002415 海康威视 — 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: ¥1.19M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +18.93%）
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 41 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 |
2015-07-01 |
39.050711699999994 |
44.2557 |
¥13.3万 |
+13.29% |
回到中轨 |
| 2 |
2015-07-07 |
2015-10-08 |
34.54486035 |
33.975989999999996 |
¥-1.8万 |
-1.68% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-18 |
33.34329999 |
34.7652 |
¥4.7万 |
+4.23% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-16 |
30.639789179999998 |
27.16 |
¥-12.9万 |
-11.38% |
回到中轨 |
| 5 |
2016-05-19 |
2016-06-17 |
20.62678618 |
20.92905 |
¥1.5万 |
+1.43% |
回到中轨 |
| 6 |
2016-09-13 |
2016-10-13 |
24.101298220999997 |
25.094879999999996 |
¥4.3万 |
+4.09% |
回到中轨 |
| 7 |
2016-12-20 |
2017-01-04 |
23.377011000000003 |
24.1758 |
¥3.7万 |
+3.39% |
回到中轨 |
| 8 |
2017-05-17 |
2017-06-12 |
27.068118000000002 |
30.78918 |
¥15.3万 |
+13.71% |
回到中轨 |
| 9 |
2017-08-04 |
2017-08-11 |
28.737318609999996 |
29.42055 |
¥3.0万 |
+2.35% |
回到中轨 |
| 10 |
2018-04-03 |
2018-05-09 |
40.813000228 |
39.7602 |
¥-3.4万 |
-2.61% |
回到中轨 |
| 11 |
2018-06-22 |
2018-07-13 |
37.098176114999994 |
36.5634 |
¥-1.9万 |
-1.47% |
回到中轨 |
| 12 |
2018-08-03 |
2018-08-22 |
31.550972453000004 |
32.967 |
¥5.5万 |
+4.46% |
回到中轨 |
| 13 |
2018-09-12 |
2018-11-02 |
29.237968759999998 |
27.971999999999998 |
¥-5.7万 |
-4.36% |
回到中轨 |
| 14 |
2019-04-29 |
2019-06-12 |
31.841349539999996 |
25.95402 |
¥-23.2万 |
-18.51% |
回到中轨 |
| 15 |
2019-10-11 |
2019-10-28 |
30.549672153 |
32.38758 |
¥6.0万 |
+5.98% |
回到中轨 |
| 16 |
2019-11-26 |
2019-12-16 |
31.851362542999997 |
32.0679 |
¥7,035 |
+0.65% |
回到中轨 |
| 17 |
2020-03-10 |
2020-04-03 |
33.052922902999995 |
30.5694 |
¥-8.1万 |
-7.54% |
回到中轨 |
| 18 |
2020-05-26 |
2020-06-11 |
28.046421403 |
29.0709 |
¥3.7万 |
+3.62% |
回到中轨 |
| 19 |
2020-09-08 |
2020-09-16 |
36.597525964999996 |
37.562400000000004 |
¥2.7万 |
+2.61% |
回到中轨 |
| 20 |
2021-10-29 |
2021-12-08 |
52.137706620999985 |
50.329620000000006 |
¥-3.7万 |
-3.50% |
回到中轨 |
| 21 |
2022-01-14 |
2022-01-19 |
48.182570436 |
50.689260000000004 |
¥5.3万 |
+5.17% |
回到中轨 |
| 22 |
2022-02-08 |
2022-02-22 |
45.85955373999998 |
47.4525 |
¥3.7万 |
+3.44% |
回到中轨 |
| 23 |
2022-03-08 |
2022-04-19 |
43.95708317 |
41.56839 |
¥-6.1万 |
-5.46% |
回到中轨 |
| 24 |
2022-05-09 |
2022-06-07 |
