002353 杰瑞股份 — 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: ¥1.24M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +23.74%）
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 43 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 |
2015-10-12 |
2015-11-10 |
29.147851732999996 |
27.31266 |
¥-5.7万 |
-6.32% |
回到中轨 |
| 2 |
2015-12-02 |
2015-12-08 |
24.732117409999997 |
26.4735 |
¥6.5万 |
+7.01% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-17 |
22.0286066 |
16.6833 |
¥-23.4万 |
-24.29% |
回到中轨 |
| 4 |
2016-07-25 |
2016-08-18 |
18.484003538 |
17.53245 |
¥-4.0万 |
-5.18% |
回到中轨 |
| 5 |
2017-03-31 |
2017-04-12 |
20.52665615 |
21.65832 |
¥4.0万 |
+5.48% |
回到中轨 |
| 6 |
2017-04-19 |
2017-05-19 |
19.575420864999998 |
18.671310000000002 |
¥-3.6万 |
-4.65% |
回到中轨 |
| 7 |
2017-07-18 |
2017-08-02 |
14.709101406999997 |
15.03495 |
¥1.6万 |
+2.18% |
回到中轨 |
| 8 |
2017-12-06 |
2017-12-28 |
12.486214741 |
13.0869 |
¥3.5万 |
+4.78% |
回到中轨 |
| 9 |
2018-02-08 |
2018-03-01 |
13.447463028999996 |
14.115870000000001 |
¥3.8万 |
+4.94% |
回到中轨 |
| 10 |
2018-06-20 |
2018-07-03 |
14.538880355999998 |
16.25373 |
¥9.6万 |
+11.76% |
回到中轨 |
| 11 |
2018-10-19 |
2018-11-06 |
18.293756480999996 |
21.428549999999998 |
¥15.3万 |
+17.10% |
回到中轨 |
| 12 |
2018-12-20 |
2019-01-11 |
16.331207893 |
16.07391 |
¥-1.7万 |
-1.61% |
回到中轨 |
| 13 |
2019-04-30 |
2019-05-31 |
22.739529812999997 |
21.61836 |
¥-5.2万 |
-4.96% |
回到中轨 |
| 14 |
2019-08-21 |
2019-09-02 |
24.581922365 |
25.804170000000003 |
¥5.0万 |
+4.94% |
回到中轨 |
| 15 |
2019-11-13 |
2019-11-19 |
28.567097558999997 |
31.828139999999998 |
¥12.0万 |
+11.38% |
回到中轨 |
| 16 |
2020-03-02 |
2020-04-08 |
34.644990379999996 |
24.6753 |
¥-33.8万 |
-28.80% |
回到中轨 |
| 17 |
2020-07-17 |
2020-07-22 |
29.328085787 |
32.767199999999995 |
¥9.7万 |
+11.69% |
回到中轨 |
| 18 |
2020-09-08 |
2020-09-30 |
30.820023233999997 |
30.93903 |
¥3,325 |
+0.36% |
回到中轨 |
| 19 |
2020-10-22 |
2020-11-11 |
27.788334 |
29.570400000000003 |
¥5.9万 |
+6.38% |
回到中轨 |
| 20 |
2020-12-22 |
2021-01-07 |
34.72509440399999 |
35.91405 |
¥3.3万 |
+3.39% |
回到中轨 |
| 21 |
2021-04-13 |
2021-04-29 |
31.981531581999995 |
34.50546 |
¥8.1万 |
+7.86% |
回到中轨 |
| 22 |
2021-07-19 |
2021-07-26 |
40.15214203 |
43.22673 |
¥8.5万 |
+7.63% |
回到中轨 |
| 23 |
2021-08-20 |
2021-09-02 |
35.64629067999999 |
40.41954 |
¥15.9万 |
+13.36% |
回到中轨 |
| 24 |
2021-11-01 |
2021-12-09 |
42.064625603 |
39.96 |
¥-6.8万 |
-5.03% |
回到中轨 |
| 25 |
2022-04-12 |
2022-05-13 |
38.680230589000004 |
