300498 温氏股份 — 布林下轨抄底 回测明细
数据区间: 2015-11-02 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥56.5万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -43.55%）
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 48 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 |
2015-12-02 |
2015-12-23 |
48.014399999999995 |
49.0509 |
¥2.1万 |
+2.13% |
回到中轨 |
| 2 |
2016-01-05 |
2016-01-07 |
42.85565283999999 |
47.542410000000004 |
¥10.8万 |
+10.90% |
回到中轨 |
| 3 |
2016-02-04 |
2016-02-25 |
41.45383242 |
45.7542 |
¥11.7万 |
+10.34% |
回到中轨 |
| 4 |
2016-04-21 |
2016-06-01 |
47.694304 |
37.97199 |
¥-25.4万 |
-20.41% |
回到中轨 |
| 5 |
2016-06-02 |
2016-07-05 |
37.638878276999996 |
37.21275 |
¥-1.1万 |
-1.16% |
回到中轨 |
| 6 |
2016-09-13 |
2016-10-13 |
37.07815010899999 |
36.77319 |
¥-8,342 |
-0.85% |
回到中轨 |
| 7 |
2016-11-03 |
2016-11-29 |
33.69375509499999 |
34.22 |
¥1.5万 |
+1.53% |
回到中轨 |
| 8 |
2017-02-16 |
2017-04-07 |
34.14434023 |
33.61635 |
¥-1.5万 |
-1.58% |
回到中轨 |
| 9 |
2017-04-18 |
2017-05-26 |
32.111700621 |
23.50647 |
¥-25.9万 |
-26.82% |
回到中轨 |
| 10 |
2017-05-31 |
2017-06-27 |
23.750843116 |
23.756220000000003 |
¥-52 |
-0.01% |
回到中轨 |
| 11 |
2017-07-17 |
2017-08-09 |
21.527956449999994 |
22.4775 |
¥3.1万 |
+4.38% |
回到中轨 |
| 12 |
2017-09-25 |
2017-10-11 |
22.136639000000002 |
22.467509999999997 |
¥1.1万 |
+1.46% |
回到中轨 |
| 13 |
2018-02-02 |
2018-03-12 |
24.541870352999997 |
22.48749 |
¥-6.3万 |
-8.40% |
回到中轨 |
| 14 |
2018-03-20 |
2018-04-03 |
20.877111255000003 |
21.56841 |
¥2.2万 |
+3.28% |
回到中轨 |
| 15 |
2018-06-12 |
2018-07-10 |
22.82964684 |
22.90707 |
¥2,187 |
+0.31% |
回到中轨 |
| 16 |
2018-08-07 |
2018-09-10 |
21.487904438 |
21.7 |
¥6,805 |
+0.96% |
回到中轨 |
| 17 |
2019-05-08 |
2019-05-29 |
36.22704485399999 |
37.74222 |
¥2.9万 |
+4.15% |
回到中轨 |
| 18 |
2019-06-26 |
2019-07-09 |
36.036797797 |
37.332629999999995 |
¥2.7万 |
+3.56% |
回到中轨 |
| 19 |
2019-11-18 |
2020-01-03 |
36.427304914 |
34.35561 |
¥-4.4万 |
-5.72% |
回到中轨 |
| 20 |
2020-02-04 |
2020-02-18 |
28.887513655 |
34.235730000000004 |
¥13.2万 |
+18.48% |
回到中轨 |
| 21 |
2020-05-15 |
2020-06-10 |
28.557084555999992 |
27.4725 |
¥-3.3万 |
-3.83% |
回到中轨 |
| 22 |
2020-06-12 |
2020-07-07 |
