300122 智飞生物 — 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: ¥32.0万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -68.01%）
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 43 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 |
2015-07-24 |
26.734718009999998 |
28.15182 |
¥5.1万 |
+5.27% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-21 |
20.036019003000003 |
21.058919999999997 |
¥4.8万 |
+5.07% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-16 |
30.639789179999994 |
26.45352 |
¥-13.8万 |
-13.69% |
回到中轨 |
| 4 |
2016-04-21 |
2016-06-08 |
28.486993534999993 |
14.66532 |
¥-46.6万 |
-48.53% |
回到中轨 |
| 5 |
2016-12-13 |
2017-02-07 |
17.542781255999998 |
16.72326 |
¥-2.3万 |
-4.70% |
回到中轨 |
| 6 |
2017-11-03 |
2017-11-07 |
26.033807799999995 |
29.050919999999998 |
¥5.4万 |
+11.56% |
回到中轨 |
| 7 |
2017-12-28 |
2018-01-04 |
27.736018309999995 |
29.50047 |
¥3.3万 |
+6.33% |
回到中轨 |
| 8 |
2018-02-01 |
2018-02-27 |
27.896226357999996 |
29.400570000000002 |
¥3.0万 |
+5.36% |
回到中轨 |
| 9 |
2018-06-04 |
2018-06-07 |
42.154742629999994 |
47.25269999999999 |
¥7.1万 |
+12.06% |
回到中轨 |
| 10 |
2018-07-31 |
2018-08-22 |
36.176979839 |
41.52843 |
¥9.4万 |
+14.76% |
回到中轨 |
| 11 |
2018-10-19 |
2018-11-06 |
34.955393472999994 |
42.1578 |
¥15.0万 |
+20.57% |
回到中轨 |
| 12 |
2018-12-17 |
2019-01-21 |
38.930555664 |
38.19177 |
¥-1.7万 |
-1.93% |
回到中轨 |
| 13 |
2019-05-06 |
2019-05-17 |
41.81254 |
44.955 |
¥6.4万 |
+7.48% |
回到中轨 |
| 14 |
2019-06-06 |
2019-06-19 |
37.178280139 |
40.57938 |
¥8.6万 |
+9.12% |
回到中轨 |
| 15 |
2019-11-25 |
2019-12-10 |
45.40896860499999 |
45.564389999999996 |
¥3,218 |
+0.31% |
回到中轨 |
| 16 |
2020-11-18 |
2020-12-04 |
120.55655611999998 |
133.866 |
¥11.4万 |
+11.01% |
回到中轨 |
| 17 |
2021-01-20 |
2021-01-22 |
132.291795636 |
150.849 |
¥15.9万 |
+13.99% |
回到中轨 |
| 18 |
2021-06-03 |
2021-06-29 |
184.24926820299996 |
188.76104999999998 |
¥3.2万 |
+2.42% |
回到中轨 |
| 19 |
2021-07-27 |
2021-08-04 |
156.40310685999995 |
177.822 |
¥18.2万 |
+13.66% |
回到中轨 |
| 20 |
2021-10-11 |
2021-11-01 |
145.84940169799998 |
149.04081 |
¥3.3万 |
+2.16% |
回到中轨 |
| 21 |
2021-11-03 |
2021-11-30 |
131.67098945 |
131.06879999999998 |
¥-7,570 |
-0.49% |
回到中轨 |
| 22 |
2021-12-03 |
2021-12-10 |
123.27007993299998 |
129.98988 |
¥8.4万 |
+5.42% |
回到中轨 |
| 23 |
2022-01-05 |
2022-02-09 |
121.47775239599997 |
113.6862 |
¥-10.5万 |
-6.44% |
回到中轨 |
| 24 |
2022-03-09 |
2022-03-16 |
116.55135492 |
125.12475 |
¥11.1万 |
+7.32% |
回到中轨 |
| 25 |
