300059 东方财富 — 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: ¥38.0万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -62.00%）
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 41 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 |
2015-06-30 |
2015-07-20 |
53.0689159 |
62.94698999999999 |
¥17.1万 |
+18.58% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-22 |
38.399866505 |
37.162800000000004 |
¥-3.5万 |
-3.25% |
回到中轨 |
| 3 |
2016-01-04 |
2016-02-17 |
51.647069474 |
41.2587 |
¥-22.6万 |
-20.14% |
回到中轨 |
| 4 |
2016-03-01 |
2016-03-18 |
33.223143953999994 |
39.15080999999999 |
¥16.2万 |
+17.81% |
回到中轨 |
| 5 |
2016-04-20 |
2016-06-01 |
23.850973145999998 |
22.45752 |
¥-6.3万 |
-5.87% |
回到中轨 |
| 6 |
2016-07-19 |
2016-08-16 |
20.837059242999995 |
21.2787 |
¥2.1万 |
+2.09% |
回到中轨 |
| 7 |
2016-12-13 |
2017-02-14 |
18.033418403 |
16.59339 |
¥-8.2万 |
-8.01% |
回到中轨 |
| 8 |
2017-03-10 |
2017-05-18 |
15.970739784999997 |
11.138849999999998 |
¥-28.6万 |
-30.28% |
回到中轨 |
| 9 |
2017-07-18 |
2017-07-28 |
10.323406093 |
11.368619999999998 |
¥6.6万 |
+10.09% |
回到中轨 |
| 10 |
2017-09-22 |
2017-10-11 |
13.697788103999999 |
14.26572 |
¥3.0万 |
+4.11% |
回到中轨 |
| 11 |
2017-10-20 |
2017-11-09 |
12.896747864 |
13.1868 |
¥1.7万 |
+2.22% |
回到中轨 |
| 12 |
2017-12-19 |
2018-01-04 |
12.926786872999998 |
13.13685 |
¥1.2万 |
+1.59% |
回到中轨 |
| 13 |
2018-04-19 |
2018-05-04 |
14.208451257 |
15.00498 |
¥4.3万 |
+5.57% |
回到中轨 |
| 14 |
2018-05-29 |
2018-07-02 |
13.878022157999997 |
13.0869 |
¥-4.7万 |
-5.73% |
回到中轨 |
| 15 |
2018-09-11 |
2018-10-18 |
10.874121258 |
10.84914 |
¥-1,977 |
-0.26% |
回到中轨 |
| 16 |
2018-12-26 |
2019-01-07 |
12.185824650999999 |
12.687299999999999 |
¥3.2万 |
+4.08% |
回到中轨 |
| 17 |
2019-04-30 |
2019-06-20 |
16.651623988999997 |
12.86 |
¥-18.4万 |
-22.79% |
回到中轨 |
| 18 |
2019-11-18 |
2019-12-06 |
13.978152188000001 |
14.23575 |
¥1.1万 |
+1.81% |
回到中轨 |
| 19 |
2020-02-03 |
2020-02-17 |
13.574071 |
15.784200000000002 |
¥9.3万 |
+16.25% |
回到中轨 |
| 20 |
2020-05-22 |
2020-06-11 |
14.669049394999998 |
15.69429 |
¥5.1万 |
+6.96% |
回到中轨 |
| 21 |
2020-09-11 |
2020-10-12 |
23.130036929999996 |
24.83514 |
¥5.7万 |
+7.34% |
回到中轨 |
| 22 |
2021-02-23 |
2021-04-02 |
33.603638067999995 |
28.63134 |
¥-12.4万 |
-14.82% |
回到中轨 |
| 23 |
2021-10-29 |
2021-11-09 |
32.24186966 |
33.31665 |
¥2.3万 |
+3.30% |
回到中轨 |
| 24 |
2022-01-06 |
2022-03-18 |
