600015 华夏银行 — 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: ¥69.1万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -30.87%）
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 |
2015-03-06 |
2015-03-10 |
11.324706392999998 |
11.838149999999999 |
¥4.5万 |
+4.50% |
回到中轨 |
| 2 |
2015-07-09 |
2015-09-02 |
12.646422789 |
10.369620000000001 |
¥-18.8万 |
-18.03% |
回到中轨 |
| 3 |
2016-01-13 |
2016-02-23 |
10.373471107999997 |
9.75024 |
¥-5.2万 |
-6.04% |
回到中轨 |
| 4 |
2016-05-10 |
2016-06-01 |
10.013002999999998 |
10.16982 |
¥1.2万 |
+1.54% |
回到中轨 |
| 5 |
2016-07-11 |
2016-07-19 |
9.662547895 |
9.960030000000001 |
¥2.5万 |
+3.05% |
回到中轨 |
| 6 |
2016-09-13 |
2016-10-12 |
10.153185041999999 |
10.16 |
¥312 |
+0.04% |
回到中轨 |
| 7 |
2016-12-19 |
2017-01-04 |
10.993297 |
11.13885 |
¥1.1万 |
+1.29% |
回到中轨 |
| 8 |
2017-04-14 |
2017-05-15 |
10.904160266999998 |
10.51947 |
¥-3.0万 |
-3.56% |
回到中轨 |
| 9 |
2017-06-30 |
2017-07-17 |
9.272781 |
10.22976 |
¥8.4万 |
+10.29% |
回到中轨 |
| 10 |
2017-08-14 |
2017-08-28 |
9.332118796 |
9.67032 |
¥3.2万 |
+3.59% |
回到中轨 |
| 11 |
2017-11-01 |
2017-11-20 |
9.081793720999999 |
9.08091 |
¥-372 |
-0.04% |
回到中轨 |
| 12 |
2017-12-18 |
2018-01-05 |
9.061767715 |
9.14085 |
¥7,894 |
+0.84% |
回到中轨 |
| 13 |
2018-02-12 |
2018-04-12 |
9.252775 |
9.00099 |
¥-2.6万 |
-2.75% |
回到中轨 |
| 14 |
2018-05-03 |
2018-05-22 |
8.481013541 |
8.5914 |
¥1.2万 |
+1.27% |
回到中轨 |
| 15 |
2018-05-30 |
2018-07-23 |
8.330818496 |
7.40259 |
¥-10.3万 |
-11.17% |
回到中轨 |
| 16 |
2018-12-18 |
2019-01-14 |
7.539791258999999 |
7.44255 |
¥-1.1万 |
-1.32% |
回到中轨 |
| 17 |
2019-05-06 |
2019-06-04 |
7.882364 |
7.50249 |
¥-3.9万 |
-4.85% |
回到中轨 |
| 18 |
2019-08-06 |
2019-09-03 |
7.20936216 |
7.302689999999999 |
¥9,661 |
+1.26% |
回到中轨 |
| 19 |
2020-01-22 |
2020-03-04 |
7.519765252999999 |
7.1 |
¥-4.4万 |
-5.61% |
回到中轨 |
| 20 |
2020-03-17 |
2020-04-30 |
6.888946063999998 |
6.58341 |
¥-3.3万 |
-4.46% |
回到中轨 |
| 21 |
2020-06-12 |
2020-07-03 |
6.2681398779999995 |
6.36363 |
¥1.1万 |
+1.49% |
回到中轨 |
| 22 |
2020-09-07 |
2020-09-21 |
6.238100868999999 |
6.32367 |
¥9,672 |
+1.34% |
回到中轨 |
| 23 |
2021-06-11 |
2021-08-19 |
6.338230898999999 |
5.61438 |
¥-8.4万 |
-11.45% |
回到中轨 |
| 24 |
2022-03-09 |
2022-03-31 |
5.537190658999999 |
5.45454 |
¥-9,870 |
-1.52% |
回到中轨 |
| 25 |
2022-05-09 |
2022-05-27 |
5.256826574999999 |
5.32467 |
¥8,016 |
+1.26% |
回到中轨 |
| 26 |
2022-06-09 |
2022-06-30 |
5.056566515 |