20.42652612 |
24.12585 |
¥14.6万 |
+18.07% |
回到中轨 |
| 23 |
2020-09-08 |
2020-11-11 |
22.829646839999995 |
19.22076 |
¥-15.4万 |
-15.83% |
回到中轨 |
| 24 |
2020-12-14 |
2020-12-15 |
18.654224588999995 |
19.49049 |
¥3.7万 |
+4.45% |
回到中轨 |
| 25 |
2020-12-23 |
2021-01-05 |
18.423925519999994 |
19.40058 |
¥4.5万 |
+5.27% |
回到中轨 |
| 26 |
2021-02-01 |
2021-02-22 |
16.972040085 |
18.401580000000003 |
¥7.6万 |
+8.39% |
回到中轨 |
| 27 |
2021-04-09 |
2021-05-27 |
16.431337922999997 |
14.05593 |
¥-14.2万 |
-14.48% |
回到中轨 |
| 28 |
2021-07-20 |
2021-08-03 |
12.756565822 |
13.16682 |
¥2.7万 |
+3.19% |
回到中轨 |
| 29 |
2022-04-22 |
2022-06-09 |
20.736929213 |
18.36162 |
¥-9.9万 |
-11.48% |
回到中轨 |
| 30 |
2022-08-10 |
2022-08-18 |
22.288944678 |
22.85712 |
¥1.9万 |
+2.52% |
回到中轨 |
| 31 |
2022-09-16 |
2022-10-11 |
21.92847657 |
21.808169999999997 |
¥-4,529 |
-0.58% |
回到中轨 |
| 32 |
2022-10-27 |
2022-12-01 |
18.023405399999998 |
18.0819 |
¥2,266 |
+0.29% |
回到中轨 |
| 33 |
2023-03-08 |
2023-03-15 |
18.544081556 |
19.40058 |
¥3.6万 |
+4.59% |
回到中轨 |
| 34 |
2023-05-04 |
2023-06-19 |
19.635498882999997 |
16.983 |
¥-11.0万 |
-13.53% |
回到中轨 |
| 35 |
2023-08-03 |
2023-09-13 |
17.702989304 |
17.132849999999998 |
¥-2.3万 |
-3.25% |
回到中轨 |
| 36 |
2024-01-23 |
2024-02-05 |
18.764367621999995 |
19.290689999999998 |
¥1.9万 |
+2.77% |
回到中轨 |
| 37 |
2024-03-14 |
2024-03-22 |
18.473990535 |
19.360619999999997 |
¥3.3万 |
+4.77% |
回到中轨 |
| 38 |
2024-06-14 |
2024-07-16 |
20.486604137999997 |
20.15982 |
¥-1.2万 |
-1.62% |
回到中轨 |
| 39 |
2024-08-20 |
2024-09-26 |
19.164887741999994 |
16.4835 |
¥-10.2万 |
-14.02% |
回到中轨 |
| 40 |
2024-11-18 |
2024-12-13 |
18.033418403 |
17.63235 |
¥-1.4万 |
-2.25% |
回到中轨 |
| 41 |
2025-01-03 |
2025-02-05 |
16.231077863 |
16.13385 |
¥-3,838 |
-0.63% |
回到中轨 |
| 42 |
2025-05-19 |
2025-06-03 |
16.501428944 |
16.67331 |
¥6,141 |
+1.01% |
回到中轨 |
| 43 |
2025-10-23 |
2025-11-11 |
18.113522427 |
18.21177 |
¥3,136 |
+0.51% |
回到中轨 |
| 44 |
2025-11-18 |
2025-12-01 |
17.743041315999996 |
17.942040000000002 |
¥6,718 |
+1.09% |
回到中轨 |
| 45 |
2025-12-10 |
2025-12-31 |
16.661636992000002 |
17.05293 |
¥1.4万 |
+2.32% |
回到中轨 |
| 46 |
2026-01-19 |
2026-03-02 |
