300408 三环集团 — 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: ¥78.3万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -21.70%）
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 38 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 |
2015-05-25 |
2015-07-13 |
49.00363668199999 |
44.955 |
¥-7.9万 |
-8.29% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-21 |
28.016382393999997 |
28.62135 |
¥1.8万 |
+2.13% |
回到中轨 |
| 3 |
2016-01-14 |
2016-02-05 |
28.737318609999996 |
30.24972 |
¥4.8万 |
+5.23% |
回到中轨 |
| 4 |
2016-04-20 |
2016-05-18 |
17.22236516 |
16.5834 |
¥-3.6万 |
-3.74% |
回到中轨 |
| 5 |
2016-11-29 |
2017-01-05 |
17.12223513 |
15.993990000000002 |
¥-6.3万 |
-6.62% |
回到中轨 |
| 6 |
2017-08-07 |
2017-08-31 |
20.32639609 |
20.859119999999997 |
¥2.3万 |
+2.59% |
回到中轨 |
| 7 |
2017-11-03 |
2017-12-15 |
22.82964684 |
20.809169999999998 |
¥-8.0万 |
-8.88% |
回到中轨 |
| 8 |
2018-04-24 |
2018-05-04 |
22.258905668999997 |
24.2757 |
¥7.5万 |
+9.03% |
回到中轨 |
| 9 |
2018-06-22 |
2018-07-02 |
22.52925675 |
23.4765 |
¥3.8万 |
+4.17% |
回到中轨 |
| 10 |
2018-08-07 |
2018-08-14 |
22.429126719999996 |
24.73524 |
¥9.5万 |
+10.25% |
回到中轨 |
| 11 |
2018-09-12 |
2018-11-05 |
20.967228281999997 |
19.97001 |
¥-5.0万 |
-4.78% |
回到中轨 |
| 12 |
2018-11-28 |
2019-01-16 |
17.062157111999998 |
16.473509999999997 |
¥-3.4万 |
-3.48% |
回到中轨 |
| 13 |
2019-05-09 |
2019-05-30 |
18.834458642999994 |
19.270709999999998 |
¥2.2万 |
+2.29% |
回到中轨 |
| 14 |
2019-10-09 |
2019-11-29 |
19.224965759999996 |
18.21177 |
¥-5.1万 |
-5.30% |
回到中轨 |
| 15 |
2020-02-05 |
2020-02-13 |
21.427826419999995 |
23.2 |
¥7.6万 |
+8.24% |
回到中轨 |
| 16 |
2021-03-09 |
2021-03-23 |
34.805198428 |
37.62234 |
¥8.0万 |
+8.06% |
回到中轨 |
| 17 |
2021-05-10 |
2021-06-07 |
39.481841 |
38.91105 |
¥-1.6万 |
-1.48% |
回到中轨 |
| 18 |
2021-08-23 |
2021-09-28 |
39.160854732999994 |
36.733230000000006 |
¥-6.6万 |
-6.23% |
回到中轨 |
| 19 |
2022-01-06 |
2022-04-19 |
42.66540578299999 |
29.01096 |
¥-31.6万 |
-32.02% |
回到中轨 |
| 20 |
2022-07-06 |
2022-07-29 |
27.756044315999997 |
26.913060000000005 |
¥-2.1万 |
-3.07% |
回到中轨 |
| 21 |
2022-09-02 |
2022-10-13 |
26.614561973999997 |
26.972999999999995 |
¥8,619 |
+1.32% |
回到中轨 |
| 22 |
