002602 世纪华通 — 布林下轨抄底 回测明细
数据区间: 2015-12-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥30.8万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -69.15%）
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 38 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 |
2016-05-12 |
2016-07-04 |
20.306370083999997 |
19.04 |
¥-6.1万 |
-6.26% |
回到中轨 |
| 2 |
2016-07-28 |
2016-08-09 |
18.313782486999997 |
19.200779999999998 |
¥4.5万 |
+4.81% |
回到中轨 |
| 3 |
2017-04-27 |
2017-05-18 |
30.539659149999995 |
31.4685 |
¥2.9万 |
+3.01% |
回到中轨 |
| 4 |
2017-09-13 |
2017-10-12 |
32.12171362399999 |
32.21775 |
¥2,712 |
+0.27% |
回到中轨 |
| 5 |
2018-02-01 |
2018-03-02 |
33.02288389399999 |
32.97 |
¥-1,908 |
-0.19% |
回到中轨 |
| 6 |
2018-03-26 |
2018-04-02 |
30.920153263999996 |
33.74622 |
¥9.2万 |
+9.11% |
回到中轨 |
| 7 |
2018-06-05 |
2018-12-04 |
33.410019999999996 |
21.98799 |
¥-37.7万 |
-34.21% |
回到中轨 |
| 8 |
2019-01-15 |
2019-02-11 |
19.855954999999998 |
19.86012 |
¥-65 |
-0.01% |
回到中轨 |
| 9 |
2019-03-11 |
2019-04-02 |
19.104809723999995 |
19.85013 |
¥2.8万 |
+3.87% |
回到中轨 |
| 10 |
2019-05-21 |
2019-07-17 |
17.785334000000002 |
10.99899 |
¥-28.7万 |
-38.18% |
回到中轨 |
| 11 |
2019-07-30 |
2019-08-30 |
10.013002999999998 |
8.871120000000001 |
¥-5.4万 |
-11.43% |
回到中轨 |
| 12 |
2020-04-01 |
2020-04-09 |
12.396097714 |
13.47651 |
¥3.6万 |
+8.68% |
回到中轨 |
| 13 |
2020-08-12 |
2020-09-01 |
10.623796182999998 |
11.088899999999999 |
¥1.9万 |
+4.35% |
回到中轨 |
| 14 |
2020-09-11 |
2020-12-02 |
10.253315072 |
8.211780000000001 |
¥-9.4万 |
-19.94% |
回到中轨 |
| 15 |
2020-12-18 |
2021-02-19 |
7.40962222 |
6.453539999999999 |
¥-4.9万 |
-12.93% |
回到中轨 |
| 16 |
2021-05-06 |
2021-05-28 |
6.588555974 |
6.693300000000001 |
¥5,075 |
+1.56% |
回到中轨 |
| 17 |
2021-07-27 |
2021-08-20 |
5.807541739999999 |
5.474519999999999 |
¥-1.9万 |
-5.76% |
回到中轨 |
| 18 |
2021-11-03 |
2021-11-04 |
6.969050087999999 |
7.41258 |
¥2.0万 |
+6.33% |
回到中轨 |
| 19 |
2022-01-24 |
2022-03-24 |
7.870220358 |
6.33366 |
¥-6.5万 |
-19.55% |
回到中轨 |
| 20 |
2022-04-15 |
2022-05-24 |
5.617294683 |
4.70529 |
¥-4.3万 |
-16.26% |
回到中轨 |
| 21 |
2022-07-07 |
2022-07-20 |
4.6313889999999995 |
4.70529 |
¥3,523 |
+1.57% |
