600019 宝钢股份 — 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: ¥2.04M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +103.94%）
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 47 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 |
2015-07-03 |
2015-07-24 |
7.409622219999999 |
7.54245 |
¥1.7万 |
+1.76% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-23 |
5.607281679999999 |
5.82417 |
¥3.6万 |
+3.84% |
回到中轨 |
| 3 |
2015-12-01 |
2015-12-18 |
5.487125644 |
5.60439 |
¥2.2万 |
+2.11% |
回到中轨 |
| 4 |
2016-01-05 |
2016-01-07 |
5.20676156 |
5.84415 |
¥13.0万 |
+12.21% |
回到中轨 |
| 5 |
2016-02-02 |
2016-02-23 |
4.886345463999999 |
5.36463 |
¥11.6万 |
+9.76% |
回到中轨 |
| 6 |
2016-05-09 |
2016-06-01 |
5.366969608 |
5.264729999999999 |
¥-2.5万 |
-1.93% |
回到中轨 |
| 7 |
2016-06-14 |
2016-10-11 |
5.036540509 |
5.6943 |
¥16.8万 |
+13.03% |
回到中轨 |
| 8 |
2017-04-25 |
2017-05-23 |
6.067879817999999 |
6.15384 |
¥2.0万 |
+1.39% |
回到中轨 |
| 9 |
2017-09-18 |
2017-10-16 |
7.3094921899999985 |
7.56243 |
¥5.0万 |
+3.43% |
回到中轨 |
| 10 |
2017-12-08 |
2017-12-29 |
8.230688466 |
8.63136 |
¥7.4万 |
+4.84% |
回到中轨 |
| 11 |
2018-03-28 |
2018-04-11 |
8.210662459999998 |
8.91108 |
¥13.3万 |
+8.50% |
回到中轨 |
| 12 |
2018-05-24 |
2018-06-05 |
8.471000538 |
8.7912 |
¥6.5万 |
+3.75% |
回到中轨 |
| 13 |
2018-06-27 |
2018-07-20 |
8.100519427 |
7.71228 |
¥-8.7万 |
-4.82% |
回到中轨 |
| 14 |
2018-09-04 |
2018-09-21 |
7.679973300999999 |
7.67232 |
¥-2,218 |
-0.13% |
回到中轨 |
| 15 |
2018-11-21 |
2019-01-09 |
7.199349156999999 |
6.70329 |
¥-11.7万 |
-6.92% |
回到中轨 |
| 16 |
2019-04-30 |
2019-05-29 |
7.159297145 |
6.96303 |
¥-4.4万 |
-2.77% |
回到中轨 |
| 17 |
2019-06-04 |
2019-06-24 |
6.378282911 |
6.56 |
¥4.4万 |
+2.82% |
回到中轨 |
| 18 |
2019-07-16 |
2019-07-31 |
6.248113871999999 |
6.343649999999999 |
¥2.4万 |
+1.50% |
回到中轨 |
| 19 |
2019-08-06 |
2019-09-04 |
5.997788797 |
5.88411 |
¥-3.1万 |
-1.92% |
回到中轨 |
| 20 |
2019-11-05 |
2019-11-26 |
5.70741171 |
5.74425 |
¥9,744 |
+0.62% |
回到中轨 |
| 21 |
2020-02-03 |
2020-02-21 |
4.896358466999999 |
5.3846099999999995 |
¥14.3万 |
+9.94% |
回到中轨 |
| 22 |
2020-03-17 |
2020-04-09 |
4.956436484999999 |
4.93506 |
¥-8,018 |
-0.46% |
回到中轨 |
| 23 |
2020-04-29 |
2020-05-06 |
4.736150419 |
4.845149999999999 |
¥3.9万 |
+2.27% |
回到中轨 |
| 24 |
2020-06-04 |
2020-06-19 |
4.615994382999999 |
4.77522 |
¥6.0万 |
+3.42% |
回到中轨 |
| 25 |
2020-12-07 |
2020-12-21 |
6.077892821 |
6.23376 |
¥4.6万 |
+2.53% |
回到中轨 |
| 26 |
2021-06-18 |
2021-07-01 |
7.049154111999999 |
7.66233 |
¥15.6万 |
+8.67% |
回到中轨 |
| 27 |
2022-03-14 |
2022-04-06 |
6.808842039999999 |
6.8931000000000004 |
¥2.4万 |
+1.21% |
回到中轨 |
| 28 |
2022-04-27 |
2022-05-23 |
