300251 光线传媒 — 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: ¥98.4万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -1.59%）
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 |
2015-04-10 |
2015-04-23 |
30.059035006 |
33.0 |
¥9.4万 |
+9.75% |
回到中轨 |
| 2 |
2015-06-19 |
2015-07-22 |
31.040309299999993 |
28.4715 |
¥-8.8万 |
-8.30% |
回到中轨 |
| 3 |
2015-08-24 |
2015-09-10 |
21.678151494999994 |
23.976 |
¥10.0万 |
+10.57% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-04 |
26.394275907999997 |
22.08 |
¥-17.4万 |
-16.37% |
回到中轨 |
| 5 |
2016-06-01 |
2016-07-01 |
11.995577594 |
11.608379999999999 |
¥-3.0万 |
-3.26% |
回到中轨 |
| 6 |
2016-07-28 |
2016-08-16 |
11.194537354 |
11.62836 |
¥3.5万 |
+3.84% |
回到中轨 |
| 7 |
2016-09-13 |
2016-10-11 |
10.874121257999999 |
10.95903 |
¥7,019 |
+0.75% |
回到中轨 |
| 8 |
2016-12-14 |
2017-01-05 |
10.193237053999997 |
10.29969 |
¥9,530 |
+1.01% |
回到中轨 |
| 9 |
2017-03-31 |
2017-05-17 |
9.322105793 |
8.541450000000001 |
¥-8.0万 |
-8.40% |
回到中轨 |
| 10 |
2017-05-24 |
2017-06-08 |
8.050454411999999 |
8.30169 |
¥2.7万 |
+3.09% |
回到中轨 |
| 11 |
2017-07-18 |
2017-07-26 |
7.840181348999999 |
8.27172 |
¥4.9万 |
+5.47% |
回到中轨 |
| 12 |
2017-10-17 |
2017-11-06 |
9.51235285 |
10.16982 |
¥6.5万 |
+6.88% |
回到中轨 |
| 13 |
2017-11-30 |
2017-12-07 |
9.392196813999998 |
10.10988 |
¥7.7万 |
+7.61% |
回到中轨 |
| 14 |
2018-03-26 |
2018-04-02 |
11.364758404999998 |
12.8871 |
¥14.2万 |
+13.36% |
回到中轨 |
| 15 |
2018-04-23 |
2018-05-03 |
10.894147264 |
11.4885 |
¥6.7万 |
+5.42% |
回到中轨 |
| 16 |
2018-05-28 |
2018-07-02 |
10.763978224999997 |
10.0899 |
¥-8.2万 |
-6.29% |
回到中轨 |
| 17 |
2018-08-03 |
2018-10-08 |
9.161897745 |
7.46253 |
¥-22.5万 |
-18.57% |
回到中轨 |
| 18 |
2019-01-31 |
2019-02-11 |
7.770090327999999 |
8.611379999999999 |
¥10.5万 |
+10.79% |
回到中轨 |
| 19 |
2019-04-26 |
2019-05-31 |
7.770090327999998 |
6.98301 |
¥-11.1万 |
-10.16% |
回到中轨 |
| 20 |
2019-06-10 |
2019-06-12 |
6.568529967999999 |
6.84315 |
¥4.1万 |
+4.15% |
回到中轨 |
| 21 |
2020-01-22 |
2020-02-18 |
10.974251288 |
11.4885 |
¥4.7万 |
+4.65% |
回到中轨 |
| 22 |
2020-03-10 |
2020-03-26 |
9.992976994 |
9.950040000000001 |
¥-4,882 |
-0.46% |
回到中轨 |
| 23 |
2020-10-12 |
2020-11-23 |
14.198438253999997 |
12.51747 |
¥-12.5万 |
-11.87% |
回到中轨 |
| 24 |
2020-12-25 |
2021-01-05 |
11.194537353999998 |
12.36762 |
¥9.8万 |
+10.45% |
回到中轨 |
| 25 |
2021-03-11 |
2021-04-01 |
11.715213509999998 |
11.9 |
¥1.6万 |
+1.55% |
回到中轨 |
| 26 |
2021-04-13 |
2021-04-19 |
11.394797414 |
11.82 |
¥3.9万 |
+3.70% |
回到中轨 |
| 27 |
2021-06-15 |
2021-08-20 |
