300433 蓝思科技 — 布林下轨抄底 回测明细
数据区间: 2015-03-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥26.4万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -73.65%）
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 42 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 |
2015-06-16 |
2015-07-20 |
105.13653149999999 |
102.37752 |
¥-2.6万 |
-2.65% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-22 |
59.937835957999994 |
60.84909 |
¥1.3万 |
+1.49% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-03 |
71.973465564 |
64.95497999999999 |
¥-9.1万 |
-9.78% |
回到中轨 |
| 4 |
2016-06-22 |
2016-08-11 |
27.916252363999995 |
24.73524 |
¥-10.0万 |
-11.42% |
回到中轨 |
| 5 |
2016-09-14 |
2016-09-19 |
23.500518040999992 |
25.48449 |
¥6.7万 |
+8.41% |
回到中轨 |
| 6 |
2016-12-05 |
2016-12-22 |
26.083872814999996 |
26.3736 |
¥9,244 |
+1.08% |
回到中轨 |
| 7 |
2017-01-17 |
2017-01-24 |
23.120023927 |
25.69428 |
¥9.6万 |
+11.10% |
回到中轨 |
| 8 |
2017-06-06 |
2017-07-10 |
29.818722933999997 |
29.90007 |
¥2,338 |
+0.24% |
回到中轨 |
| 9 |
2017-07-13 |
2017-07-19 |
27.946291373 |
28.81 |
¥3.0万 |
+3.06% |
回到中轨 |
| 10 |
2017-09-14 |
2017-10-16 |
29.538358849999995 |
29.59 |
¥1,433 |
+0.14% |
回到中轨 |
| 11 |
2017-12-26 |
2018-01-11 |
28.456954525999997 |
30.309660000000004 |
¥6.5万 |
+6.48% |
回到中轨 |
| 12 |
2018-01-18 |
2018-02-23 |
26.714692003999996 |
25.48449 |
¥-4.9万 |
-4.63% |
回到中轨 |
| 13 |
2018-03-26 |
2018-05-09 |
23.270218972 |
23.24673 |
¥-1,279 |
-0.13% |
回到中轨 |
| 14 |
2018-06-20 |
2018-08-29 |
20.026005999999995 |
12.01797 |
¥-40.6万 |
-40.01% |
回到中轨 |
| 15 |
2018-09-11 |
2018-11-05 |
10.623796182999998 |
8.7912 |
¥-10.5万 |
-17.27% |
回到中轨 |
| 16 |
2019-01-30 |
2019-02-12 |
6.218074862999999 |
6.87312 |
¥5.2万 |
+10.50% |
回到中轨 |
| 17 |
2019-05-07 |
2019-05-30 |
7.189336153999999 |
7.14285 |
¥-3,613 |
-0.68% |
回到中轨 |
| 18 |
2019-11-25 |
2019-12-06 |
12.526266752999998 |
13.6863 |
¥5.1万 |
+9.23% |
回到中轨 |
| 19 |
2020-03-10 |
2020-04-03 |
18.033418403 |
16.40358 |
¥-5.5万 |
-9.07% |
回到中轨 |
| 20 |
2020-11-17 |
2020-11-30 |
30.439529119999996 |
32.557410000000004 |
¥3.8万 |
+6.93% |
回到中轨 |
| 21 |
2021-03-11 |
2021-04-06 |
28.33679849 |
26.51346 |
¥-3.8万 |
-6.46% |
回到中轨 |
| 22 |
2021-07-15 |
2021-08-05 |
26.113911823999995 |
26.963009999999997 |
¥1.8万 |
+3.22% |
回到中轨 |
| 23 |
2021-09-17 |
2021-10-27 |
22.759555819 |
20.5794 |
¥-5.4万 |
-9.61% |
回到中轨 |
| 24 |
2022-01-10 |
2022-04-22 |
