002422 科伦药业 — 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: ¥1.72M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +71.98%）
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 51 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 |
2015-05-07 |
2015-05-12 |
37.70896929799999 |
39.96 |
¥5.9万 |
+5.94% |
回到中轨 |
| 2 |
2015-06-30 |
2015-07-22 |
37.0481111 |
20.52945 |
¥-46.6万 |
-44.60% |
回到中轨 |
| 3 |
2015-07-23 |
2015-10-09 |
19.975940984999998 |
15.50448 |
¥-13.2万 |
-22.41% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-17 |
16.110921826999995 |
14.83515 |
¥-3.5万 |
-7.95% |
回到中轨 |
| 5 |
2016-05-13 |
2016-06-07 |
14.829257443 |
14.89509 |
¥1,749 |
+0.41% |
回到中轨 |
| 6 |
2016-07-28 |
2016-07-29 |
14.859296451999997 |
15.574409999999999 |
¥2.0万 |
+4.78% |
回到中轨 |
| 7 |
2016-09-02 |
2016-09-09 |
15.430037622999997 |
16.13385 |
¥2.0万 |
+4.53% |
回到中轨 |
| 8 |
2016-12-12 |
2017-01-04 |
16.871910055 |
16.49349 |
¥-1.1万 |
-2.27% |
回到中轨 |
| 9 |
2017-03-24 |
2017-04-14 |
16.211051857 |
16.34364 |
¥3,588 |
+0.79% |
回到中轨 |
| 10 |
2017-05-11 |
2017-06-09 |
15.740440716 |
15.55 |
¥-5,678 |
-1.24% |
回到中轨 |
| 11 |
2017-07-18 |
2017-07-25 |
15.700388704 |
16.40358 |
¥2.0万 |
+4.45% |
回到中轨 |
| 12 |
2018-06-04 |
2018-06-08 |
31.811310530999997 |
33.53643 |
¥2.6万 |
+5.39% |
回到中轨 |
| 13 |
2018-06-20 |
2018-07-02 |
30.259295065999996 |
32.04792 |
¥2.9万 |
+5.88% |
回到中轨 |
| 14 |
2018-08-07 |
2018-08-28 |
26.664626989 |
29.510460000000002 |
¥5.6万 |
+10.64% |
回到中轨 |
| 15 |
2018-09-14 |
2018-10-08 |
24.631987379999995 |
25.8741 |
¥2.9万 |
+5.01% |
回到中轨 |
| 16 |
2018-10-12 |
2018-10-23 |
23.029906899999997 |
24.84513 |
¥4.8万 |
+7.85% |
回到中轨 |
| 17 |
2018-12-10 |
2019-01-17 |
22.098697621 |
20.749229999999997 |
¥-4.0万 |
-6.13% |
回到中轨 |
| 18 |
2019-05-07 |
2019-05-14 |
27.325485186999995 |
29.08089 |
¥4.0万 |
+6.39% |
回到中轨 |
| 19 |
2019-06-06 |
2019-06-24 |
26.434327919999994 |
28.62135 |
¥5.4万 |
+8.24% |
回到中轨 |
| 20 |
2019-08-21 |
2019-09-11 |
26.874900051999997 |
28.941029999999998 |
¥5.3万 |
+7.66% |
回到中轨 |
| 21 |
2019-09-27 |
2019-11-15 |
26.834848039999997 |
24.29568 |
¥-7.3万 |
-9.49% |
回到中轨 |
| 22 |
2019-12-02 |
2019-12-18 |
23.150062936 |
23.326650000000004 |
¥5,071 |
+0.73% |
回到中轨 |
| 23 |
2020-03-02 |
2020-04-08 |
23.019893896999996 |
21.2787 |
¥-5.3万 |
-7.59% |
