002466 天齐锂业 — 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: ¥1.10M
策略: 布林下轨抄底
K线 & 交易信号(策略收益 +9.52%)
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 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 |
2015-06-30 |
2015-07-20 |
52.66839577999999 |
57.18276 |
¥7.6万 |
+8.54% |
回到中轨 |
| 2 |
2015-08-26 |
2015-09-21 |
49.06371469999999 |
57.7422 |
¥18.8万 |
+17.65% |
回到中轨 |
| 3 |
2016-01-05 |
2016-01-20 |
117.15213509999998 |
127.3725 |
¥10.1万 |
+8.69% |
回到中轨 |
| 4 |
2016-05-30 |
2016-07-08 |
42.575288756 |
45.4545 |
¥8.9万 |
+6.73% |
回到中轨 |
| 5 |
2016-07-26 |
2016-08-17 |
40.97320827599999 |
39.900059999999996 |
¥-3.8万 |
-2.65% |
回到中轨 |
| 6 |
2016-12-13 |
2017-01-05 |
36.036797797 |
34.6653 |
¥-5.4万 |
-3.83% |
回到中轨 |
| 7 |
2017-06-02 |
2017-06-09 |
41.35370238999999 |
45.2547 |
¥12.7万 |
+9.40% |
回到中轨 |
| 8 |
2017-11-16 |
2018-01-09 |
63.88295913999998 |
58.0419 |
¥-13.5万 |
-9.17% |
回到中轨 |
| 9 |
2018-03-26 |
2018-05-07 |
53.199084939 |
53.79615000000001 |
¥1.5万 |
+1.09% |
回到中轨 |
| 10 |
2018-06-21 |
2018-07-13 |
49.614429865 |
50.399550000000005 |
¥2.1万 |
+1.55% |
回到中轨 |
| 11 |
2018-08-03 |
2018-09-21 |
44.33757728399999 |
36.3636 |
¥-24.8万 |
-18.01% |
回到中轨 |
| 12 |
2018-10-12 |
2018-11-05 |
29.037708700000003 |
31.19877 |
¥8.1万 |
+7.41% |
回到中轨 |
| 13 |
2019-01-02 |
2019-01-22 |
29.438228819999996 |
29.68029 |
¥9,676 |
+0.79% |
回到中轨 |
| 14 |
2019-01-30 |
2019-02-12 |
27.63588828 |
29.870099999999997 |
¥9.8万 |
+8.05% |
回到中轨 |
| 15 |
2019-03-28 |
2019-04-03 |
34.675029388999995 |
36.93303 |
¥8.5万 |
+6.48% |
回到中轨 |
| 16 |
2019-04-29 |
2019-05-31 |
32.29193467499999 |
27.8721 |
¥-19.3万 |
-13.71% |
回到中轨 |
| 17 |
2019-07-24 |
2019-08-02 |
24.031207199999997 |
24.57 |
¥2.7万 |
+2.21% |
回到中轨 |
| 18 |
2020-02-04 |
2020-02-14 |
25.00246849099999 |
33.90606 |
¥39.9万 |
+35.57% |
回到中轨 |
| 19 |
2020-03-16 |
2020-05-14 |
29.53835884999999 |
18.21177 |
¥-63.2万 |
-38.36% |
回到中轨 |
| 20 |
2020-08-28 |
2020-09-17 |
22.379061704999994 |
21.978 |
¥-1.9万 |
-1.82% |
回到中轨 |
| 21 |
2021-06-17 |
2021-06-22 |
46.66059398 |
56.94299999999999 |
¥21.8万 |
+22.00% |
回到中轨 |
| 22 |
2021-09-22 |
2021-10-21 |
106.13783179999999 |
101.89800000000001 |
¥-4.7万 |
-4.02% |
回到中轨 |
| 23 |
2021-12-21 |
2022-01-04 |
97.636792253 |
108.89099999999999 |
¥13.1万 |
+11.49% |
回到中轨 |
| 24 |
2022-01-20 |
2022-02-15 |