34.740418999999996 |
25.6743 |
¥-19.0万 |
-26.12% |
回到中轨 |
| 25 |
2022-04-21 |
2022-05-18 |
20.376461104999994 |
22.61736 |
¥5.9万 |
+10.96% |
回到中轨 |
| 26 |
2022-07-13 |
2022-08-12 |
23.089984918 |
22.677300000000002 |
¥-1.1万 |
-1.82% |
回到中轨 |
| 27 |
2022-09-19 |
2022-11-07 |
19.535368852999994 |
17.012970000000003 |
¥-7.5万 |
-12.94% |
回到中轨 |
| 28 |
2023-03-08 |
2023-03-28 |
20.076071015 |
20.41956 |
¥8,738 |
+1.68% |
回到中轨 |
| 29 |
2023-04-19 |
2023-06-19 |
17.913262366999998 |
14.83515 |
¥-9.0万 |
-17.21% |
回到中轨 |
| 30 |
2023-10-24 |
2023-10-31 |
14.628997382999996 |
15.12486 |
¥1.5万 |
+3.36% |
回到中轨 |
| 31 |
2023-12-21 |
2024-01-25 |
13.817944139999998 |
13.0869 |
¥-2.4万 |
-5.32% |
回到中轨 |
| 32 |
2024-03-26 |
2024-04-29 |
13.167098945 |
13.036950000000001 |
¥-4,370 |
-1.02% |
回到中轨 |
| 33 |
2024-05-29 |
2024-07-22 |
12.546292758999998 |
10.84914 |
¥-5.8万 |
-13.55% |
回到中轨 |
| 34 |
2024-08-23 |
2024-09-02 |
10.21326306 |
10.72926 |
¥1.9万 |
+5.02% |
回到中轨 |
| 35 |
2025-01-03 |
2025-01-27 |
23.951103175999997 |
24.06591 |
¥1,732 |
+0.45% |
回到中轨 |
| 36 |
2025-04-02 |
2025-05-07 |
22.228866659999998 |
21.978 |
¥-4,480 |
-1.16% |
回到中轨 |
| 37 |
2025-11-24 |
2025-12-23 |
23.430427019999996 |
23.036939999999998 |
¥-6,567 |
-1.71% |
回到中轨 |
| 38 |
2026-03-03 |
2026-04-14 |
21.958515578999997 |
20.169810000000002 |
¥-3.1万 |
-8.17% |
回到中轨 |
| 39 |
2026-06-09 |
2026-06-17 |
17.753054318999997 |
19.02096 |
¥2.5万 |
+7.11% |
回到中轨 |
| 40 |
2026-08-19 |
2026-08-28 |
19.194926751 |
19.530450000000002 |
¥6,330 |
+1.72% |
回到中轨 |
| 41 |
2026-09-14 |
2026-10-16 |
18.203639453999997 |
18.2817 |
¥1,495 |
+0.40% |
回到中轨 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
53.053 |
17300.0 |
¥91.8万 |
|
| 2015-07-20 |
回到中轨 |
卖出 |
62.94698999999999 |
17300.0 |
¥1.09M |
|
| 2015-08-24 |
跌破下轨 |
买入 |
38.388349999999996 |
28200.0 |
¥1.08M |
|
| 2015-09-22 |
回到中轨 |
卖出 |
37.162800000000004 |
28200.0 |
¥1.05M |
|
| 2016-01-04 |
跌破下轨 |
买入 |
51.63157999999999 |
21700.0 |
¥1.12M |
|
| 2016-02-17 |
回到中轨 |
卖出 |
41.2587 |
21700.0 |
¥89.5万 |
|
| 2016-03-01 |
跌破下轨 |
买入 |
33.213179999999994 |
27300.0 |
¥90.7万 |
|
| 2016-03-18 |
回到中轨 |
卖出 |
39.15080999999999 |
27300.0 |
¥1.07M |
|
| 2016-04-20 |
跌破下轨 |
买入 |
23.843819999999997 |
44800.0 |
¥1.07M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
22.45752 |
44800.0 |
¥1.01M |
|
| 2016-07-19 |
跌破下轨 |
买入 |
20.830809999999996 |