回到中轨 |
| 22 |
2022-08-03 |
2022-08-09 |
4.275552280999999 |
4.57542 |
¥1.6万 |
+6.98% |
回到中轨 |
| 23 |
2022-09-08 |
2022-10-18 |
4.375682311 |
3.9860100000000003 |
¥-2.2万 |
-8.93% |
回到中轨 |
| 24 |
2022-12-21 |
2023-01-10 |
3.7849151339999993 |
3.86613 |
¥4,715 |
+2.12% |
回到中轨 |
| 25 |
2023-05-08 |
2023-05-30 |
5.967749787999999 |
5.73426 |
¥-8,962 |
-3.94% |
回到中轨 |
| 26 |
2023-07-24 |
2023-08-15 |
5.697398707 |
5.62437 |
¥-2,847 |
-1.31% |
回到中轨 |
| 27 |
2023-11-28 |
2023-12-12 |
5.5572166649999994 |
5.7942 |
¥9,128 |
+4.23% |
回到中轨 |
| 28 |
2023-12-25 |
2024-01-17 |
4.956436484999999 |
5.15484 |
¥8,563 |
+3.97% |
回到中轨 |
| 29 |
2024-01-23 |
2024-02-23 |
4.666059398 |
4.6353599999999995 |
¥-1,592 |
-0.69% |
回到中轨 |
| 30 |
2024-06-11 |
2024-08-01 |
3.6347200889999995 |
3.2767199999999996 |
¥-2.3万 |
-9.88% |
回到中轨 |
| 31 |
2024-08-23 |
2024-08-30 |
3.033939909 |
3.20679 |
¥1.2万 |
+5.67% |
回到中轨 |
| 32 |
2025-04-09 |
2025-04-16 |
5.857606754999999 |
6.91308 |
¥3.8万 |
+17.98% |
回到中轨 |
| 33 |
2025-11-18 |
2025-11-26 |
16.341220896 |
18.031950000000002 |
¥2.6万 |
+10.31% |
回到中轨 |
| 34 |
2026-03-03 |
2026-04-02 |
17.62288528 |
16.983 |
¥-1.0万 |
-3.66% |
回到中轨 |
| 35 |
2026-05-12 |
2026-06-02 |
15.239790565999996 |
15.31467 |
¥1,258 |
+0.46% |
回到中轨 |
| 36 |
2026-06-16 |
2026-07-01 |
13.878022157999997 |
14.195789999999999 |
¥6,207 |
+2.26% |
回到中轨 |
| 37 |
2026-07-23 |
2026-07-30 |
12.70381 |
13.436549999999997 |
¥1.6万 |
+5.74% |
回到中轨 |
| 38 |
2026-10-19 |
2026-11-03 |
12.115733629999998 |
12.4875 |
¥8,943 |
+3.04% |
回到中轨 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-05-12 |
跌破下轨 |
买入 |
20.300279999999997 |
48100.0 |
¥97.7万 |
|
| 2016-07-04 |
回到中轨 |
卖出 |
19.04 |
48100.0 |
¥91.6万 |
|
| 2016-07-28 |
跌破下轨 |
买入 |
18.308289999999996 |
51000.0 |
¥93.4万 |
|
| 2016-08-09 |
回到中轨 |
卖出 |
19.200779999999998 |
51000.0 |
¥97.9万 |
|
| 2017-04-27 |
跌破下轨 |
买入 |
30.530499999999996 |
31900.0 |
¥97.4万 |
|
| 2017-05-18 |
回到中轨 |
卖出 |
31.4685 |
31900.0 |
¥1.00M |
|
| 2017-09-13 |
跌破下轨 |
买入 |
32.11207999999999 |
31400.0 |
¥1.01M |
|
| 2017-10-12 |
回到中轨 |
卖出 |
32.21775 |
31400.0 |
¥1.01M |
|
| 2018-02-01 |
跌破下轨 |
买入 |
33.01297999999999 |
30400.0 |
