002371 北方华创 — 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: ¥1.87M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +87.22%）
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 37 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 |
2015-06-30 |
2015-07-23 |
32.84264983999999 |
32.1678 |
¥-1.9万 |
-2.08% |
回到中轨 |
| 2 |
2015-08-26 |
2016-01-12 |
24.822234436999995 |
23.33 |
¥-5.9万 |
-6.04% |
回到中轨 |
| 3 |
2016-03-01 |
2016-03-21 |
22.429126719999996 |
24.3756 |
¥8.0万 |
+8.65% |
回到中轨 |
| 4 |
2016-04-21 |
2016-05-05 |
22.62938678 |
26.303669999999997 |
¥15.9万 |
+16.20% |
回到中轨 |
| 5 |
2016-09-14 |
2016-10-11 |
34.61495137099999 |
36.18378 |
¥5.2万 |
+4.50% |
回到中轨 |
| 6 |
2016-11-29 |
2017-01-05 |
32.592324764999994 |
27.972 |
¥-17.2万 |
-14.20% |
回到中轨 |
| 7 |
2017-03-31 |
2017-05-18 |
28.827435636999994 |
24.4755 |
¥-15.7万 |
-15.12% |
回到中轨 |
| 8 |
2017-05-24 |
2017-06-07 |
22.369048701999997 |
24.505470000000003 |
¥8.4万 |
+9.52% |
回到中轨 |
| 9 |
2017-07-18 |
2017-08-02 |
22.429126719999996 |
23.7762 |
¥5.8万 |
+5.97% |
回到中轨 |
| 10 |
2018-01-17 |
2018-02-27 |
32.922753864 |
32.4675 |
¥-1.4万 |
-1.41% |
回到中轨 |
| 11 |
2018-06-01 |
2018-06-15 |
43.35630298999999 |
46.953 |
¥8.2万 |
+8.26% |
回到中轨 |
| 12 |
2018-08-06 |
2018-08-13 |
48.282700465999994 |
52.507439999999995 |
¥9.4万 |
+8.72% |
回到中轨 |
| 13 |
2018-09-14 |
2018-11-05 |
46.240047854 |
40.80915 |
¥-13.7万 |
-11.77% |
回到中轨 |
| 14 |
2019-05-08 |
2019-05-13 |
54.951360464000004 |
67.932 |
¥24.2万 |
+23.58% |
回到中轨 |
| 15 |
2019-06-18 |
2019-06-24 |
60.57866814999999 |
66.7332 |
¥13.0万 |
+10.13% |
回到中轨 |
| 16 |
2019-07-23 |
2019-08-20 |
63.131983914999985 |
61.3386 |
¥-4.0万 |
-2.87% |
回到中轨 |
| 17 |
2020-08-27 |
2020-10-12 |
185.35069853299998 |
163.836 |
¥-16.0万 |
-11.63% |
回到中轨 |
| 18 |
2020-12-17 |
2020-12-22 |
159.59725481699996 |
171.828 |
¥9.3万 |
+7.63% |
回到中轨 |
| 19 |
2021-03-09 |
2021-04-02 |
161.92027151299996 |
152.2 |
¥-7.7万 |
-6.03% |
回到中轨 |
| 20 |
2021-09-03 |
2021-09-13 |
311.90504345 |
366.633 |
¥20.8万 |
+17.51% |
回到中轨 |
| 21 |
2021-12-20 |
2022-01-19 |
343.44600289999994 |
312.687 |
¥-12.6万 |
-8.98% |
回到中轨 |
| 22 |
2022-02-09 |
2022-02-24 |
257.83482725 |
294.705 |
¥18.4万 |
+14.27% |
回到中轨 |
| 23 |
2022-04-07 |
2022-05-13 |
264.23313616699994 |
247.75199999999998 |
¥-9.3万 |
-6.27% |
回到中轨 |
| 24 |
2022-10-11 |
2022-10-25 |
238.30947139999995 |
261.9378 |
¥13.2万 |
+9.88% |
回到中轨 |
| 25 |
2023-07-07 |
2023-08-03 |
288.19643299999996 |
281.03868 |
¥-3.8万 |
-2.51% |
回到中轨 |
| 26 |
2023-08-17 |
2023-09-01 |
261.61974238399995 |
273.70602 |
¥6.8万 |
+4.59% |
回到中轨 |
| 27 |
2023-09-20 |
2023-10-13 |
239.070459628 |
249.63012 |
¥6.8万 |
+4.39% |
回到中轨 |
| 28 |
2023-11-21 |
2023-12-22 |
242.675140708 |
235.22454000000002 |
¥-5.0万 |
-3.10% |
回到中轨 |
| 29 |
2024-09-24 |
2024-09-27 |