83.398301987 |
87.48243 |
¥6.3万 |
+4.87% |
回到中轨 |
| 25 |
2022-04-11 |
2022-05-05 |
76.09882279999998 |
78.2217 |
¥3.6万 |
+2.76% |
回到中轨 |
| 26 |
2022-08-22 |
2022-08-23 |
108.951485643 |
120.3795 |
¥14.5万 |
+10.46% |
回到中轨 |
| 27 |
2022-09-05 |
2022-09-15 |
104.10519219099999 |
114.885 |
¥15.7万 |
+10.32% |
回到中轨 |
| 28 |
2022-10-10 |
2022-11-02 |
99.13874270299999 |
98.8011 |
¥-6,170 |
-0.37% |
回到中轨 |
| 29 |
2022-12-19 |
2023-01-09 |
83.46839300799998 |
85.37454 |
¥3.8万 |
+2.25% |
回到中轨 |
| 30 |
2023-03-16 |
2023-04-04 |
74.59687234999998 |
78.66126 |
¥9.1万 |
+5.42% |
回到中轨 |
| 31 |
2023-04-26 |
2023-05-16 |
69.23991574499999 |
83.61630000000001 |
¥37.2万 |
+20.73% |
回到中轨 |
| 32 |
2023-07-03 |
2023-09-13 |
70.20116403299998 |
58.241699999999994 |
¥-37.4万 |
-17.06% |
回到中轨 |
| 33 |
2023-11-28 |
2023-12-07 |
50.26527506 |
54.645300000000006 |
¥15.7万 |
+8.68% |
回到中轨 |
| 34 |
2024-01-30 |
2024-02-28 |
50.59570415899999 |
50.0 |
¥-2.4万 |
-1.21% |
回到中轨 |
| 35 |
2024-03-26 |
2024-04-08 |
48.573077553 |
49.5504 |
¥3.9万 |
+1.98% |
回到中轨 |
| 36 |
2024-04-24 |
2024-07-29 |
40.642189 |
29.1708 |
¥-50.5万 |
-28.25% |
回到中轨 |
| 37 |
2024-08-26 |
2024-09-06 |
25.162676538999992 |
26.573400000000003 |
¥8.3万 |
+5.57% |
回到中轨 |
| 38 |
2025-03-24 |
2025-04-25 |
31.42080341399999 |
28.66131 |
¥-13.8万 |
-8.81% |
回到中轨 |
| 39 |
2026-02-02 |
2026-02-27 |
53.10896791199999 |
54.785160000000005 |
¥4.3万 |
+3.13% |
回到中轨 |
| 40 |
2026-07-09 |
2026-08-05 |
52.398044698999996 |
46.91304 |
¥-15.2万 |
-10.49% |
回到中轨 |
| 41 |
2026-09-07 |
2026-11-06 |
44.85825343999999 |
36.963 |
¥-23.0万 |
-17.63% |
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 |
| 2015-06-30 |
跌破下轨 |
买入 |
52.65259999999999 |
17000.0 |
¥89.5万 |
|
| 2015-07-20 |
回到中轨 |
卖出 |
57.18276 |
17000.0 |
¥97.2万 |
|
| 2015-08-26 |
跌破下轨 |
买入 |
49.04899999999999 |
21700.0 |
¥1.06M |
|
| 2015-09-21 |
回到中轨 |
卖出 |
57.7422 |
21700.0 |
¥1.25M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
117.11699999999998 |
9900.0 |
¥1.16M |
|
| 2016-01-20 |
回到中轨 |
卖出 |
127.3725 |
9900.0 |
¥1.26M |
|
| 2016-05-30 |
跌破下轨 |
买入 |
42.56252 |
31000.0 |
¥1.32M |
|
| 2016-07-08 |
回到中轨 |
卖出 |
45.4545 |
31000.0 |
¥1.41M |
|
| 2016-07-26 |
跌破下轨 |
买入 |
40.960919999999994 |
35400.0 |
¥1.45M |
|
| 2016-08-17 |
回到中轨 |
卖出 |
39.900059999999996 |
35400.0 |
¥1.41M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
