300316 晶盛机电 — 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: ¥61.0万
策略: 布林下轨抄底
K线 & 交易信号(策略收益 -38.95%)
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 37 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 |
2015-10-13 |
2015-11-10 |
16.995096999999998 |
15.46452 |
¥-8.1万 |
-9.03% |
回到中轨 |
| 2 |
2016-01-05 |
2016-02-17 |
12.386084710999999 |
9.47052 |
¥-20.1万 |
-23.56% |
回到中轨 |
| 3 |
2016-04-21 |
2016-05-10 |
9.252014771999999 |
9.55044 |
¥2.3万 |
+3.19% |
回到中轨 |
| 4 |
2016-05-19 |
2016-06-01 |
7.980363390999999 |
8.55 |
¥5.2万 |
+7.11% |
回到中轨 |
| 5 |
2016-07-29 |
2016-08-05 |
11.585044470999998 |
12.73725 |
¥7.9万 |
+9.91% |
回到中轨 |
| 6 |
2016-12-13 |
2016-12-23 |
11.424836422999999 |
11.76822 |
¥2.6万 |
+2.97% |
回到中轨 |
| 7 |
2017-04-14 |
2017-05-18 |
13.727827113 |
12.83715 |
¥-5.8万 |
-6.52% |
回到中轨 |
| 8 |
2017-06-02 |
2017-06-16 |
11.745252519 |
12.52746 |
¥5.5万 |
+6.63% |
回到中轨 |
| 9 |
2018-01-11 |
2018-01-23 |
18.82444564 |
20.389590000000002 |
¥7.4万 |
+8.28% |
回到中轨 |
| 10 |
2018-01-31 |
2018-02-28 |
17.682963298 |
17.5824 |
¥-5,705 |
-0.60% |
回到中轨 |
| 11 |
2018-05-25 |
2018-07-02 |
17.632898282999996 |
13.286700000000002 |
¥-23.2万 |
-24.67% |
回到中轨 |
| 12 |
2018-09-17 |
2018-11-05 |
11.603480000000001 |
10.97901 |
¥-3.8万 |
-5.41% |
回到中轨 |
| 13 |
2019-01-02 |
2019-01-16 |
10.043012 |
10.30968 |
¥1.8万 |
+2.62% |
回到中轨 |
| 14 |
2019-01-23 |
2019-01-31 |
9.332118796 |
10.32966 |
¥7.5万 |
+10.66% |
回到中轨 |
| 15 |
2019-04-26 |
2019-05-28 |
12.656435792 |
12.32766 |
¥-2.0万 |
-2.63% |
回到中轨 |
| 16 |
2019-11-25 |
2019-12-10 |
13.677762097999999 |
14.15583 |
¥2.6万 |
+3.46% |
回到中轨 |
| 17 |
2020-04-01 |
2020-04-20 |
19.164887741999998 |
20.89908 |
¥7.1万 |
+9.02% |
回到中轨 |
| 18 |
2021-02-26 |
2021-03-31 |
36.227044854 |
33.3666 |
¥-6.6万 |
-7.92% |
回到中轨 |
| 19 |
2021-11-25 |
2021-12-13 |
67.707926286 |
75.75417 |
¥9.3万 |
+11.85% |
回到中轨 |
| 20 |
2022-01-06 |
2022-02-18 |
59.68751088299999 |
58.81113 |
¥-1.3万 |
-1.50% |
回到中轨 |
| 21 |
2022-04-07 |
2022-05-12 |
56.09284280600001 |
51.948 |
¥-6.4万 |
-7.42% |
回到中轨 |
| 22 |
2022-12-23 |
2023-01-11 |
60.889071243 |
65.02491 |
¥5.5万 |
+6.76% |
回到中轨 |
| 23 |
2023-03-03 |
2023-03-07 |
64.663973374 |
67.6323 |
¥4.0万 |
+4.56% |
回到中轨 |
| 24 |
2023-03-17 |
2023-04-03 |
63.862933134 |
67.05288 |
¥4.5万 |
+4.96% |
回到中轨 |
| 25 |
2023-06-07 |
2023-06-19 |
65.88555973999999 |
67.932 |
¥2.9万 |
+3.08% |
回到中轨 |
| 26 |
2023-07-20 |
2023-11-07 |
64.53380433499999 |
45.36459 |
¥-29.2万 |
-29.73% |
回到中轨 |
| 27 |
2024-01-30 |
2024-02-26 |
35.02548449399999 |
35.414550000000006 |
¥7,380 |
+1.08% |
回到中轨 |
| 28 |
2024-03-26 |
2024-04-29 |
34.815211430999994 |
33.95601 |
¥-1.7万 |
-2.50% |
回到中轨 |
| 29 |
2024-06-26 |
2024-07-17 |
29.237968759999998 |
29.860110000000002 |
¥1.4万 |
+2.10% |
回到中轨 |
| 30 |
2024-08-15 |
