% |
回到中轨 |
| 30 |
2022-10-31 |
2022-11-16 |
10.483614140999999 |
11.55843 |
¥20.7万 |
+10.22% |
回到中轨 |
| 31 |
2022-12-13 |
2023-01-04 |
11.124446332999998 |
11.22876 |
¥2.0万 |
+0.91% |
回到中轨 |
| 32 |
2023-03-13 |
2023-03-28 |
11.104420327000001 |
11.26872 |
¥3.3万 |
+1.45% |
回到中轨 |
| 33 |
2023-04-25 |
2023-05-09 |
10.834069245999999 |
11.108880000000001 |
¥5.7万 |
+2.51% |
回到中轨 |
| 34 |
2023-06-07 |
2023-06-20 |
10.733939216000001 |
10.81917 |
¥1.8万 |
+0.76% |
回到中轨 |
| 35 |
2023-06-27 |
2023-07-04 |
10.373471107999999 |
10.769219999999999 |
¥8.9万 |
+3.78% |
回到中轨 |
| 36 |
2023-08-21 |
2023-10-13 |
10.623796182999998 |
9.25074 |
¥-31.7万 |
-12.95% |
回到中轨 |
| 37 |
2023-10-20 |
2023-11-07 |
8.901559666999999 |
9.08091 |
¥4.2万 |
+1.98% |
回到中轨 |
| 38 |
2023-12-01 |
2024-01-02 |
8.701299607 |
7.992 |
¥-17.7万 |
-8.18% |
回到中轨 |
| 39 |
2024-01-23 |
2024-02-19 |
7.059167115 |
7.4325600000000005 |
¥10.4万 |
+5.26% |
回到中轨 |
| 40 |
2024-03-28 |
2024-04-03 |
7.3295181959999995 |
7.8621300000000005 |
¥15.2万 |
+7.23% |
回到中轨 |
| 41 |
2024-06-04 |
2024-07-12 |
7.669960297999999 |
6.94305 |
¥-21.4万 |
-9.50% |
回到中轨 |
| 42 |
2024-12-30 |
2025-02-27 |
10.323406093 |
9.28071 |
¥-20.5万 |
-10.13% |
回到中轨 |
| 43 |
2025-04-08 |
2025-04-28 |
7.810142339999999 |
8.67132 |
¥19.7万 |
+10.99% |
回到中轨 |
| 44 |
2026-04-02 |
2026-04-21 |
25.433027619999994 |
26.3736 |
¥7.4万 |
+3.67% |
回到中轨 |
| 45 |
2026-06-11 |
2026-06-23 |
21.037319303 |
22.60737 |
¥15.4万 |
+7.43% |
回到中轨 |
| 46 |
2026-07-15 |
2026-08-04 |
19.014692696999994 |
19.380599999999998 |
¥4.2万 |
+1.89% |
回到中轨 |
| 47 |
2026-10-09 |
2026-11-06 |
16.701689004 |
14.865120000000001 |
¥-25.4万 |
-11.02% |
回到中轨 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-19 |
跌破下轨 |
买入 |
21.701679999999996 |
45500.0 |
¥98.8万 |
|
| 2015-07-14 |
回到中轨 |
卖出 |
19.43055 |
45500.0 |
¥88.4万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
13.673659999999998 |
59300.0 |
¥81.1万 |
|
| 2015-10-09 |
回到中轨 |
卖出 |
14.2857 |
59300.0 |
¥84.7万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
15.265249999999998 |
60900.0 |
¥93.0万 |
|
| 2015-12-01 |
回到中轨 |
卖出 |
16.183799999999998 |
60900.0 |
¥98.5万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
15.705689999999997 |
62300.0 |
¥97.9万 |
|
| 2016-05-05 |
回到中轨 |
卖出 |
16.34364 |
62300.0 |
¥1.02M |
|
| 2016-06-14 |
跌破下轨 |
买入 |
14.424409999999998 |
71000.0 |
¥1.02M |
|
| 2016-06-23 |
回到中轨 |
卖出 |
15.184800000000001 |
71000.0 |
¥1.08M |
|
| 2017-01-13 |
跌破下轨 |
买入 |
16.52651 |
64900.0 |
¥1.07M |
|
| 2017-02-13 |
回到中轨 |
卖出 |
17.06292 |
64900.0 |
¥1.11M |
|
| 2017-03-10 |
跌破下轨 |
买入 |
16.396379999999997 |
67700.0 |
¥1.11M |
|
| 2017-03-21 |
回到中轨 |
卖出 |
16.73325 |
67700.0 |