¥1.00M |
|
| 2018-03-02 |
回到中轨 |
卖出 |
32.97 |
30400.0 |
¥1.00M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
30.910879999999995 |
32500.0 |
¥1.00M |
|
| 2018-04-02 |
回到中轨 |
卖出 |
33.74622 |
32500.0 |
¥1.10M |
|
| 2018-06-05 |
跌破下轨 |
买入 |
33.4 |
33000.0 |
¥1.10M |
|
| 2018-12-04 |
回到中轨 |
卖出 |
21.98799 |
33000.0 |
¥72.5万 |
|
| 2019-01-15 |
跌破下轨 |
买入 |
19.85 |
36400.0 |
¥72.3万 |
|
| 2019-02-11 |
回到中轨 |
卖出 |
19.86012 |
36400.0 |
¥72.3万 |
|
| 2019-03-11 |
跌破下轨 |
买入 |
19.099079999999997 |
38100.0 |
¥72.8万 |
|
| 2019-04-02 |
回到中轨 |
卖出 |
19.85013 |
38100.0 |
¥75.6万 |
|
| 2019-05-21 |
跌破下轨 |
买入 |
17.78 |
42300.0 |
¥75.2万 |
|
| 2019-07-17 |
回到中轨 |
卖出 |
10.99899 |
42300.0 |
¥46.5万 |
|
| 2019-07-30 |
跌破下轨 |
买入 |
10.009999999999998 |
46800.0 |
¥46.9万 |
|
| 2019-08-30 |
回到中轨 |
卖出 |
8.871120000000001 |
46800.0 |
¥41.5万 |
|
| 2020-04-01 |
跌破下轨 |
买入 |
12.39238 |
33500.0 |
¥41.5万 |
|
| 2020-04-09 |
回到中轨 |
卖出 |
13.47651 |
33500.0 |
¥45.1万 |
|
| 2020-08-12 |
跌破下轨 |
买入 |
10.620609999999997 |
42100.0 |
¥44.7万 |
|
| 2020-09-01 |
回到中轨 |
卖出 |
11.088899999999999 |
42100.0 |
¥46.7万 |
|
| 2020-09-11 |
跌破下轨 |
买入 |
10.25024 |
45800.0 |
¥47.0万 |
|
| 2020-12-02 |
回到中轨 |
卖出 |
8.211780000000001 |
45800.0 |
¥37.6万 |
|
| 2020-12-18 |
跌破下轨 |
买入 |
7.407399999999999 |
50900.0 |
¥37.7万 |
|
| 2021-02-19 |
回到中轨 |
卖出 |
6.453539999999999 |
50900.0 |
¥32.8万 |
|
| 2021-05-06 |
跌破下轨 |
买入 |
6.58658 |
49400.0 |
¥32.5万 |
|
| 2021-05-28 |
回到中轨 |
卖出 |
6.693300000000001 |
49400.0 |
¥33.1万 |
|
| 2021-07-27 |
跌破下轨 |
买入 |
5.805799999999999 |
57400.0 |
¥33.3万 |
|
| 2021-08-20 |
回到中轨 |
卖出 |
5.474519999999999 |
57400.0 |
¥31.4万 |
|
| 2021-11-03 |
跌破下轨 |
买入 |
6.9669599999999985 |
45100.0 |
¥31.4万 |
|
| 2021-11-04 |
回到中轨 |
卖出 |
7.41258 |
45100.0 |
¥33.4万 |
|
| 2022-01-24 |
跌破下轨 |
买入 |
7.867859999999999 |
42200.0 |
¥33.2万 |
|
| 2022-03-24 |
回到中轨 |
卖出 |
6.33366 |
42200.0 |
¥26.7万 |
|
| 2022-04-15 |
跌破下轨 |
买入 |
5.615609999999999 |
47600.0 |
¥26.7万 |
|
| 2022-05-24 |
回到中轨 |
卖出 |
4.70529 |
47600.0 |
¥22.4万 |
|
| 2022-07-07 |
跌破下轨 |
买入 |
4.63 |
48600.0 |
¥22.5万 |
|
| 2022-07-20 |
回到中轨 |
卖出 |
4.70529 |
48600.0 |
¥22.9万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