11.493447 |
9.12087 |
¥-22.6万 |
-20.67% |
回到中轨 |
| 28 |
2021-10-12 |
2021-10-18 |
9.191936753999999 |
9.90009 |
¥6.7万 |
+7.67% |
回到中轨 |
| 29 |
2022-03-08 |
2022-04-06 |
9.041741708999998 |
8.30169 |
¥-7.7万 |
-8.21% |
回到中轨 |
| 30 |
2022-04-25 |
2022-05-18 |
6.788816033999999 |
7.13286 |
¥4.3万 |
+5.04% |
回到中轨 |
| 31 |
2022-09-15 |
2022-10-28 |
8.711312609999998 |
7.08291 |
¥-16.8万 |
-18.72% |
回到中轨 |
| 32 |
2023-02-01 |
2023-03-21 |
8.220675463 |
8.70129 |
¥4.3万 |
+5.81% |
回到中轨 |
| 33 |
2023-05-17 |
2023-06-06 |
8.821455642999998 |
9.07092 |
¥2.2万 |
+2.80% |
回到中轨 |
| 34 |
2023-06-29 |
2023-07-14 |
8.070480417999999 |
8.521469999999999 |
¥4.4万 |
+5.56% |
回到中轨 |
| 35 |
2023-09-22 |
2023-11-01 |
8.410922520000002 |
7.82217 |
¥-5.9万 |
-7.03% |
回到中轨 |
| 36 |
2023-12-06 |
2023-12-08 |
7.7801033309999985 |
8.191799999999999 |
¥4.1万 |
+5.26% |
回到中轨 |
| 37 |
2024-01-23 |
2024-01-26 |
7.619895282999999 |
8.221770000000001 |
¥6.5万 |
+7.87% |
回到中轨 |
| 38 |
2024-02-01 |
2024-02-20 |
7.399609216999999 |
7.90209 |
¥6.0万 |
+6.76% |
回到中轨 |
| 39 |
2024-06-25 |
2024-08-01 |
8.561117565 |
7.67232 |
¥-9.9万 |
-10.41% |
回到中轨 |
| 40 |
2024-08-23 |
2024-09-25 |
6.90897207 |
6.99 |
¥9,677 |
+1.14% |
回到中轨 |
| 41 |
2025-01-06 |
2025-01-20 |
8.731338615999999 |
9.4905 |
¥7.4万 |
+8.66% |
回到中轨 |
| 42 |
2025-03-25 |
2025-04-22 |
22.028606599999996 |
21.2787 |
¥-3.2万 |
-3.43% |
回到中轨 |
| 43 |
2025-05-26 |
2025-06-10 |
17.472690234999998 |
18.10188 |
¥3.2万 |
+3.57% |
回到中轨 |
| 44 |
2025-10-10 |
2025-11-04 |
17.162287141999997 |
17.36262 |
¥1.0万 |
+1.14% |
回到中轨 |
| 45 |
2025-11-21 |
2025-12-02 |
16.090895821 |
16.75323 |
¥3.8万 |
+4.08% |
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 |
|---|
| 2015-04-10 |
跌破下轨 |
买入 |
30.050019999999996 |
31900.0 |
¥95.9万 |
|
| 2015-04-23 |
回到中轨 |
卖出 |
33.0 |
31900.0 |
¥1.05M |
|
| 2015-06-19 |
跌破下轨 |
买入 |
31.03099999999999 |
34000.0 |
¥1.06M |
|
| 2015-07-22 |
回到中轨 |
卖出 |
28.4715 |
34000.0 |
¥96.8万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
21.671649999999996 |
43700.0 |
¥94.7万 |
|
| 2015-09-10 |
回到中轨 |
卖出 |
23.976 |
43700.0 |
¥1.05M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
26.38636 |
40300.0 |
¥1.06M |
|
| 2016-02-04 |
回到中轨 |
卖出 |
22.08 |
40300.0 |
¥89.0万 |
|
| 2016-06-01 |
跌破下轨 |
买入 |
11.99198 |
77100.0 |
¥92.5万 |
|
| 2016-07-01 |
回到中轨 |
卖出 |
11.608379999999999 |
77100.0 |
¥89.5万 |
|
| 2016-07-28 |
跌破下轨 |
买入 |
11.19118 |
80400.0 |
¥90.0万 |
|
| 2016-08-16 |
回到中轨 |
卖出 |
11.62836 |
80400.0 |
¥93.5万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