2022-04-15 |
2022-06-13 |
115.70024966499997 |
89.36055 |
¥-36.9万 |
-22.79% |
回到中轨 |
| 26 |
2022-08-03 |
2022-09-02 |
96.1248288 |
98.901 |
¥3.6万 |
+2.86% |
回到中轨 |
| 27 |
2022-09-19 |
2022-10-17 |
83.06787288799998 |
94.70519999999999 |
¥18.2万 |
+13.98% |
回到中轨 |
| 28 |
2022-11-29 |
2022-12-28 |
89.095700694 |
87.22269 |
¥-3.2万 |
-2.13% |
回到中轨 |
| 29 |
2023-03-08 |
2023-03-15 |
85.51104561999999 |
89.83008 |
¥7.3万 |
+5.02% |
回到中轨 |
| 30 |
2023-03-29 |
2023-04-24 |
84.1092252 |
82.74717 |
¥-2.5万 |
-1.65% |
回到中轨 |
| 31 |
2023-05-08 |
2023-07-17 |
78.1014234 |
45.57438 |
¥-62.2万 |
-41.66% |
回到中轨 |
| 32 |
2023-12-18 |
2024-02-07 |
60.078017999999986 |
50.749199999999995 |
¥-13.6万 |
-15.55% |
回到中轨 |
| 33 |
2024-03-22 |
2024-07-18 |
48.29271346899999 |
27.442529999999998 |
¥-31.9万 |
-43.19% |
回到中轨 |
| 34 |
2024-08-21 |
2024-09-25 |
23.420414017 |
22.1 |
¥-2.4万 |
-5.67% |
回到中轨 |
| 35 |
2024-12-17 |
2025-02-10 |
28.236668459999997 |
25.234740000000002 |
¥-4.3万 |
-10.66% |
回到中轨 |
| 36 |
2025-04-01 |
2025-04-02 |
24.371649301999998 |
25.33464 |
¥1.4万 |
+3.92% |
回到中轨 |
| 37 |
2025-04-09 |
2025-05-21 |
22.158775638999998 |
20.079900000000002 |
¥-3.5万 |
-9.41% |
回到中轨 |
| 38 |
2025-09-03 |
2025-09-19 |
22.369048701999994 |
22.33764 |
¥-579 |
-0.17% |
回到中轨 |
| 39 |
2025-09-24 |
2025-11-03 |
21.137449332999996 |
20.49948 |
¥-1.0万 |
-3.05% |
回到中轨 |
| 40 |
2025-12-16 |
2026-01-06 |
19.104809724 |
19.39059 |
¥4,815 |
+1.47% |
回到中轨 |
| 41 |
2026-01-20 |
2026-01-27 |
17.502729244 |
19.22076 |
¥3.3万 |
+9.78% |
回到中轨 |
| 42 |
2026-03-04 |
2026-04-02 |
15.910661766999999 |
15.764219999999998 |
¥-3,462 |
-0.95% |
回到中轨 |
| 43 |
2026-05-25 |
2026-07-02 |
14.028217203 |
12.31767 |
¥-4.4万 |
-12.22% |
回到中轨 |
逐笔成交记录（共 86 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 |
26.726699999999997 |
36100.0 |
¥96.5万 |
|
| 2015-07-24 |
回到中轨 |
卖出 |
28.15182 |
36100.0 |
¥1.02M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
20.03001 |
47100.0 |
¥94.4万 |
|
| 2015-09-21 |
回到中轨 |
卖出 |
21.058919999999997 |
47100.0 |
¥99.2万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
30.630599999999998 |
32900.0 |
¥1.01M |
|
| 2016-02-16 |
回到中轨 |
卖出 |
26.45352 |
32900.0 |
¥87.0万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
28.478449999999995 |
33700.0 |
¥96.0万 |
|
| 2016-06-08 |
回到中轨 |
卖出 |
14.66532 |
33700.0 |
¥49.4万 |
|
| 2016-12-13 |
跌破下轨 |
买入 |
17.537519999999997 |
28100.0 |
¥49.3万 |
|
| 2017-02-07 |
回到中轨 |
卖出 |
16.72326 |
28100.0 |
