300124 汇川技术 — 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: ¥4.42M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +341.97%）
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 46 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 |
2015-02-10 |
2015-02-17 |
31.440829419999996 |
34.74522 |
¥10.4万 |
+10.48% |
回到中轨 |
| 2 |
2015-06-30 |
2015-07-14 |
42.85565283999999 |
51.0489 |
¥20.2万 |
+19.08% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-22 |
35.165666535999996 |
37.21275 |
¥6.8万 |
+5.79% |
回到中轨 |
| 4 |
2015-12-01 |
2015-12-16 |
43.937057163999995 |
46.6533 |
¥8.4万 |
+6.15% |
回到中轨 |
| 5 |
2016-01-05 |
2016-02-03 |
41.674118486 |
36.35361 |
¥-18.0万 |
-12.79% |
回到中轨 |
| 6 |
2016-04-21 |
2016-05-05 |
36.247070859999994 |
37.85211 |
¥5.6万 |
+4.40% |
回到中轨 |
| 7 |
2016-05-19 |
2016-06-17 |
17.152274138999996 |
19.0809 |
¥15.0万 |
+11.21% |
回到中轨 |
| 8 |
2016-07-28 |
2016-08-10 |
18.183613448 |
18.581400000000002 |
¥3.2万 |
+2.16% |
回到中轨 |
| 9 |
2016-09-12 |
2016-09-30 |
18.534068552999997 |
18.781200000000002 |
¥1.9万 |
+1.30% |
回到中轨 |
| 10 |
2016-12-14 |
2016-12-30 |
19.735628913 |
20.1798 |
¥3.4万 |
+2.22% |
回到中轨 |
| 11 |
2017-05-09 |
2017-05-17 |
21.918463567 |
23.22675 |
¥9.3万 |
+5.94% |
回到中轨 |
| 12 |
2017-07-18 |
2017-07-21 |
23.620674077 |
24.65532 |
¥7.2万 |
+4.35% |
回到中轨 |
| 13 |
2017-11-08 |
2017-11-13 |
28.647201582999994 |
30.85911 |
¥13.3万 |
+7.69% |
回到中轨 |
| 14 |
2017-11-16 |
2017-12-12 |
27.936278369999997 |
27.3726 |
¥-3.8万 |
-2.05% |
回到中轨 |
| 15 |
2018-07-03 |
2018-08-14 |
31.54095945 |
27.962010000000003 |
¥-20.7万 |
-11.37% |
回到中轨 |
| 16 |
2018-09-06 |
2018-09-20 |
25.503118641 |
26.873099999999997 |
¥8.6万 |
+5.34% |
回到中轨 |
| 17 |
2018-10-16 |
2018-11-05 |
22.258905668999997 |
23.966009999999997 |
¥13.0万 |
+7.64% |
回到中轨 |
| 18 |
2018-12-28 |
2019-01-08 |
19.925875969999996 |
21.19878 |
¥11.6万 |
+6.36% |
回到中轨 |
| 19 |
2019-05-06 |
2019-06-12 |
23.83094714 |
23.4765 |
¥-2.8万 |
-1.52% |
回到中轨 |
| 20 |
2019-10-21 |
2019-10-29 |
23.220153957 |
24.575400000000002 |
¥11.1万 |
+5.80% |
回到中轨 |
| 21 |
2020-03-16 |
2020-04-03 |
26.914952063999998 |
26.70327 |
¥-1.7万 |
-0.82% |
回到中轨 |
| 22 |
2020-09-11 |
2020-09-18 |
50.846029234 |
55.114830000000005 |
¥16.6万 |
+8.36% |
回到中轨 |
| 23 |
2021-04-14 |
2021-04-28 |
75.39791259 |
86.913 |
¥33.0万 |
+15.24% |
回到中轨 |
| 24 |
2021-06-09 |
2021-06-30 |
60.628733164999986 |
73.926 |
¥55.0万 |
+21.90% |
回到中轨 |
| 25 |
2021-10-13 |
2021-10-27 |
59.587380853 |
64.15578 |
¥23.3万 |
+7.63% |
回到中轨 |
| 26 |
2022-01-06 |
2022-01-21 |
65.88555973999999 |
68.12181 |
¥10.9万 |
+3.36% |
回到中轨 |
| 27 |
2022-01-28 |
