002714 牧原股份 — 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: ¥52.2万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -47.81%）
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 41 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 |
2015-02-06 |
2015-02-26 |
48.162544430000004 |
51.91 |
¥7.7万 |
+7.75% |
回到中轨 |
| 2 |
2015-06-11 |
2015-07-14 |
48.893493649 |
51.94799999999999 |
¥6.6万 |
+6.22% |
回到中轨 |
| 3 |
2015-08-24 |
2015-10-09 |
50.065014999999995 |
50.89905 |
¥1.7万 |
+1.64% |
回到中轨 |
| 4 |
2016-01-18 |
2016-02-17 |
40.85305224 |
45.274680000000004 |
¥12.0万 |
+10.79% |
回到中轨 |
| 5 |
2016-06-24 |
2016-07-04 |
49.35480200000001 |
51.948 |
¥6.7万 |
+5.22% |
回到中轨 |
| 6 |
2016-07-11 |
2016-08-17 |
25.83354774 |
27.052919999999993 |
¥6.2万 |
+4.69% |
回到中轨 |
| 7 |
2016-09-13 |
2016-10-11 |
25.032507499999998 |
25.12485 |
¥4,766 |
+0.34% |
回到中轨 |
| 8 |
2016-12-15 |
2017-01-11 |
24.321584286999997 |
23.756220000000003 |
¥-3.3万 |
-2.35% |
回到中轨 |
| 9 |
2017-04-18 |
2017-04-24 |
26.314171883999997 |
27.43254 |
¥5.8万 |
+4.22% |
回到中轨 |
| 10 |
2018-02-02 |
2018-03-12 |
53.799865118999996 |
49.90005 |
¥-10.3万 |
-7.28% |
回到中轨 |
| 11 |
2018-06-20 |
2018-07-31 |
46.56046395 |
26.4735 |
¥-56.9万 |
-43.16% |
回到中轨 |
| 12 |
2018-08-09 |
2018-09-11 |
24.0312072 |
23.41656 |
¥-2.0万 |
-2.59% |
回到中轨 |
| 13 |
2018-09-18 |
2018-09-25 |
21.207540353999995 |
22.73724 |
¥5.3万 |
+7.18% |
回到中轨 |
| 14 |
2018-10-30 |
2018-11-07 |
22.559295758999998 |
24.325650000000003 |
¥6.2万 |
+7.80% |
回到中轨 |
| 15 |
2019-04-30 |
2019-05-29 |
61.599994456 |
60.14979 |
¥-2.0万 |
-2.38% |
回到中轨 |
| 16 |
2019-12-11 |
2019-12-31 |
83.60857504999998 |
85.18 |
¥1.5万 |
+1.85% |
回到中轨 |
| 17 |
2020-05-12 |
2020-06-01 |
115.65018464999999 |
120.38949000000001 |
¥3.4万 |
+4.07% |
回到中轨 |
| 18 |
2020-06-05 |
2020-07-01 |
71.70150400000001 |
82.56735 |
¥13.4万 |
+15.12% |
回到中轨 |
| 19 |
2020-09-08 |
2020-10-14 |
82.92769084599998 |
80.4195 |
¥-3.1万 |
-3.05% |
回到中轨 |
| 20 |
2020-10-26 |
2020-11-17 |
69.099733703 |
72.49743 |
¥4.8万 |
+4.89% |
回到中轨 |
| 21 |
2021-05-25 |
2021-08-11 |
90.06696198499999 |
47.4525 |
¥-48.6万 |
-47.33% |
回到中轨 |
| 22 |
2021-11-29 |
2021-12-27 |
54.07021619999999 |
52.627320000000005 |
¥-1.5万 |
-2.70% |
回到中轨 |
| 23 |
2022-03-09 |
2022-03-23 |
54.08022920299999 |
55.943999999999996 |
¥1.8万 |
+3.42% |
回到中轨 |