34.4655 |
¥-14.0万 |
-10.92% |
回到中轨 |
| 26 |
2022-07-14 |
2022-07-29 |
35.34590059 |
36.51345 |
¥3.8万 |
+3.27% |
回到中轨 |
| 27 |
2022-09-19 |
2022-10-27 |
35.706368697999984 |
33.70626 |
¥-6.6万 |
-5.63% |
回到中轨 |
| 28 |
2022-11-01 |
2022-11-03 |
29.83874893999999 |
32.64732 |
¥10.4万 |
+9.38% |
回到中轨 |
| 29 |
2022-12-20 |
2023-01-16 |
29.217942754 |
30.31965 |
¥4.6万 |
+3.74% |
回到中轨 |
| 30 |
2023-02-22 |
2023-03-08 |
30.629776177 |
30.959010000000003 |
¥1.3万 |
+1.04% |
回到中轨 |
| 31 |
2023-03-09 |
2023-04-12 |
29.438228819999992 |
28.671300000000002 |
¥-3.4万 |
-2.63% |
回到中轨 |
| 32 |
2023-05-05 |
2023-05-25 |
25.483092634999995 |
25.924049999999998 |
¥2.1万 |
+1.70% |
回到中轨 |
| 33 |
2023-10-24 |
2023-11-09 |
29.057734706 |
30.039930000000002 |
¥4.2万 |
+3.35% |
回到中轨 |
| 34 |
2023-12-06 |
2023-12-27 |
27.155264135999996 |
27.50247 |
¥1.6万 |
+1.25% |
回到中轨 |
| 35 |
2024-01-23 |
2024-01-29 |
26.53445795 |
28.18179 |
¥8.2万 |
+6.18% |
回到中轨 |
| 36 |
2024-02-06 |
2024-02-08 |
24.161376238999996 |
28.68129 |
¥26.2万 |
+18.67% |
回到中轨 |
| 37 |
2024-07-04 |
2024-08-13 |
33.0429099 |
31.208759999999995 |
¥-9.3万 |
-5.58% |
回到中轨 |
| 38 |
2024-08-23 |
2024-09-23 |
28.33679849 |
28.211759999999998 |
¥-7,343 |
-0.47% |
回到中轨 |
| 39 |
2024-12-23 |
2024-12-26 |
33.113000921 |
34.65531 |
¥7.2万 |
+4.63% |
回到中轨 |
| 40 |
2025-02-19 |
2025-03-12 |
34.79518542499999 |
36.1638 |
¥6.4万 |
+3.90% |
回到中轨 |
| 41 |
2025-04-08 |
2025-04-28 |
31.150452333 |
32.22774 |
¥5.8万 |
+3.43% |
回到中轨 |
| 42 |
2026-07-14 |
2026-07-28 |
138.269558427 |
143.856 |
¥7.0万 |
+4.01% |
回到中轨 |
| 43 |
2026-09-29 |
2026-11-13 |
110.14303299999999 |
73.83 |
¥-60.0万 |
-32.99% |
强平 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-10-12 |
跌破下轨 |
买入 |
29.139109999999995 |
30800.0 |
¥89.8万 |
|
| 2015-11-10 |
回到中轨 |
卖出 |
27.31266 |
30800.0 |
¥84.1万 |
|
| 2015-12-02 |
跌破下轨 |
买入 |
24.724699999999995 |
37600.0 |
¥93.0万 |
|
| 2015-12-08 |
回到中轨 |
卖出 |
26.4735 |
37600.0 |
¥99.5万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
22.022 |
43800.0 |
¥96.5万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
16.6833 |
43800.0 |
¥73.1万 |
|
| 2016-07-25 |
跌破下轨 |
买入 |
18.47846 |
41800.0 |
¥77.3万 |
|
| 2016-08-18 |
回到中轨 |
卖出 |
17.53245 |
41800.0 |
¥73.3万 |
|
| 2017-03-31 |
跌破下轨 |
买入 |
20.5205 |
35500.0 |
¥72.9万 |
|
| 2017-04-12 |
回到中轨 |
卖出 |
21.65832 |
35500.0 |
¥76.9万 |
|
| 2017-04-19 |
跌破下轨 |
买入 |
19.56955 |
39300.0 |
¥76.9万 |
|
| 2017-05-19 |
回到中轨 |
卖出 |
18.671310000000002 |
