003816 中国广核 — 布林下轨抄底 回测明细
数据区间: 2019-08-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.35M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +34.56%）
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 26 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 |
2019-11-13 |
2019-12-11 |
3.561068 |
3.57642 |
¥3,985 |
+0.40% |
回到中轨 |
| 2 |
2020-02-04 |
2020-02-21 |
2.953835885 |
3.3766199999999995 |
¥13.1万 |
+14.28% |
回到中轨 |
| 3 |
2020-03-02 |
2020-04-17 |
3.094017927 |
2.92707 |
¥-6.1万 |
-5.42% |
回到中轨 |
| 4 |
2020-04-27 |
2020-05-11 |
2.8837448639999996 |
2.9 |
¥5,717 |
+0.53% |
回到中轨 |
| 5 |
2020-09-11 |
2020-10-13 |
2.9438228819999996 |
2.91708 |
¥-1.0万 |
-0.94% |
回到中轨 |
| 6 |
2020-10-29 |
2020-11-19 |
2.783614833999999 |
2.74725 |
¥-1.4万 |
-1.34% |
回到中轨 |
| 7 |
2021-02-04 |
2021-02-22 |
2.6634587979999997 |
2.72727 |
¥2.5万 |
+2.37% |
回到中轨 |
| 8 |
2021-04-28 |
2021-05-10 |
2.70351081 |
2.75724 |
¥2.1万 |
+1.96% |
回到中轨 |
| 9 |
2021-06-07 |
2021-08-04 |
2.7335498189999994 |
2.56743 |
¥-6.7万 |
-6.11% |
回到中轨 |
| 10 |
2021-11-09 |
2021-11-23 |
2.8436928519999998 |
2.86713 |
¥8,193 |
+0.79% |
回到中轨 |
| 11 |
2022-03-15 |
2022-04-12 |
2.8537058549999994 |
2.73726 |
¥-4.2万 |
-4.11% |
回到中轨 |
| 12 |
2022-08-03 |
2022-08-16 |
2.683484804 |
2.74725 |
¥2.3万 |
+2.35% |
回到中轨 |
| 13 |
2022-09-19 |
2022-10-17 |
2.7235368159999997 |
2.71728 |
¥-2,652 |
-0.26% |
回到中轨 |
| 14 |
2022-12-20 |
2023-01-04 |
2.673471801 |
2.71728 |
¥1.6万 |
+1.61% |
回到中轨 |
| 15 |
2023-06-07 |
2023-06-12 |
3.0039008999999997 |
3.0969 |
¥3.2万 |
+3.07% |
回到中轨 |
| 16 |
2023-10-24 |
2023-11-30 |
2.9938878969999996 |
2.96 |
¥-1.2万 |
-1.16% |
回到中轨 |
| 17 |
2024-08-01 |
2024-08-20 |
4.646033391999999 |
5.044950000000001 |
¥8.9万 |
+8.55% |
回到中轨 |
| 18 |
2024-09-04 |
2024-10-08 |
4.445773332 |
4.91508 |
¥11.9万 |
+10.52% |
回到中轨 |
| 19 |
2024-11-26 |
2024-12-05 |
3.9250971759999995 |
4.0459499999999995 |
¥3.8万 |
+3.05% |
回到中轨 |
| 20 |
2025-01-06 |
2025-02-07 |
3.8750321609999996 |
3.6963000000000004 |
¥-6.0万 |
-4.64% |
回到中轨 |
| 21 |
2025-04-08 |
2025-04-16 |
3.4144340229999997 |
3.6063899999999998 |
¥6.9万 |
+5.59% |
回到中轨 |
| 22 |
2025-09-23 |
2025-10-10 |
3.6046810799999998 |
3.8161799999999997 |
¥7.6万 |
+5.84% |
回到中轨 |
| 23 |
2025-11-19 |
2025-12-15 |
3.905071169999999 |
3.8561400000000003 |
¥-1.8万 |
-1.28% |
回到中轨 |
| 24 |
2025-12-31 |
2026-01-07 |
3.764889127999999 |
3.8161799999999997 |
¥1.8万 |
+1.33% |
回到中轨 |
| 25 |
2026-05-22 |
2026-06-02 |
4.40572132 |
4.65534 |
¥7.8万 |
+5.63% |
回到中轨 |
| 26 |
2026-06-08 |
2026-07-20 |
4.30559129 |
3.94605 |
¥-12.2万 |
-8.38% |
回到中轨 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-11-13 |
跌破下轨 |
买入 |
3.56 |
279100.0 |
¥99.4万 |
|
| 2019-12-11 |
回到中轨 |
卖出 |
3.57642 |
279100.0 |
¥99.8万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
2.95295 |
311700.0 |
¥92.1万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
3.3766199999999995 |
311700.0 |
¥1.05M |
|
| 2020-03-02 |
跌破下轨 |
买入 |
3.0930899999999997 |
366200.0 |
¥1.13M |
|
| 2020-04-17 |
回到中轨 |
卖出 |
2.92707 |
366200.0 |
¥1.07M |
