002463 沪电股份 — 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: ¥92.6万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -7.43%）
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 36 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 |
7.760077324999998 |
7.24275 |
¥-6.5万 |
-6.69% |
回到中轨 |
| 2 |
2015-08-26 |
2015-10-09 |
5.397008616999999 |
4.77522 |
¥-10.8万 |
-11.55% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-18 |
5.7775027309999984 |
4.36563 |
¥-20.0万 |
-24.46% |
回到中轨 |
| 4 |
2016-04-21 |
2016-05-06 |
4.525877355999999 |
5.184810000000001 |
¥9.0万 |
+14.52% |
回到中轨 |
| 5 |
2016-12-05 |
2017-01-05 |
5.066579517999998 |
4.86513 |
¥-2.9万 |
-4.00% |
回到中轨 |
| 6 |
2017-01-17 |
2017-02-07 |
4.585955374 |
4.815180000000001 |
¥3.4万 |
+4.97% |
回到中轨 |
| 7 |
2017-03-23 |
2017-03-30 |
4.776202431 |
4.8551400000000005 |
¥1.2万 |
+1.62% |
回到中轨 |
| 8 |
2017-07-18 |
2017-07-28 |
4.285565284 |
4.47552 |
¥3.2万 |
+4.40% |
回到中轨 |
| 9 |
2018-01-17 |
2018-02-27 |
4.7461634219999995 |
4.56543 |
¥-2.9万 |
-3.84% |
回到中轨 |
| 10 |
2018-03-23 |
2018-04-19 |
4.175422251 |
4.3956 |
¥3.7万 |
+5.24% |
回到中轨 |
| 11 |
2018-05-29 |
2018-07-10 |
4.285565284 |
4.095899999999999 |
¥-3.4万 |
-4.45% |
回到中轨 |
| 12 |
2019-05-07 |
2019-06-04 |
10.133159036 |
10.14984 |
¥980 |
+0.13% |
回到中轨 |
| 13 |
2019-10-31 |
2019-11-15 |
22.859685848999998 |
22.89708 |
¥983 |
+0.13% |
回到中轨 |
| 14 |
2019-11-26 |
2019-12-02 |
20.776981224999997 |
22.467509999999997 |
¥6.0万 |
+8.10% |
回到中轨 |
| 15 |
2020-02-04 |
2020-02-18 |
19.435238823 |
24.72525 |
¥19.5万 |
+27.18% |
回到中轨 |
| 16 |
2020-05-22 |
2020-06-17 |
24.031207199999997 |
24.1758 |
¥5,658 |
+0.57% |
回到中轨 |
| 17 |
2020-08-24 |
2020-09-21 |
21.936579000000002 |
20.079900000000002 |
¥-8.5万 |
-8.49% |
回到中轨 |
| 18 |
2020-12-17 |
2021-01-05 |
18.453964528999997 |
18.95103 |
¥2.4万 |
+2.66% |
回到中轨 |
| 19 |
2021-02-01 |
2021-02-23 |
17.085124 |
17.50248 |
¥2.3万 |
+2.41% |
回到中轨 |
| 20 |
2021-04-13 |
2021-05-26 |
16.201038853999997 |
14.8851 |
¥-7.8万 |
-8.15% |
回到中轨 |
| 21 |
2021-07-19 |
2021-08-09 |
13.177111948 |
13.3866 |
¥1.4万 |
+1.56% |
回到中轨 |
| 22 |
2021-08-30 |
2021-09-08 |
11.344732398999998 |
12.17781 |
¥6.5万 |
+7.31% |
回到中轨 |
| 23 |
2021-10-19 |
2021-11-02 |
10.753965222 |
11.4885 |
¥6.6万 |
+6.80% |
回到中轨 |
| 24 |
2022-03-08 |
2022-04-19 |
15.359946601999997 |
12.7872 |
¥-17.3万 |
-16.77% |
回到中轨 |
| 25 |
2022-06-30 |
2022-08-02 |
14.779192427999998 |
12.63735 |
¥-12.4万 |
-14.52% |
回到中轨 |
| 26 |
2022-08-31 |
2022-10-18 |
12.015603599999999 |
10.67931 |
¥-8.1万 |
-11.15% |
回到中轨 |
| 27 |
2022-12-20 |
2023-01-04 |
11.845382548999998 |
12.60738 |
¥4.1万 |
+6.40% |
回到中轨 |
| 28 |
2023-05-05 |
2023-06-01 |
20.486604138 |
20.91906 |
¥1.4万 |
+2.08% |
回到中轨 |
| 29 |
