600011 华能国际 — 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: ¥1.17M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +17.05%）
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 |
2015-02-06 |
2015-03-03 |
7.562268 |
7.76223 |
¥2.6万 |
+2.61% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-07 |
9.382183810999997 |
10.12986 |
¥7.8万 |
+7.94% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-22 |
8.781403630999998 |
9.1908 |
¥5.1万 |
+4.63% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-19 |
8.010402399999998 |
6.96303 |
¥-14.7万 |
-13.10% |
回到中轨 |
| 5 |
2016-04-29 |
2016-06-01 |
7.519765252999999 |
7.50249 |
¥-2,607 |
-0.26% |
回到中轨 |
| 6 |
2016-09-22 |
2016-10-19 |
7.129258136 |
7.13 |
¥-197 |
-0.02% |
回到中轨 |
| 7 |
2017-03-23 |
2017-04-11 |
7.50225 |
7.4225699999999994 |
¥-1.1万 |
-1.09% |
回到中轨 |
| 8 |
2017-07-03 |
2017-07-21 |
7.3094921899999985 |
7.35264 |
¥5,531 |
+0.56% |
回到中轨 |
| 9 |
2017-08-11 |
2017-08-21 |
7.032109 |
7.17282 |
¥2.0万 |
+1.97% |
回到中轨 |
| 10 |
2017-10-17 |
2017-11-09 |
6.878933061 |
6.91308 |
¥4,753 |
+0.47% |
回到中轨 |
| 11 |
2017-12-29 |
2018-01-22 |
6.20806186 |
6.293699999999999 |
¥1.4万 |
+1.35% |
回到中轨 |
| 12 |
2018-02-12 |
2018-02-28 |
5.837580748999999 |
6.18381 |
¥6.1万 |
+5.90% |
回到中轨 |
| 13 |
2018-04-04 |
2018-05-04 |
6.368269907999999 |
6.36363 |
¥-1,123 |
-0.10% |
回到中轨 |
| 14 |
2018-06-20 |
2018-07-03 |
6.107931829999999 |
6.50349 |
¥6.9万 |
+6.44% |
回到中轨 |
| 15 |
2018-08-16 |
2018-08-28 |
6.838881048999999 |
7.392600000000002 |
¥9.4万 |
+8.06% |
回到中轨 |
| 16 |
2018-10-12 |
2018-11-05 |
6.808842039999998 |
6.61338 |
¥-3.6万 |
-2.90% |
回到中轨 |
| 17 |
2019-01-04 |
2019-02-14 |
6.908972069999999 |
6.793199999999999 |
¥-2.1万 |
-1.71% |
回到中轨 |
| 18 |
2019-04-29 |
2019-05-06 |
6.498438946999999 |
6.65334 |
¥2.8万 |
+2.35% |
回到中轨 |
| 19 |
2019-05-20 |
2019-06-03 |
6.107931829999999 |
6.473520000000001 |
¥7.3万 |
+5.95% |
回到中轨 |
| 20 |
2019-06-28 |
2019-07-17 |
6.261878 |
6.363630000000001 |
¥2.0万 |
+1.59% |
回到中轨 |
| 21 |
2019-08-29 |
2019-10-24 |
6.3519049999999995 |
5.994000000000001 |
¥-7.5万 |
-5.66% |
回到中轨 |
| 22 |
2019-11-15 |
2019-11-21 |
5.531659 |
5.71428 |
¥4.1万 |
+3.27% |
回到中轨 |
| 23 |
2020-01-22 |
2020-03-06 |
5.4470736319999995 |
4.90509 |
¥-12.8万 |
-9.98% |
回到中轨 |
| 24 |
2020-03-16 |
2020-03-31 |
4.686085403999999 |
4.67532 |
¥-3,014 |
-0.26% |
回到中轨 |
| 25 |
2020-09-25 |
2020-11-09 |
5.366969608000001 |
5.14485 |
¥-4.8万 |
