600026 中远海能 — 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: ¥2.21M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +120.87%）
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 38 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 |
2015-02-09 |
2015-02-27 |
6.918985073 |
7.93206 |
¥13.9万 |
+14.61% |
回到中轨 |
| 2 |
2015-06-23 |
2015-06-25 |
11.454875432 |
12.587399999999999 |
¥11.2万 |
+9.85% |
回到中轨 |
| 3 |
2015-07-07 |
2015-07-24 |
8.561117565 |
10.799190000000001 |
¥29.3万 |
+26.10% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-18 |
8.160597444999999 |
6.653340000000001 |
¥-27.9万 |
-18.49% |
回到中轨 |
| 5 |
2016-12-13 |
2017-01-05 |
6.989076094 |
6.97302 |
¥-3,278 |
-0.26% |
回到中轨 |
| 6 |
2017-04-20 |
2017-06-05 |
6.939011078999998 |
6.26373 |
¥-12.3万 |
-9.76% |
回到中轨 |
| 7 |
2017-08-25 |
2017-10-23 |
6.548503962000001 |
6.48351 |
¥-1.2万 |
-1.02% |
回到中轨 |
| 8 |
2017-11-06 |
2017-12-04 |
6.137970839 |
6.113879999999999 |
¥-4,752 |
-0.42% |
回到中轨 |
| 9 |
2018-02-02 |
2018-03-09 |
6.0378408089999995 |
5.74425 |
¥-5.5万 |
-4.89% |
回到中轨 |
| 10 |
2018-03-26 |
2018-04-11 |
5.2067615599999995 |
5.514479999999999 |
¥6.2万 |
+5.88% |
回到中轨 |
| 11 |
2018-05-03 |
2018-05-22 |
4.916384473 |
5.5944 |
¥15.5万 |
+13.76% |
回到中轨 |
| 12 |
2018-06-20 |
2018-07-23 |
4.305591289999999 |
4.1058900000000005 |
¥-6.0万 |
-4.67% |
回到中轨 |
| 13 |
2018-12-26 |
2019-01-14 |
4.525877355999999 |
4.815180000000001 |
¥7.8万 |
+6.36% |
回到中轨 |
| 14 |
2019-05-09 |
2019-05-31 |
6.20806186 |
6.26373 |
¥1.1万 |
+0.87% |
回到中轨 |
| 15 |
2019-08-06 |
2019-08-20 |
5.90767177 |
6.27372 |
¥7.9万 |
+6.16% |
回到中轨 |
| 16 |
2019-10-08 |
2019-10-14 |
6.117944832999999 |
7.692300000000001 |
¥32.5万 |
+25.70% |
回到中轨 |
| 17 |
2020-02-03 |
2020-02-21 |
5.487125643999999 |
6.103890000000001 |
¥17.8万 |
+11.21% |
回到中轨 |
| 18 |
2020-06-30 |
2020-07-06 |
6.338230898999999 |
6.993 |
¥19.4万 |
+10.30% |
回到中轨 |
| 19 |
2020-09-04 |
2020-10-12 |
7.189336153999999 |
7.442550000000001 |
¥7.1万 |
+3.49% |
回到中轨 |
| 20 |
2020-11-02 |
2020-11-18 |
6.508451949999999 |
6.86313 |
¥11.5万 |
+5.42% |
回到中轨 |
| 21 |
2021-01-29 |
2021-02-26 |
6.508451949999999 |
6.4635299999999996 |
¥-1.6万 |
-0.72% |
回到中轨 |
| 22 |
2021-06-17 |
2021-06-18 |
5.987775793999999 |
6.07392 |
¥3.2万 |
+1.41% |
回到中轨 |
| 23 |
2021-07-21 |
2021-08-26 |
5.891767 |
5.22477 |
¥-25.5万 |
-11.35% |
回到中轨 |
| 24 |
2021-11-02 |
2021-11-24 |
5.517164652999999 |
5.67432 |
¥5.7万 |
+2.82% |
回到中轨 |
| 25 |
2022-01-25 |
2022-02-09 |
5.1015299999999995 |
5.87412 |
¥31.5万 |
+15.11% |
回到中轨 |
| 26 |
2022-07-11 |
