600009 上海机场 — 布林下轨抄底 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.19M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +18.53%）
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 43 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 |
2015-08-25 |
2015-09-14 |
23.079971914999998 |
28.2717 |
¥21.9万 |
+22.46% |
回到中轨 |
| 2 |
2015-11-30 |
2015-12-08 |
28.63718858 |
30.30966 |
¥7.1万 |
+5.81% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-16 |
27.555784255999995 |
26.963009999999997 |
¥-2.7万 |
-2.18% |
回到中轨 |
| 4 |
2016-04-19 |
2016-05-12 |
28.697266598 |
28.6713 |
¥-1,514 |
-0.12% |
回到中轨 |
| 5 |
2016-06-17 |
2016-07-12 |
26.574509961999993 |
26.54343 |
¥-1,847 |
-0.15% |
回到中轨 |
| 6 |
2016-09-27 |
2016-10-17 |
27.03510809999999 |
27.572400000000002 |
¥2.5万 |
+1.96% |
回到中轨 |
| 7 |
2016-11-03 |
2016-11-28 |
26.804809030999998 |
27.09288 |
¥1.3万 |
+1.04% |
回到中轨 |
| 8 |
2017-06-16 |
2017-06-23 |
35.926654764 |
37.4625 |
¥5.4万 |
+4.24% |
回到中轨 |
| 9 |
2017-07-27 |
2017-08-15 |
36.09687581499999 |
36.84312 |
¥2.7万 |
+2.04% |
回到中轨 |
| 10 |
2018-03-30 |
2018-05-02 |
47.802076322000005 |
49.74021 |
¥5.5万 |
+4.02% |
回到中轨 |
| 11 |
2018-08-07 |
2018-09-20 |
53.910008151999996 |
54.665279999999996 |
¥1.9万 |
+1.37% |
回到中轨 |
| 12 |
2018-10-19 |
2018-10-23 |
49.263974759999996 |
55.26468 |
¥17.2万 |
+12.15% |
回到中轨 |
| 13 |
2018-10-29 |
2018-11-05 |
48.0624144 |
54.29565 |
¥20.7万 |
+12.94% |
回到中轨 |
| 14 |
2019-01-15 |
2019-01-21 |
47.842128333999995 |
49.4505 |
¥6.1万 |
+3.33% |
回到中轨 |
| 15 |
2019-10-09 |
2019-10-18 |
78.09141039699998 |
80.12979 |
¥4.9万 |
+2.58% |
回到中轨 |
| 16 |
2020-01-07 |
2020-02-12 |
75.42262000000001 |
71.928 |
¥-9.0万 |
-4.66% |
回到中轨 |
| 17 |
2020-03-18 |
2020-04-09 |
64.08321919999999 |
64.19 |
¥2,521 |
+0.14% |
回到中轨 |
| 18 |
2020-07-27 |
2020-08-12 |
68.458901511 |
70.929 |
¥6.6万 |
+3.58% |
回到中轨 |
| 19 |
2020-09-23 |
2020-11-10 |
69.450188808 |
77.13279 |
¥21.1万 |
+11.03% |
回到中轨 |
| 20 |
2020-12-11 |
2021-01-04 |
75.29778256 |
75.62429999999999 |
¥8,598 |
+0.40% |
回到中轨 |
| 21 |
2021-02-03 |
2021-03-08 |
57.66488427699999 |
60.60933 |
¥9.7万 |
+5.07% |
回到中轨 |
| 22 |
2021-04-27 |
2021-05-26 |
52.96588499999999 |
49.53042 |
¥-14.4万 |
-6.51% |
回到中轨 |
| 23 |
2021-07-05 |
2021-08-18 |
46.049800796999996 |
38.97099 |
¥-32.1万 |
-15.40% |
回到中轨 |
| 24 |
2021-11-29 |
2021-12-28 |
45.008448484999995 |
45.954 |
¥3.5万 |
+2.07% |
回到中轨 |
| 25 |
2022-03-08 |