-4.17% |
回到中轨 |
| 26 |
2020-12-07 |
2021-01-20 |
4.946423481999999 |
4.55544 |
¥-8.8万 |
-7.93% |
回到中轨 |
| 27 |
2021-01-27 |
2021-02-23 |
4.285565284 |
4.24575 |
¥-9,796 |
-0.96% |
回到中轨 |
| 28 |
2022-01-11 |
2022-01-25 |
7.699999307 |
8.36163 |
¥8.6万 |
+8.56% |
回到中轨 |
| 29 |
2022-03-28 |
2022-04-25 |
6.999089096999999 |
6.6933 |
¥-4.8万 |
-4.40% |
回到中轨 |
| 30 |
2022-06-10 |
2022-06-21 |
6.40832192 |
7.1128800000000005 |
¥11.3万 |
+10.96% |
回到中轨 |
| 31 |
2022-10-28 |
2022-11-17 |
7.209362159999999 |
7.1928 |
¥-3,008 |
-0.26% |
回到中轨 |
| 32 |
2023-07-26 |
2023-08-08 |
8.561117565 |
9.11088 |
¥7.3万 |
+6.39% |
回到中轨 |
| 33 |
2023-08-29 |
2023-09-13 |
8.220675462999997 |
8.42157 |
¥3.0万 |
+2.41% |
回到中轨 |
| 34 |
2023-11-27 |
2023-12-01 |
7.379583210999998 |
7.71228 |
¥5.6万 |
+4.48% |
回到中轨 |
| 35 |
2024-05-20 |
2024-05-30 |
8.81144264 |
9.11088 |
¥4.4万 |
+3.37% |
回到中轨 |
| 36 |
2024-07-15 |
2024-09-25 |
8.621195583 |
6.9430499999999995 |
¥-26.3万 |
-19.49% |
回到中轨 |
| 37 |
2024-11-25 |
2024-12-09 |
7.0091021 |
7.2727200000000005 |
¥4.1万 |
+3.73% |
回到中轨 |
| 38 |
2024-12-27 |
2025-02-06 |
6.788816033999998 |
6.5134799999999995 |
¥-4.7万 |
-4.08% |
回到中轨 |
| 39 |
2025-06-30 |
2025-07-03 |
7.039141109000001 |
7.392600000000001 |
¥5.5万 |
+4.99% |
回到中轨 |
| 40 |
2025-12-30 |
2026-02-27 |
7.629908285999999 |
7.092899999999999 |
¥-8.1万 |
-7.07% |
回到中轨 |
| 41 |
2026-03-31 |
2026-04-27 |
7.169310147999999 |
6.97302 |
¥-3.0万 |
-2.77% |
回到中轨 |
| 42 |
2026-07-08 |
2026-07-21 |
6.768790027999999 |
7.38261 |
¥9.3万 |
+9.04% |
回到中轨 |
| 43 |
2026-08-20 |
2026-09-04 |
6.668659997999999 |
6.87312 |
¥3.4万 |
+3.04% |
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 |
|---|
| 2015-02-06 |
跌破下轨 |
买入 |
7.56 |
131400.0 |
¥99.4万 |
|
| 2015-03-03 |
回到中轨 |
卖出 |
7.76223 |
131400.0 |
¥1.02M |
|
| 2015-08-24 |
跌破下轨 |
买入 |
9.379369999999998 |
105300.0 |
¥98.8万 |
|
| 2015-09-07 |
回到中轨 |
卖出 |
10.12986 |
105300.0 |
¥1.07M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
8.778769999999998 |
125300.0 |
¥1.10M |
|
| 2015-12-22 |
回到中轨 |
卖出 |
9.1908 |
125300.0 |
¥1.15M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
8.008 |
139700.0 |
¥1.12M |
|
| 2016-02-19 |
回到中轨 |
卖出 |
6.96303 |
139700.0 |
¥97.2万 |
|
| 2016-04-29 |
跌破下轨 |
买入 |
7.517509999999999 |
133500.0 |
¥1.00M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
7.50249 |
133500.0 |
¥1.00M |
|
| 2016-09-22 |
跌破下轨 |
买入 |
7.12712 |
140800.0 |
¥1.00M |
|