2023-09-08 |
2023-09-25 |
19.525355849999997 |
21.978 |
¥8.8万 |
+12.53% |
回到中轨 |
| 30 |
2024-01-08 |
2024-01-19 |
20.52665615 |
21.86811 |
¥5.2万 |
+6.50% |
回到中轨 |
| 31 |
2024-09-09 |
2024-09-18 |
30.129126027 |
33.41655 |
¥9.0万 |
+10.88% |
回到中轨 |
| 32 |
2024-11-25 |
2024-12-09 |
36.687642992 |
38.53143 |
¥4.7万 |
+4.99% |
回到中轨 |
| 33 |
2025-03-03 |
2025-03-19 |
34.845250439999994 |
36.1638 |
¥3.7万 |
+3.75% |
回到中轨 |
| 34 |
2025-04-07 |
2025-04-28 |
27.746031312999996 |
29.0709 |
¥4.3万 |
+4.74% |
回到中轨 |
| 35 |
2026-07-21 |
2026-08-10 |
115.41988558099997 |
126.6732 |
¥10.3万 |
+9.72% |
回到中轨 |
| 36 |
2026-10-13 |
2026-11-13 |
105.11650549400001 |
82.2 |
¥-24.3万 |
-21.82% |
强平 |
逐笔成交记录（共 72 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 |
7.757749999999999 |
124900.0 |
¥96.9万 |
|
| 2015-07-23 |
回到中轨 |
卖出 |
7.24275 |
124900.0 |
¥90.4万 |
|
| 2015-08-26 |
跌破下轨 |
买入 |
5.395389999999999 |
172900.0 |
¥93.3万 |
|
| 2015-10-09 |
回到中轨 |
卖出 |
4.77522 |
172900.0 |
¥82.5万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
5.775769999999999 |
141600.0 |
¥81.8万 |
|
| 2016-02-18 |
回到中轨 |
卖出 |
4.36563 |
141600.0 |
¥61.8万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
4.524519999999999 |
137400.0 |
¥62.2万 |
|
| 2016-05-06 |
回到中轨 |
卖出 |
5.184810000000001 |
137400.0 |
¥71.2万 |
|
| 2016-12-05 |
跌破下轨 |
买入 |
5.065059999999999 |
140700.0 |
¥71.3万 |
|
| 2017-01-05 |
回到中轨 |
卖出 |
4.86513 |
140700.0 |
¥68.4万 |
|
| 2017-01-17 |
跌破下轨 |
买入 |
4.58458 |
148000.0 |
¥67.9万 |
|
| 2017-02-07 |
回到中轨 |
卖出 |
4.815180000000001 |
148000.0 |
¥71.2万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
4.774769999999999 |
151000.0 |
¥72.1万 |
|
| 2017-03-30 |
回到中轨 |
卖出 |
4.8551400000000005 |
151000.0 |
¥73.3万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
4.28428 |
170600.0 |
¥73.1万 |
|
| 2017-07-28 |
回到中轨 |
卖出 |
4.47552 |
170600.0 |
¥76.3万 |
|
| 2018-01-17 |
跌破下轨 |
买入 |
4.744739999999999 |
160800.0 |
¥76.3万 |
|
| 2018-02-27 |
回到中轨 |
卖出 |
4.56543 |
160800.0 |
¥73.4万 |
|
| 2018-03-23 |
跌破下轨 |
买入 |
4.174169999999999 |
169300.0 |
¥70.7万 |
|
| 2018-04-19 |
回到中轨 |
卖出 |
4.3956 |
169300.0 |
¥74.4万 |
|
| 2018-05-29 |
跌破下轨 |
买入 |
4.28428 |
179900.0 |
¥77.1万 |
|
| 2018-07-10 |
回到中轨 |
卖出 |
4.095899999999999 |
179900.0 |
¥73.7万 |
|
| 2019-05-07 |
跌破下轨 |
买入 |
10.130119999999998 |
71900.0 |
¥72.9万 |
|
| 2019-06-04 |
回到中轨 |
卖出 |
10.14984 |
71900.0 |
¥73.0万 |
|
| 2019-10-31 |
跌破下轨 |
买入 |
22.852829999999997 |
32200.0 |
¥73.6万 |
|
| 2019-11-15 |
回到中轨 |
卖出 |
22.89708 |
32200.0 |
¥73.7万 |
|
| 2019-11-26 |
跌破下轨 |
买入 |
20.770749999999996 |
35600.0 |
¥74.0万 |
|
| 2019-12-02 |
回到中轨 |
卖出 |
22.467509999999997 |
35600.0 |
¥80.0万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
19.429409999999997 |
37000.0 |
