300033 同花顺 — 布林下轨抄底 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.76M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +75.68%）
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 45 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 |
2015-06-29 |
2015-07-14 |
83.10792489999999 |
85.0 |
¥2.1万 |
+2.25% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-25 |
53.09895490899999 |
42.957 |
¥-17.9万 |
-19.12% |
回到中轨 |
| 3 |
2015-12-30 |
2016-01-20 |
74.89726243999999 |
67.83210000000001 |
¥-7.9万 |
-9.46% |
回到中轨 |
| 4 |
2016-03-01 |
2016-03-18 |
52.778538813000004 |
62.317620000000005 |
¥13.7万 |
+18.04% |
回到中轨 |
| 5 |
2016-07-28 |
2016-08-16 |
72.26384265099999 |
71.74817999999999 |
¥-6,661 |
-0.74% |
回到中轨 |
| 6 |
2016-09-14 |
2016-10-11 |
61.98048856999999 |
66.2337 |
¥6.1万 |
+6.83% |
回到中轨 |
| 7 |
2016-12-13 |
2017-01-04 |
68.32873247199998 |
70.0 |
¥2.3万 |
+2.42% |
回到中轨 |
| 8 |
2017-03-16 |
2017-05-09 |
67.19726313299999 |
58.93101 |
¥-12.0万 |
-12.33% |
回到中轨 |
| 9 |
2017-07-14 |
2017-08-07 |
59.37710778999998 |
51.848099999999995 |
¥-10.9万 |
-12.71% |
回到中轨 |
| 10 |
2017-10-31 |
2017-12-20 |
55.96267376699999 |
50.4495 |
¥-7.3万 |
-9.88% |
回到中轨 |
| 11 |
2018-03-26 |
2018-03-30 |
46.0598138 |
50.749199999999995 |
¥6.7万 |
+10.15% |
回到中轨 |
| 12 |
2018-05-28 |
2018-07-24 |
47.464235 |
37.672290000000004 |
¥-15.3万 |
-20.65% |
回到中轨 |
| 13 |
2018-09-11 |
2018-10-22 |
33.894015155 |
33.71625 |
¥-3,194 |
-0.55% |
回到中轨 |
| 14 |
2018-12-20 |
2019-01-07 |
39.10077671499999 |
41.70825 |
¥3.9万 |
+6.64% |
回到中轨 |
| 15 |
2019-05-07 |
2019-05-28 |
81.60597444999999 |
89.61030000000001 |
¥6.0万 |
+9.78% |
回到中轨 |
| 16 |
2019-08-05 |
2019-08-20 |
87.00609399999999 |
88.911 |
¥1.5万 |
+2.16% |
回到中轨 |
| 17 |
2020-02-04 |
2020-02-13 |
91.11832729999999 |
109.44045 |
¥13.0万 |
+20.07% |
回到中轨 |
| 18 |
2020-10-27 |
2020-11-20 |
139.69140485299997 |
140.859 |
¥6,527 |
+0.81% |
回到中轨 |
| 19 |
2020-12-24 |
2021-01-08 |
121.698038462 |
129.60027 |
¥5.3万 |
+6.46% |
回到中轨 |
| 20 |
2021-01-29 |
2021-02-02 |
121.15733629999998 |
139.94991000000002 |
¥13.7万 |
+15.48% |
回到中轨 |
| 21 |
2021-04-13 |
2021-04-20 |
116.771640986 |
121.0 |
¥3.6万 |
+3.59% |
回到中轨 |
| 22 |
2021-04-28 |
2021-05-17 |
110.13301999699998 |
113.08679999999998 |
¥2.8万 |
+2.65% |
回到中轨 |
| 23 |
2021-06-16 |
2021-06-28 |
107.1391321 |
114.75513000000001 |
¥7.7万 |
+7.08% |
回到中轨 |
| 24 |
2021-07-28 |
2021-08-11 |
93.75174708899998 |
98.90099999999998 |
¥6.2万 |
+5.46% |
回到中轨 |
| 25 |
2022-04-12 |
2022-05-23 |
90.88802823099998 |
83.56635 |
¥-9.8万 |
-8.08% |
回到中轨 |
| 26 |
2022-08-03 |
2022-08-12 |
81.46579240799998 |
88.4115 |
¥9.5万 |
+8.49% |
回到中轨 |
| 27 |