16.020804799999997 |
15.84 |
¥-7,385 |
-1.16% |
回到中轨 |
| 47 |
2026-04-24 |
2026-05-07 |
16.030817802999998 |
16.50348 |
¥1.8万 |
+2.92% |
回到中轨 |
| 48 |
2026-05-14 |
2026-07-02 |
15.119634529999997 |
13.12686 |
¥-8.6万 |
-13.21% |
回到中轨 |
逐笔成交记录（共 96 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-12-02 |
跌破下轨 |
买入 |
48.0 |
20700.0 |
¥99.4万 |
|
| 2015-12-23 |
回到中轨 |
卖出 |
49.0509 |
20700.0 |
¥1.02M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
42.84279999999999 |
23100.0 |
¥99.0万 |
|
| 2016-01-07 |
回到中轨 |
卖出 |
47.542410000000004 |
23100.0 |
¥1.10M |
|
| 2016-02-04 |
跌破下轨 |
买入 |
41.441399999999994 |
27200.0 |
¥1.13M |
|
| 2016-02-25 |
回到中轨 |
卖出 |
45.7542 |
27200.0 |
¥1.24M |
|
| 2016-04-21 |
跌破下轨 |
买入 |
47.68 |
26100.0 |
¥1.24M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
37.97199 |
26100.0 |
¥99.1万 |
|
| 2016-06-02 |
跌破下轨 |
买入 |
37.62759 |
26200.0 |
¥98.6万 |
|
| 2016-07-05 |
回到中轨 |
卖出 |
37.21275 |
26200.0 |
¥97.5万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
37.067029999999995 |
26400.0 |
¥97.9万 |
|
| 2016-10-13 |
回到中轨 |
卖出 |
36.77319 |
26400.0 |
¥97.1万 |
|
| 2016-11-03 |
跌破下轨 |
买入 |
33.68364999999999 |
28400.0 |
¥95.7万 |
|
| 2016-11-29 |
回到中轨 |
卖出 |
34.22 |
28400.0 |
¥97.2万 |
|
| 2017-02-16 |
跌破下轨 |
买入 |
34.1341 |
28800.0 |
¥98.3万 |
|
| 2017-04-07 |
回到中轨 |
卖出 |
33.61635 |
28800.0 |
¥96.8万 |
|
| 2017-04-18 |
跌破下轨 |
买入 |
32.10207 |
30100.0 |
¥96.7万 |
|
| 2017-05-26 |
回到中轨 |
卖出 |
23.50647 |
30100.0 |
¥70.7万 |
|
| 2017-05-31 |
跌破下轨 |
买入 |
23.743719999999996 |
29900.0 |
¥71.0万 |
|
| 2017-06-27 |
回到中轨 |
卖出 |
23.756220000000003 |
29900.0 |
¥71.0万 |
|
| 2017-07-17 |
跌破下轨 |
买入 |
21.521499999999996 |
32600.0 |
¥70.2万 |
|
| 2017-08-09 |
回到中轨 |
卖出 |
22.4775 |
32600.0 |
¥73.3万 |
|
| 2017-09-25 |
跌破下轨 |
买入 |
22.13 |
33500.0 |
¥74.2万 |
|
| 2017-10-11 |
回到中轨 |
卖出 |
22.467509999999997 |
33500.0 |
¥75.2万 |
|
| 2018-02-02 |
跌破下轨 |
买入 |
24.534509999999997 |
30600.0 |
¥75.1万 |
|
| 2018-03-12 |
回到中轨 |
卖出 |
22.48749 |
30600.0 |
¥68.8万 |
|
| 2018-03-20 |
跌破下轨 |
买入 |
20.87085 |
32800.0 |
¥68.5万 |
|
| 2018-04-03 |
回到中轨 |
卖出 |
21.56841 |
32800.0 |
¥70.7万 |
|
| 2018-06-12 |
跌破下轨 |
买入 |
22.822799999999997 |
31000.0 |
