002475 立讯精密 — 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: ¥1.15M
策略: 布林下轨抄底
K线 & 交易信号(策略收益 +15.38%)
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 |
2015-06-23 |
2015-07-14 |
33.853963143 |
36.94302 |
¥9.0万 |
+9.09% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-23 |
28.888664 |
28.971 |
¥2,666 |
+0.25% |
回到中轨 |
| 3 |
2015-12-30 |
2016-02-01 |
31.400777407999996 |
27.7722 |
¥-12.6万 |
-11.58% |
回到中轨 |
| 4 |
2016-04-21 |
2016-05-03 |
26.664626988999995 |
28.211759999999998 |
¥5.5万 |
+5.77% |
回到中轨 |
| 5 |
2016-06-14 |
2016-07-11 |
18.62418558 |
18.99099 |
¥2.0万 |
+1.94% |
回到中轨 |
| 6 |
2016-07-12 |
2016-08-01 |
17.783093328 |
18.401580000000003 |
¥3.5万 |
+3.45% |
回到中轨 |
| 7 |
2016-11-14 |
2016-12-07 |
20.857085248999997 |
21.28869 |
¥2.2万 |
+2.04% |
回到中轨 |
| 8 |
2017-07-07 |
2017-08-03 |
19.445251826 |
20.46951 |
¥5.7万 |
+5.24% |
回到中轨 |
| 9 |
2017-09-20 |
2017-09-29 |
19.805719934 |
20.589389999999998 |
¥4.5万 |
+3.93% |
回到中轨 |
| 10 |
2018-01-17 |
2018-02-05 |
21.477891434999997 |
22.42755 |
¥5.2万 |
+4.39% |
回到中轨 |
| 11 |
2018-03-26 |
2018-05-09 |
23.480492034999997 |
22.54743 |
¥-4.9万 |
-4.00% |
回到中轨 |
| 12 |
2018-07-18 |
2018-08-14 |
18.92457567 |
18.79119 |
¥-8,786 |
-0.73% |
回到中轨 |
| 13 |
2018-08-20 |
2018-08-28 |
16.441350926 |
18.30168 |
¥13.4万 |
+11.28% |
回到中轨 |
| 14 |
2018-09-18 |
2018-10-16 |
14.618984379999997 |
15.284700000000003 |
¥5.9万 |
+4.52% |
回到中轨 |
| 15 |
2018-12-17 |
2019-01-10 |
14.038230205999998 |
14.685300000000002 |
¥6.3万 |
+4.58% |
回到中轨 |
| 16 |
2019-05-07 |
2019-06-06 |
23.33029699 |
22.09788 |
¥-7.6万 |
-5.31% |
回到中轨 |
| 17 |
2020-11-17 |
2020-12-10 |
52.06761559999999 |
52.33761 |
¥6,586 |
+0.49% |
回到中轨 |
| 18 |
2020-12-15 |
2020-12-17 |
49.684520885999994 |
52.53741 |
¥7.8万 |
+5.71% |
回到中轨 |
| 19 |
2021-03-11 |
2021-04-20 |
43.105977915 |
36.30366 |
¥-22.8万 |
-15.81% |
回到中轨 |
| 20 |
2021-07-28 |
2021-08-05 |
38.34980148999999 |
41.5584 |
¥10.1万 |
+8.33% |
回到中轨 |
| 21 |
2021-09-01 |
2021-09-24 |
33.84395014 |
35.2647 |
¥5.5万 |
+4.17% |
回到中轨 |
| 22 |
2022-02-09 |
2022-04-29 |
43.25617296 |
29.39058 |
¥-44.3万 |
-32.07% |
回到中轨 |
| 23 |
2022-07-06 |
2022-07-11 |
31.150452332999997 |
34.43553 |
¥9.9万 |
+10.51% |
回到中轨 |
| 24 |
2022-09-16 |
2022-11-02 |
34.54486034999999 |
30.44952 |
¥-12.2万 |
-11.88% |
回到中轨 |
| 25 |
2023-01-09 |
2023-01-18 |
28.867487648999994 |
30.95901 |
¥6.6万 |
+7.21% |
回到中轨 |
| 26 |
2023-02-28 |
2023-03-24 |
30.018982993999998 |
29.85012 |
¥-5,832 |
-0.59% |
回到中轨 |
| 27 |
2023-04-24 |
2023-05-18 |
27.756044316 |
27.63234 |
¥-4,659 |
-0.48% |
回到中轨 |
| 28 |
2023-09-08 |
2023-10-10 |
29.538358849999998 |
31.17879 |
¥5.3万 |
+5.52% |
回到中轨 |
| 29 |
2023-11-23 |
2023-12-12 |
