002938 鹏鼎控股 — 布林下轨抄底 回测明细
数据区间: 2018-09-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.21M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +21.40%）
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 |
2018-11-26 |
2018-12-25 |
17.993366390999995 |
18.0819 |
¥4,604 |
+0.46% |
回到中轨 |
| 2 |
2019-12-24 |
2020-01-10 |
43.586602059 |
48.21 |
¥10.6万 |
+10.57% |
回到中轨 |
| 3 |
2020-07-27 |
2020-08-03 |
44.547850346999994 |
52.2477 |
¥19.1万 |
+17.25% |
回到中轨 |
| 4 |
2020-10-26 |
2020-11-10 |
50.245249054 |
54.45549 |
¥10.8万 |
+8.35% |
回到中轨 |
| 5 |
2021-01-20 |
2021-02-18 |
46.300125871999995 |
43.99596 |
¥-7.0万 |
-5.01% |
回到中轨 |
| 6 |
2021-03-11 |
2021-05-26 |
38.700256595 |
33.02694 |
¥-19.6万 |
-14.69% |
回到中轨 |
| 7 |
2021-08-19 |
2021-09-24 |
35.410619999999994 |
32.15781 |
¥-10.5万 |
-9.21% |
回到中轨 |
| 8 |
2021-11-29 |
2021-12-01 |
37.939268367 |
39.50046 |
¥4.2万 |
+4.08% |
回到中轨 |
| 9 |
2021-12-07 |
2021-12-10 |
37.418592210999996 |
42.957 |
¥15.9万 |
+14.77% |
回到中轨 |
| 10 |
2022-01-20 |
2022-04-19 |
38.92054266099999 |
29.390579999999996 |
¥-30.2万 |
-24.51% |
回到中轨 |
| 11 |
2022-04-27 |
2022-04-29 |
25.933677769999992 |
28.5714 |
¥9.3万 |
+10.14% |
回到中轨 |
| 12 |
2022-08-29 |
2022-10-17 |
29.938878969999998 |
27.0729 |
¥-9.5万 |
-9.60% |
回到中轨 |
| 13 |
2022-12-05 |
2023-01-11 |
28.537058549999998 |
27.52 |
¥-3.3万 |
-3.59% |
回到中轨 |
| 14 |
2023-02-28 |
2023-03-06 |
28.306759480999993 |
29.19078 |
¥2.8万 |
+3.09% |
回到中轨 |
| 15 |
2023-03-16 |
2023-03-23 |
27.756044315999997 |
32.4675 |
¥15.6万 |
+16.94% |
回到中轨 |
| 16 |
2023-04-26 |
2023-05-29 |
27.23536816 |
24.65532 |
¥-10.2万 |
-9.50% |
回到中轨 |
| 17 |
2023-06-28 |
2023-07-04 |
23.770869121999993 |
24.63534 |
¥3.5万 |
+3.61% |
回到中轨 |
| 18 |
2023-08-14 |
2023-09-07 |
23.0069 |
21.688290000000002 |
¥-5.8万 |
-5.76% |
回到中轨 |
| 19 |
2023-10-23 |
2023-10-31 |
18.734328613 |
20.879099999999998 |
¥10.6万 |
+11.41% |
回到中轨 |
| 20 |
2023-12-06 |
2023-12-12 |
20.907150264 |
21.578400000000006 |
¥3.4万 |
+3.18% |
回到中轨 |
| 21 |
2024-02-05 |
2024-02-08 |
16.62158498 |
18.8811 |
¥14.6万 |
+13.56% |
回到中轨 |
| 22 |
2024-09-19 |
2024-10-08 |
31.731206506999996 |
39.31065 |
¥29.7万 |
+23.85% |
回到中轨 |
| 23 |
2024-11-18 |
2024-12-03 |
33.443430019999994 |
34.91505 |
¥6.7万 |
+4.37% |
回到中轨 |
| 24 |
2025-03-04 |