2023-02-28 |
2023-03-20 |
31.991544584999993 |
31.868099999999995 |
¥-2,780 |
-0.42% |
回到中轨 |
| 23 |
2023-03-23 |
2023-04-04 |
29.848761943 |
31.977989999999995 |
¥4.7万 |
+7.10% |
回到中轨 |
| 24 |
2023-04-27 |
2023-05-22 |
28.957604675999995 |
30.54942 |
¥3.9万 |
+5.47% |
回到中轨 |
| 25 |
2023-06-12 |
2023-06-15 |
28.717292603999997 |
30.1698 |
¥3.8万 |
+5.03% |
回到中轨 |
| 26 |
2023-08-22 |
2023-08-31 |
30.799997228000002 |
31.57839 |
¥2.0万 |
+2.50% |
回到中轨 |
| 27 |
2023-10-27 |
2023-11-07 |
29.408189811 |
32.64732 |
¥8.9万 |
+10.98% |
回到中轨 |
| 28 |
2023-12-07 |
2023-12-26 |
28.426915516999998 |
28.971 |
¥1.7万 |
+1.88% |
回到中轨 |
| 29 |
2024-01-10 |
2024-02-08 |
26.614561973999994 |
24.78519 |
¥-6.3万 |
-6.90% |
回到中轨 |
| 30 |
2024-07-04 |
2024-07-11 |
28.056434405999997 |
29.5704 |
¥4.6万 |
+5.36% |
回到中轨 |
| 31 |
2024-08-19 |
2024-09-02 |
30.419503113999994 |
31.28868 |
¥2.5万 |
+2.83% |
回到中轨 |
| 32 |
2024-09-13 |
2024-09-25 |
29.137838730000002 |
30.92904 |
¥5.6万 |
+6.12% |
回到中轨 |
| 33 |
2024-11-25 |
2024-12-03 |
35.295835575 |
36.803160000000005 |
¥4.1万 |
+4.24% |
回到中轨 |
| 34 |
2025-04-09 |
2025-06-06 |
33.713781100999995 |
33.59637 |
¥-3,837 |
-0.38% |
回到中轨 |
| 35 |
2025-06-18 |
2025-06-26 |
31.44082942 |
32.42754 |
¥3.1万 |
+3.11% |
回到中轨 |
| 36 |
2025-11-17 |
2025-12-09 |
44.507798335000004 |
44.645309999999995 |
¥2,917 |
+0.28% |
回到中轨 |
| 37 |
2026-07-14 |
2026-08-04 |
111.63497044699999 |
111.888 |
¥2,041 |
+0.20% |
回到中轨 |
| 38 |
2026-10-13 |
2026-11-13 |
98.137442403 |
71.26 |
¥-27.2万 |
-27.41% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-25 |
跌破下轨 |
买入 |
48.98893999999999 |
19400.0 |
¥95.1万 |
|
| 2015-07-13 |
回到中轨 |
卖出 |
44.955 |
19400.0 |
¥87.2万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
28.007979999999996 |
29900.0 |
¥83.8万 |
|
| 2015-09-21 |
回到中轨 |
卖出 |
28.62135 |
29900.0 |
¥85.6万 |
|
| 2016-01-14 |
跌破下轨 |
买入 |
28.728699999999996 |
31900.0 |
¥91.7万 |
|
| 2016-02-05 |
回到中轨 |
卖出 |
30.24972 |
31900.0 |
¥96.5万 |
|
| 2016-04-20 |
跌破下轨 |
买入 |
17.2172 |
56500.0 |
¥97.3万 |
|
| 2016-05-18 |
回到中轨 |
卖出 |
16.5834 |
56500.0 |
¥93.7万 |
|
| 2016-11-29 |
跌破下轨 |
买入 |
17.1171 |
55400.0 |
¥94.9万 |
|
| 2017-01-05 |
回到中轨 |
卖出 |
15.993990000000002 |
