002352 顺丰控股 — 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: ¥39.0万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -61.04%）
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 |
2015-06-29 |
2015-07-15 |
41.704157495 |
38.071889999999996 |
¥-8.7万 |
-8.74% |
回到中轨 |
| 2 |
2016-01-11 |
2016-02-05 |
24.732117409999997 |
22.98 |
¥-6.2万 |
-7.11% |
回到中轨 |
| 3 |
2016-07-28 |
2016-08-17 |
41.213520347999996 |
41.958 |
¥1.5万 |
+1.78% |
回到中轨 |
| 4 |
2016-12-06 |
2017-01-06 |
44.22743425099999 |
43.256699999999995 |
¥-1.9万 |
-2.22% |
回到中轨 |
| 5 |
2017-01-16 |
2017-02-03 |
39.96189497299999 |
41.90805 |
¥4.1万 |
+4.84% |
回到中轨 |
| 6 |
2017-03-31 |
2017-05-15 |
55.922621754999994 |
49.99 |
¥-9.4万 |
-10.64% |
回到中轨 |
| 7 |
2017-07-18 |
2017-08-11 |
49.133805720999995 |
49.320629999999994 |
¥2,770 |
+0.35% |
回到中轨 |
| 8 |
2017-11-15 |
2017-12-21 |
55.371906589999995 |
51.49845 |
¥-5.6万 |
-7.02% |
回到中轨 |
| 9 |
2018-02-06 |
2018-02-27 |
47.71431 |
51.948 |
¥6.5万 |
+8.84% |
回到中轨 |
| 10 |
2018-03-26 |
2018-05-09 |
47.96228436999999 |
49.21074 |
¥2.1万 |
+2.57% |
回到中轨 |
| 11 |
2018-06-14 |
2018-07-13 |
46.28009986599999 |
44.89506 |
¥-2.5万 |
-3.02% |
回到中轨 |
| 12 |
2018-08-02 |
2018-09-17 |
42.665405783 |
40.0599 |
¥-4.9万 |
-6.14% |
回到中轨 |
| 13 |
2018-10-30 |
2019-01-22 |
37.59882626499999 |
33.1668 |
¥-8.9万 |
-11.81% |
回到中轨 |
| 14 |
2019-01-24 |
2019-02-12 |
31.601037467999994 |
32.2677 |
¥1.4万 |
+2.08% |
回到中轨 |
| 15 |
2019-05-08 |
2019-06-17 |
31.400777407999996 |
29.97 |
¥-3.1万 |
-4.59% |
回到中轨 |
| 16 |
2019-11-29 |
2019-12-18 |
37.67893028899999 |
38.57139 |
¥1.5万 |
+2.34% |
回到中轨 |
| 17 |
2020-05-11 |
2020-06-02 |
46.26007385999999 |
47.30265 |
¥1.5万 |
+2.22% |
回到中轨 |
| 18 |
2020-11-12 |
2020-12-04 |
80.45447910499999 |
80.56935 |
¥753 |
+0.11% |
回到中轨 |
| 19 |
2021-03-09 |
2021-05-18 |
91.11832729999999 |
65.15478 |
¥-19.2万 |
-28.52% |
回到中轨 |
| 20 |
2021-07-27 |
2021-08-10 |
59.707907 |
61.38855 |
¥1.3万 |
+2.78% |
回到中轨 |
| 21 |
2021-11-10 |
2021-11-17 |
60.428473104999995 |
64.4355 |
¥3.3万 |
+6.60% |
回到中轨 |
| 22 |
2022-01-26 |
2022-04-06 |
63.182048929999986 |
48.960989999999995 |
¥-11.8万 |
-22.53% |
回到中轨 |
| 23 |
2022-06-24 |
2022-06-27 |
