002230 科大讯飞 — 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: ¥56.3万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -43.66%）
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 39 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 |
2015-06-17 |
2015-07-20 |
45.75942371 |
39.4605 |
¥-13.6万 |
-13.79% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-22 |
28.236668459999997 |
28.58139 |
¥9,210 |
+1.19% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-05 |
30.059035006 |
27.162810000000004 |
¥-7.6万 |
-9.66% |
回到中轨 |
| 4 |
2016-08-01 |
2016-08-16 |
28.887513655 |
30.169800000000002 |
¥3.5万 |
+4.41% |
回到中轨 |
| 5 |
2016-09-14 |
2016-10-11 |
29.007669690999993 |
29.2707 |
¥7,246 |
+0.88% |
回到中轨 |
| 6 |
2016-12-05 |
2017-01-05 |
29.017682693999994 |
28.301669999999994 |
¥-2.1万 |
-2.50% |
回到中轨 |
| 7 |
2017-01-17 |
2017-02-06 |
26.494405937999996 |
28.05192 |
¥4.8万 |
+5.85% |
回到中轨 |
| 8 |
2017-04-11 |
2017-05-26 |
33.032896897 |
29.81016 |
¥-8.4万 |
-9.78% |
回到中轨 |
| 9 |
2017-10-18 |
2017-10-31 |
50.07502800299999 |
52.177769999999995 |
¥3.2万 |
+4.17% |
回到中轨 |
| 10 |
2018-02-01 |
2018-02-27 |
55.05149049399999 |
54.994949999999996 |
¥-1,074 |
-0.13% |
回到中轨 |
| 11 |
2018-05-02 |
2018-05-09 |
53.06891589999999 |
56.11383 |
¥4.6万 |
+5.71% |
回到中轨 |
| 12 |
2018-05-16 |
2018-07-13 |
38.069437406 |
32.57739 |
¥-12.2万 |
-14.45% |
回到中轨 |
| 13 |
2018-08-03 |
2018-08-14 |
29.908839960999995 |
30.60936 |
¥1.7万 |
+2.31% |
回到中轨 |
| 14 |
2018-10-12 |
2018-11-02 |
23.687104 |
24.805169999999997 |
¥3.4万 |
+4.69% |
回到中轨 |
| 15 |
2018-12-21 |
2018-12-28 |
23.520544046999998 |
24.6753 |
¥3.8万 |
+4.88% |
回到中轨 |
| 16 |
2019-04-30 |
2019-05-22 |
32.12171362399999 |
31.7682 |
¥-9,294 |
-1.13% |
回到中轨 |
| 17 |
2019-08-06 |
2019-08-19 |
30.84004924 |
32.417550000000006 |
¥4.0万 |
+5.08% |
回到中轨 |
| 18 |
2019-09-27 |
2019-10-11 |
32.59232476499999 |
33.966 |
¥3.6万 |
+4.18% |
回到中轨 |
| 19 |
2019-12-05 |
2019-12-17 |
32.091674614999995 |
33.72624 |
¥4.5万 |
+5.06% |
回到中轨 |
| 20 |
2020-04-28 |
2020-05-12 |
32.809839999999994 |
34.565400000000004 |
¥5.0万 |
+5.32% |
回到中轨 |
| 21 |
2020-09-11 |
2020-10-12 |
34.254483263 |
35.75421 |
¥4.2万 |
+4.35% |
回到中轨 |
| 22 |
2021-07-28 |
2021-09-13 |
57.55474124399999 |
52.05789 |
¥-9.8万 |