5.184810000000001 |
¥1.6万 |
+2.51% |
回到中轨 |
| 27 |
2022-07-15 |
2022-07-20 |
5.086605524 |
5.14485 |
¥7,388 |
+1.11% |
回到中轨 |
| 28 |
2022-09-30 |
2022-11-14 |
5.036540508999999 |
4.98501 |
¥-7,042 |
-1.05% |
回到中轨 |
| 29 |
2023-02-07 |
2023-02-21 |
5.156696545 |
5.184810000000001 |
¥3,415 |
+0.52% |
回到中轨 |
| 30 |
2023-06-26 |
2023-07-17 |
5.376982611 |
5.5044900000000005 |
¥1.6万 |
+2.34% |
回到中轨 |
| 31 |
2024-01-02 |
2024-01-04 |
5.637320688999999 |
5.7642299999999995 |
¥1.5万 |
+2.22% |
回到中轨 |
| 32 |
2024-06-14 |
2024-07-04 |
6.6185949829999995 |
6.5234700000000005 |
¥-1.0万 |
-1.47% |
回到中轨 |
| 33 |
2024-07-26 |
2024-08-19 |
6.258126875 |
6.293699999999999 |
¥3,689 |
+0.54% |
回到中轨 |
| 34 |
2025-01-13 |
2025-03-17 |
7.4496742320000005 |
7.59 |
¥1.3万 |
+1.85% |
回到中轨 |
| 35 |
2025-05-06 |
2025-05-23 |
7.269440178 |
7.5924 |
¥3.1万 |
+4.41% |
回到中轨 |
| 36 |
2025-08-18 |
2025-08-26 |
7.810142339999999 |
7.952039999999999 |
¥1.3万 |
+1.79% |
回到中轨 |
| 37 |
2025-08-28 |
2025-10-17 |
7.720025313 |
6.84315 |
¥-8.5万 |
-11.39% |
回到中轨 |
| 38 |
2025-12-11 |
2025-12-30 |
6.838881048999999 |
6.87312 |
¥3,108 |
+0.47% |
回到中轨 |
| 39 |
2026-01-15 |
2026-02-06 |
6.588555974 |
6.5734200000000005 |
¥-1,724 |
-0.26% |
回到中轨 |
| 40 |
2026-05-06 |
2026-06-01 |
6.898959067 |
6.71328 |
¥-1.8万 |
-2.72% |
回到中轨 |
| 41 |
2026-06-29 |
2026-07-07 |
6.518464953 |
6.75324 |
¥2.3万 |
+3.57% |
回到中轨 |
| 42 |
2026-08-10 |
2026-08-25 |
6.718725012999999 |
6.84315 |
¥1.2万 |
+1.82% |
回到中轨 |
| 43 |
2026-09-01 |
2026-10-09 |
6.20806186 |
6.303689999999999 |
¥1.0万 |
+1.51% |
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 |
|---|
| 2015-03-06 |
跌破下轨 |
买入 |
11.321309999999999 |
88100.0 |
¥99.8万 |
|
| 2015-03-10 |
回到中轨 |
卖出 |
11.838149999999999 |
88100.0 |
¥1.04M |
|
| 2015-07-09 |
跌破下轨 |
买入 |
12.642629999999999 |
82400.0 |
¥1.04M |
|
| 2015-09-02 |
回到中轨 |
卖出 |
10.369620000000001 |
82400.0 |
¥85.4万 |
|
| 2016-01-13 |
跌破下轨 |
买入 |
10.370359999999998 |
82600.0 |
¥85.7万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
9.75024 |
82600.0 |
¥80.5万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
10.009999999999998 |
80100.0 |
¥80.2万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
10.16982 |
80100.0 |
¥81.4万 |
|
| 2016-07-11 |
跌破下轨 |
买入 |
9.65965 |
84500.0 |
¥81.6万 |
|
| 2016-07-19 |
回到中轨 |
卖出 |
9.960030000000001 |
84500.0 |
¥84.1万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
