300418 昆仑万维 — 布林下轨抄底 回测明细
数据区间: 2015-01-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥82.1万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -17.86%）
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 33 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 |
2015-08-19 |
2015-09-21 |
100.92105723699999 |
83.4165 |
¥-16.3万 |
-17.37% |
回到中轨 |
| 2 |
2015-11-13 |
2015-12-09 |
39.76163491299999 |
51.1488 |
¥22.9万 |
+28.60% |
回到中轨 |
| 3 |
2016-01-04 |
2016-02-17 |
40.95318227 |
33.85611 |
¥-18.4万 |
-17.35% |
回到中轨 |
| 4 |
2016-03-01 |
2016-03-21 |
26.734718009999998 |
33.45651 |
¥22.1万 |
+25.11% |
回到中轨 |
| 5 |
2016-04-21 |
2016-06-01 |
30.629776176999993 |
28.2717 |
¥-8.4万 |
-7.73% |
回到中轨 |
| 6 |
2016-08-01 |
2016-08-17 |
26.854874046 |
27.532439999999998 |
¥2.5万 |
+2.49% |
回到中轨 |
| 7 |
2016-09-13 |
2016-09-23 |
25.332897589999998 |
26.52345 |
¥4.8万 |
+4.67% |
回到中轨 |
| 8 |
2016-12-07 |
2017-02-07 |
25.523144646999995 |
20.079900000000002 |
¥-23.2万 |
-21.35% |
回到中轨 |
| 9 |
2017-03-31 |
2017-04-28 |
20.927176269999997 |
21.2787 |
¥1.4万 |
+1.65% |
回到中轨 |
| 10 |
2017-07-07 |
2017-07-27 |
22.0286066 |
22.4775 |
¥1.8万 |
+2.01% |
回到中轨 |
| 11 |
2017-10-31 |
2017-12-12 |
23.710791104 |
23.696279999999998 |
¥-809 |
-0.09% |
回到中轨 |
| 12 |
2018-04-09 |
2018-05-09 |
22.809620834 |
22.68729 |
¥-5,023 |
-0.57% |
回到中轨 |
| 13 |
2018-05-30 |
2018-07-04 |
20.32639609 |
19.45053 |
¥-3.8万 |
-4.34% |
回到中轨 |
| 14 |
2018-08-03 |
2018-09-27 |
17.442651226 |
14.545440000000003 |
¥-14.0万 |
-16.63% |
回到中轨 |
| 15 |
2018-10-12 |
2018-11-02 |
12.21586366 |
13.466520000000001 |
¥7.2万 |
+10.20% |
回到中轨 |
| 16 |
2018-12-17 |
2018-12-24 |
13.076981918000001 |
13.56642 |
¥2.9万 |
+3.71% |
回到中轨 |
| 17 |
2019-08-08 |
2019-08-20 |
11.71521351 |
12.537450000000002 |
¥5.6万 |
+6.99% |
回到中轨 |
| 18 |
2020-03-04 |
2020-04-10 |
22.0286066 |
19.360619999999997 |
¥-10.3万 |
-12.14% |
回到中轨 |
| 19 |
2020-11-02 |
2020-12-02 |
24.53185735 |
23.04693 |
¥-4.6万 |
-6.08% |
回到中轨 |
| 20 |
2020-12-14 |
2021-01-11 |
20.72691621 |
20.979 |
¥8,406 |
+1.19% |
回到中轨 |
| 21 |
2021-04-14 |
2021-05-27 |
19.975940984999994 |
18.781200000000002 |
¥-4.3万 |
-6.01% |
回到中轨 |
| 22 |
2021-06-25 |
2021-07-07 |
17.092196120999997 |
17.5824 |
¥1.9万 |
+2.84% |
回到中轨 |
| 23 |
2021-08-06 |
2021-08-26 |
15.520154649999998 |
16.05393 |
¥2.4万 |
+3.41% |
回到中轨 |
| 24 |
2022-04-18 |
2022-05-16 |
15.154544999999999 |
14.76522 |
¥-1.9万 |
-2.60% |
回到中轨 |
| 25 |
2022-08-03 |
2022-08-12 |
13.747853119 |
14.39559 |
¥3.3万 |
+4.68% |
回到中轨 |
| 26 |
2022-12-20 |
