002236 大华股份 — 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: ¥2.04M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +103.85%）
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 42 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 |
2015-07-15 |
38.580100559 |
38.961 |
¥9,563 |
+0.96% |
回到中轨 |
| 2 |
2015-08-25 |
2015-10-08 |
30.049022002999997 |
35.82414 |
¥17.4万 |
+19.18% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-18 |
33.353312992999996 |
32.8671 |
¥-1.7万 |
-1.49% |
回到中轨 |
| 4 |
2016-04-28 |
2016-06-06 |
13.177111947999997 |
13.416569999999998 |
¥2.1万 |
+1.79% |
回到中轨 |
| 5 |
2016-09-05 |
2016-09-07 |
14.959426481999996 |
15.63435 |
¥5.3万 |
+4.48% |
回到中轨 |
| 6 |
2016-12-13 |
2017-01-03 |
13.457476031999999 |
13.6863 |
¥2.1万 |
+1.67% |
回到中轨 |
| 7 |
2017-08-04 |
2017-08-11 |
22.879711855 |
24.19578 |
¥7.2万 |
+5.72% |
回到中轨 |
| 8 |
2017-11-24 |
2018-01-04 |
25.583222664999997 |
24.325650000000007 |
¥-6.5万 |
-4.94% |
回到中轨 |
| 9 |
2018-03-26 |
2018-05-04 |
24.692065397999997 |
23.99598 |
¥-3.5万 |
-2.85% |
回到中轨 |
| 10 |
2018-06-20 |
2018-07-25 |
21.618073476999992 |
20.86911 |
¥-4.3万 |
-3.49% |
回到中轨 |
| 11 |
2018-08-03 |
2018-08-29 |
16.721715009999997 |
16.353630000000003 |
¥-2.6万 |
-2.23% |
回到中轨 |
| 12 |
2019-05-08 |
2019-06-11 |
14.298568283999995 |
12.96702 |
¥-10.6万 |
-9.34% |
回到中轨 |
| 13 |
2019-10-11 |
2019-10-31 |
15.920674769999998 |
16.453529999999997 |
¥3.4万 |
+3.32% |
回到中轨 |
| 14 |
2020-02-04 |
2020-02-18 |
18.143561436000002 |
20.739240000000006 |
¥15.6万 |
+14.27% |
回到中轨 |
| 15 |
2020-05-28 |
2020-06-03 |
15.129647533 |
17.03295 |
¥15.6万 |
+12.55% |
回到中轨 |
| 16 |
2020-09-11 |
2020-09-16 |
20.636799182999997 |
23.38659 |
¥18.5万 |
+13.29% |
回到中轨 |
| 17 |
2020-12-23 |
2021-01-05 |
19.935888973 |
20.22975 |
¥2.3万 |
+1.44% |
回到中轨 |
| 18 |
2021-04-28 |
2021-05-26 |
23.43042702 |
23.3766 |
¥-4,180 |
-0.26% |
回到中轨 |
| 19 |
2021-06-09 |
2021-06-23 |
21.527956449999994 |
22.24773 |
¥5.3万 |
+3.31% |
回到中轨 |
| 20 |
2021-07-05 |
2021-07-19 |
20.306370083999994 |
21.978 |
¥13.6万 |
+8.20% |
回到中轨 |
| 21 |
2021-10-21 |
2021-11-08 |
22.82964684 |
24.13584 |
¥10.2万 |
+5.69% |
回到中轨 |
| 22 |
2022-01-14 |
2022-03-02 |
21.237579362999995 |
18.99099 |
¥-20.0万 |
-10.61% |
回到中轨 |
| 23 |
2022-03-08 |
2022-04-07 |
17.753054318999997 |
16.81317 |
¥-9.0万 |
-5.32% |
回到中轨 |
| 24 |
2022-04-12 |
2022-04-20 |
15.520154649999997 |
16.51347 |
¥10.2万 |
+6.37% |
回到中轨 |
| 25 |
2022-05-09 |
