002837 英维克 — 布林下轨抄底 回测明细
数据区间: 2016-12-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.44M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +143.97%）
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 36 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 |
2017-03-31 |
2017-04-27 |
53.419371004999995 |
50.649300000000004 |
¥-5.2万 |
-5.21% |
回到中轨 |
| 2 |
2017-06-02 |
2017-07-10 |
21.497917440999995 |
27.58239 |
¥24.0万 |
+28.26% |
回到中轨 |
| 3 |
2017-07-18 |
2017-11-09 |
21.698177501 |
27.972 |
¥34.0万 |
+28.88% |
回到中轨 |
| 4 |
2017-12-06 |
2018-01-24 |
21.838359543 |
20.25972 |
¥-11.0万 |
-7.26% |
回到中轨 |
| 5 |
2018-06-19 |
2018-07-13 |
17.60528 |
16.5834 |
¥-8.1万 |
-5.83% |
回到中轨 |
| 6 |
2018-08-03 |
2018-08-16 |
15.039530505999997 |
15.2847 |
¥2.1万 |
+1.60% |
回到中轨 |
| 7 |
2018-09-18 |
2018-10-31 |
14.538880356 |
12.996989999999998 |
¥-14.3万 |
-10.63% |
回到中轨 |
| 8 |
2019-01-04 |
2019-01-08 |
14.628997382999996 |
17.982 |
¥27.4万 |
+22.88% |
回到中轨 |
| 9 |
2019-05-06 |
2019-06-05 |
16.531467952999996 |
16.67331 |
¥1.1万 |
+0.83% |
回到中轨 |
| 10 |
2019-07-23 |
2019-07-25 |
15.009491497 |
17.45 |
¥24.3万 |
+16.22% |
回到中轨 |
| 11 |
2019-09-27 |
2019-12-06 |
18.413912516999996 |
16.63335 |
¥-16.8万 |
-9.70% |
回到中轨 |
| 12 |
2020-05-22 |
2020-06-22 |
38.12951542399999 |
30.14982 |
¥-32.8万 |
-20.95% |
回到中轨 |
| 13 |
2020-09-08 |
2020-10-13 |
23.660726088999997 |
22.6773 |
¥-5.2万 |
-4.19% |
回到中轨 |
| 14 |
2020-10-29 |
2020-11-10 |
19.855784948999993 |
22.42755 |
¥15.2万 |
+12.92% |
回到中轨 |
| 15 |
2020-12-14 |
2021-01-05 |
19.275030774999998 |
19.86012 |
¥4.0万 |
+3.00% |
回到中轨 |
| 16 |
2021-03-11 |
2021-04-07 |
17.753054318999997 |
17.84214 |
¥6,523 |
+0.47% |
回到中轨 |
| 17 |
2021-07-02 |
2021-07-15 |
17.773080325 |
18.44154 |
¥5.2万 |
+3.73% |
回到中轨 |
| 18 |
2022-01-06 |
2022-02-21 |
38.0494114 |
38.071889999999996 |
¥414 |
+0.03% |
回到中轨 |
| 19 |
2022-04-18 |
2022-05-16 |
27.896226357999996 |
25.06491 |
¥-14.5万 |
-10.18% |
回到中轨 |
| 20 |
2022-12-19 |
2022-12-28 |
29.468267829 |
32.42754 |
¥13.0万 |
+10.01% |
回到中轨 |
| 21 |
2023-02-09 |
2023-02-10 |
34.14434022999999 |
35.91405 |
¥7.3万 |
+5.15% |
回到中轨 |
| 22 |
2023-02-20 |
2023-03-23 |
31.801297528 |
31.128839999999997 |
¥-3.2万 |
-2.14% |
回到中轨 |
| 23 |
2023-05-22 |
2023-06-07 |
28.328495999999998 |
30.7692 |
¥12.6万 |
+8.58% |
回到中轨 |
| 24 |
2023-07-24 |
2023-08-08 |
28.547071553000002 |
30.35961 |
¥10.1万 |
+6.32% |
回到中轨 |
| 25 |
2023-08-29 |
2023-09-07 |
25.913651763999997 |
28.071900000000003 |
¥14.0万 |
+8.30% |
回到中轨 |
| 26 |
2023-09-21 |
2023-10-16 |
25.0325075 |
26.843130000000002 |
¥13.2万 |
+7.20% |
回到中轨 |
| 27 |
2023-11-03 |
2023-11-07 |
24.321584286999997 |
26.99298 |
¥21.5万 |
+10.95% |
回到中轨 |
| 28 |
2023-12-06 |
2023-12-28 |