回到中轨 |
| 24 |
2020-04-29 |
2020-05-18 |
19.575420864999998 |
20.829150000000002 |
¥4.1万 |
+6.37% |
回到中轨 |
| 25 |
2020-11-24 |
2021-01-22 |
22.288944678 |
19.16082 |
¥-9.7万 |
-14.06% |
回到中轨 |
| 26 |
2021-07-16 |
2021-08-11 |
18.624185580000002 |
18.35163 |
¥-8,842 |
-1.49% |
回到中轨 |
| 27 |
2021-08-23 |
2021-08-26 |
17.432638222999998 |
18.41157 |
¥3.3万 |
+5.58% |
回到中轨 |
| 28 |
2021-10-28 |
2021-11-03 |
17.322495189999998 |
18.15183 |
¥2.9万 |
+4.76% |
回到中轨 |
| 29 |
2021-12-20 |
2021-12-29 |
18.233678462999997 |
18.6813 |
¥1.6万 |
+2.42% |
回到中轨 |
| 30 |
2022-01-27 |
2022-03-04 |
18.133548432999998 |
17.66232 |
¥-1.7万 |
-2.63% |
回到中轨 |
| 31 |
2022-04-26 |
2022-04-29 |
15.119634529999997 |
16.50348 |
¥5.9万 |
+9.12% |
回到中轨 |
| 32 |
2022-09-23 |
2022-09-28 |
19.955914979 |
21.3786 |
¥5.0万 |
+7.10% |
回到中轨 |
| 33 |
2022-11-28 |
2022-12-08 |
23.029906899999993 |
24.325650000000003 |
¥4.1万 |
+5.59% |
回到中轨 |
| 34 |
2022-12-16 |
2022-12-26 |
22.799607831 |
24.4755 |
¥5.8万 |
+7.32% |
回到中轨 |
| 35 |
2023-06-09 |
2023-07-25 |
29.538358849999995 |
28.851119999999998 |
¥-2.0万 |
-2.36% |
回到中轨 |
| 36 |
2023-08-03 |
2023-08-16 |
26.284132874999994 |
27.08289 |
¥2.5万 |
+3.01% |
回到中轨 |
| 37 |
2023-10-20 |
2023-11-07 |
27.495706238 |
28.05192 |
¥1.7万 |
+1.99% |
回到中轨 |
| 38 |
2024-01-09 |
2024-02-07 |
27.285433174999998 |
24.6753 |
¥-8.3万 |
-9.59% |
回到中轨 |
| 39 |
2024-05-30 |
2024-07-12 |
32.19180464499999 |
31.31865 |
¥-2.2万 |
-2.74% |
回到中轨 |
| 40 |
2024-07-31 |
2024-08-05 |
28.867487648999994 |
30.84912 |
¥5.2万 |
+6.83% |
回到中轨 |
| 41 |
2024-09-20 |
2024-10-08 |
29.057734705999994 |
35.14482 |
¥17.1万 |
+20.91% |
回到中轨 |
| 42 |
2024-11-15 |
2024-11-28 |
30.689854194999995 |
32.63733 |
¥6.3万 |
+6.31% |
回到中轨 |
| 43 |
2025-01-08 |
2025-02-11 |
27.916252363999998 |
28.371599999999997 |
¥1.7万 |
+1.60% |
回到中轨 |
| 44 |
2025-02-20 |
2025-02-24 |
26.914952063999998 |
28.62135 |
¥6.8万 |
+6.31% |
回到中轨 |
| 45 |
2025-06-18 |
2025-07-02 |
34.985432482 |
36.39357 |
¥4.5万 |
+3.99% |
回到中轨 |
| 46 |
2025-10-15 |
2025-10-21 |
34.064236206 |
36.4635 |
¥8.3万 |
+7.01% |
回到中轨 |
| 47 |
2025-11-10 |
2025-11-14 |
32.452142722999994 |
34.31565 |
¥7.2万 |
+5.71% |
回到中轨 |
| 48 |
2025-12-15 |
2026-01-08 |
31.060335306 |
31.578389999999995 |
¥2.2万 |
+1.64% |
回到中轨 |
| 49 |
2026-03-04 |
2026-03-09 |