2022-05-24 |
14.929387472999998 |
16.01397 |
¥12.2万 |
+7.23% |
回到中轨 |
| 26 |
2022-07-13 |
2022-08-08 |
15.259816571999998 |
15.01497 |
¥-3.0万 |
-1.63% |
回到中轨 |
| 27 |
2022-09-19 |
2022-11-07 |
13.898048164 |
12.1878 |
¥-22.0万 |
-12.33% |
回到中轨 |
| 28 |
2023-05-30 |
2023-06-19 |
19.715602906999997 |
22.02795 |
¥18.5万 |
+11.69% |
回到中轨 |
| 29 |
2023-08-17 |
2023-08-30 |
19.385173807999998 |
21.4785 |
¥18.9万 |
+10.77% |
回到中轨 |
| 30 |
2023-12-18 |
2024-01-26 |
18.644211586 |
17.1828 |
¥-15.3万 |
-7.87% |
回到中轨 |
| 31 |
2024-02-01 |
2024-02-08 |
15.580232667999999 |
16.93 |
¥15.6万 |
+8.63% |
回到中轨 |
| 32 |
2024-03-28 |
2024-04-30 |
18.103509423999995 |
18.16182 |
¥5,693 |
+0.29% |
回到中轨 |
| 33 |
2024-05-29 |
2024-06-19 |
16.481402938000002 |
16.6833 |
¥2.3万 |
+1.19% |
回到中轨 |
| 34 |
2024-06-21 |
2024-07-22 |
15.820544739999999 |
15.13485 |
¥-8.7万 |
-4.36% |
回到中轨 |
| 35 |
2024-07-25 |
2024-08-01 |
14.238490266 |
14.985 |
¥9.8万 |
+5.21% |
回到中轨 |
| 36 |
2024-08-12 |
2024-09-02 |
13.717814109999997 |
13.696290000000001 |
¥-3,724 |
-0.19% |
回到中轨 |
| 37 |
2025-01-02 |
2025-01-27 |
15.940700775999998 |
15.34464 |
¥-7.5万 |
-3.77% |
回到中轨 |
| 38 |
2025-04-09 |
2025-04-24 |
14.809231436999998 |
16.00398 |
¥15.4万 |
+8.04% |
回到中轨 |
| 39 |
2025-05-26 |
2025-06-10 |
15.339920595999999 |
15.5844 |
¥3.2万 |
+1.56% |
回到中轨 |
| 40 |
2025-12-16 |
2025-12-25 |
18.373860504999996 |
19.090889999999998 |
¥8.1万 |
+3.87% |
回到中轨 |
| 41 |
2026-05-18 |
2026-05-26 |
17.472690234999995 |
17.762220000000003 |
¥3.5万 |
+1.63% |
回到中轨 |
| 42 |
2026-09-17 |
2026-11-13 |
15.630297683 |
14.31 |
¥-18.7万 |
-8.47% |
强平 |
逐笔成交记录（共 84 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 |
38.568529999999996 |
25900.0 |
¥99.9万 |
|
| 2015-07-15 |
回到中轨 |
卖出 |
38.961 |
25900.0 |
¥1.01M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
30.040009999999995 |
30200.0 |
¥90.7万 |
|
| 2015-10-08 |
回到中轨 |
卖出 |
35.82414 |
30200.0 |
¥1.08M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
33.343309999999995 |
34500.0 |
¥1.15M |
|
| 2016-02-18 |
回到中轨 |
卖出 |
32.8671 |
34500.0 |
¥1.13M |
|
| 2016-04-28 |
跌破下轨 |
买入 |
13.173159999999998 |
88000.0 |
¥1.16M |
|
| 2016-06-06 |
回到中轨 |
卖出 |
13.416569999999998 |
88000.0 |
¥1.18M |
|
| 2016-09-05 |
跌破下轨 |
买入 |
14.954939999999995 |
79200.0 |
¥1.18M |
|
| 2016-09-07 |
回到中轨 |
卖出 |
15.63435 |
79200.0 |
¥1.24M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
13.453439999999997 |
92100.0 |
¥1.24M |
|