48300.0 |
¥1.01M |
|
| 2016-08-16 |
回到中轨 |
卖出 |
21.2787 |
48300.0 |
¥1.03M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
18.02801 |
56600.0 |
¥1.02M |
|
| 2017-02-14 |
回到中轨 |
卖出 |
16.59339 |
56600.0 |
¥93.9万 |
|
| 2017-03-10 |
跌破下轨 |
买入 |
15.965949999999998 |
59200.0 |
¥94.5万 |
|
| 2017-05-18 |
回到中轨 |
卖出 |
11.138849999999998 |
59200.0 |
¥65.9万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
10.32031 |
63000.0 |
¥65.0万 |
|
| 2017-07-28 |
回到中轨 |
卖出 |
11.368619999999998 |
63000.0 |
¥71.6万 |
|
| 2017-09-22 |
跌破下轨 |
买入 |
13.693679999999999 |
52600.0 |
¥72.1万 |
|
| 2017-10-11 |
回到中轨 |
卖出 |
14.26572 |
52600.0 |
¥75.0万 |
|
| 2017-10-20 |
跌破下轨 |
买入 |
12.89288 |
58600.0 |
¥75.6万 |
|
| 2017-11-09 |
回到中轨 |
卖出 |
13.1868 |
58600.0 |
¥77.3万 |
|
| 2017-12-19 |
跌破下轨 |
买入 |
12.922909999999998 |
59700.0 |
¥77.2万 |
|
| 2018-01-04 |
回到中轨 |
卖出 |
13.13685 |
59700.0 |
¥78.4万 |
|
| 2018-04-19 |
跌破下轨 |
买入 |
14.204189999999999 |
54700.0 |
¥77.7万 |
|
| 2018-05-04 |
回到中轨 |
卖出 |
15.00498 |
54700.0 |
¥82.1万 |
|
| 2018-05-29 |
跌破下轨 |
买入 |
13.873859999999997 |
59400.0 |
¥82.4万 |
|
| 2018-07-02 |
回到中轨 |
卖出 |
13.0869 |
59400.0 |
¥77.7万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
10.870859999999999 |
70000.0 |
¥76.1万 |
|
| 2018-10-18 |
回到中轨 |
卖出 |
10.84914 |
70000.0 |
¥75.9万 |
|
| 2018-12-26 |
跌破下轨 |
买入 |
12.18217 |
63500.0 |
¥77.4万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
12.687299999999999 |
63500.0 |
¥80.5万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
16.64663 |
48600.0 |
¥80.9万 |
|
| 2019-06-20 |
回到中轨 |
卖出 |
12.86 |
48600.0 |
¥62.5万 |
|
| 2019-11-18 |
跌破下轨 |
买入 |
13.973960000000002 |
44800.0 |
¥62.6万 |
|
| 2019-12-06 |
回到中轨 |
卖出 |
14.23575 |
44800.0 |
¥63.8万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
13.57 |
42100.0 |
¥57.1万 |
|
| 2020-02-17 |
回到中轨 |
卖出 |
15.784200000000002 |
42100.0 |
¥66.4万 |
|
| 2020-05-22 |
跌破下轨 |
买入 |
14.664649999999998 |
49600.0 |
¥72.8万 |
|
| 2020-06-11 |
回到中轨 |
卖出 |
15.69429 |
49600.0 |
¥77.8万 |
|
| 2020-09-11 |
跌破下轨 |
买入 |
23.123099999999997 |
33500.0 |
¥77.5万 |
|
| 2020-10-12 |
回到中轨 |
卖出 |
24.83514 |
33500.0 |
¥83.2万 |
|
| 2021-02-23 |
跌破下轨 |
买入 |
33.59356 |
24800.0 |
¥83.3万 |
|
| 2021-04-02 |
回到中轨 |
卖出 |
28.63134 |
24800.0 |
¥71.0万 |
|
| 2021-10-29 |
跌破下轨 |
买入 |
32.2322 |
22000.0 |
¥70.9万 |
|
| 2021-11-09 |
回到中轨 |
卖出 |
33.31665 |
22000.0 |
¥73.3万 |
|
| 2022-01-06 |
跌破下轨 |
