300803 指南针 — 布林下轨抄底 回测明细
数据区间: 2019-11-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥76.2万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -23.76%）
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 24 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 |
2020-02-05 |
2020-02-17 |
36.79778602499999 |
42.487469999999995 |
¥15.3万 |
+15.43% |
回到中轨 |
| 2 |
2020-05-25 |
2020-06-02 |
48.192583439 |
55.16478 |
¥16.6万 |
+14.43% |
回到中轨 |
| 3 |
2020-10-22 |
2020-12-18 |
49.41416980499999 |
33.066900000000004 |
¥-43.5万 |
-33.10% |
回到中轨 |
| 4 |
2020-12-29 |
2021-01-04 |
30.239269059999998 |
33.02694 |
¥8.1万 |
+9.19% |
回到中轨 |
| 5 |
2021-01-12 |
2021-01-15 |
26.53445795 |
31.268699999999995 |
¥16.9万 |
+17.81% |
回到中轨 |
| 6 |
2021-04-01 |
2021-04-09 |
25.523144647 |
26.823150000000002 |
¥5.7万 |
+5.06% |
回到中轨 |
| 7 |
2021-08-31 |
2021-09-07 |
32.762545816 |
34.85511 |
¥7.5万 |
+6.36% |
回到中轨 |
| 8 |
2022-03-11 |
2022-03-18 |
36.34720088999999 |
42.10785 |
¥19.5万 |
+15.81% |
回到中轨 |
| 9 |
2022-08-03 |
2022-08-08 |
50.405457102 |
53.946 |
¥10.2万 |
+6.99% |
回到中轨 |
| 10 |
2022-09-19 |
2022-10-18 |
45.008448484999995 |
45.42453 |
¥1.4万 |
+0.89% |
回到中轨 |
| 11 |
2022-12-20 |
2023-01-06 |
46.590502959 |
47.6 |
¥3.4万 |
+2.14% |
回到中轨 |
| 12 |
2023-03-08 |
2023-03-22 |
48.76332461 |
53.4465 |
¥15.3万 |
+9.57% |
回到中轨 |
| 13 |
2023-04-27 |
2023-06-02 |
47.0611141 |
49.76019 |
¥9.9万 |
+5.70% |
回到中轨 |
| 14 |
2023-07-24 |
2023-07-26 |
46.82080202799999 |
50.759190000000004 |
¥15.5万 |
+8.38% |
回到中轨 |
| 15 |
2024-01-10 |
2024-02-21 |
48.86345463999999 |
42.44751 |
¥-26.2万 |
-13.16% |
回到中轨 |
| 16 |
2024-03-26 |
2024-04-29 |
46.36020388999999 |
45.0549 |
¥-5.0万 |
-2.84% |
回到中轨 |
| 17 |
2024-06-24 |
2024-07-23 |
40.25227206 |
35.364599999999996 |
¥-20.4万 |
-12.17% |
回到中轨 |
| 18 |
2024-09-03 |
2024-09-20 |
33.483482032 |
35.964 |
¥10.9万 |
+7.38% |
回到中轨 |
| 19 |
2025-03-04 |
2025-03-17 |
88.20454342699999 |
63.42650999999999 |
¥-44.6万 |
-28.11% |
回到中轨 |
| 20 |
2025-03-18 |
2025-04-28 |
64.60389535599998 |
58.45149000000001 |
¥-11.1万 |
-9.55% |
回到中轨 |
| 21 |
2025-11-10 |
2025-12-08 |
133.02274485499998 |
131.868 |
¥-9,435 |
-0.90% |
回到中轨 |
| 22 |
2026-03-16 |
2026-04-09 |
103.404281981 |
100.69919999999999 |
¥-2.7万 |
-2.65% |
回到中轨 |
| 23 |
2026-06-01 |
2026-06-16 |
91.41871738999998 |
93.1068 |
¥1.8万 |
+1.82% |
回到中轨 |
| 24 |
2026-09-24 |
2026-11-13 |
58.267475 |
42.9 |
¥-27.2万 |
-26.40% |
强平 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-02-05 |
跌破下轨 |
买入 |
36.78675 |
27000.0 |
¥99.4万 |
|
| 2020-02-17 |
回到中轨 |
卖出 |
42.487469999999995 |
27000.0 |
¥1.15M |
|
| 2020-05-25 |
跌破下轨 |
买入 |
48.178129999999996 |
23800.0 |
¥1.15M |
|
| 2020-06-02 |
回到中轨 |
卖出 |
55.16478 |
23800.0 |
¥1.31M |
|
| 2020-10-22 |
跌破下轨 |
买入 |
49.39935 |
26600.0 |
¥1.31M |
|
| 2020-12-18 |