49.764624909999995 |
52.56738 |
¥2.3万 |
+5.60% |
回到中轨 |
| 24 |
2022-08-02 |
2022-08-18 |
48.512999535 |
50.35959 |
¥1.6万 |
+3.78% |
回到中轨 |
| 25 |
2022-09-06 |
2022-09-13 |
47.842128333999995 |
50.51 |
¥2.5万 |
+5.54% |
回到中轨 |
| 26 |
2023-02-20 |
2023-03-24 |
53.98009917299999 |
53.90604 |
¥-794 |
-0.17% |
回到中轨 |
| 27 |
2023-05-09 |
2023-06-13 |
50.635756171 |
48.63132 |
¥-1.9万 |
-3.99% |
回到中轨 |
| 28 |
2023-06-30 |
2023-07-12 |
44.387642299 |
47.282669999999996 |
¥2.9万 |
+6.49% |
回到中轨 |
| 29 |
2023-08-22 |
2023-10-31 |
45.02847449099999 |
41.20875 |
¥-4.1万 |
-8.51% |
回到中轨 |
| 30 |
2024-01-05 |
2024-01-12 |
38.209619448 |
39.22074 |
¥1.2万 |
+2.62% |
回到中轨 |
| 31 |
2024-01-23 |
2024-02-19 |
37.661294999999996 |
38.13183 |
¥5,509 |
+1.22% |
回到中轨 |
| 32 |
2024-03-28 |
2024-04-23 |
36.156953832999996 |
35.61435 |
¥-6,971 |
-1.53% |
回到中轨 |
| 33 |
2025-01-03 |
2025-01-15 |
39.130815724 |
40.489470000000004 |
¥1.6万 |
+3.44% |
回到中轨 |
| 34 |
2025-08-04 |
2025-08-11 |
46.230034851 |
47.4525 |
¥1.2万 |
+2.61% |
回到中轨 |
| 35 |
2025-09-01 |
2025-10-13 |
44.593374000000004 |
40.329629999999995 |
¥-4.6万 |
-9.59% |
回到中轨 |
| 36 |
2025-11-24 |
2025-12-19 |
39.160854732999994 |
38.1618 |
¥-1.1万 |
-2.58% |
回到中轨 |
| 37 |
2026-01-28 |
2026-02-06 |
37.919242360999995 |
38.97099 |
¥1.2万 |
+2.74% |
回到中轨 |
| 38 |
2026-05-18 |
2026-07-07 |
36.000797 |
32.89707 |
¥-3.8万 |
-8.65% |
回到中轨 |
| 39 |
2026-09-01 |
2026-10-13 |
31.841349539999996 |
31.03893 |
¥-1.0万 |
-2.55% |
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 |
|---|
| 2015-06-29 |
跌破下轨 |
买入 |
41.691649999999996 |
23900.0 |
¥99.7万 |
|
| 2015-07-15 |
回到中轨 |
卖出 |
38.071889999999996 |
23900.0 |
¥91.0万 |
|
| 2016-01-11 |
跌破下轨 |
买入 |
24.724699999999995 |
35000.0 |
¥86.6万 |
|
| 2016-02-05 |
回到中轨 |
卖出 |
22.98 |
35000.0 |
¥80.4万 |
|
| 2016-07-28 |
跌破下轨 |
买入 |
41.201159999999994 |
20600.0 |
¥84.9万 |
|
| 2016-08-17 |
回到中轨 |
卖出 |
41.958 |
20600.0 |
¥86.4万 |
|
| 2016-12-06 |
跌破下轨 |
买入 |
44.214169999999996 |
19500.0 |
¥86.2万 |
|
| 2017-01-06 |
回到中轨 |
卖出 |
43.256699999999995 |
19500.0 |
¥84.3万 |
|
| 2017-01-16 |
跌破下轨 |
买入 |
39.949909999999996 |
21100.0 |
¥84.3万 |
|
| 2017-02-03 |
回到中轨 |
卖出 |
41.90805 |
21100.0 |