29.348111792999994 |
32.04792 |
¥12.4万 |
+9.17% |
回到中轨 |
| 50 |
2026-05-15 |
2026-05-25 |
31.370738398999993 |
34.6653 |
¥15.5万 |
+10.47% |
回到中轨 |
| 51 |
2026-09-28 |
2026-10-08 |
38.91052965799999 |
40.79916 |
¥7.9万 |
+4.82% |
回到中轨 |
逐笔成交记录（共 102 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
跌破下轨 |
买入 |
37.69765999999999 |
26400.0 |
¥99.6万 |
|
| 2015-05-12 |
回到中轨 |
卖出 |
39.96 |
26400.0 |
¥1.05M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
37.037 |
28200.0 |
¥1.04M |
|
| 2015-07-22 |
回到中轨 |
卖出 |
20.52945 |
28200.0 |
¥57.9万 |
|
| 2015-07-23 |
跌破下轨 |
买入 |
19.969949999999997 |
29600.0 |
¥59.1万 |
|
| 2015-10-09 |
回到中轨 |
卖出 |
15.50448 |
29600.0 |
¥45.9万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
16.10609 |
27100.0 |
¥43.7万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
14.83515 |
27100.0 |
¥40.2万 |
|
| 2016-05-13 |
跌破下轨 |
买入 |
14.82481 |
28500.0 |
¥42.3万 |
|
| 2016-06-07 |
回到中轨 |
卖出 |
14.89509 |
28500.0 |
¥42.4万 |
|
| 2016-07-28 |
跌破下轨 |
买入 |
14.854839999999998 |
28700.0 |
¥42.6万 |
|
| 2016-07-29 |
回到中轨 |
卖出 |
15.574409999999999 |
28700.0 |
¥44.7万 |
|
| 2016-09-02 |
跌破下轨 |
买入 |
15.425409999999998 |
28900.0 |
¥44.6万 |
|
| 2016-09-09 |
回到中轨 |
卖出 |
16.13385 |
28900.0 |
¥46.6万 |
|
| 2016-12-12 |
跌破下轨 |
买入 |
16.86685 |
27600.0 |
¥46.6万 |
|
| 2017-01-04 |
回到中轨 |
卖出 |
16.49349 |
27600.0 |
¥45.5万 |
|
| 2017-03-24 |
跌破下轨 |
买入 |
16.20619 |
28100.0 |
¥45.6万 |
|
| 2017-04-14 |
回到中轨 |
卖出 |
16.34364 |
28100.0 |
¥45.9万 |
|
| 2017-05-11 |
跌破下轨 |
买入 |
15.735719999999999 |
29100.0 |
¥45.8万 |
|
| 2017-06-09 |
回到中轨 |
卖出 |
15.55 |
29100.0 |
¥45.2万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
15.695679999999998 |
28900.0 |
¥45.4万 |
|
| 2017-07-25 |
回到中轨 |
卖出 |
16.40358 |
28900.0 |
¥47.4万 |
|
| 2018-06-04 |
跌破下轨 |
买入 |
31.801769999999998 |
14900.0 |
¥47.4万 |
|
| 2018-06-08 |
回到中轨 |
卖出 |
33.53643 |
14900.0 |
¥50.0万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
30.250219999999995 |
16500.0 |
¥49.9万 |
|
| 2018-07-02 |
回到中轨 |
卖出 |
32.04792 |
16500.0 |
¥52.9万 |
|
| 2018-08-07 |
跌破下轨 |
买入 |
26.65663 |
19800.0 |
¥52.8万 |
|
| 2018-08-28 |
回到中轨 |
卖出 |
29.510460000000002 |
19800.0 |
¥58.4万 |
|
| 2018-09-14 |
跌破下轨 |
买入 |
24.624599999999997 |
23700.0 |
¥58.4万 |
|
| 2018-10-08 |
回到中轨 |
卖出 |
25.8741 |
23700.0 |
¥61.3万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