21.447852426 |
11.14884 |
¥-24.3万 |
-48.03% |
回到中轨 |
| 25 |
2022-04-27 |
2022-05-20 |
8.941611678999998 |
9.97002 |
¥3.0万 |
+11.47% |
回到中轨 |
| 26 |
2022-07-26 |
2022-07-29 |
10.323406093 |
10.96902 |
¥1.9万 |
+6.22% |
回到中轨 |
| 27 |
2022-09-26 |
2022-10-18 |
9.462287835 |
9.84015 |
¥1.3万 |
+3.96% |
回到中轨 |
| 28 |
2023-02-27 |
2023-03-23 |
12.61638378 |
12.94 |
¥8,313 |
+2.53% |
回到中轨 |
| 29 |
2023-04-26 |
2023-05-29 |
11.224576362999999 |
11.67831 |
¥1.4万 |
+4.01% |
回到中轨 |
| 30 |
2023-06-09 |
2023-06-13 |
11.284654380999998 |
11.788200000000002 |
¥1.6万 |
+4.43% |
回到中轨 |
| 31 |
2023-08-17 |
2023-08-31 |
11.625096482999998 |
12.13785 |
¥1.6万 |
+4.38% |
回到中轨 |
| 32 |
2023-12-06 |
2023-12-29 |
12.496227743999999 |
12.7872 |
¥8,844 |
+2.30% |
回到中轨 |
| 33 |
2024-01-11 |
2024-02-19 |
11.945512578999999 |
11.57841 |
¥-1.2万 |
-3.10% |
回到中轨 |
| 34 |
2024-09-05 |
2024-09-26 |
16.441350926 |
16.11387 |
¥-7,710 |
-2.02% |
回到中轨 |
| 35 |
2024-11-25 |
2024-12-03 |
20.186214048 |
21.688290000000002 |
¥2.8万 |
+7.41% |
回到中轨 |
| 36 |
2025-01-03 |
2025-01-10 |
21.047332305999994 |
22.0779 |
¥2.0万 |
+4.86% |
回到中轨 |
| 37 |
2025-03-14 |
2025-04-28 |
25.793495728 |
20.86911 |
¥-8.0万 |
-19.12% |
回到中轨 |
| 38 |
2025-11-18 |
2025-12-02 |
27.175290141999998 |
29.34063 |
¥2.7万 |
+7.94% |
回到中轨 |
| 39 |
2026-03-04 |
2026-04-09 |
32.111700621 |
29.280690000000003 |
¥-3.2万 |
-8.84% |
回到中轨 |
| 40 |
2026-04-17 |
2026-05-08 |
25.493105638 |
27.3726 |
¥2.4万 |
+7.34% |
回到中轨 |
| 41 |
2026-07-14 |
2026-08-10 |
39.641478877 |
36.1638 |
¥-3.2万 |
-8.80% |
回到中轨 |
| 42 |
2026-09-11 |
2026-11-05 |
33.74382011 |
26.95302 |
¥-6.6万 |
-20.15% |
回到中轨 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-16 |
跌破下轨 |
买入 |
105.10499999999999 |
9200.0 |
¥96.7万 |
|
| 2015-07-20 |
回到中轨 |
卖出 |
102.37752 |
9200.0 |
¥94.2万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
59.91985999999999 |
15000.0 |
¥89.9万 |
|
| 2015-09-22 |
回到中轨 |
卖出 |
60.84909 |
15000.0 |
¥91.2万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
71.95187999999999 |
13000.0 |
¥93.6万 |
|
| 2016-02-03 |
回到中轨 |
卖出 |
64.95497999999999 |
13000.0 |
¥84.4万 |
|
| 2016-06-22 |
跌破下轨 |
买入 |
27.907879999999995 |
31300.0 |
¥87.4万 |
|
| 2016-08-11 |
回到中轨 |
卖出 |
24.73524 |
31300.0 |
¥77.4万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
23.493469999999995 |
33700.0 |
¥79.2万 |
|
| 2016-09-19 |
回到中轨 |
卖出 |
25.48449 |
33700.0 |
¥85.9万 |
|
