002384 东山精密 — 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: ¥87.8万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -12.19%）
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 |
2016-01-05 |
2016-01-25 |
16.531467953 |
19.110869999999995 |
¥14.2万 |
+15.57% |
回到中轨 |
| 2 |
2016-03-01 |
2016-03-22 |
15.259816571999998 |
17.96202 |
¥20.1万 |
+17.67% |
回到中轨 |
| 3 |
2016-07-15 |
2016-08-25 |
19.084783717999997 |
17.882099999999998 |
¥-8.5万 |
-6.33% |
回到中轨 |
| 4 |
2016-11-30 |
2016-12-07 |
18.293756481 |
19.31067 |
¥6.9万 |
+5.53% |
回到中轨 |
| 5 |
2016-12-13 |
2016-12-22 |
17.883223358 |
18.66132 |
¥5.7万 |
+4.32% |
回到中轨 |
| 6 |
2017-07-13 |
2017-07-25 |
23.560596059 |
24.13584 |
¥3.3万 |
+2.41% |
回到中轨 |
| 7 |
2017-11-23 |
2017-12-11 |
30.769228000000002 |
31.29867 |
¥2.4万 |
+1.69% |
回到中轨 |
| 8 |
2018-01-17 |
2018-06-06 |
26.254093865999998 |
25.5744 |
¥-3.8万 |
-2.62% |
回到中轨 |
| 9 |
2018-06-20 |
2018-07-02 |
22.278931675 |
23.99598 |
¥10.5万 |
+7.67% |
回到中轨 |
| 10 |
2018-08-30 |
2018-10-23 |
16.891936061 |
11.8881 |
¥-44.5万 |
-29.64% |
回到中轨 |
| 11 |
2019-01-04 |
2019-01-28 |
9.061767714999998 |
10.359629999999997 |
¥13.7万 |
+14.29% |
回到中轨 |
| 12 |
2019-05-07 |
2019-06-05 |
15.510141646999998 |
14.385599999999998 |
¥-8.4万 |
-7.28% |
回到中轨 |
| 13 |
2019-11-22 |
2019-12-06 |
19.044731705999997 |
20.24973 |
¥7.0万 |
+6.30% |
回到中轨 |
| 14 |
2020-03-17 |
2020-04-09 |
24.111311223999994 |
23.826150000000002 |
¥-1.4万 |
-1.21% |
回到中轨 |
| 15 |
2020-07-27 |
2020-08-04 |
26.053833805999993 |
30.01995 |
¥17.8万 |
+15.19% |
回到中轨 |
| 16 |
2020-09-08 |
2020-10-09 |
26.143950832999998 |
27.2727 |
¥5.8万 |
+4.29% |
回到中轨 |
| 17 |
2021-01-21 |
2021-02-22 |
24.842260442999997 |
22.6773 |
¥-12.3万 |
-8.74% |
回到中轨 |
| 18 |
2021-03-15 |
2021-04-09 |
19.905849963999998 |
18.74124 |
¥-7.5万 |
-5.88% |
回到中轨 |
| 19 |
2021-04-28 |
2021-05-26 |
17.282443177999998 |
17.942040000000002 |
¥4.5万 |
+3.79% |
回到中轨 |
| 20 |
2021-08-19 |
2021-09-09 |
19.365147801999996 |
20.279700000000002 |
¥5.9万 |
+4.69% |
回到中轨 |
| 21 |
2021-10-19 |
2021-10-27 |
19.335108792999996 |
21.6783 |
¥15.8万 |
+12.09% |
回到中轨 |
| 22 |
2021-12-03 |
2021-12-09 |
23.490505037999995 |
24.975 |
¥9.3万 |
+6.29% |
回到中轨 |
