300308 中际旭创 — 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: ¥3.66M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +265.68%）
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 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 |
2015-07-23 |
19.0247057 |
18.04 |
¥-4.7万 |
-5.20% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-22 |
10.953285 |
11.69829 |
¥5.8万 |
+6.77% |
回到中轨 |
| 3 |
2016-01-12 |
2016-02-03 |
14.669049394999998 |
15.194790000000001 |
¥3.5万 |
+3.55% |
回到中轨 |
| 4 |
2016-11-24 |
2016-12-16 |
24.672039392 |
24.7752 |
¥4,011 |
+0.39% |
回到中轨 |
| 5 |
2017-01-17 |
2017-02-03 |
20.32639609 |
23.156820000000003 |
¥14.4万 |
+13.89% |
回到中轨 |
| 6 |
2017-04-19 |
2017-04-26 |
32.922753864 |
35.98398 |
¥11.0万 |
+9.27% |
回到中轨 |
| 7 |
2017-06-02 |
2017-06-09 |
32.001557588 |
34.41555 |
¥9.8万 |
+7.51% |
回到中轨 |
| 8 |
2017-08-10 |
2017-08-29 |
37.448631219999996 |
39.2607 |
¥6.7万 |
+4.81% |
回到中轨 |
| 9 |
2017-11-06 |
2017-11-08 |
45.10857851499999 |
48.91104 |
¥12.2万 |
+8.40% |
回到中轨 |
| 10 |
2017-11-30 |
2017-12-11 |
42.114690618 |
49.95 |
¥29.1万 |
+18.57% |
回到中轨 |
| 11 |
2018-02-08 |
2018-02-13 |
55.662283677 |
60.96897 |
¥17.8万 |
+9.50% |
回到中轨 |
| 12 |
2018-04-19 |
2018-05-15 |
69.08972069999999 |
69.97995 |
¥2.6万 |
+1.26% |
回到中轨 |
| 13 |
2018-06-20 |
2018-07-17 |
60.178148029999996 |
59.5404 |
¥-2.2万 |
-1.09% |
回到中轨 |
| 14 |
2018-08-03 |
2018-08-28 |
46.250060856999994 |
52.947 |
¥29.8万 |
+14.45% |
回到中轨 |
| 15 |
2018-10-12 |
2018-10-23 |
37.78907332199999 |
42.29766 |
¥27.7万 |
+11.90% |
回到中轨 |
| 16 |
2019-01-04 |
2019-01-14 |
37.538748247 |
41.44851 |
¥26.8万 |
+10.38% |
回到中轨 |
| 17 |
2019-05-07 |
2019-06-28 |
47.25136115699999 |
34.8651 |
¥-76.0万 |
-26.24% |
回到中轨 |
| 18 |
2020-05-25 |
2020-06-15 |
60.93913625799999 |
58.941 |
¥-7.1万 |
-3.31% |
回到中轨 |
| 19 |
2020-07-27 |
2020-08-18 |
56.463323917 |
58.87107000000001 |
¥8.8万 |
+4.23% |
回到中轨 |
| 20 |
2020-09-11 |
2020-10-13 |
50.555652146999996 |
52.71723 |
¥9.1万 |
+4.24% |
回到中轨 |
| 21 |
2020-12-29 |
2021-01-05 |
47.401556201999995 |
51.718230000000005 |
¥20.4万 |
+9.07% |
回到中轨 |
| 22 |
2021-02-05 |
2021-04-06 |
49.263974759999996 |
37.79217 |
¥-57.0万 |
-23.31% |
回到中轨 |
| 23 |
2021-06-23 |
2021-07-13 |
37.308449178 |
39.060900000000004 |
¥8.7万 |
+4.67% |
回到中轨 |
| 24 |