¥88.4万 |
|
| 2017-03-31 |
跌破下轨 |
买入 |
55.905849999999994 |
15800.0 |
¥88.4万 |
|
| 2017-05-15 |
回到中轨 |
卖出 |
49.99 |
15800.0 |
¥79.0万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
49.119069999999994 |
16100.0 |
¥79.1万 |
|
| 2017-08-11 |
回到中轨 |
卖出 |
49.320629999999994 |
16100.0 |
¥79.4万 |
|
| 2017-11-15 |
跌破下轨 |
买入 |
55.35529999999999 |
14300.0 |
¥79.2万 |
|
| 2017-12-21 |
回到中轨 |
卖出 |
51.49845 |
14300.0 |
¥73.6万 |
|
| 2018-02-06 |
跌破下轨 |
买入 |
47.7 |
15300.0 |
¥73.0万 |
|
| 2018-02-27 |
回到中轨 |
卖出 |
51.948 |
15300.0 |
¥79.5万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
47.94789999999999 |
16700.0 |
¥80.1万 |
|
| 2018-05-09 |
回到中轨 |
卖出 |
49.21074 |
16700.0 |
¥82.2万 |
|
| 2018-06-14 |
跌破下轨 |
买入 |
46.26622 |
17800.0 |
¥82.4万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
44.89506 |
17800.0 |
¥79.9万 |
|
| 2018-08-02 |
跌破下轨 |
买入 |
42.652609999999996 |
18700.0 |
¥79.8万 |
|
| 2018-09-17 |
回到中轨 |
卖出 |
40.0599 |
18700.0 |
¥74.9万 |
|
| 2018-10-30 |
跌破下轨 |
买入 |
37.58754999999999 |
20000.0 |
¥75.2万 |
|
| 2019-01-22 |
回到中轨 |
卖出 |
33.1668 |
20000.0 |
¥66.3万 |
|
| 2019-01-24 |
跌破下轨 |
买入 |
31.591559999999998 |
20900.0 |
¥66.0万 |
|
| 2019-02-12 |
回到中轨 |
卖出 |
32.2677 |
20900.0 |
¥67.4万 |
|
| 2019-05-08 |
跌破下轨 |
买入 |
31.391359999999995 |
21200.0 |
¥66.6万 |
|
| 2019-06-17 |
回到中轨 |
卖出 |
29.97 |
21200.0 |
¥63.5万 |
|
| 2019-11-29 |
跌破下轨 |
买入 |
37.667629999999996 |
17100.0 |
¥64.4万 |
|
| 2019-12-18 |
回到中轨 |
卖出 |
38.57139 |
17100.0 |
¥65.9万 |
|
| 2020-05-11 |
跌破下轨 |
买入 |
46.246199999999995 |
14300.0 |
¥66.2万 |
|
| 2020-06-02 |
回到中轨 |
卖出 |
47.30265 |
14300.0 |
¥67.6万 |
|
| 2020-11-12 |
跌破下轨 |
买入 |
80.43034999999999 |
8300.0 |
¥66.8万 |
|
| 2020-12-04 |
回到中轨 |
卖出 |
80.56935 |
8300.0 |
¥66.9万 |
|
| 2021-03-09 |
跌破下轨 |
买入 |
91.091 |
7400.0 |
¥67.4万 |
|
| 2021-05-18 |
回到中轨 |
卖出 |
65.15478 |
7400.0 |
¥48.2万 |
|
| 2021-07-27 |
跌破下轨 |
买入 |
59.69 |
8000.0 |
¥47.8万 |
|
| 2021-08-10 |
回到中轨 |
卖出 |
61.38855 |
8000.0 |
¥49.1万 |
|
| 2021-11-10 |
跌破下轨 |
买入 |
60.410349999999994 |
8200.0 |
¥49.6万 |
|
| 2021-11-17 |
回到中轨 |
卖出 |
64.4355 |
8200.0 |
¥52.8万 |
|
| 2022-01-26 |
跌破下轨 |
买入 |
63.16309999999999 |
8300.0 |
¥52.4万 |
|
| 2022-04-06 |
回到中轨 |
卖出 |
48.960989999999995 |