39300.0 |
¥73.4万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
14.704689999999998 |
49700.0 |
¥73.1万 |
|
| 2017-08-02 |
回到中轨 |
卖出 |
15.03495 |
49700.0 |
¥74.7万 |
|
| 2017-12-06 |
跌破下轨 |
买入 |
12.48247 |
59400.0 |
¥74.2万 |
|
| 2017-12-28 |
回到中轨 |
卖出 |
13.0869 |
59400.0 |
¥77.7万 |
|
| 2018-02-08 |
跌破下轨 |
买入 |
13.443429999999998 |
57400.0 |
¥77.2万 |
|
| 2018-03-01 |
回到中轨 |
卖出 |
14.115870000000001 |
57400.0 |
¥81.0万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
14.534519999999997 |
56000.0 |
¥81.4万 |
|
| 2018-07-03 |
回到中轨 |
卖出 |
16.25373 |
56000.0 |
¥91.0万 |
|
| 2018-10-19 |
跌破下轨 |
买入 |
18.288269999999997 |
49000.0 |
¥89.6万 |
|
| 2018-11-06 |
回到中轨 |
卖出 |
21.428549999999998 |
49000.0 |
¥1.05M |
|
| 2018-12-20 |
跌破下轨 |
买入 |
16.326309999999996 |
65600.0 |
¥1.07M |
|
| 2019-01-11 |
回到中轨 |
卖出 |
16.07391 |
65600.0 |
¥1.05M |
|
| 2019-04-30 |
跌破下轨 |
买入 |
22.732709999999997 |
46000.0 |
¥1.05M |
|
| 2019-05-31 |
回到中轨 |
卖出 |
21.61836 |
46000.0 |
¥99.4万 |
|
| 2019-08-21 |
跌破下轨 |
买入 |
24.57455 |
40900.0 |
¥1.01M |
|
| 2019-09-02 |
回到中轨 |
卖出 |
25.804170000000003 |
40900.0 |
¥1.06M |
|
| 2019-11-13 |
跌破下轨 |
买入 |
28.55853 |
36900.0 |
¥1.05M |
|
| 2019-11-19 |
回到中轨 |
卖出 |
31.828139999999998 |
36900.0 |
¥1.17M |
|
| 2020-03-02 |
跌破下轨 |
买入 |
34.6346 |
33900.0 |
¥1.17M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
24.6753 |
33900.0 |
¥83.6万 |
|
| 2020-07-17 |
跌破下轨 |
买入 |
29.319289999999995 |
28400.0 |
¥83.3万 |
|
| 2020-07-22 |
回到中轨 |
卖出 |
32.767199999999995 |
28400.0 |
¥93.0万 |
|
| 2020-09-08 |
跌破下轨 |
买入 |
30.810779999999998 |
30300.0 |
¥93.4万 |
|
| 2020-09-30 |
回到中轨 |
卖出 |
30.93903 |
30300.0 |
¥93.7万 |
|
| 2020-10-22 |
跌破下轨 |
买入 |
27.78 |
33300.0 |
¥92.5万 |
|
| 2020-11-11 |
回到中轨 |
卖出 |
29.570400000000003 |
33300.0 |
¥98.4万 |
|
| 2020-12-22 |
跌破下轨 |
买入 |
34.714679999999994 |
28400.0 |
¥98.6万 |
|
| 2021-01-07 |
回到中轨 |
卖出 |
35.91405 |
28400.0 |
¥1.02M |
|
| 2021-04-13 |
跌破下轨 |
买入 |
31.971939999999996 |
32100.0 |
¥1.03M |
|
| 2021-04-29 |
回到中轨 |
卖出 |
34.50546 |
32100.0 |
¥1.11M |
|
| 2021-07-19 |
跌破下轨 |
买入 |
40.140100000000004 |
27600.0 |
¥1.11M |
|
| 2021-07-26 |
回到中轨 |
卖出 |
43.22673 |
27600.0 |
¥1.19M |
|
| 2021-08-20 |
跌破下轨 |
买入 |
35.6356 |
33500.0 |
¥1.19M |
|
| 2021-09-02 |
回到中轨 |
卖出 |
40.41954 |
33500.0 |
¥1.35M |
|
| 2021-11-01 |
跌破下轨 |
买入 |
42.052009999999996 |
31900.0 |
¥1.34M |
|
| 2021-12-09 |
回到中轨 |
卖出 |
39.96 |
31900.0 |
¥1.27M |
|
| 2022-04-12 |
跌破下轨 |
买入 |
38.66863 |
33200.0 |
¥1.28M |
|
| 2022-05-13 |