2021-07-16 |
2021-07-28 |
33.83393713699999 |
37.8621 |
¥23.3万 |
+11.87% |
回到中轨 |
| 25 |
2021-09-14 |
2021-10-12 |
34.264496265999995 |
35.28468 |
¥6.5万 |
+2.95% |
回到中轨 |
| 26 |
2022-01-14 |
2022-02-21 |
38.64017857700001 |
38.19177 |
¥-2.7万 |
-1.19% |
回到中轨 |
| 27 |
2022-04-07 |
2022-04-28 |
30.039009000000004 |
30.3696 |
¥2.4万 |
+1.07% |
回到中轨 |
| 28 |
2022-07-14 |
2022-07-19 |
28.747331613 |
33.11685 |
¥34.3万 |
+15.17% |
回到中轨 |
| 29 |
2022-08-26 |
2022-10-14 |
30.419503113999994 |
27.56241 |
¥-24.6万 |
-9.42% |
回到中轨 |
| 30 |
2022-11-28 |
2022-12-15 |
28.0364084 |
28.661310000000004 |
¥5.1万 |
+2.20% |
回到中轨 |
| 31 |
2022-12-20 |
2023-01-04 |
27.63588828 |
28.18179 |
¥4.7万 |
+1.94% |
回到中轨 |
| 32 |
2023-07-21 |
2023-08-07 |
130.17905200299998 |
140.859 |
¥20.1万 |
+8.17% |
回到中轨 |
| 33 |
2023-09-18 |
2023-09-25 |
99.1287297 |
110.96892 |
¥31.8万 |
+11.91% |
回到中轨 |
| 34 |
2024-01-08 |
2024-01-19 |
99.92976993999999 |
112.18769999999999 |
¥36.3万 |
+12.23% |
回到中轨 |
| 35 |
2024-06-07 |
2024-07-02 |
124.26136722999998 |
144.83502 |
¥54.6万 |
+16.52% |
回到中轨 |
| 36 |
2024-08-30 |
2024-09-18 |
106.55837792599999 |
113.886 |
¥26.5万 |
+6.84% |
回到中轨 |
| 37 |
2024-11-26 |
2024-12-13 |
124.16123719999999 |
129.87 |
¥18.8万 |
+4.57% |
回到中轨 |
| 38 |
2025-01-13 |
2025-01-23 |
110.34329306 |
132.44742000000002 |
¥84.5万 |
+20.00% |
回到中轨 |
| 39 |
2025-03-31 |
2025-04-28 |
97.12612909999999 |
85.18472999999999 |
¥-63.5万 |
-12.32% |
回到中轨 |
| 40 |
2025-10-15 |
2025-10-21 |
345.4486035 |
409.59 |
¥83.9万 |
+18.53% |
回到中轨 |
| 41 |
2026-10-13 |
2026-11-13 |
701.2206130929999 |
466.2 |
¥-1.74M |
-33.54% |
强平 |
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 |
19.019 |
47200.0 |
¥89.8万 |
|
| 2015-07-23 |
回到中轨 |
卖出 |
18.04 |
47200.0 |
¥85.1万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
10.95 |
78000.0 |
¥85.4万 |
|
| 2015-09-22 |
回到中轨 |
卖出 |
11.69829 |
78000.0 |
¥91.2万 |
|
| 2016-01-12 |
跌破下轨 |
买入 |
14.664649999999998 |
67800.0 |
¥99.5万 |
|
| 2016-02-03 |
回到中轨 |
卖出 |
15.194790000000001 |
67800.0 |
¥1.03M |
|
| 2016-11-24 |
跌破下轨 |
买入 |
24.66464 |
41900.0 |
¥1.03M |
|
| 2016-12-16 |
回到中轨 |
卖出 |
24.7752 |
41900.0 |
¥1.04M |
|
| 2017-01-17 |
跌破下轨 |
买入 |
20.3203 |
51100.0 |
¥1.04M |
|
| 2017-02-03 |
回到中轨 |
卖出 |
23.156820000000003 |
51100.0 |
¥1.18M |
|
| 2017-04-19 |
跌破下轨 |
