002493 荣盛石化 — 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: ¥1.90M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +90.21%）
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 46 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 |
2015-07-20 |
26.554483956 |
19.97001 |
¥-24.7万 |
-24.82% |
回到中轨 |
| 2 |
2015-09-29 |
2015-10-26 |
6.858907054999999 |
10.41957 |
¥38.0万 |
+51.87% |
回到中轨 |
| 3 |
2015-12-14 |
2015-12-22 |
12.025616602999998 |
14.07591 |
¥18.9万 |
+17.01% |
回到中轨 |
| 4 |
2016-01-12 |
2016-02-05 |
11.414823419999998 |
11.838149999999999 |
¥4.8万 |
+3.68% |
回到中轨 |
| 5 |
2016-04-22 |
2016-05-24 |
12.613783 |
12.30768 |
¥-3.4万 |
-2.46% |
回到中轨 |
| 6 |
2016-06-14 |
2016-06-29 |
11.615083479999997 |
11.79819 |
¥2.1万 |
+1.55% |
回到中轨 |
| 7 |
2016-08-01 |
2016-08-05 |
11.925486572999999 |
12.267719999999999 |
¥3.8万 |
+2.84% |
回到中轨 |
| 8 |
2016-09-06 |
2016-09-09 |
12.736539815999999 |
13.14 |
¥4.4万 |
+3.14% |
回到中轨 |
| 9 |
2017-01-17 |
2017-02-03 |
14.568919365 |
15.43455 |
¥8.5万 |
+5.91% |
回到中轨 |
| 10 |
2017-03-10 |
2017-04-06 |
15.079582517999999 |
15.31467 |
¥2.3万 |
+1.53% |
回到中轨 |
| 11 |
2017-04-27 |
2017-05-18 |
14.41872432 |
9.170819999999999 |
¥-56.0万 |
-36.42% |
回到中轨 |
| 12 |
2017-05-19 |
2017-06-19 |
8.931598676 |
9.38061 |
¥4.9万 |
+5.00% |
回到中轨 |
| 13 |
2017-08-16 |
2017-09-04 |
10.013002999999998 |
10.32966 |
¥3.2万 |
+3.13% |
回到中轨 |
| 14 |
2017-09-25 |
2017-09-27 |
9.822755942999999 |
10.12986 |
¥3.3万 |
+3.10% |
回到中轨 |
| 15 |
2017-11-03 |
2017-11-09 |
9.752664922 |
9.98001 |
¥2.5万 |
+2.30% |
回到中轨 |
| 16 |
2018-03-28 |
2018-04-27 |
14.568919364999998 |
14.775209999999998 |
¥1.5万 |
+1.39% |
回到中轨 |
| 17 |
2018-05-09 |
2018-06-05 |
10.213263059999997 |
10.5 |
¥3.2万 |
+2.78% |
回到中轨 |
| 18 |
2018-06-20 |
2018-07-03 |
9.812742939999998 |
10.379610000000001 |
¥6.7万 |
+5.75% |
回到中轨 |
| 19 |
2018-09-12 |
2018-09-25 |
10.713913209999998 |
11.17 |
¥5.2万 |
+4.23% |
回到中轨 |
| 20 |
2018-10-18 |
2018-11-02 |
10.183054 |
10.39959 |
¥2.7万 |
+2.10% |
回到中轨 |
| 21 |
2018-11-26 |
2018-12-04 |
9.962937984999998 |
10.6893 |
¥9.5万 |
+7.26% |
回到中轨 |
| 22 |
2019-03-11 |
2019-03-12 |
10.713913209999996 |
11.218770000000001 |
¥6.6万 |
+4.68% |
回到中轨 |
| 23 |
2020-02-03 |
2020-02-28 |
10.353105000000001 |
10.55943 |
¥2.6万 |
+1.96% |
回到中轨 |
| 24 |
2020-12-23 |
2020-12-25 |
24.191415248 |
26.41356 |
¥13.7万 |
+9.15% |
回到中轨 |
| 25 |
2021-06-02 |
2021-07-01 |
18.794406630999998 |
17.33265 |
¥-12.8万 |
-7.81% |
回到中轨 |
| 26 |
2021-11-01 |
2021-11-23 |
17.112222127 |
16.333650000000002 |
¥-6.8万 |
-4.58% |
回到中轨 |
| 27 |
2022-03-03 |
2022-04-08 |
