300502 新易盛 — 布林下轨抄底 回测明细
数据区间: 2016-03-03 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.46M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +45.96%）
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 |
2016-05-12 |
2016-05-24 |
72.69440177999999 |
77.7222 |
¥6.7万 |
+6.88% |
回到中轨 |
| 2 |
2016-07-28 |
2016-08-16 |
101.73211047999999 |
113.04684 |
¥11.6万 |
+11.09% |
回到中轨 |
| 3 |
2016-12-13 |
2017-02-10 |
121.15733629999998 |
95.91399 |
¥-24.3万 |
-20.86% |
回到中轨 |
| 4 |
2017-03-31 |
2017-05-08 |
89.31598676 |
88.94097000000001 |
¥-4,218 |
-0.45% |
回到中轨 |
| 5 |
2017-06-02 |
2017-07-06 |
25.0325075 |
25.074900000000007 |
¥411 |
+0.14% |
回到中轨 |
| 6 |
2017-07-14 |
2017-08-09 |
23.079971914999998 |
21.12885 |
¥-7.9万 |
-8.48% |
回到中轨 |
| 7 |
2017-11-28 |
2017-12-15 |
29.638488879999997 |
32.527440000000006 |
¥8.0万 |
+9.71% |
回到中轨 |
| 8 |
2018-01-09 |
2018-02-13 |
25.433027619999997 |
23.2767 |
¥-7.9万 |
-8.51% |
回到中轨 |
| 9 |
2018-03-26 |
2018-04-03 |
21.177501344999996 |
24.49548 |
¥13.0万 |
+15.63% |
回到中轨 |
| 10 |
2018-06-01 |
2018-07-13 |
17.923275369999995 |
15.59439 |
¥-12.7万 |
-13.02% |
回到中轨 |
| 11 |
2018-08-03 |
2018-08-14 |
13.137059935999998 |
14.99499 |
¥12.1万 |
+14.11% |
回到中轨 |
| 12 |
2018-09-28 |
2018-10-23 |
17.672950294999996 |
18.41157 |
¥4.1万 |
+4.15% |
回到中轨 |
| 13 |
2018-11-23 |
2018-12-12 |
18.52405555 |
18.77121 |
¥1.3万 |
+1.30% |
回到中轨 |
| 14 |
2019-05-07 |
2019-06-04 |
25.543170652999997 |
25.96401 |
¥1.6万 |
+1.62% |
回到中轨 |
| 15 |
2020-06-02 |
2020-06-19 |
50.055001997 |
57.942 |
¥16.5万 |
+15.72% |
回到中轨 |
| 16 |
2020-09-09 |
2020-09-24 |
61.059292293999995 |
63.01692 |
¥3.8万 |
+3.18% |
回到中轨 |
| 17 |
2020-12-17 |
2021-01-04 |
53.66969608 |
55.484460000000006 |
¥4.2万 |
+3.35% |
回到中轨 |
| 18 |
2021-01-08 |
2021-01-14 |
50.535626141 |
54.435509999999994 |
¥9.9万 |
+7.68% |
回到中轨 |
| 19 |
2021-02-05 |
2021-03-29 |
49.053701696999994 |
42.20775 |
¥-19.5万 |
-13.98% |
回到中轨 |
| 20 |
2021-05-10 |
2021-05-18 |
36.881060999999995 |
39.94002 |
¥9.9万 |
+8.26% |
回到中轨 |
| 21 |
2021-06-09 |
2021-07-12 |
33.12301392399999 |
32.27769 |
¥-3.4万 |
-2.58% |
回到中轨 |
| 22 |
2021-09-22 |
2021-10-12 |
32.462155726 |
35.01495 |
¥9.8万 |
+7.83% |
回到中轨 |
| 23 |
2021-10-25 |
2021-11-12 |
30.028995996999996 |
30.60936 |
¥2.6万 |
+1.90% |
回到中轨 |
| 24 |
2022-03-08 |
2022-05-12 |
33.553573052999994 |
25.68429 |
¥-32.1万 |
-23.48% |
回到中轨 |
| 25 |
2022-07-05 |
2022-07-19 |
24.431727319999993 |
24.34 |
¥-4,328 |
-0.41% |
回到中轨 |
| 26 |
2022-12-23 |
2023-01-04 |
23.059945909 |
24.6753 |
¥7.4万 |
+6.97% |
回到中轨 |
| 27 |
2023-07-24 |
2023-09-25 |
55.20168553899999 |
44.00595 |
¥-22.9万 |
-20.31% |
回到中轨 |
| 28 |
2023-10-26 |
2023-11-08 |
32.301947678 |
37.962 |
¥15.9万 |
+17.49% |
回到中轨 |
| 29 |
2024-07-26 |
2024-08-19 |
93.81182510699999 |
