002736 国信证券 — 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: ¥61.3万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -38.74%）
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 44 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 |
2015-03-10 |
2015-03-17 |
19.72561591 |
21.078900000000004 |
¥6.8万 |
+6.83% |
回到中轨 |
| 2 |
2015-06-19 |
2015-08-04 |
28.356824495999998 |
22.56741 |
¥-21.4万 |
-20.44% |
回到中轨 |
| 3 |
2015-08-21 |
2015-09-23 |
19.395186811000002 |
15.134850000000002 |
¥-18.3万 |
-21.99% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-23 |
17.102209123999994 |
15.47451 |
¥-6.1万 |
-9.54% |
回到中轨 |
| 5 |
2016-04-21 |
2016-06-01 |
15.470089634999995 |
15.604379999999997 |
¥5,068 |
+0.84% |
回到中轨 |
| 6 |
2016-07-19 |
2016-08-12 |
16.421324919999996 |
16.19 |
¥-8,833 |
-1.44% |
回到中轨 |
| 7 |
2016-09-14 |
2016-10-13 |
16.494947 |
16.72326 |
¥8,128 |
+1.35% |
回到中轨 |
| 8 |
2016-12-07 |
2017-01-13 |
17.12223513 |
15.73425 |
¥-5.0万 |
-8.13% |
回到中轨 |
| 9 |
2017-01-17 |
2017-02-13 |
15.169699544999997 |
15.21477 |
¥1,499 |
+0.27% |
回到中轨 |
| 10 |
2017-03-23 |
2017-05-31 |
14.869309454999998 |
13.436549999999999 |
¥-5.5万 |
-9.66% |
回到中轨 |
| 11 |
2017-09-25 |
2018-01-09 |
13.868009154999998 |
11.16882 |
¥-9.9万 |
-19.49% |
回到中轨 |
| 12 |
2018-03-26 |
2018-04-02 |
10.263328074999999 |
10.86912 |
¥2.4万 |
+5.87% |
回到中轨 |
| 13 |
2018-04-23 |
2018-05-02 |
10.323406093 |
10.82916 |
¥2.1万 |
+4.87% |
回到中轨 |
| 14 |
2018-05-28 |
2018-07-13 |
10.443562128999998 |
8.98101 |
¥-6.4万 |
-14.03% |
回到中轨 |
| 15 |
2018-08-03 |
2018-08-28 |
8.51105255 |
8.4915 |
¥-1,006 |
-0.26% |
回到中轨 |
| 16 |
2018-09-11 |
2018-09-25 |
8.100519426999998 |
8.281709999999999 |
¥8,632 |
+2.21% |
回到中轨 |
| 17 |
2018-10-12 |
2018-10-24 |
7.009102099999999 |
7.5924 |
¥3.2万 |
+8.29% |
回到中轨 |
| 18 |
2018-12-26 |
2019-01-07 |
8.340831499 |
9.290700000000001 |
¥4.9万 |
+11.35% |
回到中轨 |
| 19 |
2019-04-30 |
2019-05-28 |
12.205850656999997 |
12.0879 |
¥-4,790 |
-1.00% |
回到中轨 |
| 20 |
2019-08-05 |
2019-08-20 |
12.636409785999998 |
13.73625 |
¥4.1万 |
+8.67% |
回到中轨 |
| 21 |
2019-11-12 |
2019-12-09 |
11.945512578999999 |
11.76822 |
¥-7,812 |
-1.51% |
回到中轨 |
| 22 |
2020-02-04 |
2020-02-20 |
10.393497114 |
12.14784 |
¥8.0万 |
+16.84% |
回到中轨 |
| 23 |
2020-03-19 |
2020-05-11 |
10.964238284999999 |
10.84914 |
¥-6,344 |
-1.08% |
回到中轨 |
| 24 |
2020-05-25 |
2020-06-02 |
10.543692158999999 |
10.95903 |
¥2.3万 |
+3.91% |
回到中轨 |
| 25 |
2021-01-27 |
2021-02-24 |
12.526266752999998 |
12.14784 |
¥-1.8万 |
-3.05% |
回到中轨 |
| 26 |
2021-03-11 |
2021-03-25 |
11.595057473999999 |
11.978009999999998 |