2022-02-17 |
58.445898510999996 |
65.0349 |
¥38.2万 |
+11.24% |
回到中轨 |
| 28 |
2022-03-11 |
2022-04-01 |
56.583479952999994 |
56.573370000000004 |
¥-1,768 |
-0.05% |
回到中轨 |
| 29 |
2022-04-25 |
2022-04-29 |
50.015 |
56.853089999999995 |
¥51.1万 |
+13.64% |
回到中轨 |
| 30 |
2022-08-30 |
2022-10-11 |
59.05669169399999 |
57.8421 |
¥-8.9万 |
-2.09% |
回到中轨 |
| 31 |
2022-12-21 |
2022-12-30 |
67.11715910899999 |
69.81012 |
¥16.6万 |
+3.98% |
回到中轨 |
| 32 |
2023-03-20 |
2023-03-31 |
68.08842039999999 |
71.16875999999999 |
¥19.6万 |
+4.49% |
回到中轨 |
| 33 |
2023-04-19 |
2023-05-23 |
63.983089169999985 |
60.599340000000005 |
¥-23.8万 |
-5.32% |
回到中轨 |
| 34 |
2023-10-09 |
2023-11-07 |
66.38620989 |
63.636300000000006 |
¥-18.0万 |
-4.17% |
回到中轨 |
| 35 |
2023-12-08 |
2023-12-29 |
58.706236589 |
62.75718 |
¥28.5万 |
+6.87% |
回到中轨 |
| 36 |
2024-01-11 |
2024-02-02 |
57.344468181 |
55.96398 |
¥-10.8万 |
-2.44% |
回到中轨 |
| 37 |
2024-04-26 |
2024-05-07 |
57.214299142 |
62.937000000000005 |
¥42.8万 |
+9.97% |
回到中轨 |
| 38 |
2024-06-04 |
2024-07-22 |
55.962673766999984 |
50.998949999999994 |
¥-42.3万 |
-8.90% |
回到中轨 |
| 39 |
2024-07-25 |
2024-08-30 |
46.874058 |
43.64631 |
¥-29.9万 |
-6.91% |
回到中轨 |
| 40 |
2025-01-06 |
2025-01-13 |
55.96267376699999 |
59.4405 |
¥24.9万 |
+6.18% |
回到中轨 |
| 41 |
2025-04-09 |
2025-04-28 |
62.18074863 |
64.84509 |
¥18.1万 |
+4.25% |
回到中轨 |
| 42 |
2026-02-02 |
2026-02-11 |
74.616898356 |
77.922 |
¥19.6万 |
+4.40% |
回到中轨 |
| 43 |
2026-03-03 |
2026-04-13 |
71.39271138999999 |
67.48245 |
¥-25.6万 |
-5.51% |
回到中轨 |
| 44 |
2026-06-11 |
2026-07-06 |
69.71052688599998 |
71.6283 |
¥11.9万 |
+2.72% |
回到中轨 |
| 45 |
2026-07-14 |
2026-07-31 |
60.78894121299999 |
63.4365 |
¥19.5万 |
+4.32% |
回到中轨 |
| 46 |
2026-09-09 |
2026-10-26 |
57.117129999999996 |
53.46 |
¥-30.2万 |
-6.43% |
回到中轨 |
逐笔成交记录（共 92 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-10 |
跌破下轨 |
买入 |
31.431399999999996 |
31600.0 |
¥99.4万 |
|
| 2015-02-17 |
回到中轨 |
卖出 |
34.74522 |
31600.0 |
¥1.10M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
42.84279999999999 |
24700.0 |
¥1.06M |
|
| 2015-07-14 |
回到中轨 |
卖出 |
51.0489 |
24700.0 |
¥1.26M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
35.15512 |
33400.0 |
¥1.17M |
|
| 2015-09-22 |
回到中轨 |
卖出 |
37.21275 |
33400.0 |
¥1.24M |
|
| 2015-12-01 |
跌破下轨 |
买入 |
43.92388 |
31200.0 |
¥1.37M |
|
| 2015-12-16 |
回到中轨 |
卖出 |
46.6533 |
31200.0 |
¥1.46M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
41.66161999999999 |
33700.0 |
¥1.40M |
|
| 2016-02-03 |
回到中轨 |
卖出 |
36.35361 |
33700.0 |
¥1.22M |
|
| 2016-04-21 |
跌破下轨 |
买入 |
36.2362 |
35000.0 |
¥1.27M |
|
| 2016-05-05 |