¥47.0万 |
|
| 2017-11-03 |
跌破下轨 |
买入 |
26.025999999999996 |
17800.0 |
¥46.3万 |
|
| 2017-11-07 |
回到中轨 |
卖出 |
29.050919999999998 |
17800.0 |
¥51.7万 |
|
| 2017-12-28 |
跌破下轨 |
买入 |
27.727699999999995 |
18800.0 |
¥52.1万 |
|
| 2018-01-04 |
回到中轨 |
卖出 |
29.50047 |
18800.0 |
¥55.4万 |
|
| 2018-02-01 |
跌破下轨 |
买入 |
27.887859999999996 |
20000.0 |
¥55.8万 |
|
| 2018-02-27 |
回到中轨 |
卖出 |
29.400570000000002 |
20000.0 |
¥58.8万 |
|
| 2018-06-04 |
跌破下轨 |
买入 |
42.1421 |
13900.0 |
¥58.6万 |
|
| 2018-06-07 |
回到中轨 |
卖出 |
47.25269999999999 |
13900.0 |
¥65.7万 |
|
| 2018-07-31 |
跌破下轨 |
买入 |
36.166129999999995 |
17600.0 |
¥63.7万 |
|
| 2018-08-22 |
回到中轨 |
卖出 |
41.52843 |
17600.0 |
¥73.1万 |
|
| 2018-10-19 |
跌破下轨 |
买入 |
34.94490999999999 |
20900.0 |
¥73.1万 |
|
| 2018-11-06 |
回到中轨 |
卖出 |
42.1578 |
20900.0 |
¥88.1万 |
|
| 2018-12-17 |
跌破下轨 |
买入 |
38.91888 |
23000.0 |
¥89.5万 |
|
| 2019-01-21 |
回到中轨 |
卖出 |
38.19177 |
23000.0 |
¥87.8万 |
|
| 2019-05-06 |
跌破下轨 |
买入 |
41.8 |
20400.0 |
¥85.3万 |
|
| 2019-05-17 |
回到中轨 |
卖出 |
44.955 |
20400.0 |
¥91.7万 |
|
| 2019-06-06 |
跌破下轨 |
买入 |
37.16713 |
25500.0 |
¥94.8万 |
|
| 2019-06-19 |
回到中轨 |
卖出 |
40.57938 |
25500.0 |
¥1.03M |
|
| 2019-11-25 |
跌破下轨 |
买入 |
45.39534999999999 |
22700.0 |
¥1.03M |
|
| 2019-12-10 |
回到中轨 |
卖出 |
45.564389999999996 |
22700.0 |
¥1.03M |
|
| 2020-11-18 |
跌破下轨 |
买入 |
120.5204 |
8600.0 |
¥1.04M |
|
| 2020-12-04 |
回到中轨 |
卖出 |
133.866 |
8600.0 |
¥1.15M |
|
| 2021-01-20 |
跌破下轨 |
买入 |
132.25212 |
8600.0 |
¥1.14M |
|
| 2021-01-22 |
回到中轨 |
卖出 |
150.849 |
8600.0 |
¥1.30M |
|
| 2021-06-03 |
跌破下轨 |
买入 |
184.19400999999996 |
7100.0 |
¥1.31M |
|
| 2021-06-29 |
回到中轨 |
卖出 |
188.76104999999998 |
7100.0 |
¥1.34M |
|
| 2021-07-27 |
跌破下轨 |
买入 |
156.35619999999997 |
8500.0 |
¥1.33M |
|
| 2021-08-04 |
回到中轨 |
卖出 |
177.822 |
8500.0 |
¥1.51M |
|
| 2021-10-11 |
跌破下轨 |
买入 |
145.80566 |
10400.0 |
¥1.52M |
|
| 2021-11-01 |
回到中轨 |
卖出 |
149.04081 |
10400.0 |
¥1.55M |
|
| 2021-11-03 |
跌破下轨 |
买入 |
131.6315 |
11800.0 |
¥1.55M |
|
| 2021-11-30 |
回到中轨 |
卖出 |
131.06879999999998 |
11800.0 |
¥1.55M |
|
| 2021-12-03 |
跌破下轨 |
买入 |
123.23310999999998 |
12500.0 |
¥1.54M |
|
| 2021-12-10 |
回到中轨 |
卖出 |
129.98988 |
12500.0 |
¥1.62M |
|
| 2022-01-05 |
跌破下轨 |
买入 |
121.44131999999998 |
13400.0 |
¥1.63M |
|
| 2022-02-09 |
回到中轨 |
卖出 |
113.6862 |
13400.0 |
¥1.52M |
|
| 2022-03-09 |
跌破下轨 |
买入 |
116.51639999999999 |
13000.0 |
¥1.52M |
|
| 2022-03-16 |
回到中轨 |
卖出 |
125.12475 |
13000.0 |
¥1.63M |
|
| 2022-04-15 |
跌破下轨 |
买入 |
115.66554999999998 |