2022-09-19 |
2022-10-17 |
80.98516826399998 |
79.67025 |
¥-2.0万 |
-1.65% |
回到中轨 |
| 28 |
2023-09-14 |
2023-10-12 |
149.19374469999997 |
157.842 |
¥6.9万 |
+5.76% |
回到中轨 |
| 29 |
2023-10-24 |
2023-11-07 |
139.1807417 |
147.24260999999998 |
¥7.3万 |
+5.76% |
回到中轨 |
| 30 |
2024-01-11 |
2024-02-19 |
141.66396644399995 |
126.87299999999999 |
¥-13.9万 |
-10.47% |
回到中轨 |
| 31 |
2024-03-28 |
2024-04-29 |
131.360586357 |
120.56930999999999 |
¥-9.9万 |
-8.24% |
回到中轨 |
| 32 |
2024-06-25 |
2024-07-26 |
109.08165468199996 |
98.0 |
¥-11.2万 |
-10.19% |
回到中轨 |
| 33 |
2024-08-23 |
2024-09-02 |
95.72430867999998 |
101.6982 |
¥6.1万 |
+6.21% |
回到中轨 |
| 34 |
2025-01-03 |
2025-01-15 |
267.507388148 |
283.32639 |
¥6.1万 |
+5.88% |
回到中轨 |
| 35 |
2025-04-02 |
2025-05-07 |
275.34756949699994 |
280.43928000000005 |
¥2.0万 |
+1.82% |
回到中轨 |
| 36 |
2025-05-26 |
2025-06-12 |
251.33638830299995 |
252.747 |
¥6,007 |
+0.53% |
回到中轨 |
| 37 |
2025-06-20 |
2025-06-25 |
242.50491965699996 |
252.84689999999998 |
¥4.8万 |
+4.23% |
回到中轨 |
| 38 |
2025-10-20 |
2025-10-27 |
349.44379169699994 |
369.8298 |
¥6.9万 |
+5.80% |
回到中轨 |
| 39 |
2025-11-13 |
2025-12-08 |
332.121296507 |
333.60606 |
¥5,123 |
+0.42% |
回到中轨 |
| 40 |
2025-12-16 |
2025-12-25 |
309.40179269999993 |
317.1825 |
¥3.1万 |
+2.48% |
回到中轨 |
| 41 |
2026-02-24 |
2026-03-18 |
338.769930499 |
323.68599 |
¥-5.8万 |
-4.48% |
回到中轨 |
| 42 |
2026-03-27 |
2026-04-09 |
293.621299972 |
311.688 |
¥7.4万 |
+6.12% |
回到中轨 |
| 43 |
2026-04-13 |
2026-05-12 |
225.35264551799997 |
252.74699999999999 |
¥15.6万 |
+12.12% |
回到中轨 |
| 44 |
2026-06-08 |
2026-06-23 |
206.71844693499997 |
244.66509 |
¥26.1万 |
+18.32% |
回到中轨 |
| 45 |
2026-09-14 |
2026-10-26 |
205.30661351199996 |
208.59120000000001 |
¥2.7万 |
+1.57% |
回到中轨 |
逐笔成交记录（共 90 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-29 |
跌破下轨 |
买入 |
83.08299999999998 |
11400.0 |
¥94.7万 |
|
| 2015-07-14 |
回到中轨 |
卖出 |
85.0 |
11400.0 |
¥96.9万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
53.083029999999994 |
17600.0 |
¥93.5万 |
|
| 2015-09-25 |
回到中轨 |
卖出 |
42.957 |
17600.0 |
¥75.6万 |
|
| 2015-12-30 |
跌破下轨 |
买入 |
74.8748 |
11200.0 |
¥83.9万 |
|
| 2016-01-20 |
回到中轨 |
卖出 |
67.83210000000001 |
11200.0 |
¥75.9万 |
|
| 2016-03-01 |
跌破下轨 |
买入 |
52.76271 |
14400.0 |
¥76.0万 |
|
| 2016-03-18 |
回到中轨 |
卖出 |
62.317620000000005 |
14400.0 |
¥89.7万 |
|
| 2016-07-28 |
跌破下轨 |
买入 |
72.24216999999999 |
12400.0 |
¥89.6万 |
|
| 2016-08-16 |
回到中轨 |
卖出 |
71.74817999999999 |
12400.0 |
¥88.9万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
61.96189999999999 |
14300.0 |
¥88.6万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
66.2337 |
14300.0 |
¥94.7万 |
|
| 2016-12-13 |