| 2016-12-05 |
跌破下轨 |
买入 |
26.07605 |
32800.0 |
¥85.6万 |
|
| 2016-12-22 |
回到中轨 |
卖出 |
26.3736 |
32800.0 |
¥86.5万 |
|
| 2017-01-17 |
跌破下轨 |
买入 |
23.113089999999996 |
37500.0 |
¥86.7万 |
|
| 2017-01-24 |
回到中轨 |
卖出 |
25.69428 |
37500.0 |
¥96.3万 |
|
| 2017-06-06 |
跌破下轨 |
买入 |
29.809779999999996 |
32300.0 |
¥96.3万 |
|
| 2017-07-10 |
回到中轨 |
卖出 |
29.90007 |
32300.0 |
¥96.5万 |
|
| 2017-07-13 |
跌破下轨 |
买入 |
27.93791 |
34600.0 |
¥96.7万 |
|
| 2017-07-19 |
回到中轨 |
卖出 |
28.81 |
34600.0 |
¥99.7万 |
|
| 2017-09-14 |
跌破下轨 |
买入 |
29.529499999999995 |
33500.0 |
¥99.0万 |
|
| 2017-10-16 |
回到中轨 |
卖出 |
29.59 |
33500.0 |
¥99.1万 |
|
| 2017-12-26 |
跌破下轨 |
买入 |
28.44842 |
35100.0 |
¥99.9万 |
|
| 2018-01-11 |
回到中轨 |
卖出 |
30.309660000000004 |
35100.0 |
¥1.06M |
|
| 2018-01-18 |
跌破下轨 |
买入 |
26.706679999999995 |
39400.0 |
¥1.05M |
|
| 2018-02-23 |
回到中轨 |
卖出 |
25.48449 |
39400.0 |
¥1.00M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
23.263239999999996 |
42000.0 |
¥97.7万 |
|
| 2018-05-09 |
回到中轨 |
卖出 |
23.24673 |
42000.0 |
¥97.6万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
20.019999999999996 |
50700.0 |
¥1.02M |
|
| 2018-08-29 |
回到中轨 |
卖出 |
12.01797 |
50700.0 |
¥60.9万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
10.620609999999997 |
57300.0 |
¥60.9万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
8.7912 |
57300.0 |
¥50.4万 |
|
| 2019-01-30 |
跌破下轨 |
买入 |
6.216209999999999 |
80400.0 |
¥50.0万 |
|
| 2019-02-12 |
回到中轨 |
卖出 |
6.87312 |
80400.0 |
¥55.2万 |
|
| 2019-05-07 |
跌破下轨 |
买入 |
7.187179999999999 |
74300.0 |
¥53.4万 |
|
| 2019-05-30 |
回到中轨 |
卖出 |
7.14285 |
74300.0 |
¥53.1万 |
|
| 2019-11-25 |
跌破下轨 |
买入 |
12.522509999999999 |
44000.0 |
¥55.1万 |
|
| 2019-12-06 |
回到中轨 |
卖出 |
13.6863 |
44000.0 |
¥60.2万 |
|
| 2020-03-10 |
跌破下轨 |
买入 |
18.02801 |
33400.0 |
¥60.2万 |
|
| 2020-04-03 |
回到中轨 |
卖出 |
16.40358 |
33400.0 |
¥54.8万 |
|
| 2020-11-17 |
跌破下轨 |
买入 |
30.4304 |
18000.0 |
¥54.8万 |
|
| 2020-11-30 |
回到中轨 |
卖出 |
32.557410000000004 |
18000.0 |
¥58.6万 |
|
| 2021-03-11 |
跌破下轨 |
买入 |
28.3283 |
20600.0 |
¥58.4万 |
|
| 2021-04-06 |
回到中轨 |
卖出 |
26.51346 |
20600.0 |
¥54.6万 |
|
| 2021-07-15 |
跌破下轨 |
买入 |
26.10608 |
21000.0 |
¥54.8万 |
|
| 2021-08-05 |
回到中轨 |
卖出 |
26.963009999999997 |
21000.0 |
¥56.6万 |
|
| 2021-09-17 |
跌破下轨 |
买入 |
22.75273 |
24800.0 |
¥56.4万 |
|
| 2021-10-27 |
回到中轨 |
卖出 |
20.5794 |
24800.0 |
¥51.0万 |
|
| 2022-01-10 |
跌破下轨 |
买入 |
21.44142 |
23600.0 |
¥50.6万 |