30.139139029999996 |
31.278689999999997 |
¥3.8万 |
+3.75% |
回到中轨 |
| 30 |
2024-01-18 |
2024-02-19 |
28.23666846 |
28.7712 |
¥2.0万 |
+1.86% |
回到中轨 |
| 31 |
2025-04-03 |
2025-05-07 |
37.27841016899999 |
32.417550000000006 |
¥-13.4万 |
-13.07% |
回到中轨 |
| 32 |
2026-01-09 |
2026-01-16 |
54.921321455 |
58.22172 |
¥5.6万 |
+5.98% |
回到中轨 |
| 33 |
2026-01-30 |
2026-03-12 |
51.677108483 |
49.8501 |
¥-3.6万 |
-3.56% |
回到中轨 |
| 34 |
2026-06-09 |
2026-06-25 |
66.26605385399999 |
75.02489999999999 |
¥12.8万 |
+13.18% |
回到中轨 |
| 35 |
2026-08-04 |
2026-08-18 |
54.07021619999999 |
58.81113 |
¥9.6万 |
+8.74% |
回到中轨 |
| 36 |
2026-09-16 |
2026-10-26 |
51.66709547999999 |
49.650299999999994 |
¥-4.7万 |
-3.93% |
回到中轨 |
逐笔成交记录(共 72 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-06-23 |
跌破下轨 |
买入 |
33.84381 |
29400.0 |
¥99.5万 |
|
| 2015-07-14 |
回到中轨 |
卖出 |
36.94302 |
29400.0 |
¥1.09M |
|
| 2015-08-24 |
跌破下轨 |
买入 |
28.88 |
36200.0 |
¥1.05M |
|
| 2015-09-23 |
回到中轨 |
卖出 |
28.971 |
36200.0 |
¥1.05M |
|
| 2015-12-30 |
跌破下轨 |
买入 |
31.391359999999995 |
34600.0 |
¥1.09M |
|
| 2016-02-01 |
回到中轨 |
卖出 |
27.7722 |
34600.0 |
¥96.1万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
26.656629999999996 |
35800.0 |
¥95.5万 |
|
| 2016-05-03 |
回到中轨 |
卖出 |
28.211759999999998 |
35800.0 |
¥1.01M |
|
| 2016-06-14 |
跌破下轨 |
买入 |
18.6186 |
54200.0 |
¥1.01M |
|
| 2016-07-11 |
回到中轨 |
卖出 |
18.99099 |
54200.0 |
¥1.03M |
|
| 2016-07-12 |
跌破下轨 |
买入 |
17.77776 |
57700.0 |
¥1.03M |
|
| 2016-08-01 |
回到中轨 |
卖出 |
18.401580000000003 |
57700.0 |
¥1.06M |
|
| 2016-11-14 |
跌破下轨 |
买入 |
20.850829999999995 |
51400.0 |
¥1.07M |
|
| 2016-12-07 |
回到中轨 |
卖出 |
21.28869 |
51400.0 |
¥1.09M |
|
| 2017-07-07 |
跌破下轨 |
买入 |
19.43942 |
56300.0 |
¥1.09M |
|
| 2017-08-03 |
回到中轨 |
卖出 |
20.46951 |
56300.0 |
¥1.15M |
|
| 2017-09-20 |
跌破下轨 |
买入 |
19.79978 |
57600.0 |
¥1.14M |
|
| 2017-09-29 |
回到中轨 |
卖出 |
20.589389999999998 |
57600.0 |
¥1.19M |
|
| 2018-01-17 |
跌破下轨 |
买入 |
21.471449999999997 |
55500.0 |
¥1.19M |
|
| 2018-02-05 |
回到中轨 |
卖出 |
22.42755 |
55500.0 |
¥1.24M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
23.473449999999996 |
52300.0 |
¥1.23M |
|
| 2018-05-09 |
回到中轨 |
卖出 |
22.54743 |
52300.0 |
¥1.18M |
|
| 2018-07-18 |
跌破下轨 |
买入 |
18.918899999999997 |
63200.0 |
¥1.20M |
|
| 2018-08-14 |
回到中轨 |
卖出 |
18.79119 |
63200.0 |
¥1.19M |
|
| 2018-08-20 |
跌破下轨 |
买入 |
16.43642 |
72500.0 |
¥1.19M |
|
| 2018-08-28 |
回到中轨 |
卖出 |
18.30168 |
72500.0 |
¥1.33M |
|
| 2018-09-18 |
跌破下轨 |
买入 |
14.614599999999998 |
88500.0 |
¥1.29M |
|
| 2018-10-16 |
回到中轨 |
卖出 |
15.284700000000003 |
88500.0 |
¥1.35M |
|
| 2018-12-17 |
跌破下轨 |
买入 |
14.034019999999996 |
97800.0 |
¥1.37M |
|
| 2019-01-10 |
回到中轨 |
卖出 |
14.685300000000002 |
97800.0 |
