002558 巨人网络 — 布林下轨抄底 回测明细
数据区间: 2015-11-11 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.58M
策略: 布林下轨抄底
K线 & 交易信号(策略收益 +57.66%)
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 42 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 |
2016-03-11 |
2016-03-23 |
117.51260320799999 |
127.73214 |
¥8.6万 |
+8.66% |
回到中轨 |
| 2 |
2016-04-21 |
2016-05-06 |
116.55135492 |
128.84103 |
¥11.3万 |
+10.51% |
回到中轨 |
| 3 |
2016-11-30 |
2016-12-21 |
57.607277 |
59.020920000000004 |
¥2.9万 |
+2.42% |
回到中轨 |
| 4 |
2017-01-25 |
2017-01-26 |
58.075417399999985 |
60.42951 |
¥4.9万 |
+4.02% |
回到中轨 |
| 5 |
2017-05-11 |
2017-06-12 |
62.45109971099999 |
56.943 |
¥-11.3万 |
-8.85% |
回到中轨 |
| 6 |
2017-06-23 |
2017-08-14 |
43.95708317 |
44.08587 |
¥3,016 |
+0.26% |
回到中轨 |
| 7 |
2017-09-18 |
2017-10-10 |
42.35500268999999 |
42.73722 |
¥1.0万 |
+0.87% |
回到中轨 |
| 8 |
2017-10-19 |
2017-10-24 |
40.382441099 |
41.76819 |
¥4.0万 |
+3.40% |
回到中轨 |
| 9 |
2017-12-29 |
2018-01-11 |
33.94408016999999 |
36.94302 |
¥10.6万 |
+8.80% |
回到中轨 |
| 10 |
2018-02-01 |
2018-02-28 |
30.049022003 |
32.78718 |
¥11.1万 |
+9.08% |
回到中轨 |
| 11 |
2018-04-16 |
2018-05-17 |
30.069048009000003 |
26.683290000000003 |
¥-16.1万 |
-11.29% |
回到中轨 |
| 12 |
2018-06-01 |
2018-08-02 |
24.021194197 |
23.556420000000003 |
¥-2.5万 |
-1.96% |
回到中轨 |
| 13 |
2019-01-30 |
2019-02-12 |
19.134848733 |
19.7802 |
¥4.1万 |
+3.34% |
回到中轨 |
| 14 |
2019-05-07 |
2019-05-28 |
18.023405399999994 |
18.491490000000002 |
¥3.3万 |
+2.57% |
回到中轨 |
| 15 |
2019-07-19 |
2019-08-19 |
17.773080325 |
17.72 |
¥-4,339 |
-0.33% |
回到中轨 |
| 16 |
2020-02-04 |
2020-02-19 |
16.901949063999997 |
18.44154 |
¥11.9万 |
+9.08% |
回到中轨 |
| 17 |
2020-05-25 |
2020-06-02 |
16.301168884 |
16.71327 |
¥3.6万 |
+2.50% |
回到中轨 |
| 18 |
2020-09-11 |
2020-10-13 |
18.754354618999997 |
19.5804 |
¥6.4万 |
+4.37% |
回到中轨 |
| 19 |
2020-10-19 |
2020-11-02 |
18.203639453999997 |
18.79119 |
¥4.9万 |
+3.20% |
回到中轨 |
| 20 |
2021-02-08 |
2021-02-18 |
16.191025851 |
17.47251 |
¥12.5万 |
+7.88% |
回到中轨 |
| 21 |
2021-03-11 |
2021-04-09 |
15.570219664999998 |
14.70528 |
¥-9.5万 |
-5.58% |
回到中轨 |
| 22 |
2021-07-27 |
2021-08-26 |
11.134459335999995 |
10.759229999999999 |
¥-5.5万 |
-3.40% |
回到中轨 |
| 23 |
2021-08-31 |
2021-09-02 |
10.023016003 |
10.63935 |
¥9.4万 |
+6.12% |
回到中轨 |
| 24 |
2021-10-26 |
2021-11-05 |
9.61248288 |
10.379610000000001 |
¥13.1万 |
+7.95% |
