600023 浙能电力 — 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: ¥1.36M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +36.39%）
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 55 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 |
2015-02-10 |
2015-02-27 |
6.218074863 |
6.56343 |
¥5.5万 |
+5.52% |
回到中轨 |
| 2 |
2015-06-30 |
2015-07-22 |
9.332118795999998 |
8.82117 |
¥-5.8万 |
-5.50% |
回到中轨 |
| 3 |
2015-12-02 |
2015-12-23 |
7.880233360999999 |
7.87212 |
¥-1,322 |
-0.13% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-23 |
6.788816033999999 |
5.62437 |
¥-16.8万 |
-17.18% |
回到中轨 |
| 5 |
2016-05-10 |
2016-06-01 |
5.226787566 |
5.30469 |
¥1.2万 |
+1.46% |
回到中轨 |
| 6 |
2016-06-27 |
2016-07-14 |
5.016514502999999 |
5.24475 |
¥3.8万 |
+4.52% |
回到中轨 |
| 7 |
2016-09-27 |
2016-10-12 |
5.236800569 |
5.32467 |
¥1.4万 |
+1.65% |
回到中轨 |
| 8 |
2016-12-15 |
2017-01-04 |
5.376982610999999 |
5.4945 |
¥1.9万 |
+2.15% |
回到中轨 |
| 9 |
2017-03-23 |
2017-04-05 |
5.597268677 |
5.67432 |
¥1.2万 |
+1.35% |
回到中轨 |
| 10 |
2017-04-27 |
2017-05-16 |
5.50165 |
5.57442 |
¥1.2万 |
+1.29% |
回到中轨 |
| 11 |
2017-06-16 |
2017-07-17 |
5.447073632 |
5.43456 |
¥-2,420 |
-0.26% |
回到中轨 |
| 12 |
2017-08-14 |
2017-08-22 |
5.366969608 |
5.46453 |
¥1.7万 |
+1.79% |
回到中轨 |
| 13 |
2017-09-22 |
2017-10-13 |
5.391617 |
5.3846099999999995 |
¥-1,517 |
-0.16% |
回到中轨 |
| 14 |
2017-10-20 |
2017-10-25 |
5.276852580999999 |
5.36463 |
¥1.5万 |
+1.63% |
回到中轨 |
| 15 |
2018-03-26 |
2018-05-16 |
5.417034622999999 |
5.15484 |
¥-4.6万 |
-4.87% |
回到中轨 |
| 16 |
2018-06-13 |
2018-07-11 |
5.086605523999999 |
4.72527 |
¥-6.5万 |
-7.13% |
回到中轨 |
| 17 |
2018-08-13 |
2018-08-29 |
4.6059813799999985 |
4.75524 |
¥2.7万 |
+3.21% |
回到中轨 |
| 18 |
2018-10-10 |
2018-10-26 |
4.816254442999998 |
4.87512 |
¥1.0万 |
+1.19% |
回到中轨 |
| 19 |
2018-11-26 |
2018-12-13 |
4.535890359 |
4.62537 |
¥1.7万 |
+1.94% |
回到中轨 |
| 20 |
2019-01-18 |
2019-02-13 |
4.535890359000001 |
4.53546 |
¥-358 |
-0.04% |
回到中轨 |
| 21 |
2019-04-26 |
2019-05-29 |
4.766189427999999 |
4.66533 |
¥-1.9万 |
-2.15% |
回到中轨 |
| 22 |
2019-06-20 |
2019-07-31 |
4.3957083169999995 |
4.32567 |
¥-1.4万 |
-1.62% |
回到中轨 |
| 23 |
2019-08-05 |
2019-09-06 |
4.155396245 |
4.05594 |
¥-2.1万 |
-2.42% |
回到中轨 |
| 24 |
2019-09-26 |
2019-10-25 |
3.961188 |
3.93606 |
¥-5,654 |
-0.66% |
回到中轨 |
| 25 |
2019-11-12 |
2019-11-26 |
3.8049411399999995 |
3.85614 |
¥1.1万 |
+1.32% |
回到中轨 |
| 26 |
2020-01-22 |
2020-03-06 |
3.844993151999999 |
3.57642 |