34.0442102 |
34.94501999999999 |
¥2.7万 |
+2.62% |
回到中轨 |
| 25 |
2022-07-12 |
2022-08-08 |
32.94277987 |
32.4675 |
¥-1.6万 |
-1.47% |
回到中轨 |
| 26 |
2022-08-26 |
2022-09-19 |
29.568397859 |
29.480490000000003 |
¥-3,522 |
-0.33% |
回到中轨 |
| 27 |
2023-01-10 |
2023-01-17 |
33.123013924 |
34.6653 |
¥4.9万 |
+4.62% |
回到中轨 |
| 28 |
2023-04-25 |
2023-05-24 |
39.25097176 |
36.3636 |
¥-8.3万 |
-7.38% |
回到中轨 |
| 29 |
2023-05-30 |
2023-06-02 |
34.0442102 |
35.8641 |
¥5.5万 |
+5.31% |
回到中轨 |
| 30 |
2023-06-12 |
2023-06-19 |
32.201817648 |
35.10486 |
¥9.7万 |
+8.98% |
回到中轨 |
| 31 |
2023-09-18 |
2023-10-09 |
32.44212972 |
33.756209999999996 |
¥4.8万 |
+4.02% |
回到中轨 |
| 32 |
2023-12-06 |
2023-12-29 |
33.813911131 |
33.77619 |
¥-1,747 |
-0.14% |
回到中轨 |
| 33 |
2024-01-09 |
2024-01-26 |
31.689504 |
32.04792 |
¥1.4万 |
+1.10% |
回到中轨 |
| 34 |
2024-06-21 |
2024-07-22 |
31.560985455999994 |
30.28968 |
¥-5.0万 |
-4.06% |
回到中轨 |
| 35 |
2024-07-31 |
2024-09-25 |
28.537058549999998 |
26.58 |
¥-8.2万 |
-6.89% |
回到中轨 |
| 36 |
2025-01-03 |
2025-01-27 |
29.698566897999996 |
29.100870000000004 |
¥-2.3万 |
-2.04% |
回到中轨 |
| 37 |
2025-04-08 |
2025-05-07 |
27.986343384999994 |
29.02095 |
¥4.0万 |
+3.67% |
回到中轨 |
| 38 |
2025-06-17 |
2025-07-10 |
27.545771252999998 |
27.63234 |
¥3,209 |
+0.28% |
回到中轨 |
| 39 |
2025-11-05 |
2025-12-29 |
31.500907438 |
29.79018 |
¥-6.1万 |
-5.46% |
回到中轨 |
| 40 |
2026-03-04 |
2026-03-13 |
30.069048008999996 |
31.658310000000004 |
¥5.6万 |
+5.25% |
回到中轨 |
| 41 |
2026-08-20 |
2026-09-01 |
34.094275214999996 |
35.724239999999995 |
¥5.4万 |
+4.75% |
回到中轨 |
逐笔成交记录（共 82 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 |
39.038999999999994 |
25600.0 |
¥100.0万 |
|
| 2015-07-01 |
回到中轨 |
卖出 |
44.2557 |
25600.0 |
¥1.13M |
|
| 2015-07-07 |
跌破下轨 |
买入 |
34.534499999999994 |
31400.0 |
¥1.08M |
|
| 2015-10-08 |
回到中轨 |
卖出 |
33.975989999999996 |
31400.0 |
¥1.07M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
33.333299999999994 |
33300.0 |
¥1.11M |
|
| 2015-12-18 |
回到中轨 |
卖出 |
34.7652 |
33300.0 |
¥1.16M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
30.630599999999998 |
37000.0 |
¥1.13M |
|
| 2016-02-16 |
回到中轨 |
卖出 |
27.16 |
37000.0 |
¥1.00M |
|
| 2016-05-19 |
跌破下轨 |
买入 |
20.6206 |
49500.0 |
¥1.02M |
|
| 2016-06-17 |
回到中轨 |
卖出 |
20.92905 |
49500.0 |
¥1.04M |
|
| 2016-09-13 |
跌破下轨 |
买入 |
24.09407 |
43400.0 |
¥1.05M |
|