¥1.9万 |
+3.27% |
回到中轨 |
| 27 |
2021-04-12 |
2021-05-17 |
11.274641377999997 |
10.989000000000003 |
¥-1.5万 |
-2.56% |
回到中轨 |
| 28 |
2021-06-16 |
2021-07-02 |
10.633809185999999 |
10.859129999999999 |
¥1.2万 |
+2.09% |
回到中轨 |
| 29 |
2021-10-18 |
2021-11-22 |
11.484914441000003 |
11.19879 |
¥-1.5万 |
-2.52% |
回到中轨 |
| 30 |
2022-03-01 |
2022-03-31 |
10.363458105 |
9.960030000000001 |
¥-2.3万 |
-3.92% |
回到中轨 |
| 31 |
2022-04-27 |
2022-06-02 |
9.071780718 |
9.15084 |
¥4,686 |
+0.84% |
回到中轨 |
| 32 |
2022-08-03 |
2022-08-12 |
8.901559666999999 |
9.24075 |
¥2.1万 |
+3.78% |
回到中轨 |
| 33 |
2022-09-19 |
2022-10-18 |
8.861507654999999 |
8.86113 |
¥-202 |
-0.03% |
回到中轨 |
| 34 |
2023-04-25 |
2023-05-05 |
9.242001769 |
9.590399999999999 |
¥2.2万 |
+3.74% |
回到中轨 |
| 35 |
2023-06-26 |
2023-07-12 |
8.661247595 |
8.941049999999999 |
¥1.9万 |
+3.20% |
回到中轨 |
| 36 |
2023-12-06 |
2024-01-26 |
9.31209279 |
8.30169 |
¥-6.9万 |
-10.88% |
回到中轨 |
| 37 |
2024-02-06 |
2024-02-07 |
7.529778255999999 |
8.07192 |
¥4.0万 |
+7.17% |
回到中轨 |
| 38 |
2024-03-26 |
2024-04-02 |
8.300779486999996 |
8.5914 |
¥2.1万 |
+3.47% |
回到中轨 |
| 39 |
2025-01-03 |
2025-01-27 |
10.593757174 |
10.60938 |
¥733 |
+0.12% |
回到中轨 |
| 40 |
2025-03-11 |
2025-03-17 |
10.273341078 |
10.70928 |
¥2.6万 |
+4.21% |
回到中轨 |
| 41 |
2025-11-18 |
2025-12-09 |
13.497528043999997 |
13.12686 |
¥-1.8万 |
-2.78% |
回到中轨 |
| 42 |
2026-03-23 |
2026-04-13 |
11.544992458999998 |
11.71827 |
¥9,082 |
+1.47% |
回到中轨 |
| 43 |
2026-08-20 |
2026-08-27 |
9.852794951999998 |
10.16982 |
¥2.1万 |
+3.19% |
回到中轨 |
| 44 |
2026-10-22 |
2026-11-13 |
9.552404862 |
8.81 |
¥-5.2万 |
-7.80% |
强平 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-10 |
跌破下轨 |
买入 |
19.719699999999996 |
50300.0 |
¥99.2万 |
|
| 2015-03-17 |
回到中轨 |
卖出 |
21.078900000000004 |
50300.0 |
¥1.06M |
|
| 2015-06-19 |
跌破下轨 |
买入 |
28.348319999999998 |
37000.0 |
¥1.05M |
|
| 2015-08-04 |
回到中轨 |
卖出 |
22.56741 |
37000.0 |
¥83.5万 |
|
| 2015-08-21 |
跌破下轨 |
买入 |
19.38937 |
42900.0 |
¥83.2万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
15.134850000000002 |
42900.0 |
¥64.9万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
17.097079999999995 |
37300.0 |
¥63.8万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
15.47451 |
37300.0 |
¥57.7万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
15.465449999999997 |
39100.0 |
¥60.5万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
15.604379999999997 |
39100.0 |
¥61.0万 |
|
| 2016-07-19 |
跌破下轨 |
买入 |
16.416399999999996 |
37400.0 |
¥61.4万 |
|
| 2016-08-12 |
回到中轨 |
卖出 |
16.19 |
37400.0 |
¥60.5万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
