600016 民生银行 — 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: ¥90.4万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -9.59%）
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 46 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 |
8.751364621999999 |
9.10089 |
¥3.9万 |
+3.96% |
回到中轨 |
| 2 |
2015-05-18 |
2015-05-25 |
10.133159035999999 |
10.669319999999997 |
¥5.4万 |
+5.26% |
回到中轨 |
| 3 |
2015-06-19 |
2015-07-08 |
9.582443870999999 |
10.039950000000001 |
¥5.1万 |
+4.74% |
回到中轨 |
| 4 |
2015-07-28 |
2015-08-11 |
8.661247594999999 |
9.37062 |
¥9.2万 |
+8.16% |
回到中轨 |
| 5 |
2015-08-24 |
2015-09-02 |
8.290766484 |
8.5914 |
¥4.3万 |
+3.60% |
回到中轨 |
| 6 |
2015-11-30 |
2015-12-03 |
8.481013541000001 |
8.8911 |
¥6.1万 |
+4.80% |
回到中轨 |
| 7 |
2016-02-26 |
2016-03-03 |
8.200649456999997 |
8.58141 |
¥6.2万 |
+4.61% |
回到中轨 |
| 8 |
2016-05-18 |
2016-06-15 |
9.091806724 |
8.92107 |
¥-2.7万 |
-1.91% |
回到中轨 |
| 9 |
2016-06-27 |
2016-06-30 |
8.851494652 |
9.05094 |
¥3.1万 |
+2.22% |
回到中轨 |
| 10 |
2016-09-29 |
2016-10-11 |
9.221975763 |
9.31068 |
¥1.3万 |
+0.93% |
回到中轨 |
| 11 |
2016-10-14 |
2016-10-21 |
9.191936753999999 |
9.270719999999999 |
¥1.2万 |
+0.83% |
回到中轨 |
| 12 |
2016-11-03 |
2016-11-22 |
9.171910748 |
9.28 |
¥1.6万 |
+1.15% |
回到中轨 |
| 13 |
2017-02-20 |
2017-05-15 |
9.051754712 |
7.982009999999999 |
¥-17.1万 |
-11.84% |
回到中轨 |
| 14 |
2017-08-10 |
2017-08-28 |
8.360857504999997 |
8.41158 |
¥7,336 |
+0.58% |
回到中轨 |
| 15 |
2017-09-27 |
2017-10-27 |
8.050454411999999 |
8.11188 |
¥9,380 |
+0.73% |
回到中轨 |
| 16 |
2018-03-26 |
2018-05-09 |
7.970350387999998 |
7.92207 |
¥-8,181 |
-0.64% |
回到中轨 |
| 17 |
2018-06-11 |
2018-07-31 |
7.499739246999999 |
6.04395 |
¥-24.9万 |
-19.44% |
回到中轨 |
| 18 |
2018-12-19 |
2019-01-14 |
5.867619757999999 |
5.7642299999999995 |
¥-1.9万 |
-1.79% |
回到中轨 |
| 19 |
2019-07-08 |
2019-07-31 |
6.077892821 |
6.06393 |
¥-2,629 |
-0.26% |
回到中轨 |
| 20 |
2019-08-06 |
2019-08-29 |
5.787515733999999 |
5.81418 |
¥4,311 |
+0.43% |
回到中轨 |
| 21 |
2020-02-03 |
2020-03-06 |
5.5772426710000005 |
5.894100000000001 |
¥5.3万 |
+5.65% |
回到中轨 |
| 22 |
2020-03-19 |
2020-04-03 |
5.607281679999999 |
5.694300000000001 |
¥1.6万 |
+1.52% |
回到中轨 |
| 23 |
2020-09-25 |
2020-10-19 |
5.366969608000001 |
5.40459 |
¥7,275 |
+0.67% |
回到中轨 |
| 24 |
2020-11-03 |
2020-11-24 |
5.136670539 |
5.2347600000000005 |
¥2.1万 |
+1.88% |
回到中轨 |
| 25 |
2021-04-01 |
2021-05-26 |
5.036540509 |
4.71528 |
¥-7.1万 |
-6.41% |
回到中轨 |
| 26 |
2021-06-16 |
2021-08-19 |
4.615994383 |
4.03596 |
¥-13.1万 |
-12.59% |
回到中轨 |
| 27 |
2021-08-31 |
2021-09-02 |
3.9551361849999997 |