回到中轨 |
卖出 |
34.4655 |
33200.0 |
¥1.14M |
|
| 2022-07-14 |
跌破下轨 |
买入 |
35.3353 |
32500.0 |
¥1.15M |
|
| 2022-07-29 |
回到中轨 |
卖出 |
36.51345 |
32500.0 |
¥1.19M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
35.69565999999999 |
33000.0 |
¥1.18M |
|
| 2022-10-27 |
回到中轨 |
卖出 |
33.70626 |
33000.0 |
¥1.11M |
|
| 2022-11-01 |
跌破下轨 |
买入 |
29.829799999999995 |
37100.0 |
¥1.11M |
|
| 2022-11-03 |
回到中轨 |
卖出 |
32.64732 |
37100.0 |
¥1.21M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
29.209179999999996 |
41700.0 |
¥1.22M |
|
| 2023-01-16 |
回到中轨 |
卖出 |
30.31965 |
41700.0 |
¥1.26M |
|
| 2023-02-22 |
跌破下轨 |
买入 |
30.62059 |
41200.0 |
¥1.26M |
|
| 2023-03-08 |
回到中轨 |
卖出 |
30.959010000000003 |
41200.0 |
¥1.28M |
|
| 2023-03-09 |
跌破下轨 |
买入 |
29.429399999999994 |
43300.0 |
¥1.27M |
|
| 2023-04-12 |
回到中轨 |
卖出 |
28.671300000000002 |
43300.0 |
¥1.24M |
|
| 2023-05-05 |
跌破下轨 |
买入 |
25.47544999999999 |
48900.0 |
¥1.25M |
|
| 2023-05-25 |
回到中轨 |
卖出 |
25.924049999999998 |
48900.0 |
¥1.27M |
|
| 2023-10-24 |
跌破下轨 |
买入 |
29.04902 |
43600.0 |
¥1.27M |
|
| 2023-11-09 |
回到中轨 |
卖出 |
30.039930000000002 |
43600.0 |
¥1.31M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
27.147119999999997 |
48200.0 |
¥1.31M |
|
| 2023-12-27 |
回到中轨 |
卖出 |
27.50247 |
48200.0 |
¥1.33M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
26.5265 |
49800.0 |
¥1.32M |
|
| 2024-01-29 |
回到中轨 |
卖出 |
28.18179 |
49800.0 |
¥1.40M |
|
| 2024-02-06 |
跌破下轨 |
买入 |
24.154129999999995 |
58000.0 |
¥1.40M |
|
| 2024-02-08 |
回到中轨 |
卖出 |
28.68129 |
58000.0 |
¥1.66M |
|
| 2024-07-04 |
跌破下轨 |
买入 |
33.032999999999994 |
50300.0 |
¥1.66M |
|
| 2024-08-13 |
回到中轨 |
卖出 |
31.208759999999995 |
50300.0 |
¥1.57M |
|
| 2024-08-23 |
跌破下轨 |
买入 |
28.3283 |
55000.0 |
¥1.56M |
|
| 2024-09-23 |
回到中轨 |
卖出 |
28.211759999999998 |
55000.0 |
¥1.55M |
|
| 2024-12-23 |
跌破下轨 |
买入 |
33.103069999999995 |
47300.0 |
¥1.57M |
|
| 2024-12-26 |
回到中轨 |
卖出 |
34.65531 |
47300.0 |
¥1.64M |
|
| 2025-02-19 |
跌破下轨 |
买入 |
34.784749999999995 |
47000.0 |
¥1.64M |
|
| 2025-03-12 |
回到中轨 |
卖出 |
36.1638 |
47000.0 |
¥1.70M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
31.14111 |
54100.0 |
¥1.69M |
|
| 2025-04-28 |
回到中轨 |
卖出 |
32.22774 |
54100.0 |
¥1.74M |
|
| 2026-07-14 |
跌破下轨 |
买入 |
138.22808999999998 |
12600.0 |
¥1.74M |
|
| 2026-07-28 |
回到中轨 |
卖出 |
143.856 |
12600.0 |
¥1.81M |
|
| 2026-09-29 |
跌破下轨 |
买入 |
110.10999999999999 |
16500.0 |
¥1.82M |
|
| 2026-11-13 |
强平 |
卖出 |
73.83 |
16500 |
¥1.22M |
回测结束强平 |