16.49 |
36400.0 |
¥60.0万 |
|
| 2016-10-13 |
回到中轨 |
卖出 |
16.72326 |
36400.0 |
¥60.9万 |
|
| 2016-12-07 |
跌破下轨 |
买入 |
17.1171 |
35700.0 |
¥61.1万 |
|
| 2017-01-13 |
回到中轨 |
卖出 |
15.73425 |
35700.0 |
¥56.2万 |
|
| 2017-01-17 |
跌破下轨 |
买入 |
15.165149999999999 |
37000.0 |
¥56.1万 |
|
| 2017-02-13 |
回到中轨 |
卖出 |
15.21477 |
37000.0 |
¥56.3万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
14.864849999999999 |
38000.0 |
¥56.5万 |
|
| 2017-05-31 |
回到中轨 |
卖出 |
13.436549999999999 |
38000.0 |
¥51.0万 |
|
| 2017-09-25 |
跌破下轨 |
买入 |
13.863849999999998 |
36700.0 |
¥50.9万 |
|
| 2018-01-09 |
回到中轨 |
卖出 |
11.16882 |
36700.0 |
¥41.0万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
10.26025 |
39100.0 |
¥40.1万 |
|
| 2018-04-02 |
回到中轨 |
卖出 |
10.86912 |
39100.0 |
¥42.5万 |
|
| 2018-04-23 |
跌破下轨 |
买入 |
10.32031 |
42100.0 |
¥43.5万 |
|
| 2018-05-02 |
回到中轨 |
卖出 |
10.82916 |
42100.0 |
¥45.6万 |
|
| 2018-05-28 |
跌破下轨 |
买入 |
10.44043 |
43500.0 |
¥45.4万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
8.98101 |
43500.0 |
¥39.1万 |
|
| 2018-08-03 |
跌破下轨 |
买入 |
8.5085 |
45500.0 |
¥38.7万 |
|
| 2018-08-28 |
回到中轨 |
卖出 |
8.4915 |
45500.0 |
¥38.6万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
8.09809 |
48300.0 |
¥39.1万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
8.281709999999999 |
48300.0 |
¥40.0万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
7.007 |
54700.0 |
¥38.3万 |
|
| 2018-10-24 |
回到中轨 |
卖出 |
7.5924 |
54700.0 |
¥41.5万 |
|
| 2018-12-26 |
跌破下轨 |
买入 |
8.33833 |
51700.0 |
¥43.1万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
9.290700000000001 |
51700.0 |
¥48.0万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
12.202189999999998 |
39400.0 |
¥48.1万 |
|
| 2019-05-28 |
回到中轨 |
卖出 |
12.0879 |
39400.0 |
¥47.6万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
12.632619999999998 |
37500.0 |
¥47.4万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
13.73625 |
37500.0 |
¥51.5万 |
|
| 2019-11-12 |
跌破下轨 |
买入 |
11.94193 |
43200.0 |
¥51.6万 |
|
| 2019-12-09 |
回到中轨 |
卖出 |
11.76822 |
43200.0 |
¥50.8万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
10.39038 |
45800.0 |
¥47.6万 |
|
| 2020-02-20 |
回到中轨 |
卖出 |
12.14784 |
45800.0 |
¥55.6万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
10.960949999999999 |
53600.0 |
¥58.8万 |
|
| 2020-05-11 |
回到中轨 |
卖出 |
10.84914 |
53600.0 |
¥58.1万 |
|
| 2020-05-25 |
跌破下轨 |
买入 |
10.540529999999999 |
55300.0 |
¥58.3万 |
|
| 2020-06-02 |
回到中轨 |
卖出 |
10.95903 |
55300.0 |
¥60.6万 |
|
| 2021-01-27 |
跌破下轨 |
买入 |
12.522509999999999 |
48100.0 |
¥60.3万 |
|
| 2021-02-24 |
回到中轨 |
卖出 |
12.14784 |
