600010 包钢股份 — 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: ¥66.8万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -33.20%）
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 44 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 |
2015-06-23 |
2015-07-14 |
6.0178148029999985 |
5.43456 |
¥-9.7万 |
-9.72% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-22 |
3.5846550739999996 |
3.88611 |
¥6.9万 |
+8.38% |
回到中轨 |
| 3 |
2015-12-02 |
2015-12-22 |
3.744863122 |
3.83616 |
¥2.3万 |
+2.41% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-23 |
3.1941479569999998 |
3.05694 |
¥-4.2万 |
-4.32% |
回到中轨 |
| 5 |
2016-05-10 |
2016-06-01 |
2.8236668459999996 |
3.0069899999999996 |
¥6.1万 |
+6.46% |
回到中轨 |
| 6 |
2016-08-01 |
2016-08-15 |
2.8236668459999996 |
2.8871100000000003 |
¥2.2万 |
+2.22% |
回到中轨 |
| 7 |
2016-09-14 |
2016-10-12 |
2.7836148339999993 |
2.80719 |
¥8,416 |
+0.82% |
回到中轨 |
| 8 |
2016-12-13 |
2017-01-06 |
2.873731861 |
2.84 |
¥-1.2万 |
-1.20% |
回到中轨 |
| 9 |
2017-03-20 |
2017-04-06 |
3.0739919209999997 |
3.07692 |
¥672 |
+0.07% |
回到中轨 |
| 10 |
2017-06-01 |
2017-06-28 |
2.1728216509999996 |
2.17782 |
¥2,043 |
+0.20% |
回到中轨 |
| 11 |
2017-10-19 |
2017-10-27 |
2.5707709999999997 |
2.65 |
¥3.1万 |
+3.05% |
回到中轨 |
| 12 |
2017-12-26 |
2018-01-09 |
2.40312072 |
2.53746 |
¥5.9万 |
+5.56% |
回到中轨 |
| 13 |
2018-03-20 |
2018-05-22 |
2.262938678 |
2.0479499999999997 |
¥-10.7万 |
-9.53% |
回到中轨 |
| 14 |
2018-05-29 |
2018-07-17 |
1.7422625219999999 |
1.53846 |
¥-11.5万 |
-11.72% |
回到中轨 |
| 15 |
2018-12-27 |
2019-01-14 |
1.5019504499999998 |
1.52 |
¥1.1万 |
+1.17% |
回到中轨 |
| 16 |
2019-04-29 |
2019-05-17 |
1.7322495189999998 |
1.72827 |
¥-2,370 |
-0.26% |
回到中轨 |
| 17 |
2019-07-09 |
2019-09-03 |
1.6221064859999998 |
1.50849 |
¥-6.4万 |
-7.03% |
回到中轨 |
| 18 |
2019-10-31 |
2019-11-26 |
1.420426 |
1.3386600000000002 |
¥-4.9万 |
-5.78% |
回到中轨 |
| 19 |
2020-02-03 |
2020-02-21 |
1.131469339 |
1.21 |
¥5.0万 |
+6.91% |
回到中轨 |
| 20 |
2020-03-17 |
2020-04-08 |
1.1514953449999996 |
1.14885 |
¥-2,201 |
-0.26% |
回到中轨 |
| 21 |
2020-04-22 |
2020-05-08 |
1.121456336 |
1.1288699999999998 |
¥5,333 |
+0.63% |
回到中轨 |
| 22 |
2021-01-14 |
2021-01-21 |
1.1414823419999998 |
1.18881 |
¥3.5万 |
+4.11% |
回到中轨 |
| 23 |
2021-04-28 |
2021-05-10 |
1.4919374469999995 |
1.74825 |
¥15.2万 |
+17.14% |
回到中轨 |
| 24 |
2021-06-18 |
2021-06-28 |
1.542002462 |
1.5884100000000003 |
¥3.1万 |
+2.98% |
回到中轨 |
| 25 |
2021-09-28 |
2021-11-24 |
3.0940179269999994 |
2.7 |
¥-13.2万 |
-12.76% |
回到中轨 |
| 26 |