-9.58% |
回到中轨 |
| 23 |
2021-11-25 |
2022-01-04 |
55.071516499999994 |
54.25569 |
¥-1.4万 |
-1.51% |
回到中轨 |
| 24 |
2022-01-14 |
2022-02-14 |
46.750711007 |
47.152800000000006 |
¥7,526 |
+0.83% |
回到中轨 |
| 25 |
2022-04-12 |
2022-05-24 |
41.56397545299999 |
36.59337 |
¥-10.8万 |
-11.99% |
回到中轨 |
| 26 |
2022-08-17 |
2022-10-18 |
39.85175193999999 |
33.966 |
¥-12.0万 |
-14.79% |
回到中轨 |
| 27 |
2022-11-23 |
2022-12-08 |
33.173078939 |
33.81615 |
¥1.3万 |
+1.91% |
回到中轨 |
| 28 |
2023-08-17 |
2023-09-27 |
57.65487127399999 |
50.5494 |
¥-8.6万 |
-12.35% |
回到中轨 |
| 29 |
2024-01-04 |
2024-01-24 |
43.05591289999999 |
41.688269999999996 |
¥-2.0万 |
-3.21% |
回到中轨 |
| 30 |
2024-03-27 |
2024-05-08 |
48.244469 |
45.08487 |
¥-4.0万 |
-6.58% |
回到中轨 |
| 31 |
2024-05-27 |
2024-06-13 |
41.864365543000005 |
42.857099999999996 |
¥1.3万 |
+2.34% |
回到中轨 |
| 32 |
2024-07-09 |
2024-08-01 |
38.74030860699999 |
39.69027 |
¥1.4万 |
+2.42% |
回到中轨 |
| 33 |
2024-08-07 |
2024-09-06 |
36.477369929 |
34.31565 |
¥-3.5万 |
-5.95% |
回到中轨 |
| 34 |
2025-01-03 |
2025-01-17 |
46.520411938 |
47.72223 |
¥1.4万 |
+2.55% |
回到中轨 |
| 35 |
2025-04-08 |
2025-04-28 |
43.126003921 |
45.80415 |
¥3.5万 |
+6.18% |
回到中轨 |
| 36 |
2026-03-04 |
2026-04-15 |
51.526913437999994 |
48.81114 |
¥-3.2万 |
-5.30% |
回到中轨 |
| 37 |
2026-06-05 |
2026-07-10 |
45.88959274899999 |
41.94801 |
¥-4.9万 |
-8.62% |
回到中轨 |
| 38 |
2026-07-27 |
2026-08-03 |
38.930555663999996 |
42.29 |
¥4.5万 |
+8.60% |
回到中轨 |
| 39 |
2026-09-18 |
2026-10-26 |
38.540048547000005 |
37.98 |
¥-8,457 |
-1.48% |
回到中轨 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-17 |
跌破下轨 |
买入 |
45.7457 |
21600.0 |
¥98.8万 |
|
| 2015-07-20 |
回到中轨 |
卖出 |
39.4605 |
21600.0 |
¥85.2万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
28.228199999999998 |
27400.0 |
¥77.4万 |
|
| 2015-09-22 |
回到中轨 |
卖出 |
28.58139 |
27400.0 |
¥78.3万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
30.050019999999996 |
26000.0 |
¥78.2万 |
|
| 2016-02-05 |
回到中轨 |
卖出 |
27.162810000000004 |
26000.0 |
¥70.6万 |
|
| 2016-08-01 |
跌破下轨 |
买入 |
28.87885 |
27400.0 |
¥79.2万 |
|
| 2016-08-16 |
回到中轨 |
卖出 |
30.169800000000002 |
27400.0 |
¥82.6万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
28.998969999999996 |
28500.0 |
¥82.7万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