| 2016-10-13 |
回到中轨 |
卖出 |
25.094879999999996 |
43400.0 |
¥1.09M |
|
| 2016-12-20 |
跌破下轨 |
买入 |
23.37 |
46400.0 |
¥1.08M |
|
| 2017-01-04 |
回到中轨 |
卖出 |
24.1758 |
46400.0 |
¥1.12M |
|
| 2017-05-17 |
跌破下轨 |
买入 |
27.06 |
41300.0 |
¥1.12M |
|
| 2017-06-12 |
回到中轨 |
卖出 |
30.78918 |
41300.0 |
¥1.27M |
|
| 2017-08-04 |
跌破下轨 |
买入 |
28.728699999999996 |
44400.0 |
¥1.28M |
|
| 2017-08-11 |
回到中轨 |
卖出 |
29.42055 |
44400.0 |
¥1.31M |
|
| 2018-04-03 |
跌破下轨 |
买入 |
40.80076 |
31900.0 |
¥1.30M |
|
| 2018-05-09 |
回到中轨 |
卖出 |
39.7602 |
31900.0 |
¥1.27M |
|
| 2018-06-22 |
跌破下轨 |
买入 |
37.08704999999999 |
34300.0 |
¥1.27M |
|
| 2018-07-13 |
回到中轨 |
卖出 |
36.5634 |
34300.0 |
¥1.25M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
31.541510000000002 |
39200.0 |
¥1.24M |
|
| 2018-08-22 |
回到中轨 |
卖出 |
32.967 |
39200.0 |
¥1.29M |
|
| 2018-09-12 |
跌破下轨 |
买入 |
29.229199999999995 |
44600.0 |
¥1.30M |
|
| 2018-11-02 |
回到中轨 |
卖出 |
27.971999999999998 |
44600.0 |
¥1.25M |
|
| 2019-04-29 |
跌破下轨 |
买入 |
31.8318 |
39300.0 |
¥1.25M |
|
| 2019-06-12 |
回到中轨 |
卖出 |
25.95402 |
39300.0 |
¥1.02M |
|
| 2019-10-11 |
跌破下轨 |
买入 |
30.540509999999998 |
33000.0 |
¥1.01M |
|
| 2019-10-28 |
回到中轨 |
卖出 |
32.38758 |
33000.0 |
¥1.07M |
|
| 2019-11-26 |
跌破下轨 |
买入 |
31.841809999999995 |
34000.0 |
¥1.08M |
|
| 2019-12-16 |
回到中轨 |
卖出 |
32.0679 |
34000.0 |
¥1.09M |
|
| 2020-03-10 |
跌破下轨 |
买入 |
33.043009999999995 |
32400.0 |
¥1.07M |
|
| 2020-04-03 |
回到中轨 |
卖出 |
30.5694 |
32400.0 |
¥99.0万 |
|
| 2020-05-26 |
跌破下轨 |
买入 |
28.03801 |
36000.0 |
¥1.01M |
|
| 2020-06-11 |
回到中轨 |
卖出 |
29.0709 |
36000.0 |
¥1.05M |
|
| 2020-09-08 |
跌破下轨 |
买入 |
36.586549999999995 |
28600.0 |
¥1.05M |
|
| 2020-09-16 |
回到中轨 |
卖出 |
37.562400000000004 |
28600.0 |
¥1.07M |
|
| 2021-10-29 |
跌破下轨 |
买入 |
52.122069999999994 |
20500.0 |
¥1.07M |
|
| 2021-12-08 |
回到中轨 |
卖出 |
50.329620000000006 |
20500.0 |
¥1.03M |
|
| 2022-01-14 |
跌破下轨 |
买入 |
48.168119999999995 |
21400.0 |
¥1.03M |
|
| 2022-01-19 |
回到中轨 |
卖出 |
50.689260000000004 |
21400.0 |
¥1.08M |
|
| 2022-02-08 |
跌破下轨 |
买入 |
45.84579999999998 |
23600.0 |
¥1.08M |
|
| 2022-02-22 |
回到中轨 |
卖出 |
47.4525 |
23600.0 |
¥1.12M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
43.94389999999999 |
25600.0 |
¥1.13M |
|
| 2022-04-19 |
回到中轨 |
卖出 |
41.56839 |
25600.0 |
¥1.06M |
|
| 2022-05-09 |
跌破下轨 |
买入 |
34.034 |
30500.0 |
¥1.04M |
|
| 2022-06-07 |
回到中轨 |
卖出 |