|
| 2020-04-27 |
跌破下轨 |
买入 |
2.8828799999999997 |
371600.0 |
¥1.07M |
|
| 2020-05-11 |
回到中轨 |
卖出 |
2.9 |
371600.0 |
¥1.08M |
|
| 2020-09-11 |
跌破下轨 |
买入 |
2.9429399999999997 |
364700.0 |
¥1.07M |
|
| 2020-10-13 |
回到中轨 |
卖出 |
2.91708 |
364700.0 |
¥1.06M |
|
| 2020-10-29 |
跌破下轨 |
买入 |
2.782779999999999 |
380700.0 |
¥1.06M |
|
| 2020-11-19 |
回到中轨 |
卖出 |
2.74725 |
380700.0 |
¥1.05M |
|
| 2021-02-04 |
跌破下轨 |
买入 |
2.6626600000000002 |
394000.0 |
¥1.05M |
|
| 2021-02-22 |
回到中轨 |
卖出 |
2.72727 |
394000.0 |
¥1.07M |
|
| 2021-04-28 |
跌破下轨 |
买入 |
2.7027 |
398700.0 |
¥1.08M |
|
| 2021-05-10 |
回到中轨 |
卖出 |
2.75724 |
398700.0 |
¥1.10M |
|
| 2021-06-07 |
跌破下轨 |
买入 |
2.7327299999999997 |
402100.0 |
¥1.10M |
|
| 2021-08-04 |
回到中轨 |
卖出 |
2.56743 |
402100.0 |
¥1.03M |
|
| 2021-11-09 |
跌破下轨 |
买入 |
2.8428399999999994 |
362900.0 |
¥1.03M |
|
| 2021-11-23 |
回到中轨 |
卖出 |
2.86713 |
362900.0 |
¥1.04M |
|
| 2022-03-15 |
跌破下轨 |
买入 |
2.8528499999999997 |
362000.0 |
¥1.03M |
|
| 2022-04-12 |
回到中轨 |
卖出 |
2.73726 |
362000.0 |
¥99.1万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
2.68268 |
371900.0 |
¥99.8万 |
|
| 2022-08-16 |
回到中轨 |
卖出 |
2.74725 |
371900.0 |
¥1.02M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
2.72272 |
375000.0 |
¥1.02M |
|
| 2022-10-17 |
回到中轨 |
卖出 |
2.71728 |
375000.0 |
¥1.02M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
2.6726699999999997 |
379600.0 |
¥1.01M |
|
| 2023-01-04 |
回到中轨 |
卖出 |
2.71728 |
379600.0 |
¥1.03M |
|
| 2023-06-07 |
跌破下轨 |
买入 |
3.0029999999999997 |
344500.0 |
¥1.03M |
|
| 2023-06-12 |
回到中轨 |
卖出 |
3.0969 |
344500.0 |
¥1.07M |
|
| 2023-10-24 |
跌破下轨 |
买入 |
2.9929899999999994 |
355100.0 |
¥1.06M |
|
| 2023-11-30 |
回到中轨 |
卖出 |
2.96 |
355100.0 |
¥1.05M |
|
| 2024-08-01 |
跌破下轨 |
买入 |
4.644639999999999 |
224900.0 |
¥1.04M |
|
| 2024-08-20 |
回到中轨 |
卖出 |
5.044950000000001 |
224900.0 |
¥1.13M |
|
| 2024-09-04 |
跌破下轨 |
买入 |
4.44444 |
254300.0 |
¥1.13M |
|
| 2024-10-08 |
回到中轨 |
卖出 |
4.91508 |
254300.0 |
¥1.25M |
|
| 2024-11-26 |
跌破下轨 |
买入 |
3.92392 |
319900.0 |
¥1.26M |
|
| 2024-12-05 |
回到中轨 |
卖出 |
4.0459499999999995 |
319900.0 |
¥1.29M |
|
| 2025-01-06 |
跌破下轨 |
买入 |
3.8738699999999997 |
333800.0 |
¥1.29M |
|
| 2025-02-07 |
回到中轨 |
卖出 |
3.6963000000000004 |
333800.0 |
¥1.23M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
3.41341 |
363300.0 |
¥1.24M |
|
| 2025-04-16 |
回到中轨 |
卖出 |
3.6063899999999998 |
363300.0 |
¥1.31M |
|
| 2025-09-23 |
跌破下轨 |
买入 |
3.6035999999999997 |
363300.0 |
¥1.31M |
|
| 2025-10-10 |
回到中轨 |
卖出 |
3.8161799999999997 |
363300.0 |
¥1.39M |
|
| 2025-11-19 |
跌破下轨 |
买入 |
3.903899999999999 |
354000.0 |
¥1.38M |
|
| 2025-12-15 |
回到中轨 |
卖出 |
3.8561400000000003 |
354000.0 |
¥1.36M |
|
| 2025-12-31 |
跌破下轨 |
买入 |
3.7637599999999996 |
363400.0 |
¥1.37M |
|
| 2026-01-07 |
回到中轨 |
卖出 |
3.8161799999999997 |
363400.0 |
¥1.39M |
|
| 2026-05-22 |
跌破下轨 |
买入 |
4.4044 |
314700.0 |
¥1.39M |
|
| 2026-06-02 |
回到中轨 |
卖出 |
4.65534 |
314700.0 |
¥1.46M |
|
| 2026-06-08 |
跌破下轨 |
买入 |
4.3043 |
337700.0 |
¥1.45M |
|
| 2026-07-20 |
回到中轨 |
卖出 |
3.94605 |
337700.0 |
¥1.33M |
|