36.02599 |
39100.0 |
¥1.41M |
|
| 2017-01-05 |
回到中轨 |
卖出 |
34.6653 |
39100.0 |
¥1.36M |
|
| 2017-06-02 |
跌破下轨 |
买入 |
41.34129999999999 |
32600.0 |
¥1.35M |
|
| 2017-06-09 |
回到中轨 |
卖出 |
45.2547 |
32600.0 |
¥1.47M |
|
| 2017-11-16 |
跌破下轨 |
买入 |
63.86379999999998 |
23000.0 |
¥1.47M |
|
| 2018-01-09 |
回到中轨 |
卖出 |
58.0419 |
23000.0 |
¥1.33M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
53.18313 |
25200.0 |
¥1.34M |
|
| 2018-05-07 |
回到中轨 |
卖出 |
53.79615000000001 |
25200.0 |
¥1.36M |
|
| 2018-06-21 |
跌破下轨 |
买入 |
49.59955 |
27400.0 |
¥1.36M |
|
| 2018-07-13 |
回到中轨 |
卖出 |
50.399550000000005 |
27400.0 |
¥1.38M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
44.324279999999995 |
31100.0 |
¥1.38M |
|
| 2018-09-21 |
回到中轨 |
卖出 |
36.3636 |
31100.0 |
¥1.13M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
29.029 |
37800.0 |
¥1.10M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
31.19877 |
37800.0 |
¥1.18M |
|
| 2019-01-02 |
跌破下轨 |
买入 |
29.429399999999998 |
41500.0 |
¥1.22M |
|
| 2019-01-22 |
回到中轨 |
卖出 |
29.68029 |
41500.0 |
¥1.23M |
|
| 2019-01-30 |
跌破下轨 |
买入 |
27.627599999999997 |
44200.0 |
¥1.22M |
|
| 2019-02-12 |
回到中轨 |
卖出 |
29.870099999999997 |
44200.0 |
¥1.32M |
|
| 2019-03-28 |
跌破下轨 |
买入 |
34.664629999999995 |
38000.0 |
¥1.32M |
|
| 2019-04-03 |
回到中轨 |
卖出 |
36.93303 |
38000.0 |
¥1.40M |
|
| 2019-04-29 |
跌破下轨 |
买入 |
32.28225 |
43600.0 |
¥1.41M |
|
| 2019-05-31 |
回到中轨 |
卖出 |
27.8721 |
43600.0 |
¥1.21M |
|
| 2019-07-24 |
跌破下轨 |
买入 |
24.023999999999997 |
50800.0 |
¥1.22M |
|
| 2019-08-02 |
回到中轨 |
卖出 |
24.57 |
50800.0 |
¥1.25M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
24.994969999999995 |
44900.0 |
¥1.12M |
|
| 2020-02-14 |
回到中轨 |
卖出 |
33.90606 |
44900.0 |
¥1.52M |
|
| 2020-03-16 |
跌破下轨 |
买入 |
29.52949999999999 |
55800.0 |
¥1.65M |
|
| 2020-05-14 |
回到中轨 |
卖出 |
18.21177 |
55800.0 |
¥1.02M |
|
| 2020-08-28 |
跌破下轨 |
买入 |
22.372349999999997 |
45400.0 |
¥1.02M |
|
| 2020-09-17 |
回到中轨 |
卖出 |
21.978 |
45400.0 |
¥99.8万 |
|
| 2021-06-17 |
跌破下轨 |
买入 |
46.6466 |
21200.0 |
¥98.9万 |
|
| 2021-06-22 |
回到中轨 |
卖出 |
56.94299999999999 |
21200.0 |
¥1.21M |
|
| 2021-09-22 |
跌破下轨 |
买入 |
106.10599999999998 |
11100.0 |
¥1.18M |
|
| 2021-10-21 |
回到中轨 |
卖出 |
101.89800000000001 |
11100.0 |
¥1.13M |
|
| 2021-12-21 |
跌破下轨 |
买入 |
97.60750999999999 |
11700.0 |
¥1.14M |
|
| 2022-01-04 |
