301236 软通动力 — 布林下轨抄底 回测明细
数据区间: 2022-03-15 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.68M
策略: 布林下轨抄底
K线 & 交易信号(策略收益 +167.56%)
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 20 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 |
2022-06-10 |
2022-07-14 |
31.070348309 |
35.0649 |
¥12.6万 |
+12.82% |
回到中轨 |
| 2 |
2022-09-16 |
2022-10-17 |
28.797396627999998 |
28.22175 |
¥-2.3万 |
-2.03% |
回到中轨 |
| 3 |
2022-12-21 |
2023-01-04 |
35.586212662 |
38.811150000000005 |
¥10.0万 |
+9.03% |
回到中轨 |
| 4 |
2023-03-23 |
2023-03-27 |
34.34460028999999 |
45.954 |
¥40.0万 |
+33.76% |
回到中轨 |
| 5 |
2023-04-27 |
2023-05-29 |
39.15084173 |
39.1608 |
¥-73 |
-0.00% |
回到中轨 |
| 6 |
2023-06-21 |
2023-08-07 |
31.199357000000003 |
24.975 |
¥-31.6万 |
-19.97% |
回到中轨 |
| 7 |
2023-08-29 |
2023-09-05 |
19.62548588 |
23.3766 |
¥24.5万 |
+19.08% |
回到中轨 |
| 8 |
2024-01-23 |
2024-02-20 |
36.05682380299999 |
36.94302 |
¥3.7万 |
+2.43% |
回到中轨 |
| 9 |
2024-06-28 |
2024-07-23 |
35.24577056 |
34.95501 |
¥-1.3万 |
-0.85% |
回到中轨 |
| 10 |
2024-11-19 |
2024-11-29 |
57.104156108999995 |
63.37655999999999 |
¥16.9万 |
+10.95% |
回到中轨 |
| 11 |
2025-01-03 |
2025-01-17 |
55.462023617 |
56.433510000000005 |
¥3.0万 |
+1.72% |
回到中轨 |
| 12 |
2025-03-24 |
2025-04-24 |
60.738876197999986 |
55.4445 |
¥-15.2万 |
-8.74% |
回到中轨 |
| 13 |
2025-06-23 |
2025-06-26 |
50.575678153 |
55.63431 |
¥15.7万 |
+9.97% |
回到中轨 |
| 14 |
2025-10-15 |
2025-11-03 |
51.71716049499999 |
53.316629999999996 |
¥5.3万 |
+3.06% |
回到中轨 |
| 15 |
2025-12-04 |
2025-12-26 |
46.049800796999996 |
46.71324 |
¥2.6万 |
+1.41% |
回到中轨 |
| 16 |
2026-03-23 |
2026-04-15 |
39.050711699999994 |
39.69027 |
¥2.9万 |
+1.61% |
回到中轨 |
| 17 |
2026-05-28 |
2026-06-02 |
36.547460949999994 |
41.36859 |
¥24.5万 |
+13.16% |
回到中轨 |
| 18 |
2026-07-27 |
2026-08-03 |
34.604938368 |
37.962 |
¥20.1万 |
+9.67% |
回到中轨 |
| 19 |
2026-10-19 |
2026-10-26 |
33.413391010999995 |
36.20376 |
¥19.1万 |
+8.32% |
回到中轨 |
| 20 |
2026-10-30 |
2026-11-13 |
32.34199969 |
34.58 |
¥16.9万 |
+6.89% |
强平 |
逐笔成交记录(共 40 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2022-06-10 |
跌破下轨 |
买入 |
31.06103 |
31700.0 |
¥98.5万 |
|
| 2022-07-14 |
回到中轨 |
卖出 |
35.0649 |
31700.0 |
¥1.11M |
|
| 2022-09-16 |
跌破下轨 |
买入 |
28.78876 |
38600.0 |
¥1.11M |
|
| 2022-10-17 |
回到中轨 |
卖出 |
28.22175 |
38600.0 |
