300999 金龙鱼 — 布林下轨抄底 回测明细
数据区间: 2020-10-15 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥90.3万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -9.71%）
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 25 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 |
2021-02-26 |
2021-03-31 |
89.11572669999998 |
81.49842 |
¥-8.3万 |
-8.58% |
回到中轨 |
| 2 |
2021-07-22 |
2021-08-10 |
75.0975225 |
74.53538999999999 |
¥-7,014 |
-0.78% |
回到中轨 |
| 3 |
2021-10-19 |
2021-11-05 |
62.10064460599999 |
67.932 |
¥8.4万 |
+9.36% |
回到中轨 |
| 4 |
2022-01-26 |
2022-03-29 |
58.67619757999999 |
50.5494 |
¥-13.8万 |
-13.88% |
回到中轨 |
| 5 |
2022-04-11 |
2022-04-18 |
46.960984069999995 |
48.70125 |
¥3.1万 |
+3.67% |
回到中轨 |
| 6 |
2022-05-06 |
2022-06-01 |
43.055912899999996 |
45.4545 |
¥4.8万 |
+5.54% |
回到中轨 |
| 7 |
2022-09-19 |
2022-10-14 |
42.74550980699999 |
43.52643 |
¥1.7万 |
+1.80% |
回到中轨 |
| 8 |
2022-10-31 |
2022-11-14 |
38.049411400000004 |
41.46 |
¥8.1万 |
+8.93% |
回到中轨 |
| 9 |
2023-03-16 |
2023-04-11 |
42.885691849 |
43.326629999999994 |
¥1.0万 |
+1.00% |
回到中轨 |
| 10 |
2023-04-14 |
2023-04-18 |
42.014560587999995 |
42.99696 |
¥2.4万 |
+2.31% |
回到中轨 |
| 11 |
2023-04-24 |
2023-05-04 |
41.60402746499999 |
43.256699999999995 |
¥4.2万 |
+3.94% |
回到中轨 |
| 12 |
2023-05-26 |
2023-06-15 |
40.312350077999994 |
40.8591 |
¥1.5万 |
+1.33% |
回到中轨 |
| 13 |
2023-08-15 |
2023-09-12 |
36.767747016 |
35.414550000000006 |
¥-4.1万 |
-3.71% |
回到中轨 |
| 14 |
2023-09-22 |
2023-10-30 |
34.514821341 |
34.11585 |
¥-1.3万 |
-1.19% |
回到中轨 |
| 15 |
2023-12-04 |
2023-12-29 |
33.920173000000005 |
33.3666 |
¥-1.8万 |
-1.66% |
回到中轨 |
| 16 |
2024-01-09 |
2024-02-07 |
31.199357 |
31.19877 |
¥-334 |
-0.03% |
回到中轨 |
| 17 |
2024-03-25 |
2024-04-23 |
31.169348000000003 |
30.4695 |
¥-2.4万 |
-2.27% |
回到中轨 |
| 18 |
2024-05-30 |
2024-07-18 |
30.489594134999997 |
27.29268 |
¥-10.7万 |
-10.51% |
回到中轨 |
| 19 |
2024-08-15 |
2024-09-20 |
25.863586748999992 |
25.78419 |
¥-3,084 |
-0.34% |
回到中轨 |
| 20 |
2025-01-02 |
2025-02-07 |
32.642389779999995 |
30.95901 |
¥-4.7万 |
-5.19% |
回到中轨 |
| 21 |
2025-05-26 |
2025-07-09 |
30.589724165 |
29.61036 |
¥-2.8万 |
-3.23% |
回到中轨 |
| 22 |
2025-09-24 |
2025-10-30 |
31.410790411 |
31.2687 |
¥-4,014 |
-0.48% |
回到中轨 |
| 23 |
2026-02-03 |
2026-02-06 |
28.987643684999995 |
29.870099999999997 |
¥2.5万 |
+3.01% |
回到中轨 |
| 24 |
2026-05-19 |
2026-06-02 |
27.255394165999995 |
27.14283 |
¥-3,814 |
-0.44% |
回到中轨 |
| 25 |
2026-08-17 |
2026-08-28 |
24.922364466999994 |
26.22375 |
¥4.4万 |
+5.19% |
回到中轨 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-02-26 |
跌破下轨 |
买入 |
89.08899999999998 |
10900.0 |
¥97.1万 |
|
| 2021-03-31 |
回到中轨 |
卖出 |
81.49842 |
10900.0 |
¥88.8万 |
|
| 2021-07-22 |
跌破下轨 |
买入 |
75.07499999999999 |
12000.0 |
¥90.1万 |
|
| 2021-08-10 |
回到中轨 |
卖出 |
74.53538999999999 |
12000.0 |
¥89.4万 |
|
| 2021-10-19 |
跌破下轨 |
买入 |
62.08201999999999 |
14400.0 |
¥89.4万 |
|
| 2021-11-05 |
回到中轨 |
卖出 |
67.932 |