|
| 2022-04-22 |
回到中轨 |
卖出 |
11.14884 |
23600.0 |
¥26.3万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
8.93893 |
29700.0 |
¥26.6万 |
|
| 2022-05-20 |
回到中轨 |
卖出 |
9.97002 |
29700.0 |
¥29.6万 |
|
| 2022-07-26 |
跌破下轨 |
买入 |
10.320309999999997 |
29100.0 |
¥30.0万 |
|
| 2022-07-29 |
回到中轨 |
卖出 |
10.96902 |
29100.0 |
¥31.9万 |
|
| 2022-09-26 |
跌破下轨 |
买入 |
9.459449999999999 |
33500.0 |
¥31.7万 |
|
| 2022-10-18 |
回到中轨 |
卖出 |
9.84015 |
33500.0 |
¥33.0万 |
|
| 2023-02-27 |
跌破下轨 |
买入 |
12.612599999999999 |
26000.0 |
¥32.8万 |
|
| 2023-03-23 |
回到中轨 |
卖出 |
12.94 |
26000.0 |
¥33.6万 |
|
| 2023-04-26 |
跌破下轨 |
买入 |
11.22121 |
30100.0 |
¥33.8万 |
|
| 2023-05-29 |
回到中轨 |
卖出 |
11.67831 |
30100.0 |
¥35.1万 |
|
| 2023-06-09 |
跌破下轨 |
买入 |
11.281269999999997 |
31400.0 |
¥35.4万 |
|
| 2023-06-13 |
回到中轨 |
卖出 |
11.788200000000002 |
31400.0 |
¥37.0万 |
|
| 2023-08-17 |
跌破下轨 |
买入 |
11.621609999999999 |
31600.0 |
¥36.7万 |
|
| 2023-08-31 |
回到中轨 |
卖出 |
12.13785 |
31600.0 |
¥38.3万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
12.492479999999999 |
30800.0 |
¥38.5万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
12.7872 |
30800.0 |
¥39.4万 |
|
| 2024-01-11 |
跌破下轨 |
买入 |
11.94193 |
32900.0 |
¥39.3万 |
|
| 2024-02-19 |
回到中轨 |
卖出 |
11.57841 |
32900.0 |
¥38.1万 |
|
| 2024-09-05 |
跌破下轨 |
买入 |
16.43642 |
23200.0 |
¥38.1万 |
|
| 2024-09-26 |
回到中轨 |
卖出 |
16.11387 |
23200.0 |
¥37.4万 |
|
| 2024-11-25 |
跌破下轨 |
买入 |
20.180159999999997 |
18500.0 |
¥37.3万 |
|
| 2024-12-03 |
回到中轨 |
卖出 |
21.688290000000002 |
18500.0 |
¥40.1万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
21.041019999999996 |
19100.0 |
¥40.2万 |
|
| 2025-01-10 |
回到中轨 |
卖出 |
22.0779 |
19100.0 |
¥42.2万 |
|
| 2025-03-14 |
跌破下轨 |
买入 |
25.78576 |
16300.0 |
¥42.0万 |
|
| 2025-04-28 |
回到中轨 |
卖出 |
20.86911 |
16300.0 |
¥34.0万 |
|
| 2025-11-18 |
跌破下轨 |
买入 |
27.167139999999996 |
12500.0 |
¥34.0万 |
|
| 2025-12-02 |
回到中轨 |
卖出 |
29.34063 |
12500.0 |
¥36.7万 |
|
| 2026-03-04 |
跌破下轨 |
买入 |
32.10207 |
11300.0 |
¥36.3万 |
|
| 2026-04-09 |
回到中轨 |
卖出 |
29.280690000000003 |
11300.0 |
¥33.1万 |
|
| 2026-04-17 |
跌破下轨 |
买入 |
25.48546 |
13000.0 |
¥33.1万 |
|
| 2026-05-08 |
回到中轨 |
卖出 |
27.3726 |
13000.0 |
¥35.6万 |
|
| 2026-07-14 |
跌破下轨 |
买入 |
39.62959 |
9100.0 |
¥36.1万 |
|
| 2026-08-10 |
回到中轨 |
卖出 |
36.1638 |
9100.0 |
¥32.9万 |
|
| 2026-09-11 |
跌破下轨 |
买入 |
33.7337 |
9700.0 |
¥32.7万 |
|
| 2026-11-05 |
回到中轨 |
卖出 |
26.95302 |
9700.0 |
¥26.1万 |
|