23.023 |
26400.0 |
¥60.8万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
24.84513 |
26400.0 |
¥65.6万 |
|
| 2018-12-10 |
跌破下轨 |
买入 |
22.092069999999996 |
29400.0 |
¥65.0万 |
|
| 2019-01-17 |
回到中轨 |
卖出 |
20.749229999999997 |
29400.0 |
¥61.0万 |
|
| 2019-05-07 |
跌破下轨 |
买入 |
27.317289999999996 |
22700.0 |
¥62.0万 |
|
| 2019-05-14 |
回到中轨 |
卖出 |
29.08089 |
22700.0 |
¥66.0万 |
|
| 2019-06-06 |
跌破下轨 |
买入 |
26.426399999999994 |
24800.0 |
¥65.6万 |
|
| 2019-06-24 |
回到中轨 |
卖出 |
28.62135 |
24800.0 |
¥71.0万 |
|
| 2019-08-21 |
跌破下轨 |
买入 |
26.86684 |
25900.0 |
¥69.6万 |
|
| 2019-09-11 |
回到中轨 |
卖出 |
28.941029999999998 |
25900.0 |
¥74.9万 |
|
| 2019-09-27 |
跌破下轨 |
买入 |
26.8268 |
28700.0 |
¥77.0万 |
|
| 2019-11-15 |
回到中轨 |
卖出 |
24.29568 |
28700.0 |
¥69.7万 |
|
| 2019-12-02 |
跌破下轨 |
买入 |
23.14312 |
29900.0 |
¥69.2万 |
|
| 2019-12-18 |
回到中轨 |
卖出 |
23.326650000000004 |
29900.0 |
¥69.7万 |
|
| 2020-03-02 |
跌破下轨 |
买入 |
23.012989999999995 |
30500.0 |
¥70.2万 |
|
| 2020-04-08 |
回到中轨 |
卖出 |
21.2787 |
30500.0 |
¥64.9万 |
|
| 2020-04-29 |
跌破下轨 |
买入 |
19.56955 |
33100.0 |
¥64.8万 |
|
| 2020-05-18 |
回到中轨 |
卖出 |
20.829150000000002 |
33100.0 |
¥68.9万 |
|
| 2020-11-24 |
跌破下轨 |
买入 |
22.28226 |
30800.0 |
¥68.6万 |
|
| 2021-01-22 |
回到中轨 |
卖出 |
19.16082 |
30800.0 |
¥59.0万 |
|
| 2021-07-16 |
跌破下轨 |
买入 |
18.6186 |
31800.0 |
¥59.2万 |
|
| 2021-08-11 |
回到中轨 |
卖出 |
18.35163 |
31800.0 |
¥58.3万 |
|
| 2021-08-23 |
跌破下轨 |
买入 |
17.42741 |
33500.0 |
¥58.4万 |
|
| 2021-08-26 |
回到中轨 |
卖出 |
18.41157 |
33500.0 |
¥61.7万 |
|
| 2021-10-28 |
跌破下轨 |
买入 |
17.3173 |
35600.0 |
¥61.7万 |
|
| 2021-11-03 |
回到中轨 |
卖出 |
18.15183 |
35600.0 |
¥64.6万 |
|
| 2021-12-20 |
跌破下轨 |
买入 |
18.228209999999997 |
35400.0 |
¥64.5万 |
|
| 2021-12-29 |
回到中轨 |
卖出 |
18.6813 |
35400.0 |
¥66.1万 |
|
| 2022-01-27 |
跌破下轨 |
买入 |
18.128109999999996 |
36400.0 |
¥66.0万 |
|
| 2022-03-04 |
回到中轨 |
卖出 |
17.66232 |
36400.0 |
¥64.3万 |
|
| 2022-04-26 |
跌破下轨 |
买入 |
15.115099999999998 |
42700.0 |
¥64.6万 |
|
| 2022-04-29 |
回到中轨 |
卖出 |
16.50348 |
42700.0 |
¥70.4万 |
|
| 2022-09-23 |
跌破下轨 |
买入 |
19.94993 |
35100.0 |
¥70.0万 |
|
| 2022-09-28 |
回到中轨 |
卖出 |
21.3786 |
35100.0 |
¥75.0万 |
|
| 2022-11-28 |
跌破下轨 |
买入 |
23.022999999999996 |
32200.0 |
¥74.2万 |
|
| 2022-12-08 |
回到中轨 |
卖出 |
24.325650000000003 |
32200.0 |
¥78.3万 |
|
| 2022-12-16 |
跌破下轨 |
买入 |