¥1.44M |
|
| 2019-05-07 |
跌破下轨 |
买入 |
23.3233 |
61600.0 |
¥1.44M |
|
| 2019-06-06 |
回到中轨 |
卖出 |
22.09788 |
61600.0 |
¥1.36M |
|
| 2020-11-17 |
跌破下轨 |
买入 |
52.05199999999999 |
25900.0 |
¥1.35M |
|
| 2020-12-10 |
回到中轨 |
卖出 |
52.33761 |
25900.0 |
¥1.36M |
|
| 2020-12-15 |
跌破下轨 |
买入 |
49.669619999999995 |
27600.0 |
¥1.37M |
|
| 2020-12-17 |
回到中轨 |
卖出 |
52.53741 |
27600.0 |
¥1.45M |
|
| 2021-03-11 |
跌破下轨 |
买入 |
43.09304999999999 |
33500.0 |
¥1.44M |
|
| 2021-04-20 |
回到中轨 |
卖出 |
36.30366 |
33500.0 |
¥1.22M |
|
| 2021-07-28 |
跌破下轨 |
买入 |
38.33829999999999 |
31700.0 |
¥1.22M |
|
| 2021-08-05 |
回到中轨 |
卖出 |
41.5584 |
31700.0 |
¥1.32M |
|
| 2021-09-01 |
跌破下轨 |
买入 |
33.8338 |
39200.0 |
¥1.33M |
|
| 2021-09-24 |
回到中轨 |
卖出 |
35.2647 |
39200.0 |
¥1.38M |
|
| 2022-02-09 |
跌破下轨 |
买入 |
43.2432 |
31900.0 |
¥1.38M |
|
| 2022-04-29 |
回到中轨 |
卖出 |
29.39058 |
31900.0 |
¥93.7万 |
|
| 2022-07-06 |
跌破下轨 |
买入 |
31.141109999999998 |
30300.0 |
¥94.4万 |
|
| 2022-07-11 |
回到中轨 |
卖出 |
34.43553 |
30300.0 |
¥1.04M |
|
| 2022-09-16 |
跌破下轨 |
买入 |
34.534499999999994 |
29800.0 |
¥1.03M |
|
| 2022-11-02 |
回到中轨 |
卖出 |
30.44952 |
29800.0 |
¥90.7万 |
|
| 2023-01-09 |
跌破下轨 |
买入 |
28.858829999999994 |
31800.0 |
¥91.8万 |
|
| 2023-01-18 |
回到中轨 |
卖出 |
30.95901 |
31800.0 |
¥98.4万 |
|
| 2023-02-28 |
跌破下轨 |
买入 |
30.00998 |
32800.0 |
¥98.5万 |
|
| 2023-03-24 |
回到中轨 |
卖出 |
29.85012 |
32800.0 |
¥97.9万 |
|
| 2023-04-24 |
跌破下轨 |
买入 |
27.747719999999997 |
35300.0 |
¥98.0万 |
|
| 2023-05-18 |
回到中轨 |
卖出 |
27.63234 |
35300.0 |
¥97.5万 |
|
| 2023-09-08 |
跌破下轨 |
买入 |
29.529499999999995 |
32500.0 |
¥96.0万 |
|
| 2023-10-10 |
回到中轨 |
卖出 |
31.17879 |
32500.0 |
¥1.01M |
|
| 2023-11-23 |
跌破下轨 |
买入 |
30.1301 |
34000.0 |
¥1.02M |
|
| 2023-12-12 |
回到中轨 |
卖出 |
31.278689999999997 |
34000.0 |
¥1.06M |
|
| 2024-01-18 |
跌破下轨 |
买入 |
28.2282 |
37500.0 |
¥1.06M |
|
| 2024-02-19 |
回到中轨 |
卖出 |
28.7712 |
37500.0 |
¥1.08M |
|
| 2025-04-03 |
跌破下轨 |
买入 |
37.26722999999999 |
27600.0 |
¥1.03M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
32.417550000000006 |
27600.0 |
¥89.4万 |
|
| 2026-01-09 |
跌破下轨 |
买入 |
54.904849999999996 |
17200.0 |
¥94.5万 |
|
| 2026-01-16 |
回到中轨 |
卖出 |
58.22172 |
17200.0 |
¥1.00M |
|
| 2026-01-30 |
跌破下轨 |
买入 |
51.661609999999996 |
19400.0 |
¥1.00M |
|
| 2026-03-12 |
回到中轨 |
卖出 |
49.8501 |
19400.0 |
¥96.7万 |
|
| 2026-06-09 |
跌破下轨 |
买入 |
66.24618 |
14700.0 |
¥97.4万 |
|
| 2026-06-25 |
回到中轨 |
卖出 |
75.02489999999999 |
14700.0 |
¥1.10M |
|
| 2026-08-04 |
跌破下轨 |
买入 |
54.053999999999995 |
20400.0 |
¥1.10M |
|
| 2026-08-18 |
回到中轨 |
卖出 |
58.81113 |
20400.0 |
¥1.20M |
|
| 2026-09-16 |
跌破下轨 |
买入 |
51.651599999999995 |
23100.0 |
¥1.19M |
|
| 2026-10-26 |
回到中轨 |
卖出 |
49.650299999999994 |
23100.0 |
¥1.15M |
|