2022-01-24 |
2022-02-17 |
2.453185735 |
2.56743 |
¥4.3万 |
+4.63% |
回到中轨 |
| 27 |
2022-03-15 |
2022-04-07 |
2.290687 |
2.2977 |
¥2,678 |
+0.28% |
回到中轨 |
| 28 |
2022-04-21 |
2022-05-23 |
2.130639 |
1.91808 |
¥-9.8万 |
-10.00% |
回到中轨 |
| 29 |
2022-08-31 |
2022-10-27 |
2.0326396089999994 |
1.8781199999999998 |
¥-6.7万 |
-7.63% |
回到中轨 |
| 30 |
2022-10-31 |
2022-11-03 |
1.782314534 |
1.8381600000000002 |
¥2.5万 |
+3.10% |
回到中轨 |
| 31 |
2022-12-23 |
2023-01-10 |
1.872431561 |
1.93806 |
¥2.9万 |
+3.47% |
回到中轨 |
| 32 |
2023-03-14 |
2023-04-17 |
1.9625485879999998 |
1.8981 |
¥-2.9万 |
-3.31% |
回到中轨 |
| 33 |
2023-04-24 |
2023-05-10 |
1.840552 |
1.86813 |
¥1.2万 |
+1.47% |
回到中轨 |
| 34 |
2023-06-27 |
2023-07-05 |
1.7823145339999997 |
1.81 |
¥1.3万 |
+1.52% |
回到中轨 |
| 35 |
2023-09-22 |
2023-11-07 |
1.7422625219999999 |
1.6383599999999998 |
¥-5.2万 |
-5.99% |
回到中轨 |
| 36 |
2023-11-28 |
2024-01-12 |
1.5620284679999998 |
1.42857 |
¥-7.0万 |
-8.57% |
回到中轨 |
| 37 |
2024-05-24 |
2024-07-02 |
1.5720414710000001 |
1.4385599999999998 |
¥-6.4万 |
-8.52% |
回到中轨 |
| 38 |
2024-09-10 |
2024-09-25 |
1.40042 |
1.45854 |
¥2.8万 |
+4.12% |
回到中轨 |
| 39 |
2025-04-01 |
2025-04-22 |
1.7923275369999996 |
1.7982 |
¥2,116 |
+0.30% |
回到中轨 |
| 40 |
2025-12-17 |
2025-12-29 |
2.3130036929999997 |
2.4075900000000003 |
¥2.9万 |
+4.06% |
回到中轨 |
| 41 |
2026-05-19 |
2026-06-17 |
2.593367776999999 |
2.43756 |
¥-4.5万 |
-6.04% |
回到中轨 |
| 42 |
2026-06-29 |
2026-07-24 |
2.212873663 |
2.1978 |
¥-4,935 |
-0.71% |
回到中轨 |
| 43 |
2026-09-14 |
2026-10-14 |
2.142782642 |
2.11788 |
¥-8,216 |
-1.19% |
回到中轨 |
| 44 |
2026-10-29 |
2026-11-13 |
2.0226266059999998 |
1.97 |
¥-1.8万 |
-2.63% |
强平 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
跌破下轨 |
买入 |
6.016009999999999 |
166100.0 |
¥100.0万 |
|
| 2015-07-14 |
回到中轨 |
卖出 |
5.43456 |
166100.0 |
¥90.2万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
3.5835799999999995 |
228300.0 |
¥81.8万 |
|
| 2015-09-22 |
回到中轨 |
卖出 |
3.88611 |
228300.0 |
¥88.7万 |
|
| 2015-12-02 |
跌破下轨 |
买入 |
3.74374 |
258100.0 |
¥96.7万 |
|
| 2015-12-22 |
回到中轨 |
卖出 |
3.83616 |
258100.0 |
¥99.0万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
3.1931899999999995 |
304100.0 |
¥97.1万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
3.05694 |
304100.0 |
¥92.9万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
2.8228199999999997 |
336700.0 |
¥95.1万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
3.0069899999999996 |
336700.0 |
¥1.01M |
|
| 2016-08-01 |
跌破下轨 |
买入 |
2.8228199999999997 |
358400.0 |