| 2016-10-19 |
回到中轨 |
卖出 |
7.13 |
140800.0 |
¥1.00M |
|
| 2017-03-23 |
跌破下轨 |
买入 |
7.5 |
133600.0 |
¥1.00M |
|
| 2017-04-11 |
回到中轨 |
卖出 |
7.4225699999999994 |
133600.0 |
¥99.1万 |
|
| 2017-07-03 |
跌破下轨 |
买入 |
7.307299999999999 |
135100.0 |
¥98.8万 |
|
| 2017-07-21 |
回到中轨 |
卖出 |
7.35264 |
135100.0 |
¥99.3万 |
|
| 2017-08-11 |
跌破下轨 |
买入 |
7.03 |
141800.0 |
¥99.7万 |
|
| 2017-08-21 |
回到中轨 |
卖出 |
7.17282 |
141800.0 |
¥1.02M |
|
| 2017-10-17 |
跌破下轨 |
买入 |
6.876869999999999 |
148200.0 |
¥1.02M |
|
| 2017-11-09 |
回到中轨 |
卖出 |
6.91308 |
148200.0 |
¥1.02M |
|
| 2017-12-29 |
跌破下轨 |
买入 |
6.2062 |
164700.0 |
¥1.02M |
|
| 2018-01-22 |
回到中轨 |
卖出 |
6.293699999999999 |
164700.0 |
¥1.04M |
|
| 2018-02-12 |
跌破下轨 |
买入 |
5.83583 |
177800.0 |
¥1.04M |
|
| 2018-02-28 |
回到中轨 |
卖出 |
6.18381 |
177800.0 |
¥1.10M |
|
| 2018-04-04 |
跌破下轨 |
买入 |
6.36636 |
171500.0 |
¥1.09M |
|
| 2018-05-04 |
回到中轨 |
卖出 |
6.36363 |
171500.0 |
¥1.09M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
6.106099999999999 |
174600.0 |
¥1.07M |
|
| 2018-07-03 |
回到中轨 |
卖出 |
6.50349 |
174600.0 |
¥1.14M |
|
| 2018-08-16 |
跌破下轨 |
买入 |
6.83683 |
169800.0 |
¥1.16M |
|
| 2018-08-28 |
回到中轨 |
卖出 |
7.392600000000002 |
169800.0 |
¥1.25M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
6.806799999999998 |
182900.0 |
¥1.25M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
6.61338 |
182900.0 |
¥1.21M |
|
| 2019-01-04 |
跌破下轨 |
买入 |
6.906899999999999 |
174400.0 |
¥1.20M |
|
| 2019-02-14 |
回到中轨 |
卖出 |
6.793199999999999 |
174400.0 |
¥1.18M |
|
| 2019-04-29 |
跌破下轨 |
买入 |
6.49649 |
185200.0 |
¥1.20M |
|
| 2019-05-06 |
回到中轨 |
卖出 |
6.65334 |
185200.0 |
¥1.23M |
|
| 2019-05-20 |
跌破下轨 |
买入 |
6.106099999999998 |
200100.0 |
¥1.22M |
|
| 2019-06-03 |
回到中轨 |
卖出 |
6.473520000000001 |
200100.0 |
¥1.29M |
|
| 2019-06-28 |
跌破下轨 |
买入 |
6.26 |
204200.0 |
¥1.28M |
|
| 2019-07-17 |
回到中轨 |
卖出 |
6.363630000000001 |
204200.0 |
¥1.30M |
|
| 2019-08-29 |
跌破下轨 |
买入 |
6.35 |
208700.0 |
¥1.33M |
|
| 2019-10-24 |
回到中轨 |
卖出 |
5.994000000000001 |
208700.0 |
¥1.25M |
|
| 2019-11-15 |
跌破下轨 |
买入 |
5.53 |
225400.0 |
¥1.25M |
|
| 2019-11-21 |
回到中轨 |
卖出 |
5.71428 |
225400.0 |
¥1.29M |
|
| 2020-01-22 |
跌破下轨 |
买入 |
5.44544 |
236200.0 |
¥1.29M |
|
| 2020-03-06 |
回到中轨 |
卖出 |
4.90509 |
236200.0 |
¥1.16M |
|
| 2020-03-16 |
跌破下轨 |
买入 |
4.684679999999999 |
247700.0 |
¥1.16M |
|
| 2020-03-31 |
回到中轨 |
卖出 |
4.67532 |
247700.0 |
¥1.16M |
|
| 2020-09-25 |
跌破下轨 |
买入 |
5.365360000000001 |