4.274269999999999 |
53500.0 |
¥22.9万 |
|
| 2022-08-09 |
回到中轨 |
卖出 |
4.57542 |
53500.0 |
¥24.5万 |
|
| 2022-09-08 |
跌破下轨 |
买入 |
4.37437 |
56000.0 |
¥24.5万 |
|
| 2022-10-18 |
回到中轨 |
卖出 |
3.9860100000000003 |
56000.0 |
¥22.3万 |
|
| 2022-12-21 |
跌破下轨 |
买入 |
3.7837799999999993 |
58900.0 |
¥22.3万 |
|
| 2023-01-10 |
回到中轨 |
卖出 |
3.86613 |
58900.0 |
¥22.8万 |
|
| 2023-05-08 |
跌破下轨 |
买入 |
5.965959999999999 |
38100.0 |
¥22.7万 |
|
| 2023-05-30 |
回到中轨 |
卖出 |
5.73426 |
38100.0 |
¥21.8万 |
|
| 2023-07-24 |
跌破下轨 |
买入 |
5.69569 |
38100.0 |
¥21.7万 |
|
| 2023-08-15 |
回到中轨 |
卖出 |
5.62437 |
38100.0 |
¥21.4万 |
|
| 2023-11-28 |
跌破下轨 |
买入 |
5.555549999999999 |
38800.0 |
¥21.6万 |
|
| 2023-12-12 |
回到中轨 |
卖出 |
5.7942 |
38800.0 |
¥22.5万 |
|
| 2023-12-25 |
跌破下轨 |
买入 |
4.954949999999999 |
43500.0 |
¥21.6万 |
|
| 2024-01-17 |
回到中轨 |
卖出 |
5.15484 |
43500.0 |
¥22.4万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
4.66466 |
49600.0 |
¥23.1万 |
|
| 2024-02-23 |
回到中轨 |
卖出 |
4.6353599999999995 |
49600.0 |
¥23.0万 |
|
| 2024-06-11 |
跌破下轨 |
买入 |
3.6336299999999997 |
63100.0 |
¥22.9万 |
|
| 2024-08-01 |
回到中轨 |
卖出 |
3.2767199999999996 |
63100.0 |
¥20.7万 |
|
| 2024-08-23 |
跌破下轨 |
买入 |
3.0330299999999997 |
69000.0 |
¥20.9万 |
|
| 2024-08-30 |
回到中轨 |
卖出 |
3.20679 |
69000.0 |
¥22.1万 |
|
| 2025-04-09 |
跌破下轨 |
买入 |
5.855849999999999 |
36100.0 |
¥21.1万 |
|
| 2025-04-16 |
回到中轨 |
卖出 |
6.91308 |
36100.0 |
¥24.9万 |
|
| 2025-11-18 |
跌破下轨 |
买入 |
16.336319999999997 |
15700.0 |
¥25.7万 |
|
| 2025-11-26 |
回到中轨 |
卖出 |
18.031950000000002 |
15700.0 |
¥28.3万 |
|
| 2026-03-03 |
跌破下轨 |
买入 |
17.6176 |
16200.0 |
¥28.5万 |
|
| 2026-04-02 |
回到中轨 |
卖出 |
16.983 |
16200.0 |
¥27.5万 |
|
| 2026-05-12 |
跌破下轨 |
买入 |
15.235219999999998 |
17900.0 |
¥27.3万 |
|
| 2026-06-02 |
回到中轨 |
卖出 |
15.31467 |
17900.0 |
¥27.4万 |
|
| 2026-06-16 |
跌破下轨 |
买入 |
13.873859999999997 |
19800.0 |
¥27.5万 |
|
| 2026-07-01 |
回到中轨 |
卖出 |
14.195789999999999 |
19800.0 |
¥28.1万 |
|
| 2026-07-23 |
跌破下轨 |
买入 |
12.7 |
22100.0 |
¥28.1万 |
|
| 2026-07-30 |
回到中轨 |
卖出 |
13.436549999999997 |
22100.0 |
¥29.7万 |
|
| 2026-10-19 |
跌破下轨 |
买入 |
12.112099999999998 |
24300.0 |
¥29.4万 |
|
| 2026-11-03 |
回到中轨 |
卖出 |
12.4875 |
24300.0 |
¥30.3万 |
|