| 2017-01-03 |
回到中轨 |
卖出 |
13.6863 |
92100.0 |
¥1.26M |
|
| 2017-08-04 |
跌破下轨 |
买入 |
22.87285 |
55000.0 |
¥1.26M |
|
| 2017-08-11 |
回到中轨 |
卖出 |
24.19578 |
55000.0 |
¥1.33M |
|
| 2017-11-24 |
跌破下轨 |
买入 |
25.57555 |
51200.0 |
¥1.31M |
|
| 2018-01-04 |
回到中轨 |
卖出 |
24.325650000000007 |
51200.0 |
¥1.25M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
24.684659999999997 |
50100.0 |
¥1.24M |
|
| 2018-05-04 |
回到中轨 |
卖出 |
23.99598 |
50100.0 |
¥1.20M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
21.611589999999996 |
56800.0 |
¥1.23M |
|
| 2018-07-25 |
回到中轨 |
卖出 |
20.86911 |
56800.0 |
¥1.19M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
16.716699999999996 |
69800.0 |
¥1.17M |
|
| 2018-08-29 |
回到中轨 |
卖出 |
16.353630000000003 |
69800.0 |
¥1.14M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
14.294279999999997 |
79100.0 |
¥1.13M |
|
| 2019-06-11 |
回到中轨 |
卖出 |
12.96702 |
79100.0 |
¥1.03M |
|
| 2019-10-11 |
跌破下轨 |
买入 |
15.915899999999999 |
64800.0 |
¥1.03M |
|
| 2019-10-31 |
回到中轨 |
卖出 |
16.453529999999997 |
64800.0 |
¥1.07M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
18.13812 |
60100.0 |
¥1.09M |
|
| 2020-02-18 |
回到中轨 |
卖出 |
20.739240000000006 |
60100.0 |
¥1.25M |
|
| 2020-05-28 |
跌破下轨 |
买入 |
15.125109999999998 |
82300.0 |
¥1.25M |
|
| 2020-06-03 |
回到中轨 |
卖出 |
17.03295 |
82300.0 |
¥1.40M |
|
| 2020-09-11 |
跌破下轨 |
买入 |
20.630609999999997 |
67600.0 |
¥1.40M |
|
| 2020-09-16 |
回到中轨 |
卖出 |
23.38659 |
67600.0 |
¥1.58M |
|
| 2020-12-23 |
跌破下轨 |
买入 |
19.92991 |
79400.0 |
¥1.58M |
|
| 2021-01-05 |
回到中轨 |
卖出 |
20.22975 |
79400.0 |
¥1.61M |
|
| 2021-04-28 |
跌破下轨 |
买入 |
23.423399999999997 |
68700.0 |
¥1.61M |
|
| 2021-05-26 |
回到中轨 |
卖出 |
23.3766 |
68700.0 |
¥1.61M |
|
| 2021-06-09 |
跌破下轨 |
买入 |
21.521499999999996 |
74500.0 |
¥1.60M |
|
| 2021-06-23 |
回到中轨 |
卖出 |
22.24773 |
74500.0 |
¥1.66M |
|
| 2021-07-05 |
跌破下轨 |
买入 |
20.300279999999997 |
81400.0 |
¥1.65M |
|
| 2021-07-19 |
回到中轨 |
卖出 |
21.978 |
81400.0 |
¥1.79M |
|
| 2021-10-21 |
跌破下轨 |
买入 |
22.822799999999997 |
78400.0 |
¥1.79M |
|
| 2021-11-08 |
回到中轨 |
卖出 |
24.13584 |
78400.0 |
¥1.89M |
|
| 2022-01-14 |
跌破下轨 |
买入 |
21.231209999999997 |
89000.0 |
¥1.89M |
|
| 2022-03-02 |
回到中轨 |
卖出 |
18.99099 |
89000.0 |
¥1.69M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
17.747729999999997 |
95400.0 |
¥1.69M |
|
| 2022-04-07 |
回到中轨 |
卖出 |
16.81317 |
95400.0 |
¥1.60M |
|
| 2022-04-12 |
跌破下轨 |
买入 |
15.5155 |
103200.0 |
¥1.60M |
|
| 2022-04-20 |