¥70.8万 |
|
| 2018-07-10 |
回到中轨 |
卖出 |
22.90707 |
31000.0 |
¥71.0万 |
|
| 2018-08-07 |
跌破下轨 |
买入 |
21.48146 |
33100.0 |
¥71.1万 |
|
| 2018-09-10 |
回到中轨 |
卖出 |
21.7 |
33100.0 |
¥71.8万 |
|
| 2019-05-08 |
跌破下轨 |
买入 |
36.216179999999994 |
19200.0 |
¥69.6万 |
|
| 2019-05-29 |
回到中轨 |
卖出 |
37.74222 |
19200.0 |
¥72.4万 |
|
| 2019-06-26 |
跌破下轨 |
买入 |
36.02599 |
20700.0 |
¥74.6万 |
|
| 2019-07-09 |
回到中轨 |
卖出 |
37.332629999999995 |
20700.0 |
¥77.3万 |
|
| 2019-11-18 |
跌破下轨 |
买入 |
36.41638 |
21100.0 |
¥76.9万 |
|
| 2020-01-03 |
回到中轨 |
卖出 |
34.35561 |
21100.0 |
¥72.5万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
28.87885 |
24800.0 |
¥71.6万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
34.235730000000004 |
24800.0 |
¥84.9万 |
|
| 2020-05-15 |
跌破下轨 |
买入 |
28.548519999999996 |
30300.0 |
¥86.5万 |
|
| 2020-06-10 |
回到中轨 |
卖出 |
27.4725 |
30300.0 |
¥83.2万 |
|
| 2020-06-12 |
跌破下轨 |
买入 |
20.420399999999997 |
39600.0 |
¥80.9万 |
|
| 2020-07-07 |
回到中轨 |
卖出 |
24.12585 |
39600.0 |
¥95.5万 |
|
| 2020-09-08 |
跌破下轨 |
买入 |
22.822799999999997 |
42600.0 |
¥97.3万 |
|
| 2020-11-11 |
回到中轨 |
卖出 |
19.22076 |
42600.0 |
¥81.9万 |
|
| 2020-12-14 |
跌破下轨 |
买入 |
18.648629999999997 |
44100.0 |
¥82.3万 |
|
| 2020-12-15 |
回到中轨 |
卖出 |
19.49049 |
44100.0 |
¥85.9万 |
|
| 2020-12-23 |
跌破下轨 |
买入 |
18.418399999999995 |
46600.0 |
¥85.9万 |
|
| 2021-01-05 |
回到中轨 |
卖出 |
19.40058 |
46600.0 |
¥90.4万 |
|
| 2021-02-01 |
跌破下轨 |
买入 |
16.966949999999997 |
53200.0 |
¥90.3万 |
|
| 2021-02-22 |
回到中轨 |
卖出 |
18.401580000000003 |
53200.0 |
¥97.9万 |
|
| 2021-04-09 |
跌破下轨 |
买入 |
16.426409999999997 |
59500.0 |
¥97.8万 |
|
| 2021-05-27 |
回到中轨 |
卖出 |
14.05593 |
59500.0 |
¥83.6万 |
|
| 2021-07-20 |
跌破下轨 |
买入 |
12.75274 |
65400.0 |
¥83.4万 |
|
| 2021-08-03 |
回到中轨 |
卖出 |
13.16682 |
65400.0 |
¥86.1万 |
|
| 2022-04-22 |
跌破下轨 |
买入 |
20.73071 |
41700.0 |
¥86.5万 |
|
| 2022-06-09 |
回到中轨 |
卖出 |
18.36162 |
41700.0 |
¥76.5万 |
|
| 2022-08-10 |
跌破下轨 |
买入 |
22.28226 |
34400.0 |
¥76.7万 |
|
| 2022-08-18 |
回到中轨 |
卖出 |
22.85712 |
34400.0 |
¥78.6万 |
|
| 2022-09-16 |
跌破下轨 |
买入 |
21.921899999999997 |
35700.0 |
¥78.3万 |
|
| 2022-10-11 |
回到中轨 |
卖出 |
21.808169999999997 |
35700.0 |
¥77.8万 |
|
| 2022-10-27 |
跌破下轨 |