回到中轨 |
卖出 |
108.89099999999999 |
11700.0 |
¥1.27M |
|
| 2022-01-20 |
跌破下轨 |
买入 |
83.37329 |
15500.0 |
¥1.29M |
|
| 2022-02-15 |
回到中轨 |
卖出 |
87.48243 |
15500.0 |
¥1.36M |
|
| 2022-04-11 |
跌破下轨 |
买入 |
76.076 |
17300.0 |
¥1.32M |
|
| 2022-05-05 |
回到中轨 |
卖出 |
78.2217 |
17300.0 |
¥1.35M |
|
| 2022-08-22 |
跌破下轨 |
买入 |
108.91881 |
12700.0 |
¥1.38M |
|
| 2022-08-23 |
回到中轨 |
卖出 |
120.3795 |
12700.0 |
¥1.53M |
|
| 2022-09-05 |
跌破下轨 |
买入 |
104.07396999999999 |
14600.0 |
¥1.52M |
|
| 2022-09-15 |
回到中轨 |
卖出 |
114.885 |
14600.0 |
¥1.68M |
|
| 2022-10-10 |
跌破下轨 |
买入 |
99.10901 |
16800.0 |
¥1.67M |
|
| 2022-11-02 |
回到中轨 |
卖出 |
98.8011 |
16800.0 |
¥1.66M |
|
| 2022-12-19 |
跌破下轨 |
买入 |
83.44335999999998 |
20200.0 |
¥1.69M |
|
| 2023-01-09 |
回到中轨 |
卖出 |
85.37454 |
20200.0 |
¥1.72M |
|
| 2023-03-16 |
跌破下轨 |
买入 |
74.57449999999999 |
22600.0 |
¥1.69M |
|
| 2023-04-04 |
回到中轨 |
卖出 |
78.66126 |
22600.0 |
¥1.78M |
|
| 2023-04-26 |
跌破下轨 |
买入 |
69.21915 |
25900.0 |
¥1.79M |
|
| 2023-05-16 |
回到中轨 |
卖出 |
83.61630000000001 |
25900.0 |
¥2.17M |
|
| 2023-07-03 |
跌破下轨 |
买入 |
70.18010999999998 |
31200.0 |
¥2.19M |
|
| 2023-09-13 |
回到中轨 |
卖出 |
58.241699999999994 |
31200.0 |
¥1.82M |
|
| 2023-11-28 |
跌破下轨 |
买入 |
50.2502 |
36000.0 |
¥1.81M |
|
| 2023-12-07 |
回到中轨 |
卖出 |
54.645300000000006 |
36000.0 |
¥1.97M |
|
| 2024-01-30 |
跌破下轨 |
买入 |
50.580529999999996 |
38600.0 |
¥1.95M |
|
| 2024-02-28 |
回到中轨 |
卖出 |
50.0 |
38600.0 |
¥1.93M |
|
| 2024-03-26 |
跌破下轨 |
买入 |
48.55850999999999 |
40100.0 |
¥1.95M |
|
| 2024-04-08 |
回到中轨 |
卖出 |
49.5504 |
40100.0 |
¥1.99M |
|
| 2024-04-24 |
跌破下轨 |
买入 |
40.63 |
44000.0 |
¥1.79M |
|
| 2024-07-29 |
回到中轨 |
卖出 |
29.1708 |
44000.0 |
¥1.28M |
|
| 2024-08-26 |
跌破下轨 |
买入 |
25.155129999999996 |
59000.0 |
¥1.48M |
|
| 2024-09-06 |
回到中轨 |
卖出 |
26.573400000000003 |
59000.0 |
¥1.57M |
|
| 2025-03-24 |
跌破下轨 |
买入 |
31.411379999999994 |
49700.0 |
¥1.56M |
|
| 2025-04-25 |
回到中轨 |
卖出 |
28.66131 |
49700.0 |
¥1.42M |
|
| 2026-02-02 |
跌破下轨 |
买入 |
53.093039999999995 |
26100.0 |
¥1.39M |
|
| 2026-02-27 |
回到中轨 |
卖出 |
54.785160000000005 |
26100.0 |
¥1.43M |
|
| 2026-07-09 |
跌破下轨 |
买入 |
52.382329999999996 |
27600.0 |
¥1.45M |
|
| 2026-08-05 |
回到中轨 |
卖出 |
46.91304 |
27600.0 |
¥1.29M |
|
| 2026-09-07 |
跌破下轨 |
买入 |
44.84479999999999 |
29100.0 |
¥1.31M |
|
| 2026-11-06 |
回到中轨 |
卖出 |
36.963 |
29100.0 |
¥1.08M |
|