¥-6.0万 |
-7.01% |
回到中轨 |
| 27 |
2020-03-16 |
2020-04-08 |
3.4444730319999994 |
3.3966 |
¥-1.1万 |
-1.42% |
回到中轨 |
| 28 |
2020-09-25 |
2020-11-06 |
3.6947981069999996 |
3.6863099999999998 |
¥-2,031 |
-0.26% |
回到中轨 |
| 29 |
2020-12-07 |
2020-12-21 |
3.6510949999999998 |
3.7162800000000002 |
¥1.4万 |
+1.75% |
回到中轨 |
| 30 |
2021-02-01 |
2021-02-22 |
3.511053 |
3.53 |
¥4,062 |
+0.51% |
回到中轨 |
| 31 |
2021-06-21 |
2021-06-29 |
3.6046810799999998 |
3.6463499999999995 |
¥9,004 |
+1.13% |
回到中轨 |
| 32 |
2021-07-07 |
2021-08-06 |
3.431029 |
3.3366599999999997 |
¥-2.2万 |
-2.78% |
回到中轨 |
| 33 |
2021-10-14 |
2021-10-29 |
3.614694083 |
3.76623 |
¥3.2万 |
+4.16% |
回到中轨 |
| 34 |
2022-01-17 |
2022-02-10 |
3.734850119 |
3.77622 |
¥8,824 |
+1.08% |
回到中轨 |
| 35 |
2022-03-15 |
2022-04-07 |
3.4644990379999996 |
3.47652 |
¥2,608 |
+0.32% |
回到中轨 |
| 36 |
2022-04-27 |
2022-04-29 |
3.1941479569999998 |
3.4265700000000003 |
¥6.0万 |
+7.24% |
回到中轨 |
| 37 |
2022-09-19 |
2022-10-14 |
3.3243169959999994 |
3.3966 |
¥1.9万 |
+2.14% |
回到中轨 |
| 38 |
2022-12-15 |
2022-12-29 |
3.3643690079999997 |
3.38661 |
¥5,735 |
+0.63% |
回到中轨 |
| 39 |
2023-03-29 |
2023-04-11 |
3.6146940829999994 |
3.74625 |
¥3.3万 |
+3.61% |
回到中轨 |
| 40 |
2023-07-21 |
2023-08-02 |
4.796228437 |
5.0149799999999995 |
¥4.3万 |
+4.53% |
回到中轨 |
| 41 |
2023-08-25 |
2023-09-14 |
4.455786335 |
4.47552 |
¥4,070 |
+0.41% |
回到中轨 |
| 42 |
2023-09-28 |
2023-10-18 |
4.255526274999999 |
4.31568 |
¥1.4万 |
+1.38% |
回到中轨 |
| 43 |
2023-10-24 |
2023-10-27 |
4.125357235999999 |
4.42557 |
¥7.3万 |
+7.25% |
回到中轨 |
| 44 |
2023-12-25 |
2024-01-03 |
4.435760328999999 |
4.88511 |
¥10.9万 |
+10.10% |
回到中轨 |
| 45 |
2024-04-30 |
2024-05-15 |
6.188035853999999 |
6.553439999999998 |
¥7.0万 |
+5.87% |
回到中轨 |
| 46 |
2024-07-24 |
2024-08-16 |
6.548503961999999 |
6.70329 |
¥2.9万 |
+2.33% |
回到中轨 |
| 47 |
2024-09-02 |
2024-09-25 |
6.188035854 |
6.34365 |
¥3.2万 |
+2.48% |
回到中轨 |
| 48 |
2024-11-25 |
2024-12-09 |
5.537190658999999 |
5.64435 |
¥2.5万 |
+1.90% |
回到中轨 |
| 49 |
2025-01-06 |
2025-02-05 |
5.461638 |
5.354640000000001 |
¥-2.7万 |
-1.99% |
回到中轨 |
| 50 |
2025-04-30 |
2025-05-30 |
5.316904592999999 |
5.354640000000002 |
¥8,946 |
+0.68% |
回到中轨 |
| 51 |
2025-09-01 |
2025-09-12 |
5.096618526999999 |
5.15484 |
¥1.5万 |
+1.11% |
回到中轨 |
| 52 |
2025-09-19 |
2025-10-10 |
5.026527505999999 |
5.15484 |
¥3.4万 |
+2.52% |
回到中轨 |
| 53 |
2025-11-19 |
2025-12-04 |
5.0966185269999995 |
5.15484 |
¥1.5万 |
+1.11% |
回到中轨 |
| 54 |
2025-12-30 |