回到中轨 |
卖出 |
16.51347 |
103200.0 |
¥1.70M |
|
| 2022-05-09 |
跌破下轨 |
买入 |
14.924909999999999 |
113300.0 |
¥1.69M |
|
| 2022-05-24 |
回到中轨 |
卖出 |
16.01397 |
113300.0 |
¥1.81M |
|
| 2022-07-13 |
跌破下轨 |
买入 |
15.255239999999999 |
120000.0 |
¥1.83M |
|
| 2022-08-08 |
回到中轨 |
卖出 |
15.01497 |
120000.0 |
¥1.80M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
13.89388 |
128200.0 |
¥1.78M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
12.1878 |
128200.0 |
¥1.56M |
|
| 2023-05-30 |
跌破下轨 |
买入 |
19.70969 |
80100.0 |
¥1.58M |
|
| 2023-06-19 |
回到中轨 |
卖出 |
22.02795 |
80100.0 |
¥1.76M |
|
| 2023-08-17 |
跌破下轨 |
买入 |
19.37936 |
90600.0 |
¥1.76M |
|
| 2023-08-30 |
回到中轨 |
卖出 |
21.4785 |
90600.0 |
¥1.95M |
|
| 2023-12-18 |
跌破下轨 |
买入 |
18.63862 |
104200.0 |
¥1.94M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
17.1828 |
104200.0 |
¥1.79M |
|
| 2024-02-01 |
跌破下轨 |
买入 |
15.57556 |
115700.0 |
¥1.80M |
|
| 2024-02-08 |
回到中轨 |
卖出 |
16.93 |
115700.0 |
¥1.96M |
|
| 2024-03-28 |
跌破下轨 |
买入 |
18.098079999999996 |
107700.0 |
¥1.95M |
|
| 2024-04-30 |
回到中轨 |
卖出 |
18.16182 |
107700.0 |
¥1.96M |
|
| 2024-05-29 |
跌破下轨 |
买入 |
16.47646 |
119000.0 |
¥1.96M |
|
| 2024-06-19 |
回到中轨 |
卖出 |
16.6833 |
119000.0 |
¥1.98M |
|
| 2024-06-21 |
跌破下轨 |
买入 |
15.8158 |
125400.0 |
¥1.98M |
|
| 2024-07-22 |
回到中轨 |
卖出 |
15.13485 |
125400.0 |
¥1.90M |
|
| 2024-07-25 |
跌破下轨 |
买入 |
14.234219999999999 |
132400.0 |
¥1.89M |
|
| 2024-08-01 |
回到中轨 |
卖出 |
14.985 |
132400.0 |
¥1.98M |
|
| 2024-08-12 |
跌破下轨 |
买入 |
13.713699999999998 |
145300.0 |
¥1.99M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
13.696290000000001 |
145300.0 |
¥1.99M |
|
| 2025-01-02 |
跌破下轨 |
买入 |
15.935919999999998 |
124300.0 |
¥1.98M |
|
| 2025-01-27 |
回到中轨 |
卖出 |
15.34464 |
124300.0 |
¥1.91M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
14.804789999999997 |
129000.0 |
¥1.91M |
|
| 2025-04-24 |
回到中轨 |
卖出 |
16.00398 |
129000.0 |
¥2.06M |
|
| 2025-05-26 |
跌破下轨 |
买入 |
15.33532 |
134800.0 |
¥2.07M |
|
| 2025-06-10 |
回到中轨 |
卖出 |
15.5844 |
134800.0 |
¥2.10M |
|
| 2025-12-16 |
跌破下轨 |
买入 |
18.36835 |
114300.0 |
¥2.10M |
|
| 2025-12-25 |
回到中轨 |
卖出 |
19.090889999999998 |
114300.0 |
¥2.18M |
|
| 2026-05-18 |
跌破下轨 |
买入 |
17.467449999999996 |
124600.0 |
¥2.18M |
|
| 2026-05-26 |
回到中轨 |
卖出 |
17.762220000000003 |
124600.0 |
¥2.21M |
|
| 2026-09-17 |
跌破下轨 |
买入 |
15.625609999999998 |
141000.0 |
¥2.20M |
|
| 2026-11-13 |
强平 |
卖出 |
14.31 |
141000 |
¥2.02M |
回测结束强平 |