¥1.13M |
|
| 2017-05-11 |
跌破下轨 |
买入 |
14.174159999999999 |
79900.0 |
¥1.13M |
|
| 2017-05-26 |
回到中轨 |
卖出 |
14.785200000000003 |
79900.0 |
¥1.18M |
|
| 2017-07-18 |
跌破下轨 |
买入 |
14.39438 |
81600.0 |
¥1.17M |
|
| 2017-08-01 |
回到中轨 |
卖出 |
15.204780000000003 |
81600.0 |
¥1.24M |
|
| 2017-08-25 |
跌破下轨 |
买入 |
11.49148 |
108500.0 |
¥1.25M |
|
| 2017-09-19 |
回到中轨 |
卖出 |
12.84714 |
108500.0 |
¥1.39M |
|
| 2018-02-02 |
跌破下轨 |
买入 |
16.6166 |
81900.0 |
¥1.36M |
|
| 2018-02-28 |
回到中轨 |
卖出 |
16.5834 |
81900.0 |
¥1.36M |
|
| 2018-05-28 |
跌破下轨 |
买入 |
16.146129999999996 |
85800.0 |
¥1.39M |
|
| 2018-07-19 |
回到中轨 |
卖出 |
13.39659 |
85800.0 |
¥1.15M |
|
| 2018-10-11 |
跌破下轨 |
买入 |
9.429419999999999 |
116200.0 |
¥1.10M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
9.99999 |
116200.0 |
¥1.16M |
|
| 2018-12-20 |
跌破下轨 |
买入 |
10.280269999999996 |
118700.0 |
¥1.22M |
|
| 2019-01-11 |
回到中轨 |
卖出 |
10.5894 |
118700.0 |
¥1.26M |
|
| 2019-04-29 |
跌破下轨 |
买入 |
11.501489999999999 |
108100.0 |
¥1.24M |
|
| 2019-05-28 |
回到中轨 |
卖出 |
11.188799999999999 |
108100.0 |
¥1.21M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
11.3113 |
105500.0 |
¥1.19M |
|
| 2019-08-20 |
回到中轨 |
卖出 |
12.11787 |
105500.0 |
¥1.28M |
|
| 2019-09-27 |
跌破下轨 |
买入 |
12.582569999999999 |
103700.0 |
¥1.31M |
|
| 2019-10-11 |
回到中轨 |
卖出 |
13.466520000000001 |
103700.0 |
¥1.40M |
|
| 2019-10-21 |
跌破下轨 |
买入 |
12.23 |
113600.0 |
¥1.39M |
|
| 2019-10-29 |
回到中轨 |
卖出 |
13.246739999999999 |
113600.0 |
¥1.50M |
|
| 2019-11-29 |
跌破下轨 |
买入 |
11.58157 |
130300.0 |
¥1.51M |
|
| 2019-12-16 |
回到中轨 |
卖出 |
11.968020000000001 |
130300.0 |
¥1.56M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
10.22021 |
147000.0 |
¥1.50M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
11.56842 |
147000.0 |
¥1.70M |
|
| 2020-03-10 |
跌破下轨 |
买入 |
10.35034 |
166900.0 |
¥1.73M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
9.94005 |
166900.0 |
¥1.66M |
|
| 2020-09-02 |
跌破下轨 |
买入 |
10.58057 |
159600.0 |
¥1.69M |
|
| 2020-10-09 |
回到中轨 |
卖出 |
10.83915 |
159600.0 |
¥1.73M |
|
| 2021-03-09 |
跌破下轨 |
买入 |
13.17316 |
130800.0 |
¥1.72M |
|
| 2021-03-29 |
回到中轨 |
卖出 |
14.89509 |
130800.0 |
¥1.95M |
|
| 2021-05-14 |
跌破下轨 |
买入 |
11.381369999999999 |
171400.0 |
¥1.95M |
|
| 2021-05-28 |
回到中轨 |
卖出 |
12.1878 |
171400.0 |
¥2.09M |
|
| 2021-06-17 |
跌破下轨 |
买入 |
11.49148 |
181300.0 |
¥2.08M |
|
| 2021-06-22 |
回到中轨 |
卖出 |
11.97801 |
181300.0 |
¥2.17M |
|
| 2021-10-13 |
跌破下轨 |
买入 |
15.315299999999997 |
141100.0 |
¥2.16M |
|
| 2021-10-28 |
回到中轨 |
卖出 |
18.4815 |
141100.0 |
¥2.61M |
|
| 2021-12-21 |
跌破下轨 |
买入 |
16.516499999999997 |
158300.0 |
¥2.62M |
|
| 2022-02-09 |
回到中轨 |
卖出 |
15.0849 |
158300.0 |
¥2.39M |
|