98.16174 |
¥4.9万 |
+4.61% |
回到中轨 |
| 30 |
2024-09-03 |
2024-09-13 |
88.61507654999998 |
95.31459 |
¥8.4万 |
+7.53% |
回到中轨 |
| 31 |
2024-11-25 |
2024-12-12 |
118.15343539999998 |
124.0 |
¥5.9万 |
+4.92% |
回到中轨 |
| 32 |
2025-01-13 |
2025-01-20 |
108.330679457 |
120.94 |
¥14.6万 |
+11.61% |
回到中轨 |
| 33 |
2025-03-03 |
2025-03-19 |
96.214945827 |
100.27962 |
¥5.9万 |
+4.19% |
回到中轨 |
| 34 |
2025-04-09 |
2025-04-24 |
67.96826436399998 |
90.83907 |
¥47.3万 |
+33.61% |
回到中轨 |
| 35 |
2026-01-13 |
2026-02-02 |
385.76095357799994 |
456.78276000000005 |
¥34.7万 |
+18.38% |
回到中轨 |
| 36 |
2026-07-29 |
2026-08-17 |
407.659391139 |
447.552 |
¥22.3万 |
+9.75% |
回到中轨 |
| 37 |
2026-10-13 |
2026-11-13 |
335.43560049999996 |
187.58 |
¥-1.05M |
-44.10% |
强平 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-05-12 |
跌破下轨 |
买入 |
72.67259999999999 |
13400.0 |
¥97.4万 |
|
| 2016-05-24 |
回到中轨 |
卖出 |
77.7222 |
13400.0 |
¥1.04M |
|
| 2016-07-28 |
跌破下轨 |
买入 |
101.70159999999998 |
10300.0 |
¥1.05M |
|
| 2016-08-16 |
回到中轨 |
卖出 |
113.04684 |
10300.0 |
¥1.16M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
121.12099999999998 |
9600.0 |
¥1.16M |
|
| 2017-02-10 |
回到中轨 |
卖出 |
95.91399 |
9600.0 |
¥92.0万 |
|
| 2017-03-31 |
跌破下轨 |
买入 |
89.2892 |
10500.0 |
¥93.8万 |
|
| 2017-05-08 |
回到中轨 |
卖出 |
88.94097000000001 |
10500.0 |
¥93.4万 |
|
| 2017-06-02 |
跌破下轨 |
买入 |
25.025 |
11800.0 |
¥29.5万 |
|
| 2017-07-06 |
回到中轨 |
卖出 |
25.074900000000007 |
11800.0 |
¥29.6万 |
|
| 2017-07-14 |
跌破下轨 |
买入 |
23.07305 |
40400.0 |
¥93.2万 |
|
| 2017-08-09 |
回到中轨 |
卖出 |
21.12885 |
40400.0 |
¥85.3万 |
|
| 2017-11-28 |
跌破下轨 |
买入 |
29.6296 |
27900.0 |
¥82.7万 |
|
| 2017-12-15 |
回到中轨 |
卖出 |
32.527440000000006 |
27900.0 |
¥90.7万 |
|
| 2018-01-09 |
跌破下轨 |
买入 |
25.425399999999996 |
36600.0 |
¥93.1万 |
|
| 2018-02-13 |
回到中轨 |
卖出 |
23.2767 |
36600.0 |
¥85.2万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
21.171149999999997 |
39400.0 |
¥83.4万 |
|
| 2018-04-03 |
回到中轨 |
卖出 |
24.49548 |
39400.0 |
¥96.5万 |
|
| 2018-06-01 |
跌破下轨 |
买入 |
17.917899999999996 |
54400.0 |
¥97.5万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
15.59439 |
54400.0 |
¥84.8万 |
|
| 2018-08-03 |
跌破下轨 |
买入 |
13.133119999999998 |
65400.0 |
¥85.9万 |
|
| 2018-08-14 |
回到中轨 |
卖出 |
14.99499 |
65400.0 |
¥98.0万 |
|
| 2018-09-28 |
跌破下轨 |
买入 |
17.66765 |
55600.0 |
¥98.3万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
18.41157 |
55600.0 |
¥1.02M |
|
| 2018-11-23 |
跌破下轨 |
买入 |
18.5185 |
55000.0 |
¥1.02M |
|
| 2018-12-12 |
回到中轨 |
卖出 |
18.77121 |
55000.0 |
¥1.03M |
|
| 2019-05-07 |
跌破下轨 |
买入 |
25.53551 |
38800.0 |
¥99.1万 |
|
| 2019-06-04 |
回到中轨 |
卖出 |
25.96401 |
38800.0 |
¥1.01M |
|
| 2020-06-02 |
跌破下轨 |
买入 |
50.03998999999999 |
21000.0 |
¥1.05M |
|
| 2020-06-19 |
回到中轨 |
卖出 |
57.942 |
21000.0 |
¥1.22M |
|
| 2020-09-09 |