| 24 |
2022-04-27 |
2022-06-01 |
50.56566515 |
51.108839999999994 |
¥5,753 |
+1.04% |
回到中轨 |
| 25 |
2022-09-22 |
2022-10-11 |
56.473336919999994 |
57.94200000000001 |
¥1.4万 |
+2.57% |
回到中轨 |
| 26 |
2022-10-27 |
2022-12-01 |
50.065014999999995 |
48.54141 |
¥-1.8万 |
-3.07% |
回到中轨 |
| 27 |
2023-03-13 |
2023-03-15 |
46.870867043 |
50.4495 |
¥4.2万 |
+7.60% |
回到中轨 |
| 28 |
2023-05-19 |
2023-06-19 |
42.51521073799999 |
42.29766 |
¥-3,223 |
-0.54% |
回到中轨 |
| 29 |
2023-08-17 |
2023-09-13 |
41.0533123 |
41.10885 |
¥626 |
+0.11% |
回到中轨 |
| 30 |
2023-09-22 |
2023-10-30 |
39.55136185 |
35.964 |
¥-5.5万 |
-9.10% |
回到中轨 |
| 31 |
2024-01-11 |
2024-02-07 |
36.537447947 |
36.963 |
¥6,134 |
+1.13% |
回到中轨 |
| 32 |
2024-06-14 |
2024-07-12 |
44.457733319999996 |
44.0559 |
¥-5,147 |
-0.93% |
回到中轨 |
| 33 |
2024-08-20 |
2024-09-25 |
41.954482569999996 |
38.97099 |
¥-3.9万 |
-7.14% |
回到中轨 |
| 34 |
2024-11-18 |
2024-12-13 |
42.174768635999996 |
41.01894 |
¥-1.4万 |
-2.77% |
回到中轨 |
| 35 |
2024-12-23 |
2025-02-05 |
38.990633681999995 |
37.31265 |
¥-2.1万 |
-4.33% |
回到中轨 |
| 36 |
2025-05-28 |
2025-06-03 |
38.820412630999996 |
40.03 |
¥1.5万 |
+3.08% |
回到中轨 |
| 37 |
2025-10-23 |
2025-11-04 |
48.823402628 |
50.949 |
¥2.1万 |
+4.32% |
回到中轨 |
| 38 |
2026-02-25 |
2026-03-02 |
44.567876352999996 |
46.453500000000005 |
¥2.1万 |
+4.20% |
回到中轨 |
| 39 |
2026-03-25 |
2026-04-15 |
43.17606893599999 |
45.714240000000004 |
¥3.1万 |
+5.85% |
回到中轨 |
| 40 |
2026-05-20 |
2026-06-30 |
40.04199899699999 |
35.31465 |
¥-6.6万 |
-11.83% |
回到中轨 |
| 41 |
2026-10-16 |
2026-10-22 |
39.92184296099999 |
41.948010000000004 |
¥2.5万 |
+5.04% |
回到中轨 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-06 |
跌破下轨 |
买入 |
48.1481 |
20700.0 |
¥99.7万 |
|
| 2015-02-26 |
回到中轨 |
卖出 |
51.91 |
20700.0 |
¥1.07M |
|
| 2015-06-11 |
跌破下轨 |
买入 |
48.87883 |
21800.0 |
¥1.07M |
|
| 2015-07-14 |
回到中轨 |
卖出 |
51.94799999999999 |
21800.0 |
¥1.13M |
|
| 2015-08-24 |
跌破下轨 |
买入 |
50.05 |
21100.0 |
¥1.06M |
|
| 2015-10-09 |
回到中轨 |
卖出 |
50.89905 |
21100.0 |
¥1.07M |
|
| 2016-01-18 |
跌破下轨 |
买入 |
40.840799999999994 |
27200.0 |
¥1.11M |
|
| 2016-02-17 |
回到中轨 |
卖出 |
45.274680000000004 |
27200.0 |
¥1.23M |
|
| 2016-06-24 |
跌破下轨 |
买入 |
49.34 |
25900.0 |
¥1.28M |
|
| 2016-07-04 |
回到中轨 |
卖出 |
51.948 |
25900.0 |
¥1.35M |
|
| 2016-07-11 |
跌破下轨 |
买入 |
25.8258 |
51200.0 |
¥1.32M |