| 2022-04-18 |
跌破下轨 |
买入 |
11.86185 |
199900.0 |
¥2.37M |
|
| 2022-05-12 |
回到中轨 |
卖出 |
11.5884 |
199900.0 |
¥2.32M |
|
| 2022-08-23 |
跌破下轨 |
买入 |
14.044029999999998 |
164300.0 |
¥2.31M |
|
| 2022-10-17 |
回到中轨 |
卖出 |
12.15783 |
164300.0 |
¥2.00M |
|
| 2022-10-31 |
跌破下轨 |
买入 |
10.480469999999999 |
192800.0 |
¥2.02M |
|
| 2022-11-16 |
回到中轨 |
卖出 |
11.55843 |
192800.0 |
¥2.23M |
|
| 2022-12-13 |
跌破下轨 |
买入 |
11.121109999999998 |
200200.0 |
¥2.23M |
|
| 2023-01-04 |
回到中轨 |
卖出 |
11.22876 |
200200.0 |
¥2.25M |
|
| 2023-03-13 |
跌破下轨 |
买入 |
11.101090000000001 |
202200.0 |
¥2.25M |
|
| 2023-03-28 |
回到中轨 |
卖出 |
11.26872 |
202200.0 |
¥2.28M |
|
| 2023-04-25 |
跌破下轨 |
买入 |
10.83082 |
210600.0 |
¥2.28M |
|
| 2023-05-09 |
回到中轨 |
卖出 |
11.108880000000001 |
210600.0 |
¥2.34M |
|
| 2023-06-07 |
跌破下轨 |
买入 |
10.73072 |
218100.0 |
¥2.34M |
|
| 2023-06-20 |
回到中轨 |
卖出 |
10.81917 |
218100.0 |
¥2.36M |
|
| 2023-06-27 |
跌破下轨 |
买入 |
10.370359999999998 |
227000.0 |
¥2.35M |
|
| 2023-07-04 |
回到中轨 |
卖出 |
10.769219999999999 |
227000.0 |
¥2.44M |
|
| 2023-08-21 |
跌破下轨 |
买入 |
10.620609999999997 |
230200.0 |
¥2.45M |
|
| 2023-10-13 |
回到中轨 |
卖出 |
9.25074 |
230200.0 |
¥2.13M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
8.89889 |
239000.0 |
¥2.13M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
9.08091 |
239000.0 |
¥2.17M |
|
| 2023-12-01 |
跌破下轨 |
买入 |
8.69869 |
249300.0 |
¥2.17M |
|
| 2024-01-02 |
回到中轨 |
卖出 |
7.992 |
249300.0 |
¥1.99M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
7.057049999999999 |
281400.0 |
¥1.99M |
|
| 2024-02-19 |
回到中轨 |
卖出 |
7.4325600000000005 |
281400.0 |
¥2.09M |
|
| 2024-03-28 |
跌破下轨 |
买入 |
7.327319999999999 |
286000.0 |
¥2.10M |
|
| 2024-04-03 |
回到中轨 |
卖出 |
7.8621300000000005 |
286000.0 |
¥2.25M |
|
| 2024-06-04 |
跌破下轨 |
买入 |
7.667659999999999 |
293100.0 |
¥2.25M |
|
| 2024-07-12 |
回到中轨 |
卖出 |
6.94305 |
293100.0 |
¥2.03M |
|
| 2024-12-30 |
跌破下轨 |
买入 |
10.32031 |
195800.0 |
¥2.02M |
|
| 2025-02-27 |
回到中轨 |
卖出 |
9.28071 |
195800.0 |
¥1.82M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
7.8077999999999985 |
229100.0 |
¥1.79M |
|
| 2025-04-28 |
回到中轨 |
卖出 |
8.67132 |
229100.0 |
¥1.99M |
|
| 2026-04-02 |
跌破下轨 |
买入 |
25.425399999999996 |
79700.0 |
¥2.03M |
|
| 2026-04-21 |
回到中轨 |
卖出 |
26.3736 |
79700.0 |
¥2.10M |
|
| 2026-06-11 |
跌破下轨 |
买入 |
21.03101 |
98800.0 |
¥2.08M |
|
| 2026-06-23 |
回到中轨 |
卖出 |
22.60737 |
98800.0 |
¥2.23M |
|
| 2026-07-15 |
跌破下轨 |
买入 |
19.008989999999997 |
117600.0 |
¥2.24M |
|
| 2026-08-04 |
回到中轨 |
卖出 |
19.380599999999998 |
117600.0 |
¥2.28M |
|
| 2026-10-09 |
跌破下轨 |
买入 |
16.696679999999997 |
137700.0 |
¥2.30M |
|
| 2026-11-06 |
回到中轨 |
卖出 |
14.865120000000001 |
137700.0 |
¥2.05M |
|