002916 深南电路 — 布林下轨抄底 回测明细
数据区间: 2017-12-13 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥91.4万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -8.59%）
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 30 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 |
2018-03-26 |
2018-04-02 |
65.78542970999999 |
81.60831 |
¥23.7万 |
+24.02% |
回到中轨 |
| 2 |
2018-06-20 |
2018-07-10 |
60.188161033 |
62.787150000000004 |
¥5.3万 |
+4.29% |
回到中轨 |
| 3 |
2018-08-06 |
2018-08-13 |
59.07671769999998 |
65.1348 |
¥13.2万 |
+10.22% |
回到中轨 |
| 4 |
2018-10-09 |
2018-10-23 |
69.209876736 |
77.2227 |
¥16.3万 |
+11.54% |
回到中轨 |
| 5 |
2018-12-07 |
2018-12-25 |
75.157600518 |
79.26066 |
¥8.6万 |
+5.43% |
回到中轨 |
| 6 |
2019-05-07 |
2019-06-12 |
106.44823489299999 |
86.07383999999999 |
¥-31.8万 |
-19.16% |
回到中轨 |
| 7 |
2020-05-14 |
2020-06-17 |
178.53184349 |
160.839 |
¥-13.3万 |
-9.94% |
回到中轨 |
| 8 |
2020-09-08 |
2020-10-12 |
133.23301791799997 |
122.5 |
¥-9.8万 |
-8.08% |
回到中轨 |
| 9 |
2020-10-29 |
2020-11-09 |
105.146544503 |
121.878 |
¥17.4万 |
+15.88% |
回到中轨 |
| 10 |
2020-12-29 |
2021-01-05 |
102.59322873799998 |
110.83905 |
¥10.3万 |
+8.00% |
回到中轨 |
| 11 |
2021-02-01 |
2021-02-25 |
107.65980825599999 |
116.3835 |
¥11.2万 |
+8.07% |
回到中轨 |
| 12 |
2021-03-11 |
2021-05-13 |
106.52833891699999 |
79.81011 |
¥-37.7万 |
-25.10% |
回到中轨 |
| 13 |
2021-08-18 |
2021-09-23 |
96.14485480599998 |
94.80510000000001 |
¥-1.6万 |
-1.42% |
回到中轨 |
| 14 |
2021-10-26 |
2021-11-02 |
86.56241093499999 |
105.68421000000001 |
¥24.4万 |
+22.05% |
回到中轨 |
| 15 |
2021-12-01 |
2021-12-10 |
104.53575131999999 |
109.14075 |
¥5.9万 |
+4.37% |
回到中轨 |
| 16 |
2022-02-21 |
2022-02-24 |
108.89140762499997 |
115.51437 |
¥8.6万 |
+6.05% |
回到中轨 |
| 17 |
2022-03-08 |
2022-04-19 |
106.057727776 |
96.16374000000002 |
¥-14.0万 |
-9.36% |
回到中轨 |
| 18 |
2022-05-30 |
2022-06-07 |
89.31598676 |
98.30160000000001 |
¥13.5万 |
+10.03% |
回到中轨 |
| 19 |
2022-07-26 |
2022-08-04 |
87.61377624999999 |
89.88003 |
¥3.8万 |
+2.56% |
回到中轨 |
| 20 |
2022-08-30 |
2022-10-27 |
85.46098060499997 |
76.64328 |
¥-15.8万 |
-10.34% |
回到中轨 |
| 21 |
2022-12-20 |
2023-01-10 |
73.54550703499999 |
74.10582000000001 |
¥1.0万 |
+0.73% |
回到中轨 |
| 22 |
2023-04-27 |
2023-05-29 |
82.086598594 |
76.91 |
¥-8.6万 |
-6.33% |
回到中轨 |
| 23 |
2023-08-16 |
2023-09-07 |
73.044856885 |
68.6313 |
¥-7.8万 |
-6.07% |