216100.0 |
¥1.16M |
|
| 2020-11-09 |
回到中轨 |
卖出 |
5.14485 |
216100.0 |
¥1.11M |
|
| 2020-12-07 |
跌破下轨 |
买入 |
4.944939999999999 |
223900.0 |
¥1.11M |
|
| 2021-01-20 |
回到中轨 |
卖出 |
4.55544 |
223900.0 |
¥1.02M |
|
| 2021-01-27 |
跌破下轨 |
买入 |
4.28428 |
238400.0 |
¥1.02M |
|
| 2021-02-23 |
回到中轨 |
卖出 |
4.24575 |
238400.0 |
¥1.01M |
|
| 2022-01-11 |
跌破下轨 |
买入 |
7.69769 |
131200.0 |
¥1.01M |
|
| 2022-01-25 |
回到中轨 |
卖出 |
8.36163 |
131200.0 |
¥1.10M |
|
| 2022-03-28 |
跌破下轨 |
买入 |
6.9969899999999985 |
155400.0 |
¥1.09M |
|
| 2022-04-25 |
回到中轨 |
卖出 |
6.6933 |
155400.0 |
¥1.04M |
|
| 2022-06-10 |
跌破下轨 |
买入 |
6.4064 |
160700.0 |
¥1.03M |
|
| 2022-06-21 |
回到中轨 |
卖出 |
7.1128800000000005 |
160700.0 |
¥1.14M |
|
| 2022-10-28 |
跌破下轨 |
买入 |
7.2071999999999985 |
160700.0 |
¥1.16M |
|
| 2022-11-17 |
回到中轨 |
卖出 |
7.1928 |
160700.0 |
¥1.16M |
|
| 2023-07-26 |
跌破下轨 |
买入 |
8.55855 |
134300.0 |
¥1.15M |
|
| 2023-08-08 |
回到中轨 |
卖出 |
9.11088 |
134300.0 |
¥1.22M |
|
| 2023-08-29 |
跌破下轨 |
买入 |
8.21821 |
149900.0 |
¥1.23M |
|
| 2023-09-13 |
回到中轨 |
卖出 |
8.42157 |
149900.0 |
¥1.26M |
|
| 2023-11-27 |
跌破下轨 |
买入 |
7.377369999999998 |
170500.0 |
¥1.26M |
|
| 2023-12-01 |
回到中轨 |
卖出 |
7.71228 |
170500.0 |
¥1.31M |
|
| 2024-05-20 |
跌破下轨 |
买入 |
8.8088 |
149600.0 |
¥1.32M |
|
| 2024-05-30 |
回到中轨 |
卖出 |
9.11088 |
149600.0 |
¥1.36M |
|
| 2024-07-15 |
跌破下轨 |
买入 |
8.618609999999999 |
156500.0 |
¥1.35M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
6.9430499999999995 |
156500.0 |
¥1.09M |
|
| 2024-11-25 |
跌破下轨 |
买入 |
7.006999999999999 |
157300.0 |
¥1.10M |
|
| 2024-12-09 |
回到中轨 |
卖出 |
7.2727200000000005 |
157300.0 |
¥1.14M |
|
| 2024-12-27 |
跌破下轨 |
买入 |
6.7867799999999985 |
168000.0 |
¥1.14M |
|
| 2025-02-06 |
回到中轨 |
卖出 |
6.5134799999999995 |
168000.0 |
¥1.09M |
|
| 2025-06-30 |
跌破下轨 |
买入 |
7.037030000000001 |
155500.0 |
¥1.09M |
|
| 2025-07-03 |
回到中轨 |
卖出 |
7.392600000000001 |
155500.0 |
¥1.15M |
|
| 2025-12-30 |
跌破下轨 |
买入 |
7.6276199999999985 |
149600.0 |
¥1.14M |
|
| 2026-02-27 |
回到中轨 |
卖出 |
7.092899999999999 |
149600.0 |
¥1.06M |
|
| 2026-03-31 |
跌破下轨 |
买入 |
7.167159999999999 |
149200.0 |
¥1.07M |
|
| 2026-04-27 |
回到中轨 |
卖出 |
6.97302 |
149200.0 |
¥1.04M |
|
| 2026-07-08 |
跌破下轨 |
买入 |
6.766759999999999 |
152800.0 |
¥1.03M |
|
| 2026-07-21 |
回到中轨 |
卖出 |
7.38261 |
152800.0 |
¥1.13M |
|
| 2026-08-20 |
跌破下轨 |
买入 |
6.666659999999999 |
169500.0 |
¥1.13M |
|
| 2026-09-04 |
回到中轨 |
卖出 |
6.87312 |
169500.0 |
¥1.16M |
|