600018 上港集团 — 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: ¥1.15M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +15.19%）
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 41 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 |
2015-06-30 |
2015-07-13 |
7.459687235 |
8.7912 |
¥17.7万 |
+17.81% |
回到中轨 |
| 2 |
2015-08-25 |
2015-08-31 |
6.458386934999999 |
7.26273 |
¥14.6万 |
+12.42% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-22 |
6.80884204 |
6.86313 |
¥1.0万 |
+0.77% |
回到中轨 |
| 4 |
2015-12-29 |
2016-02-23 |
6.568529968 |
4.93506 |
¥-33.1万 |
-24.89% |
回到中轨 |
| 5 |
2016-12-13 |
2017-01-04 |
5.126657536 |
5.14485 |
¥3,228 |
+0.32% |
回到中轨 |
| 6 |
2017-08-17 |
2017-08-31 |
6.348243901999999 |
6.5134799999999995 |
¥2.6万 |
+2.57% |
回到中轨 |
| 7 |
2017-12-19 |
2018-01-05 |
6.989076094 |
7.192800000000001 |
¥3.0万 |
+2.88% |
回到中轨 |
| 8 |
2018-05-18 |
2018-07-10 |
6.6185949829999995 |
6.05394 |
¥-9.0万 |
-8.56% |
回到中轨 |
| 9 |
2018-09-04 |
2018-09-27 |
5.4470736319999995 |
5.3346599999999995 |
¥-2.0万 |
-2.09% |
回到中轨 |
| 10 |
2018-12-17 |
2019-01-09 |
5.306891589999999 |
5.30469 |
¥-675 |
-0.07% |
回到中轨 |
| 11 |
2019-05-08 |
2019-05-29 |
7.079193120999999 |
7.5924 |
¥6.6万 |
+7.22% |
回到中轨 |
| 12 |
2019-06-06 |
2019-06-24 |
6.6619980000000005 |
6.97302 |
¥4.7万 |
+4.64% |
回到中轨 |
| 13 |
2019-08-08 |
2019-09-04 |
5.977762790999999 |
5.85414 |
¥-2.2万 |
-2.10% |
回到中轨 |
| 14 |
2019-11-12 |
2019-11-27 |
5.707411709999999 |
5.67432 |
¥-6,336 |
-0.61% |
回到中轨 |
| 15 |
2020-01-22 |
2020-03-04 |
5.467099638 |
4.73526 |
¥-13.8万 |
-13.41% |
回到中轨 |
| 16 |
2020-03-19 |
2020-04-13 |
4.40132 |
4.3956 |
¥-1,427 |
-0.16% |
回到中轨 |
| 17 |
2020-04-29 |
2020-06-02 |
4.135370239 |
4.07592 |
¥-1.3万 |
-1.47% |
回到中轨 |
| 18 |
2020-09-25 |
2020-10-13 |
4.265539277999999 |
4.305689999999999 |
¥8,005 |
+0.91% |
回到中轨 |
| 19 |
2020-12-14 |
2020-12-28 |
4.3957083169999995 |
4.54545 |
¥3.0万 |
+3.38% |
回到中轨 |
| 20 |
2021-04-16 |
2021-05-06 |
4.565929367999999 |
4.6453500000000005 |
¥1.6万 |
+1.71% |
回到中轨 |
| 21 |
2021-10-14 |
2021-11-24 |
5.717424713 |
4.8951 |
¥-13.3万 |
-14.41% |
回到中轨 |
| 22 |
2022-03-09 |
2022-03-17 |
5.236800569 |
5.754239999999999 |
¥7.8万 |
+9.85% |
回到中轨 |
| 23 |
2022-07-18 |
2022-08-15 |
5.4570866350000005 |
5.50449 |
¥7,284 |
+0.84% |
回到中轨 |
| 24 |
2022-10-25 |
2022-11-14 |