|
| 2016-08-17 |
回到中轨 |
卖出 |
27.052919999999993 |
51200.0 |
¥1.38M |
|
| 2016-09-13 |
跌破下轨 |
买入 |
25.025 |
56200.0 |
¥1.41M |
|
| 2016-10-11 |
回到中轨 |
卖出 |
25.12485 |
56200.0 |
¥1.41M |
|
| 2016-12-15 |
跌破下轨 |
买入 |
24.314289999999996 |
57600.0 |
¥1.40M |
|
| 2017-01-11 |
回到中轨 |
卖出 |
23.756220000000003 |
57600.0 |
¥1.37M |
|
| 2017-04-18 |
跌破下轨 |
买入 |
26.306279999999997 |
52300.0 |
¥1.38M |
|
| 2017-04-24 |
回到中轨 |
卖出 |
27.43254 |
52300.0 |
¥1.43M |
|
| 2018-02-02 |
跌破下轨 |
买入 |
53.78372999999999 |
26400.0 |
¥1.42M |
|
| 2018-03-12 |
回到中轨 |
卖出 |
49.90005 |
26400.0 |
¥1.32M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
46.5465 |
28300.0 |
¥1.32M |
|
| 2018-07-31 |
回到中轨 |
卖出 |
26.4735 |
28300.0 |
¥74.9万 |
|
| 2018-08-09 |
跌破下轨 |
买入 |
24.023999999999997 |
31800.0 |
¥76.4万 |
|
| 2018-09-11 |
回到中轨 |
卖出 |
23.41656 |
31800.0 |
¥74.4万 |
|
| 2018-09-18 |
跌破下轨 |
买入 |
21.201179999999997 |
34800.0 |
¥73.8万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
22.73724 |
34800.0 |
¥79.1万 |
|
| 2018-10-30 |
跌破下轨 |
买入 |
22.552529999999997 |
35300.0 |
¥79.6万 |
|
| 2018-11-07 |
回到中轨 |
卖出 |
24.325650000000003 |
35300.0 |
¥85.8万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
61.58151999999999 |
13900.0 |
¥85.6万 |
|
| 2019-05-29 |
回到中轨 |
卖出 |
60.14979 |
13900.0 |
¥83.6万 |
|
| 2019-12-11 |
跌破下轨 |
买入 |
83.58349999999999 |
9900.0 |
¥82.8万 |
|
| 2019-12-31 |
回到中轨 |
卖出 |
85.18 |
9900.0 |
¥84.3万 |
|
| 2020-05-12 |
跌破下轨 |
买入 |
115.61549999999998 |
7300.0 |
¥84.4万 |
|
| 2020-06-01 |
回到中轨 |
卖出 |
120.38949000000001 |
7300.0 |
¥87.9万 |
|
| 2020-06-05 |
跌破下轨 |
买入 |
71.68 |
12400.0 |
¥88.9万 |
|
| 2020-07-01 |
回到中轨 |
卖出 |
82.56735 |
12400.0 |
¥1.02M |
|
| 2020-09-08 |
跌破下轨 |
买入 |
82.90281999999998 |
12300.0 |
¥1.02M |
|
| 2020-10-14 |
回到中轨 |
卖出 |
80.4195 |
12300.0 |
¥98.9万 |
|
| 2020-10-26 |
跌破下轨 |
买入 |
69.07901 |
14300.0 |
¥98.8万 |
|
| 2020-11-17 |
回到中轨 |
卖出 |
72.49743 |
14300.0 |
¥1.04M |
|
| 2021-05-25 |
跌破下轨 |
买入 |
90.03994999999999 |
11400.0 |
¥1.03M |
|
| 2021-08-11 |
回到中轨 |
卖出 |
47.4525 |
11400.0 |
¥54.1万 |
|
| 2021-11-29 |
跌破下轨 |
买入 |
54.05399999999999 |
10100.0 |
¥54.6万 |
|
| 2021-12-27 |
回到中轨 |
卖出 |
52.627320000000005 |
10100.0 |
¥53.1万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
54.06400999999999 |
9900.0 |
¥53.5万 |
|
| 2022-03-23 |
回到中轨 |
卖出 |
55.943999999999996 |
9900.0 |