回到中轨 |
| 24 |
2023-12-06 |
2023-12-29 |
70.49154112 |
70.6293 |
¥2,017 |
+0.17% |
回到中轨 |
| 25 |
2024-01-05 |
2024-02-20 |
67.16722412399999 |
55.944 |
¥-20.5万 |
-16.73% |
回到中轨 |
| 26 |
2024-08-30 |
2024-09-30 |
99.03861267299999 |
105.05484 |
¥6.1万 |
+6.04% |
回到中轨 |
| 27 |
2025-04-08 |
2025-05-07 |
107.15915810599999 |
118.14173999999998 |
¥10.7万 |
+10.22% |
回到中轨 |
| 28 |
2025-05-30 |
2025-06-17 |
84.13926420899998 |
98.91099 |
¥20.5万 |
+17.52% |
回到中轨 |
| 29 |
2026-07-16 |
2026-08-07 |
370.5011370059999 |
358.641 |
¥-4.3万 |
-3.23% |
回到中轨 |
| 30 |
2026-10-13 |
2026-11-13 |
315.41960750299995 |
208.22 |
¥-44.0万 |
-34.01% |
强平 |
逐笔成交记录（共 60 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-03-26 |
跌破下轨 |
买入 |
65.7657 |
15000.0 |
¥98.7万 |
|
| 2018-04-02 |
回到中轨 |
卖出 |
81.60831 |
15000.0 |
¥1.22M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
60.170109999999994 |
20400.0 |
¥1.23M |
|
| 2018-07-10 |
回到中轨 |
卖出 |
62.787150000000004 |
20400.0 |
¥1.28M |
|
| 2018-08-06 |
跌破下轨 |
买入 |
59.05899999999999 |
21800.0 |
¥1.29M |
|
| 2018-08-13 |
回到中轨 |
卖出 |
65.1348 |
21800.0 |
¥1.42M |
|
| 2018-10-09 |
跌破下轨 |
买入 |
69.18912 |
20400.0 |
¥1.41M |
|
| 2018-10-23 |
回到中轨 |
卖出 |
77.2227 |
20400.0 |
¥1.57M |
|
| 2018-12-07 |
跌破下轨 |
买入 |
75.13506 |
21000.0 |
¥1.58M |
|
| 2018-12-25 |
回到中轨 |
卖出 |
79.26066 |
21000.0 |
¥1.66M |
|
| 2019-05-07 |
跌破下轨 |
买入 |
106.41631 |
15600.0 |
¥1.66M |
|
| 2019-06-12 |
回到中轨 |
卖出 |
86.07383999999999 |
15600.0 |
¥1.34M |
|
| 2020-05-14 |
跌破下轨 |
买入 |
178.4783 |
7500.0 |
¥1.34M |
|
| 2020-06-17 |
回到中轨 |
卖出 |
160.839 |
7500.0 |
¥1.21M |
|
| 2020-09-08 |
跌破下轨 |
买入 |
133.19305999999997 |
9100.0 |
¥1.21M |
|
| 2020-10-12 |
回到中轨 |
卖出 |
122.5 |
9100.0 |
¥1.11M |
|
| 2020-10-29 |
跌破下轨 |
买入 |
105.11501 |
10400.0 |
¥1.09M |
|
| 2020-11-09 |
回到中轨 |
卖出 |
121.878 |
10400.0 |
¥1.27M |
|
| 2020-12-29 |
跌破下轨 |
买入 |
102.56245999999999 |
12500.0 |
¥1.28M |
|
| 2021-01-05 |
回到中轨 |
卖出 |
110.83905 |
12500.0 |
¥1.39M |
|
| 2021-02-01 |
跌破下轨 |
买入 |
107.62751999999999 |
12900.0 |
¥1.39M |
|
| 2021-02-25 |
回到中轨 |
卖出 |
116.3835 |
12900.0 |
¥1.50M |
|
| 2021-03-11 |
跌破下轨 |
买入 |
106.49638999999999 |
14100.0 |
¥1.50M |
|
| 2021-05-13 |
回到中轨 |
卖出 |
79.81011 |
14100.0 |
¥1.12M |
|
| 2021-08-18 |
跌破下轨 |
买入 |
96.11601999999999 |
11700.0 |
¥1.12M |
|
| 2021-09-23 |
回到中轨 |
卖出 |
94.80510000000001 |
11700.0 |
