002311 海大集团 — 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: ¥85.9万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -14.13%）
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 35 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 |
2015-06-23 |
2015-07-20 |
22.108710623999997 |
15.85 |
¥-28.1万 |
-28.33% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-23 |
13.574071000000002 |
12.44754 |
¥-5.5万 |
-8.33% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-08 |
13.107020926999999 |
14.00598 |
¥4.5万 |
+6.83% |
回到中轨 |
| 4 |
2016-01-18 |
2016-02-15 |
12.636409785999998 |
12.76722 |
¥6,920 |
+1.00% |
回到中轨 |
| 5 |
2016-06-29 |
2016-07-08 |
15.720414709999998 |
16.423560000000002 |
¥3.2万 |
+4.44% |
回到中轨 |
| 6 |
2016-07-25 |
2016-08-05 |
14.969439484999999 |
15.43455 |
¥2.3万 |
+3.08% |
回到中轨 |
| 7 |
2016-10-31 |
2016-11-30 |
15.199738553999998 |
15.134849999999998 |
¥-3,492 |
-0.46% |
回到中轨 |
| 8 |
2017-01-11 |
2017-01-24 |
14.649023388999998 |
14.745239999999999 |
¥4,792 |
+0.63% |
回到中轨 |
| 9 |
2018-02-08 |
2018-02-23 |
20.676851194999998 |
22.177799999999998 |
¥5.5万 |
+7.23% |
回到中轨 |
| 10 |
2018-05-28 |
2018-07-16 |
23.280231975 |
21.09888 |
¥-7.6万 |
-9.40% |
回到中轨 |
| 11 |
2018-08-07 |
2018-08-30 |
19.044731705999997 |
19.98 |
¥3.6万 |
+4.88% |
回到中轨 |
| 12 |
2018-10-30 |
2018-11-05 |
19.455264828999997 |
20.879099999999998 |
¥5.7万 |
+7.29% |
回到中轨 |
| 13 |
2019-07-05 |
2019-07-29 |
28.0364084 |
28.66131 |
¥1.8万 |
+2.20% |
回到中轨 |
| 14 |
2019-11-25 |
2019-12-11 |
31.190504344999997 |
32.13783 |
¥2.6万 |
+3.01% |
回到中轨 |
| 15 |
2020-02-03 |
2020-02-21 |
30.689854195 |
35.03493 |
¥11.2万 |
+14.12% |
回到中轨 |
| 16 |
2020-09-09 |
2020-10-13 |
62.88165883999999 |
61.8381 |
¥-1.7万 |
-1.69% |
回到中轨 |
| 17 |
2020-10-26 |
2020-10-28 |
56.07281679999999 |
62.6373 |
¥11.4万 |
+11.67% |
回到中轨 |
| 18 |
2021-07-12 |
2021-08-10 |
74.55682033799998 |
70.26966 |
¥-6.3万 |
-5.78% |
回到中轨 |
| 19 |
2021-09-16 |
2021-09-28 |
59.23692574799999 |
63.56636999999999 |
¥7.5万 |
+7.28% |
回到中轨 |
| 20 |
2022-02-15 |
2022-04-13 |
66.29609286299998 |
58.09185 |
¥-13.6万 |
-12.40% |
回到中轨 |
| 21 |
2022-05-27 |
2022-06-22 |
60.378408089999986 |
60.22971 |
¥-2,668 |
-0.28% |
回到中轨 |
| 22 |
2023-03-21 |
2023-06-13 |
59.827692924999994 |
48.7512 |
¥-17.9万 |
-18.54% |
回到中轨 |
| 23 |
2023-08-22 |
2023-09-01 |
45.138617524 |
48.16179 |
¥5.2万 |
+6.67% |
回到中轨 |
| 24 |
2023-09-28 |
2023-10-31 |
46.05981379999999 |
44.62533 |
¥-2.6万 |
-3.14% |
回到中轨 |
| 25 |
2023-12-06 |
2023-12-26 |
42.685431789 |
43.51644 |
¥1.6万 |
+1.92% |
回到中轨 |
| 26 |
2024-01-31 |
2024-02-07 |
37.87919034899999 |
40.84911 |
¥6.4万 |
+7.81% |
回到中轨 |
| 27 |
2024-06-06 |
2024-07-08 |
49.494273829 |
47.652300000000004 |