16.895067 |
14.72 |
¥-18.5万 |
-12.90% |
回到中轨 |
| 28 |
2022-04-26 |
2022-05-09 |
13.157085941999997 |
14.185799999999999 |
¥9.8万 |
+7.79% |
回到中轨 |
| 29 |
2022-07-22 |
2022-08-08 |
14.168399245 |
14.66532 |
¥4.7万 |
+3.48% |
回到中轨 |
| 30 |
2022-10-11 |
2022-11-07 |
13.026916902999996 |
12.037949999999999 |
¥-10.7万 |
-7.62% |
回到中轨 |
| 31 |
2023-01-13 |
2023-01-17 |
11.194537354 |
12.167819999999999 |
¥11.2万 |
+8.66% |
回到中轨 |
| 32 |
2023-03-10 |
2023-03-28 |
12.663798 |
14.2 |
¥17.0万 |
+12.10% |
回到中轨 |
| 33 |
2023-04-26 |
2023-06-05 |
13.056955912 |
12.37761 |
¥-8.2万 |
-5.23% |
回到中轨 |
| 34 |
2023-08-21 |
2023-08-30 |
11.775291527999999 |
12.19 |
¥5.2万 |
+3.49% |
回到中轨 |
| 35 |
2023-10-19 |
2023-11-01 |
11.084394321 |
11.37861 |
¥4.0万 |
+2.62% |
回到中轨 |
| 36 |
2023-12-04 |
2023-12-29 |
10.51365315 |
10.30968 |
¥-3.1万 |
-1.97% |
回到中轨 |
| 37 |
2024-01-12 |
2024-01-29 |
9.862807955 |
9.97002 |
¥1.6万 |
+1.06% |
回到中轨 |
| 38 |
2024-07-09 |
2024-07-12 |
9.262027774999998 |
9.66033 |
¥6.7万 |
+4.27% |
回到中轨 |
| 39 |
2024-07-24 |
2024-08-09 |
9.071780718 |
9.260729999999999 |
¥3.4万 |
+2.05% |
回到中轨 |
| 40 |
2024-09-13 |
2024-09-25 |
8.170610447999998 |
8.961030000000001 |
¥16.1万 |
+9.64% |
回到中轨 |
| 41 |
2024-12-19 |
2025-01-20 |
9.181923751 |
8.98101 |
¥-4.0万 |
-2.22% |
回到中轨 |
| 42 |
2025-03-24 |
2025-03-27 |
8.581143570999998 |
8.80119 |
¥4.5万 |
+2.53% |
回到中轨 |
| 43 |
2025-04-09 |
2025-04-30 |
7.920285373 |
8.20179 |
¥6.4万 |
+3.52% |
回到中轨 |
| 44 |
2025-06-04 |
2025-07-03 |
8.531078555999999 |
8.451540000000001 |
¥-1.8万 |
-0.96% |
回到中轨 |
| 45 |
2026-03-17 |
2026-04-08 |
13.026916902999996 |
12.537450000000002 |
¥-7.1万 |
-3.79% |
回到中轨 |
| 46 |
2026-10-19 |
2026-11-04 |
11.534979455999999 |
12.07791 |
¥8.5万 |
+4.68% |
回到中轨 |
逐笔成交记录（共 92 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 |
26.546519999999997 |
37500.0 |
¥99.6万 |
|
| 2015-07-20 |
回到中轨 |
卖出 |
19.97001 |
37500.0 |
¥74.9万 |
|
| 2015-09-29 |
跌破下轨 |
买入 |
6.856849999999999 |
106700.0 |
¥73.2万 |
|
| 2015-10-26 |
回到中轨 |
卖出 |
10.41957 |
106700.0 |
¥1.11M |
|
| 2015-12-14 |
跌破下轨 |
买入 |
12.02201 |
92200.0 |
¥1.11M |
|
| 2015-12-22 |
回到中轨 |
卖出 |
14.07591 |
92200.0 |
¥1.30M |
|
| 2016-01-12 |
跌破下轨 |
买入 |
11.411399999999999 |
114100.0 |
¥1.30M |
|
| 2016-02-05 |
回到中轨 |
卖出 |
11.838149999999999 |
114100.0 |
¥1.35M |
|
| 2016-04-22 |
跌破下轨 |
买入 |
12.61 |
108200.0 |
¥1.36M |
|
| 2016-05-24 |
回到中轨 |
卖出 |
12.30768 |
108200.0 |
¥1.33M |
|
| 2016-06-14 |
跌破下轨 |
买入 |
11.611599999999997 |
114700.0 |
¥1.33M |
|
| 2016-06-29 |
回到中轨 |
卖出 |
11.79819 |
114700.0 |
¥1.35M |
|
| 2016-08-01 |
跌破下轨 |
买入 |
11.921909999999999 |