10.150139999999999 |
82900.0 |
¥84.2万 |
|
| 2016-10-12 |
回到中轨 |
卖出 |
10.16 |
82900.0 |
¥84.2万 |
|
| 2016-12-19 |
跌破下轨 |
买入 |
10.99 |
76500.0 |
¥84.1万 |
|
| 2017-01-04 |
回到中轨 |
卖出 |
11.13885 |
76500.0 |
¥85.2万 |
|
| 2017-04-14 |
跌破下轨 |
买入 |
10.900889999999999 |
78000.0 |
¥85.1万 |
|
| 2017-05-15 |
回到中轨 |
卖出 |
10.51947 |
78000.0 |
¥82.0万 |
|
| 2017-06-30 |
跌破下轨 |
买入 |
9.27 |
88200.0 |
¥81.8万 |
|
| 2017-07-17 |
回到中轨 |
卖出 |
10.22976 |
88200.0 |
¥90.2万 |
|
| 2017-08-14 |
跌破下轨 |
买入 |
9.32932 |
96700.0 |
¥90.2万 |
|
| 2017-08-28 |
回到中轨 |
卖出 |
9.67032 |
96700.0 |
¥93.5万 |
|
| 2017-11-01 |
跌破下轨 |
买入 |
9.07907 |
103000.0 |
¥93.5万 |
|
| 2017-11-20 |
回到中轨 |
卖出 |
9.08091 |
103000.0 |
¥93.5万 |
|
| 2017-12-18 |
跌破下轨 |
买入 |
9.05905 |
103400.0 |
¥93.7万 |
|
| 2018-01-05 |
回到中轨 |
卖出 |
9.14085 |
103400.0 |
¥94.5万 |
|
| 2018-02-12 |
跌破下轨 |
买入 |
9.25 |
102400.0 |
¥94.7万 |
|
| 2018-04-12 |
回到中轨 |
卖出 |
9.00099 |
102400.0 |
¥92.1万 |
|
| 2018-05-03 |
跌破下轨 |
买入 |
8.47847 |
108300.0 |
¥91.8万 |
|
| 2018-05-22 |
回到中轨 |
卖出 |
8.5914 |
108300.0 |
¥93.0万 |
|
| 2018-05-30 |
跌破下轨 |
买入 |
8.32832 |
111200.0 |
¥92.6万 |
|
| 2018-07-23 |
回到中轨 |
卖出 |
7.40259 |
111200.0 |
¥82.3万 |
|
| 2018-12-18 |
跌破下轨 |
买入 |
7.537529999999999 |
109500.0 |
¥82.6万 |
|
| 2019-01-14 |
回到中轨 |
卖出 |
7.44255 |
109500.0 |
¥81.5万 |
|
| 2019-05-06 |
跌破下轨 |
买入 |
7.88 |
101700.0 |
¥80.2万 |
|
| 2019-06-04 |
回到中轨 |
卖出 |
7.50249 |
101700.0 |
¥76.3万 |
|
| 2019-08-06 |
跌破下轨 |
买入 |
7.207199999999999 |
106000.0 |
¥76.4万 |
|
| 2019-09-03 |
回到中轨 |
卖出 |
7.302689999999999 |
106000.0 |
¥77.4万 |
|
| 2020-01-22 |
跌破下轨 |
买入 |
7.517509999999999 |
104700.0 |
¥78.7万 |
|
| 2020-03-04 |
回到中轨 |
卖出 |
7.1 |
104700.0 |
¥74.3万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
6.886879999999999 |
107900.0 |
¥74.3万 |
|
| 2020-04-30 |
回到中轨 |
卖出 |
6.58341 |
107900.0 |
¥71.0万 |
|
| 2020-06-12 |
跌破下轨 |
买入 |
6.266259999999999 |
112600.0 |
¥70.6万 |
|
| 2020-07-03 |
回到中轨 |
卖出 |
6.36363 |
112600.0 |
¥71.6万 |
|
| 2020-09-07 |
跌破下轨 |
买入 |
6.23623 |
115600.0 |
¥72.1万 |
|
| 2020-09-21 |
回到中轨 |
卖出 |
6.32367 |
115600.0 |
¥73.1万 |
|
| 2021-06-11 |
跌破下轨 |
买入 |
6.336329999999999 |
115500.0 |
¥73.2万 |
|
| 2021-08-19 |
回到中轨 |
卖出 |
5.61438 |
115500.0 |
¥64.8万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
5.53553 |
117100.0 |
¥64.8万 |
|
| 2022-03-31 |
回到中轨 |
卖出 |
5.45454 |
117100.0 |
¥63.9万 |
|
| 2022-05-09 |
跌破下轨 |
买入 |
5.255249999999999 |
121000.0 |
¥63.6万 |
|