8300.0 |
¥40.6万 |
|
| 2022-06-24 |
跌破下轨 |
买入 |
49.7497 |
8200.0 |
¥40.8万 |
|
| 2022-06-27 |
回到中轨 |
卖出 |
52.56738 |
8200.0 |
¥43.1万 |
|
| 2022-08-02 |
跌破下轨 |
买入 |
48.49845 |
8800.0 |
¥42.7万 |
|
| 2022-08-18 |
回到中轨 |
卖出 |
50.35959 |
8800.0 |
¥44.3万 |
|
| 2022-09-06 |
跌破下轨 |
买入 |
47.82778 |
9400.0 |
¥45.0万 |
|
| 2022-09-13 |
回到中轨 |
卖出 |
50.51 |
9400.0 |
¥47.5万 |
|
| 2023-02-20 |
跌破下轨 |
买入 |
53.96390999999999 |
8800.0 |
¥47.5万 |
|
| 2023-03-24 |
回到中轨 |
卖出 |
53.90604 |
8800.0 |
¥47.4万 |
|
| 2023-05-09 |
跌破下轨 |
买入 |
50.620569999999994 |
9200.0 |
¥46.6万 |
|
| 2023-06-13 |
回到中轨 |
卖出 |
48.63132 |
9200.0 |
¥44.7万 |
|
| 2023-06-30 |
跌破下轨 |
买入 |
44.37432999999999 |
10100.0 |
¥44.8万 |
|
| 2023-07-12 |
回到中轨 |
卖出 |
47.282669999999996 |
10100.0 |
¥47.7万 |
|
| 2023-08-22 |
跌破下轨 |
买入 |
45.01496999999999 |
10800.0 |
¥48.6万 |
|
| 2023-10-31 |
回到中轨 |
卖出 |
41.20875 |
10800.0 |
¥44.5万 |
|
| 2024-01-05 |
跌破下轨 |
买入 |
38.198159999999994 |
11600.0 |
¥44.3万 |
|
| 2024-01-12 |
回到中轨 |
卖出 |
39.22074 |
11600.0 |
¥45.5万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
37.65 |
12000.0 |
¥45.2万 |
|
| 2024-02-19 |
回到中轨 |
卖出 |
38.13183 |
12000.0 |
¥45.7万 |
|
| 2024-03-28 |
跌破下轨 |
买入 |
36.14610999999999 |
12600.0 |
¥45.6万 |
|
| 2024-04-23 |
回到中轨 |
卖出 |
35.61435 |
12600.0 |
¥44.9万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
39.11908 |
11600.0 |
¥45.4万 |
|
| 2025-01-15 |
回到中轨 |
卖出 |
40.489470000000004 |
11600.0 |
¥47.0万 |
|
| 2025-08-04 |
跌破下轨 |
买入 |
46.21617 |
10100.0 |
¥46.7万 |
|
| 2025-08-11 |
回到中轨 |
卖出 |
47.4525 |
10100.0 |
¥47.9万 |
|
| 2025-09-01 |
跌破下轨 |
买入 |
44.58 |
10800.0 |
¥48.2万 |
|
| 2025-10-13 |
回到中轨 |
卖出 |
40.329629999999995 |
10800.0 |
¥43.5万 |
|
| 2025-11-24 |
跌破下轨 |
买入 |
39.14910999999999 |
11100.0 |
¥43.5万 |
|
| 2025-12-19 |
回到中轨 |
卖出 |
38.1618 |
11100.0 |
¥42.3万 |
|
| 2026-01-28 |
跌破下轨 |
买入 |
37.907869999999996 |
11200.0 |
¥42.5万 |
|
| 2026-02-06 |
回到中轨 |
卖出 |
38.97099 |
11200.0 |
¥43.6万 |
|
| 2026-05-18 |
跌破下轨 |
买入 |
35.99 |
12100.0 |
¥43.6万 |
|
| 2026-07-07 |
回到中轨 |
卖出 |
32.89707 |
12100.0 |
¥39.8万 |
|
| 2026-09-01 |
跌破下轨 |
买入 |
31.831799999999994 |
12500.0 |
¥39.8万 |
|
| 2026-10-13 |
回到中轨 |
卖出 |
31.03893 |
12500.0 |
¥38.8万 |
|