| 23 |
2022-01-12 |
2022-02-18 |
24.982442484999996 |
23.98599 |
¥-6.3万 |
-4.02% |
回到中轨 |
| 24 |
2022-02-22 |
2022-05-12 |
22.446732 |
17.202779999999997 |
¥-34.7万 |
-23.38% |
回到中轨 |
| 25 |
2022-10-10 |
2022-10-17 |
23.190114947999994 |
25.33464 |
¥10.6万 |
+9.21% |
回到中轨 |
| 26 |
2022-12-06 |
2022-12-28 |
24.431727319999997 |
24.74523 |
¥1.6万 |
+1.25% |
回到中轨 |
| 27 |
2023-01-05 |
2023-01-11 |
22.409100713999994 |
24.52545 |
¥12.0万 |
+9.41% |
回到中轨 |
| 28 |
2023-04-24 |
2023-05-17 |
25.413001614 |
24.86 |
¥-3.1万 |
-2.21% |
回到中轨 |
| 29 |
2023-06-09 |
2023-06-13 |
23.420414017 |
25.49448 |
¥12.0万 |
+8.82% |
回到中轨 |
| 30 |
2023-07-18 |
2023-09-13 |
23.540570053 |
18.75123 |
¥-30.3万 |
-20.37% |
回到中轨 |
| 31 |
2023-12-05 |
2024-01-02 |
18.10543 |
18.21177 |
¥6,547 |
+0.56% |
回到中轨 |
| 32 |
2024-01-05 |
2024-02-20 |
16.591545971 |
13.91607 |
¥-19.2万 |
-16.15% |
回到中轨 |
| 33 |
2024-06-11 |
2024-06-13 |
15.029517503 |
16.23375 |
¥7.9万 |
+7.98% |
回到中轨 |
| 34 |
2025-03-04 |
2025-03-17 |
29.117812723999997 |
33.90606 |
¥17.2万 |
+16.41% |
回到中轨 |
| 35 |
2025-04-08 |
2025-05-06 |
24.051233205999996 |
25.95402 |
¥8.8万 |
+7.88% |
回到中轨 |
| 36 |
2025-10-15 |
2025-10-27 |
61.089331303 |
72.7272 |
¥25.4万 |
+19.01% |
回到中轨 |
| 37 |
2026-01-21 |
2026-02-03 |
73.19505192999999 |
78.79113000000001 |
¥11.9万 |
+7.61% |
回到中轨 |
| 38 |
2026-07-27 |
2026-08-13 |
199.408954745 |
203.89589999999998 |
¥3.8万 |
+2.22% |
回到中轨 |
| 39 |
2026-09-29 |
2026-11-13 |
169.229763703 |
84.37 |
¥-87.4万 |
-50.16% |
强平 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-01-05 |
跌破下轨 |
买入 |
16.52651 |
55300.0 |
¥91.4万 |
|
| 2016-01-25 |
回到中轨 |
卖出 |
19.110869999999995 |
55300.0 |
¥1.06M |
|
| 2016-03-01 |
跌破下轨 |
买入 |
15.255239999999997 |
74700.0 |
¥1.14M |
|
| 2016-03-22 |
回到中轨 |
卖出 |
17.96202 |
74700.0 |
¥1.34M |
|
| 2016-07-15 |
跌破下轨 |
买入 |
19.07906 |
70400.0 |
¥1.34M |
|
| 2016-08-25 |
回到中轨 |
卖出 |
17.882099999999998 |
70400.0 |
¥1.26M |
|
| 2016-11-30 |
跌破下轨 |
买入 |
18.288269999999997 |
68400.0 |
¥1.25M |
|
| 2016-12-07 |
回到中轨 |
卖出 |
19.31067 |
68400.0 |
¥1.32M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
17.87786 |
74100.0 |
¥1.33M |
|
| 2016-12-22 |
回到中轨 |
卖出 |
18.66132 |
74100.0 |
¥1.38M |
