002709 天赐材料 — 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: ¥60.1万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -39.85%）
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 |
2015-06-26 |
2015-07-22 |
45.003497 |
37.35261 |
¥-16.6万 |
-17.03% |
回到中轨 |
| 2 |
2016-01-05 |
2016-02-04 |
68.28868046 |
63.21672 |
¥-5.7万 |
-7.46% |
回到中轨 |
| 3 |
2016-05-16 |
2016-06-13 |
56.67359698 |
63.876059999999995 |
¥9.6万 |
+12.67% |
回到中轨 |
| 4 |
2016-07-20 |
2016-08-17 |
66.59648295299999 |
59.74019999999999 |
¥-9.0万 |
-10.32% |
回到中轨 |
| 5 |
2016-09-14 |
2016-10-18 |
52.465735 |
50.19 |
¥-3.4万 |
-4.37% |
回到中轨 |
| 6 |
2016-11-15 |
2017-01-05 |
53.075917999999994 |
46.503449999999994 |
¥-9.2万 |
-12.41% |
回到中轨 |
| 7 |
2017-03-31 |
2017-04-06 |
48.16254443 |
52.40754 |
¥5.7万 |
+8.78% |
回到中轨 |
| 8 |
2017-04-17 |
2017-06-08 |
46.440307913999995 |
37.6623 |
¥-13.4万 |
-18.93% |
回到中轨 |
| 9 |
2017-08-09 |
2017-09-04 |
44.507798335 |
45.2 |
¥8,822 |
+1.52% |
回到中轨 |
| 10 |
2017-10-13 |
2017-11-09 |
49.133805721 |
49.440509999999996 |
¥3,502 |
+0.59% |
回到中轨 |
| 11 |
2017-11-17 |
2017-12-13 |
43.035886893999994 |
43.09686 |
¥658 |
+0.11% |
回到中轨 |
| 12 |
2018-04-27 |
2018-05-11 |
42.392714000000005 |
43.6563 |
¥1.8万 |
+2.95% |
回到中轨 |
| 13 |
2018-06-04 |
2018-06-07 |
41.25357236 |
43.4565 |
¥3.2万 |
+5.31% |
回到中轨 |
| 14 |
2018-06-20 |
2018-07-11 |
37.54876125 |
37.7622 |
¥3,436 |
+0.54% |
回到中轨 |
| 15 |
2018-08-01 |
2018-09-20 |
31.50945 |
24.34563 |
¥-14.3万 |
-22.76% |
回到中轨 |
| 16 |
2018-10-12 |
2018-11-05 |
20.186054 |
20.979 |
¥1.9万 |
+3.90% |
回到中轨 |
| 17 |
2019-01-02 |
2019-01-16 |
21.688164498 |
22.93704 |
¥3.0万 |
+5.73% |
回到中轨 |
| 18 |
2019-03-28 |
2019-04-09 |
30.92015326399999 |
33.49647 |
¥4.6万 |
+8.30% |
回到中轨 |
| 19 |
2019-04-29 |
2019-06-20 |
28.356824495999998 |
23.53644 |
¥-10.1万 |
-17.02% |
回到中轨 |
| 20 |
2019-07-04 |
2019-08-02 |
16.271129875 |
16.4835 |
¥6,326 |
+1.27% |
回到中轨 |
| 21 |
2019-10-08 |
2019-10-29 |
15.990765790999998 |
16.443540000000002 |
¥1.4万 |
+2.80% |
回到中轨 |
| 22 |
2021-03-24 |
2021-04-02 |
74.216378236 |
84.96495 |
¥7.3万 |
+14.45% |
回到中轨 |
| 23 |
2021-04-28 |
2021-05-21 |
60.95916226399999 |
76.43349 |
¥14.5万 |
+25.35% |
回到中轨 |
| 24 |
2021-07-20 |
2021-07-26 |
93.42131798999999 |
105.0948 |
¥9.1万 |
+12.46% |
回到中轨 |
| 25 |
2021-12-14 |
2022-02-18 |
124.05109416699999 |
96.77313000000001 |
¥-18.0万 |
-22.01% |
回到中轨 |
| 26 |
2022-04-12 |
2022-05-12 |
85.11052550000001 |
77.922 |
¥-5.4万 |
-8.47% |
回到中轨 |
| 27 |
2022-05-17 |
2022-06-13 |
37.54876124999999 |
45.654300000000006 |