2022-03-21 |
51.056302296999995 |
52.12782 |
¥3.7万 |
+2.07% |
回到中轨 |
| 26 |
2022-09-02 |
2022-09-07 |
54.991412475999994 |
57.03291 |
¥6.8万 |
+3.68% |
回到中轨 |
| 27 |
2022-10-13 |
2022-11-02 |
55.18165953299999 |
57.15279 |
¥6.7万 |
+3.54% |
回到中轨 |
| 28 |
2023-02-24 |
2023-04-04 |
59.096743706 |
56.36358 |
¥-9.2万 |
-4.65% |
回到中轨 |
| 29 |
2023-04-25 |
2023-06-16 |
52.618330764999996 |
47.582370000000004 |
¥-18.1万 |
-9.60% |
回到中轨 |
| 30 |
2023-07-20 |
2023-07-31 |
45.01846148799999 |
47.0 |
¥7.4万 |
+4.37% |
回到中轨 |
| 31 |
2023-08-22 |
2023-10-30 |
40.882261 |
36.85311 |
¥-17.4万 |
-9.88% |
回到中轨 |
| 32 |
2023-11-28 |
2024-01-16 |
36.567486955999996 |
32.5674 |
¥-17.6万 |
-10.97% |
回到中轨 |
| 33 |
2024-05-17 |
2024-07-04 |
35.696355694999994 |
33.33663 |
¥-9.5万 |
-6.64% |
回到中轨 |
| 34 |
2024-08-23 |
2024-09-25 |
32.832636836999995 |
32.42754 |
¥-1.7万 |
-1.26% |
回到中轨 |
| 35 |
2025-01-02 |
2025-01-27 |
34.294535274999994 |
33.32664 |
¥-3.8万 |
-2.85% |
回到中轨 |
| 36 |
2025-02-19 |
2025-03-17 |
32.632376777000005 |
32.58 |
¥-2,436 |
-0.19% |
回到中轨 |
| 37 |
2025-04-08 |
2025-04-10 |
30.539659149999995 |
33.1668 |
¥10.9万 |
+8.57% |
回到中轨 |
| 38 |
2025-06-16 |
2025-07-10 |
32.089624 |
31.6683 |
¥-1.9万 |
-1.34% |
回到中轨 |
| 39 |
2025-10-14 |
2025-10-31 |
31.611050470999995 |
31.918049999999997 |
¥1.3万 |
+0.94% |
回到中轨 |
| 40 |
2025-12-16 |
2025-12-19 |
30.759945215999995 |
32.996970000000005 |
¥10.0万 |
+7.24% |
回到中轨 |
| 41 |
2026-01-19 |
2026-02-11 |
31.430816417 |
31.30866 |
¥-6,183 |
-0.42% |
回到中轨 |
| 42 |
2026-03-03 |
2026-07-16 |
30.008969990999994 |
23.38659 |
¥-32.6万 |
-22.09% |
回到中轨 |
| 43 |
2026-09-18 |
2026-10-14 |
22.549282755999993 |
23.216759999999997 |
¥3.4万 |
+2.93% |
回到中轨 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-08-25 |
跌破下轨 |
买入 |
23.07305 |
42200.0 |
¥97.4万 |
|
| 2015-09-14 |
回到中轨 |
卖出 |
28.2717 |
42200.0 |
¥1.19M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
28.6286 |
42500.0 |
¥1.22M |
|
| 2015-12-08 |
回到中轨 |
卖出 |
30.30966 |
42500.0 |
¥1.29M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
27.547519999999995 |
45400.0 |
¥1.25M |
|
| 2016-02-16 |
回到中轨 |
卖出 |
26.963009999999997 |
45400.0 |
¥1.22M |
|
| 2016-04-19 |
跌破下轨 |
买入 |
28.68866 |
43800.0 |
¥1.26M |
|
| 2016-05-12 |
回到中轨 |
卖出 |
28.6713 |
43800.0 |
¥1.26M |
|
| 2016-06-17 |
跌破下轨 |
买入 |
26.566539999999993 |
47300.0 |
¥1.26M |
|
| 2016-07-12 |
回到中轨 |
卖出 |
26.54343 |
47300.0 |
¥1.26M |
|
| 2016-09-27 |
跌破下轨 |