2024-09-25 |
26.824835037 |
23.19 |
¥-9.4万 |
-13.58% |
回到中轨 |
| 31 |
2024-12-16 |
2024-12-24 |
32.822623834 |
33.6663 |
¥1.5万 |
+2.54% |
回到中轨 |
| 32 |
2025-01-03 |
2025-01-20 |
30.329386086999993 |
31.848119999999998 |
¥3.0万 |
+4.98% |
回到中轨 |
| 33 |
2025-04-09 |
2025-05-09 |
27.595836267999996 |
28.881090000000004 |
¥2.9万 |
+4.63% |
回到中轨 |
| 34 |
2025-05-29 |
2025-06-26 |
26.924965067 |
26.88309 |
¥-1,244 |
-0.19% |
回到中轨 |
| 35 |
2025-11-19 |
2025-12-11 |
36.897916054999996 |
36.733230000000006 |
¥-3,198 |
-0.48% |
回到中轨 |
| 36 |
2026-07-14 |
2026-08-06 |
43.13601692399999 |
40.57938 |
¥-4.0万 |
-5.96% |
回到中轨 |
| 37 |
2026-10-09 |
2026-11-05 |
35.34590059 |
34.205760000000005 |
¥-2.0万 |
-3.25% |
回到中轨 |
逐笔成交记录(共 74 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-10-13 |
跌破下轨 |
买入 |
16.99 |
52700.0 |
¥89.6万 |
|
| 2015-11-10 |
回到中轨 |
卖出 |
15.46452 |
52700.0 |
¥81.5万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
12.382369999999998 |
68800.0 |
¥85.2万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
9.47052 |
68800.0 |
¥65.1万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
9.249239999999999 |
77100.0 |
¥71.3万 |
|
| 2016-05-10 |
回到中轨 |
卖出 |
9.55044 |
77100.0 |
¥73.6万 |
|
| 2016-05-19 |
跌破下轨 |
买入 |
7.97797 |
91900.0 |
¥73.3万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
8.55 |
91900.0 |
¥78.6万 |
|
| 2016-07-29 |
跌破下轨 |
买入 |
11.58157 |
68400.0 |
¥79.2万 |
|
| 2016-08-05 |
回到中轨 |
卖出 |
12.73725 |
68400.0 |
¥87.1万 |
|
| 2016-12-13 |
跌破下轨 |
买入 |
11.421409999999998 |
76200.0 |
¥87.1万 |
|
| 2016-12-23 |
回到中轨 |
卖出 |
11.76822 |
76200.0 |
¥89.6万 |
|
| 2017-04-14 |
跌破下轨 |
买入 |
13.723709999999999 |
65100.0 |
¥89.4万 |
|
| 2017-05-18 |
回到中轨 |
卖出 |
12.83715 |
65100.0 |
¥83.5万 |
|
| 2017-06-02 |
跌破下轨 |
买入 |
11.741729999999999 |
71000.0 |
¥83.4万 |
|
| 2017-06-16 |
回到中轨 |
卖出 |
12.52746 |
71000.0 |
¥88.9万 |
|
| 2018-01-11 |
跌破下轨 |
买入 |
18.8188 |
47200.0 |
¥88.9万 |
|
| 2018-01-23 |
回到中轨 |
卖出 |
20.389590000000002 |
47200.0 |
¥96.2万 |
|
| 2018-01-31 |
跌破下轨 |
买入 |
17.67766 |
53900.0 |
¥95.3万 |
|
| 2018-02-28 |
回到中轨 |
卖出 |
17.5824 |
53900.0 |
¥94.7万 |
|
| 2018-05-25 |
跌破下轨 |
买入 |
17.627609999999997 |
53300.0 |
¥94.0万 |
|
| 2018-07-02 |
回到中轨 |
卖出 |
13.286700000000002 |
53300.0 |
¥70.8万 |
|
| 2018-09-17 |
跌破下轨 |
买入 |
11.6 |
60800.0 |
¥70.5万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
10.97901 |
60800.0 |
¥66.7万 |
|
| 2019-01-02 |
跌破下轨 |
买入 |
10.04 |
68800.0 |
¥69.1万 |
|
| 2019-01-16 |
回到中轨 |
卖出 |
10.30968 |
68800.0 |
¥70.9万 |
|
| 2019-01-23 |
跌破下轨 |
买入 |
9.32932 |
75500.0 |
¥70.5万 |
|
| 2019-01-31 |
回到中轨 |
卖出 |
10.32966 |
75500.0 |
¥78.0万 |
|
| 2019-04-26 |
跌破下轨 |
买入 |
12.65264 |
61400.0 |
¥77.7万 |
|
| 2019-05-28 |
回到中轨 |
卖出 |
12.32766 |
61400.0 |
¥75.7万 |
|
| 2019-11-25 |
跌破下轨 |
买入 |
13.673659999999998 |
55800.0 |