14000.0 |
¥1.62M |
|
| 2022-06-13 |
回到中轨 |
卖出 |
89.36055 |
14000.0 |
¥1.25M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
96.09599999999999 |
13200.0 |
¥1.27M |
|
| 2022-09-02 |
回到中轨 |
卖出 |
98.901 |
13200.0 |
¥1.31M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
83.04295999999998 |
15700.0 |
¥1.30M |
|
| 2022-10-17 |
回到中轨 |
卖出 |
94.70519999999999 |
15700.0 |
¥1.49M |
|
| 2022-11-29 |
跌破下轨 |
买入 |
89.06898 |
16600.0 |
¥1.48M |
|
| 2022-12-28 |
回到中轨 |
卖出 |
87.22269 |
16600.0 |
¥1.45M |
|
| 2023-03-08 |
跌破下轨 |
买入 |
85.4854 |
16900.0 |
¥1.45M |
|
| 2023-03-15 |
回到中轨 |
卖出 |
89.83008 |
16900.0 |
¥1.52M |
|
| 2023-03-29 |
跌破下轨 |
买入 |
84.08399999999999 |
18100.0 |
¥1.52M |
|
| 2023-04-24 |
回到中轨 |
卖出 |
82.74717 |
18100.0 |
¥1.50M |
|
| 2023-05-08 |
跌破下轨 |
买入 |
78.07799999999999 |
19100.0 |
¥1.49M |
|
| 2023-07-17 |
回到中轨 |
卖出 |
45.57438 |
19100.0 |
¥87.0万 |
|
| 2023-12-18 |
跌破下轨 |
买入 |
60.059999999999995 |
14600.0 |
¥87.7万 |
|
| 2024-02-07 |
回到中轨 |
卖出 |
50.749199999999995 |
14600.0 |
¥74.1万 |
|
| 2024-03-22 |
跌破下轨 |
买入 |
48.27822999999999 |
15300.0 |
¥73.9万 |
|
| 2024-07-18 |
回到中轨 |
卖出 |
27.442529999999998 |
15300.0 |
¥42.0万 |
|
| 2024-08-21 |
跌破下轨 |
买入 |
23.41339 |
18200.0 |
¥42.6万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
22.1 |
18200.0 |
¥40.2万 |
|
| 2024-12-17 |
跌破下轨 |
买入 |
28.228199999999998 |
14300.0 |
¥40.4万 |
|
| 2025-02-10 |
回到中轨 |
卖出 |
25.234740000000002 |
14300.0 |
¥36.1万 |
|
| 2025-04-01 |
跌破下轨 |
买入 |
24.36434 |
14800.0 |
¥36.1万 |
|
| 2025-04-02 |
回到中轨 |
卖出 |
25.33464 |
14800.0 |
¥37.5万 |
|
| 2025-04-09 |
跌破下轨 |
买入 |
22.152129999999996 |
16600.0 |
¥36.8万 |
|
| 2025-05-21 |
回到中轨 |
卖出 |
20.079900000000002 |
16600.0 |
¥33.3万 |
|
| 2025-09-03 |
跌破下轨 |
买入 |
22.362339999999993 |
15200.0 |
¥34.0万 |
|
| 2025-09-19 |
回到中轨 |
卖出 |
22.33764 |
15200.0 |
¥33.9万 |
|
| 2025-09-24 |
跌破下轨 |
买入 |
21.131109999999996 |
16000.0 |
¥33.8万 |
|
| 2025-11-03 |
回到中轨 |
卖出 |
20.49948 |
16000.0 |
¥32.8万 |
|
| 2025-12-16 |
跌破下轨 |
买入 |
19.099079999999997 |
17200.0 |
¥32.9万 |
|
| 2026-01-06 |
回到中轨 |
卖出 |
19.39059 |
17200.0 |
¥33.3万 |
|
| 2026-01-20 |
跌破下轨 |
买入 |
17.49748 |
19000.0 |
¥33.3万 |
|
| 2026-01-27 |
回到中轨 |
卖出 |
19.22076 |
19000.0 |
¥36.5万 |
|
| 2026-03-04 |
跌破下轨 |
买入 |
15.90589 |
22900.0 |
¥36.4万 |
|
| 2026-04-02 |
回到中轨 |
卖出 |
15.764219999999998 |
22900.0 |
¥36.1万 |
|
| 2026-05-25 |
跌破下轨 |
买入 |
14.024009999999999 |
25800.0 |
¥36.2万 |
|
| 2026-07-02 |
回到中轨 |
卖出 |
12.31767 |
25800.0 |
¥31.8万 |
|