|
| 2017-07-13 |
跌破下轨 |
买入 |
23.55353 |
58400.0 |
¥1.38M |
|
| 2017-07-25 |
回到中轨 |
卖出 |
24.13584 |
58400.0 |
¥1.41M |
|
| 2017-11-23 |
跌破下轨 |
买入 |
30.76 |
45900.0 |
¥1.41M |
|
| 2017-12-11 |
回到中轨 |
卖出 |
31.29867 |
45900.0 |
¥1.44M |
|
| 2018-01-17 |
跌破下轨 |
买入 |
26.246219999999997 |
54800.0 |
¥1.44M |
|
| 2018-06-06 |
回到中轨 |
卖出 |
25.5744 |
54800.0 |
¥1.40M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
22.272249999999996 |
61600.0 |
¥1.37M |
|
| 2018-07-02 |
回到中轨 |
卖出 |
23.99598 |
61600.0 |
¥1.48M |
|
| 2018-08-30 |
跌破下轨 |
买入 |
16.88687 |
88800.0 |
¥1.50M |
|
| 2018-10-23 |
回到中轨 |
卖出 |
11.8881 |
88800.0 |
¥1.06M |
|
| 2019-01-04 |
跌破下轨 |
买入 |
9.05905 |
105800.0 |
¥95.9万 |
|
| 2019-01-28 |
回到中轨 |
卖出 |
10.359629999999997 |
105800.0 |
¥1.10M |
|
| 2019-05-07 |
跌破下轨 |
买入 |
15.505489999999996 |
74400.0 |
¥1.15M |
|
| 2019-06-05 |
回到中轨 |
卖出 |
14.385599999999998 |
74400.0 |
¥1.07M |
|
| 2019-11-22 |
跌破下轨 |
买入 |
19.039019999999997 |
58500.0 |
¥1.11M |
|
| 2019-12-06 |
回到中轨 |
卖出 |
20.24973 |
58500.0 |
¥1.18M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
24.104079999999996 |
48900.0 |
¥1.18M |
|
| 2020-04-09 |
回到中轨 |
卖出 |
23.826150000000002 |
48900.0 |
¥1.16M |
|
| 2020-07-27 |
跌破下轨 |
买入 |
26.04601999999999 |
45000.0 |
¥1.17M |
|
| 2020-08-04 |
回到中轨 |
卖出 |
30.01995 |
45000.0 |
¥1.35M |
|
| 2020-09-08 |
跌破下轨 |
买入 |
26.136109999999995 |
51400.0 |
¥1.34M |
|
| 2020-10-09 |
回到中轨 |
卖出 |
27.2727 |
51400.0 |
¥1.40M |
|
| 2021-01-21 |
跌破下轨 |
买入 |
24.834809999999997 |
56600.0 |
¥1.41M |
|
| 2021-02-22 |
回到中轨 |
卖出 |
22.6773 |
56600.0 |
¥1.28M |
|
| 2021-03-15 |
跌破下轨 |
买入 |
19.899879999999996 |
64200.0 |
¥1.28M |
|
| 2021-04-09 |
回到中轨 |
卖出 |
18.74124 |
64200.0 |
¥1.20M |
|
| 2021-04-28 |
跌破下轨 |
买入 |
17.27726 |
69500.0 |
¥1.20M |
|
| 2021-05-26 |
回到中轨 |
卖出 |
17.942040000000002 |
69500.0 |
¥1.25M |
|
| 2021-08-19 |
跌破下轨 |
买入 |
19.359339999999996 |
64700.0 |
¥1.25M |
|
| 2021-09-09 |
回到中轨 |
卖出 |
20.279700000000002 |
64700.0 |
¥1.31M |
|
| 2021-10-19 |
跌破下轨 |
买入 |
19.329309999999996 |
67600.0 |
¥1.31M |
|
| 2021-10-27 |
回到中轨 |
卖出 |
21.6783 |
67600.0 |
¥1.47M |
|
| 2021-12-03 |
跌破下轨 |
买入 |
23.483459999999997 |
62700.0 |
¥1.47M |
|
| 2021-12-09 |
回到中轨 |
卖出 |