¥1.01M |
|
| 2016-08-15 |
回到中轨 |
卖出 |
2.8871100000000003 |
358400.0 |
¥1.03M |
|
| 2016-09-14 |
跌破下轨 |
买入 |
2.7827799999999994 |
370200.0 |
¥1.03M |
|
| 2016-10-12 |
回到中轨 |
卖出 |
2.80719 |
370200.0 |
¥1.04M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
2.87287 |
360300.0 |
¥1.04M |
|
| 2017-01-06 |
回到中轨 |
卖出 |
2.84 |
360300.0 |
¥1.02M |
|
| 2017-03-20 |
跌破下轨 |
买入 |
3.0730699999999995 |
335200.0 |
¥1.03M |
|
| 2017-04-06 |
回到中轨 |
卖出 |
3.07692 |
335200.0 |
¥1.03M |
|
| 2017-06-01 |
跌破下轨 |
买入 |
2.1721699999999995 |
470200.0 |
¥1.02M |
|
| 2017-06-28 |
回到中轨 |
卖出 |
2.17782 |
470200.0 |
¥1.02M |
|
| 2017-10-19 |
跌破下轨 |
买入 |
2.57 |
399900.0 |
¥1.03M |
|
| 2017-10-27 |
回到中轨 |
卖出 |
2.65 |
399900.0 |
¥1.06M |
|
| 2017-12-26 |
跌破下轨 |
买入 |
2.4023999999999996 |
441000.0 |
¥1.06M |
|
| 2018-01-09 |
回到中轨 |
卖出 |
2.53746 |
441000.0 |
¥1.12M |
|
| 2018-03-20 |
跌破下轨 |
买入 |
2.2622599999999995 |
494100.0 |
¥1.12M |
|
| 2018-05-22 |
回到中轨 |
卖出 |
2.0479499999999997 |
494100.0 |
¥1.01M |
|
| 2018-05-29 |
跌破下轨 |
买入 |
1.7417399999999998 |
561000.0 |
¥97.7万 |
|
| 2018-07-17 |
回到中轨 |
卖出 |
1.53846 |
561000.0 |
¥86.3万 |
|
| 2018-12-27 |
跌破下轨 |
买入 |
1.5014999999999998 |
596900.0 |
¥89.7万 |
|
| 2019-01-14 |
回到中轨 |
卖出 |
1.52 |
596900.0 |
¥90.7万 |
|
| 2019-04-29 |
跌破下轨 |
买入 |
1.7317299999999998 |
527000.0 |
¥91.3万 |
|
| 2019-05-17 |
回到中轨 |
卖出 |
1.72827 |
527000.0 |
¥91.1万 |
|
| 2019-07-09 |
跌破下轨 |
买入 |
1.6216199999999998 |
561400.0 |
¥91.1万 |
|
| 2019-09-03 |
回到中轨 |
卖出 |
1.50849 |
561400.0 |
¥84.7万 |
|
| 2019-10-31 |
跌破下轨 |
买入 |
1.42 |
595500.0 |
¥84.6万 |
|
| 2019-11-26 |
回到中轨 |
卖出 |
1.3386600000000002 |
595500.0 |
¥79.7万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
1.1311299999999997 |
637400.0 |
¥72.1万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
1.21 |
637400.0 |
¥77.1万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
1.1511499999999997 |
736100.0 |
¥84.8万 |
|
| 2020-04-08 |
回到中轨 |
卖出 |
1.14885 |
736100.0 |
¥84.5万 |
|
| 2020-04-22 |
跌破下轨 |
买入 |
1.12112 |
753800.0 |
¥84.5万 |
|
| 2020-05-08 |
回到中轨 |
卖出 |
1.1288699999999998 |
753800.0 |
¥85.1万 |
|
| 2021-01-14 |
跌破下轨 |
买入 |
1.1411399999999998 |
745300.0 |
¥85.1万 |
|
| 2021-01-21 |
回到中轨 |
卖出 |
1.18881 |
745300.0 |
¥88.6万 |
|
| 2021-04-28 |
跌破下轨 |
买入 |
1.4914899999999998 |
593600.0 |
¥88.6万 |
|
| 2021-05-10 |
回到中轨 |
卖出 |
1.74825 |
593600.0 |
¥1.04M |
|
| 2021-06-18 |
跌破下轨 |
买入 |
1.54154 |
668300.0 |
¥1.03M |
|
| 2021-06-28 |
回到中轨 |
卖出 |
1.5884100000000003 |
668300.0 |
¥1.06M |
|
| 2021-09-28 |
跌破下轨 |
买入 |
