002920 德赛西威 — 布林下轨抄底 回测明细
数据区间: 2017-12-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.70M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +70.14%）
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 |
2018-02-02 |
2018-02-14 |
33.463456026 |
37.14282 |
¥10.9万 |
+10.96% |
回到中轨 |
| 2 |
2018-03-26 |
2018-04-03 |
33.964106175999994 |
38.961 |
¥15.9万 |
+14.68% |
回到中轨 |
| 3 |
2018-06-20 |
2018-07-17 |
29.728605907 |
29.640330000000002 |
¥-4,130 |
-0.33% |
回到中轨 |
| 4 |
2018-07-20 |
2018-09-14 |
27.305459181000003 |
22.957020000000004 |
¥-20.0万 |
-15.95% |
回到中轨 |
| 5 |
2018-10-12 |
2018-11-05 |
18.173600444999998 |
18.1818 |
¥157 |
+0.02% |
回到中轨 |
| 6 |
2018-12-20 |
2019-01-09 |
18.033418403 |
18.65 |
¥3.6万 |
+3.39% |
回到中轨 |
| 7 |
2019-04-29 |
2019-06-12 |
26.734718009999995 |
22.76721 |
¥-16.3万 |
-14.87% |
回到中轨 |
| 8 |
2019-08-12 |
2019-08-20 |
23.150062936 |
25.12485 |
¥7.9万 |
+8.50% |
回到中轨 |
| 9 |
2020-09-08 |
2020-09-18 |
64.64394736799998 |
68.32161 |
¥5.7万 |
+5.66% |
回到中轨 |
| 10 |
2020-10-26 |
2020-11-03 |
63.38230898999999 |
72.07785000000001 |
¥14.7万 |
+13.69% |
回到中轨 |
| 11 |
2021-02-23 |
2021-03-31 |
96.72560897999999 |
85.28463 |
¥-14.1万 |
-11.85% |
回到中轨 |
| 12 |
2021-06-17 |
2021-06-24 |
97.78698729799999 |
108.38150999999999 |
¥11.6万 |
+10.80% |
回到中轨 |
| 13 |
2021-08-17 |
2021-10-08 |
91.38867838099999 |
85.07484000000001 |
¥-8.1万 |
-6.94% |
回到中轨 |
| 14 |
2022-02-09 |
2022-02-24 |
120.48646509899999 |
132.21765 |
¥10.4万 |
+9.70% |
回到中轨 |
| 15 |
2022-04-08 |
2022-04-29 |
112.51611471099999 |
110.889 |
¥-1.8万 |
-1.48% |
回到中轨 |
| 16 |
2022-09-16 |
2022-11-07 |
134.1742402 |
125.18469000000002 |
¥-7.9万 |
-6.73% |
回到中轨 |
| 17 |
2023-01-03 |
2023-01-06 |
105.1365315 |
121.39847999999998 |
¥17.2万 |
+15.43% |
回到中轨 |
| 18 |
2023-03-13 |
2023-03-27 |
104.49569930799998 |
111.83805000000001 |
¥8.9万 |
+6.99% |
回到中轨 |
| 19 |
2023-04-24 |
2023-05-12 |
105.647194653 |
106.90299 |
¥1.6万 |
+1.16% |
回到中轨 |
| 20 |
2023-08-18 |
2023-09-12 |
141.824174492 |
151.28856 |
¥9.2万 |
+6.64% |
回到中轨 |
| 21 |
2023-10-11 |
2023-11-15 |
128.16643839999998 |
130.0 |
¥2.0万 |
+1.40% |
回到中轨 |
| 22 |
2024-01-04 |
2024-02-23 |
117.83534 |
93.07 |
¥-31.5万 |
-21.04% |
回到中轨 |
| 23 |
2024-06-21 |
2024-07-11 |
94.11221519699998 |
102.85704 |
¥11.0万 |
+9.26% |
回到中轨 |
| 24 |
2025-01-03 |
2025-01-21 |
105.817415704 |