跌破下轨 |
买入 |
68.30823999999998 |
13900.0 |
¥95.0万 |
|
| 2017-01-04 |
回到中轨 |
卖出 |
70.0 |
13900.0 |
¥97.3万 |
|
| 2017-03-16 |
跌破下轨 |
买入 |
67.17711 |
14500.0 |
¥97.4万 |
|
| 2017-05-09 |
回到中轨 |
卖出 |
58.93101 |
14500.0 |
¥85.4万 |
|
| 2017-07-14 |
跌破下轨 |
买入 |
59.35929999999998 |
14400.0 |
¥85.5万 |
|
| 2017-08-07 |
回到中轨 |
卖出 |
51.848099999999995 |
14400.0 |
¥74.6万 |
|
| 2017-10-31 |
跌破下轨 |
买入 |
55.94588999999999 |
13200.0 |
¥73.9万 |
|
| 2017-12-20 |
回到中轨 |
卖出 |
50.4495 |
13200.0 |
¥66.6万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
46.04599999999999 |
14300.0 |
¥65.9万 |
|
| 2018-03-30 |
回到中轨 |
卖出 |
50.749199999999995 |
14300.0 |
¥72.5万 |
|
| 2018-05-28 |
跌破下轨 |
买入 |
47.45 |
15600.0 |
¥74.0万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
37.672290000000004 |
15600.0 |
¥58.8万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
33.883849999999995 |
17000.0 |
¥57.6万 |
|
| 2018-10-22 |
回到中轨 |
卖出 |
33.71625 |
17000.0 |
¥57.3万 |
|
| 2018-12-20 |
跌破下轨 |
买入 |
39.08904999999999 |
14900.0 |
¥58.3万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
41.70825 |
14900.0 |
¥62.1万 |
|
| 2019-05-07 |
跌破下轨 |
买入 |
81.58149999999999 |
7500.0 |
¥61.2万 |
|
| 2019-05-28 |
回到中轨 |
卖出 |
89.61030000000001 |
7500.0 |
¥67.2万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
86.98 |
7800.0 |
¥67.9万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
88.911 |
7800.0 |
¥69.3万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
91.091 |
7100.0 |
¥64.7万 |
|
| 2020-02-13 |
回到中轨 |
卖出 |
109.44045 |
7100.0 |
¥77.7万 |
|
| 2020-10-27 |
跌破下轨 |
买入 |
139.64950999999996 |
5800.0 |
¥81.0万 |
|
| 2020-11-20 |
回到中轨 |
卖出 |
140.859 |
5800.0 |
¥81.7万 |
|
| 2020-12-24 |
跌破下轨 |
买入 |
121.66154 |
6700.0 |
¥81.5万 |
|
| 2021-01-08 |
回到中轨 |
卖出 |
129.60027 |
6700.0 |
¥86.8万 |
|
| 2021-01-29 |
跌破下轨 |
买入 |
121.12099999999998 |
7300.0 |
¥88.4万 |
|
| 2021-02-02 |
回到中轨 |
卖出 |
139.94991000000002 |
7300.0 |
¥1.02M |
|
| 2021-04-13 |
跌破下轨 |
买入 |
116.73661999999999 |
8600.0 |
¥1.00M |
|
| 2021-04-20 |
回到中轨 |
卖出 |
121.0 |
8600.0 |
¥1.04M |
|
| 2021-04-28 |
跌破下轨 |
买入 |
110.09998999999998 |
9500.0 |
¥1.05M |
|
| 2021-05-17 |
回到中轨 |
卖出 |
113.08679999999998 |
9500.0 |
¥1.07M |
|
| 2021-06-16 |
跌破下轨 |
买入 |
107.107 |
10100.0 |
¥1.08M |
|
| 2021-06-28 |
回到中轨 |
卖出 |
114.75513000000001 |
10100.0 |
¥1.16M |
|
| 2021-07-28 |
跌破下轨 |
买入 |
93.72362999999997 |
12100.0 |
¥1.13M |
|
| 2021-08-11 |
回到中轨 |
卖出 |
98.90099999999998 |
12100.0 |
¥1.20M |
|
| 2022-04-12 |
跌破下轨 |
买入 |
90.86076999999997 |
13400.0 |
¥1.22M |
|
| 2022-05-23 |
回到中轨 |
卖出 |
83.56635 |
13400.0 |
¥1.12M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
81.44135999999999 |
13700.0 |