6.2681398779999995 |
6.36363 |
¥3.0万 |
+1.49% |
回到中轨 |
| 29 |
2022-07-15 |
2022-08-26 |
5.90767177 |
5.37462 |
¥-18.8万 |
-9.05% |
回到中轨 |
| 30 |
2022-09-27 |
2022-10-18 |
5.186735553999999 |
5.37462 |
¥6.8万 |
+3.59% |
回到中轨 |
| 31 |
2022-10-27 |
2022-11-10 |
5.086605523999999 |
5.07492 |
¥-5,127 |
-0.26% |
回到中轨 |
| 32 |
2023-03-22 |
2023-04-06 |
6.3782829109999994 |
6.42357 |
¥1.3万 |
+0.68% |
回到中轨 |
| 33 |
2023-05-17 |
2023-07-12 |
6.278152880999999 |
5.70429 |
¥-18.1万 |
-9.17% |
回到中轨 |
| 34 |
2023-08-25 |
2023-08-29 |
6.087905823999999 |
6.35364 |
¥7.8万 |
+4.33% |
回到中轨 |
| 35 |
2023-10-20 |
2023-10-26 |
5.80754174 |
6.27372 |
¥14.9万 |
+7.99% |
回到中轨 |
| 36 |
2023-12-13 |
2024-01-04 |
6.007801799999999 |
6.133859999999999 |
¥4.2万 |
+2.07% |
回到中轨 |
| 37 |
2024-01-18 |
2024-01-26 |
5.80174 |
6.063930000000001 |
¥9.3万 |
+4.49% |
回到中轨 |
| 38 |
2024-06-12 |
2024-07-02 |
6.8488940519999995 |
6.76323 |
¥-2.8万 |
-1.28% |
回到中轨 |
| 39 |
2024-08-01 |
2024-09-25 |
6.80884204 |
6.05 |
¥-23.8万 |
-11.17% |
回到中轨 |
| 40 |
2025-01-10 |
2025-01-27 |
6.588555973999999 |
6.80319 |
¥6.1万 |
+3.23% |
回到中轨 |
| 41 |
2025-04-08 |
2025-04-29 |
6.648633991999998 |
6.91308 |
¥7.7万 |
+3.95% |
回到中轨 |
| 42 |
2025-05-29 |
2025-07-03 |
6.678673000999999 |
6.8931000000000004 |
¥6.5万 |
+3.18% |
回到中轨 |
| 43 |
2025-09-02 |
2025-09-30 |
6.90897207 |
6.97302 |
¥1.9万 |
+0.90% |
回到中轨 |
| 44 |
2026-03-17 |
2026-04-30 |
6.898959066999998 |
6.473520000000001 |
¥-13.1万 |
-6.19% |
回到中轨 |
| 45 |
2026-05-19 |
2026-06-15 |
6.097918827 |
6.07392 |
¥-8,397 |
-0.42% |
回到中轨 |
| 46 |
2026-06-26 |
2026-07-15 |
5.487125644 |
5.57442 |
¥3.1万 |
+1.56% |
回到中轨 |
| 47 |
2026-09-18 |
2026-09-28 |
5.727437715999999 |
5.81418 |
¥3.0万 |
+1.48% |
回到中轨 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-03 |
跌破下轨 |
买入 |
7.4074 |
130600.0 |
¥96.8万 |
|
| 2015-07-24 |
回到中轨 |
卖出 |
7.54245 |
130600.0 |
¥98.5万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
5.605599999999999 |
165900.0 |
¥93.0万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
5.82417 |
165900.0 |
¥96.6万 |
|
| 2015-12-01 |
跌破下轨 |
买入 |
5.48548 |
191400.0 |
¥1.05M |
|
| 2015-12-18 |
回到中轨 |
卖出 |
5.60439 |
191400.0 |
¥1.07M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
5.2052 |
204800.0 |
¥1.07M |
|
| 2016-01-07 |
回到中轨 |
卖出 |
5.84415 |
204800.0 |
¥1.20M |
|
| 2016-02-02 |
跌破下轨 |
买入 |
4.884879999999999 |
243100.0 |
¥1.19M |
|
| 2016-02-23 |
回到中轨 |
卖出 |
5.36463 |
243100.0 |
¥1.30M |
|
| 2016-05-09 |
跌破下轨 |
买入 |
5.36536 |
243300.0 |
¥1.31M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
5.264729999999999 |
243300.0 |
¥1.28M |
|
| 2016-06-14 |
跌破下轨 |
买入 |
5.03503 |
256700.0 |
¥1.29M |