107.99190000000002 |
¥2.6万 |
+2.02% |
回到中轨 |
| 25 |
2025-04-07 |
2025-04-25 |
95.84446471599999 |
103.79610000000001 |
¥9.8万 |
+8.26% |
回到中轨 |
| 26 |
2025-06-10 |
2025-06-26 |
100.33029005999998 |
102.76713000000001 |
¥3.4万 |
+2.40% |
回到中轨 |
| 27 |
2026-02-03 |
2026-02-26 |
121.84823350699999 |
124.36551000000001 |
¥3.0万 |
+2.04% |
回到中轨 |
| 28 |
2026-05-21 |
2026-05-22 |
96.60545294399999 |
106.35354 |
¥15.0万 |
+10.06% |
回到中轨 |
| 29 |
2026-06-11 |
2026-07-06 |
88.566562 |
85.32459 |
¥-5.9万 |
-3.69% |
回到中轨 |
| 30 |
2026-10-15 |
2026-10-27 |
72.70441478299999 |
78.27165 |
¥11.8万 |
+7.63% |
回到中轨 |
逐笔成交记录（共 60 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-02-02 |
跌破下轨 |
买入 |
33.45342 |
29600.0 |
¥99.1万 |
|
| 2018-02-14 |
回到中轨 |
卖出 |
37.14282 |
29600.0 |
¥1.10M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
33.95392 |
31900.0 |
¥1.08M |
|
| 2018-04-03 |
回到中轨 |
卖出 |
38.961 |
31900.0 |
¥1.24M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
29.71969 |
42500.0 |
¥1.26M |
|
| 2018-07-17 |
回到中轨 |
卖出 |
29.640330000000002 |
42500.0 |
¥1.26M |
|
| 2018-07-20 |
跌破下轨 |
买入 |
27.29727 |
45900.0 |
¥1.25M |
|
| 2018-09-14 |
回到中轨 |
卖出 |
22.957020000000004 |
45900.0 |
¥1.05M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
18.168149999999997 |
57200.0 |
¥1.04M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
18.1818 |
57200.0 |
¥1.04M |
|
| 2018-12-20 |
跌破下轨 |
买入 |
18.02801 |
58800.0 |
¥1.06M |
|
| 2019-01-09 |
回到中轨 |
卖出 |
18.65 |
58800.0 |
¥1.10M |
|
| 2019-04-29 |
跌破下轨 |
买入 |
26.726699999999994 |
40900.0 |
¥1.09M |
|
| 2019-06-12 |
回到中轨 |
卖出 |
22.76721 |
40900.0 |
¥93.1万 |
|
| 2019-08-12 |
跌破下轨 |
买入 |
23.14312 |
40200.0 |
¥93.1万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
25.12485 |
40200.0 |
¥1.01M |
|
| 2020-09-08 |
跌破下轨 |
买入 |
64.62455999999999 |
15700.0 |
¥1.01M |
|
| 2020-09-18 |
回到中轨 |
卖出 |
68.32161 |
15700.0 |
¥1.07M |
|
| 2020-10-26 |
跌破下轨 |
买入 |
63.36329999999999 |
16900.0 |
¥1.07M |
|
| 2020-11-03 |
回到中轨 |
卖出 |
72.07785000000001 |
16900.0 |
¥1.22M |
|
| 2021-02-23 |
跌破下轨 |
买入 |
96.69659999999999 |
12300.0 |
¥1.19M |
|
| 2021-03-31 |
回到中轨 |
卖出 |
85.28463 |
12300.0 |
¥1.05M |
|
| 2021-06-17 |
跌破下轨 |
买入 |
97.75765999999997 |
11000.0 |
¥1.08M |
|
| 2021-06-24 |
回到中轨 |
卖出 |
108.38150999999999 |
11000.0 |
¥1.19M |
|
| 2021-08-17 |
跌破下轨 |
买入 |
91.36126999999999 |