286.3718857999999 |
306.88 |
¥11.2万 |
+7.13% |
回到中轨 |
| 30 |
2025-05-12 |
2025-06-09 |
443.49592887599994 |
428.72085 |
¥-5.7万 |
-3.36% |
回到中轨 |
| 31 |
2025-06-13 |
2025-06-20 |
401.71166735699995 |
420.5 |
¥7.5万 |
+4.65% |
回到中轨 |
| 32 |
2025-07-04 |
2025-07-29 |
327.41518509699995 |
341.61803999999995 |
¥7.3万 |
+4.31% |
回到中轨 |
| 33 |
2026-02-03 |
2026-02-25 |
467.1065899499999 |
487.98153 |
¥7.9万 |
+4.44% |
回到中轨 |
| 34 |
2026-03-04 |
2026-03-23 |
443.79631896599994 |
461.0385 |
¥7.0万 |
+3.85% |
回到中轨 |
| 35 |
2026-04-03 |
2026-04-09 |
439.67096173 |
460.539 |
¥9.1万 |
+4.71% |
回到中轨 |
| 36 |
2026-09-02 |
2026-09-21 |
660.858198 |
687.312 |
¥7.9万 |
+3.97% |
回到中轨 |
| 37 |
2026-10-09 |
2026-11-06 |
597.5860320429999 |
528.88 |
¥-24.1万 |
-11.52% |
回到中轨 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
32.83279999999999 |
27400.0 |
¥90.0万 |
|
| 2015-07-23 |
回到中轨 |
卖出 |
32.1678 |
27400.0 |
¥88.1万 |
|
| 2015-08-26 |
跌破下轨 |
买入 |
24.814789999999995 |
39400.0 |
¥97.8万 |
|
| 2016-01-12 |
回到中轨 |
卖出 |
23.33 |
39400.0 |
¥91.9万 |
|
| 2016-03-01 |
跌破下轨 |
买入 |
22.422399999999996 |
41000.0 |
¥92.0万 |
|
| 2016-03-21 |
回到中轨 |
卖出 |
24.3756 |
41000.0 |
¥99.9万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
22.6226 |
43400.0 |
¥98.2万 |
|
| 2016-05-05 |
回到中轨 |
卖出 |
26.303669999999997 |
43400.0 |
¥1.14M |
|
| 2016-09-14 |
跌破下轨 |
买入 |
34.604569999999995 |
33400.0 |
¥1.16M |
|
| 2016-10-11 |
回到中轨 |
卖出 |
36.18378 |
33400.0 |
¥1.21M |
|
| 2016-11-29 |
跌破下轨 |
买入 |
32.58254999999999 |
37100.0 |
¥1.21M |
|
| 2017-01-05 |
回到中轨 |
卖出 |
27.972 |
37100.0 |
¥1.04M |
|
| 2017-03-31 |
跌破下轨 |
买入 |
28.818789999999996 |
36000.0 |
¥1.04M |
|
| 2017-05-18 |
回到中轨 |
卖出 |
24.4755 |
36000.0 |
¥88.1万 |
|
| 2017-05-24 |
跌破下轨 |
买入 |
22.362339999999996 |
39400.0 |
¥88.1万 |
|
| 2017-06-07 |
回到中轨 |
卖出 |
24.505470000000003 |
39400.0 |
¥96.5万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
22.422399999999996 |
43000.0 |
¥96.4万 |
|
| 2017-08-02 |
回到中轨 |
卖出 |
23.7762 |
43000.0 |
¥1.02M |
|
| 2018-01-17 |
跌破下轨 |
买入 |
32.91288 |
31000.0 |
¥1.02M |
|
| 2018-02-27 |
回到中轨 |
卖出 |
32.4675 |
31000.0 |
¥1.01M |
|
| 2018-06-01 |
跌破下轨 |
买入 |
43.34329999999999 |
23000.0 |
¥99.7万 |
|
| 2018-06-15 |
回到中轨 |
卖出 |
46.953 |
23000.0 |
¥1.08M |
|
| 2018-08-06 |
跌破下轨 |
买入 |
48.26821999999999 |
22400.0 |
¥1.08M |
|
| 2018-08-13 |
回到中轨 |
卖出 |
52.507439999999995 |
22400.0 |
¥1.18M |
|
| 2018-09-14 |
跌破下轨 |
买入 |
46.22617999999999 |
25200.0 |
¥1.17M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
40.80915 |
25200.0 |
¥1.03M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
54.93488 |
18700.0 |
¥1.03M |
|
| 2019-05-13 |
回到中轨 |
卖出 |
67.932 |
18700.0 |
¥1.27M |
|
| 2019-06-18 |
跌破下轨 |
买入 |
60.56049999999999 |
21200.0 |
¥1.28M |
|
| 2019-06-24 |
回到中轨 |
卖出 |
66.7332 |
21200.0 |
¥1.41M |
|