买入 |
27.026999999999994 |
46500.0 |
¥1.26M |
|
| 2016-10-17 |
回到中轨 |
卖出 |
27.572400000000002 |
46500.0 |
¥1.28M |
|
| 2016-11-03 |
跌破下轨 |
买入 |
26.79677 |
47600.0 |
¥1.28M |
|
| 2016-11-28 |
回到中轨 |
卖出 |
27.09288 |
47600.0 |
¥1.29M |
|
| 2017-06-16 |
跌破下轨 |
买入 |
35.91588 |
35700.0 |
¥1.28M |
|
| 2017-06-23 |
回到中轨 |
卖出 |
37.4625 |
35700.0 |
¥1.34M |
|
| 2017-07-27 |
跌破下轨 |
买入 |
36.08604999999999 |
37000.0 |
¥1.34M |
|
| 2017-08-15 |
回到中轨 |
卖出 |
36.84312 |
37000.0 |
¥1.36M |
|
| 2018-03-30 |
跌破下轨 |
买入 |
47.78774 |
28800.0 |
¥1.38M |
|
| 2018-05-02 |
回到中轨 |
卖出 |
49.74021 |
28800.0 |
¥1.43M |
|
| 2018-08-07 |
跌破下轨 |
买入 |
53.89384 |
26000.0 |
¥1.40M |
|
| 2018-09-20 |
回到中轨 |
卖出 |
54.665279999999996 |
26000.0 |
¥1.42M |
|
| 2018-10-19 |
跌破下轨 |
买入 |
49.2492 |
28800.0 |
¥1.42M |
|
| 2018-10-23 |
回到中轨 |
卖出 |
55.26468 |
28800.0 |
¥1.59M |
|
| 2018-10-29 |
跌破下轨 |
买入 |
48.047999999999995 |
33300.0 |
¥1.60M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
54.29565 |
33300.0 |
¥1.81M |
|
| 2019-01-15 |
跌破下轨 |
买入 |
47.82778 |
38100.0 |
¥1.82M |
|
| 2019-01-21 |
回到中轨 |
卖出 |
49.4505 |
38100.0 |
¥1.88M |
|
| 2019-10-09 |
跌破下轨 |
买入 |
78.06798999999998 |
24200.0 |
¥1.89M |
|
| 2019-10-18 |
回到中轨 |
卖出 |
80.12979 |
24200.0 |
¥1.94M |
|
| 2020-01-07 |
跌破下轨 |
买入 |
75.4 |
25600.0 |
¥1.93M |
|
| 2020-02-12 |
回到中轨 |
卖出 |
71.928 |
25600.0 |
¥1.84M |
|
| 2020-03-18 |
跌破下轨 |
买入 |
64.064 |
28800.0 |
¥1.85M |
|
| 2020-04-09 |
回到中轨 |
卖出 |
64.19 |
28800.0 |
¥1.85M |
|
| 2020-07-27 |
跌破下轨 |
买入 |
68.43836999999999 |
27000.0 |
¥1.85M |
|
| 2020-08-12 |
回到中轨 |
卖出 |
70.929 |
27000.0 |
¥1.91M |
|
| 2020-09-23 |
跌破下轨 |
买入 |
69.42935999999999 |
27600.0 |
¥1.92M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
77.13279 |
27600.0 |
¥2.13M |
|
| 2020-12-11 |
跌破下轨 |
买入 |
75.27520000000001 |
28300.0 |
¥2.13M |
|
| 2021-01-04 |
回到中轨 |
卖出 |
75.62429999999999 |
28300.0 |
¥2.14M |
|
| 2021-02-03 |
跌破下轨 |
买入 |
57.647589999999994 |
33300.0 |
¥1.92M |
|
| 2021-03-08 |
回到中轨 |
卖出 |
60.60933 |
33300.0 |
¥2.02M |
|
| 2021-04-27 |
跌破下轨 |
买入 |
52.95 |
41800.0 |
¥2.21M |
|
| 2021-05-26 |
回到中轨 |
卖出 |
49.53042 |
41800.0 |
¥2.07M |
|
| 2021-07-05 |
跌破下轨 |
买入 |
46.03599 |
45300.0 |
¥2.09M |
|
| 2021-08-18 |
回到中轨 |
卖出 |
38.97099 |
45300.0 |
¥1.76M |
|
| 2021-11-29 |
跌破下轨 |
买入 |
44.994949999999996 |
37400.0 |
¥1.68M |
|
| 2021-12-28 |
回到中轨 |
卖出 |
45.954 |
37400.0 |
¥1.72M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