12800.0 |
¥1.17M |
|
| 2021-10-08 |
回到中轨 |
卖出 |
85.07484000000001 |
12800.0 |
¥1.09M |
|
| 2022-02-09 |
跌破下轨 |
买入 |
120.45033 |
8900.0 |
¥1.07M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
132.21765 |
8900.0 |
¥1.18M |
|
| 2022-04-08 |
跌破下轨 |
买入 |
112.48236999999999 |
10800.0 |
¥1.22M |
|
| 2022-04-29 |
回到中轨 |
卖出 |
110.889 |
10800.0 |
¥1.20M |
|
| 2022-09-16 |
跌破下轨 |
买入 |
134.134 |
8800.0 |
¥1.18M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
125.18469000000002 |
8800.0 |
¥1.10M |
|
| 2023-01-03 |
跌破下轨 |
买入 |
105.105 |
10600.0 |
¥1.11M |
|
| 2023-01-06 |
回到中轨 |
卖出 |
121.39847999999998 |
10600.0 |
¥1.29M |
|
| 2023-03-13 |
跌破下轨 |
买入 |
104.46435999999999 |
12200.0 |
¥1.27M |
|
| 2023-03-27 |
回到中轨 |
卖出 |
111.83805000000001 |
12200.0 |
¥1.36M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
105.61551000000001 |
13000.0 |
¥1.37M |
|
| 2023-05-12 |
回到中轨 |
卖出 |
106.90299 |
13000.0 |
¥1.39M |
|
| 2023-08-18 |
跌破下轨 |
买入 |
141.78163999999998 |
9800.0 |
¥1.39M |
|
| 2023-09-12 |
回到中轨 |
卖出 |
151.28856 |
9800.0 |
¥1.48M |
|
| 2023-10-11 |
跌破下轨 |
买入 |
128.128 |
11200.0 |
¥1.44M |
|
| 2023-11-15 |
回到中轨 |
卖出 |
130.0 |
11200.0 |
¥1.46M |
|
| 2024-01-04 |
跌破下轨 |
买入 |
117.8 |
12700.0 |
¥1.50M |
|
| 2024-02-23 |
回到中轨 |
卖出 |
93.07 |
12700.0 |
¥1.18M |
|
| 2024-06-21 |
跌破下轨 |
买入 |
94.08398999999999 |
12600.0 |
¥1.19M |
|
| 2024-07-11 |
回到中轨 |
卖出 |
102.85704 |
12600.0 |
¥1.30M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
105.78568 |
12300.0 |
¥1.30M |
|
| 2025-01-21 |
回到中轨 |
卖出 |
107.99190000000002 |
12300.0 |
¥1.33M |
|
| 2025-04-07 |
跌破下轨 |
买入 |
95.81571999999998 |
12400.0 |
¥1.19M |
|
| 2025-04-25 |
回到中轨 |
卖出 |
103.79610000000001 |
12400.0 |
¥1.29M |
|
| 2025-06-10 |
跌破下轨 |
买入 |
100.30019999999999 |
14200.0 |
¥1.42M |
|
| 2025-06-26 |
回到中轨 |
卖出 |
102.76713000000001 |
14200.0 |
¥1.46M |
|
| 2026-02-03 |
跌破下轨 |
买入 |
121.81168999999998 |
12000.0 |
¥1.46M |
|
| 2026-02-26 |
回到中轨 |
卖出 |
124.36551000000001 |
12000.0 |
¥1.49M |
|
| 2026-05-21 |
跌破下轨 |
买入 |
96.57647999999999 |
15400.0 |
¥1.49M |
|
| 2026-05-22 |
回到中轨 |
卖出 |
106.35354 |
15400.0 |
¥1.64M |
|
| 2026-06-11 |
跌破下轨 |
买入 |
88.54 |
18200.0 |
¥1.61M |
|
| 2026-07-06 |
回到中轨 |
卖出 |
85.32459 |
18200.0 |
¥1.55M |
|
| 2026-10-15 |
跌破下轨 |
买入 |
72.68261 |
21200.0 |
¥1.54M |
|
| 2026-10-27 |
回到中轨 |
卖出 |
78.27165 |
21200.0 |
¥1.66M |
|