2026-01-13 |
5.016514503 |
5.07492 |
¥1.6万 |
+1.13% |
回到中轨 |
| 55 |
2026-06-24 |
2026-07-21 |
5.507151649999999 |
5.32467 |
¥-4.7万 |
-3.34% |
回到中轨 |
逐笔成交记录（共 110 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-10 |
跌破下轨 |
买入 |
6.216209999999999 |
160700.0 |
¥99.9万 |
|
| 2015-02-27 |
回到中轨 |
卖出 |
6.56343 |
160700.0 |
¥1.05M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
9.32932 |
112800.0 |
¥1.05M |
|
| 2015-07-22 |
回到中轨 |
卖出 |
8.82117 |
112800.0 |
¥99.5万 |
|
| 2015-12-02 |
跌破下轨 |
买入 |
7.877869999999999 |
126200.0 |
¥99.4万 |
|
| 2015-12-23 |
回到中轨 |
卖出 |
7.87212 |
126200.0 |
¥99.3万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
6.786779999999999 |
143800.0 |
¥97.6万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
5.62437 |
143800.0 |
¥80.9万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
5.225219999999999 |
158400.0 |
¥82.8万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
5.30469 |
158400.0 |
¥84.0万 |
|
| 2016-06-27 |
跌破下轨 |
买入 |
5.015009999999999 |
166100.0 |
¥83.3万 |
|
| 2016-07-14 |
回到中轨 |
卖出 |
5.24475 |
166100.0 |
¥87.1万 |
|
| 2016-09-27 |
跌破下轨 |
买入 |
5.23523 |
167300.0 |
¥87.6万 |
|
| 2016-10-12 |
回到中轨 |
卖出 |
5.32467 |
167300.0 |
¥89.1万 |
|
| 2016-12-15 |
跌破下轨 |
买入 |
5.375369999999999 |
165600.0 |
¥89.0万 |
|
| 2017-01-04 |
回到中轨 |
卖出 |
5.4945 |
165600.0 |
¥91.0万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
5.59559 |
162200.0 |
¥90.8万 |
|
| 2017-04-05 |
回到中轨 |
卖出 |
5.67432 |
162200.0 |
¥92.0万 |
|
| 2017-04-27 |
跌破下轨 |
买入 |
5.5 |
166500.0 |
¥91.6万 |
|
| 2017-05-16 |
回到中轨 |
卖出 |
5.57442 |
166500.0 |
¥92.8万 |
|
| 2017-06-16 |
跌破下轨 |
买入 |
5.44544 |
171100.0 |
¥93.2万 |
|
| 2017-07-17 |
回到中轨 |
卖出 |
5.43456 |
171100.0 |
¥93.0万 |
|
| 2017-08-14 |
跌破下轨 |
买入 |
5.36536 |
173500.0 |
¥93.1万 |
|
| 2017-08-22 |
回到中轨 |
卖出 |
5.46453 |
173500.0 |
¥94.8万 |
|
| 2017-09-22 |
跌破下轨 |
买入 |
5.39 |
175900.0 |
¥94.8万 |
|
| 2017-10-13 |
回到中轨 |
卖出 |
5.3846099999999995 |
175900.0 |
¥94.7万 |
|
| 2017-10-20 |
跌破下轨 |
买入 |
5.275269999999999 |
179300.0 |
¥94.6万 |
|
| 2017-10-25 |
回到中轨 |
卖出 |
5.36463 |
179300.0 |
¥96.2万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
5.41541 |
175900.0 |
¥95.3万 |
|
| 2018-05-16 |
回到中轨 |
卖出 |
5.15484 |
175900.0 |
¥90.6万 |
|
| 2018-06-13 |
跌破下轨 |
买入 |
5.08508 |
179600.0 |
¥91.4万 |
|
| 2018-07-11 |
回到中轨 |
卖出 |
4.72527 |
179600.0 |
¥84.8万 |
|
| 2018-08-13 |
跌破下轨 |
买入 |
4.604599999999999 |
182600.0 |
¥84.1万 |
|
| 2018-08-29 |
回到中轨 |
卖出 |
4.75524 |
182600.0 |
¥86.8万 |