¥71.9万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
24.72525 |
37000.0 |
¥91.5万 |
|
| 2020-05-22 |
跌破下轨 |
买入 |
24.023999999999997 |
41200.0 |
¥99.0万 |
|
| 2020-06-17 |
回到中轨 |
卖出 |
24.1758 |
41200.0 |
¥99.6万 |
|
| 2020-08-24 |
跌破下轨 |
买入 |
21.93 |
45500.0 |
¥99.8万 |
|
| 2020-09-21 |
回到中轨 |
卖出 |
20.079900000000002 |
45500.0 |
¥91.3万 |
|
| 2020-12-17 |
跌破下轨 |
买入 |
18.44843 |
49600.0 |
¥91.5万 |
|
| 2021-01-05 |
回到中轨 |
卖出 |
18.95103 |
49600.0 |
¥94.0万 |
|
| 2021-02-01 |
跌破下轨 |
买入 |
17.08 |
54700.0 |
¥93.5万 |
|
| 2021-02-23 |
回到中轨 |
卖出 |
17.50248 |
54700.0 |
¥95.7万 |
|
| 2021-04-13 |
跌破下轨 |
买入 |
16.19618 |
59400.0 |
¥96.2万 |
|
| 2021-05-26 |
回到中轨 |
卖出 |
14.8851 |
59400.0 |
¥88.4万 |
|
| 2021-07-19 |
跌破下轨 |
买入 |
13.17316 |
66600.0 |
¥87.8万 |
|
| 2021-08-09 |
回到中轨 |
卖出 |
13.3866 |
66600.0 |
¥89.1万 |
|
| 2021-08-30 |
跌破下轨 |
买入 |
11.34133 |
78800.0 |
¥89.4万 |
|
| 2021-09-08 |
回到中轨 |
卖出 |
12.17781 |
78800.0 |
¥95.9万 |
|
| 2021-10-19 |
跌破下轨 |
买入 |
10.750739999999999 |
89800.0 |
¥96.6万 |
|
| 2021-11-02 |
回到中轨 |
卖出 |
11.4885 |
89800.0 |
¥1.03M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
15.355339999999998 |
67100.0 |
¥1.03M |
|
| 2022-04-19 |
回到中轨 |
卖出 |
12.7872 |
67100.0 |
¥85.8万 |
|
| 2022-06-30 |
跌破下轨 |
买入 |
14.774759999999999 |
58000.0 |
¥85.7万 |
|
| 2022-08-02 |
回到中轨 |
卖出 |
12.63735 |
58000.0 |
¥73.3万 |
|
| 2022-08-31 |
跌破下轨 |
买入 |
12.011999999999999 |
60500.0 |
¥72.7万 |
|
| 2022-10-18 |
回到中轨 |
卖出 |
10.67931 |
60500.0 |
¥64.6万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
11.841829999999998 |
54700.0 |
¥64.8万 |
|
| 2023-01-04 |
回到中轨 |
卖出 |
12.60738 |
54700.0 |
¥68.9万 |
|
| 2023-05-05 |
跌破下轨 |
买入 |
20.480459999999997 |
33800.0 |
¥69.2万 |
|
| 2023-06-01 |
回到中轨 |
卖出 |
20.91906 |
33800.0 |
¥70.7万 |
|
| 2023-09-08 |
跌破下轨 |
买入 |
19.519499999999997 |
36000.0 |
¥70.3万 |
|
| 2023-09-25 |
回到中轨 |
卖出 |
21.978 |
36000.0 |
¥79.1万 |
|
| 2024-01-08 |
跌破下轨 |
买入 |
20.5205 |
38600.0 |
¥79.2万 |
|
| 2024-01-19 |
回到中轨 |
卖出 |
21.86811 |
38600.0 |
¥84.4万 |
|
| 2024-09-09 |
跌破下轨 |
买入 |
30.120089999999998 |
27500.0 |
¥82.9万 |
|
| 2024-09-18 |
回到中轨 |
卖出 |
33.41655 |
27500.0 |
¥91.9万 |
|
| 2024-11-25 |
跌破下轨 |
买入 |
36.67664 |
25500.0 |
¥93.6万 |
|
| 2024-12-09 |
回到中轨 |
卖出 |
38.53143 |
25500.0 |
¥98.2万 |
|
| 2025-03-03 |
跌破下轨 |
买入 |
34.834799999999994 |
28000.0 |
¥97.6万 |
|
| 2025-03-19 |
回到中轨 |
卖出 |
36.1638 |
28000.0 |
¥1.01M |
|
| 2025-04-07 |
跌破下轨 |
买入 |
27.737709999999996 |
33000.0 |
¥91.6万 |
|
| 2025-04-28 |
回到中轨 |
卖出 |
29.0709 |
33000.0 |
¥95.9万 |
|
| 2026-07-21 |
跌破下轨 |
买入 |
115.38526999999996 |
9200.0 |
¥1.06M |
|
| 2026-08-10 |
回到中轨 |
卖出 |
126.6732 |
9200.0 |
¥1.17M |
|
| 2026-10-13 |
跌破下轨 |
买入 |
105.08498 |
10600.0 |
¥1.11M |
|
| 2026-11-13 |
强平 |
卖出 |
82.2 |
10600 |
¥87.1万 |
回测结束强平 |