买入 |
34.73 |
20900.0 |
¥72.6万 |
|
| 2022-03-18 |
回到中轨 |
卖出 |
25.6743 |
20900.0 |
¥53.6万 |
|
| 2022-04-21 |
跌破下轨 |
买入 |
20.370349999999995 |
26500.0 |
¥54.0万 |
|
| 2022-05-18 |
回到中轨 |
卖出 |
22.61736 |
26500.0 |
¥59.9万 |
|
| 2022-07-13 |
跌破下轨 |
买入 |
23.083059999999996 |
26100.0 |
¥60.3万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
22.677300000000002 |
26100.0 |
¥59.2万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
19.52951 |
29800.0 |
¥58.2万 |
|
| 2022-11-07 |
回到中轨 |
卖出 |
17.012970000000003 |
29800.0 |
¥50.7万 |
|
| 2023-03-08 |
跌破下轨 |
买入 |
20.07005 |
25900.0 |
¥52.0万 |
|
| 2023-03-28 |
回到中轨 |
卖出 |
20.41956 |
25900.0 |
¥52.9万 |
|
| 2023-04-19 |
跌破下轨 |
买入 |
17.90789 |
29300.0 |
¥52.5万 |
|
| 2023-06-19 |
回到中轨 |
卖出 |
14.83515 |
29300.0 |
¥43.5万 |
|
| 2023-10-24 |
跌破下轨 |
买入 |
14.624609999999995 |
30100.0 |
¥44.0万 |
|
| 2023-10-31 |
回到中轨 |
卖出 |
15.12486 |
30100.0 |
¥45.5万 |
|
| 2023-12-21 |
跌破下轨 |
买入 |
13.813799999999999 |
32700.0 |
¥45.2万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
13.0869 |
32700.0 |
¥42.8万 |
|
| 2024-03-26 |
跌破下轨 |
买入 |
13.163149999999998 |
32600.0 |
¥42.9万 |
|
| 2024-04-29 |
回到中轨 |
卖出 |
13.036950000000001 |
32600.0 |
¥42.5万 |
|
| 2024-05-29 |
跌破下轨 |
买入 |
12.542529999999998 |
33900.0 |
¥42.5万 |
|
| 2024-07-22 |
回到中轨 |
卖出 |
10.84914 |
33900.0 |
¥36.8万 |
|
| 2024-08-23 |
跌破下轨 |
买入 |
10.210199999999999 |
36100.0 |
¥36.9万 |
|
| 2024-09-02 |
回到中轨 |
卖出 |
10.72926 |
36100.0 |
¥38.7万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
23.94392 |
16100.0 |
¥38.6万 |
|
| 2025-01-27 |
回到中轨 |
卖出 |
24.06591 |
16100.0 |
¥38.7万 |
|
| 2025-04-02 |
跌破下轨 |
买入 |
22.222199999999997 |
17400.0 |
¥38.7万 |
|
| 2025-05-07 |
回到中轨 |
卖出 |
21.978 |
17400.0 |
¥38.2万 |
|
| 2025-11-24 |
跌破下轨 |
买入 |
23.423399999999997 |
16400.0 |
¥38.4万 |
|
| 2025-12-23 |
回到中轨 |
卖出 |
23.036939999999998 |
16400.0 |
¥37.8万 |
|
| 2026-03-03 |
跌破下轨 |
买入 |
21.951929999999997 |
17100.0 |
¥37.5万 |
|
| 2026-04-14 |
回到中轨 |
卖出 |
20.169810000000002 |
17100.0 |
¥34.5万 |
|
| 2026-06-09 |
跌破下轨 |
买入 |
17.747729999999997 |
19500.0 |
¥34.6万 |
|
| 2026-06-17 |
回到中轨 |
卖出 |
19.02096 |
19500.0 |
¥37.1万 |
|
| 2026-08-19 |
跌破下轨 |
买入 |
19.18917 |
19200.0 |
¥36.9万 |
|
| 2026-08-28 |
回到中轨 |
卖出 |
19.530450000000002 |
19200.0 |
¥37.5万 |
|
| 2026-09-14 |
跌破下轨 |
买入 |
18.198179999999997 |
20600.0 |
¥37.5万 |
|
| 2026-10-16 |
回到中轨 |
卖出 |
18.2817 |
20600.0 |
¥37.6万 |
|