4.02597 |
¥1.6万 |
+1.76% |
回到中轨 |
| 28 |
2022-03-09 |
2022-03-28 |
3.8550061549999994 |
3.80619 |
¥-1.2万 |
-1.30% |
回到中轨 |
| 29 |
2022-04-22 |
2022-05-16 |
3.70481111 |
3.70629 |
¥91 |
+0.01% |
回到中轨 |
| 30 |
2022-06-27 |
2022-08-08 |
3.70481111 |
3.67632 |
¥-7,322 |
-0.80% |
回到中轨 |
| 31 |
2022-09-19 |
2022-11-03 |
3.5710710000000003 |
3.3666300000000002 |
¥-5.2万 |
-5.75% |
回到中轨 |
| 32 |
2022-12-21 |
2023-01-05 |
3.4244470259999997 |
3.47 |
¥1.1万 |
+1.30% |
回到中轨 |
| 33 |
2023-06-27 |
2023-07-14 |
3.6747721009999994 |
3.81 |
¥3.2万 |
+3.65% |
回到中轨 |
| 34 |
2023-10-11 |
2023-11-01 |
3.6547460949999993 |
3.72627 |
¥1.7万 |
+1.93% |
回到中轨 |
| 35 |
2023-12-18 |
2024-01-08 |
3.7548761249999996 |
3.7862100000000005 |
¥7,374 |
+0.80% |
回到中轨 |
| 36 |
2024-01-12 |
2024-01-17 |
3.7248371159999993 |
3.8161799999999997 |
¥2.2万 |
+2.42% |
回到中轨 |
| 37 |
2024-07-25 |
2024-08-23 |
3.6510949999999998 |
3.47652 |
¥-4.5万 |
-4.81% |
回到中轨 |
| 38 |
2024-09-11 |
2024-09-23 |
3.3143039929999993 |
3.43656 |
¥3.3万 |
+3.66% |
回到中轨 |
| 39 |
2025-03-27 |
2025-04-16 |
4.0452532119999995 |
3.996 |
¥-1.2万 |
-1.25% |
回到中轨 |
| 40 |
2025-09-17 |
2025-10-21 |
4.135370239 |
4.03596 |
¥-2.2万 |
-2.43% |
回到中轨 |
| 41 |
2025-12-10 |
2026-01-14 |
3.975162191 |
3.85614 |
¥-2.7万 |
-3.02% |
回到中轨 |
| 42 |
2026-01-19 |
2026-01-30 |
3.7548761249999996 |
3.7962 |
¥9,319 |
+1.07% |
回到中轨 |
| 43 |
2026-05-14 |
2026-06-08 |
3.6547460949999997 |
3.5564400000000003 |
¥-2.4万 |
-2.72% |
回到中轨 |
| 44 |
2026-06-25 |
2026-07-15 |
3.4044210199999996 |
3.38661 |
¥-4,733 |
-0.55% |
回到中轨 |
| 45 |
2026-08-17 |
2026-08-27 |
3.4144340229999997 |
3.4965 |
¥2.0万 |
+2.37% |
回到中轨 |
| 46 |
2026-10-23 |
2026-10-28 |
3.4244470259999993 |
3.53646 |
¥2.8万 |
+3.24% |
回到中轨 |
逐笔成交记录（共 92 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 |
8.74874 |
113900.0 |
¥99.7万 |
|
| 2015-03-10 |
回到中轨 |
卖出 |
9.10089 |
113900.0 |
¥1.04M |
|
| 2015-05-18 |
跌破下轨 |
买入 |
10.130119999999998 |
101700.0 |
¥1.03M |
|
| 2015-05-25 |
回到中轨 |
卖出 |
10.669319999999997 |
101700.0 |
¥1.08M |
|
| 2015-06-19 |
跌破下轨 |
买入 |
9.579569999999999 |
112600.0 |
¥1.08M |
|
| 2015-07-08 |
回到中轨 |
卖出 |
10.039950000000001 |
112600.0 |
¥1.13M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
8.65865 |
130400.0 |
¥1.13M |
|
| 2015-08-11 |
回到中轨 |
卖出 |
9.37062 |
130400.0 |
¥1.22M |
|
| 2015-08-24 |
跌破下轨 |
买入 |
8.288279999999999 |
144800.0 |
¥1.20M |
|
| 2015-09-02 |
回到中轨 |
卖出 |
8.5914 |
144800.0 |
¥1.24M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
8.47847 |
150800.0 |
¥1.28M |
|
| 2015-12-03 |
回到中轨 |
卖出 |
8.8911 |
150800.0 |
¥1.34M |
|
