002460 赣锋锂业 — 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: ¥52.5万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -47.52%）
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 47 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 |
2015-08-06 |
21.557995458999997 |
20.979 |
¥-2.5万 |
-2.71% |
回到中轨 |
| 2 |
2016-01-07 |
2016-02-05 |
50.615179999999995 |
45.2547 |
¥-9.9万 |
-10.62% |
回到中轨 |
| 3 |
2016-06-27 |
2016-07-22 |
31.84134954 |
38.1618 |
¥17.0万 |
+19.81% |
回到中轨 |
| 4 |
2016-09-05 |
2016-10-18 |
31.891414554999997 |
29.6703 |
¥-7.3万 |
-6.99% |
回到中轨 |
| 5 |
2016-12-05 |
2016-12-07 |
28.847461642999992 |
29.94003 |
¥3.6万 |
+3.76% |
回到中轨 |
| 6 |
2016-12-15 |
2017-02-10 |
28.156564436 |
26.79318 |
¥-4.9万 |
-4.87% |
回到中轨 |
| 7 |
2017-06-02 |
2017-06-14 |
39.20090674499999 |
42.007949999999994 |
¥6.8万 |
+7.13% |
回到中轨 |
| 8 |
2017-11-14 |
2017-12-13 |
81.70610448 |
72.927 |
¥-10.9万 |
-10.77% |
回到中轨 |
| 9 |
2018-01-16 |
2018-02-13 |
61.029253284999996 |
61.79814 |
¥1.1万 |
+1.23% |
回到中轨 |
| 10 |
2018-04-18 |
2018-05-08 |
64.08321919999999 |
69.4305 |
¥7.7万 |
+8.31% |
回到中轨 |
| 11 |
2018-05-30 |
2018-07-10 |
42.885691849 |
38.661300000000004 |
¥-9.7万 |
-9.88% |
回到中轨 |
| 12 |
2018-08-06 |
2018-09-25 |
35.21573155099999 |
31.968 |
¥-8.4万 |
-9.25% |
回到中轨 |
| 13 |
2018-12-24 |
2019-01-22 |
23.019893896999996 |
22.68729 |
¥-1.2万 |
-1.47% |
回到中轨 |
| 14 |
2019-01-30 |
2019-02-13 |
21.057345309 |
21.978 |
¥3.5万 |
+4.34% |
回到中轨 |
| 15 |
2019-04-29 |
2019-05-29 |
26.077821 |
24.12585 |
¥-6.3万 |
-7.51% |
回到中轨 |
| 16 |
2019-07-23 |
2019-08-02 |
21.908450563999992 |
22.69728 |
¥2.8万 |
+3.57% |
回到中轨 |
| 17 |
2019-08-12 |
2019-08-23 |
21.027306299999996 |
21.578400000000002 |
¥2.1万 |
+2.59% |
回到中轨 |
| 18 |
2019-10-24 |
2019-11-04 |
21.427826419999995 |
22.39758 |
¥3.7万 |
+4.49% |
回到中轨 |
| 19 |
2020-03-10 |
2020-04-08 |
50.065015 |
42.5574 |
¥-13.0万 |
-15.02% |
回到中轨 |
| 20 |
2020-08-21 |
2020-09-16 |
52.267875659999994 |
51.44850000000001 |
¥-1.2万 |
-1.60% |
回到中轨 |
| 21 |
2021-02-26 |
2021-03-29 |
101.14134330299999 |
99.41049000000001 |
¥-1.2万 |
