600025 华能水电 — 布林下轨抄底 回测明细
数据区间: 2017-12-15 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.29M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +28.57%）
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 27 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 |
2018-02-02 |
2018-03-07 |
4.565929367999999 |
4.225770000000001 |
¥-7.4万 |
-7.48% |
回到中轨 |
| 2 |
2018-03-23 |
2018-05-16 |
3.9511849999999997 |
3.5364600000000004 |
¥-9.5万 |
-10.52% |
回到中轨 |
| 3 |
2018-06-20 |
2018-07-19 |
3.023926906 |
2.9670300000000003 |
¥-1.6万 |
-1.91% |
回到中轨 |
| 4 |
2018-10-10 |
2018-10-26 |
2.763588828 |
2.7971999999999997 |
¥9,645 |
+1.19% |
回到中轨 |
| 5 |
2018-11-30 |
2018-12-14 |
2.9037708699999993 |
2.997 |
¥2.6万 |
+3.18% |
回到中轨 |
| 6 |
2019-09-30 |
2019-10-11 |
4.245513271999999 |
4.4855100000000006 |
¥4.8万 |
+5.62% |
回到中轨 |
| 7 |
2020-01-17 |
2020-02-19 |
4.125357236 |
3.966030000000001 |
¥-3.5万 |
-3.89% |
回到中轨 |
| 8 |
2020-03-17 |
2020-04-08 |
3.624707086 |
3.5964 |
¥-6,988 |
-0.81% |
回到中轨 |
| 9 |
2020-04-22 |
2020-05-12 |
3.494538047 |
3.6063899999999998 |
¥2.7万 |
+3.17% |
回到中轨 |
| 10 |
2020-05-25 |
2020-06-01 |
3.494538047 |
3.5964 |
¥2.5万 |
+2.88% |
回到中轨 |
| 11 |
2021-01-12 |
2021-01-28 |
4.331299 |
4.38561 |
¥1.1万 |
+1.22% |
回到中轨 |
| 12 |
2021-07-20 |
2021-08-05 |
5.3269175959999995 |
5.57442 |
¥4.2万 |
+4.61% |
回到中轨 |
| 13 |
2022-05-09 |
2022-05-11 |
5.957736785 |
6.50349 |
¥8.7万 |
+9.13% |
回到中轨 |
| 14 |
2022-10-25 |
2022-11-17 |
6.538490959 |
6.563429999999999 |
¥3,673 |
+0.35% |
回到中轨 |
| 15 |
2022-12-20 |
2023-01-03 |
6.30819189 |
6.61338 |
¥5.0万 |
+4.81% |
回到中轨 |
| 16 |
2023-03-24 |
2023-04-18 |
6.989076094 |
7.12287 |
¥2.1万 |
+1.88% |
回到中轨 |
| 17 |
2023-06-19 |
2023-08-01 |
6.949024081999999 |
7.03296 |
¥1.3万 |
+1.18% |
回到中轨 |
| 18 |
2024-01-23 |
2024-01-26 |
8.310792489999999 |
8.65134 |
¥4.6万 |
+4.07% |
回到中轨 |
| 19 |
2024-09-02 |
2024-09-27 |
10.904160266999996 |
10.889100000000001 |
¥-1,966 |
-0.17% |
回到中轨 |
| 20 |
2024-11-25 |
2024-12-04 |
9.442261828999998 |
9.56043 |
¥1.4万 |
+1.22% |
回到中轨 |
| 21 |
2025-01-03 |
2025-02-18 |
9.262027774999998 |
8.8911 |
¥-4.8万 |
-4.03% |
回到中轨 |
| 22 |
2025-03-03 |
2025-03-17 |
8.571130568 |
8.74125 |
¥2.2万 |
+1.95% |
回到中轨 |
| 23 |
2025-12-23 |
2026-01-14 |
9.272040777999997 |
9.22077 |
¥-6,803 |
-0.58% |
回到中轨 |
| 24 |
2026-01-29 |
2026-02-06 |
8.971650688 |
9.15084 |
¥2.3万 |
+1.97% |
回到中轨 |
| 25 |
2026-04-02 |
2026-04-22 |
9.882833961 |
9.83016 |
¥-6,669 |
-0.56% |
回到中轨 |
| 26 |
2026-05-22 |
2026-05-28 |
9.342131798999999 |
9.65034 |
¥3.8万 |
+3.27% |
回到中轨 |
| 27 |
2026-06-26 |
2026-07-09 |
8.921585673 |
9.42057 |
¥6.8万 |
+5.56% |
回到中轨 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-02-02 |
跌破下轨 |
买入 |
4.564559999999999 |
218000.0 |
¥99.5万 |
|
| 2018-03-07 |
回到中轨 |
卖出 |
4.225770000000001 |
218000.0 |
¥92.1万 |
|
| 2018-03-23 |
跌破下轨 |
买入 |
3.95 |
227700.0 |
¥90.0万 |
|
| 2018-05-16 |
回到中轨 |
卖出 |
3.5364600000000004 |
227700.0 |
¥80.5万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
3.02302 |
272400.0 |
¥82.4万 |
|
| 2018-07-19 |
回到中轨 |
卖出 |
2.9670300000000003 |
272400.0 |