24.975 |
62700.0 |
¥1.57M |
|
| 2022-01-12 |
跌破下轨 |
买入 |
24.974949999999996 |
62500.0 |
¥1.56M |
|
| 2022-02-18 |
回到中轨 |
卖出 |
23.98599 |
62500.0 |
¥1.50M |
|
| 2022-02-22 |
跌破下轨 |
买入 |
22.44 |
66100.0 |
¥1.48M |
|
| 2022-05-12 |
回到中轨 |
卖出 |
17.202779999999997 |
66100.0 |
¥1.14M |
|
| 2022-10-10 |
跌破下轨 |
买入 |
23.183159999999997 |
49800.0 |
¥1.15M |
|
| 2022-10-17 |
回到中轨 |
卖出 |
25.33464 |
49800.0 |
¥1.26M |
|
| 2022-12-06 |
跌破下轨 |
买入 |
24.424399999999995 |
51400.0 |
¥1.26M |
|
| 2022-12-28 |
回到中轨 |
卖出 |
24.74523 |
51400.0 |
¥1.27M |
|
| 2023-01-05 |
跌破下轨 |
买入 |
22.402379999999997 |
56900.0 |
¥1.28M |
|
| 2023-01-11 |
回到中轨 |
卖出 |
24.52545 |
56900.0 |
¥1.40M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
25.40538 |
54900.0 |
¥1.40M |
|
| 2023-05-17 |
回到中轨 |
卖出 |
24.86 |
54900.0 |
¥1.36M |
|
| 2023-06-09 |
跌破下轨 |
买入 |
23.41339 |
58200.0 |
¥1.36M |
|
| 2023-06-13 |
回到中轨 |
卖出 |
25.49448 |
58200.0 |
¥1.48M |
|
| 2023-07-18 |
跌破下轨 |
买入 |
23.53351 |
63100.0 |
¥1.49M |
|
| 2023-09-13 |
回到中轨 |
卖出 |
18.75123 |
63100.0 |
¥1.18M |
|
| 2023-12-05 |
跌破下轨 |
买入 |
18.1 |
64900.0 |
¥1.18M |
|
| 2024-01-02 |
回到中轨 |
卖出 |
18.21177 |
64900.0 |
¥1.18M |
|
| 2024-01-05 |
跌破下轨 |
买入 |
16.58657 |
71500.0 |
¥1.19M |
|
| 2024-02-20 |
回到中轨 |
卖出 |
13.91607 |
71500.0 |
¥99.5万 |
|
| 2024-06-11 |
跌破下轨 |
买入 |
15.025009999999998 |
66000.0 |
¥99.2万 |
|
| 2024-06-13 |
回到中轨 |
卖出 |
16.23375 |
66000.0 |
¥1.07M |
|
| 2025-03-04 |
跌破下轨 |
买入 |
29.10908 |
36100.0 |
¥1.05M |
|
| 2025-03-17 |
回到中轨 |
卖出 |
33.90606 |
36100.0 |
¥1.22M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
24.044019999999993 |
46700.0 |
¥1.12M |
|
| 2025-05-06 |
回到中轨 |
卖出 |
25.95402 |
46700.0 |
¥1.21M |
|
| 2025-10-15 |
跌破下轨 |
买入 |
61.07101 |
21900.0 |
¥1.34M |
|
| 2025-10-27 |
回到中轨 |
卖出 |
72.7272 |
21900.0 |
¥1.59M |
|
| 2026-01-21 |
跌破下轨 |
买入 |
73.17309999999999 |
21400.0 |
¥1.57M |
|
| 2026-02-03 |
回到中轨 |
卖出 |
78.79113000000001 |
21400.0 |
¥1.69M |
|
| 2026-07-27 |
跌破下轨 |
买入 |
199.34914999999998 |
8500.0 |
¥1.69M |
|
| 2026-08-13 |
回到中轨 |
卖出 |
203.89589999999998 |
8500.0 |
¥1.73M |
|
| 2026-09-29 |
跌破下轨 |
买入 |
169.17900999999998 |
10300.0 |
¥1.74M |
|
| 2026-11-13 |
强平 |
卖出 |
84.37 |
10300 |
¥86.9万 |
回测结束强平 |