-1.74% |
回到中轨 |
| 22 |
2021-04-13 |
2021-04-15 |
88.905453637 |
97.902 |
¥7.2万 |
+10.09% |
回到中轨 |
| 23 |
2021-08-17 |
2021-08-24 |
163.11181886999998 |
185.2 |
¥10.6万 |
+13.51% |
回到中轨 |
| 24 |
2021-11-16 |
2021-11-23 |
151.747060465 |
166.61322 |
¥8.6万 |
+9.76% |
回到中轨 |
| 25 |
2021-12-21 |
2022-01-25 |
138.17944139999997 |
136.81304999999998 |
¥-9,993 |
-1.02% |
回到中轨 |
| 26 |
2022-04-12 |
2022-05-12 |
112.47606269899998 |
109.3905 |
¥-2.7万 |
-2.77% |
回到中轨 |
| 27 |
2022-07-05 |
2022-08-16 |
110.50350110799997 |
93.69621000000001 |
¥-14.3万 |
-15.24% |
回到中轨 |
| 28 |
2022-08-26 |
2022-10-18 |
86.34212486899999 |
80.49942 |
¥-5.4万 |
-6.79% |
回到中轨 |
| 29 |
2022-12-19 |
2023-01-11 |
75.61819865599999 |
72.88704 |
¥-2.7万 |
-3.64% |
回到中轨 |
| 30 |
2023-03-14 |
2023-04-04 |
67.227302142 |
67.69224 |
¥4,713 |
+0.66% |
回到中轨 |
| 31 |
2023-04-07 |
2023-04-12 |
64.30350526599999 |
66.79314 |
¥2.8万 |
+3.84% |
回到中轨 |
| 32 |
2023-04-26 |
2023-05-16 |
61.700124485999986 |
70.13978999999999 |
¥10.2万 |
+13.64% |
回到中轨 |
| 33 |
2023-06-30 |
2023-07-12 |
59.857731934 |
61.24869 |
¥1.9万 |
+2.29% |
回到中轨 |
| 34 |
2023-07-24 |
2023-10-13 |
58.0174 |
47.752199999999995 |
¥-15.3万 |
-17.72% |
回到中轨 |
| 35 |
2023-11-27 |
2023-12-07 |
41.56397545299999 |
41.958 |
¥6,523 |
+0.92% |
回到中轨 |
| 36 |
2024-01-30 |
2024-02-27 |
37.44863122 |
36.43353 |
¥-2.0万 |
-2.74% |
回到中轨 |
| 37 |
2024-03-28 |
2024-04-02 |
35.80649872799999 |
39.33063 |
¥6.9万 |
+9.81% |
回到中轨 |
| 38 |
2024-04-25 |
2024-05-10 |
33.233156957 |
37.262699999999995 |
¥9.3万 |
+12.09% |
回到中轨 |
| 39 |
2024-06-11 |
2024-07-19 |
31.971518578999998 |
28.691280000000003 |
¥-8.8万 |
-10.29% |
回到中轨 |
| 40 |
2024-07-25 |
2024-08-22 |
26.384262904999996 |
27.442529999999998 |
¥3.1万 |
+3.98% |
回到中轨 |
| 41 |
2024-08-26 |
2024-09-02 |
25.563196658999995 |
27.16281 |
¥5.0万 |
+6.23% |
回到中轨 |
| 42 |
2024-12-17 |
2025-01-20 |
37.328475184 |
35.51445 |
¥-4.2万 |
-4.89% |
回到中轨 |
| 43 |
2025-03-24 |
2025-05-07 |
34.815211431 |
30.988979999999998 |
¥-9.0万 |
-11.02% |
回到中轨 |
| 44 |
2026-02-06 |
2026-02-25 |
61.07931829999999 |
70.91901 |
¥11.3万 |