¥80.8万 |
|
| 2018-10-10 |
跌破下轨 |
买入 |
2.7627599999999997 |
294300.0 |
¥81.3万 |
|
| 2018-10-26 |
回到中轨 |
卖出 |
2.7971999999999997 |
294300.0 |
¥82.3万 |
|
| 2018-11-30 |
跌破下轨 |
买入 |
2.9028999999999994 |
283400.0 |
¥82.3万 |
|
| 2018-12-14 |
回到中轨 |
卖出 |
2.997 |
283400.0 |
¥84.9万 |
|
| 2019-09-30 |
跌破下轨 |
买入 |
4.24424 |
199500.0 |
¥84.7万 |
|
| 2019-10-11 |
回到中轨 |
卖出 |
4.4855100000000006 |
199500.0 |
¥89.5万 |
|
| 2020-01-17 |
跌破下轨 |
买入 |
4.12412 |
217300.0 |
¥89.6万 |
|
| 2020-02-19 |
回到中轨 |
卖出 |
3.966030000000001 |
217300.0 |
¥86.2万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
3.62362 |
237800.0 |
¥86.2万 |
|
| 2020-04-08 |
回到中轨 |
卖出 |
3.5964 |
237800.0 |
¥85.5万 |
|
| 2020-04-22 |
跌破下轨 |
买入 |
3.49349 |
243900.0 |
¥85.2万 |
|
| 2020-05-12 |
回到中轨 |
卖出 |
3.6063899999999998 |
243900.0 |
¥87.9万 |
|
| 2020-05-25 |
跌破下轨 |
买入 |
3.49349 |
252300.0 |
¥88.2万 |
|
| 2020-06-01 |
回到中轨 |
卖出 |
3.5964 |
252300.0 |
¥90.7万 |
|
| 2021-01-12 |
跌破下轨 |
买入 |
4.33 |
209700.0 |
¥90.8万 |
|
| 2021-01-28 |
回到中轨 |
卖出 |
4.38561 |
209700.0 |
¥91.9万 |
|
| 2021-07-20 |
跌破下轨 |
买入 |
5.32532 |
171700.0 |
¥91.5万 |
|
| 2021-08-05 |
回到中轨 |
卖出 |
5.57442 |
171700.0 |
¥95.7万 |
|
| 2022-05-09 |
跌破下轨 |
买入 |
5.95595 |
160400.0 |
¥95.6万 |
|
| 2022-05-11 |
回到中轨 |
卖出 |
6.50349 |
160400.0 |
¥1.04M |
|
| 2022-10-25 |
跌破下轨 |
买入 |
6.53653 |
159900.0 |
¥1.05M |
|
| 2022-11-17 |
回到中轨 |
卖出 |
6.563429999999999 |
159900.0 |
¥1.05M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
6.306299999999999 |
166300.0 |
¥1.05M |
|
| 2023-01-03 |
回到中轨 |
卖出 |
6.61338 |
166300.0 |
¥1.10M |
|
| 2023-03-24 |
跌破下轨 |
买入 |
6.98698 |
157600.0 |
¥1.10M |
|
| 2023-04-18 |
回到中轨 |
卖出 |
7.12287 |
157600.0 |
¥1.12M |
|
| 2023-06-19 |
跌破下轨 |
买入 |
6.94694 |
159200.0 |
¥1.11M |
|
| 2023-08-01 |
回到中轨 |
卖出 |
7.03296 |
159200.0 |
¥1.12M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
8.3083 |
136400.0 |
¥1.13M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
8.65134 |
136400.0 |
¥1.18M |
|
| 2024-09-02 |
跌破下轨 |
买入 |
10.900889999999997 |
107300.0 |
¥1.17M |
|
| 2024-09-27 |
回到中轨 |
卖出 |
10.889100000000001 |
107300.0 |
¥1.17M |
|
| 2024-11-25 |
跌破下轨 |
买入 |
9.439429999999998 |
125000.0 |
¥1.18M |
|
| 2024-12-04 |
回到中轨 |
卖出 |
9.56043 |
125000.0 |
¥1.19M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
9.25925 |
128800.0 |
¥1.19M |
|
| 2025-02-18 |
回到中轨 |
卖出 |
8.8911 |
128800.0 |
¥1.14M |
|
| 2025-03-03 |
跌破下轨 |
买入 |
8.56856 |
132500.0 |
¥1.14M |
|
| 2025-03-17 |
回到中轨 |
卖出 |
8.74125 |
132500.0 |
¥1.16M |
|
| 2025-12-23 |
跌破下轨 |
买入 |
9.26926 |
125900.0 |
¥1.17M |
|
| 2026-01-14 |
回到中轨 |
卖出 |
9.22077 |
125900.0 |
¥1.16M |
|
| 2026-01-29 |
跌破下轨 |
买入 |
8.96896 |
129200.0 |
¥1.16M |
|
| 2026-02-06 |
回到中轨 |
卖出 |
9.15084 |
129200.0 |
¥1.18M |
|
| 2026-04-02 |
跌破下轨 |
买入 |
9.87987 |
119900.0 |
¥1.18M |
|
| 2026-04-22 |
回到中轨 |
卖出 |
9.83016 |
119900.0 |
¥1.18M |
|
| 2026-05-22 |
跌破下轨 |
买入 |
9.339329999999999 |
126000.0 |
¥1.18M |
|
| 2026-05-28 |
回到中轨 |
卖出 |
9.65034 |
126000.0 |
¥1.22M |
|
| 2026-06-26 |
跌破下轨 |
买入 |
8.918909999999999 |
136500.0 |
¥1.22M |
|
| 2026-07-09 |
回到中轨 |
卖出 |
9.42057 |
136500.0 |
¥1.29M |
|