29.2707 |
28500.0 |
¥83.4万 |
|
| 2016-12-05 |
跌破下轨 |
买入 |
29.008979999999998 |
28700.0 |
¥83.3万 |
|
| 2017-01-05 |
回到中轨 |
卖出 |
28.301669999999994 |
28700.0 |
¥81.2万 |
|
| 2017-01-17 |
跌破下轨 |
买入 |
26.486459999999997 |
30800.0 |
¥81.6万 |
|
| 2017-02-06 |
回到中轨 |
卖出 |
28.05192 |
30800.0 |
¥86.4万 |
|
| 2017-04-11 |
跌破下轨 |
买入 |
33.02299 |
26100.0 |
¥86.2万 |
|
| 2017-05-26 |
回到中轨 |
卖出 |
29.81016 |
26100.0 |
¥77.8万 |
|
| 2017-10-18 |
跌破下轨 |
买入 |
50.06000999999999 |
15400.0 |
¥77.1万 |
|
| 2017-10-31 |
回到中轨 |
卖出 |
52.177769999999995 |
15400.0 |
¥80.3万 |
|
| 2018-02-01 |
跌破下轨 |
买入 |
55.03497999999999 |
14700.0 |
¥80.9万 |
|
| 2018-02-27 |
回到中轨 |
卖出 |
54.994949999999996 |
14700.0 |
¥80.8万 |
|
| 2018-05-02 |
跌破下轨 |
买入 |
53.053 |
15300.0 |
¥81.2万 |
|
| 2018-05-09 |
回到中轨 |
卖出 |
56.11383 |
15300.0 |
¥85.8万 |
|
| 2018-05-16 |
跌破下轨 |
买入 |
38.05802 |
22200.0 |
¥84.5万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
32.57739 |
22200.0 |
¥72.3万 |
|
| 2018-08-03 |
跌破下轨 |
买入 |
29.899869999999996 |
24500.0 |
¥73.3万 |
|
| 2018-08-14 |
回到中轨 |
卖出 |
30.60936 |
24500.0 |
¥75.0万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
23.68 |
31000.0 |
¥73.4万 |
|
| 2018-11-02 |
回到中轨 |
卖出 |
24.805169999999997 |
31000.0 |
¥76.9万 |
|
| 2018-12-21 |
跌破下轨 |
买入 |
23.513489999999997 |
33300.0 |
¥78.3万 |
|
| 2018-12-28 |
回到中轨 |
卖出 |
24.6753 |
33300.0 |
¥82.1万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
32.11207999999999 |
25600.0 |
¥82.2万 |
|
| 2019-05-22 |
回到中轨 |
卖出 |
31.7682 |
25600.0 |
¥81.3万 |
|
| 2019-08-06 |
跌破下轨 |
买入 |
30.830799999999996 |
25700.0 |
¥79.3万 |
|
| 2019-08-19 |
回到中轨 |
卖出 |
32.417550000000006 |
25700.0 |
¥83.3万 |
|
| 2019-09-27 |
跌破下轨 |
买入 |
32.58254999999999 |
26300.0 |
¥85.7万 |
|
| 2019-10-11 |
回到中轨 |
卖出 |
33.966 |
26300.0 |
¥89.3万 |
|
| 2019-12-05 |
跌破下轨 |
买入 |
32.082049999999995 |
27700.0 |
¥88.9万 |
|
| 2019-12-17 |
回到中轨 |
卖出 |
33.72624 |
27700.0 |
¥93.4万 |
|
| 2020-04-28 |
跌破下轨 |
买入 |
32.8 |
28500.0 |
¥93.5万 |
|
| 2020-05-12 |
回到中轨 |
卖出 |
34.565400000000004 |
28500.0 |
¥98.5万 |
|
| 2020-09-11 |
跌破下轨 |
买入 |
34.244209999999995 |
28500.0 |
¥97.6万 |
|
| 2020-10-12 |
回到中轨 |
卖出 |
35.75421 |
28500.0 |
¥1.02M |
|
| 2021-07-28 |
跌破下轨 |
买入 |
57.53747999999999 |
17700.0 |
¥1.02M |
|
| 2021-09-13 |
