300896 爱美客 — 布林下轨抄底 回测明细
数据区间: 2020-09-28 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥26.8万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -73.21%）
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 21 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 |
2021-03-17 |
2021-04-09 |
429.55782869999996 |
517.47201 |
¥19.3万 |
+20.43% |
回到中轨 |
| 2 |
2021-07-26 |
2021-09-23 |
715.204497 |
559.44 |
¥-24.9万 |
-21.80% |
回到中轨 |
| 3 |
2021-12-02 |
2021-12-10 |
538.6995613999999 |
588.2112 |
¥8.4万 |
+9.16% |
回到中轨 |
| 4 |
2022-01-07 |
2022-02-24 |
486.65197180599995 |
461.12841 |
¥-5.4万 |
-5.27% |
回到中轨 |
| 5 |
2022-03-15 |
2022-03-25 |
424.45119716999994 |
458.0415 |
¥7.4万 |
+7.88% |
回到中轨 |
| 6 |
2022-05-10 |
2022-05-18 |
443.78630596299996 |
486.513 |
¥9.8万 |
+9.59% |
回到中轨 |
| 7 |
2022-08-16 |
2022-09-14 |
558.675502385 |
551.9774699999999 |
¥-1.4万 |
-1.23% |
回到中轨 |
| 8 |
2022-09-20 |
2022-11-03 |
482.62674459999994 |
462.5369999999999 |
¥-4.7万 |
-4.19% |
回到中轨 |
| 9 |
2023-03-08 |
2023-03-29 |
553.51880584 |
549.45 |
¥-8,044 |
-0.76% |
回到中轨 |
| 10 |
2023-04-25 |
2023-06-16 |
521.07667612 |
463.536 |
¥-11.5万 |
-11.07% |
回到中轨 |
| 11 |
2023-09-20 |
2023-11-21 |
409.03117254999995 |
334.59507 |
¥-17.1万 |
-18.22% |
回到中轨 |
| 12 |
2023-11-28 |
2023-12-29 |
314.78878831399993 |
300.699 |
¥-3.4万 |
-4.50% |
回到中轨 |
| 13 |
2024-04-08 |
2024-07-18 |
315.074494 |
169.83 |
¥-33.4万 |
-46.11% |
回到中轨 |
| 14 |
2024-08-23 |
2024-09-25 |
142.334837645 |
148.21164000000002 |
¥1.7万 |
+4.10% |
回到中轨 |
| 15 |
2024-12-31 |
2025-02-07 |
186.74250594999995 |
171.828 |
¥-3.4万 |
-8.01% |
回到中轨 |
| 16 |
2025-04-08 |
2025-04-16 |
168.238476406 |
183.816 |
¥3.7万 |
+9.23% |
回到中轨 |
| 17 |
2025-09-24 |
2025-12-22 |
179.83353387999998 |
144.855 |
¥-8.4万 |
-19.47% |
回到中轨 |
| 18 |
2026-03-23 |
2026-04-24 |
125.73770999999999 |
116.39349 |
¥-2.5万 |
-7.46% |
回到中轨 |
| 19 |
2026-05-19 |
2026-07-06 |
108.39075747499997 |
90.8091 |
¥-5.3万 |
-16.25% |
回到中轨 |
| 20 |
2026-08-19 |
2026-09-22 |
97.57671423500001 |
93.7062 |
¥-1.1万 |
-4.00% |
回到中轨 |
| 21 |
2026-10-30 |
2026-11-13 |
85.71130567999998 |
85.55 |
¥-580 |
-0.22% |
强平 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-03-17 |
跌破下轨 |
买入 |
429.429 |
2200.0 |
¥94.5万 |
|
| 2021-04-09 |
回到中轨 |
卖出 |
517.47201 |
2200.0 |
¥1.14M |
|
| 2021-07-26 |
跌破下轨 |
买入 |
714.99 |
1600.0 |
¥1.14M |
|
| 2021-09-23 |
回到中轨 |
卖出 |
559.44 |
1600.0 |
¥89.5万 |
|
| 2021-12-02 |
跌破下轨 |