25.66332668899999 |
26.46 |
¥6.6万 |
+3.07% |
回到中轨 |
| 29 |
2024-01-30 |
2024-02-20 |
21.928476569999994 |
22.56741 |
¥6.4万 |
+2.88% |
回到中轨 |
| 30 |
2024-05-28 |
2024-07-11 |
24.531857349999992 |
21.96801 |
¥-23.9万 |
-10.48% |
回到中轨 |
| 31 |
2025-03-26 |
2025-05-07 |
40.642779177 |
34.445519999999995 |
¥-31.2万 |
-15.27% |
回到中轨 |
| 32 |
2025-06-03 |
2025-06-19 |
23.810921134 |
29.85012 |
¥43.7万 |
+25.33% |
回到中轨 |
| 33 |
2025-10-20 |
2025-10-28 |
69.009616676 |
76.91301 |
¥25.1万 |
+11.42% |
回到中轨 |
| 34 |
2026-03-31 |
2026-04-13 |
89.00558366699998 |
99.05 |
¥27.2万 |
+11.25% |
回到中轨 |
| 35 |
2026-06-01 |
2026-06-23 |
68.59908355299999 |
84.94497 |
¥48.6万 |
+23.79% |
回到中轨 |
| 36 |
2026-09-28 |
2026-11-12 |
57.054091093999986 |
43.29666 |
¥-77.0万 |
-24.14% |
回到中轨 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-03-31 |
跌破下轨 |
买入 |
53.403349999999996 |
18700.0 |
¥99.9万 |
|
| 2017-04-27 |
回到中轨 |
卖出 |
50.649300000000004 |
18700.0 |
¥94.7万 |
|
| 2017-06-02 |
跌破下轨 |
买入 |
21.491469999999996 |
39500.0 |
¥84.9万 |
|
| 2017-07-10 |
回到中轨 |
卖出 |
27.58239 |
39500.0 |
¥1.09M |
|
| 2017-07-18 |
跌破下轨 |
买入 |
21.69167 |
54200.0 |
¥1.18M |
|
| 2017-11-09 |
回到中轨 |
卖出 |
27.972 |
54200.0 |
¥1.52M |
|
| 2017-12-06 |
跌破下轨 |
买入 |
21.831809999999997 |
69500.0 |
¥1.52M |
|
| 2018-01-24 |
回到中轨 |
卖出 |
20.25972 |
69500.0 |
¥1.41M |
|
| 2018-06-19 |
跌破下轨 |
买入 |
17.6 |
78500.0 |
¥1.38M |
|
| 2018-07-13 |
回到中轨 |
卖出 |
16.5834 |
78500.0 |
¥1.30M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
15.035019999999998 |
88700.0 |
¥1.33M |
|
| 2018-08-16 |
回到中轨 |
卖出 |
15.2847 |
88700.0 |
¥1.36M |
|
| 2018-09-18 |
跌破下轨 |
买入 |
14.53452 |
92300.0 |
¥1.34M |
|
| 2018-10-31 |
回到中轨 |
卖出 |
12.996989999999998 |
92300.0 |
¥1.20M |
|
| 2019-01-04 |
跌破下轨 |
买入 |
14.624609999999997 |
81800.0 |
¥1.20M |
|
| 2019-01-08 |
回到中轨 |
卖出 |
17.982 |
81800.0 |
¥1.47M |
|
| 2019-05-06 |
跌破下轨 |
买入 |
16.52651 |
83900.0 |
¥1.39M |
|
| 2019-06-05 |
回到中轨 |
卖出 |
16.67331 |
83900.0 |
¥1.40M |
|
| 2019-07-23 |
跌破下轨 |
买入 |
15.00499 |
99700.0 |
¥1.50M |
|
| 2019-07-25 |
回到中轨 |
卖出 |
17.45 |
99700.0 |
¥1.74M |
|
| 2019-09-27 |
跌破下轨 |
买入 |
18.408389999999997 |
94300.0 |
¥1.74M |
|
| 2019-12-06 |
回到中轨 |
卖出 |
16.63335 |
94300.0 |
¥1.57M |
|
| 2020-05-22 |
跌破下轨 |
买入 |
38.11807999999999 |
41100.0 |
¥1.57M |
|
| 2020-06-22 |
回到中轨 |
卖出 |
30.14982 |
41100.0 |
¥1.24M |
|
| 2020-09-08 |
跌破下轨 |
买入 |
23.653629999999996 |
52500.0 |
¥1.24M |
|
| 2020-10-13 |
回到中轨 |
卖出 |
22.6773 |
52500.0 |
¥1.19M |
|
| 2020-10-29 |
跌破下轨 |
买入 |
19.849829999999997 |
59200.0 |
¥1.18M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
22.42755 |
59200.0 |
¥1.33M |
|
| 2020-12-14 |
跌破下轨 |
买入 |
19.26925 |
69700.0 |
¥1.34M |
|
| 2021-01-05 |
回到中轨 |
卖出 |
19.86012 |