22.792769999999997 |
34800.0 |
¥79.3万 |
|
| 2022-12-26 |
回到中轨 |
卖出 |
24.4755 |
34800.0 |
¥85.1万 |
|
| 2023-06-09 |
跌破下轨 |
买入 |
29.529499999999995 |
28900.0 |
¥85.4万 |
|
| 2023-07-25 |
回到中轨 |
卖出 |
28.851119999999998 |
28900.0 |
¥83.4万 |
|
| 2023-08-03 |
跌破下轨 |
买入 |
26.276249999999997 |
31300.0 |
¥82.3万 |
|
| 2023-08-16 |
回到中轨 |
卖出 |
27.08289 |
31300.0 |
¥84.7万 |
|
| 2023-10-20 |
跌破下轨 |
买入 |
27.48746 |
30900.0 |
¥85.0万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
28.05192 |
30900.0 |
¥86.7万 |
|
| 2024-01-09 |
跌破下轨 |
买入 |
27.27725 |
31900.0 |
¥87.0万 |
|
| 2024-02-07 |
回到中轨 |
卖出 |
24.6753 |
31900.0 |
¥78.7万 |
|
| 2024-05-30 |
跌破下轨 |
买入 |
32.18214999999999 |
24400.0 |
¥78.5万 |
|
| 2024-07-12 |
回到中轨 |
卖出 |
31.31865 |
24400.0 |
¥76.4万 |
|
| 2024-07-31 |
跌破下轨 |
买入 |
28.858829999999994 |
26500.0 |
¥76.5万 |
|
| 2024-08-05 |
回到中轨 |
卖出 |
30.84912 |
26500.0 |
¥81.7万 |
|
| 2024-09-20 |
跌破下轨 |
买入 |
29.049019999999995 |
28100.0 |
¥81.7万 |
|
| 2024-10-08 |
回到中轨 |
卖出 |
35.14482 |
28100.0 |
¥98.7万 |
|
| 2024-11-15 |
跌破下轨 |
买入 |
30.680649999999996 |
32300.0 |
¥99.1万 |
|
| 2024-11-28 |
回到中轨 |
卖出 |
32.63733 |
32300.0 |
¥1.05M |
|
| 2025-01-08 |
跌破下轨 |
买入 |
27.90788 |
37700.0 |
¥1.05M |
|
| 2025-02-11 |
回到中轨 |
卖出 |
28.371599999999997 |
37700.0 |
¥1.07M |
|
| 2025-02-20 |
跌破下轨 |
买入 |
26.906879999999994 |
39800.0 |
¥1.07M |
|
| 2025-02-24 |
回到中轨 |
卖出 |
28.62135 |
39800.0 |
¥1.14M |
|
| 2025-06-18 |
跌破下轨 |
买入 |
34.97494 |
32300.0 |
¥1.13M |
|
| 2025-07-02 |
回到中轨 |
卖出 |
36.39357 |
32300.0 |
¥1.18M |
|
| 2025-10-15 |
跌破下轨 |
买入 |
34.05402 |
34700.0 |
¥1.18M |
|
| 2025-10-21 |
回到中轨 |
卖出 |
36.4635 |
34700.0 |
¥1.26M |
|
| 2025-11-10 |
跌破下轨 |
买入 |
32.442409999999995 |
39000.0 |
¥1.27M |
|
| 2025-11-14 |
回到中轨 |
卖出 |
34.31565 |
39000.0 |
¥1.34M |
|
| 2025-12-15 |
跌破下轨 |
买入 |
31.051019999999998 |
42900.0 |
¥1.33M |
|
| 2026-01-08 |
回到中轨 |
卖出 |
31.578389999999995 |
42900.0 |
¥1.35M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
29.339309999999994 |
46000.0 |
¥1.35M |
|
| 2026-03-09 |
回到中轨 |
卖出 |
32.04792 |
46000.0 |
¥1.47M |
|
| 2026-05-15 |
跌破下轨 |
买入 |
31.36132999999999 |
47100.0 |
¥1.48M |
|
| 2026-05-25 |
回到中轨 |
卖出 |
34.6653 |
47100.0 |
¥1.63M |
|
| 2026-09-28 |
跌破下轨 |
买入 |
38.89885999999999 |
42000.0 |
¥1.63M |
|
| 2026-10-08 |
回到中轨 |
卖出 |
40.79916 |
42000.0 |
¥1.71M |
|