买入 |
18.017999999999997 |
42700.0 |
¥77.0万 |
|
| 2022-12-01 |
回到中轨 |
卖出 |
18.0819 |
42700.0 |
¥77.2万 |
|
| 2023-03-08 |
跌破下轨 |
买入 |
18.53852 |
42000.0 |
¥77.9万 |
|
| 2023-03-15 |
回到中轨 |
卖出 |
19.40058 |
42000.0 |
¥81.5万 |
|
| 2023-05-04 |
跌破下轨 |
买入 |
19.629609999999996 |
41300.0 |
¥81.1万 |
|
| 2023-06-19 |
回到中轨 |
卖出 |
16.983 |
41300.0 |
¥70.1万 |
|
| 2023-08-03 |
跌破下轨 |
买入 |
17.69768 |
39900.0 |
¥70.6万 |
|
| 2023-09-13 |
回到中轨 |
卖出 |
17.132849999999998 |
39900.0 |
¥68.3万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
18.758739999999996 |
36500.0 |
¥68.5万 |
|
| 2024-02-05 |
回到中轨 |
卖出 |
19.290689999999998 |
36500.0 |
¥70.4万 |
|
| 2024-03-14 |
跌破下轨 |
买入 |
18.468449999999997 |
37900.0 |
¥70.0万 |
|
| 2024-03-22 |
回到中轨 |
卖出 |
19.360619999999997 |
37900.0 |
¥73.4万 |
|
| 2024-06-14 |
跌破下轨 |
买入 |
20.480459999999997 |
36000.0 |
¥73.8万 |
|
| 2024-07-16 |
回到中轨 |
卖出 |
20.15982 |
36000.0 |
¥72.6万 |
|
| 2024-08-20 |
跌破下轨 |
买入 |
19.159139999999997 |
37900.0 |
¥72.6万 |
|
| 2024-09-26 |
回到中轨 |
卖出 |
16.4835 |
37900.0 |
¥62.5万 |
|
| 2024-11-18 |
跌破下轨 |
买入 |
18.02801 |
34600.0 |
¥62.4万 |
|
| 2024-12-13 |
回到中轨 |
卖出 |
17.63235 |
34600.0 |
¥61.0万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
16.22621 |
37600.0 |
¥61.0万 |
|
| 2025-02-05 |
回到中轨 |
卖出 |
16.13385 |
37600.0 |
¥60.6万 |
|
| 2025-05-19 |
跌破下轨 |
买入 |
16.49648 |
36800.0 |
¥60.7万 |
|
| 2025-06-03 |
回到中轨 |
卖出 |
16.67331 |
36800.0 |
¥61.3万 |
|
| 2025-10-23 |
跌破下轨 |
买入 |
18.108089999999997 |
33800.0 |
¥61.2万 |
|
| 2025-11-11 |
回到中轨 |
卖出 |
18.21177 |
33800.0 |
¥61.5万 |
|
| 2025-11-18 |
跌破下轨 |
买入 |
17.737719999999996 |
34700.0 |
¥61.6万 |
|
| 2025-12-01 |
回到中轨 |
卖出 |
17.942040000000002 |
34700.0 |
¥62.2万 |
|
| 2025-12-10 |
跌破下轨 |
买入 |
16.65664 |
37300.0 |
¥62.1万 |
|
| 2025-12-31 |
回到中轨 |
卖出 |
17.05293 |
37300.0 |
¥63.6万 |
|
| 2026-01-19 |
跌破下轨 |
买入 |
16.016 |
39800.0 |
¥63.8万 |
|
| 2026-03-02 |
回到中轨 |
卖出 |
15.84 |
39800.0 |
¥63.0万 |
|
| 2026-04-24 |
跌破下轨 |
买入 |
16.02601 |
39300.0 |
¥63.0万 |
|
| 2026-05-07 |
回到中轨 |
卖出 |
16.50348 |
39300.0 |
¥64.8万 |
|
| 2026-05-14 |
跌破下轨 |
买入 |
15.115099999999998 |
42900.0 |
¥64.9万 |
|
| 2026-07-02 |
回到中轨 |
卖出 |
13.12686 |
42900.0 |
¥56.3万 |
|