¥12.8万 |
+21.55% |
回到中轨 |
| 28 |
2022-09-01 |
2022-09-22 |
47.631855271 |
48.111839999999994 |
¥7,030 |
+0.98% |
回到中轨 |
| 29 |
2023-01-03 |
2023-01-11 |
43.656693080000004 |
47.11284 |
¥5.7万 |
+7.88% |
回到中轨 |
| 30 |
2023-02-20 |
2023-04-03 |
44.183251 |
41.878080000000004 |
¥-4.1万 |
-5.25% |
回到中轨 |
| 31 |
2023-04-26 |
2023-04-27 |
38.900516655 |
42.21774 |
¥6.3万 |
+8.49% |
回到中轨 |
| 32 |
2023-07-17 |
2023-08-08 |
38.61158 |
36.963 |
¥-3.4万 |
-4.30% |
回到中轨 |
| 33 |
2023-08-22 |
2023-10-13 |
34.294535274999994 |
27.862109999999998 |
¥-14.5万 |
-18.78% |
回到中轨 |
| 34 |
2023-10-20 |
2023-10-30 |
25.683352695 |
26.78319 |
¥2.7万 |
+4.25% |
回到中轨 |
| 35 |
2023-11-24 |
2023-12-29 |
26.173989842 |
25.29468 |
¥-2.2万 |
-3.39% |
回到中轨 |
| 36 |
2024-01-30 |
2024-02-27 |
19.655524888999995 |
19.46052 |
¥-6,407 |
-1.02% |
回到中轨 |
| 37 |
2024-06-11 |
2024-06-18 |
18.764367621999995 |
20.34963 |
¥5.2万 |
+8.42% |
回到中轨 |
| 38 |
2024-06-26 |
2024-09-04 |
17.823145339999996 |
14.18 |
¥-13.9万 |
-20.46% |
回到中轨 |
| 39 |
2024-09-23 |
2024-09-25 |
12.966838884999998 |
14.4855 |
¥6.3万 |
+11.68% |
回到中轨 |
| 40 |
2025-01-03 |
2025-02-07 |
18.884523657999996 |
19.0809 |
¥6,063 |
+1.01% |
回到中轨 |
| 41 |
2025-04-01 |
2025-05-06 |
18.744341616 |
17.46252 |
¥-4.2万 |
-6.87% |
回到中轨 |
| 42 |
2025-06-23 |
2025-06-25 |
16.541480955999997 |
17.95203 |
¥4.8万 |
+8.49% |
回到中轨 |
| 43 |
2026-02-06 |
2026-02-13 |
38.92054266099999 |
41.54 |
¥4.0万 |
+6.70% |
回到中轨 |
| 44 |
2026-07-09 |
2026-08-06 |
44.13731722399999 |
39.02094 |
¥-7.5万 |
-11.62% |
回到中轨 |
| 45 |
2026-09-07 |
2026-10-12 |
33.873989148999996 |
35.64432 |
¥3.0万 |
+5.19% |
回到中轨 |
| 46 |
2026-10-19 |
2026-11-06 |
28.568568000000003 |
28.13 |
¥-9,432 |
-1.56% |
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 |
|---|
| 2015-06-26 |
跌破下轨 |
买入 |
44.99 |
21600.0 |
¥97.2万 |
|
| 2015-07-22 |
回到中轨 |
卖出 |
37.35261 |
21600.0 |
¥80.7万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
68.2682 |
11100.0 |
¥75.8万 |
|
| 2016-02-04 |
回到中轨 |
卖出 |
63.21672 |
11100.0 |
¥70.1万 |
|
| 2016-05-16 |
跌破下轨 |
买入 |
56.6566 |
13400.0 |
¥75.9万 |
|
| 2016-06-13 |
回到中轨 |
卖出 |
63.876059999999995 |
13400.0 |
¥85.6万 |
|
| 2016-07-20 |
跌破下轨 |
买入 |
66.57651 |
13100.0 |
¥87.2万 |
|
| 2016-08-17 |
回到中轨 |
卖出 |
59.74019999999999 |
13100.0 |
¥78.2万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
52.45 |
14800.0 |
¥77.6万 |
|
| 2016-10-18 |
回到中轨 |
卖出 |
50.19 |
14800.0 |
¥74.3万 |
|
| 2016-11-15 |
跌破下轨 |
买入 |
53.06 |
14000.0 |
¥74.3万 |
|
| 2017-01-05 |
回到中轨 |
卖出 |
46.503449999999994 |
14000.0 |
¥65.1万 |
|
| 2017-03-31 |