|
| 2016-10-11 |
回到中轨 |
卖出 |
5.6943 |
256700.0 |
¥1.46M |
|
| 2017-04-25 |
跌破下轨 |
买入 |
6.066059999999999 |
241100.0 |
¥1.46M |
|
| 2017-05-23 |
回到中轨 |
卖出 |
6.15384 |
241100.0 |
¥1.48M |
|
| 2017-09-18 |
跌破下轨 |
买入 |
7.307299999999999 |
199900.0 |
¥1.46M |
|
| 2017-10-16 |
回到中轨 |
卖出 |
7.56243 |
199900.0 |
¥1.51M |
|
| 2017-12-08 |
跌破下轨 |
买入 |
8.22822 |
185100.0 |
¥1.52M |
|
| 2017-12-29 |
回到中轨 |
卖出 |
8.63136 |
185100.0 |
¥1.60M |
|
| 2018-03-28 |
跌破下轨 |
买入 |
8.208199999999998 |
190800.0 |
¥1.57M |
|
| 2018-04-11 |
回到中轨 |
卖出 |
8.91108 |
190800.0 |
¥1.70M |
|
| 2018-05-24 |
跌破下轨 |
买入 |
8.46846 |
205300.0 |
¥1.74M |
|
| 2018-06-05 |
回到中轨 |
卖出 |
8.7912 |
205300.0 |
¥1.80M |
|
| 2018-06-27 |
跌破下轨 |
买入 |
8.09809 |
222500.0 |
¥1.80M |
|
| 2018-07-20 |
回到中轨 |
卖出 |
7.71228 |
222500.0 |
¥1.72M |
|
| 2018-09-04 |
跌破下轨 |
买入 |
7.677669999999998 |
222800.0 |
¥1.71M |
|
| 2018-09-21 |
回到中轨 |
卖出 |
7.67232 |
222800.0 |
¥1.71M |
|
| 2018-11-21 |
跌破下轨 |
买入 |
7.19719 |
234400.0 |
¥1.69M |
|
| 2019-01-09 |
回到中轨 |
卖出 |
6.70329 |
234400.0 |
¥1.57M |
|
| 2019-04-30 |
跌破下轨 |
买入 |
7.15715 |
222800.0 |
¥1.60M |
|
| 2019-05-29 |
回到中轨 |
卖出 |
6.96303 |
222800.0 |
¥1.55M |
|
| 2019-06-04 |
跌破下轨 |
买入 |
6.37637 |
243100.0 |
¥1.55M |
|
| 2019-06-24 |
回到中轨 |
卖出 |
6.56 |
243100.0 |
¥1.59M |
|
| 2019-07-16 |
跌破下轨 |
买入 |
6.246239999999999 |
255100.0 |
¥1.59M |
|
| 2019-07-31 |
回到中轨 |
卖出 |
6.343649999999999 |
255100.0 |
¥1.62M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
5.99599 |
267900.0 |
¥1.61M |
|
| 2019-09-04 |
回到中轨 |
卖出 |
5.88411 |
267900.0 |
¥1.58M |
|
| 2019-11-05 |
跌破下轨 |
买入 |
5.705699999999999 |
277500.0 |
¥1.58M |
|
| 2019-11-26 |
回到中轨 |
卖出 |
5.74425 |
277500.0 |
¥1.59M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
4.894889999999999 |
294200.0 |
¥1.44M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
5.3846099999999995 |
294200.0 |
¥1.58M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
4.954949999999999 |
350800.0 |
¥1.74M |
|
| 2020-04-09 |
回到中轨 |
卖出 |
4.93506 |
350800.0 |
¥1.73M |
|
| 2020-04-29 |
跌破下轨 |
买入 |
4.73473 |
364600.0 |
¥1.73M |
|
| 2020-05-06 |
回到中轨 |
卖出 |
4.845149999999999 |
364600.0 |
¥1.77M |
|
| 2020-06-04 |
跌破下轨 |
买入 |
4.61461 |
383400.0 |
¥1.77M |
|
| 2020-06-19 |
回到中轨 |
卖出 |
4.77522 |
383400.0 |
¥1.83M |
|
| 2020-12-07 |
跌破下轨 |
买入 |
6.07607 |
301700.0 |
¥1.83M |
|
| 2020-12-21 |
回到中轨 |
卖出 |
6.23376 |
301700.0 |
¥1.88M |
|
| 2021-06-18 |
跌破下轨 |
买入 |
7.047039999999999 |
255500.0 |
¥1.80M |
|
| 2021-07-01 |
回到中轨 |
卖出 |
7.66233 |
255500.0 |
¥1.96M |
|
| 2022-03-14 |
跌破下轨 |
买入 |
6.806799999999999 |
294200.0 |
¥2.00M |
|
| 2022-04-06 |
回到中轨 |
卖出 |
6.8931000000000004 |