113200.0 |
¥1.35M |
|
| 2016-08-05 |
回到中轨 |
卖出 |
12.267719999999999 |
113200.0 |
¥1.39M |
|
| 2016-09-06 |
跌破下轨 |
买入 |
12.73272 |
109400.0 |
¥1.39M |
|
| 2016-09-09 |
回到中轨 |
卖出 |
13.14 |
109400.0 |
¥1.44M |
|
| 2017-01-17 |
跌破下轨 |
买入 |
14.564549999999999 |
98500.0 |
¥1.44M |
|
| 2017-02-03 |
回到中轨 |
卖出 |
15.43455 |
98500.0 |
¥1.52M |
|
| 2017-03-10 |
跌破下轨 |
买入 |
15.075059999999999 |
100500.0 |
¥1.52M |
|
| 2017-04-06 |
回到中轨 |
卖出 |
15.31467 |
100500.0 |
¥1.54M |
|
| 2017-04-27 |
跌破下轨 |
买入 |
14.4144 |
106700.0 |
¥1.54M |
|
| 2017-05-18 |
回到中轨 |
卖出 |
9.170819999999999 |
106700.0 |
¥97.8万 |
|
| 2017-05-19 |
跌破下轨 |
买入 |
8.92892 |
109500.0 |
¥97.8万 |
|
| 2017-06-19 |
回到中轨 |
卖出 |
9.38061 |
109500.0 |
¥1.03M |
|
| 2017-08-16 |
跌破下轨 |
买入 |
10.009999999999998 |
102200.0 |
¥1.02M |
|
| 2017-09-04 |
回到中轨 |
卖出 |
10.32966 |
102200.0 |
¥1.06M |
|
| 2017-09-25 |
跌破下轨 |
买入 |
9.819809999999999 |
108100.0 |
¥1.06M |
|
| 2017-09-27 |
回到中轨 |
卖出 |
10.12986 |
108100.0 |
¥1.09M |
|
| 2017-11-03 |
跌破下轨 |
买入 |
9.74974 |
112500.0 |
¥1.10M |
|
| 2017-11-09 |
回到中轨 |
卖出 |
9.98001 |
112500.0 |
¥1.12M |
|
| 2018-03-28 |
跌破下轨 |
买入 |
14.564549999999997 |
75700.0 |
¥1.10M |
|
| 2018-04-27 |
回到中轨 |
卖出 |
14.775209999999998 |
75700.0 |
¥1.12M |
|
| 2018-05-09 |
跌破下轨 |
买入 |
10.210199999999999 |
111200.0 |
¥1.14M |
|
| 2018-06-05 |
回到中轨 |
卖出 |
10.5 |
111200.0 |
¥1.17M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
9.8098 |
119400.0 |
¥1.17M |
|
| 2018-07-03 |
回到中轨 |
卖出 |
10.379610000000001 |
119400.0 |
¥1.24M |
|
| 2018-09-12 |
跌破下轨 |
买入 |
10.710699999999997 |
113800.0 |
¥1.22M |
|
| 2018-09-25 |
回到中轨 |
卖出 |
11.17 |
113800.0 |
¥1.27M |
|
| 2018-10-18 |
跌破下轨 |
买入 |
10.18 |
125900.0 |
¥1.28M |
|
| 2018-11-02 |
回到中轨 |
卖出 |
10.39959 |
125900.0 |
¥1.31M |
|
| 2018-11-26 |
跌破下轨 |
买入 |
9.959949999999997 |
131000.0 |
¥1.31M |
|
| 2018-12-04 |
回到中轨 |
卖出 |
10.6893 |
131000.0 |
¥1.40M |
|
| 2019-03-11 |
跌破下轨 |
买入 |
10.710699999999997 |
131500.0 |
¥1.41M |
|
| 2019-03-12 |
回到中轨 |
卖出 |
11.218770000000001 |
131500.0 |
¥1.47M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
10.35 |
128100.0 |
¥1.33M |
|
| 2020-02-28 |
回到中轨 |
卖出 |
10.55943 |
128100.0 |
¥1.35M |
|
| 2020-12-23 |
跌破下轨 |
买入 |
24.18416 |
62000.0 |
¥1.50M |
|
| 2020-12-25 |
回到中轨 |
卖出 |
26.41356 |
62000.0 |
¥1.64M |
|
| 2021-06-02 |
跌破下轨 |
买入 |
18.788769999999996 |
87200.0 |
¥1.64M |
|
| 2021-07-01 |
回到中轨 |
卖出 |
17.33265 |
87200.0 |
¥1.51M |
|
| 2021-11-01 |
跌破下轨 |
买入 |
17.10709 |
87400.0 |
¥1.50M |
|
| 2021-11-23 |
回到中轨 |
卖出 |
16.333650000000002 |
87400.0 |
¥1.43M |
|
| 2022-03-03 |
跌破下轨 |
买入 |
16.89 |
84900.0 |
¥1.43M |