|
| 2018-10-10 |
跌破下轨 |
买入 |
4.814809999999999 |
181800.0 |
¥87.6万 |
|
| 2018-10-26 |
回到中轨 |
卖出 |
4.87512 |
181800.0 |
¥88.6万 |
|
| 2018-11-26 |
跌破下轨 |
买入 |
4.53453 |
196100.0 |
¥88.9万 |
|
| 2018-12-13 |
回到中轨 |
卖出 |
4.62537 |
196100.0 |
¥90.7万 |
|
| 2019-01-18 |
跌破下轨 |
买入 |
4.53453 |
199900.0 |
¥90.7万 |
|
| 2019-02-13 |
回到中轨 |
卖出 |
4.53546 |
199900.0 |
¥90.6万 |
|
| 2019-04-26 |
跌破下轨 |
买入 |
4.764759999999999 |
189800.0 |
¥90.5万 |
|
| 2019-05-29 |
回到中轨 |
卖出 |
4.66533 |
189800.0 |
¥88.5万 |
|
| 2019-06-20 |
跌破下轨 |
买入 |
4.39439 |
200900.0 |
¥88.3万 |
|
| 2019-07-31 |
回到中轨 |
卖出 |
4.32567 |
200900.0 |
¥86.9万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
4.15415 |
208600.0 |
¥86.7万 |
|
| 2019-09-06 |
回到中轨 |
卖出 |
4.05594 |
208600.0 |
¥84.6万 |
|
| 2019-09-26 |
跌破下轨 |
买入 |
3.96 |
214900.0 |
¥85.1万 |
|
| 2019-10-25 |
回到中轨 |
卖出 |
3.93606 |
214900.0 |
¥84.6万 |
|
| 2019-11-12 |
跌破下轨 |
买入 |
3.8037999999999994 |
221900.0 |
¥84.4万 |
|
| 2019-11-26 |
回到中轨 |
卖出 |
3.85614 |
221900.0 |
¥85.5万 |
|
| 2020-01-22 |
跌破下轨 |
买入 |
3.8438399999999993 |
222500.0 |
¥85.6万 |
|
| 2020-03-06 |
回到中轨 |
卖出 |
3.57642 |
222500.0 |
¥79.6万 |
|
| 2020-03-16 |
跌破下轨 |
买入 |
3.4434399999999994 |
231000.0 |
¥79.6万 |
|
| 2020-04-08 |
回到中轨 |
卖出 |
3.3966 |
231000.0 |
¥78.4万 |
|
| 2020-09-25 |
跌破下轨 |
买入 |
3.6936899999999997 |
211700.0 |
¥78.2万 |
|
| 2020-11-06 |
回到中轨 |
卖出 |
3.6863099999999998 |
211700.0 |
¥78.0万 |
|
| 2020-12-07 |
跌破下轨 |
买入 |
3.65 |
214000.0 |
¥78.1万 |
|
| 2020-12-21 |
回到中轨 |
卖出 |
3.7162800000000002 |
214000.0 |
¥79.5万 |
|
| 2021-02-01 |
跌破下轨 |
买入 |
3.51 |
227100.0 |
¥79.7万 |
|
| 2021-02-22 |
回到中轨 |
卖出 |
3.53 |
227100.0 |
¥80.1万 |
|
| 2021-06-21 |
跌破下轨 |
买入 |
3.6035999999999997 |
221900.0 |
¥80.0万 |
|
| 2021-06-29 |
回到中轨 |
卖出 |
3.6463499999999995 |
221900.0 |
¥80.9万 |
|
| 2021-07-07 |
跌破下轨 |
买入 |
3.43 |
235600.0 |
¥80.8万 |
|
| 2021-08-06 |
回到中轨 |
卖出 |
3.3366599999999997 |
235600.0 |
¥78.6万 |
|
| 2021-10-14 |
跌破下轨 |
买入 |
3.6136099999999995 |
215800.0 |
¥78.0万 |
|
| 2021-10-29 |
回到中轨 |
卖出 |
3.76623 |
215800.0 |
¥81.3万 |
|
| 2022-01-17 |
跌破下轨 |
买入 |
3.7337299999999995 |
219300.0 |
¥81.9万 |
|
| 2022-02-10 |
回到中轨 |
卖出 |
3.77622 |
219300.0 |
¥82.8万 |
|
| 2022-03-15 |
跌破下轨 |
买入 |
3.4634599999999995 |
237600.0 |
¥82.3万 |
|
| 2022-04-07 |
回到中轨 |
卖出 |
3.47652 |
237600.0 |
¥82.6万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
3.1931899999999995 |
260000.0 |
¥83.0万 |
|
| 2022-04-29 |
回到中轨 |
卖出 |
3.4265700000000003 |
260000.0 |