48100.0 |
¥58.4万 |
|
| 2021-03-11 |
跌破下轨 |
买入 |
11.59158 |
50400.0 |
¥58.4万 |
|
| 2021-03-25 |
回到中轨 |
卖出 |
11.978009999999998 |
50400.0 |
¥60.4万 |
|
| 2021-04-12 |
跌破下轨 |
买入 |
11.271259999999998 |
53400.0 |
¥60.2万 |
|
| 2021-05-17 |
回到中轨 |
卖出 |
10.989000000000003 |
53400.0 |
¥58.7万 |
|
| 2021-06-16 |
跌破下轨 |
买入 |
10.630619999999999 |
55500.0 |
¥59.0万 |
|
| 2021-07-02 |
回到中轨 |
卖出 |
10.859129999999999 |
55500.0 |
¥60.3万 |
|
| 2021-10-18 |
跌破下轨 |
买入 |
11.481470000000002 |
52400.0 |
¥60.2万 |
|
| 2021-11-22 |
回到中轨 |
卖出 |
11.19879 |
52400.0 |
¥58.7万 |
|
| 2022-03-01 |
跌破下轨 |
买入 |
10.360349999999999 |
56600.0 |
¥58.7万 |
|
| 2022-03-31 |
回到中轨 |
卖出 |
9.960030000000001 |
56600.0 |
¥56.4万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
9.06906 |
61400.0 |
¥55.7万 |
|
| 2022-06-02 |
回到中轨 |
卖出 |
9.15084 |
61400.0 |
¥56.2万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
8.89889 |
63700.0 |
¥56.7万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
9.24075 |
63700.0 |
¥58.8万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
8.858849999999999 |
66600.0 |
¥59.0万 |
|
| 2022-10-18 |
回到中轨 |
卖出 |
8.86113 |
66600.0 |
¥59.0万 |
|
| 2023-04-25 |
跌破下轨 |
买入 |
9.23923 |
63700.0 |
¥58.9万 |
|
| 2023-05-05 |
回到中轨 |
卖出 |
9.590399999999999 |
63700.0 |
¥61.1万 |
|
| 2023-06-26 |
跌破下轨 |
买入 |
8.65865 |
70200.0 |
¥60.8万 |
|
| 2023-07-12 |
回到中轨 |
卖出 |
8.941049999999999 |
70200.0 |
¥62.7万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
9.3093 |
67800.0 |
¥63.1万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
8.30169 |
67800.0 |
¥56.3万 |
|
| 2024-02-06 |
跌破下轨 |
买入 |
7.52752 |
74500.0 |
¥56.1万 |
|
| 2024-02-07 |
回到中轨 |
卖出 |
8.07192 |
74500.0 |
¥60.1万 |
|
| 2024-03-26 |
跌破下轨 |
买入 |
8.298289999999998 |
72600.0 |
¥60.3万 |
|
| 2024-04-02 |
回到中轨 |
卖出 |
8.5914 |
72600.0 |
¥62.4万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
10.590580000000001 |
58900.0 |
¥62.4万 |
|
| 2025-01-27 |
回到中轨 |
卖出 |
10.60938 |
58900.0 |
¥62.5万 |
|
| 2025-03-11 |
跌破下轨 |
买入 |
10.270259999999999 |
60300.0 |
¥61.9万 |
|
| 2025-03-17 |
回到中轨 |
卖出 |
10.70928 |
60300.0 |
¥64.6万 |
|
| 2025-11-18 |
跌破下轨 |
买入 |
13.493479999999998 |
48100.0 |
¥64.9万 |
|
| 2025-12-09 |
回到中轨 |
卖出 |
13.12686 |
48100.0 |
¥63.1万 |
|
| 2026-03-23 |
跌破下轨 |
买入 |
11.541529999999998 |
53500.0 |
¥61.8万 |
|
| 2026-04-13 |
回到中轨 |
卖出 |
11.71827 |
53500.0 |
¥62.7万 |
|
| 2026-08-20 |
跌破下轨 |
买入 |
9.849839999999999 |
65300.0 |
¥64.3万 |
|
| 2026-08-27 |
回到中轨 |
卖出 |
10.16982 |
65300.0 |
¥66.4万 |
|
| 2026-10-22 |
跌破下轨 |
买入 |
9.549539999999999 |
69200.0 |
¥66.1万 |
|
| 2026-11-13 |
强平 |
卖出 |
8.81 |
69200 |
¥60.9万 |
回测结束强平 |