2025-05-07 |
38.039398397 |
29.770199999999996 |
¥-34.5万 |
-21.76% |
回到中轨 |
| 25 |
2025-05-26 |
2025-06-05 |
27.545771252999998 |
28.971000000000004 |
¥6.4万 |
+5.14% |
回到中轨 |
| 26 |
2025-10-15 |
2025-10-28 |
47.52171223799999 |
55.4445 |
¥22.0万 |
+16.64% |
回到中轨 |
| 27 |
2026-03-04 |
2026-04-01 |
52.868655839999995 |
54.19575 |
¥3.8万 |
+2.48% |
回到中轨 |
| 28 |
2026-07-03 |
2026-07-15 |
92.640303756 |
105.13476 |
¥21.2万 |
+13.45% |
回到中轨 |
| 29 |
2026-07-29 |
2026-08-07 |
81.81624751299998 |
94.95 |
¥27.9万 |
+16.02% |
回到中轨 |
| 30 |
2026-09-28 |
2026-11-13 |
82.60727475 |
48.0 |
¥-86.2万 |
-41.91% |
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 |
|---|
| 2018-11-26 |
跌破下轨 |
买入 |
17.987969999999997 |
55400.0 |
¥99.7万 |
|
| 2018-12-25 |
回到中轨 |
卖出 |
18.0819 |
55400.0 |
¥1.00M |
|
| 2019-12-24 |
跌破下轨 |
买入 |
43.57353 |
23000.0 |
¥1.00M |
|
| 2020-01-10 |
回到中轨 |
卖出 |
48.21 |
23000.0 |
¥1.11M |
|
| 2020-07-27 |
跌破下轨 |
买入 |
44.53449 |
24900.0 |
¥1.11M |
|
| 2020-08-03 |
回到中轨 |
卖出 |
52.2477 |
24900.0 |
¥1.30M |
|
| 2020-10-26 |
跌破下轨 |
买入 |
50.23018 |
25800.0 |
¥1.30M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
54.45549 |
25800.0 |
¥1.40M |
|
| 2021-01-20 |
跌破下轨 |
买入 |
46.28624 |
30300.0 |
¥1.40M |
|
| 2021-02-18 |
回到中轨 |
卖出 |
43.99596 |
30300.0 |
¥1.33M |
|
| 2021-03-11 |
跌破下轨 |
买入 |
38.688649999999996 |
34500.0 |
¥1.34M |
|
| 2021-05-26 |
回到中轨 |
卖出 |
33.02694 |
34500.0 |
¥1.14M |
|
| 2021-08-19 |
跌破下轨 |
买入 |
35.4 |
32200.0 |
¥1.14M |
|
| 2021-09-24 |
回到中轨 |
卖出 |
32.15781 |
32200.0 |
¥1.04M |
|
| 2021-11-29 |
跌破下轨 |
买入 |
37.92789 |
26900.0 |
¥1.02M |
|
| 2021-12-01 |
回到中轨 |
卖出 |
39.50046 |
26900.0 |
¥1.06M |
|
| 2021-12-07 |
跌破下轨 |
买入 |
37.40736999999999 |
28800.0 |
¥1.08M |
|
| 2021-12-10 |
回到中轨 |
卖出 |
42.957 |
28800.0 |
¥1.24M |
|
| 2022-01-20 |
跌破下轨 |
买入 |
38.90886999999999 |
31700.0 |
¥1.23M |
|
| 2022-04-19 |
回到中轨 |
卖出 |
29.390579999999996 |
31700.0 |
¥93.1万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
25.925899999999995 |
35300.0 |
¥91.5万 |
|
| 2022-04-29 |
回到中轨 |
卖出 |
28.5714 |
35300.0 |
¥1.01M |
|
| 2022-08-29 |
跌破下轨 |
买入 |
29.929899999999996 |
33200.0 |
¥99.4万 |
|
| 2022-10-17 |
回到中轨 |
卖出 |
27.0729 |
33200.0 |
¥89.9万 |
|
| 2022-12-05 |
跌破下轨 |
买入 |
28.528499999999998 |
32400.0 |
¥92.5万 |
|
| 2023-01-11 |