| 2022-05-27 |
回到中轨 |
卖出 |
5.32467 |
121000.0 |
¥64.4万 |
|
| 2022-06-09 |
跌破下轨 |
买入 |
5.05505 |
127600.0 |
¥64.5万 |
|
| 2022-06-30 |
回到中轨 |
卖出 |
5.184810000000001 |
127600.0 |
¥66.1万 |
|
| 2022-07-15 |
跌破下轨 |
买入 |
5.08508 |
130300.0 |
¥66.3万 |
|
| 2022-07-20 |
回到中轨 |
卖出 |
5.14485 |
130300.0 |
¥67.0万 |
|
| 2022-09-30 |
跌破下轨 |
买入 |
5.03503 |
132800.0 |
¥66.9万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
4.98501 |
132800.0 |
¥66.2万 |
|
| 2023-02-07 |
跌破下轨 |
买入 |
5.15515 |
128600.0 |
¥66.3万 |
|
| 2023-02-21 |
回到中轨 |
卖出 |
5.184810000000001 |
128600.0 |
¥66.7万 |
|
| 2023-06-26 |
跌破下轨 |
买入 |
5.375369999999999 |
123500.0 |
¥66.4万 |
|
| 2023-07-17 |
回到中轨 |
卖出 |
5.5044900000000005 |
123500.0 |
¥68.0万 |
|
| 2024-01-02 |
跌破下轨 |
买入 |
5.635629999999999 |
121000.0 |
¥68.2万 |
|
| 2024-01-04 |
回到中轨 |
卖出 |
5.7642299999999995 |
121000.0 |
¥69.7万 |
|
| 2024-06-14 |
跌破下轨 |
买入 |
6.61661 |
105300.0 |
¥69.7万 |
|
| 2024-07-04 |
回到中轨 |
卖出 |
6.5234700000000005 |
105300.0 |
¥68.7万 |
|
| 2024-07-26 |
跌破下轨 |
买入 |
6.25625 |
109500.0 |
¥68.5万 |
|
| 2024-08-19 |
回到中轨 |
卖出 |
6.293699999999999 |
109500.0 |
¥68.9万 |
|
| 2025-01-13 |
跌破下轨 |
买入 |
7.447439999999999 |
92000.0 |
¥68.5万 |
|
| 2025-03-17 |
回到中轨 |
卖出 |
7.59 |
92000.0 |
¥69.8万 |
|
| 2025-05-06 |
跌破下轨 |
买入 |
7.267259999999999 |
96400.0 |
¥70.1万 |
|
| 2025-05-23 |
回到中轨 |
卖出 |
7.5924 |
96400.0 |
¥73.2万 |
|
| 2025-08-18 |
跌破下轨 |
买入 |
7.8077999999999985 |
93400.0 |
¥72.9万 |
|
| 2025-08-26 |
回到中轨 |
卖出 |
7.952039999999999 |
93400.0 |
¥74.2万 |
|
| 2025-08-28 |
跌破下轨 |
买入 |
7.717709999999999 |
96600.0 |
¥74.6万 |
|
| 2025-10-17 |
回到中轨 |
卖出 |
6.84315 |
96600.0 |
¥66.1万 |
|
| 2025-12-11 |
跌破下轨 |
买入 |
6.836829999999999 |
96600.0 |
¥66.1万 |
|
| 2025-12-30 |
回到中轨 |
卖出 |
6.87312 |
96600.0 |
¥66.4万 |
|
| 2026-01-15 |
跌破下轨 |
买入 |
6.58658 |
100800.0 |
¥66.4万 |
|
| 2026-02-06 |
回到中轨 |
卖出 |
6.5734200000000005 |
100800.0 |
¥66.2万 |
|
| 2026-05-06 |
跌破下轨 |
买入 |
6.896889999999999 |
96000.0 |
¥66.2万 |
|
| 2026-06-01 |
回到中轨 |
卖出 |
6.71328 |
96000.0 |
¥64.4万 |
|
| 2026-06-29 |
跌破下轨 |
买入 |
6.516509999999999 |
98900.0 |
¥64.5万 |
|
| 2026-07-07 |
回到中轨 |
卖出 |
6.75324 |
98900.0 |
¥66.8万 |
|
| 2026-08-10 |
跌破下轨 |
买入 |
6.716709999999999 |
99000.0 |
¥66.5万 |
|
| 2026-08-25 |
回到中轨 |
卖出 |
6.84315 |
99000.0 |
¥67.7万 |
|
| 2026-09-01 |
跌破下轨 |
买入 |
6.206200000000001 |
108900.0 |
¥67.6万 |
|
| 2026-10-09 |
回到中轨 |
卖出 |
6.303689999999999 |
108900.0 |
¥68.6万 |
|