回到中轨 |
| 25 |
2022-03-09 |
2022-03-14 |
9.151884741999998 |
9.950040000000001 |
¥15.5万 |
+8.69% |
回到中轨 |
| 26 |
2022-04-18 |
2022-05-23 |
9.111832729999998 |
8.56143 |
¥-11.7万 |
-6.07% |
回到中轨 |
| 27 |
2022-07-18 |
2022-07-22 |
8.11053243 |
8.67132 |
¥12.6万 |
+6.88% |
回到中轨 |
| 28 |
2022-08-03 |
2022-08-12 |
8.080493421 |
8.40159 |
¥7.7万 |
+3.94% |
回到中轨 |
| 29 |
2022-09-09 |
2022-10-18 |
8.210662459999998 |
7.83216 |
¥-9.4万 |
-4.64% |
回到中轨 |
| 30 |
2022-12-21 |
2023-01-04 |
7.860207354999999 |
8.11188 |
¥6.1万 |
+3.17% |
回到中轨 |
| 31 |
2023-07-03 |
2023-08-15 |
17.885364 |
14.57541 |
¥-36.8万 |
-18.53% |
回到中轨 |
| 32 |
2023-08-17 |
2023-08-30 |
13.567619065 |
14.2857 |
¥8.6万 |
+5.26% |
回到中轨 |
| 33 |
2023-10-20 |
2023-11-02 |
11.474901438 |
12.287700000000001 |
¥12.0万 |
+7.05% |
回到中轨 |
| 34 |
2023-12-01 |
2023-12-04 |
12.085694620999998 |
12.81717 |
¥11.0万 |
+6.02% |
回到中轨 |
| 35 |
2023-12-26 |
2024-02-20 |
11.114433329999999 |
10.06992 |
¥-18.1万 |
-9.42% |
回到中轨 |
| 36 |
2024-06-21 |
2024-08-01 |
9.542391858999999 |
9.32067 |
¥-4.1万 |
-2.35% |
回到中轨 |
| 37 |
2025-01-03 |
2025-01-22 |
12.015603599999999 |
11.99799 |
¥-3,033 |
-0.18% |
回到中轨 |
| 38 |
2025-04-08 |
2025-04-23 |
12.526266752999998 |
13.71627 |
¥16.2万 |
+9.47% |
回到中轨 |
| 39 |
2025-10-15 |
2025-11-25 |
40.001946985 |
37.6 |
¥-11.3万 |
-6.03% |
回到中轨 |
| 40 |
2026-05-18 |
2026-06-23 |
28.628586000000002 |
25.544430000000002 |
¥-18.1万 |
-10.80% |
回到中轨 |
| 41 |
2026-07-24 |
2026-08-03 |
24.53185735 |
28.98 |
¥27.7万 |
+18.10% |
回到中轨 |
| 42 |
2026-09-14 |
2026-11-04 |
25.282832574999997 |
21.38859 |
¥-28.7万 |
-15.43% |
回到中轨 |
逐笔成交记录(共 84 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2016-03-11 |
跌破下轨 |
买入 |
117.47735999999999 |
8400.0 |
¥98.7万 |
|
| 2016-03-23 |
回到中轨 |
卖出 |
127.73214 |
8400.0 |
¥1.07M |
|
| 2016-04-21 |
跌破下轨 |
买入 |
116.51639999999999 |
9200.0 |
¥1.07M |
|
| 2016-05-06 |
回到中轨 |
卖出 |
128.84103 |
9200.0 |
¥1.18M |
|
| 2016-11-30 |
跌破下轨 |
买入 |
57.59 |
20600.0 |
¥1.19M |
|
| 2016-12-21 |
回到中轨 |
卖出 |
59.020920000000004 |
20600.0 |
¥1.22M |
|
| 2017-01-25 |
跌破下轨 |
买入 |
58.05799999999999 |
21100.0 |
¥1.23M |
|
| 2017-01-26 |
回到中轨 |
卖出 |
60.42951 |
21100.0 |
¥1.27M |
|
| 2017-05-11 |
跌破下轨 |
买入 |
62.43236999999999 |
20400.0 |
¥1.27M |
|
| 2017-06-12 |
回到中轨 |
卖出 |
56.943 |
20400.0 |
¥1.16M |
|
| 2017-06-23 |
跌破下轨 |
买入 |
43.94389999999999 |
26100.0 |
¥1.15M |
|