¥1.11M |
|
| 2021-10-26 |
跌破下轨 |
买入 |
86.53644999999999 |
12800.0 |
¥1.11M |
|
| 2021-11-02 |
回到中轨 |
卖出 |
105.68421000000001 |
12800.0 |
¥1.35M |
|
| 2021-12-01 |
跌破下轨 |
买入 |
104.50439999999999 |
12900.0 |
¥1.35M |
|
| 2021-12-10 |
回到中轨 |
卖出 |
109.14075 |
12900.0 |
¥1.41M |
|
| 2022-02-21 |
跌破下轨 |
买入 |
108.85874999999999 |
13000.0 |
¥1.42M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
115.51437 |
13000.0 |
¥1.50M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
106.02591999999999 |
14100.0 |
¥1.50M |
|
| 2022-04-19 |
回到中轨 |
卖出 |
96.16374000000002 |
14100.0 |
¥1.36M |
|
| 2022-05-30 |
跌破下轨 |
买入 |
89.2892 |
15100.0 |
¥1.35M |
|
| 2022-06-07 |
回到中轨 |
卖出 |
98.30160000000001 |
15100.0 |
¥1.48M |
|
| 2022-07-26 |
跌破下轨 |
买入 |
87.58749999999999 |
17100.0 |
¥1.50M |
|
| 2022-08-04 |
回到中轨 |
卖出 |
89.88003 |
17100.0 |
¥1.54M |
|
| 2022-08-30 |
跌破下轨 |
买入 |
85.43534999999999 |
17900.0 |
¥1.53M |
|
| 2022-10-27 |
回到中轨 |
卖出 |
76.64328 |
17900.0 |
¥1.37M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
73.52345 |
18700.0 |
¥1.38M |
|
| 2023-01-10 |
回到中轨 |
卖出 |
74.10582000000001 |
18700.0 |
¥1.39M |
|
| 2023-04-27 |
跌破下轨 |
买入 |
82.06197999999999 |
16500.0 |
¥1.35M |
|
| 2023-05-29 |
回到中轨 |
卖出 |
76.91 |
16500.0 |
¥1.27M |
|
| 2023-08-16 |
跌破下轨 |
买入 |
73.02295 |
17700.0 |
¥1.29M |
|
| 2023-09-07 |
回到中轨 |
卖出 |
68.6313 |
17700.0 |
¥1.21M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
70.4704 |
17300.0 |
¥1.22M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
70.6293 |
17300.0 |
¥1.22M |
|
| 2024-01-05 |
跌破下轨 |
买入 |
67.14707999999999 |
18200.0 |
¥1.22M |
|
| 2024-02-20 |
回到中轨 |
卖出 |
55.944 |
18200.0 |
¥1.02M |
|
| 2024-08-30 |
跌破下轨 |
买入 |
99.00890999999999 |
10200.0 |
¥1.01M |
|
| 2024-09-30 |
回到中轨 |
卖出 |
105.05484 |
10200.0 |
¥1.07M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
107.12701999999999 |
9800.0 |
¥1.05M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
118.14173999999998 |
9800.0 |
¥1.16M |
|
| 2025-05-30 |
跌破下轨 |
买入 |
84.11402999999999 |
13900.0 |
¥1.17M |
|
| 2025-06-17 |
回到中轨 |
卖出 |
98.91099 |
13900.0 |
¥1.37M |
|
| 2026-07-16 |
跌破下轨 |
买入 |
370.39001999999994 |
3600.0 |
¥1.33M |
|
| 2026-08-07 |
回到中轨 |
卖出 |
358.641 |
3600.0 |
¥1.29M |
|
| 2026-10-13 |
跌破下轨 |
买入 |
315.32500999999996 |
4100.0 |
¥1.29M |
|
| 2026-11-13 |
强平 |
卖出 |
208.22 |
4100 |
¥85.3万 |
回测结束强平 |