5.276852580999999 |
5.34465 |
¥1.1万 |
+1.25% |
回到中轨 |
| 25 |
2022-12-21 |
2023-01-05 |
5.266839577999999 |
5.3946000000000005 |
¥2.1万 |
+2.40% |
回到中轨 |
| 26 |
2023-05-18 |
2023-06-09 |
5.487125644 |
5.41458 |
¥-1.2万 |
-1.35% |
回到中轨 |
| 27 |
2023-06-27 |
2023-07-12 |
5.066579517999998 |
5.25474 |
¥3.3万 |
+3.68% |
回到中轨 |
| 28 |
2023-08-14 |
2023-09-05 |
5.156696545 |
5.1748199999999995 |
¥2,994 |
+0.32% |
回到中轨 |
| 29 |
2023-10-20 |
2023-11-02 |
4.866319458 |
5.024970000000001 |
¥3.0万 |
+3.23% |
回到中轨 |
| 30 |
2024-01-02 |
2024-01-04 |
4.90637147 |
5.06493 |
¥3.1万 |
+3.20% |
回到中轨 |
| 31 |
2024-09-12 |
2024-09-27 |
5.687385703999999 |
6.003989999999999 |
¥5.5万 |
+5.54% |
回到中轨 |
| 32 |
2024-11-25 |
2024-12-10 |
5.807541739999999 |
5.9840100000000005 |
¥3.2万 |
+3.01% |
回到中轨 |
| 33 |
2025-01-08 |
2025-02-05 |
5.857606754999999 |
5.90409 |
¥8,321 |
+0.76% |
回到中轨 |
| 34 |
2025-02-27 |
2025-03-19 |
5.5572166649999994 |
5.61438 |
¥1.1万 |
+1.00% |
回到中轨 |
| 35 |
2025-07-18 |
2025-07-23 |
5.607281679999999 |
5.7642299999999995 |
¥3.1万 |
+2.77% |
回到中轨 |
| 36 |
2025-09-02 |
2025-09-18 |
5.607281679999999 |
5.65434 |
¥9,227 |
+0.81% |
回到中轨 |
| 37 |
2025-09-29 |
2025-10-15 |
5.487125644000001 |
5.594399999999999 |
¥2.2万 |
+1.92% |
回到中轨 |
| 38 |
2025-11-25 |
2025-12-04 |
5.511653 |
5.65434 |
¥3.0万 |
+2.56% |
回到中轨 |
| 39 |
2025-12-31 |
2026-02-12 |
5.407021619999999 |
5.0949 |
¥-7.0万 |
-5.80% |
回到中轨 |
| 40 |
2026-04-21 |
2026-05-06 |
4.896358466999999 |
5.004989999999999 |
¥2.5万 |
+2.19% |
回到中轨 |
| 41 |
2026-06-05 |
2026-07-07 |
5.006501499999999 |
4.985010000000001 |
¥-5,301 |
-0.46% |
回到中轨 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
7.45745 |
133200.0 |
¥99.4万 |
|
| 2015-07-13 |
回到中轨 |
卖出 |
8.7912 |
133200.0 |
¥1.17M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
6.456449999999999 |
181800.0 |
¥1.17M |
|
| 2015-08-31 |
回到中轨 |
卖出 |
7.26273 |
181800.0 |
¥1.32M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
6.806799999999999 |
194100.0 |
¥1.32M |
|
| 2015-12-22 |
回到中轨 |
卖出 |
6.86313 |
194100.0 |
¥1.33M |
|
| 2015-12-29 |
跌破下轨 |
买入 |
6.56656 |
202500.0 |
¥1.33M |
|
| 2016-02-23 |
回到中轨 |
卖出 |
4.93506 |
202500.0 |
¥99.9万 |
|
| 2016-12-13 |
跌破下轨 |
买入 |
5.12512 |
193900.0 |
¥99.4万 |
|
| 2017-01-04 |
回到中轨 |
卖出 |
5.14485 |
193900.0 |
¥99.7万 |
|
| 2017-08-17 |
跌破下轨 |
买入 |
6.346339999999999 |