| 2016-02-26 |
跌破下轨 |
买入 |
8.198189999999999 |
162800.0 |
¥1.34M |
|
| 2016-03-03 |
回到中轨 |
卖出 |
8.58141 |
162800.0 |
¥1.40M |
|
| 2016-05-18 |
跌破下轨 |
买入 |
9.08908 |
154000.0 |
¥1.40M |
|
| 2016-06-15 |
回到中轨 |
卖出 |
8.92107 |
154000.0 |
¥1.37M |
|
| 2016-06-27 |
跌破下轨 |
买入 |
8.84884 |
155100.0 |
¥1.37M |
|
| 2016-06-30 |
回到中轨 |
卖出 |
9.05094 |
155100.0 |
¥1.40M |
|
| 2016-09-29 |
跌破下轨 |
买入 |
9.21921 |
152400.0 |
¥1.41M |
|
| 2016-10-11 |
回到中轨 |
卖出 |
9.31068 |
152400.0 |
¥1.42M |
|
| 2016-10-14 |
跌破下轨 |
买入 |
9.189179999999999 |
154000.0 |
¥1.42M |
|
| 2016-10-21 |
回到中轨 |
卖出 |
9.270719999999999 |
154000.0 |
¥1.43M |
|
| 2016-11-03 |
跌破下轨 |
买入 |
9.16916 |
155700.0 |
¥1.43M |
|
| 2016-11-22 |
回到中轨 |
卖出 |
9.28 |
155700.0 |
¥1.44M |
|
| 2017-02-20 |
跌破下轨 |
买入 |
9.049039999999998 |
159800.0 |
¥1.45M |
|
| 2017-05-15 |
回到中轨 |
卖出 |
7.982009999999999 |
159800.0 |
¥1.28M |
|
| 2017-08-10 |
跌破下轨 |
买入 |
8.358349999999998 |
152200.0 |
¥1.27M |
|
| 2017-08-28 |
回到中轨 |
卖出 |
8.41158 |
152200.0 |
¥1.28M |
|
| 2017-09-27 |
跌破下轨 |
买入 |
8.048039999999999 |
159000.0 |
¥1.28M |
|
| 2017-10-27 |
回到中轨 |
卖出 |
8.11188 |
159000.0 |
¥1.29M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
7.967959999999999 |
161500.0 |
¥1.29M |
|
| 2018-05-09 |
回到中轨 |
卖出 |
7.92207 |
161500.0 |
¥1.28M |
|
| 2018-06-11 |
跌破下轨 |
买入 |
7.49749 |
170500.0 |
¥1.28M |
|
| 2018-07-31 |
回到中轨 |
卖出 |
6.04395 |
170500.0 |
¥1.03M |
|
| 2018-12-19 |
跌破下轨 |
买入 |
5.86586 |
176600.0 |
¥1.04M |
|
| 2019-01-14 |
回到中轨 |
卖出 |
5.7642299999999995 |
176600.0 |
¥1.02M |
|
| 2019-07-08 |
跌破下轨 |
买入 |
6.07607 |
166600.0 |
¥1.01M |
|
| 2019-07-31 |
回到中轨 |
卖出 |
6.06393 |
166600.0 |
¥1.01M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
5.78578 |
173000.0 |
¥1.00M |
|
| 2019-08-29 |
回到中轨 |
卖出 |
5.81418 |
173000.0 |
¥1.01M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
5.57557 |
167200.0 |
¥93.3万 |
|
| 2020-03-06 |
回到中轨 |
卖出 |
5.894100000000001 |
167200.0 |
¥98.5万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
5.605599999999999 |
190900.0 |
¥1.07M |
|
| 2020-04-03 |
回到中轨 |
卖出 |
5.694300000000001 |
190900.0 |
¥1.09M |
|
| 2020-09-25 |
跌破下轨 |
买入 |
5.36536 |
202100.0 |
¥1.08M |
|
| 2020-10-19 |
回到中轨 |
卖出 |
5.40459 |
202100.0 |
¥1.09M |
|
| 2020-11-03 |
跌破下轨 |
买入 |
5.135129999999999 |
212900.0 |
¥1.09M |
|
| 2020-11-24 |
回到中轨 |
卖出 |
5.2347600000000005 |
212900.0 |
¥1.11M |
|
| 2021-04-01 |
跌破下轨 |
买入 |
5.03503 |
220400.0 |
¥1.11M |
|
| 2021-05-26 |
回到中轨 |
卖出 |
4.71528 |
220400.0 |
¥1.04M |
|
| 2021-06-16 |
跌破下轨 |
买入 |
4.61461 |
226000.0 |
¥1.04M |
|
| 2021-08-19 |
回到中轨 |
卖出 |
4.03596 |