跌破下轨 |
买入 |
48.1481 |
13500.0 |
¥65.0万 |
|
| 2017-04-06 |
回到中轨 |
卖出 |
52.40754 |
13500.0 |
¥70.7万 |
|
| 2017-04-17 |
跌破下轨 |
买入 |
46.426379999999995 |
15200.0 |
¥70.6万 |
|
| 2017-06-08 |
回到中轨 |
卖出 |
37.6623 |
15200.0 |
¥57.2万 |
|
| 2017-08-09 |
跌破下轨 |
买入 |
44.49445 |
13000.0 |
¥57.9万 |
|
| 2017-09-04 |
回到中轨 |
卖出 |
45.2 |
13000.0 |
¥58.7万 |
|
| 2017-10-13 |
跌破下轨 |
买入 |
49.11907 |
12000.0 |
¥59.0万 |
|
| 2017-11-09 |
回到中轨 |
卖出 |
49.440509999999996 |
12000.0 |
¥59.3万 |
|
| 2017-11-17 |
跌破下轨 |
买入 |
43.02297999999999 |
13700.0 |
¥59.0万 |
|
| 2017-12-13 |
回到中轨 |
卖出 |
43.09686 |
13700.0 |
¥59.0万 |
|
| 2018-04-27 |
跌破下轨 |
买入 |
42.38 |
14000.0 |
¥59.3万 |
|
| 2018-05-11 |
回到中轨 |
卖出 |
43.6563 |
14000.0 |
¥61.1万 |
|
| 2018-06-04 |
跌破下轨 |
买入 |
41.2412 |
14800.0 |
¥61.1万 |
|
| 2018-06-07 |
回到中轨 |
卖出 |
43.4565 |
14800.0 |
¥64.3万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
37.537499999999994 |
17000.0 |
¥63.8万 |
|
| 2018-07-11 |
回到中轨 |
卖出 |
37.7622 |
17000.0 |
¥64.2万 |
|
| 2018-08-01 |
跌破下轨 |
买入 |
31.5 |
19900.0 |
¥62.7万 |
|
| 2018-09-20 |
回到中轨 |
卖出 |
24.34563 |
19900.0 |
¥48.4万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
20.18 |
24600.0 |
¥49.7万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
20.979 |
24600.0 |
¥51.6万 |
|
| 2019-01-02 |
跌破下轨 |
买入 |
21.681659999999997 |
24100.0 |
¥52.3万 |
|
| 2019-01-16 |
回到中轨 |
卖出 |
22.93704 |
24100.0 |
¥55.3万 |
|
| 2019-03-28 |
跌破下轨 |
买入 |
30.91087999999999 |
17800.0 |
¥55.0万 |
|
| 2019-04-09 |
回到中轨 |
卖出 |
33.49647 |
17800.0 |
¥59.6万 |
|
| 2019-04-29 |
跌破下轨 |
买入 |
28.348319999999998 |
20900.0 |
¥59.3万 |
|
| 2019-06-20 |
回到中轨 |
卖出 |
23.53644 |
20900.0 |
¥49.2万 |
|
| 2019-07-04 |
跌破下轨 |
买入 |
16.26625 |
30500.0 |
¥49.6万 |
|
| 2019-08-02 |
回到中轨 |
卖出 |
16.4835 |
30500.0 |
¥50.3万 |
|
| 2019-10-08 |
跌破下轨 |
买入 |
15.985969999999998 |
31500.0 |
¥50.4万 |
|
| 2019-10-29 |
回到中轨 |
卖出 |
16.443540000000002 |
31500.0 |
¥51.8万 |
|
| 2021-03-24 |
跌破下轨 |
买入 |
74.19412 |
6800.0 |
¥50.5万 |
|
| 2021-04-02 |
回到中轨 |
卖出 |
84.96495 |
6800.0 |
¥57.8万 |
|
| 2021-04-28 |
跌破下轨 |
买入 |
60.940879999999986 |
9400.0 |
¥57.3万 |
|
| 2021-05-21 |
回到中轨 |
卖出 |
76.43349 |
9400.0 |
¥71.8万 |
|
| 2021-07-20 |
跌破下轨 |
买入 |
93.39329999999998 |
7800.0 |
¥72.9万 |
|
| 2021-07-26 |
回到中轨 |
卖出 |
105.0948 |
7800.0 |
¥81.9万 |
|
| 2021-12-14 |
跌破下轨 |
买入 |
124.01388999999999 |
6600.0 |
¥81.9万 |
|
| 2022-02-18 |
回到中轨 |
卖出 |
96.77313000000001 |
6600.0 |
¥63.9万 |
|
| 2022-04-12 |
跌破下轨 |
买入 |
85.085 |
7500.0 |
¥63.8万 |
|
| 2022-05-12 |
回到中轨 |
卖出 |
77.922 |
7500.0 |
¥58.4万 |
|
| 2022-05-17 |
跌破下轨 |
买入 |