回到中轨 |
卖出 |
37.85211 |
35000.0 |
¥1.32M |
|
| 2016-05-19 |
跌破下轨 |
买入 |
17.147129999999997 |
77800.0 |
¥1.33M |
|
| 2016-06-17 |
回到中轨 |
卖出 |
19.0809 |
77800.0 |
¥1.48M |
|
| 2016-07-28 |
跌破下轨 |
买入 |
18.17816 |
81200.0 |
¥1.48M |
|
| 2016-08-10 |
回到中轨 |
卖出 |
18.581400000000002 |
81200.0 |
¥1.51M |
|
| 2016-09-12 |
跌破下轨 |
买入 |
18.52851 |
80700.0 |
¥1.50M |
|
| 2016-09-30 |
回到中轨 |
卖出 |
18.781200000000002 |
80700.0 |
¥1.52M |
|
| 2016-12-14 |
跌破下轨 |
买入 |
19.729709999999997 |
77600.0 |
¥1.53M |
|
| 2016-12-30 |
回到中轨 |
卖出 |
20.1798 |
77600.0 |
¥1.57M |
|
| 2017-05-09 |
跌破下轨 |
买入 |
21.91189 |
71400.0 |
¥1.56M |
|
| 2017-05-17 |
回到中轨 |
卖出 |
23.22675 |
71400.0 |
¥1.66M |
|
| 2017-07-18 |
跌破下轨 |
买入 |
23.61359 |
69800.0 |
¥1.65M |
|
| 2017-07-21 |
回到中轨 |
卖出 |
24.65532 |
69800.0 |
¥1.72M |
|
| 2017-11-08 |
跌破下轨 |
买入 |
28.638609999999996 |
60300.0 |
¥1.73M |
|
| 2017-11-13 |
回到中轨 |
卖出 |
30.85911 |
60300.0 |
¥1.86M |
|
| 2017-11-16 |
跌破下轨 |
买入 |
27.927899999999994 |
66500.0 |
¥1.86M |
|
| 2017-12-12 |
回到中轨 |
卖出 |
27.3726 |
66500.0 |
¥1.82M |
|
| 2018-07-03 |
跌破下轨 |
买入 |
31.531499999999998 |
57600.0 |
¥1.82M |
|
| 2018-08-14 |
回到中轨 |
卖出 |
27.962010000000003 |
57600.0 |
¥1.61M |
|
| 2018-09-06 |
跌破下轨 |
买入 |
25.49547 |
63400.0 |
¥1.62M |
|
| 2018-09-20 |
回到中轨 |
卖出 |
26.873099999999997 |
63400.0 |
¥1.70M |
|
| 2018-10-16 |
跌破下轨 |
买入 |
22.252229999999997 |
76700.0 |
¥1.71M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
23.966009999999997 |
76700.0 |
¥1.84M |
|
| 2018-12-28 |
跌破下轨 |
买入 |
19.919899999999995 |
91600.0 |
¥1.83M |
|
| 2019-01-08 |
回到中轨 |
卖出 |
21.19878 |
91600.0 |
¥1.94M |
|
| 2019-05-06 |
跌破下轨 |
买入 |
23.8238 |
77400.0 |
¥1.84M |
|
| 2019-06-12 |
回到中轨 |
卖出 |
23.4765 |
77400.0 |
¥1.82M |
|
| 2019-10-21 |
跌破下轨 |
买入 |
23.213189999999997 |
82700.0 |
¥1.92M |
|
| 2019-10-29 |
回到中轨 |
卖出 |
24.575400000000002 |
82700.0 |
¥2.03M |
|
| 2020-03-16 |
跌破下轨 |
买入 |
26.906879999999997 |
75500.0 |
¥2.03M |
|
| 2020-04-03 |
回到中轨 |
卖出 |
26.70327 |
75500.0 |
¥2.02M |
|
| 2020-09-11 |
跌破下轨 |
买入 |
50.83078 |
39100.0 |
¥1.99M |
|
| 2020-09-18 |
回到中轨 |
卖出 |
55.114830000000005 |
39100.0 |
¥2.15M |
|
| 2021-04-14 |
跌破下轨 |
买入 |
75.3753 |
28700.0 |
¥2.16M |
|
| 2021-04-28 |
回到中轨 |
卖出 |
86.913 |
28700.0 |
¥2.49M |
|
| 2021-06-09 |
跌破下轨 |
买入 |
60.61054999999999 |
41400.0 |
¥2.51M |
|
| 2021-06-30 |
回到中轨 |
卖出 |
73.926 |
41400.0 |
¥3.06M |
|
| 2021-10-13 |
跌破下轨 |
买入 |
59.56951 |
51300.0 |
¥3.06M |
|
| 2021-10-27 |
回到中轨 |
卖出 |
64.15578 |
51300.0 |
¥3.29M |
|
| 2022-01-06 |
跌破下轨 |
买入 |
65.8658 |
49400.0 |
¥3.25M |
|
| 2022-01-21 |
回到中轨 |
卖出 |
68.12181 |
49400.0 |
¥3.36M |
|