¥1.09M |
|
| 2022-12-21 |
跌破下轨 |
买入 |
35.57554 |
31000.0 |
¥1.10M |
|
| 2023-01-04 |
回到中轨 |
卖出 |
38.811150000000005 |
31000.0 |
¥1.20M |
|
| 2023-03-23 |
跌破下轨 |
买入 |
34.33429999999999 |
34500.0 |
¥1.18M |
|
| 2023-03-27 |
回到中轨 |
卖出 |
45.954 |
34500.0 |
¥1.58M |
|
| 2023-04-27 |
跌破下轨 |
买入 |
39.1391 |
40600.0 |
¥1.59M |
|
| 2023-05-29 |
回到中轨 |
卖出 |
39.1608 |
40600.0 |
¥1.59M |
|
| 2023-06-21 |
跌破下轨 |
买入 |
31.19 |
50700.0 |
¥1.58M |
|
| 2023-08-07 |
回到中轨 |
卖出 |
24.975 |
50700.0 |
¥1.27M |
|
| 2023-08-29 |
跌破下轨 |
买入 |
19.6196 |
65400.0 |
¥1.28M |
|
| 2023-09-05 |
回到中轨 |
卖出 |
23.3766 |
65400.0 |
¥1.53M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
36.046009999999995 |
42100.0 |
¥1.52M |
|
| 2024-02-20 |
回到中轨 |
卖出 |
36.94302 |
42100.0 |
¥1.55M |
|
| 2024-06-28 |
跌破下轨 |
买入 |
35.2352 |
44300.0 |
¥1.56M |
|
| 2024-07-23 |
回到中轨 |
卖出 |
34.95501 |
44300.0 |
¥1.55M |
|
| 2024-11-19 |
跌破下轨 |
买入 |
57.08702999999999 |
27100.0 |
¥1.55M |
|
| 2024-11-29 |
回到中轨 |
卖出 |
63.37655999999999 |
27100.0 |
¥1.72M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
55.445389999999996 |
31100.0 |
¥1.72M |
|
| 2025-01-17 |
回到中轨 |
卖出 |
56.433510000000005 |
31100.0 |
¥1.75M |
|
| 2025-03-24 |
跌破下轨 |
买入 |
60.72065999999999 |
28600.0 |
¥1.74M |
|
| 2025-04-24 |
回到中轨 |
卖出 |
55.4445 |
28600.0 |
¥1.59M |
|
| 2025-06-23 |
跌破下轨 |
买入 |
50.560509999999994 |
31200.0 |
¥1.58M |
|
| 2025-06-26 |
回到中轨 |
卖出 |
55.63431 |
31200.0 |
¥1.74M |
|
| 2025-10-15 |
跌破下轨 |
买入 |
51.701649999999994 |
33700.0 |
¥1.74M |
|
| 2025-11-03 |
回到中轨 |
卖出 |
53.316629999999996 |
33700.0 |
¥1.80M |
|
| 2025-12-04 |
跌破下轨 |
买入 |
46.03599 |
39300.0 |
¥1.81M |
|
| 2025-12-26 |
回到中轨 |
卖出 |
46.71324 |
39300.0 |
¥1.84M |
|
| 2026-03-23 |
跌破下轨 |
买入 |
39.038999999999994 |
46300.0 |
¥1.81M |
|
| 2026-04-15 |
回到中轨 |
卖出 |
39.69027 |
46300.0 |
¥1.84M |
|
| 2026-05-28 |
跌破下轨 |
买入 |
36.5365 |
51000.0 |
¥1.86M |
|
| 2026-06-02 |
回到中轨 |
卖出 |
41.36859 |
51000.0 |
¥2.11M |
|
| 2026-07-27 |
跌破下轨 |
买入 |
34.59456 |
60100.0 |
¥2.08M |
|
| 2026-08-03 |
回到中轨 |
卖出 |
37.962 |
60100.0 |
¥2.28M |
|
| 2026-10-19 |
跌破下轨 |
买入 |
33.403369999999995 |
68700.0 |
¥2.30M |
|
| 2026-10-26 |
回到中轨 |
卖出 |
36.20376 |
68700.0 |
¥2.49M |
|
| 2026-10-30 |
跌破下轨 |
买入 |
32.3323 |
76000.0 |
¥2.46M |
|
| 2026-11-13 |
强平 |
卖出 |
34.58 |
76000 |
¥2.63M |
回测结束强平 |