3.0930899999999997 |
333200.0 |
¥1.03M |
|
| 2021-11-24 |
回到中轨 |
卖出 |
2.7 |
333200.0 |
¥89.9万 |
|
| 2022-01-24 |
跌破下轨 |
买入 |
2.45245 |
380200.0 |
¥93.3万 |
|
| 2022-02-17 |
回到中轨 |
卖出 |
2.56743 |
380200.0 |
¥97.6万 |
|
| 2022-03-15 |
跌破下轨 |
买入 |
2.29 |
423500.0 |
¥97.0万 |
|
| 2022-04-07 |
回到中轨 |
卖出 |
2.2977 |
423500.0 |
¥97.3万 |
|
| 2022-04-21 |
跌破下轨 |
买入 |
2.13 |
458400.0 |
¥97.7万 |
|
| 2022-05-23 |
回到中轨 |
卖出 |
1.91808 |
458400.0 |
¥87.9万 |
|
| 2022-08-31 |
跌破下轨 |
买入 |
2.03203 |
433100.0 |
¥88.0万 |
|
| 2022-10-27 |
回到中轨 |
卖出 |
1.8781199999999998 |
433100.0 |
¥81.3万 |
|
| 2022-10-31 |
跌破下轨 |
买入 |
1.78178 |
456200.0 |
¥81.3万 |
|
| 2022-11-03 |
回到中轨 |
卖出 |
1.8381600000000002 |
456200.0 |
¥83.8万 |
|
| 2022-12-23 |
跌破下轨 |
买入 |
1.8718700000000001 |
447700.0 |
¥83.8万 |
|
| 2023-01-10 |
回到中轨 |
卖出 |
1.93806 |
447700.0 |
¥86.7万 |
|
| 2023-03-14 |
跌破下轨 |
买入 |
1.9619599999999997 |
444300.0 |
¥87.2万 |
|
| 2023-04-17 |
回到中轨 |
卖出 |
1.8981 |
444300.0 |
¥84.3万 |
|
| 2023-04-24 |
跌破下轨 |
买入 |
1.84 |
457600.0 |
¥84.2万 |
|
| 2023-05-10 |
回到中轨 |
卖出 |
1.86813 |
457600.0 |
¥85.5万 |
|
| 2023-06-27 |
跌破下轨 |
买入 |
1.78178 |
479900.0 |
¥85.5万 |
|
| 2023-07-05 |
回到中轨 |
卖出 |
1.81 |
479900.0 |
¥86.8万 |
|
| 2023-09-22 |
跌破下轨 |
买入 |
1.7417399999999998 |
498400.0 |
¥86.8万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
1.6383599999999998 |
498400.0 |
¥81.6万 |
|
| 2023-11-28 |
跌破下轨 |
买入 |
1.5615599999999998 |
522700.0 |
¥81.6万 |
|
| 2024-01-12 |
回到中轨 |
卖出 |
1.42857 |
522700.0 |
¥74.6万 |
|
| 2024-05-24 |
跌破下轨 |
买入 |
1.57157 |
475000.0 |
¥74.7万 |
|
| 2024-07-02 |
回到中轨 |
卖出 |
1.4385599999999998 |
475000.0 |
¥68.3万 |
|
| 2024-09-10 |
跌破下轨 |
买入 |
1.4 |
487400.0 |
¥68.3万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
1.45854 |
487400.0 |
¥71.1万 |
|
| 2025-04-01 |
跌破下轨 |
买入 |
1.7917899999999998 |
396800.0 |
¥71.1万 |
|
| 2025-04-22 |
回到中轨 |
卖出 |
1.7982 |
396800.0 |
¥71.3万 |
|
| 2025-12-17 |
跌破下轨 |
买入 |
2.3123099999999996 |
307100.0 |
¥71.0万 |
|
| 2025-12-29 |
回到中轨 |
卖出 |
2.4075900000000003 |
307100.0 |
¥73.9万 |
|
| 2026-05-19 |
跌破下轨 |
买入 |
2.5925899999999995 |
286100.0 |
¥74.2万 |
|
| 2026-06-17 |
回到中轨 |
卖出 |
2.43756 |
286100.0 |
¥69.7万 |
|
| 2026-06-29 |
跌破下轨 |
买入 |
2.21221 |
313700.0 |
¥69.4万 |
|
| 2026-07-24 |
回到中轨 |
卖出 |
2.1978 |
313700.0 |
¥68.9万 |
|
| 2026-09-14 |
跌破下轨 |
买入 |
2.14214 |
321700.0 |
¥68.9万 |
|
| 2026-10-14 |
回到中轨 |
卖出 |
2.11788 |
321700.0 |
¥68.1万 |
|
| 2026-10-29 |
跌破下轨 |
买入 |
2.02202 |
336600.0 |
¥68.1万 |
|
| 2026-11-13 |
强平 |
卖出 |
1.97 |
336600 |
¥66.3万 |
回测结束强平 |