¥76.3万 |
|
| 2019-12-10 |
回到中轨 |
卖出 |
14.15583 |
55800.0 |
¥79.0万 |
|
| 2020-04-01 |
跌破下轨 |
买入 |
19.159139999999997 |
41200.0 |
¥79.0万 |
|
| 2020-04-20 |
回到中轨 |
卖出 |
20.89908 |
41200.0 |
¥86.1万 |
|
| 2021-02-26 |
跌破下轨 |
买入 |
36.216179999999994 |
23100.0 |
¥83.7万 |
|
| 2021-03-31 |
回到中轨 |
卖出 |
33.3666 |
23100.0 |
¥77.1万 |
|
| 2021-11-25 |
跌破下轨 |
买入 |
67.68762 |
11600.0 |
¥78.5万 |
|
| 2021-12-13 |
回到中轨 |
卖出 |
75.75417 |
11600.0 |
¥87.8万 |
|
| 2022-01-06 |
跌破下轨 |
买入 |
59.66960999999999 |
14300.0 |
¥85.4万 |
|
| 2022-02-18 |
回到中轨 |
卖出 |
58.81113 |
14300.0 |
¥84.1万 |
|
| 2022-04-07 |
跌破下轨 |
买入 |
56.07602 |
15300.0 |
¥85.8万 |
|
| 2022-05-12 |
回到中轨 |
卖出 |
51.948 |
15300.0 |
¥79.5万 |
|
| 2022-12-23 |
跌破下轨 |
买入 |
60.87080999999999 |
13300.0 |
¥81.0万 |
|
| 2023-01-11 |
回到中轨 |
卖出 |
65.02491 |
13300.0 |
¥86.5万 |
|
| 2023-03-03 |
跌破下轨 |
买入 |
64.64457999999999 |
13400.0 |
¥86.6万 |
|
| 2023-03-07 |
回到中轨 |
卖出 |
67.6323 |
13400.0 |
¥90.6万 |
|
| 2023-03-17 |
跌破下轨 |
买入 |
63.843779999999995 |
14100.0 |
¥90.0万 |
|
| 2023-04-03 |
回到中轨 |
卖出 |
67.05288 |
14100.0 |
¥94.5万 |
|
| 2023-06-07 |
跌破下轨 |
买入 |
65.8658 |
14400.0 |
¥94.9万 |
|
| 2023-06-19 |
回到中轨 |
卖出 |
67.932 |
14400.0 |
¥97.8万 |
|
| 2023-07-20 |
跌破下轨 |
买入 |
64.51445 |
15200.0 |
¥98.1万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
45.36459 |
15200.0 |
¥68.9万 |
|
| 2024-01-30 |
跌破下轨 |
买入 |
35.014979999999994 |
19500.0 |
¥68.3万 |
|
| 2024-02-26 |
回到中轨 |
卖出 |
35.414550000000006 |
19500.0 |
¥69.0万 |
|
| 2024-03-26 |
跌破下轨 |
买入 |
34.80477 |
19900.0 |
¥69.3万 |
|
| 2024-04-29 |
回到中轨 |
卖出 |
33.95601 |
19900.0 |
¥67.6万 |
|
| 2024-06-26 |
跌破下轨 |
买入 |
29.2292 |
23200.0 |
¥67.8万 |
|
| 2024-07-17 |
回到中轨 |
卖出 |
29.860110000000002 |
23200.0 |
¥69.3万 |
|
| 2024-08-15 |
跌破下轨 |
买入 |
26.816789999999997 |
25800.0 |
¥69.2万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
23.19 |
25800.0 |
¥59.8万 |
|
| 2024-12-16 |
跌破下轨 |
买入 |
32.81278 |
18200.0 |
¥59.7万 |
|
| 2024-12-24 |
回到中轨 |
卖出 |
33.6663 |
18200.0 |
¥61.3万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
30.320289999999993 |
20200.0 |
¥61.3万 |
|
| 2025-01-20 |
回到中轨 |
卖出 |
31.848119999999998 |
20200.0 |
¥64.3万 |
|
| 2025-04-09 |
跌破下轨 |
买入 |
27.587559999999996 |
23000.0 |
¥63.5万 |
|
| 2025-05-09 |
回到中轨 |
卖出 |
28.881090000000004 |
23000.0 |
¥66.4万 |
|
| 2025-05-29 |
跌破下轨 |
买入 |
26.91689 |
24900.0 |
¥67.0万 |
|
| 2025-06-26 |
回到中轨 |
卖出 |
26.88309 |
24900.0 |
¥66.9万 |
|
| 2025-11-19 |
跌破下轨 |
买入 |
36.886849999999995 |
18200.0 |
¥67.2万 |
|
| 2025-12-11 |
回到中轨 |
卖出 |
36.733230000000006 |
18200.0 |
¥66.8万 |
|
| 2026-07-14 |
跌破下轨 |
买入 |
43.123079999999995 |
15500.0 |
¥66.9万 |
|
| 2026-08-06 |
回到中轨 |
卖出 |
40.57938 |
15500.0 |
¥62.9万 |
|
| 2026-10-09 |
跌破下轨 |
买入 |
35.3353 |
17800.0 |
¥62.9万 |
|
| 2026-11-05 |
回到中轨 |
卖出 |
34.205760000000005 |
17800.0 |
¥60.9万 |
|