2022-12-23 |
13.657736092 |
14.225760000000001 |
¥3.0万 |
+4.13% |
回到中轨 |
| 27 |
2023-06-28 |
2023-08-14 |
43.055912899999996 |
35.98398 |
¥-12.5万 |
-16.45% |
回到中轨 |
| 28 |
2023-08-25 |
2023-08-31 |
32.44212972 |
36.04392 |
¥7.0万 |
+11.07% |
回到中轨 |
| 29 |
2024-02-01 |
2024-02-20 |
28.907539661 |
37.88208 |
¥21.4万 |
+31.01% |
回到中轨 |
| 30 |
2024-06-11 |
2024-06-27 |
32.902727858 |
33.20676 |
¥8,205 |
+0.89% |
回到中轨 |
| 31 |
2024-08-12 |
2024-08-20 |
26.995056087999995 |
28.86111 |
¥6.4万 |
+6.88% |
回到中轨 |
| 32 |
2025-03-04 |
2025-04-30 |
36.84785103999999 |
31.69827 |
¥-13.8万 |
-14.00% |
回到中轨 |
| 33 |
2026-09-29 |
2026-11-06 |
40.52262314099999 |
38.661300000000004 |
¥-4.0万 |
-4.62% |
回到中轨 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-08-19 |
跌破下轨 |
买入 |
100.89079 |
9300.0 |
¥93.9万 |
|
| 2015-09-21 |
回到中轨 |
卖出 |
83.4165 |
9300.0 |
¥77.6万 |
|
| 2015-11-13 |
跌破下轨 |
买入 |
39.74970999999999 |
20100.0 |
¥79.9万 |
|
| 2015-12-09 |
回到中轨 |
卖出 |
51.1488 |
20100.0 |
¥1.03M |
|
| 2016-01-04 |
跌破下轨 |
买入 |
40.94089999999999 |
25900.0 |
¥1.06M |
|
| 2016-02-17 |
回到中轨 |
卖出 |
33.85611 |
25900.0 |
¥87.7万 |
|
| 2016-03-01 |
跌破下轨 |
买入 |
26.726699999999997 |
32900.0 |
¥88.0万 |
|
| 2016-03-21 |
回到中轨 |
卖出 |
33.45651 |
32900.0 |
¥1.10M |
|
| 2016-04-21 |
跌破下轨 |
买入 |
30.620589999999996 |
35500.0 |
¥1.09M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
28.2717 |
35500.0 |
¥1.00M |
|
| 2016-08-01 |
跌破下轨 |
买入 |
26.846819999999997 |
37700.0 |
¥1.01M |
|
| 2016-08-17 |
回到中轨 |
卖出 |
27.532439999999998 |
37700.0 |
¥1.04M |
|
| 2016-09-13 |
跌破下轨 |
买入 |
25.3253 |
41000.0 |
¥1.04M |
|
| 2016-09-23 |
回到中轨 |
卖出 |
26.52345 |
41000.0 |
¥1.09M |
|
| 2016-12-07 |
跌破下轨 |
买入 |
25.515489999999996 |
42600.0 |
¥1.09M |
|
| 2017-02-07 |
回到中轨 |
卖出 |
20.079900000000002 |
42600.0 |
¥85.5万 |
|
| 2017-03-31 |
跌破下轨 |
买入 |
20.920899999999996 |
40800.0 |
¥85.4万 |
|
| 2017-04-28 |
回到中轨 |
卖出 |
21.2787 |
40800.0 |
¥86.8万 |
|
| 2017-07-07 |
跌破下轨 |
买入 |
22.022 |
39600.0 |
¥87.2万 |
|
| 2017-07-27 |
回到中轨 |
卖出 |
22.4775 |
39600.0 |
¥89.0万 |
|
| 2017-10-31 |
跌破下轨 |
买入 |
23.70368 |
37400.0 |
¥88.7万 |
|
| 2017-12-12 |
回到中轨 |
卖出 |
23.696279999999998 |
37400.0 |
¥88.6万 |
|
| 2018-04-09 |
跌破下轨 |
买入 |
22.80278 |
38900.0 |
¥88.7万 |
|
| 2018-05-09 |
回到中轨 |
卖出 |
22.68729 |
38900.0 |
¥88.2万 |
|
| 2018-05-30 |
跌破下轨 |
买入 |
20.3203 |
42600.0 |
¥86.6万 |
|
| 2018-07-04 |
回到中轨 |
卖出 |
19.45053 |
42600.0 |
¥82.8万 |
|
| 2018-08-03 |
跌破下轨 |
买入 |
17.43742 |
48300.0 |
¥84.2万 |
|
| 2018-09-27 |
回到中轨 |
卖出 |
14.545440000000003 |
48300.0 |