买入 |
32.91288 |
36100.0 |
¥1.19M |
|
| 2017-04-26 |
回到中轨 |
卖出 |
35.98398 |
36100.0 |
¥1.30M |
|
| 2017-06-02 |
跌破下轨 |
买入 |
31.99196 |
40700.0 |
¥1.30M |
|
| 2017-06-09 |
回到中轨 |
卖出 |
34.41555 |
40700.0 |
¥1.40M |
|
| 2017-08-10 |
跌破下轨 |
买入 |
37.4374 |
37300.0 |
¥1.40M |
|
| 2017-08-29 |
回到中轨 |
卖出 |
39.2607 |
37300.0 |
¥1.46M |
|
| 2017-11-06 |
跌破下轨 |
买入 |
45.09504999999999 |
32100.0 |
¥1.45M |
|
| 2017-11-08 |
回到中轨 |
卖出 |
48.91104 |
32100.0 |
¥1.57M |
|
| 2017-11-30 |
跌破下轨 |
买入 |
42.102059999999994 |
37200.0 |
¥1.57M |
|
| 2017-12-11 |
回到中轨 |
卖出 |
49.95 |
37200.0 |
¥1.86M |
|
| 2018-02-08 |
跌破下轨 |
买入 |
55.64559 |
33700.0 |
¥1.88M |
|
| 2018-02-13 |
回到中轨 |
卖出 |
60.96897 |
33700.0 |
¥2.05M |
|
| 2018-04-19 |
跌破下轨 |
买入 |
69.06899999999999 |
29600.0 |
¥2.05M |
|
| 2018-05-15 |
回到中轨 |
卖出 |
69.97995 |
29600.0 |
¥2.07M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
60.16009999999999 |
34300.0 |
¥2.06M |
|
| 2018-07-17 |
回到中轨 |
卖出 |
59.5404 |
34300.0 |
¥2.04M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
46.23618999999999 |
44600.0 |
¥2.06M |
|
| 2018-08-28 |
回到中轨 |
卖出 |
52.947 |
44600.0 |
¥2.36M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
37.777739999999994 |
61600.0 |
¥2.33M |
|
| 2018-10-23 |
回到中轨 |
卖出 |
42.29766 |
61600.0 |
¥2.60M |
|
| 2019-01-04 |
跌破下轨 |
买入 |
37.52749 |
68800.0 |
¥2.58M |
|
| 2019-01-14 |
回到中轨 |
卖出 |
41.44851 |
68800.0 |
¥2.85M |
|
| 2019-05-07 |
跌破下轨 |
买入 |
47.23718999999999 |
61300.0 |
¥2.90M |
|
| 2019-06-28 |
回到中轨 |
卖出 |
34.8651 |
61300.0 |
¥2.14M |
|
| 2020-05-25 |
跌破下轨 |
买入 |
60.92086 |
35200.0 |
¥2.15M |
|
| 2020-06-15 |
回到中轨 |
卖出 |
58.941 |
35200.0 |
¥2.07M |
|
| 2020-07-27 |
跌破下轨 |
买入 |
56.446389999999994 |
36700.0 |
¥2.07M |
|
| 2020-08-18 |
回到中轨 |
卖出 |
58.87107000000001 |
36700.0 |
¥2.16M |
|
| 2020-09-11 |
跌破下轨 |
买入 |
50.54049 |
42600.0 |
¥2.15M |
|
| 2020-10-13 |
回到中轨 |
卖出 |
52.71723 |
42600.0 |
¥2.25M |
|
| 2020-12-29 |
跌破下轨 |
买入 |
47.387339999999995 |
47400.0 |
¥2.25M |
|
| 2021-01-05 |
回到中轨 |
卖出 |
51.718230000000005 |
47400.0 |
¥2.45M |
|
| 2021-02-05 |
跌破下轨 |
买入 |
49.249199999999995 |
49600.0 |
¥2.44M |
|
| 2021-04-06 |
回到中轨 |
卖出 |
37.79217 |
49600.0 |
¥1.87M |
|
| 2021-06-23 |
跌破下轨 |
买入 |
37.297259999999994 |
50100.0 |
¥1.87M |
|
| 2021-07-13 |
回到中轨 |
卖出 |
39.060900000000004 |
50100.0 |