¥-3.3万 |
-3.75% |
回到中轨 |
| 28 |
2024-07-10 |
2024-09-26 |
44.22743425099999 |
37.43253 |
¥-13.2万 |
-15.39% |
回到中轨 |
| 29 |
2025-02-26 |
2025-03-03 |
46.97099707299999 |
51.61 |
¥7.1万 |
+9.84% |
回到中轨 |
| 30 |
2025-07-10 |
2025-07-31 |
57.21716 |
56.853089999999995 |
¥-5,298 |
-0.67% |
回到中轨 |
| 31 |
2025-10-21 |
2025-11-11 |
57.52470223499999 |
60.59934 |
¥4.2万 |
+5.31% |
回到中轨 |
| 32 |
2025-11-26 |
2025-12-26 |
55.752400703999996 |
54.51543 |
¥-1.9万 |
-2.25% |
回到中轨 |
| 33 |
2026-06-17 |
2026-06-30 |
41.55396244999999 |
44.4555 |
¥5.5万 |
+6.95% |
回到中轨 |
| 34 |
2026-08-13 |
2026-08-31 |
45.67931968599999 |
46.193760000000005 |
¥9,561 |
+1.10% |
回到中轨 |
| 35 |
2026-09-04 |
2026-10-12 |
44.147330227000005 |
42.8 |
¥-2.7万 |
-3.08% |
回到中轨 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
跌破下轨 |
买入 |
22.102079999999997 |
44900.0 |
¥99.3万 |
|
| 2015-07-20 |
回到中轨 |
卖出 |
15.85 |
44900.0 |
¥71.1万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
13.57 |
49000.0 |
¥66.5万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
12.44754 |
49000.0 |
¥61.0万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
13.103089999999998 |
50400.0 |
¥66.1万 |
|
| 2015-12-08 |
回到中轨 |
卖出 |
14.00598 |
50400.0 |
¥70.6万 |
|
| 2016-01-18 |
跌破下轨 |
买入 |
12.63262 |
54500.0 |
¥68.9万 |
|
| 2016-02-15 |
回到中轨 |
卖出 |
12.76722 |
54500.0 |
¥69.6万 |
|
| 2016-06-29 |
跌破下轨 |
买入 |
15.715699999999998 |
45400.0 |
¥71.4万 |
|
| 2016-07-08 |
回到中轨 |
卖出 |
16.423560000000002 |
45400.0 |
¥74.5万 |
|
| 2016-07-25 |
跌破下轨 |
买入 |
14.964949999999998 |
49800.0 |
¥74.5万 |
|
| 2016-08-05 |
回到中轨 |
卖出 |
15.43455 |
49800.0 |
¥76.8万 |
|
| 2016-10-31 |
跌破下轨 |
买入 |
15.195179999999997 |
50300.0 |
¥76.5万 |
|
| 2016-11-30 |
回到中轨 |
卖出 |
15.134849999999998 |
50300.0 |
¥76.1万 |
|
| 2017-01-11 |
跌破下轨 |
买入 |
14.64463 |
52200.0 |
¥76.5万 |
|
| 2017-01-24 |
回到中轨 |
卖出 |
14.745239999999999 |
52200.0 |
¥76.9万 |
|
| 2018-02-08 |
跌破下轨 |
买入 |
20.670649999999995 |
36700.0 |
¥75.9万 |
|
| 2018-02-23 |
回到中轨 |
卖出 |
22.177799999999998 |
36700.0 |
¥81.4万 |
|
| 2018-05-28 |
跌破下轨 |
买入 |
23.273249999999997 |
34900.0 |
¥81.2万 |
|
| 2018-07-16 |
回到中轨 |
卖出 |
21.09888 |
34900.0 |
¥73.6万 |
|
| 2018-08-07 |
跌破下轨 |
买入 |
19.039019999999997 |
38900.0 |
¥74.1万 |
|
| 2018-08-30 |
回到中轨 |
卖出 |
19.98 |
38900.0 |
¥77.7万 |
|
| 2018-10-30 |
跌破下轨 |
买入 |
19.449429999999996 |
40300.0 |
¥78.4万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
20.879099999999998 |
40300.0 |
¥84.1万 |
|
| 2019-07-05 |
跌破下轨 |
买入 |
28.028 |
30000.0 |
¥84.1万 |
|
| 2019-07-29 |
回到中轨 |
卖出 |
28.66131 |
30000.0 |
¥86.0万 |
|
| 2019-11-25 |
跌破下轨 |
买入 |
31.181149999999995 |
27500.0 |
¥85.8万 |
|
| 2019-12-11 |
回到中轨 |
卖出 |
32.13783 |
27500.0 |
¥88.4万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
