002648 卫星化学 — 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: ¥1.78M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +77.68%）
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 39 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 |
2015-08-24 |
2015-09-29 |
10.563718165 |
8.40159 |
¥-19.4万 |
-20.49% |
回到中轨 |
| 2 |
2015-11-30 |
2015-12-16 |
9.852794951999998 |
10.439549999999999 |
¥4.8万 |
+5.92% |
回到中轨 |
| 3 |
2016-01-11 |
2016-02-17 |
8.741351619000001 |
7.822170000000001 |
¥-8.8万 |
-10.54% |
回到中轨 |
| 4 |
2016-05-10 |
2016-06-01 |
8.190636454 |
8.72127 |
¥4.9万 |
+6.45% |
回到中轨 |
| 5 |
2017-04-18 |
2017-05-02 |
12.285954680999998 |
13.13685 |
¥5.6万 |
+6.89% |
回到中轨 |
| 6 |
2017-07-18 |
2017-07-24 |
14.859296451999999 |
16.273709999999998 |
¥8.2万 |
+9.49% |
回到中轨 |
| 7 |
2017-10-31 |
2017-11-15 |
14.689075401 |
14.8851 |
¥1.2万 |
+1.30% |
回到中轨 |
| 8 |
2018-02-02 |
2018-03-02 |
17.042131106 |
16.37361 |
¥-3.8万 |
-3.95% |
回到中轨 |
| 9 |
2018-03-26 |
2018-05-15 |
15.369959604999996 |
13.22676 |
¥-12.9万 |
-13.97% |
回到中轨 |
| 10 |
2018-06-19 |
2018-07-16 |
12.20366 |
10.779209999999999 |
¥-9.3万 |
-11.70% |
回到中轨 |
| 11 |
2018-08-03 |
2018-08-14 |
9.772690927999998 |
10.5894 |
¥5.8万 |
+8.32% |
回到中轨 |
| 12 |
2018-10-12 |
2018-11-05 |
10.113133029999998 |
10.53945 |
¥3.1万 |
+4.18% |
回到中轨 |
| 13 |
2018-11-26 |
2018-12-04 |
9.632889 |
10.349639999999999 |
¥5.9万 |
+7.41% |
回到中轨 |
| 14 |
2019-01-04 |
2019-01-14 |
9.332118796 |
9.8901 |
¥5.1万 |
+5.95% |
回到中轨 |
| 15 |
2019-05-08 |
2019-06-14 |
14.999478493999998 |
14.25573 |
¥-4.4万 |
-4.99% |
回到中轨 |
| 16 |
2020-02-04 |
2020-02-10 |
13.928087173 |
17.682299999999998 |
¥22.0万 |
+26.92% |
回到中轨 |
| 17 |
2020-03-13 |
2020-04-10 |
14.508841346999999 |
14.035950000000001 |
¥-3.3万 |
-3.29% |
回到中轨 |
| 18 |
2020-09-11 |
2020-09-17 |
17.22236516 |
19.03095 |
¥10.9万 |
+10.47% |
回到中轨 |
| 19 |
2021-06-04 |
2021-06-28 |
33.373338999 |
37.92204 |
¥15.5万 |
+13.60% |
回到中轨 |
| 20 |
2021-11-05 |
2021-11-10 |
35.866576746 |
40.339620000000004 |
¥16.1万 |
+12.44% |
回到中轨 |
| 21 |
2022-04-22 |
2022-05-18 |
36.046810799999996 |
36.64332 |
¥2.3万 |
+1.62% |
回到中轨 |
| 22 |
2022-06-07 |
2022-08-12 |
27.816122333999996 |
23.60637 |
¥-22.6万 |
-15.16% |
回到中轨 |
| 23 |
2022-10-14 |
2022-11-08 |
13.387385010999996 |
14.26572 |
¥8.3万 |
+6.53% |
回到中轨 |
| 24 |
2023-03-08 |
2023-04-03 |
16.374911 |
15.984000000000002 |
¥-3.2万 |
-2.42% |
回到中轨 |
| 25 |
2023-04-24 |
2023-06-05 |
14.598958373999999 |
13.99599 |
¥-5.5万 |
-4.16% |
回到中轨 |
| 26 |
2023-08-14 |
2023-08-31 |
14.964488 |
15.2847 |
¥2.6万 |
+2.11% |
回到中轨 |
| 27 |
2023-10-09 |
2023-10-12 |
15.349933599 |
16.05393 |
¥5.9万 |
+4.55% |
回到中轨 |
| 28 |
2023-12-06 |
2023-12-13 |
15.349933598999996 |
15.874110000000002 |
¥4.6万 |
+3.38% |
回到中轨 |
| 29 |
2023-12-18 |
2024-01-04 |
14.749153418999999 |
15.184799999999997 |
¥4.0万 |
+2.92% |
回到中轨 |
| 30 |
2024-01-18 |
2024-01-26 |
13.868009154999998 |
14.43555 |
¥5.8万 |
+4.06% |
回到中轨 |
| 31 |
2024-06-28 |
2024-07-02 |
17.652924288999994 |
18.80118 |