| 2017-08-14 |
回到中轨 |
卖出 |
44.08587 |
26100.0 |
¥1.15M |
|
| 2017-09-18 |
跌破下轨 |
买入 |
42.342299999999994 |
27400.0 |
¥1.16M |
|
| 2017-10-10 |
回到中轨 |
卖出 |
42.73722 |
27400.0 |
¥1.17M |
|
| 2017-10-19 |
跌破下轨 |
买入 |
40.370329999999996 |
29000.0 |
¥1.17M |
|
| 2017-10-24 |
回到中轨 |
卖出 |
41.76819 |
29000.0 |
¥1.21M |
|
| 2017-12-29 |
跌破下轨 |
买入 |
33.933899999999994 |
35500.0 |
¥1.21M |
|
| 2018-01-11 |
回到中轨 |
卖出 |
36.94302 |
35500.0 |
¥1.31M |
|
| 2018-02-01 |
跌破下轨 |
买入 |
30.040010000000002 |
40800.0 |
¥1.23M |
|
| 2018-02-28 |
回到中轨 |
卖出 |
32.78718 |
40800.0 |
¥1.34M |
|
| 2018-04-16 |
跌破下轨 |
买入 |
30.06003 |
47300.0 |
¥1.42M |
|
| 2018-05-17 |
回到中轨 |
卖出 |
26.683290000000003 |
47300.0 |
¥1.26M |
|
| 2018-06-01 |
跌破下轨 |
买入 |
24.01399 |
52300.0 |
¥1.26M |
|
| 2018-08-02 |
回到中轨 |
卖出 |
23.556420000000003 |
52300.0 |
¥1.23M |
|
| 2019-01-30 |
跌破下轨 |
买入 |
19.129109999999997 |
64800.0 |
¥1.24M |
|
| 2019-02-12 |
回到中轨 |
卖出 |
19.7802 |
64800.0 |
¥1.28M |
|
| 2019-05-07 |
跌破下轨 |
买入 |
18.017999999999997 |
71400.0 |
¥1.29M |
|
| 2019-05-28 |
回到中轨 |
卖出 |
18.491490000000002 |
71400.0 |
¥1.32M |
|
| 2019-07-19 |
跌破下轨 |
买入 |
17.76775 |
74300.0 |
¥1.32M |
|
| 2019-08-19 |
回到中轨 |
卖出 |
17.72 |
74300.0 |
¥1.32M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
16.896879999999996 |
77800.0 |
¥1.31M |
|
| 2020-02-19 |
回到中轨 |
卖出 |
18.44154 |
77800.0 |
¥1.43M |
|
| 2020-05-25 |
跌破下轨 |
买入 |
16.29628 |
88200.0 |
¥1.44M |
|
| 2020-06-02 |
回到中轨 |
卖出 |
16.71327 |
88200.0 |
¥1.47M |
|
| 2020-09-11 |
跌破下轨 |
买入 |
18.74873 |
78400.0 |
¥1.47M |
|
| 2020-10-13 |
回到中轨 |
卖出 |
19.5804 |
78400.0 |
¥1.53M |
|
| 2020-10-19 |
跌破下轨 |
买入 |
18.198179999999997 |
83700.0 |
¥1.52M |
|
| 2020-11-02 |
回到中轨 |
卖出 |
18.79119 |
83700.0 |
¥1.57M |
|
| 2021-02-08 |
跌破下轨 |
买入 |
16.18617 |
98000.0 |
¥1.59M |
|
| 2021-02-18 |
回到中轨 |
卖出 |
17.47251 |
98000.0 |
¥1.71M |
|
| 2021-03-11 |
跌破下轨 |
买入 |
15.565549999999998 |
109000.0 |
¥1.70M |
|
| 2021-04-09 |
回到中轨 |
卖出 |
14.70528 |
109000.0 |
¥1.60M |
|
| 2021-07-27 |
跌破下轨 |
买入 |
11.131119999999997 |
144100.0 |
¥1.60M |
|
| 2021-08-26 |
回到中轨 |
卖出 |
10.759229999999999 |
144100.0 |
¥1.55M |
|
| 2021-08-31 |
跌破下轨 |
买入 |
10.02001 |
153900.0 |
¥1.54M |
|
| 2021-09-02 |
回到中轨 |
卖出 |
10.63935 |
153900.0 |
¥1.64M |
|
| 2021-10-26 |
跌破下轨 |
买入 |
9.609599999999999 |
171300.0 |
¥1.65M |
|
| 2021-11-05 |
回到中轨 |
卖出 |
10.379610000000001 |
171300.0 |