+16.07% |
回到中轨 |
| 45 |
2026-05-20 |
2026-06-16 |
74.78711940699999 |
70.43949 |
¥-4.8万 |
-5.84% |
回到中轨 |
| 46 |
2026-06-29 |
2026-08-05 |
63.081918899999984 |
51.948 |
¥-13.9万 |
-17.67% |
回到中轨 |
| 47 |
2026-09-07 |
2026-11-06 |
48.272687463 |
38.32164 |
¥-13.3万 |
-20.64% |
回到中轨 |
逐笔成交记录（共 94 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 |
21.55153 |
42900.0 |
¥92.5万 |
|
| 2015-08-06 |
回到中轨 |
卖出 |
20.979 |
42900.0 |
¥90.0万 |
|
| 2016-01-07 |
跌破下轨 |
买入 |
50.6 |
18500.0 |
¥93.6万 |
|
| 2016-02-05 |
回到中轨 |
卖出 |
45.2547 |
18500.0 |
¥83.7万 |
|
| 2016-06-27 |
跌破下轨 |
买入 |
31.831799999999998 |
27000.0 |
¥86.0万 |
|
| 2016-07-22 |
回到中轨 |
卖出 |
38.1618 |
27000.0 |
¥1.03M |
|
| 2016-09-05 |
跌破下轨 |
买入 |
31.881849999999996 |
32700.0 |
¥1.04M |
|
| 2016-10-18 |
回到中轨 |
卖出 |
29.6703 |
32700.0 |
¥97.0万 |
|
| 2016-12-05 |
跌破下轨 |
买入 |
28.838809999999995 |
33300.0 |
¥96.1万 |
|
| 2016-12-07 |
回到中轨 |
卖出 |
29.94003 |
33300.0 |
¥99.7万 |
|
| 2016-12-15 |
跌破下轨 |
买入 |
28.14812 |
35400.0 |
¥99.7万 |
|
| 2017-02-10 |
回到中轨 |
卖出 |
26.79318 |
35400.0 |
¥94.8万 |
|
| 2017-06-02 |
跌破下轨 |
买入 |
39.18914999999999 |
24300.0 |
¥95.3万 |
|
| 2017-06-14 |
回到中轨 |
卖出 |
42.007949999999994 |
24300.0 |
¥1.02M |
|
| 2017-11-14 |
跌破下轨 |
买入 |
81.68159999999999 |
12400.0 |
¥1.01M |
|
| 2017-12-13 |
回到中轨 |
卖出 |
72.927 |
12400.0 |
¥90.4万 |
|
| 2018-01-16 |
跌破下轨 |
买入 |
61.010949999999994 |
14500.0 |
¥88.5万 |
|
| 2018-02-13 |
回到中轨 |
卖出 |
61.79814 |
14500.0 |
¥89.6万 |
|
| 2018-04-18 |
跌破下轨 |
买入 |
64.064 |
14500.0 |
¥92.9万 |
|
| 2018-05-08 |
回到中轨 |
卖出 |
69.4305 |
14500.0 |
¥1.01M |
|
| 2018-05-30 |
跌破下轨 |
买入 |
42.87282999999999 |
22800.0 |
¥97.8万 |
|
| 2018-07-10 |
回到中轨 |
卖出 |
38.661300000000004 |
22800.0 |
¥88.1万 |
|
| 2018-08-06 |
跌破下轨 |
买入 |
35.205169999999995 |
25800.0 |
¥90.9万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
31.968 |
25800.0 |
¥82.5万 |
|
| 2018-12-24 |
跌破下轨 |
买入 |
23.012989999999995 |
35700.0 |
¥82.2万 |
|
| 2019-01-22 |
回到中轨 |
卖出 |
22.68729 |
35700.0 |
¥81.0万 |
|
| 2019-01-30 |
跌破下轨 |
买入 |
21.051029999999997 |
38300.0 |
¥80.6万 |
|
| 2019-02-13 |
回到中轨 |
卖出 |
21.978 |
38300.0 |