294200.0 |
¥2.03M |
|
| 2022-04-27 |
跌破下轨 |
买入 |
6.266259999999999 |
325000.0 |
¥2.04M |
|
| 2022-05-23 |
回到中轨 |
卖出 |
6.36363 |
325000.0 |
¥2.07M |
|
| 2022-07-15 |
跌破下轨 |
买入 |
5.9059 |
352000.0 |
¥2.08M |
|
| 2022-08-26 |
回到中轨 |
卖出 |
5.37462 |
352000.0 |
¥1.89M |
|
| 2022-09-27 |
跌破下轨 |
买入 |
5.185179999999999 |
366800.0 |
¥1.90M |
|
| 2022-10-18 |
回到中轨 |
卖出 |
5.37462 |
366800.0 |
¥1.97M |
|
| 2022-10-27 |
跌破下轨 |
买入 |
5.08508 |
388200.0 |
¥1.97M |
|
| 2022-11-10 |
回到中轨 |
卖出 |
5.07492 |
388200.0 |
¥1.97M |
|
| 2023-03-22 |
跌破下轨 |
买入 |
6.37637 |
308600.0 |
¥1.97M |
|
| 2023-04-06 |
回到中轨 |
卖出 |
6.42357 |
308600.0 |
¥1.98M |
|
| 2023-05-17 |
跌破下轨 |
买入 |
6.2762699999999985 |
314700.0 |
¥1.98M |
|
| 2023-07-12 |
回到中轨 |
卖出 |
5.70429 |
314700.0 |
¥1.79M |
|
| 2023-08-25 |
跌破下轨 |
买入 |
6.086079999999999 |
295900.0 |
¥1.80M |
|
| 2023-08-29 |
回到中轨 |
卖出 |
6.35364 |
295900.0 |
¥1.88M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
5.805799999999999 |
320800.0 |
¥1.86M |
|
| 2023-10-26 |
回到中轨 |
卖出 |
6.27372 |
320800.0 |
¥2.01M |
|
| 2023-12-13 |
跌破下轨 |
买入 |
6.005999999999999 |
334800.0 |
¥2.01M |
|
| 2024-01-04 |
回到中轨 |
卖出 |
6.133859999999999 |
334800.0 |
¥2.05M |
|
| 2024-01-18 |
跌破下轨 |
买入 |
5.8 |
355800.0 |
¥2.06M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
6.063930000000001 |
355800.0 |
¥2.16M |
|
| 2024-06-12 |
跌破下轨 |
买入 |
6.846839999999999 |
315200.0 |
¥2.16M |
|
| 2024-07-02 |
回到中轨 |
卖出 |
6.76323 |
315200.0 |
¥2.13M |
|
| 2024-08-01 |
跌破下轨 |
买入 |
6.8068 |
313000.0 |
¥2.13M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
6.05 |
313000.0 |
¥1.89M |
|
| 2025-01-10 |
跌破下轨 |
买入 |
6.58658 |
286500.0 |
¥1.89M |
|
| 2025-01-27 |
回到中轨 |
卖出 |
6.80319 |
286500.0 |
¥1.95M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
6.646639999999999 |
291700.0 |
¥1.94M |
|
| 2025-04-29 |
回到中轨 |
卖出 |
6.91308 |
291700.0 |
¥2.02M |
|
| 2025-05-29 |
跌破下轨 |
买入 |
6.676669999999999 |
304000.0 |
¥2.03M |
|
| 2025-07-03 |
回到中轨 |
卖出 |
6.8931000000000004 |
304000.0 |
¥2.09M |
|
| 2025-09-02 |
跌破下轨 |
买入 |
6.906899999999999 |
303700.0 |
¥2.10M |
|
| 2025-09-30 |
回到中轨 |
卖出 |
6.97302 |
303700.0 |
¥2.12M |
|
| 2026-03-17 |
跌破下轨 |
买入 |
6.896889999999998 |
306800.0 |
¥2.12M |
|
| 2026-04-30 |
回到中轨 |
卖出 |
6.473520000000001 |
306800.0 |
¥1.99M |
|
| 2026-05-19 |
跌破下轨 |
买入 |
6.096089999999999 |
325200.0 |
¥1.98M |
|
| 2026-06-15 |
回到中轨 |
卖出 |
6.07392 |
325200.0 |
¥1.97M |
|
| 2026-06-26 |
跌破下轨 |
买入 |
5.48548 |
359200.0 |
¥1.97M |
|
| 2026-07-15 |
回到中轨 |
卖出 |
5.57442 |
359200.0 |
¥2.00M |
|
| 2026-09-18 |
跌破下轨 |
买入 |
5.725719999999999 |
350100.0 |
¥2.01M |
|
| 2026-09-28 |
回到中轨 |
卖出 |
5.81418 |
350100.0 |
¥2.03M |
|