¥55.4万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
50.55049999999999 |
10900.0 |
¥55.1万 |
|
| 2022-06-01 |
回到中轨 |
卖出 |
51.108839999999994 |
10900.0 |
¥55.7万 |
|
| 2022-09-22 |
跌破下轨 |
买入 |
56.4564 |
9900.0 |
¥55.9万 |
|
| 2022-10-11 |
回到中轨 |
卖出 |
57.94200000000001 |
9900.0 |
¥57.3万 |
|
| 2022-10-27 |
跌破下轨 |
买入 |
50.05 |
11400.0 |
¥57.1万 |
|
| 2022-12-01 |
回到中轨 |
卖出 |
48.54141 |
11400.0 |
¥55.3万 |
|
| 2023-03-13 |
跌破下轨 |
买入 |
46.856809999999996 |
11900.0 |
¥55.8万 |
|
| 2023-03-15 |
回到中轨 |
卖出 |
50.4495 |
11900.0 |
¥60.0万 |
|
| 2023-05-19 |
跌破下轨 |
买入 |
42.50246 |
14000.0 |
¥59.5万 |
|
| 2023-06-19 |
回到中轨 |
卖出 |
42.29766 |
14000.0 |
¥59.2万 |
|
| 2023-08-17 |
跌破下轨 |
买入 |
41.041 |
14500.0 |
¥59.5万 |
|
| 2023-09-13 |
回到中轨 |
卖出 |
41.10885 |
14500.0 |
¥59.6万 |
|
| 2023-09-22 |
跌破下轨 |
买入 |
39.5395 |
15200.0 |
¥60.1万 |
|
| 2023-10-30 |
回到中轨 |
卖出 |
35.964 |
15200.0 |
¥54.6万 |
|
| 2024-01-11 |
跌破下轨 |
买入 |
36.526489999999995 |
14800.0 |
¥54.1万 |
|
| 2024-02-07 |
回到中轨 |
卖出 |
36.963 |
14800.0 |
¥54.7万 |
|
| 2024-06-14 |
跌破下轨 |
买入 |
44.444399999999995 |
12400.0 |
¥55.1万 |
|
| 2024-07-12 |
回到中轨 |
卖出 |
44.0559 |
12400.0 |
¥54.6万 |
|
| 2024-08-20 |
跌破下轨 |
买入 |
41.9419 |
13000.0 |
¥54.5万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
38.97099 |
13000.0 |
¥50.6万 |
|
| 2024-11-18 |
跌破下轨 |
买入 |
42.162119999999994 |
12000.0 |
¥50.6万 |
|
| 2024-12-13 |
回到中轨 |
卖出 |
41.01894 |
12000.0 |
¥49.2万 |
|
| 2024-12-23 |
跌破下轨 |
买入 |
38.978939999999994 |
12700.0 |
¥49.5万 |
|
| 2025-02-05 |
回到中轨 |
卖出 |
37.31265 |
12700.0 |
¥47.4万 |
|
| 2025-05-28 |
跌破下轨 |
买入 |
38.808769999999996 |
12200.0 |
¥47.4万 |
|
| 2025-06-03 |
回到中轨 |
卖出 |
40.03 |
12200.0 |
¥48.8万 |
|
| 2025-10-23 |
跌破下轨 |
买入 |
48.80875999999999 |
10000.0 |
¥48.8万 |
|
| 2025-11-04 |
回到中轨 |
卖出 |
50.949 |
10000.0 |
¥50.9万 |
|
| 2026-02-25 |
跌破下轨 |
买入 |
44.55450999999999 |
11400.0 |
¥50.8万 |
|
| 2026-03-02 |
回到中轨 |
卖出 |
46.453500000000005 |
11400.0 |
¥52.9万 |
|
| 2026-03-25 |
跌破下轨 |
买入 |
43.16311999999999 |
12100.0 |
¥52.2万 |
|
| 2026-04-15 |
回到中轨 |
卖出 |
45.714240000000004 |
12100.0 |
¥55.3万 |
|
| 2026-05-20 |
跌破下轨 |
买入 |
40.02998999999999 |
13900.0 |
¥55.7万 |
|
| 2026-06-30 |
回到中轨 |
卖出 |
35.31465 |
13900.0 |
¥49.1万 |
|
| 2026-10-16 |
跌破下轨 |
买入 |
39.90986999999999 |
12400.0 |
¥49.5万 |
|
| 2026-10-22 |
回到中轨 |
卖出 |
41.948010000000004 |
12400.0 |
¥52.0万 |
|