¥84.2万 |
|
| 2019-04-29 |
跌破下轨 |
买入 |
26.07 |
32400.0 |
¥84.5万 |
|
| 2019-05-29 |
回到中轨 |
卖出 |
24.12585 |
32400.0 |
¥78.1万 |
|
| 2019-07-23 |
跌破下轨 |
买入 |
21.901879999999995 |
35800.0 |
¥78.4万 |
|
| 2019-08-02 |
回到中轨 |
卖出 |
22.69728 |
35800.0 |
¥81.2万 |
|
| 2019-08-12 |
跌破下轨 |
买入 |
21.020999999999997 |
38600.0 |
¥81.2万 |
|
| 2019-08-23 |
回到中轨 |
卖出 |
21.578400000000002 |
38600.0 |
¥83.3万 |
|
| 2019-10-24 |
跌破下轨 |
买入 |
21.421399999999995 |
38800.0 |
¥83.1万 |
|
| 2019-11-04 |
回到中轨 |
卖出 |
22.39758 |
38800.0 |
¥86.9万 |
|
| 2020-03-10 |
跌破下轨 |
买入 |
50.05 |
17300.0 |
¥86.6万 |
|
| 2020-04-08 |
回到中轨 |
卖出 |
42.5574 |
17300.0 |
¥73.6万 |
|
| 2020-08-21 |
跌破下轨 |
买入 |
52.252199999999995 |
14100.0 |
¥73.7万 |
|
| 2020-09-16 |
回到中轨 |
卖出 |
51.44850000000001 |
14100.0 |
¥72.5万 |
|
| 2021-02-26 |
跌破下轨 |
买入 |
101.11101 |
6700.0 |
¥67.8万 |
|
| 2021-03-29 |
回到中轨 |
卖出 |
99.41049000000001 |
6700.0 |
¥66.6万 |
|
| 2021-04-13 |
跌破下轨 |
买入 |
88.87879 |
8000.0 |
¥71.1万 |
|
| 2021-04-15 |
回到中轨 |
卖出 |
97.902 |
8000.0 |
¥78.3万 |
|
| 2021-08-17 |
跌破下轨 |
买入 |
163.06289999999998 |
4800.0 |
¥78.3万 |
|
| 2021-08-24 |
回到中轨 |
卖出 |
185.2 |
4800.0 |
¥88.9万 |
|
| 2021-11-16 |
跌破下轨 |
买入 |
151.70155 |
5800.0 |
¥88.0万 |
|
| 2021-11-23 |
回到中轨 |
卖出 |
166.61322 |
5800.0 |
¥96.6万 |
|
| 2021-12-21 |
跌破下轨 |
买入 |
138.13799999999998 |
7100.0 |
¥98.1万 |
|
| 2022-01-25 |
回到中轨 |
卖出 |
136.81304999999998 |
7100.0 |
¥97.1万 |
|
| 2022-04-12 |
跌破下轨 |
买入 |
112.44232999999998 |
8600.0 |
¥96.7万 |
|
| 2022-05-12 |
回到中轨 |
卖出 |
109.3905 |
8600.0 |
¥94.0万 |
|
| 2022-07-05 |
跌破下轨 |
买入 |
110.47035999999999 |
8500.0 |
¥93.9万 |
|
| 2022-08-16 |
回到中轨 |
卖出 |
93.69621000000001 |
8500.0 |
¥79.6万 |
|
| 2022-08-26 |
跌破下轨 |
买入 |
86.31622999999999 |
9200.0 |
¥79.4万 |
|
| 2022-10-18 |
回到中轨 |
卖出 |
80.49942 |
9200.0 |
¥74.0万 |
|
| 2022-12-19 |
跌破下轨 |
买入 |
75.59552 |
9800.0 |
¥74.1万 |
|
| 2023-01-11 |
回到中轨 |
卖出 |
72.88704 |
9800.0 |
¥71.4万 |
|
| 2023-03-14 |
跌破下轨 |
买入 |
67.20714 |
10600.0 |
¥71.3万 |
|
| 2023-04-04 |
回到中轨 |
卖出 |
67.69224 |
10600.0 |
¥71.7万 |
|
| 2023-04-07 |
跌破下轨 |
买入 |
64.28421999999999 |
11200.0 |
¥72.0万 |
|