55400.0 |
¥88.6万 |
|
| 2017-08-07 |
跌破下轨 |
买入 |
20.3203 |
43300.0 |
¥88.0万 |
|
| 2017-08-31 |
回到中轨 |
卖出 |
20.859119999999997 |
43300.0 |
¥90.3万 |
|
| 2017-11-03 |
跌破下轨 |
买入 |
22.822799999999997 |
39700.0 |
¥90.6万 |
|
| 2017-12-15 |
回到中轨 |
卖出 |
20.809169999999998 |
39700.0 |
¥82.6万 |
|
| 2018-04-24 |
跌破下轨 |
买入 |
22.252229999999997 |
37200.0 |
¥82.8万 |
|
| 2018-05-04 |
回到中轨 |
卖出 |
24.2757 |
37200.0 |
¥90.3万 |
|
| 2018-06-22 |
跌破下轨 |
买入 |
22.522499999999997 |
40000.0 |
¥90.1万 |
|
| 2018-07-02 |
回到中轨 |
卖出 |
23.4765 |
40000.0 |
¥93.9万 |
|
| 2018-08-07 |
跌破下轨 |
买入 |
22.422399999999996 |
41500.0 |
¥93.1万 |
|
| 2018-08-14 |
回到中轨 |
卖出 |
24.73524 |
41500.0 |
¥1.03M |
|
| 2018-09-12 |
跌破下轨 |
买入 |
20.960939999999997 |
49400.0 |
¥1.04M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
19.97001 |
49400.0 |
¥98.6万 |
|
| 2018-11-28 |
跌破下轨 |
买入 |
17.057039999999997 |
57700.0 |
¥98.4万 |
|
| 2019-01-16 |
回到中轨 |
卖出 |
16.473509999999997 |
57700.0 |
¥95.0万 |
|
| 2019-05-09 |
跌破下轨 |
买入 |
18.828809999999997 |
50100.0 |
¥94.4万 |
|
| 2019-05-30 |
回到中轨 |
卖出 |
19.270709999999998 |
50100.0 |
¥96.5万 |
|
| 2019-10-09 |
跌破下轨 |
买入 |
19.219199999999997 |
50300.0 |
¥96.7万 |
|
| 2019-11-29 |
回到中轨 |
卖出 |
18.21177 |
50300.0 |
¥91.6万 |
|
| 2020-02-05 |
跌破下轨 |
买入 |
21.421399999999995 |
43000.0 |
¥92.1万 |
|
| 2020-02-13 |
回到中轨 |
卖出 |
23.2 |
43000.0 |
¥99.7万 |
|
| 2021-03-09 |
跌破下轨 |
买入 |
34.79476 |
28500.0 |
¥99.2万 |
|
| 2021-03-23 |
回到中轨 |
卖出 |
37.62234 |
28500.0 |
¥1.07M |
|
| 2021-05-10 |
跌破下轨 |
买入 |
39.47 |
27200.0 |
¥1.07M |
|
| 2021-06-07 |
回到中轨 |
卖出 |
38.91105 |
27200.0 |
¥1.06M |
|
| 2021-08-23 |
跌破下轨 |
买入 |
39.14910999999999 |
27100.0 |
¥1.06M |
|
| 2021-09-28 |
回到中轨 |
卖出 |
36.733230000000006 |
27100.0 |
¥99.5万 |
|
| 2022-01-06 |
跌破下轨 |
买入 |
42.652609999999996 |
23100.0 |
¥98.6万 |
|
| 2022-04-19 |
回到中轨 |
卖出 |
29.01096 |
23100.0 |
¥67.0万 |
|
| 2022-07-06 |
跌破下轨 |
买入 |
27.747719999999997 |
24500.0 |
¥68.0万 |
|
| 2022-07-29 |
回到中轨 |
卖出 |
26.913060000000005 |
24500.0 |
¥65.9万 |
|
| 2022-09-02 |
跌破下轨 |
买入 |
26.606579999999997 |
24600.0 |
¥65.5万 |
|
| 2022-10-13 |
回到中轨 |
卖出 |
26.972999999999995 |
24600.0 |
¥66.3万 |
|
| 2023-02-28 |
跌破下轨 |
买入 |