¥1.78M |
|
| 2022-03-09 |
跌破下轨 |
买入 |
9.14914 |
195200.0 |
¥1.79M |
|
| 2022-03-14 |
回到中轨 |
卖出 |
9.950040000000001 |
195200.0 |
¥1.94M |
|
| 2022-04-18 |
跌破下轨 |
买入 |
9.109099999999998 |
211400.0 |
¥1.93M |
|
| 2022-05-23 |
回到中轨 |
卖出 |
8.56143 |
211400.0 |
¥1.81M |
|
| 2022-07-18 |
跌破下轨 |
买入 |
8.108099999999999 |
225000.0 |
¥1.82M |
|
| 2022-07-22 |
回到中轨 |
卖出 |
8.67132 |
225000.0 |
¥1.95M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
8.078069999999999 |
241300.0 |
¥1.95M |
|
| 2022-08-12 |
回到中轨 |
卖出 |
8.40159 |
241300.0 |
¥2.03M |
|
| 2022-09-09 |
跌破下轨 |
买入 |
8.208199999999998 |
246600.0 |
¥2.02M |
|
| 2022-10-18 |
回到中轨 |
卖出 |
7.83216 |
246600.0 |
¥1.93M |
|
| 2022-12-21 |
跌破下轨 |
买入 |
7.857849999999999 |
244100.0 |
¥1.92M |
|
| 2023-01-04 |
回到中轨 |
卖出 |
8.11188 |
244100.0 |
¥1.98M |
|
| 2023-07-03 |
跌破下轨 |
买入 |
17.88 |
110900.0 |
¥1.98M |
|
| 2023-08-15 |
回到中轨 |
卖出 |
14.57541 |
110900.0 |
¥1.62M |
|
| 2023-08-17 |
跌破下轨 |
买入 |
13.56355 |
120000.0 |
¥1.63M |
|
| 2023-08-30 |
回到中轨 |
卖出 |
14.2857 |
120000.0 |
¥1.71M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
11.47146 |
148000.0 |
¥1.70M |
|
| 2023-11-02 |
回到中轨 |
卖出 |
12.287700000000001 |
148000.0 |
¥1.82M |
|
| 2023-12-01 |
跌破下轨 |
买入 |
12.082069999999998 |
151100.0 |
¥1.83M |
|
| 2023-12-04 |
回到中轨 |
卖出 |
12.81717 |
151100.0 |
¥1.94M |
|
| 2023-12-26 |
跌破下轨 |
买入 |
11.111099999999999 |
172800.0 |
¥1.92M |
|
| 2024-02-20 |
回到中轨 |
卖出 |
10.06992 |
172800.0 |
¥1.74M |
|
| 2024-06-21 |
跌破下轨 |
买入 |
9.53953 |
184100.0 |
¥1.76M |
|
| 2024-08-01 |
回到中轨 |
卖出 |
9.32067 |
184100.0 |
¥1.72M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
12.011999999999999 |
143000.0 |
¥1.72M |
|
| 2025-01-22 |
回到中轨 |
卖出 |
11.99799 |
143000.0 |
¥1.72M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
12.522509999999999 |
136200.0 |
¥1.71M |
|
| 2025-04-23 |
回到中轨 |
卖出 |
13.71627 |
136200.0 |
¥1.87M |
|
| 2025-10-15 |
跌破下轨 |
买入 |
39.98995 |
46800.0 |
¥1.87M |
|
| 2025-11-25 |
回到中轨 |
卖出 |
37.6 |
46800.0 |
¥1.76M |
|
| 2026-05-18 |
跌破下轨 |
买入 |
28.62 |
58400.0 |
¥1.67M |
|
| 2026-06-23 |
回到中轨 |
卖出 |
25.544430000000002 |
58400.0 |
¥1.49M |
|
| 2026-07-24 |
跌破下轨 |
买入 |
24.524499999999996 |
62500.0 |
¥1.53M |
|
| 2026-08-03 |
回到中轨 |
卖出 |
28.98 |
62500.0 |
¥1.81M |
|
| 2026-09-14 |
跌破下轨 |
买入 |
25.275249999999996 |
73600.0 |
¥1.86M |
|
| 2026-11-04 |
回到中轨 |
卖出 |
21.38859 |
73600.0 |
¥1.57M |
|