跌破下轨 |
买入 |
61.04097999999999 |
19600.0 |
¥1.20M |
|
| 2020-09-24 |
回到中轨 |
卖出 |
63.01692 |
19600.0 |
¥1.23M |
|
| 2020-12-17 |
跌破下轨 |
买入 |
53.6536 |
23300.0 |
¥1.25M |
|
| 2021-01-04 |
回到中轨 |
卖出 |
55.484460000000006 |
23300.0 |
¥1.29M |
|
| 2021-01-08 |
跌破下轨 |
买入 |
50.520469999999996 |
25400.0 |
¥1.28M |
|
| 2021-01-14 |
回到中轨 |
卖出 |
54.435509999999994 |
25400.0 |
¥1.38M |
|
| 2021-02-05 |
跌破下轨 |
买入 |
49.03899 |
28400.0 |
¥1.39M |
|
| 2021-03-29 |
回到中轨 |
卖出 |
42.20775 |
28400.0 |
¥1.20M |
|
| 2021-05-10 |
跌破下轨 |
买入 |
36.87 |
32400.0 |
¥1.19M |
|
| 2021-05-18 |
回到中轨 |
卖出 |
39.94002 |
32400.0 |
¥1.29M |
|
| 2021-06-09 |
跌破下轨 |
买入 |
33.11308 |
39200.0 |
¥1.30M |
|
| 2021-07-12 |
回到中轨 |
卖出 |
32.27769 |
39200.0 |
¥1.26M |
|
| 2021-09-22 |
跌破下轨 |
买入 |
32.45242 |
38700.0 |
¥1.26M |
|
| 2021-10-12 |
回到中轨 |
卖出 |
35.01495 |
38700.0 |
¥1.35M |
|
| 2021-10-25 |
跌破下轨 |
买入 |
30.019989999999996 |
45400.0 |
¥1.36M |
|
| 2021-11-12 |
回到中轨 |
卖出 |
30.60936 |
45400.0 |
¥1.39M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
33.54351 |
40800.0 |
¥1.37M |
|
| 2022-05-12 |
回到中轨 |
卖出 |
25.68429 |
40800.0 |
¥1.05M |
|
| 2022-07-05 |
跌破下轨 |
买入 |
24.424399999999995 |
43700.0 |
¥1.07M |
|
| 2022-07-19 |
回到中轨 |
卖出 |
24.34 |
43700.0 |
¥1.06M |
|
| 2022-12-23 |
跌破下轨 |
买入 |
23.05303 |
45800.0 |
¥1.06M |
|
| 2023-01-04 |
回到中轨 |
卖出 |
24.6753 |
45800.0 |
¥1.13M |
|
| 2023-07-24 |
跌破下轨 |
买入 |
55.18512999999999 |
20400.0 |
¥1.13M |
|
| 2023-09-25 |
回到中轨 |
卖出 |
44.00595 |
20400.0 |
¥89.7万 |
|
| 2023-10-26 |
跌破下轨 |
买入 |
32.29225999999999 |
28100.0 |
¥90.8万 |
|
| 2023-11-08 |
回到中轨 |
卖出 |
37.962 |
28100.0 |
¥1.07M |
|
| 2024-07-26 |
跌破下轨 |
买入 |
93.78368999999999 |
11300.0 |
¥1.06M |
|
| 2024-08-19 |
回到中轨 |
卖出 |
98.16174 |
11300.0 |
¥1.11M |
|
| 2024-09-03 |
跌破下轨 |
买入 |
88.58849999999998 |
12600.0 |
¥1.12M |
|
| 2024-09-13 |
回到中轨 |
卖出 |
95.31459 |
12600.0 |
¥1.20M |
|
| 2024-11-25 |
跌破下轨 |
买入 |
118.11799999999998 |
10100.0 |
¥1.19M |
|
| 2024-12-12 |
回到中轨 |
卖出 |
124.0 |
10100.0 |
¥1.25M |
|
| 2025-01-13 |
跌破下轨 |
买入 |
108.29818999999999 |
11600.0 |
¥1.26M |
|
| 2025-01-20 |
回到中轨 |
卖出 |
120.94 |
11600.0 |
¥1.40M |
|
| 2025-03-03 |
跌破下轨 |
买入 |
96.18609 |
14600.0 |
¥1.40M |
|
| 2025-03-19 |
回到中轨 |
卖出 |
100.27962 |
14600.0 |
¥1.46M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
67.94787999999998 |
20700.0 |
¥1.41M |
|
| 2025-04-24 |
回到中轨 |
卖出 |
90.83907 |
20700.0 |
¥1.88M |
|
| 2026-01-13 |
跌破下轨 |
买入 |
385.64525999999995 |
4900.0 |
¥1.89M |
|
| 2026-02-02 |
回到中轨 |
卖出 |
456.78276000000005 |
4900.0 |
¥2.24M |
|
| 2026-07-29 |
跌破下轨 |
买入 |
407.53713 |
5600.0 |
¥2.28M |
|
| 2026-08-17 |
回到中轨 |
卖出 |
447.552 |
5600.0 |
¥2.51M |
|
| 2026-10-13 |
跌破下轨 |
买入 |
335.335 |
7100.0 |
¥2.38M |
|
| 2026-11-13 |
强平 |
卖出 |
187.58 |
7100 |
¥1.33M |
回测结束强平 |