31.981949999999994 |
20900.0 |
¥66.9万 |
|
| 2023-03-20 |
回到中轨 |
卖出 |
31.868099999999995 |
20900.0 |
¥66.6万 |
|
| 2023-03-23 |
跌破下轨 |
买入 |
29.83981 |
22100.0 |
¥66.0万 |
|
| 2023-04-04 |
回到中轨 |
卖出 |
31.977989999999995 |
22100.0 |
¥70.7万 |
|
| 2023-04-27 |
跌破下轨 |
买入 |
28.948919999999998 |
24400.0 |
¥70.7万 |
|
| 2023-05-22 |
回到中轨 |
卖出 |
30.54942 |
24400.0 |
¥74.5万 |
|
| 2023-06-12 |
跌破下轨 |
买入 |
28.708679999999998 |
26000.0 |
¥74.7万 |
|
| 2023-06-15 |
回到中轨 |
卖出 |
30.1698 |
26000.0 |
¥78.4万 |
|
| 2023-08-22 |
跌破下轨 |
买入 |
30.79076 |
25600.0 |
¥78.8万 |
|
| 2023-08-31 |
回到中轨 |
卖出 |
31.57839 |
25600.0 |
¥80.8万 |
|
| 2023-10-27 |
跌破下轨 |
买入 |
29.399369999999998 |
27500.0 |
¥80.9万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
32.64732 |
27500.0 |
¥89.8万 |
|
| 2023-12-07 |
跌破下轨 |
买入 |
28.41839 |
31500.0 |
¥89.5万 |
|
| 2023-12-26 |
回到中轨 |
卖出 |
28.971 |
31500.0 |
¥91.2万 |
|
| 2024-01-10 |
跌破下轨 |
买入 |
26.606579999999994 |
34300.0 |
¥91.3万 |
|
| 2024-02-08 |
回到中轨 |
卖出 |
24.78519 |
34300.0 |
¥85.0万 |
|
| 2024-07-04 |
跌破下轨 |
买入 |
28.048019999999998 |
30400.0 |
¥85.3万 |
|
| 2024-07-11 |
回到中轨 |
卖出 |
29.5704 |
30400.0 |
¥89.9万 |
|
| 2024-08-19 |
跌破下轨 |
买入 |
30.410379999999996 |
29300.0 |
¥89.1万 |
|
| 2024-09-02 |
回到中轨 |
卖出 |
31.28868 |
29300.0 |
¥91.6万 |
|
| 2024-09-13 |
跌破下轨 |
买入 |
29.129099999999998 |
31700.0 |
¥92.4万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
30.92904 |
31700.0 |
¥98.0万 |
|
| 2024-11-25 |
跌破下轨 |
买入 |
35.28525 |
27700.0 |
¥97.8万 |
|
| 2024-12-03 |
回到中轨 |
卖出 |
36.803160000000005 |
27700.0 |
¥1.02M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
33.703669999999995 |
30100.0 |
¥1.01M |
|
| 2025-06-06 |
回到中轨 |
卖出 |
33.59637 |
30100.0 |
¥1.01M |
|
| 2025-06-18 |
跌破下轨 |
买入 |
31.4314 |
32100.0 |
¥1.01M |
|
| 2025-06-26 |
回到中轨 |
卖出 |
32.42754 |
32100.0 |
¥1.04M |
|
| 2025-11-17 |
跌破下轨 |
买入 |
44.49445 |
23500.0 |
¥1.05M |
|
| 2025-12-09 |
回到中轨 |
卖出 |
44.645309999999995 |
23500.0 |
¥1.05M |
|
| 2026-07-14 |
跌破下轨 |
买入 |
111.60148999999998 |
9300.0 |
¥1.04M |
|
| 2026-08-04 |
回到中轨 |
卖出 |
111.888 |
9300.0 |
¥1.04M |
|
| 2026-10-13 |
跌破下轨 |
买入 |
98.10801 |
10100.0 |
¥99.1万 |
|
| 2026-11-13 |
强平 |
卖出 |
71.26 |
10100 |
¥72.0万 |
回测结束强平 |