回到中轨 |
卖出 |
27.52 |
32400.0 |
¥89.1万 |
|
| 2023-02-28 |
跌破下轨 |
买入 |
28.298269999999995 |
31800.0 |
¥90.0万 |
|
| 2023-03-06 |
回到中轨 |
卖出 |
29.19078 |
31800.0 |
¥92.8万 |
|
| 2023-03-16 |
跌破下轨 |
买入 |
27.747719999999997 |
33100.0 |
¥91.9万 |
|
| 2023-03-23 |
回到中轨 |
卖出 |
32.4675 |
33100.0 |
¥1.07M |
|
| 2023-04-26 |
跌破下轨 |
买入 |
27.227199999999996 |
39500.0 |
¥1.08M |
|
| 2023-05-29 |
回到中轨 |
卖出 |
24.65532 |
39500.0 |
¥97.4万 |
|
| 2023-06-28 |
跌破下轨 |
买入 |
23.763739999999995 |
41200.0 |
¥97.9万 |
|
| 2023-07-04 |
回到中轨 |
卖出 |
24.63534 |
41200.0 |
¥1.01M |
|
| 2023-08-14 |
跌破下轨 |
买入 |
23.0 |
44100.0 |
¥1.01M |
|
| 2023-09-07 |
回到中轨 |
卖出 |
21.688290000000002 |
44100.0 |
¥95.6万 |
|
| 2023-10-23 |
跌破下轨 |
买入 |
18.72871 |
49400.0 |
¥92.5万 |
|
| 2023-10-31 |
回到中轨 |
卖出 |
20.879099999999998 |
49400.0 |
¥1.03M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
20.900879999999997 |
50800.0 |
¥1.06M |
|
| 2023-12-12 |
回到中轨 |
卖出 |
21.578400000000006 |
50800.0 |
¥1.10M |
|
| 2024-02-05 |
跌破下轨 |
买入 |
16.6166 |
64800.0 |
¥1.08M |
|
| 2024-02-08 |
回到中轨 |
卖出 |
18.8811 |
64800.0 |
¥1.22M |
|
| 2024-09-19 |
跌破下轨 |
买入 |
31.72169 |
39200.0 |
¥1.24M |
|
| 2024-10-08 |
回到中轨 |
卖出 |
39.31065 |
39200.0 |
¥1.54M |
|
| 2024-11-18 |
跌破下轨 |
买入 |
33.43339999999999 |
45700.0 |
¥1.53M |
|
| 2024-12-03 |
回到中轨 |
卖出 |
34.91505 |
45700.0 |
¥1.60M |
|
| 2025-03-04 |
跌破下轨 |
买入 |
38.027989999999996 |
41700.0 |
¥1.59M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
29.770199999999996 |
41700.0 |
¥1.24M |
|
| 2025-05-26 |
跌破下轨 |
买入 |
27.537509999999997 |
45100.0 |
¥1.24M |
|
| 2025-06-05 |
回到中轨 |
卖出 |
28.971000000000004 |
45100.0 |
¥1.31M |
|
| 2025-10-15 |
跌破下轨 |
买入 |
47.507459999999995 |
27800.0 |
¥1.32M |
|
| 2025-10-28 |
回到中轨 |
卖出 |
55.4445 |
27800.0 |
¥1.54M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
52.85279999999999 |
28800.0 |
¥1.52M |
|
| 2026-04-01 |
回到中轨 |
卖出 |
54.19575 |
28800.0 |
¥1.56M |
|
| 2026-07-03 |
跌破下轨 |
买入 |
92.61251999999999 |
17000.0 |
¥1.57M |
|
| 2026-07-15 |
回到中轨 |
卖出 |
105.13476 |
17000.0 |
¥1.79M |
|
| 2026-07-29 |
跌破下轨 |
买入 |
81.79170999999998 |
21300.0 |
¥1.74M |
|
| 2026-08-07 |
回到中轨 |
卖出 |
94.95 |
21300.0 |
¥2.02M |
|
| 2026-09-28 |
跌破下轨 |
买入 |
82.5825 |
24900.0 |
¥2.06M |
|
| 2026-11-13 |
强平 |
卖出 |
48.0 |
24900 |
¥1.19M |
回测结束强平 |