回到中轨 |
卖出 |
33.066900000000004 |
26600.0 |
¥87.9万 |
|
| 2020-12-29 |
跌破下轨 |
买入 |
30.2302 |
29100.0 |
¥88.0万 |
|
| 2021-01-04 |
回到中轨 |
卖出 |
33.02694 |
29100.0 |
¥96.1万 |
|
| 2021-01-12 |
跌破下轨 |
买入 |
26.5265 |
35700.0 |
¥94.7万 |
|
| 2021-01-15 |
回到中轨 |
卖出 |
31.268699999999995 |
35700.0 |
¥1.12M |
|
| 2021-04-01 |
跌破下轨 |
买入 |
25.51549 |
44300.0 |
¥1.13M |
|
| 2021-04-09 |
回到中轨 |
卖出 |
26.823150000000002 |
44300.0 |
¥1.19M |
|
| 2021-08-31 |
跌破下轨 |
买入 |
32.75272 |
35800.0 |
¥1.17M |
|
| 2021-09-07 |
回到中轨 |
卖出 |
34.85511 |
35800.0 |
¥1.25M |
|
| 2022-03-11 |
跌破下轨 |
买入 |
36.336299999999994 |
34000.0 |
¥1.24M |
|
| 2022-03-18 |
回到中轨 |
卖出 |
42.10785 |
34000.0 |
¥1.43M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
50.390339999999995 |
28900.0 |
¥1.46M |
|
| 2022-08-08 |
回到中轨 |
卖出 |
53.946 |
28900.0 |
¥1.56M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
44.994949999999996 |
34700.0 |
¥1.56M |
|
| 2022-10-18 |
回到中轨 |
卖出 |
45.42453 |
34700.0 |
¥1.58M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
46.57653 |
33700.0 |
¥1.57M |
|
| 2023-01-06 |
回到中轨 |
卖出 |
47.6 |
33700.0 |
¥1.60M |
|
| 2023-03-08 |
跌破下轨 |
买入 |
48.7487 |
32800.0 |
¥1.60M |
|
| 2023-03-22 |
回到中轨 |
卖出 |
53.4465 |
32800.0 |
¥1.75M |
|
| 2023-04-27 |
跌破下轨 |
买入 |
47.047 |
36800.0 |
¥1.73M |
|
| 2023-06-02 |
回到中轨 |
卖出 |
49.76019 |
36800.0 |
¥1.83M |
|
| 2023-07-24 |
跌破下轨 |
买入 |
46.80675999999999 |
39400.0 |
¥1.84M |
|
| 2023-07-26 |
回到中轨 |
卖出 |
50.759190000000004 |
39400.0 |
¥2.00M |
|
| 2024-01-10 |
跌破下轨 |
买入 |
48.84879999999999 |
40700.0 |
¥1.99M |
|
| 2024-02-21 |
回到中轨 |
卖出 |
42.44751 |
40700.0 |
¥1.73M |
|
| 2024-03-26 |
跌破下轨 |
买入 |
46.34629999999999 |
37800.0 |
¥1.75M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
45.0549 |
37800.0 |
¥1.70M |
|
| 2024-06-24 |
跌破下轨 |
买入 |
40.2402 |
41600.0 |
¥1.67M |
|
| 2024-07-23 |
回到中轨 |
卖出 |
35.364599999999996 |
41600.0 |
¥1.47M |
|
| 2024-09-03 |
跌破下轨 |
买入 |
33.47344 |
44300.0 |
¥1.48M |
|
| 2024-09-20 |
回到中轨 |
卖出 |
35.964 |
44300.0 |
¥1.59M |
|
| 2025-03-04 |
跌破下轨 |
买入 |
88.17809 |
18000.0 |
¥1.59M |
|
| 2025-03-17 |
回到中轨 |
卖出 |
63.42650999999999 |
18000.0 |
¥1.14M |
|
| 2025-03-18 |
跌破下轨 |
买入 |
64.58451999999998 |
18000.0 |
¥1.16M |
|
| 2025-04-28 |
回到中轨 |
卖出 |
58.45149000000001 |
18000.0 |
¥1.05M |
|
| 2025-11-10 |
跌破下轨 |
买入 |
132.98284999999998 |
7900.0 |
¥1.05M |
|
| 2025-12-08 |
回到中轨 |
卖出 |
131.868 |
7900.0 |
¥1.04M |
|
| 2026-03-16 |
跌破下轨 |
买入 |
103.37326999999999 |
10000.0 |
¥1.03M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
100.69919999999999 |
10000.0 |
¥1.01M |
|
| 2026-06-01 |
跌破下轨 |
买入 |
91.39129999999999 |
11000.0 |
¥1.01M |
|
| 2026-06-16 |
回到中轨 |
卖出 |
93.1068 |
11000.0 |
¥1.02M |
|
| 2026-09-24 |
跌破下轨 |
买入 |
58.25 |
17700.0 |
¥1.03M |
|
| 2026-11-13 |
强平 |
卖出 |
42.9 |
17700 |
¥75.9万 |
回测结束强平 |