158000.0 |
¥1.00M |
|
| 2017-08-31 |
回到中轨 |
卖出 |
6.5134799999999995 |
158000.0 |
¥1.03M |
|
| 2017-12-19 |
跌破下轨 |
买入 |
6.98698 |
147000.0 |
¥1.03M |
|
| 2018-01-05 |
回到中轨 |
卖出 |
7.192800000000001 |
147000.0 |
¥1.06M |
|
| 2018-05-18 |
跌破下轨 |
买入 |
6.61661 |
159600.0 |
¥1.06M |
|
| 2018-07-10 |
回到中轨 |
卖出 |
6.05394 |
159600.0 |
¥96.6万 |
|
| 2018-09-04 |
跌破下轨 |
买入 |
5.44544 |
178000.0 |
¥97.0万 |
|
| 2018-09-27 |
回到中轨 |
卖出 |
5.3346599999999995 |
178000.0 |
¥94.9万 |
|
| 2018-12-17 |
跌破下轨 |
买入 |
5.305299999999999 |
177900.0 |
¥94.4万 |
|
| 2019-01-09 |
回到中轨 |
卖出 |
5.30469 |
177900.0 |
¥94.3万 |
|
| 2019-05-08 |
跌破下轨 |
买入 |
7.077069999999999 |
129000.0 |
¥91.3万 |
|
| 2019-05-29 |
回到中轨 |
卖出 |
7.5924 |
129000.0 |
¥97.9万 |
|
| 2019-06-06 |
跌破下轨 |
买入 |
6.66 |
150700.0 |
¥1.00M |
|
| 2019-06-24 |
回到中轨 |
卖出 |
6.97302 |
150700.0 |
¥1.05M |
|
| 2019-08-08 |
跌破下轨 |
买入 |
5.975969999999999 |
172600.0 |
¥1.03M |
|
| 2019-09-04 |
回到中轨 |
卖出 |
5.85414 |
172600.0 |
¥1.01M |
|
| 2019-11-12 |
跌破下轨 |
买入 |
5.705699999999999 |
182100.0 |
¥1.04M |
|
| 2019-11-27 |
回到中轨 |
卖出 |
5.67432 |
182100.0 |
¥1.03M |
|
| 2020-01-22 |
跌破下轨 |
买入 |
5.465459999999999 |
188600.0 |
¥1.03M |
|
| 2020-03-04 |
回到中轨 |
卖出 |
4.73526 |
188600.0 |
¥89.3万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
4.4 |
202800.0 |
¥89.3万 |
|
| 2020-04-13 |
回到中轨 |
卖出 |
4.3956 |
202800.0 |
¥89.1万 |
|
| 2020-04-29 |
跌破下轨 |
买入 |
4.13413 |
215700.0 |
¥89.2万 |
|
| 2020-06-02 |
回到中轨 |
卖出 |
4.07592 |
215700.0 |
¥87.9万 |
|
| 2020-09-25 |
跌破下轨 |
买入 |
4.264259999999999 |
206000.0 |
¥87.9万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
4.305689999999999 |
206000.0 |
¥88.7万 |
|
| 2020-12-14 |
跌破下轨 |
买入 |
4.39439 |
201800.0 |
¥88.7万 |
|
| 2020-12-28 |
回到中轨 |
卖出 |
4.54545 |
201800.0 |
¥91.7万 |
|
| 2021-04-16 |
跌破下轨 |
买入 |
4.564559999999999 |
200800.0 |
¥91.7万 |
|
| 2021-05-06 |
回到中轨 |
卖出 |
4.6453500000000005 |
200800.0 |
¥93.3万 |
|
| 2021-10-14 |
跌破下轨 |
买入 |
5.71571 |
161900.0 |
¥92.6万 |
|
| 2021-11-24 |
回到中轨 |
卖出 |
4.8951 |
161900.0 |
¥79.2万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
5.23523 |
150300.0 |
¥78.7万 |
|
| 2022-03-17 |
回到中轨 |
卖出 |
5.754239999999999 |
150300.0 |
¥86.5万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
5.45545 |
159200.0 |
¥86.9万 |
|
| 2022-08-15 |
回到中轨 |
卖出 |
5.50449 |
159200.0 |
¥87.6万 |
|
| 2022-10-25 |