30.68065 |
25900.0 |
¥79.5万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
35.03493 |
25900.0 |
¥90.7万 |
|
| 2020-09-09 |
跌破下轨 |
买入 |
62.86279999999999 |
15600.0 |
¥98.1万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
61.8381 |
15600.0 |
¥96.4万 |
|
| 2020-10-26 |
跌破下轨 |
买入 |
56.056 |
17400.0 |
¥97.6万 |
|
| 2020-10-28 |
回到中轨 |
卖出 |
62.6373 |
17400.0 |
¥1.09M |
|
| 2021-07-12 |
跌破下轨 |
买入 |
74.53445999999998 |
14700.0 |
¥1.10M |
|
| 2021-08-10 |
回到中轨 |
卖出 |
70.26966 |
14700.0 |
¥1.03M |
|
| 2021-09-16 |
跌破下轨 |
买入 |
59.21915999999999 |
17300.0 |
¥1.02M |
|
| 2021-09-28 |
回到中轨 |
卖出 |
63.56636999999999 |
17300.0 |
¥1.10M |
|
| 2022-02-15 |
跌破下轨 |
买入 |
66.27620999999999 |
16500.0 |
¥1.09M |
|
| 2022-04-13 |
回到中轨 |
卖出 |
58.09185 |
16500.0 |
¥95.8万 |
|
| 2022-05-27 |
跌破下轨 |
买入 |
60.36029999999999 |
16000.0 |
¥96.6万 |
|
| 2022-06-22 |
回到中轨 |
卖出 |
60.22971 |
16000.0 |
¥96.3万 |
|
| 2023-03-21 |
跌破下轨 |
买入 |
59.809749999999994 |
16100.0 |
¥96.3万 |
|
| 2023-06-13 |
回到中轨 |
卖出 |
48.7512 |
16100.0 |
¥78.5万 |
|
| 2023-08-22 |
跌破下轨 |
买入 |
45.12507999999999 |
17400.0 |
¥78.5万 |
|
| 2023-09-01 |
回到中轨 |
卖出 |
48.16179 |
17400.0 |
¥83.8万 |
|
| 2023-09-28 |
跌破下轨 |
买入 |
46.04599999999999 |
18100.0 |
¥83.4万 |
|
| 2023-10-31 |
回到中轨 |
卖出 |
44.62533 |
18100.0 |
¥80.7万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
42.67263 |
19000.0 |
¥81.1万 |
|
| 2023-12-26 |
回到中轨 |
卖出 |
43.51644 |
19000.0 |
¥82.7万 |
|
| 2024-01-31 |
跌破下轨 |
买入 |
37.86782999999999 |
21600.0 |
¥81.8万 |
|
| 2024-02-07 |
回到中轨 |
卖出 |
40.84911 |
21600.0 |
¥88.2万 |
|
| 2024-06-06 |
跌破下轨 |
买入 |
49.479429999999994 |
17900.0 |
¥88.6万 |
|
| 2024-07-08 |
回到中轨 |
卖出 |
47.652300000000004 |
17900.0 |
¥85.3万 |
|
| 2024-07-10 |
跌破下轨 |
买入 |
44.214169999999996 |
19400.0 |
¥85.8万 |
|
| 2024-09-26 |
回到中轨 |
卖出 |
37.43253 |
19400.0 |
¥72.6万 |
|
| 2025-02-26 |
跌破下轨 |
买入 |
46.95690999999999 |
15400.0 |
¥72.3万 |
|
| 2025-03-03 |
回到中轨 |
卖出 |
51.61 |
15400.0 |
¥79.5万 |
|
| 2025-07-10 |
跌破下轨 |
买入 |
57.2 |
13900.0 |
¥79.5万 |
|
| 2025-07-31 |
回到中轨 |
卖出 |
56.853089999999995 |
13900.0 |
¥79.0万 |
|
| 2025-10-21 |
跌破下轨 |
买入 |
57.50745 |
13800.0 |
¥79.4万 |
|
| 2025-11-11 |
回到中轨 |
卖出 |
60.59934 |
13800.0 |
¥83.6万 |
|
| 2025-11-26 |
跌破下轨 |
买入 |
55.735679999999995 |
15000.0 |
¥83.6万 |
|
| 2025-12-26 |
回到中轨 |
卖出 |
54.51543 |
15000.0 |
¥81.7万 |
|
| 2026-06-17 |
跌破下轨 |
买入 |
41.54149999999999 |
19200.0 |
¥79.8万 |
|
| 2026-06-30 |
回到中轨 |
卖出 |
44.4555 |
19200.0 |
¥85.3万 |
|
| 2026-08-13 |
跌破下轨 |
买入 |
45.66561999999999 |
19100.0 |
¥87.2万 |
|
| 2026-08-31 |
回到中轨 |
卖出 |
46.193760000000005 |
19100.0 |
¥88.2万 |
|
| 2026-09-04 |
跌破下轨 |
买入 |
44.13409 |
20000.0 |
¥88.3万 |
|
| 2026-10-12 |
回到中轨 |
卖出 |
42.8 |
20000.0 |
¥85.6万 |
|