| 2022-01-28 |
跌破下轨 |
买入 |
58.428369999999994 |
58100.0 |
¥3.40M |
|
| 2022-02-17 |
回到中轨 |
卖出 |
65.0349 |
58100.0 |
¥3.78M |
|
| 2022-03-11 |
跌破下轨 |
买入 |
56.566509999999994 |
65300.0 |
¥3.69M |
|
| 2022-04-01 |
回到中轨 |
卖出 |
56.573370000000004 |
65300.0 |
¥3.69M |
|
| 2022-04-25 |
跌破下轨 |
买入 |
50.0 |
74900.0 |
¥3.75M |
|
| 2022-04-29 |
回到中轨 |
卖出 |
56.853089999999995 |
74900.0 |
¥4.26M |
|
| 2022-08-30 |
跌破下轨 |
买入 |
59.03897999999999 |
72600.0 |
¥4.29M |
|
| 2022-10-11 |
回到中轨 |
卖出 |
57.8421 |
72600.0 |
¥4.20M |
|
| 2022-12-21 |
跌破下轨 |
买入 |
67.09702999999999 |
62200.0 |
¥4.17M |
|
| 2022-12-30 |
回到中轨 |
卖出 |
69.81012 |
62200.0 |
¥4.34M |
|
| 2023-03-20 |
跌破下轨 |
买入 |
68.068 |
64100.0 |
¥4.36M |
|
| 2023-03-31 |
回到中轨 |
卖出 |
71.16875999999999 |
64100.0 |
¥4.56M |
|
| 2023-04-19 |
跌破下轨 |
买入 |
63.96389999999998 |
70100.0 |
¥4.49M |
|
| 2023-05-23 |
回到中轨 |
卖出 |
60.599340000000005 |
70100.0 |
¥4.25M |
|
| 2023-10-09 |
跌破下轨 |
买入 |
66.3663 |
64900.0 |
¥4.31M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
63.636300000000006 |
64900.0 |
¥4.13M |
|
| 2023-12-08 |
跌破下轨 |
买入 |
58.688629999999996 |
70600.0 |
¥4.14M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
62.75718 |
70600.0 |
¥4.43M |
|
| 2024-01-11 |
跌破下轨 |
买入 |
57.32727 |
77200.0 |
¥4.43M |
|
| 2024-02-02 |
回到中轨 |
卖出 |
55.96398 |
77200.0 |
¥4.32M |
|
| 2024-04-26 |
跌破下轨 |
买入 |
57.19714 |
75100.0 |
¥4.30M |
|
| 2024-05-07 |
回到中轨 |
卖出 |
62.937000000000005 |
75100.0 |
¥4.73M |
|
| 2024-06-04 |
跌破下轨 |
买入 |
55.945889999999984 |
84900.0 |
¥4.75M |
|
| 2024-07-22 |
回到中轨 |
卖出 |
50.998949999999994 |
84900.0 |
¥4.33M |
|
| 2024-07-25 |
跌破下轨 |
买入 |
46.86 |
92200.0 |
¥4.32M |
|
| 2024-08-30 |
回到中轨 |
卖出 |
43.64631 |
92200.0 |
¥4.02M |
|
| 2025-01-06 |
跌破下轨 |
买入 |
55.94588999999999 |
71900.0 |
¥4.02M |
|
| 2025-01-13 |
回到中轨 |
卖出 |
59.4405 |
71900.0 |
¥4.27M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
62.162099999999995 |
68400.0 |
¥4.25M |
|
| 2025-04-28 |
回到中轨 |
卖出 |
64.84509 |
68400.0 |
¥4.43M |
|
| 2026-02-02 |
跌破下轨 |
买入 |
74.59451999999999 |
59600.0 |
¥4.45M |
|
| 2026-02-11 |
回到中轨 |
卖出 |
77.922 |
59600.0 |
¥4.64M |
|
| 2026-03-03 |
跌破下轨 |
买入 |
71.37129999999999 |
65100.0 |
¥4.65M |
|
| 2026-04-13 |
回到中轨 |
卖出 |
67.48245 |
65100.0 |
¥4.39M |
|
| 2026-06-11 |
跌破下轨 |
买入 |
69.68961999999999 |
62600.0 |
¥4.36M |
|
| 2026-07-06 |
回到中轨 |
卖出 |
71.6283 |
62600.0 |
¥4.48M |
|
| 2026-07-14 |
跌破下轨 |
买入 |
60.77070999999999 |
74000.0 |
¥4.50M |
|
| 2026-07-31 |
回到中轨 |
卖出 |
63.4365 |
74000.0 |
¥4.69M |
|
| 2026-09-09 |
跌破下轨 |
买入 |
57.1 |
82300.0 |
¥4.70M |
|
| 2026-10-26 |
回到中轨 |
卖出 |
53.46 |
82300.0 |
¥4.40M |
|