¥70.2万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
12.2122 |
57400.0 |
¥70.1万 |
|
| 2018-11-02 |
回到中轨 |
卖出 |
13.466520000000001 |
57400.0 |
¥77.3万 |
|
| 2018-12-17 |
跌破下轨 |
买入 |
13.07306 |
59000.0 |
¥77.2万 |
|
| 2018-12-24 |
回到中轨 |
卖出 |
13.56642 |
59000.0 |
¥80.0万 |
|
| 2019-08-08 |
跌破下轨 |
买入 |
11.711699999999999 |
68700.0 |
¥80.5万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
12.537450000000002 |
68700.0 |
¥86.1万 |
|
| 2020-03-04 |
跌破下轨 |
买入 |
22.022 |
38600.0 |
¥85.0万 |
|
| 2020-04-10 |
回到中轨 |
卖出 |
19.360619999999997 |
38600.0 |
¥74.7万 |
|
| 2020-11-02 |
跌破下轨 |
买入 |
24.524499999999996 |
30900.0 |
¥75.8万 |
|
| 2020-12-02 |
回到中轨 |
卖出 |
23.04693 |
30900.0 |
¥71.2万 |
|
| 2020-12-14 |
跌破下轨 |
买入 |
20.720699999999997 |
34200.0 |
¥70.9万 |
|
| 2021-01-11 |
回到中轨 |
卖出 |
20.979 |
34200.0 |
¥71.7万 |
|
| 2021-04-14 |
跌破下轨 |
买入 |
19.969949999999997 |
35800.0 |
¥71.5万 |
|
| 2021-05-27 |
回到中轨 |
卖出 |
18.781200000000002 |
35800.0 |
¥67.2万 |
|
| 2021-06-25 |
跌破下轨 |
买入 |
17.087069999999997 |
39700.0 |
¥67.9万 |
|
| 2021-07-07 |
回到中轨 |
卖出 |
17.5824 |
39700.0 |
¥69.8万 |
|
| 2021-08-06 |
跌破下轨 |
买入 |
15.515499999999996 |
44900.0 |
¥69.7万 |
|
| 2021-08-26 |
回到中轨 |
卖出 |
16.05393 |
44900.0 |
¥72.1万 |
|
| 2022-04-18 |
跌破下轨 |
买入 |
15.15 |
47400.0 |
¥71.8万 |
|
| 2022-05-16 |
回到中轨 |
卖出 |
14.76522 |
47400.0 |
¥70.0万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
13.74373 |
51100.0 |
¥70.3万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
14.39559 |
51100.0 |
¥73.5万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
13.65364 |
53900.0 |
¥73.6万 |
|
| 2022-12-23 |
回到中轨 |
卖出 |
14.225760000000001 |
53900.0 |
¥76.7万 |
|
| 2023-06-28 |
跌破下轨 |
买入 |
43.04299999999999 |
17700.0 |
¥76.2万 |
|
| 2023-08-14 |
回到中轨 |
卖出 |
35.98398 |
17700.0 |
¥63.7万 |
|
| 2023-08-25 |
跌破下轨 |
买入 |
32.432399999999994 |
19400.0 |
¥62.9万 |
|
| 2023-08-31 |
回到中轨 |
卖出 |
36.04392 |
19400.0 |
¥69.9万 |
|
| 2024-02-01 |
跌破下轨 |
买入 |
28.898870000000002 |
23900.0 |
¥69.1万 |
|
| 2024-02-20 |
回到中轨 |
卖出 |
37.88208 |
23900.0 |
¥90.5万 |
|
| 2024-06-11 |
跌破下轨 |
买入 |
32.89286 |
27900.0 |
¥91.8万 |
|
| 2024-06-27 |
回到中轨 |
卖出 |
33.20676 |
27900.0 |
¥92.6万 |
|
| 2024-08-12 |
跌破下轨 |
买入 |
26.986959999999996 |
34500.0 |
¥93.1万 |
|
| 2024-08-20 |
回到中轨 |
卖出 |
28.86111 |
34500.0 |
¥99.5万 |
|
| 2025-03-04 |
跌破下轨 |
买入 |
36.83679999999999 |
26700.0 |
¥98.4万 |
|
| 2025-04-30 |
回到中轨 |
卖出 |
31.69827 |
26700.0 |
¥84.6万 |
|
| 2026-09-29 |
跌破下轨 |
买入 |
40.51046999999999 |
21200.0 |
¥85.9万 |
|
| 2026-11-06 |
回到中轨 |
卖出 |
38.661300000000004 |
21200.0 |
¥81.9万 |
|