跌破下轨 |
买入 |
5.275269999999999 |
167500.0 |
¥88.4万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
5.34465 |
167500.0 |
¥89.5万 |
|
| 2022-12-21 |
跌破下轨 |
买入 |
5.26526 |
169900.0 |
¥89.5万 |
|
| 2023-01-05 |
回到中轨 |
卖出 |
5.3946000000000005 |
169900.0 |
¥91.6万 |
|
| 2023-05-18 |
跌破下轨 |
买入 |
5.48548 |
166700.0 |
¥91.5万 |
|
| 2023-06-09 |
回到中轨 |
卖出 |
5.41458 |
166700.0 |
¥90.2万 |
|
| 2023-06-27 |
跌破下轨 |
买入 |
5.065059999999999 |
178800.0 |
¥90.6万 |
|
| 2023-07-12 |
回到中轨 |
卖出 |
5.25474 |
178800.0 |
¥93.9万 |
|
| 2023-08-14 |
跌破下轨 |
买入 |
5.15515 |
180700.0 |
¥93.2万 |
|
| 2023-09-05 |
回到中轨 |
卖出 |
5.1748199999999995 |
180700.0 |
¥93.5万 |
|
| 2023-10-20 |
跌破下轨 |
买入 |
4.86486 |
193600.0 |
¥94.2万 |
|
| 2023-11-02 |
回到中轨 |
卖出 |
5.024970000000001 |
193600.0 |
¥97.3万 |
|
| 2024-01-02 |
跌破下轨 |
买入 |
4.9049 |
197800.0 |
¥97.0万 |
|
| 2024-01-04 |
回到中轨 |
卖出 |
5.06493 |
197800.0 |
¥1.00M |
|
| 2024-09-12 |
跌破下轨 |
买入 |
5.685679999999999 |
175500.0 |
¥99.8万 |
|
| 2024-09-27 |
回到中轨 |
卖出 |
6.003989999999999 |
175500.0 |
¥1.05M |
|
| 2024-11-25 |
跌破下轨 |
买入 |
5.805799999999999 |
181300.0 |
¥1.05M |
|
| 2024-12-10 |
回到中轨 |
卖出 |
5.9840100000000005 |
181300.0 |
¥1.08M |
|
| 2025-01-08 |
跌破下轨 |
买入 |
5.855849999999999 |
186100.0 |
¥1.09M |
|
| 2025-02-05 |
回到中轨 |
卖出 |
5.90409 |
186100.0 |
¥1.10M |
|
| 2025-02-27 |
跌破下轨 |
买入 |
5.555549999999999 |
197300.0 |
¥1.10M |
|
| 2025-03-19 |
回到中轨 |
卖出 |
5.61438 |
197300.0 |
¥1.11M |
|
| 2025-07-18 |
跌破下轨 |
买入 |
5.605599999999999 |
197900.0 |
¥1.11M |
|
| 2025-07-23 |
回到中轨 |
卖出 |
5.7642299999999995 |
197900.0 |
¥1.14M |
|
| 2025-09-02 |
跌破下轨 |
买入 |
5.605599999999999 |
203400.0 |
¥1.14M |
|
| 2025-09-18 |
回到中轨 |
卖出 |
5.65434 |
203400.0 |
¥1.15M |
|
| 2025-09-29 |
跌破下轨 |
买入 |
5.48548 |
209100.0 |
¥1.15M |
|
| 2025-10-15 |
回到中轨 |
卖出 |
5.594399999999999 |
209100.0 |
¥1.17M |
|
| 2025-11-25 |
跌破下轨 |
买入 |
5.51 |
212400.0 |
¥1.17M |
|
| 2025-12-04 |
回到中轨 |
卖出 |
5.65434 |
212400.0 |
¥1.20M |
|
| 2025-12-31 |
跌破下轨 |
买入 |
5.4054 |
221800.0 |
¥1.20M |
|
| 2026-02-12 |
回到中轨 |
卖出 |
5.0949 |
221800.0 |
¥1.13M |
|
| 2026-04-21 |
跌破下轨 |
买入 |
4.894889999999998 |
230800.0 |
¥1.13M |
|
| 2026-05-06 |
回到中轨 |
卖出 |
5.004989999999999 |
230800.0 |
¥1.15M |
|
| 2026-06-05 |
跌破下轨 |
买入 |
5.004999999999999 |
230600.0 |
¥1.15M |
|
| 2026-07-07 |
回到中轨 |
卖出 |
4.985010000000001 |
230600.0 |
¥1.15M |
|