| 2023-04-12 |
回到中轨 |
卖出 |
66.79314 |
11200.0 |
¥74.8万 |
|
| 2023-04-26 |
跌破下轨 |
买入 |
61.68161999999999 |
12100.0 |
¥74.7万 |
|
| 2023-05-16 |
回到中轨 |
卖出 |
70.13978999999999 |
12100.0 |
¥84.8万 |
|
| 2023-06-30 |
跌破下轨 |
买入 |
59.83978 |
14200.0 |
¥85.0万 |
|
| 2023-07-12 |
回到中轨 |
卖出 |
61.24869 |
14200.0 |
¥86.9万 |
|
| 2023-07-24 |
跌破下轨 |
买入 |
58.0 |
14900.0 |
¥86.4万 |
|
| 2023-10-13 |
回到中轨 |
卖出 |
47.752199999999995 |
14900.0 |
¥71.1万 |
|
| 2023-11-27 |
跌破下轨 |
买入 |
41.55150999999999 |
17100.0 |
¥71.1万 |
|
| 2023-12-07 |
回到中轨 |
卖出 |
41.958 |
17100.0 |
¥71.7万 |
|
| 2024-01-30 |
跌破下轨 |
买入 |
37.4374 |
19100.0 |
¥71.5万 |
|
| 2024-02-27 |
回到中轨 |
卖出 |
36.43353 |
19100.0 |
¥69.6万 |
|
| 2024-03-28 |
跌破下轨 |
买入 |
35.795759999999994 |
19700.0 |
¥70.5万 |
|
| 2024-04-02 |
回到中轨 |
卖出 |
39.33063 |
19700.0 |
¥77.5万 |
|
| 2024-04-25 |
跌破下轨 |
买入 |
33.223189999999995 |
23200.0 |
¥77.1万 |
|
| 2024-05-10 |
回到中轨 |
卖出 |
37.262699999999995 |
23200.0 |
¥86.4万 |
|
| 2024-06-11 |
跌破下轨 |
买入 |
31.961929999999995 |
26900.0 |
¥86.0万 |
|
| 2024-07-19 |
回到中轨 |
卖出 |
28.691280000000003 |
26900.0 |
¥77.2万 |
|
| 2024-07-25 |
跌破下轨 |
买入 |
26.37635 |
29200.0 |
¥77.0万 |
|
| 2024-08-22 |
回到中轨 |
卖出 |
27.442529999999998 |
29200.0 |
¥80.1万 |
|
| 2024-08-26 |
跌破下轨 |
买入 |
25.555529999999994 |
31700.0 |
¥81.0万 |
|
| 2024-09-02 |
回到中轨 |
卖出 |
27.16281 |
31700.0 |
¥86.1万 |
|
| 2024-12-17 |
跌破下轨 |
买入 |
37.31728 |
23000.0 |
¥85.9万 |
|
| 2025-01-20 |
回到中轨 |
卖出 |
35.51445 |
23000.0 |
¥81.7万 |
|
| 2025-03-24 |
跌破下轨 |
买入 |
34.80477 |
23500.0 |
¥81.8万 |
|
| 2025-05-07 |
回到中轨 |
卖出 |
30.988979999999998 |
23500.0 |
¥72.8万 |
|
| 2026-02-06 |
跌破下轨 |
买入 |
61.06099999999999 |
11500.0 |
¥70.2万 |
|
| 2026-02-25 |
回到中轨 |
卖出 |
70.91901 |
11500.0 |
¥81.5万 |
|
| 2026-05-20 |
跌破下轨 |
买入 |
74.76468999999999 |
11000.0 |
¥82.3万 |
|
| 2026-06-16 |
回到中轨 |
卖出 |
70.43949 |
11000.0 |
¥77.5万 |
|
| 2026-06-29 |
跌破下轨 |
买入 |
63.06299999999999 |
12500.0 |
¥78.9万 |
|
| 2026-08-05 |
回到中轨 |
卖出 |
51.948 |
12500.0 |
¥64.9万 |
|
| 2026-09-07 |
跌破下轨 |
买入 |
48.25821 |
13300.0 |
¥64.2万 |
|
| 2026-11-06 |
回到中轨 |
卖出 |
38.32164 |
13300.0 |
¥51.0万 |
|