| 2019-07-23 |
跌破下轨 |
买入 |
63.11304999999999 |
22200.0 |
¥1.40M |
|
| 2019-08-20 |
回到中轨 |
卖出 |
61.3386 |
22200.0 |
¥1.36M |
|
| 2020-08-27 |
跌破下轨 |
买入 |
185.29511 |
7400.0 |
¥1.37M |
|
| 2020-10-12 |
回到中轨 |
卖出 |
163.836 |
7400.0 |
¥1.21M |
|
| 2020-12-17 |
跌破下轨 |
买入 |
159.54938999999996 |
7600.0 |
¥1.21M |
|
| 2020-12-22 |
回到中轨 |
卖出 |
171.828 |
7600.0 |
¥1.31M |
|
| 2021-03-09 |
跌破下轨 |
买入 |
161.87170999999998 |
7900.0 |
¥1.28M |
|
| 2021-04-02 |
回到中轨 |
卖出 |
152.2 |
7900.0 |
¥1.20M |
|
| 2021-09-03 |
跌破下轨 |
买入 |
311.81149999999997 |
3800.0 |
¥1.19M |
|
| 2021-09-13 |
回到中轨 |
卖出 |
366.633 |
3800.0 |
¥1.39M |
|
| 2021-12-20 |
跌破下轨 |
买入 |
343.34299999999996 |
4100.0 |
¥1.41M |
|
| 2022-01-19 |
回到中轨 |
卖出 |
312.687 |
4100.0 |
¥1.28M |
|
| 2022-02-09 |
跌破下轨 |
买入 |
257.7575 |
5000.0 |
¥1.29M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
294.705 |
5000.0 |
¥1.47M |
|
| 2022-04-07 |
跌破下轨 |
买入 |
264.15388999999993 |
5600.0 |
¥1.48M |
|
| 2022-05-13 |
回到中轨 |
卖出 |
247.75199999999998 |
5600.0 |
¥1.39M |
|
| 2022-10-11 |
跌破下轨 |
买入 |
238.23799999999997 |
5600.0 |
¥1.33M |
|
| 2022-10-25 |
回到中轨 |
卖出 |
261.9378 |
5600.0 |
¥1.47M |
|
| 2023-07-07 |
跌破下轨 |
买入 |
288.11 |
5300.0 |
¥1.53M |
|
| 2023-08-03 |
回到中轨 |
卖出 |
281.03868 |
5300.0 |
¥1.49M |
|
| 2023-08-17 |
跌破下轨 |
买入 |
261.54128 |
5700.0 |
¥1.49M |
|
| 2023-09-01 |
回到中轨 |
卖出 |
273.70602 |
5700.0 |
¥1.56M |
|
| 2023-09-20 |
跌破下轨 |
买入 |
238.99876 |
6500.0 |
¥1.55M |
|
| 2023-10-13 |
回到中轨 |
卖出 |
249.63012 |
6500.0 |
¥1.62M |
|
| 2023-11-21 |
跌破下轨 |
买入 |
242.60235999999998 |
6700.0 |
¥1.63M |
|
| 2023-12-22 |
回到中轨 |
卖出 |
235.22454000000002 |
6700.0 |
¥1.58M |
|
| 2024-09-24 |
跌破下轨 |
买入 |
286.28599999999994 |
5500.0 |
¥1.58M |
|
| 2024-09-27 |
回到中轨 |
卖出 |
306.88 |
5500.0 |
¥1.69M |
|
| 2025-05-12 |
跌破下轨 |
买入 |
443.36292 |
3800.0 |
¥1.69M |
|
| 2025-06-09 |
回到中轨 |
卖出 |
428.72085 |
3800.0 |
¥1.63M |
|
| 2025-06-13 |
跌破下轨 |
买入 |
401.5911899999999 |
4000.0 |
¥1.61M |
|
| 2025-06-20 |
回到中轨 |
卖出 |
420.5 |
4000.0 |
¥1.68M |
|
| 2025-07-04 |
跌破下轨 |
买入 |
327.31699 |
5200.0 |
¥1.70M |
|
| 2025-07-29 |
回到中轨 |
卖出 |
341.61803999999995 |
5200.0 |
¥1.78M |
|
| 2026-02-03 |
跌破下轨 |
买入 |
466.96649999999994 |
3800.0 |
¥1.78M |
|
| 2026-02-25 |
回到中轨 |
卖出 |
487.98153 |
3800.0 |
¥1.85M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
443.66321999999997 |
4100.0 |
¥1.82M |
|
| 2026-03-23 |
回到中轨 |
卖出 |
461.0385 |
4100.0 |
¥1.89M |
|
| 2026-04-03 |
跌破下轨 |
买入 |
439.53909999999996 |
4400.0 |
¥1.93M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
460.539 |
4400.0 |
¥2.03M |
|
| 2026-09-02 |
跌破下轨 |
买入 |
660.66 |
3000.0 |
¥1.98M |
|
| 2026-09-21 |
回到中轨 |
卖出 |
687.312 |
3000.0 |
¥2.06M |
|
| 2026-10-09 |
跌破下轨 |
买入 |
597.4068099999998 |
3500.0 |
¥2.09M |
|
| 2026-11-06 |
回到中轨 |
卖出 |
528.88 |
3500.0 |
¥1.85M |
|