买入 |
538.5379999999999 |
1700.0 |
¥91.6万 |
|
| 2021-12-10 |
回到中轨 |
卖出 |
588.2112 |
1700.0 |
¥100.0万 |
|
| 2022-01-07 |
跌破下轨 |
买入 |
486.5060199999999 |
2100.0 |
¥1.02M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
461.12841 |
2100.0 |
¥96.8万 |
|
| 2022-03-15 |
跌破下轨 |
买入 |
424.3238999999999 |
2200.0 |
¥93.4万 |
|
| 2022-03-25 |
回到中轨 |
卖出 |
458.0415 |
2200.0 |
¥1.01M |
|
| 2022-05-10 |
跌破下轨 |
买入 |
443.65320999999994 |
2300.0 |
¥1.02M |
|
| 2022-05-18 |
回到中轨 |
卖出 |
486.513 |
2300.0 |
¥1.12M |
|
| 2022-08-16 |
跌破下轨 |
买入 |
558.5079499999999 |
2000.0 |
¥1.12M |
|
| 2022-09-14 |
回到中轨 |
卖出 |
551.9774699999999 |
2000.0 |
¥1.10M |
|
| 2022-09-20 |
跌破下轨 |
买入 |
482.4819999999999 |
2300.0 |
¥1.11M |
|
| 2022-11-03 |
回到中轨 |
卖出 |
462.5369999999999 |
2300.0 |
¥1.06M |
|
| 2023-03-08 |
跌破下轨 |
买入 |
553.3527999999999 |
1900.0 |
¥1.05M |
|
| 2023-03-29 |
回到中轨 |
卖出 |
549.45 |
1900.0 |
¥1.04M |
|
| 2023-04-25 |
跌破下轨 |
买入 |
520.9204 |
2000.0 |
¥1.04M |
|
| 2023-06-16 |
回到中轨 |
卖出 |
463.536 |
2000.0 |
¥92.7万 |
|
| 2023-09-20 |
跌破下轨 |
买入 |
408.90849999999995 |
2300.0 |
¥94.1万 |
|
| 2023-11-21 |
回到中轨 |
卖出 |
334.59507 |
2300.0 |
¥76.9万 |
|
| 2023-11-28 |
跌破下轨 |
买入 |
314.69437999999997 |
2400.0 |
¥75.5万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
300.699 |
2400.0 |
¥72.1万 |
|
| 2024-04-08 |
跌破下轨 |
买入 |
314.98 |
2300.0 |
¥72.5万 |
|
| 2024-07-18 |
回到中轨 |
卖出 |
169.83 |
2300.0 |
¥39.0万 |
|
| 2024-08-23 |
跌破下轨 |
买入 |
142.29215 |
2900.0 |
¥41.3万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
148.21164000000002 |
2900.0 |
¥43.0万 |
|
| 2024-12-31 |
跌破下轨 |
买入 |
186.68649999999997 |
2300.0 |
¥43.0万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
171.828 |
2300.0 |
¥39.5万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
168.18802 |
2400.0 |
¥40.4万 |
|
| 2025-04-16 |
回到中轨 |
卖出 |
183.816 |
2400.0 |
¥44.1万 |
|
| 2025-09-24 |
跌破下轨 |
买入 |
179.7796 |
2400.0 |
¥43.2万 |
|
| 2025-12-22 |
回到中轨 |
卖出 |
144.855 |
2400.0 |
¥34.8万 |
|
| 2026-03-23 |
跌破下轨 |
买入 |
125.7 |
2700.0 |
¥33.9万 |
|
| 2026-04-24 |
回到中轨 |
卖出 |
116.39349 |
2700.0 |
¥31.4万 |
|
| 2026-05-19 |
跌破下轨 |
买入 |
108.35824999999998 |
3000.0 |
¥32.5万 |
|
| 2026-07-06 |
回到中轨 |
卖出 |
90.8091 |
3000.0 |
¥27.2万 |
|
| 2026-08-19 |
跌破下轨 |
买入 |
97.54745 |
2800.0 |
¥27.3万 |
|
| 2026-09-22 |
回到中轨 |
卖出 |
93.7062 |
2800.0 |
¥26.2万 |
|
| 2026-10-30 |
跌破下轨 |
买入 |
85.68559999999998 |
3100.0 |
¥26.6万 |
|
| 2026-11-13 |
强平 |
卖出 |
85.55 |
3100 |
¥26.5万 |
回测结束强平 |