10.870859999999999 |
86000.0 |
¥93.5万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
10.95903 |
86000.0 |
¥94.2万 |
|
| 2016-12-14 |
跌破下轨 |
买入 |
10.190179999999998 |
92200.0 |
¥94.0万 |
|
| 2017-01-05 |
回到中轨 |
卖出 |
10.29969 |
92200.0 |
¥94.9万 |
|
| 2017-03-31 |
跌破下轨 |
买入 |
9.31931 |
102000.0 |
¥95.1万 |
|
| 2017-05-17 |
回到中轨 |
卖出 |
8.541450000000001 |
102000.0 |
¥87.1万 |
|
| 2017-05-24 |
跌破下轨 |
买入 |
8.048039999999999 |
107600.0 |
¥86.6万 |
|
| 2017-06-08 |
回到中轨 |
卖出 |
8.30169 |
107600.0 |
¥89.3万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
7.837829999999999 |
113800.0 |
¥89.2万 |
|
| 2017-07-26 |
回到中轨 |
卖出 |
8.27172 |
113800.0 |
¥94.1万 |
|
| 2017-10-17 |
跌破下轨 |
买入 |
9.5095 |
99600.0 |
¥94.7万 |
|
| 2017-11-06 |
回到中轨 |
卖出 |
10.16982 |
99600.0 |
¥1.01M |
|
| 2017-11-30 |
跌破下轨 |
买入 |
9.38938 |
107400.0 |
¥1.01M |
|
| 2017-12-07 |
回到中轨 |
卖出 |
10.10988 |
107400.0 |
¥1.09M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
11.361349999999998 |
93200.0 |
¥1.06M |
|
| 2018-04-02 |
回到中轨 |
卖出 |
12.8871 |
93200.0 |
¥1.20M |
|
| 2018-04-23 |
跌破下轨 |
买入 |
10.89088 |
112700.0 |
¥1.23M |
|
| 2018-05-03 |
回到中轨 |
卖出 |
11.4885 |
112700.0 |
¥1.29M |
|
| 2018-05-28 |
跌破下轨 |
买入 |
10.760749999999998 |
120600.0 |
¥1.30M |
|
| 2018-07-02 |
回到中轨 |
卖出 |
10.0899 |
120600.0 |
¥1.22M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
9.159149999999999 |
132400.0 |
¥1.21M |
|
| 2018-10-08 |
回到中轨 |
卖出 |
7.46253 |
132400.0 |
¥98.8万 |
|
| 2019-01-31 |
跌破下轨 |
买入 |
7.767759999999999 |
125700.0 |
¥97.7万 |
|
| 2019-02-11 |
回到中轨 |
卖出 |
8.611379999999999 |
125700.0 |
¥1.08M |
|
| 2019-04-26 |
跌破下轨 |
买入 |
7.767759999999999 |
141000.0 |
¥1.10M |
|
| 2019-05-31 |
回到中轨 |
卖出 |
6.98301 |
141000.0 |
¥98.4万 |
|
| 2019-06-10 |
跌破下轨 |
买入 |
6.566559999999999 |
150000.0 |
¥98.5万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
6.84315 |
150000.0 |
¥1.03M |
|
| 2020-01-22 |
跌破下轨 |
买入 |
10.97096 |
91500.0 |
¥1.00M |
|
| 2020-02-18 |
回到中轨 |
卖出 |
11.4885 |
91500.0 |
¥1.05M |
|
| 2020-03-10 |
跌破下轨 |
买入 |
9.98998 |
106300.0 |
¥1.06M |
|
| 2020-03-26 |
回到中轨 |
卖出 |
9.950040000000001 |
106300.0 |
¥1.06M |
|
| 2020-10-12 |
跌破下轨 |
买入 |
14.194179999999998 |
73900.0 |
¥1.05M |
|
| 2020-11-23 |
回到中轨 |
卖出 |
12.51747 |
73900.0 |
¥92.5万 |
|
| 2020-12-25 |
跌破下轨 |
买入 |
11.19118 |
84200.0 |
¥94.3万 |
|
| 2021-01-05 |
回到中轨 |
卖出 |
12.36762 |
84200.0 |
¥1.04M |
|
| 2021-03-11 |
跌破下轨 |
买入 |
11.711699999999999 |
87800.0 |
¥1.03M |
|
| 2021-04-01 |
回到中轨 |
卖出 |
11.9 |
87800.0 |
¥1.04M |
|
| 2021-04-13 |
跌破下轨 |
买入 |