14400.0 |
¥97.8万 |
|
| 2022-01-26 |
跌破下轨 |
买入 |
58.65859999999999 |
16900.0 |
¥99.2万 |
|
| 2022-03-29 |
回到中轨 |
卖出 |
50.5494 |
16900.0 |
¥85.4万 |
|
| 2022-04-11 |
跌破下轨 |
买入 |
46.94689999999999 |
18100.0 |
¥85.0万 |
|
| 2022-04-18 |
回到中轨 |
卖出 |
48.70125 |
18100.0 |
¥88.1万 |
|
| 2022-05-06 |
跌破下轨 |
买入 |
43.04299999999999 |
20000.0 |
¥86.1万 |
|
| 2022-06-01 |
回到中轨 |
卖出 |
45.4545 |
20000.0 |
¥90.9万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
42.73268999999999 |
21700.0 |
¥92.8万 |
|
| 2022-10-14 |
回到中轨 |
卖出 |
43.52643 |
21700.0 |
¥94.4万 |
|
| 2022-10-31 |
跌破下轨 |
买入 |
38.038 |
23700.0 |
¥90.2万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
41.46 |
23700.0 |
¥98.2万 |
|
| 2023-03-16 |
跌破下轨 |
买入 |
42.87282999999999 |
23900.0 |
¥1.02M |
|
| 2023-04-11 |
回到中轨 |
卖出 |
43.326629999999994 |
23900.0 |
¥1.04M |
|
| 2023-04-14 |
跌破下轨 |
买入 |
42.00196 |
24700.0 |
¥1.04M |
|
| 2023-04-18 |
回到中轨 |
卖出 |
42.99696 |
24700.0 |
¥1.06M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
41.591549999999984 |
25500.0 |
¥1.06M |
|
| 2023-05-04 |
回到中轨 |
卖出 |
43.256699999999995 |
25500.0 |
¥1.10M |
|
| 2023-05-26 |
跌破下轨 |
买入 |
40.300259999999994 |
27400.0 |
¥1.10M |
|
| 2023-06-15 |
回到中轨 |
卖出 |
40.8591 |
27400.0 |
¥1.12M |
|
| 2023-08-15 |
跌破下轨 |
买入 |
36.756719999999994 |
30200.0 |
¥1.11M |
|
| 2023-09-12 |
回到中轨 |
卖出 |
35.414550000000006 |
30200.0 |
¥1.07M |
|
| 2023-09-22 |
跌破下轨 |
买入 |
34.50447 |
31100.0 |
¥1.07M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
34.11585 |
31100.0 |
¥1.06M |
|
| 2023-12-04 |
跌破下轨 |
买入 |
33.91 |
31500.0 |
¥1.07M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
33.3666 |
31500.0 |
¥1.05M |
|
| 2024-01-09 |
跌破下轨 |
买入 |
31.19 |
33600.0 |
¥1.05M |
|
| 2024-02-07 |
回到中轨 |
卖出 |
31.19877 |
33600.0 |
¥1.05M |
|
| 2024-03-25 |
跌破下轨 |
买入 |
31.16 |
33500.0 |
¥1.04M |
|
| 2024-04-23 |
回到中轨 |
卖出 |
30.4695 |
33500.0 |
¥1.02M |
|
| 2024-05-30 |
跌破下轨 |
买入 |
30.480449999999998 |
33400.0 |
¥1.02M |
|
| 2024-07-18 |
回到中轨 |
卖出 |
27.29268 |
33400.0 |
¥91.1万 |
|
| 2024-08-15 |
跌破下轨 |
买入 |
25.855829999999994 |
35400.0 |
¥91.6万 |
|
| 2024-09-20 |
回到中轨 |
卖出 |
25.78419 |
35400.0 |
¥91.2万 |
|
| 2025-01-02 |
跌破下轨 |
买入 |
32.6326 |
28000.0 |
¥91.4万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
30.95901 |
28000.0 |
¥86.7万 |
|
| 2025-05-26 |
跌破下轨 |
买入 |
30.58055 |
28300.0 |
¥86.6万 |
|
| 2025-07-09 |
回到中轨 |
卖出 |
29.61036 |
28300.0 |
¥83.8万 |
|
| 2025-09-24 |
跌破下轨 |
买入 |
31.401369999999996 |
26500.0 |
¥83.2万 |
|
| 2025-10-30 |
回到中轨 |
卖出 |
31.2687 |
26500.0 |
¥82.8万 |
|
| 2026-02-03 |
跌破下轨 |
买入 |
28.978949999999994 |
28700.0 |
¥83.2万 |
|
| 2026-02-06 |
回到中轨 |
卖出 |
29.870099999999997 |
28700.0 |
¥85.7万 |
|
| 2026-05-19 |
跌破下轨 |
买入 |
27.247219999999995 |
31600.0 |
¥86.1万 |
|
| 2026-06-02 |
回到中轨 |
卖出 |
27.14283 |
31600.0 |
¥85.7万 |
|
| 2026-08-17 |
跌破下轨 |
买入 |
24.914889999999996 |
34300.0 |
¥85.5万 |
|
| 2026-08-28 |
回到中轨 |
卖出 |
26.22375 |
34300.0 |
¥89.9万 |
|