|
| 2022-04-08 |
回到中轨 |
卖出 |
14.72 |
84900.0 |
¥1.25M |
|
| 2022-04-26 |
跌破下轨 |
买入 |
13.153139999999999 |
95400.0 |
¥1.26M |
|
| 2022-05-09 |
回到中轨 |
卖出 |
14.185799999999999 |
95400.0 |
¥1.35M |
|
| 2022-07-22 |
跌破下轨 |
买入 |
14.16415 |
95400.0 |
¥1.35M |
|
| 2022-08-08 |
回到中轨 |
卖出 |
14.66532 |
95400.0 |
¥1.40M |
|
| 2022-10-11 |
跌破下轨 |
买入 |
13.023009999999998 |
107600.0 |
¥1.40M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
12.037949999999999 |
107600.0 |
¥1.29M |
|
| 2023-01-13 |
跌破下轨 |
买入 |
11.19118 |
115700.0 |
¥1.30M |
|
| 2023-01-17 |
回到中轨 |
卖出 |
12.167819999999999 |
115700.0 |
¥1.41M |
|
| 2023-03-10 |
跌破下轨 |
买入 |
12.66 |
111000.0 |
¥1.41M |
|
| 2023-03-28 |
回到中轨 |
卖出 |
14.2 |
111000.0 |
¥1.58M |
|
| 2023-04-26 |
跌破下轨 |
买入 |
13.05304 |
120000.0 |
¥1.57M |
|
| 2023-06-05 |
回到中轨 |
卖出 |
12.37761 |
120000.0 |
¥1.48M |
|
| 2023-08-21 |
跌破下轨 |
买入 |
11.771759999999999 |
126800.0 |
¥1.49M |
|
| 2023-08-30 |
回到中轨 |
卖出 |
12.19 |
126800.0 |
¥1.55M |
|
| 2023-10-19 |
跌破下轨 |
买入 |
11.081069999999999 |
138900.0 |
¥1.54M |
|
| 2023-11-01 |
回到中轨 |
卖出 |
11.37861 |
138900.0 |
¥1.58M |
|
| 2023-12-04 |
跌破下轨 |
买入 |
10.510499999999999 |
150800.0 |
¥1.59M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
10.30968 |
150800.0 |
¥1.55M |
|
| 2024-01-12 |
跌破下轨 |
买入 |
9.859849999999998 |
156800.0 |
¥1.55M |
|
| 2024-01-29 |
回到中轨 |
卖出 |
9.97002 |
156800.0 |
¥1.56M |
|
| 2024-07-09 |
跌破下轨 |
买入 |
9.25925 |
169400.0 |
¥1.57M |
|
| 2024-07-12 |
回到中轨 |
卖出 |
9.66033 |
169400.0 |
¥1.64M |
|
| 2024-07-24 |
跌破下轨 |
买入 |
9.06906 |
180100.0 |
¥1.63M |
|
| 2024-08-09 |
回到中轨 |
卖出 |
9.260729999999999 |
180100.0 |
¥1.67M |
|
| 2024-09-13 |
跌破下轨 |
买入 |
8.168159999999999 |
204200.0 |
¥1.67M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
8.961030000000001 |
204200.0 |
¥1.83M |
|
| 2024-12-19 |
跌破下轨 |
买入 |
9.17917 |
198300.0 |
¥1.82M |
|
| 2025-01-20 |
回到中轨 |
卖出 |
8.98101 |
198300.0 |
¥1.78M |
|
| 2025-03-24 |
跌破下轨 |
买入 |
8.57857 |
208900.0 |
¥1.79M |
|
| 2025-03-27 |
回到中轨 |
卖出 |
8.80119 |
208900.0 |
¥1.84M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
7.917909999999999 |
230300.0 |
¥1.82M |
|
| 2025-04-30 |
回到中轨 |
卖出 |
8.20179 |
230300.0 |
¥1.89M |
|
| 2025-06-04 |
跌破下轨 |
买入 |
8.528519999999999 |
223200.0 |
¥1.90M |
|
| 2025-07-03 |
回到中轨 |
卖出 |
8.451540000000001 |
223200.0 |
¥1.89M |
|
| 2026-03-17 |
跌破下轨 |
买入 |
13.023009999999998 |
143300.0 |
¥1.87M |
|
| 2026-04-08 |
回到中轨 |
卖出 |
12.537450000000002 |
143300.0 |
¥1.80M |
|
| 2026-10-19 |
跌破下轨 |
买入 |
11.531519999999999 |
157100.0 |
¥1.81M |
|
| 2026-11-04 |
回到中轨 |
卖出 |
12.07791 |
157100.0 |
¥1.90M |
|