¥89.1万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
3.3233199999999994 |
260000.0 |
¥86.4万 |
|
| 2022-10-14 |
回到中轨 |
卖出 |
3.3966 |
260000.0 |
¥88.3万 |
|
| 2022-12-15 |
跌破下轨 |
买入 |
3.3633599999999997 |
270200.0 |
¥90.9万 |
|
| 2022-12-29 |
回到中轨 |
卖出 |
3.38661 |
270200.0 |
¥91.5万 |
|
| 2023-03-29 |
跌破下轨 |
买入 |
3.6136099999999995 |
253000.0 |
¥91.5万 |
|
| 2023-04-11 |
回到中轨 |
卖出 |
3.74625 |
253000.0 |
¥94.8万 |
|
| 2023-07-21 |
跌破下轨 |
买入 |
4.79479 |
197500.0 |
¥94.7万 |
|
| 2023-08-02 |
回到中轨 |
卖出 |
5.0149799999999995 |
197500.0 |
¥99.0万 |
|
| 2023-08-25 |
跌破下轨 |
买入 |
4.45445 |
221300.0 |
¥98.6万 |
|
| 2023-09-14 |
回到中轨 |
卖出 |
4.47552 |
221300.0 |
¥99.0万 |
|
| 2023-09-28 |
跌破下轨 |
买入 |
4.25425 |
233700.0 |
¥99.5万 |
|
| 2023-10-18 |
回到中轨 |
卖出 |
4.31568 |
233700.0 |
¥1.01M |
|
| 2023-10-24 |
跌破下轨 |
买入 |
4.12412 |
244400.0 |
¥1.01M |
|
| 2023-10-27 |
回到中轨 |
卖出 |
4.42557 |
244400.0 |
¥1.08M |
|
| 2023-12-25 |
跌破下轨 |
买入 |
4.434429999999999 |
243700.0 |
¥1.08M |
|
| 2024-01-03 |
回到中轨 |
卖出 |
4.88511 |
243700.0 |
¥1.19M |
|
| 2024-04-30 |
跌破下轨 |
买入 |
6.186179999999999 |
192000.0 |
¥1.19M |
|
| 2024-05-15 |
回到中轨 |
卖出 |
6.553439999999998 |
192000.0 |
¥1.26M |
|
| 2024-07-24 |
跌破下轨 |
买入 |
6.546539999999999 |
191700.0 |
¥1.26M |
|
| 2024-08-16 |
回到中轨 |
卖出 |
6.70329 |
191700.0 |
¥1.28M |
|
| 2024-09-02 |
跌破下轨 |
买入 |
6.186179999999999 |
207900.0 |
¥1.29M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
6.34365 |
207900.0 |
¥1.32M |
|
| 2024-11-25 |
跌破下轨 |
买入 |
5.53553 |
238900.0 |
¥1.32M |
|
| 2024-12-09 |
回到中轨 |
卖出 |
5.64435 |
238900.0 |
¥1.35M |
|
| 2025-01-06 |
跌破下轨 |
买入 |
5.46 |
246600.0 |
¥1.35M |
|
| 2025-02-05 |
回到中轨 |
卖出 |
5.354640000000001 |
246600.0 |
¥1.32M |
|
| 2025-04-30 |
跌破下轨 |
买入 |
5.315309999999999 |
247600.0 |
¥1.32M |
|
| 2025-05-30 |
回到中轨 |
卖出 |
5.354640000000002 |
247600.0 |
¥1.33M |
|
| 2025-09-01 |
跌破下轨 |
买入 |
5.095089999999999 |
261100.0 |
¥1.33M |
|
| 2025-09-12 |
回到中轨 |
卖出 |
5.15484 |
261100.0 |
¥1.35M |
|
| 2025-09-19 |
跌破下轨 |
买入 |
5.025019999999999 |
267100.0 |
¥1.34M |
|
| 2025-10-10 |
回到中轨 |
卖出 |
5.15484 |
267100.0 |
¥1.38M |
|
| 2025-11-19 |
跌破下轨 |
买入 |
5.095089999999999 |
270600.0 |
¥1.38M |
|
| 2025-12-04 |
回到中轨 |
卖出 |
5.15484 |
270600.0 |
¥1.39M |
|
| 2025-12-30 |
跌破下轨 |
买入 |
5.015009999999999 |
276900.0 |
¥1.39M |
|
| 2026-01-13 |
回到中轨 |
卖出 |
5.07492 |
276900.0 |
¥1.40M |
|
| 2026-06-24 |
跌破下轨 |
买入 |
5.5055 |
254200.0 |
¥1.40M |
|
| 2026-07-21 |
回到中轨 |
卖出 |
5.32467 |
254200.0 |
¥1.35M |
|