¥1.96M |
|
| 2021-07-16 |
跌破下轨 |
买入 |
33.823789999999995 |
58100.0 |
¥1.97M |
|
| 2021-07-28 |
回到中轨 |
卖出 |
37.8621 |
58100.0 |
¥2.20M |
|
| 2021-09-14 |
跌破下轨 |
买入 |
34.25422 |
64300.0 |
¥2.20M |
|
| 2021-10-12 |
回到中轨 |
卖出 |
35.28468 |
64300.0 |
¥2.27M |
|
| 2022-01-14 |
跌破下轨 |
买入 |
38.62859 |
58500.0 |
¥2.26M |
|
| 2022-02-21 |
回到中轨 |
卖出 |
38.19177 |
58500.0 |
¥2.23M |
|
| 2022-04-07 |
跌破下轨 |
买入 |
30.03 |
74400.0 |
¥2.23M |
|
| 2022-04-28 |
回到中轨 |
卖出 |
30.3696 |
74400.0 |
¥2.26M |
|
| 2022-07-14 |
跌破下轨 |
买入 |
28.73871 |
78700.0 |
¥2.26M |
|
| 2022-07-19 |
回到中轨 |
卖出 |
33.11685 |
78700.0 |
¥2.61M |
|
| 2022-08-26 |
跌破下轨 |
买入 |
30.410379999999993 |
85900.0 |
¥2.61M |
|
| 2022-10-14 |
回到中轨 |
卖出 |
27.56241 |
85900.0 |
¥2.37M |
|
| 2022-11-28 |
跌破下轨 |
买入 |
28.028 |
82600.0 |
¥2.32M |
|
| 2022-12-15 |
回到中轨 |
卖出 |
28.661310000000004 |
82600.0 |
¥2.37M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
27.6276 |
87300.0 |
¥2.41M |
|
| 2023-01-04 |
回到中轨 |
卖出 |
28.18179 |
87300.0 |
¥2.46M |
|
| 2023-07-21 |
跌破下轨 |
买入 |
130.14001 |
18900.0 |
¥2.46M |
|
| 2023-08-07 |
回到中轨 |
卖出 |
140.859 |
18900.0 |
¥2.66M |
|
| 2023-09-18 |
跌破下轨 |
买入 |
99.09899999999999 |
26900.0 |
¥2.67M |
|
| 2023-09-25 |
回到中轨 |
卖出 |
110.96892 |
26900.0 |
¥2.98M |
|
| 2024-01-08 |
跌破下轨 |
买入 |
99.89979999999998 |
29700.0 |
¥2.97M |
|
| 2024-01-19 |
回到中轨 |
卖出 |
112.18769999999999 |
29700.0 |
¥3.33M |
|
| 2024-06-07 |
跌破下轨 |
买入 |
124.22409999999998 |
26600.0 |
¥3.31M |
|
| 2024-07-02 |
回到中轨 |
卖出 |
144.83502 |
26600.0 |
¥3.85M |
|
| 2024-08-30 |
跌破下轨 |
买入 |
106.52641999999999 |
36400.0 |
¥3.88M |
|
| 2024-09-18 |
回到中轨 |
卖出 |
113.886 |
36400.0 |
¥4.14M |
|
| 2024-11-26 |
跌破下轨 |
买入 |
124.12399999999998 |
33100.0 |
¥4.11M |
|
| 2024-12-13 |
回到中轨 |
卖出 |
129.87 |
33100.0 |
¥4.30M |
|
| 2025-01-13 |
跌破下轨 |
买入 |
110.31020000000001 |
38300.0 |
¥4.23M |
|
| 2025-01-23 |
回到中轨 |
卖出 |
132.44742000000002 |
38300.0 |
¥5.07M |
|
| 2025-03-31 |
跌破下轨 |
买入 |
97.09699999999998 |
53100.0 |
¥5.16M |
|
| 2025-04-28 |
回到中轨 |
卖出 |
85.18472999999999 |
53100.0 |
¥4.52M |
|
| 2025-10-15 |
跌破下轨 |
买入 |
345.345 |
13100.0 |
¥4.53M |
|
| 2025-10-21 |
回到中轨 |
卖出 |
409.59 |
13100.0 |
¥5.36M |
|
| 2026-10-13 |
跌破下轨 |
买入 |
701.0103099999999 |
7400.0 |
¥5.19M |
|
| 2026-11-13 |
强平 |
卖出 |
466.2 |
7400 |
¥3.45M |
回测结束强平 |