¥1.12M |
|
| 2022-08-12 |
回到中轨 |
卖出 |
88.4115 |
13700.0 |
¥1.21M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
80.96087999999997 |
15000.0 |
¥1.21M |
|
| 2022-10-17 |
回到中轨 |
卖出 |
79.67025 |
15000.0 |
¥1.19M |
|
| 2023-09-14 |
跌破下轨 |
买入 |
149.14899999999997 |
8000.0 |
¥1.19M |
|
| 2023-10-12 |
回到中轨 |
卖出 |
157.842 |
8000.0 |
¥1.26M |
|
| 2023-10-24 |
跌破下轨 |
买入 |
139.13899999999998 |
9100.0 |
¥1.27M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
147.24260999999998 |
9100.0 |
¥1.34M |
|
| 2024-01-11 |
跌破下轨 |
买入 |
141.62147999999996 |
9400.0 |
¥1.33M |
|
| 2024-02-19 |
回到中轨 |
卖出 |
126.87299999999999 |
9400.0 |
¥1.19M |
|
| 2024-03-28 |
跌破下轨 |
买入 |
131.32118999999997 |
9100.0 |
¥1.20M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
120.56930999999999 |
9100.0 |
¥1.10M |
|
| 2024-06-25 |
跌破下轨 |
买入 |
109.04893999999997 |
10100.0 |
¥1.10M |
|
| 2024-07-26 |
回到中轨 |
卖出 |
98.0 |
10100.0 |
¥99.0万 |
|
| 2024-08-23 |
跌破下轨 |
买入 |
95.69559999999998 |
10300.0 |
¥98.6万 |
|
| 2024-09-02 |
回到中轨 |
卖出 |
101.6982 |
10300.0 |
¥1.05M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
267.42716 |
3900.0 |
¥1.04M |
|
| 2025-01-15 |
回到中轨 |
卖出 |
283.32639 |
3900.0 |
¥1.10M |
|
| 2025-04-02 |
跌破下轨 |
买入 |
275.26498999999995 |
4000.0 |
¥1.10M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
280.43928000000005 |
4000.0 |
¥1.12M |
|
| 2025-05-26 |
跌破下轨 |
买入 |
251.26100999999997 |
4500.0 |
¥1.13M |
|
| 2025-06-12 |
回到中轨 |
卖出 |
252.747 |
4500.0 |
¥1.14M |
|
| 2025-06-20 |
跌破下轨 |
买入 |
242.43218999999996 |
4700.0 |
¥1.14M |
|
| 2025-06-25 |
回到中轨 |
卖出 |
252.84689999999998 |
4700.0 |
¥1.19M |
|
| 2025-10-20 |
跌破下轨 |
买入 |
349.33898999999997 |
3400.0 |
¥1.19M |
|
| 2025-10-27 |
回到中轨 |
卖出 |
369.8298 |
3400.0 |
¥1.26M |
|
| 2025-11-13 |
跌破下轨 |
买入 |
332.02169000000004 |
3700.0 |
¥1.23M |
|
| 2025-12-08 |
回到中轨 |
卖出 |
333.60606 |
3700.0 |
¥1.23M |
|
| 2025-12-16 |
跌破下轨 |
买入 |
309.30899999999997 |
4000.0 |
¥1.24M |
|
| 2025-12-25 |
回到中轨 |
卖出 |
317.1825 |
4000.0 |
¥1.27M |
|
| 2026-02-24 |
跌破下轨 |
买入 |
338.66832999999997 |
3800.0 |
¥1.29M |
|
| 2026-03-18 |
回到中轨 |
卖出 |
323.68599 |
3800.0 |
¥1.23M |
|
| 2026-03-27 |
跌破下轨 |
买入 |
293.53324 |
4100.0 |
¥1.20M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
311.688 |
4100.0 |
¥1.28M |
|
| 2026-04-13 |
跌破下轨 |
买入 |
225.28506 |
5700.0 |
¥1.28M |
|
| 2026-05-12 |
回到中轨 |
卖出 |
252.74699999999999 |
5700.0 |
¥1.44M |
|
| 2026-06-08 |
跌破下轨 |
买入 |
206.65644999999998 |
6900.0 |
¥1.43M |
|
| 2026-06-23 |
回到中轨 |
卖出 |
244.66509 |
6900.0 |
¥1.69M |
|
| 2026-09-14 |
跌破下轨 |
买入 |
205.24503999999996 |
8300.0 |
¥1.70M |
|
| 2026-10-26 |
回到中轨 |
卖出 |
208.59120000000001 |
8300.0 |
¥1.73M |
|