¥9.6万 |
+6.47% |
回到中轨 |
| 32 |
2024-07-24 |
2024-09-02 |
16.942001076 |
16.23375 |
¥-6.7万 |
-4.21% |
回到中轨 |
| 33 |
2024-09-06 |
2024-09-25 |
15.254574999999999 |
16.15 |
¥8.9万 |
+5.84% |
回到中轨 |
| 34 |
2024-11-19 |
2024-12-13 |
18.193626451 |
17.982 |
¥-1.9万 |
-1.19% |
回到中轨 |
| 35 |
2025-04-08 |
2025-04-28 |
17.723015309999994 |
18.85113 |
¥9.1万 |
+6.33% |
回到中轨 |
| 36 |
2025-05-28 |
2025-06-27 |
17.222365159999995 |
17.012970000000003 |
¥-2.1万 |
-1.25% |
回到中轨 |
| 37 |
2025-09-19 |
2025-10-10 |
18.844471646 |
19.55043 |
¥6.1万 |
+3.72% |
回到中轨 |
| 38 |
2026-05-26 |
2026-06-24 |
24.001168190999998 |
26.34363 |
¥16.7万 |
+9.73% |
回到中轨 |
| 39 |
2026-10-19 |
2026-11-13 |
24.842260442999997 |
23.35 |
¥-11.3万 |
-6.04% |
强平 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-08-24 |
跌破下轨 |
买入 |
10.56055 |
89700.0 |
¥94.8万 |
|
| 2015-09-29 |
回到中轨 |
卖出 |
8.40159 |
89700.0 |
¥75.3万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
9.849839999999999 |
81400.0 |
¥80.2万 |
|
| 2015-12-16 |
回到中轨 |
卖出 |
10.439549999999999 |
81400.0 |
¥85.0万 |
|
| 2016-01-11 |
跌破下轨 |
买入 |
8.73873 |
95200.0 |
¥83.2万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
7.822170000000001 |
95200.0 |
¥74.4万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
8.18818 |
93200.0 |
¥76.3万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
8.72127 |
93200.0 |
¥81.3万 |
|
| 2017-04-18 |
跌破下轨 |
买入 |
12.282269999999999 |
66200.0 |
¥81.3万 |
|
| 2017-05-02 |
回到中轨 |
卖出 |
13.13685 |
66200.0 |
¥86.9万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
14.854839999999998 |
58100.0 |
¥86.3万 |
|
| 2017-07-24 |
回到中轨 |
卖出 |
16.273709999999998 |
58100.0 |
¥94.5万 |
|
| 2017-10-31 |
跌破下轨 |
买入 |
14.684669999999999 |
64700.0 |
¥95.0万 |
|
| 2017-11-15 |
回到中轨 |
卖出 |
14.8851 |
64700.0 |
¥96.3万 |
|
| 2018-02-02 |
跌破下轨 |
买入 |
17.03702 |
55800.0 |
¥95.1万 |
|
| 2018-03-02 |
回到中轨 |
卖出 |
16.37361 |
55800.0 |
¥91.3万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
15.365349999999996 |
60100.0 |
¥92.4万 |
|
| 2018-05-15 |
回到中轨 |
卖出 |
13.22676 |
60100.0 |
¥79.5万 |
|
| 2018-06-19 |
跌破下轨 |
买入 |
12.2 |
65100.0 |
¥79.4万 |
|
| 2018-07-16 |
回到中轨 |
卖出 |
10.779209999999999 |
65100.0 |
¥70.2万 |
|
| 2018-08-03 |
跌破下轨 |
买入 |
9.769759999999998 |
70800.0 |
¥69.2万 |
|
| 2018-08-14 |
回到中轨 |
卖出 |
10.5894 |
70800.0 |
¥75.0万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
10.1101 |
74100.0 |
¥74.9万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
10.53945 |
74100.0 |
¥78.1万 |
|
| 2018-11-26 |
跌破下轨 |
买入 |
9.63 |
82400.0 |
¥79.4万 |
|
| 2018-12-04 |
回到中轨 |
卖出 |
10.349639999999999 |
82400.0 |
¥85.3万 |
|
| 2019-01-04 |
跌破下轨 |
买入 |
9.32932 |
91200.0 |
¥85.1万 |
|
| 2019-01-14 |
回到中轨 |
卖出 |
9.8901 |
91200.0 |
¥90.2万 |
|
| 2019-05-08 |
跌破下轨 |
买入 |
14.994979999999998 |
58400.0 |
¥87.6万 |
|
| 2019-06-14 |
回到中轨 |
卖出 |
14.25573 |
58400.0 |
¥83.2万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
13.92391 |
58600.0 |
¥81.6万 |
|
| 2020-02-10 |
回到中轨 |
卖出 |
17.682299999999998 |
58600.0 |
¥1.04M |
|
| 2020-03-13 |
跌破下轨 |
买入 |