34.94501999999999 |
30500.0 |
¥1.07M |
|
| 2022-07-12 |
跌破下轨 |
买入 |
32.9329 |
33100.0 |
¥1.09M |
|
| 2022-08-08 |
回到中轨 |
卖出 |
32.4675 |
33100.0 |
¥1.07M |
|
| 2022-08-26 |
跌破下轨 |
买入 |
29.55953 |
36400.0 |
¥1.08M |
|
| 2022-09-19 |
回到中轨 |
卖出 |
29.480490000000003 |
36400.0 |
¥1.07M |
|
| 2023-01-10 |
跌破下轨 |
买入 |
33.11308 |
32300.0 |
¥1.07M |
|
| 2023-01-17 |
回到中轨 |
卖出 |
34.6653 |
32300.0 |
¥1.12M |
|
| 2023-04-25 |
跌破下轨 |
买入 |
39.2392 |
28500.0 |
¥1.12M |
|
| 2023-05-24 |
回到中轨 |
卖出 |
36.3636 |
28500.0 |
¥1.04M |
|
| 2023-05-30 |
跌破下轨 |
买入 |
34.034 |
30500.0 |
¥1.04M |
|
| 2023-06-02 |
回到中轨 |
卖出 |
35.8641 |
30500.0 |
¥1.09M |
|
| 2023-06-12 |
跌破下轨 |
买入 |
32.192159999999994 |
33700.0 |
¥1.09M |
|
| 2023-06-19 |
回到中轨 |
卖出 |
35.10486 |
33700.0 |
¥1.18M |
|
| 2023-09-18 |
跌破下轨 |
买入 |
32.432399999999994 |
36500.0 |
¥1.18M |
|
| 2023-10-09 |
回到中轨 |
卖出 |
33.756209999999996 |
36500.0 |
¥1.23M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
33.80377 |
36500.0 |
¥1.23M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
33.77619 |
36500.0 |
¥1.23M |
|
| 2024-01-09 |
跌破下轨 |
买入 |
31.68 |
38900.0 |
¥1.23M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
32.04792 |
38900.0 |
¥1.25M |
|
| 2024-06-21 |
跌破下轨 |
买入 |
31.551519999999996 |
39400.0 |
¥1.24M |
|
| 2024-07-22 |
回到中轨 |
卖出 |
30.28968 |
39400.0 |
¥1.19M |
|
| 2024-07-31 |
跌破下轨 |
买入 |
28.528499999999998 |
41700.0 |
¥1.19M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
26.58 |
41700.0 |
¥1.11M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
29.689659999999996 |
37700.0 |
¥1.12M |
|
| 2025-01-27 |
回到中轨 |
卖出 |
29.100870000000004 |
37700.0 |
¥1.10M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
27.977949999999996 |
39200.0 |
¥1.10M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
29.02095 |
39200.0 |
¥1.14M |
|
| 2025-06-17 |
跌破下轨 |
买入 |
27.537509999999997 |
41000.0 |
¥1.13M |
|
| 2025-07-10 |
回到中轨 |
卖出 |
27.63234 |
41000.0 |
¥1.13M |
|
| 2025-11-05 |
跌破下轨 |
买入 |
31.49146 |
35700.0 |
¥1.12M |
|
| 2025-12-29 |
回到中轨 |
卖出 |
29.79018 |
35700.0 |
¥1.06M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
30.060029999999998 |
35400.0 |
¥1.06M |
|
| 2026-03-13 |
回到中轨 |
卖出 |
31.658310000000004 |
35400.0 |
¥1.12M |
|
| 2026-08-20 |
跌破下轨 |
买入 |
34.08404999999999 |
33300.0 |
¥1.14M |
|
| 2026-09-01 |
回到中轨 |
卖出 |
35.724239999999995 |
33300.0 |
¥1.19M |
|