11.39138 |
92500.0 |
¥1.05M |
|
| 2021-04-19 |
回到中轨 |
卖出 |
11.82 |
92500.0 |
¥1.09M |
|
| 2021-06-15 |
跌破下轨 |
买入 |
11.49 |
95300.0 |
¥1.10M |
|
| 2021-08-20 |
回到中轨 |
卖出 |
9.12087 |
95300.0 |
¥86.9万 |
|
| 2021-10-12 |
跌破下轨 |
买入 |
9.189179999999999 |
94500.0 |
¥86.9万 |
|
| 2021-10-18 |
回到中轨 |
卖出 |
9.90009 |
94500.0 |
¥93.5万 |
|
| 2022-03-08 |
跌破下轨 |
买入 |
9.039029999999999 |
103700.0 |
¥93.8万 |
|
| 2022-04-06 |
回到中轨 |
卖出 |
8.30169 |
103700.0 |
¥86.1万 |
|
| 2022-04-25 |
跌破下轨 |
买入 |
6.786779999999999 |
125200.0 |
¥85.0万 |
|
| 2022-05-18 |
回到中轨 |
卖出 |
7.13286 |
125200.0 |
¥89.3万 |
|
| 2022-09-15 |
跌破下轨 |
买入 |
8.708699999999999 |
103300.0 |
¥90.0万 |
|
| 2022-10-28 |
回到中轨 |
卖出 |
7.08291 |
103300.0 |
¥73.1万 |
|
| 2023-02-01 |
跌破下轨 |
买入 |
8.21821 |
89300.0 |
¥73.4万 |
|
| 2023-03-21 |
回到中轨 |
卖出 |
8.70129 |
89300.0 |
¥77.7万 |
|
| 2023-05-17 |
跌破下轨 |
买入 |
8.81881 |
88000.0 |
¥77.6万 |
|
| 2023-06-06 |
回到中轨 |
卖出 |
9.07092 |
88000.0 |
¥79.8万 |
|
| 2023-06-29 |
跌破下轨 |
买入 |
8.06806 |
98300.0 |
¥79.3万 |
|
| 2023-07-14 |
回到中轨 |
卖出 |
8.521469999999999 |
98300.0 |
¥83.7万 |
|
| 2023-09-22 |
跌破下轨 |
买入 |
8.4084 |
99800.0 |
¥83.9万 |
|
| 2023-11-01 |
回到中轨 |
卖出 |
7.82217 |
99800.0 |
¥78.0万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
7.7777699999999985 |
100300.0 |
¥78.0万 |
|
| 2023-12-08 |
回到中轨 |
卖出 |
8.191799999999999 |
100300.0 |
¥82.1万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
7.617609999999999 |
107800.0 |
¥82.1万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
8.221770000000001 |
107800.0 |
¥88.6万 |
|
| 2024-02-01 |
跌破下轨 |
买入 |
7.397389999999999 |
120000.0 |
¥88.8万 |
|
| 2024-02-20 |
回到中轨 |
卖出 |
7.90209 |
120000.0 |
¥94.8万 |
|
| 2024-06-25 |
跌破下轨 |
买入 |
8.55855 |
110700.0 |
¥94.8万 |
|
| 2024-08-01 |
回到中轨 |
卖出 |
7.67232 |
110700.0 |
¥84.9万 |
|
| 2024-08-23 |
跌破下轨 |
买入 |
6.906899999999999 |
122600.0 |
¥84.7万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
6.99 |
122600.0 |
¥85.7万 |
|
| 2025-01-06 |
跌破下轨 |
买入 |
8.72872 |
97800.0 |
¥85.4万 |
|
| 2025-01-20 |
回到中轨 |
卖出 |
9.4905 |
97800.0 |
¥92.8万 |
|
| 2025-03-25 |
跌破下轨 |
买入 |
22.022 |
42200.0 |
¥93.0万 |
|
| 2025-04-22 |
回到中轨 |
卖出 |
21.2787 |
42200.0 |
¥89.8万 |
|
| 2025-05-26 |
跌破下轨 |
买入 |
17.467449999999996 |
51500.0 |
¥90.0万 |
|
| 2025-06-10 |
回到中轨 |
卖出 |
18.10188 |
51500.0 |
¥93.2万 |
|
| 2025-10-10 |
跌破下轨 |
买入 |
17.15714 |
53800.0 |
¥92.3万 |
|
| 2025-11-04 |
回到中轨 |
卖出 |
17.36262 |
53800.0 |
¥93.4万 |
|
| 2025-11-21 |
跌破下轨 |
买入 |
16.08607 |
58100.0 |
¥93.5万 |
|
| 2025-12-02 |
回到中轨 |
卖出 |
16.75323 |
58100.0 |
¥97.3万 |
|