14.504489999999999 |
69600.0 |
¥1.01M |
|
| 2020-04-10 |
回到中轨 |
卖出 |
14.035950000000001 |
69600.0 |
¥97.7万 |
|
| 2020-09-11 |
跌破下轨 |
买入 |
17.2172 |
60200.0 |
¥1.04M |
|
| 2020-09-17 |
回到中轨 |
卖出 |
19.03095 |
60200.0 |
¥1.15M |
|
| 2021-06-04 |
跌破下轨 |
买入 |
33.36333 |
34100.0 |
¥1.14M |
|
| 2021-06-28 |
回到中轨 |
卖出 |
37.92204 |
34100.0 |
¥1.29M |
|
| 2021-11-05 |
跌破下轨 |
买入 |
35.855819999999994 |
36200.0 |
¥1.30M |
|
| 2021-11-10 |
回到中轨 |
卖出 |
40.339620000000004 |
36200.0 |
¥1.46M |
|
| 2022-04-22 |
跌破下轨 |
买入 |
36.035999999999994 |
39600.0 |
¥1.43M |
|
| 2022-05-18 |
回到中轨 |
卖出 |
36.64332 |
39600.0 |
¥1.45M |
|
| 2022-06-07 |
跌破下轨 |
买入 |
27.807779999999998 |
53700.0 |
¥1.49M |
|
| 2022-08-12 |
回到中轨 |
卖出 |
23.60637 |
53700.0 |
¥1.27M |
|
| 2022-10-14 |
跌破下轨 |
买入 |
13.383369999999996 |
94600.0 |
¥1.27M |
|
| 2022-11-08 |
回到中轨 |
卖出 |
14.26572 |
94600.0 |
¥1.35M |
|
| 2023-03-08 |
跌破下轨 |
买入 |
16.37 |
81900.0 |
¥1.34M |
|
| 2023-04-03 |
回到中轨 |
卖出 |
15.984000000000002 |
81900.0 |
¥1.31M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
14.594579999999999 |
90100.0 |
¥1.32M |
|
| 2023-06-05 |
回到中轨 |
卖出 |
13.99599 |
90100.0 |
¥1.26M |
|
| 2023-08-14 |
跌破下轨 |
买入 |
14.96 |
83200.0 |
¥1.25M |
|
| 2023-08-31 |
回到中轨 |
卖出 |
15.2847 |
83200.0 |
¥1.27M |
|
| 2023-10-09 |
跌破下轨 |
买入 |
15.345329999999999 |
83800.0 |
¥1.29M |
|
| 2023-10-12 |
回到中轨 |
卖出 |
16.05393 |
83800.0 |
¥1.34M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
15.345329999999999 |
87600.0 |
¥1.34M |
|
| 2023-12-13 |
回到中轨 |
卖出 |
15.874110000000002 |
87600.0 |
¥1.39M |
|
| 2023-12-18 |
跌破下轨 |
买入 |
14.744729999999999 |
93500.0 |
¥1.38M |
|
| 2024-01-04 |
回到中轨 |
卖出 |
15.184799999999997 |
93500.0 |
¥1.42M |
|
| 2024-01-18 |
跌破下轨 |
买入 |
13.863849999999998 |
102700.0 |
¥1.42M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
14.43555 |
102700.0 |
¥1.48M |
|
| 2024-06-28 |
跌破下轨 |
买入 |
17.647629999999996 |
84300.0 |
¥1.49M |
|
| 2024-07-02 |
回到中轨 |
卖出 |
18.80118 |
84300.0 |
¥1.58M |
|
| 2024-07-24 |
跌破下轨 |
买入 |
16.93692 |
93400.0 |
¥1.58M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
16.23375 |
93400.0 |
¥1.52M |
|
| 2024-09-06 |
跌破下轨 |
买入 |
15.25 |
99700.0 |
¥1.52M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
16.15 |
99700.0 |
¥1.61M |
|
| 2024-11-19 |
跌破下轨 |
买入 |
18.18817 |
88000.0 |
¥1.60M |
|
| 2024-12-13 |
回到中轨 |
卖出 |
17.982 |
88000.0 |
¥1.58M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
17.717699999999997 |
80900.0 |
¥1.43M |
|
| 2025-04-28 |
回到中轨 |
卖出 |
18.85113 |
80900.0 |
¥1.52M |
|
| 2025-05-28 |
跌破下轨 |
买入 |
17.2172 |
97500.0 |
¥1.68M |
|
| 2025-06-27 |
回到中轨 |
卖出 |
17.012970000000003 |
97500.0 |
¥1.66M |
|
| 2025-09-19 |
跌破下轨 |
买入 |
18.83882 |
87500.0 |
¥1.65M |
|
| 2025-10-10 |
回到中轨 |
卖出 |
19.55043 |
87500.0 |
¥1.71M |
|
| 2026-05-26 |
跌破下轨 |
买入 |
23.993969999999997 |
71400.0 |
¥1.71M |
|
| 2026-06-24 |
回到中轨 |
卖出 |
26.34363 |
71400.0 |
¥1.88M |
|
| 2026-10-19 |
跌破下轨 |
买入 |
24.834809999999997 |
75600.0 |
¥1.88M |
|
| 2026-11-13 |
强平 |
卖出 |
23.35 |
75600 |
¥1.76M |
回测结束强平 |