回到中轨 |
卖出 |
52.05789 |
17700.0 |
¥92.1万 |
|
| 2021-11-25 |
跌破下轨 |
买入 |
55.05499999999999 |
16800.0 |
¥92.5万 |
|
| 2022-01-04 |
回到中轨 |
卖出 |
54.25569 |
16800.0 |
¥91.1万 |
|
| 2022-01-14 |
跌破下轨 |
买入 |
46.736689999999996 |
19400.0 |
¥90.7万 |
|
| 2022-02-14 |
回到中轨 |
卖出 |
47.152800000000006 |
19400.0 |
¥91.4万 |
|
| 2022-04-12 |
跌破下轨 |
买入 |
41.55150999999999 |
21600.0 |
¥89.8万 |
|
| 2022-05-24 |
回到中轨 |
卖出 |
36.59337 |
21600.0 |
¥79.0万 |
|
| 2022-08-17 |
跌破下轨 |
买入 |
39.83979999999999 |
20400.0 |
¥81.3万 |
|
| 2022-10-18 |
回到中轨 |
卖出 |
33.966 |
20400.0 |
¥69.3万 |
|
| 2022-11-23 |
跌破下轨 |
买入 |
33.16313 |
20900.0 |
¥69.3万 |
|
| 2022-12-08 |
回到中轨 |
卖出 |
33.81615 |
20900.0 |
¥70.7万 |
|
| 2023-08-17 |
跌破下轨 |
买入 |
57.63757999999999 |
12100.0 |
¥69.8万 |
|
| 2023-09-27 |
回到中轨 |
卖出 |
50.5494 |
12100.0 |
¥61.1万 |
|
| 2024-01-04 |
跌破下轨 |
买入 |
43.04299999999999 |
14400.0 |
¥62.0万 |
|
| 2024-01-24 |
回到中轨 |
卖出 |
41.688269999999996 |
14400.0 |
¥60.0万 |
|
| 2024-03-27 |
跌破下轨 |
买入 |
48.23 |
12500.0 |
¥60.3万 |
|
| 2024-05-08 |
回到中轨 |
卖出 |
45.08487 |
12500.0 |
¥56.3万 |
|
| 2024-05-27 |
跌破下轨 |
买入 |
41.85181000000001 |
13500.0 |
¥56.5万 |
|
| 2024-06-13 |
回到中轨 |
卖出 |
42.857099999999996 |
13500.0 |
¥57.8万 |
|
| 2024-07-09 |
跌破下轨 |
买入 |
38.72868999999999 |
14900.0 |
¥57.7万 |
|
| 2024-08-01 |
回到中轨 |
卖出 |
39.69027 |
14900.0 |
¥59.1万 |
|
| 2024-08-07 |
跌破下轨 |
买入 |
36.466429999999995 |
16200.0 |
¥59.1万 |
|
| 2024-09-06 |
回到中轨 |
卖出 |
34.31565 |
16200.0 |
¥55.6万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
46.506460000000004 |
12000.0 |
¥55.8万 |
|
| 2025-01-17 |
回到中轨 |
卖出 |
47.72223 |
12000.0 |
¥57.2万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
43.11306999999999 |
13100.0 |
¥56.5万 |
|
| 2025-04-28 |
回到中轨 |
卖出 |
45.80415 |
13100.0 |
¥60.0万 |
|
| 2026-03-04 |
跌破下轨 |
买入 |
51.511459999999985 |
11600.0 |
¥59.8万 |
|
| 2026-04-15 |
回到中轨 |
卖出 |
48.81114 |
11600.0 |
¥56.6万 |
|
| 2026-06-05 |
跌破下轨 |
买入 |
45.87582999999999 |
12500.0 |
¥57.4万 |
|
| 2026-07-10 |
回到中轨 |
卖出 |
41.94801 |
12500.0 |
¥52.4万 |
|
| 2026-07-27 |
跌破下轨 |
买入 |
38.91888 |
13500.0 |
¥52.6万 |
|
| 2026-08-03 |
回到中轨 |
卖出 |
42.29 |
13500.0 |
¥57.1万 |
|
| 2026-09-18 |
跌破下轨 |
买入 |
38.52849 |
14800.0 |
¥57.0万 |
|
| 2026-10-26 |
回到中轨 |
卖出 |
37.98 |
14800.0 |
¥56.2万 |
|