37.537499999999994 |
15800.0 |
¥59.3万 |
|
| 2022-06-13 |
回到中轨 |
卖出 |
45.654300000000006 |
15800.0 |
¥72.1万 |
|
| 2022-09-01 |
跌破下轨 |
买入 |
47.61756999999999 |
15100.0 |
¥71.9万 |
|
| 2022-09-22 |
回到中轨 |
卖出 |
48.111839999999994 |
15100.0 |
¥72.6万 |
|
| 2023-01-03 |
跌破下轨 |
买入 |
43.6436 |
16500.0 |
¥72.0万 |
|
| 2023-01-11 |
回到中轨 |
卖出 |
47.11284 |
16500.0 |
¥77.7万 |
|
| 2023-02-20 |
跌破下轨 |
买入 |
44.17 |
17600.0 |
¥77.8万 |
|
| 2023-04-03 |
回到中轨 |
卖出 |
41.878080000000004 |
17600.0 |
¥73.7万 |
|
| 2023-04-26 |
跌破下轨 |
买入 |
38.88885 |
19000.0 |
¥73.9万 |
|
| 2023-04-27 |
回到中轨 |
卖出 |
42.21774 |
19000.0 |
¥80.2万 |
|
| 2023-07-17 |
跌破下轨 |
买入 |
38.6 |
20600.0 |
¥79.5万 |
|
| 2023-08-08 |
回到中轨 |
卖出 |
36.963 |
20600.0 |
¥76.1万 |
|
| 2023-08-22 |
跌破下轨 |
买入 |
34.28424999999999 |
22500.0 |
¥77.2万 |
|
| 2023-10-13 |
回到中轨 |
卖出 |
27.862109999999998 |
22500.0 |
¥62.7万 |
|
| 2023-10-20 |
跌破下轨 |
买入 |
25.675649999999997 |
24300.0 |
¥62.4万 |
|
| 2023-10-30 |
回到中轨 |
卖出 |
26.78319 |
24300.0 |
¥65.1万 |
|
| 2023-11-24 |
跌破下轨 |
买入 |
26.16614 |
24900.0 |
¥65.2万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
25.29468 |
24900.0 |
¥63.0万 |
|
| 2024-01-30 |
跌破下轨 |
买入 |
19.64963 |
31900.0 |
¥62.7万 |
|
| 2024-02-27 |
回到中轨 |
卖出 |
19.46052 |
31900.0 |
¥62.1万 |
|
| 2024-06-11 |
跌破下轨 |
买入 |
18.758739999999996 |
33200.0 |
¥62.3万 |
|
| 2024-06-18 |
回到中轨 |
卖出 |
20.34963 |
33200.0 |
¥67.5万 |
|
| 2024-06-26 |
跌破下轨 |
买入 |
17.8178 |
38100.0 |
¥67.9万 |
|
| 2024-09-04 |
回到中轨 |
卖出 |
14.18 |
38100.0 |
¥54.0万 |
|
| 2024-09-23 |
跌破下轨 |
买入 |
12.962949999999998 |
41500.0 |
¥53.8万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
14.4855 |
41500.0 |
¥60.1万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
18.878859999999996 |
31800.0 |
¥60.1万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
19.0809 |
31800.0 |
¥60.7万 |
|
| 2025-04-01 |
跌破下轨 |
买入 |
18.738719999999997 |
32500.0 |
¥60.9万 |
|
| 2025-05-06 |
回到中轨 |
卖出 |
17.46252 |
32500.0 |
¥56.7万 |
|
| 2025-06-23 |
跌破下轨 |
买入 |
16.53652 |
34000.0 |
¥56.2万 |
|
| 2025-06-25 |
回到中轨 |
卖出 |
17.95203 |
34000.0 |
¥61.0万 |
|
| 2026-02-06 |
跌破下轨 |
买入 |
38.90886999999999 |
15500.0 |
¥60.3万 |
|
| 2026-02-13 |
回到中轨 |
卖出 |
41.54 |
15500.0 |
¥64.4万 |
|
| 2026-07-09 |
跌破下轨 |
买入 |
44.12407999999999 |
14600.0 |
¥64.4万 |
|
| 2026-08-06 |
回到中轨 |
卖出 |
39.02094 |
14600.0 |
¥57.0万 |
|
| 2026-09-07 |
跌破下轨 |
买入 |
33.86382999999999 |
17100.0 |
¥57.9万 |
|
| 2026-10-12 |
回到中轨 |
卖出 |
35.64432 |
17100.0 |
¥60.9万 |
|
| 2026-10-19 |
跌破下轨 |
买入 |
28.56 |
21100.0 |
¥60.3万 |
|
| 2026-11-06 |
回到中轨 |
卖出 |
28.13 |
21100.0 |
¥59.3万 |
|