226000.0 |
¥91.2万 |
|
| 2021-08-31 |
跌破下轨 |
买入 |
3.95395 |
230700.0 |
¥91.2万 |
|
| 2021-09-02 |
回到中轨 |
卖出 |
4.02597 |
230700.0 |
¥92.9万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
3.8538499999999996 |
240800.0 |
¥92.8万 |
|
| 2022-03-28 |
回到中轨 |
卖出 |
3.80619 |
240800.0 |
¥91.6万 |
|
| 2022-04-22 |
跌破下轨 |
买入 |
3.7037 |
247300.0 |
¥91.6万 |
|
| 2022-05-16 |
回到中轨 |
卖出 |
3.70629 |
247300.0 |
¥91.6万 |
|
| 2022-06-27 |
跌破下轨 |
买入 |
3.7037 |
247400.0 |
¥91.7万 |
|
| 2022-08-08 |
回到中轨 |
卖出 |
3.67632 |
247400.0 |
¥90.9万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
3.57 |
254300.0 |
¥90.8万 |
|
| 2022-11-03 |
回到中轨 |
卖出 |
3.3666300000000002 |
254300.0 |
¥85.6万 |
|
| 2022-12-21 |
跌破下轨 |
买入 |
3.4234199999999997 |
250300.0 |
¥85.7万 |
|
| 2023-01-05 |
回到中轨 |
卖出 |
3.47 |
250300.0 |
¥86.8万 |
|
| 2023-06-27 |
跌破下轨 |
买入 |
3.6736699999999995 |
236200.0 |
¥86.8万 |
|
| 2023-07-14 |
回到中轨 |
卖出 |
3.81 |
236200.0 |
¥90.0万 |
|
| 2023-10-11 |
跌破下轨 |
买入 |
3.6536499999999994 |
246200.0 |
¥90.0万 |
|
| 2023-11-01 |
回到中轨 |
卖出 |
3.72627 |
246200.0 |
¥91.7万 |
|
| 2023-12-18 |
跌破下轨 |
买入 |
3.7537499999999997 |
244200.0 |
¥91.7万 |
|
| 2024-01-08 |
回到中轨 |
卖出 |
3.7862100000000005 |
244200.0 |
¥92.4万 |
|
| 2024-01-12 |
跌破下轨 |
买入 |
3.7237199999999997 |
248200.0 |
¥92.5万 |
|
| 2024-01-17 |
回到中轨 |
卖出 |
3.8161799999999997 |
248200.0 |
¥94.7万 |
|
| 2024-07-25 |
跌破下轨 |
买入 |
3.65 |
258300.0 |
¥94.3万 |
|
| 2024-08-23 |
回到中轨 |
卖出 |
3.47652 |
258300.0 |
¥89.8万 |
|
| 2024-09-11 |
跌破下轨 |
买入 |
3.3133099999999995 |
271200.0 |
¥89.9万 |
|
| 2024-09-23 |
回到中轨 |
卖出 |
3.43656 |
271200.0 |
¥93.2万 |
|
| 2025-03-27 |
跌破下轨 |
买入 |
4.04404 |
230900.0 |
¥93.4万 |
|
| 2025-04-16 |
回到中轨 |
卖出 |
3.996 |
230900.0 |
¥92.2万 |
|
| 2025-09-17 |
跌破下轨 |
买入 |
4.13413 |
223100.0 |
¥92.3万 |
|
| 2025-10-21 |
回到中轨 |
卖出 |
4.03596 |
223100.0 |
¥90.0万 |
|
| 2025-12-10 |
跌破下轨 |
买入 |
3.97397 |
226500.0 |
¥90.0万 |
|
| 2026-01-14 |
回到中轨 |
卖出 |
3.85614 |
226500.0 |
¥87.3万 |
|
| 2026-01-19 |
跌破下轨 |
买入 |
3.7537499999999997 |
231900.0 |
¥87.1万 |
|
| 2026-01-30 |
回到中轨 |
卖出 |
3.7962 |
231900.0 |
¥88.0万 |
|
| 2026-05-14 |
跌破下轨 |
买入 |
3.6536499999999994 |
241400.0 |
¥88.2万 |
|
| 2026-06-08 |
回到中轨 |
卖出 |
3.5564400000000003 |
241400.0 |
¥85.8万 |
|
| 2026-06-25 |
跌破下轨 |
买入 |
3.4033999999999995 |
251400.0 |
¥85.6万 |
|
| 2026-07-15 |
回到中轨 |
卖出 |
3.38661 |
251400.0 |
¥85.1万 |
|
| 2026-08-17 |
跌破下轨 |
买入 |
3.41341 |
249300.0 |
¥85.1万 |
|
| 2026-08-27 |
回到中轨 |
卖出 |
3.4965 |
249300.0 |
¥87.1万 |
|
| 2026-10-23 |
跌破下轨 |
买入 |
3.4234199999999997 |
255200.0 |
¥87.4万 |
|
| 2026-10-28 |
回到中轨 |
卖出 |
3.53646 |
255200.0 |
¥90.2万 |
|