51.040989999999994 |
35300.0 |
¥1.80M |
|
| 2022-03-21 |
回到中轨 |
卖出 |
52.12782 |
35300.0 |
¥1.84M |
|
| 2022-09-02 |
跌破下轨 |
买入 |
54.97492 |
33500.0 |
¥1.84M |
|
| 2022-09-07 |
回到中轨 |
卖出 |
57.03291 |
33500.0 |
¥1.91M |
|
| 2022-10-13 |
跌破下轨 |
买入 |
55.16510999999999 |
34200.0 |
¥1.89M |
|
| 2022-11-02 |
回到中轨 |
卖出 |
57.15279 |
34200.0 |
¥1.95M |
|
| 2023-02-24 |
跌破下轨 |
买入 |
59.07902 |
33300.0 |
¥1.97M |
|
| 2023-04-04 |
回到中轨 |
卖出 |
56.36358 |
33300.0 |
¥1.88M |
|
| 2023-04-25 |
跌破下轨 |
买入 |
52.602549999999994 |
35800.0 |
¥1.88M |
|
| 2023-06-16 |
回到中轨 |
卖出 |
47.582370000000004 |
35800.0 |
¥1.70M |
|
| 2023-07-20 |
跌破下轨 |
买入 |
45.00496 |
37800.0 |
¥1.70M |
|
| 2023-07-31 |
回到中轨 |
卖出 |
47.0 |
37800.0 |
¥1.78M |
|
| 2023-08-22 |
跌破下轨 |
买入 |
40.87 |
43000.0 |
¥1.76M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
36.85311 |
43000.0 |
¥1.58M |
|
| 2023-11-28 |
跌破下轨 |
买入 |
36.55652 |
43800.0 |
¥1.60M |
|
| 2024-01-16 |
回到中轨 |
卖出 |
32.5674 |
43800.0 |
¥1.43M |
|
| 2024-05-17 |
跌破下轨 |
买入 |
35.685649999999995 |
39900.0 |
¥1.42M |
|
| 2024-07-04 |
回到中轨 |
卖出 |
33.33663 |
39900.0 |
¥1.33M |
|
| 2024-08-23 |
跌破下轨 |
买入 |
32.82279 |
40600.0 |
¥1.33M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
32.42754 |
40600.0 |
¥1.32M |
|
| 2025-01-02 |
跌破下轨 |
买入 |
34.28424999999999 |
38500.0 |
¥1.32M |
|
| 2025-01-27 |
回到中轨 |
卖出 |
33.32664 |
38500.0 |
¥1.28M |
|
| 2025-02-19 |
跌破下轨 |
买入 |
32.62259 |
39200.0 |
¥1.28M |
|
| 2025-03-17 |
回到中轨 |
卖出 |
32.58 |
39200.0 |
¥1.28M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
30.530499999999996 |
41600.0 |
¥1.27M |
|
| 2025-04-10 |
回到中轨 |
卖出 |
33.1668 |
41600.0 |
¥1.38M |
|
| 2025-06-16 |
跌破下轨 |
买入 |
32.08 |
43100.0 |
¥1.38M |
|
| 2025-07-10 |
回到中轨 |
卖出 |
31.6683 |
43100.0 |
¥1.36M |
|
| 2025-10-14 |
跌破下轨 |
买入 |
31.60156999999999 |
43300.0 |
¥1.37M |
|
| 2025-10-31 |
回到中轨 |
卖出 |
31.918049999999997 |
43300.0 |
¥1.38M |
|
| 2025-12-16 |
跌破下轨 |
买入 |
30.750719999999998 |
44800.0 |
¥1.38M |
|
| 2025-12-19 |
回到中轨 |
卖出 |
32.996970000000005 |
44800.0 |
¥1.48M |
|
| 2026-01-19 |
跌破下轨 |
买入 |
31.421389999999995 |
47000.0 |
¥1.48M |
|
| 2026-02-11 |
回到中轨 |
卖出 |
31.30866 |
47000.0 |
¥1.47M |
|
| 2026-03-03 |
跌破下轨 |
买入 |
29.999969999999994 |
49100.0 |
¥1.47M |
|
| 2026-07-16 |
回到中轨 |
卖出 |
23.38659 |
49100.0 |
¥1.15M |
|
| 2026-09-18 |
跌破下轨 |
买入 |
22.542519999999996 |
51000.0 |
¥1.15M |
|
| 2026-10-14 |
回到中轨 |
卖出 |
23.216759999999997 |
51000.0 |
¥1.18M |
|