69700.0 |
¥1.38M |
|
| 2021-03-11 |
跌破下轨 |
买入 |
17.747729999999997 |
77900.0 |
¥1.38M |
|
| 2021-04-07 |
回到中轨 |
卖出 |
17.84214 |
77900.0 |
¥1.39M |
|
| 2021-07-02 |
跌破下轨 |
买入 |
17.76775 |
78200.0 |
¥1.39M |
|
| 2021-07-15 |
回到中轨 |
卖出 |
18.44154 |
78200.0 |
¥1.44M |
|
| 2022-01-06 |
跌破下轨 |
买入 |
38.038 |
37400.0 |
¥1.42M |
|
| 2022-02-21 |
回到中轨 |
卖出 |
38.071889999999996 |
37400.0 |
¥1.42M |
|
| 2022-04-18 |
跌破下轨 |
买入 |
27.887859999999993 |
51100.0 |
¥1.43M |
|
| 2022-05-16 |
回到中轨 |
卖出 |
25.06491 |
51100.0 |
¥1.28M |
|
| 2022-12-19 |
跌破下轨 |
买入 |
29.459429999999998 |
44000.0 |
¥1.30M |
|
| 2022-12-28 |
回到中轨 |
卖出 |
32.42754 |
44000.0 |
¥1.43M |
|
| 2023-02-09 |
跌破下轨 |
买入 |
34.1341 |
41600.0 |
¥1.42M |
|
| 2023-02-10 |
回到中轨 |
卖出 |
35.91405 |
41600.0 |
¥1.49M |
|
| 2023-02-20 |
跌破下轨 |
买入 |
31.79176 |
47200.0 |
¥1.50M |
|
| 2023-03-23 |
回到中轨 |
卖出 |
31.128839999999997 |
47200.0 |
¥1.47M |
|
| 2023-05-22 |
跌破下轨 |
买入 |
28.32 |
51700.0 |
¥1.46M |
|
| 2023-06-07 |
回到中轨 |
卖出 |
30.7692 |
51700.0 |
¥1.59M |
|
| 2023-07-24 |
跌破下轨 |
买入 |
28.538510000000002 |
55900.0 |
¥1.60M |
|
| 2023-08-08 |
回到中轨 |
卖出 |
30.35961 |
55900.0 |
¥1.70M |
|
| 2023-08-29 |
跌破下轨 |
买入 |
25.905879999999996 |
64900.0 |
¥1.68M |
|
| 2023-09-07 |
回到中轨 |
卖出 |
28.071900000000003 |
64900.0 |
¥1.82M |
|
| 2023-09-21 |
跌破下轨 |
买入 |
25.025 |
73200.0 |
¥1.83M |
|
| 2023-10-16 |
回到中轨 |
卖出 |
26.843130000000002 |
73200.0 |
¥1.96M |
|
| 2023-11-03 |
跌破下轨 |
买入 |
24.314289999999996 |
80600.0 |
¥1.96M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
26.99298 |
80600.0 |
¥2.17M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
25.655629999999995 |
84100.0 |
¥2.16M |
|
| 2023-12-28 |
回到中轨 |
卖出 |
26.46 |
84100.0 |
¥2.22M |
|
| 2024-01-30 |
跌破下轨 |
买入 |
21.921899999999994 |
100900.0 |
¥2.21M |
|
| 2024-02-20 |
回到中轨 |
卖出 |
22.56741 |
100900.0 |
¥2.28M |
|
| 2024-05-28 |
跌破下轨 |
买入 |
24.524499999999996 |
92800.0 |
¥2.28M |
|
| 2024-07-11 |
回到中轨 |
卖出 |
21.96801 |
92800.0 |
¥2.04M |
|
| 2025-03-26 |
跌破下轨 |
买入 |
40.63059 |
50300.0 |
¥2.04M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
34.445519999999995 |
50300.0 |
¥1.73M |
|
| 2025-06-03 |
跌破下轨 |
买入 |
23.80378 |
72400.0 |
¥1.72M |
|
| 2025-06-19 |
回到中轨 |
卖出 |
29.85012 |
72400.0 |
¥2.16M |
|
| 2025-10-20 |
跌破下轨 |
买入 |
68.98892 |
31800.0 |
¥2.19M |
|
| 2025-10-28 |
回到中轨 |
卖出 |
76.91301 |
31800.0 |
¥2.45M |
|
| 2026-03-31 |
跌破下轨 |
买入 |
88.97888999999999 |
27200.0 |
¥2.42M |
|
| 2026-04-13 |
回到中轨 |
卖出 |
99.05 |
27200.0 |
¥2.69M |
|
| 2026-06-01 |
跌破下轨 |
买入 |
68.57851 |
29800.0 |
¥2.04M |
|
| 2026-06-23 |
回到中轨 |
卖出 |
84.94497 |
29800.0 |
¥2.53M |
|
| 2026-09-28 |
跌破下轨 |
买入 |
57.03697999999999 |
55900.0 |
¥3.19M |
|
| 2026-11-12 |
回到中轨 |
卖出 |
43.29666 |
55900.0 |
¥2.42M |
|