2022-07-19 |
8.861507654999999 |
10.0899 |
¥33.1万 |
+13.83% |
回到中轨 |
| 27 |
2022-11-30 |
2023-01-13 |
16.494947 |
13.106879999999997 |
¥-55.3万 |
-20.56% |
回到中轨 |
| 28 |
2023-04-04 |
2023-04-14 |
12.41612372 |
13.57641 |
¥20.2万 |
+9.31% |
回到中轨 |
| 29 |
2023-09-07 |
2023-09-22 |
12.436149725999998 |
13.786200000000001 |
¥25.4万 |
+10.82% |
回到中轨 |
| 30 |
2023-12-05 |
2023-12-21 |
13.066968914999997 |
12.80718 |
¥-5.3万 |
-2.02% |
回到中轨 |
| 31 |
2024-06-17 |
2024-07-24 |
16.201038853999997 |
14.8851 |
¥-20.8万 |
-8.15% |
回到中轨 |
| 32 |
2024-09-05 |
2024-09-25 |
13.777892127999996 |
13.66 |
¥-2.1万 |
-0.89% |
回到中轨 |
| 33 |
2024-11-25 |
2024-12-10 |
12.255915671999999 |
12.90708 |
¥12.3万 |
+5.28% |
回到中轨 |
| 34 |
2024-12-17 |
2025-01-09 |
12.065668615000002 |
12.207780000000001 |
¥2.8万 |
+1.15% |
回到中轨 |
| 35 |
2025-02-18 |
2025-03-19 |
12.065668615 |
11.47851 |
¥-12.3万 |
-4.89% |
回到中轨 |
| 36 |
2025-04-07 |
2025-04-29 |
10.113133029999998 |
10.45953 |
¥7.4万 |
+3.39% |
回到中轨 |
| 37 |
2026-05-28 |
2026-06-18 |
20.126136029999998 |
19.880099999999995 |
¥-3.0万 |
-1.25% |
回到中轨 |
| 38 |
2026-10-23 |
2026-11-13 |
18.023405399999998 |
16.34 |
¥-22.7万 |
-9.37% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-09 |
跌破下轨 |
买入 |
6.91691 |
137400.0 |
¥95.1万 |
|
| 2015-02-27 |
回到中轨 |
卖出 |
7.93206 |
137400.0 |
¥1.09M |
|
| 2015-06-23 |
跌破下轨 |
买入 |
11.451439999999998 |
99300.0 |
¥1.14M |
|
| 2015-06-25 |
回到中轨 |
卖出 |
12.587399999999999 |
99300.0 |
¥1.25M |
|
| 2015-07-07 |
跌破下轨 |
买入 |
8.55855 |
131200.0 |
¥1.12M |
|
| 2015-07-24 |
回到中轨 |
卖出 |
10.799190000000001 |
131200.0 |
¥1.42M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
8.15815 |
184900.0 |
¥1.51M |
|
| 2016-02-18 |
回到中轨 |
卖出 |
6.653340000000001 |
184900.0 |
¥1.23M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
6.98698 |
180600.0 |
¥1.26M |
|
| 2017-01-05 |
回到中轨 |
卖出 |
6.97302 |
180600.0 |
¥1.26M |
|
| 2017-04-20 |
跌破下轨 |
买入 |
6.9369299999999985 |
181200.0 |
¥1.26M |
|
| 2017-06-05 |
回到中轨 |
卖出 |
6.26373 |
181200.0 |
¥1.13M |
|
| 2017-08-25 |
跌破下轨 |
买入 |
6.54654 |
173300.0 |
¥1.13M |
|
| 2017-10-23 |
回到中轨 |
卖出 |
6.48351 |
173300.0 |
¥1.12M |
|
| 2017-11-06 |
跌破下轨 |
买入 |
6.13613 |
183300.0 |
¥1.13M |
|
| 2017-12-04 |
回到中轨 |
卖出 |
6.113879999999999 |
183300.0 |
¥1.12M |
|
| 2018-02-02 |
跌破下轨 |
买入 |
6.036029999999999 |
185500.0 |
¥1.12M |
|
| 2018-03-09 |
回到中轨 |
卖出 |
5.74425 |
185500.0 |
¥1.07M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
5.2052 |
201900.0 |
¥1.05M |
|
| 2018-04-11 |
回到中轨 |
卖出 |
5.514479999999999 |
201900.0 |
¥1.11M |
|
| 2018-05-03 |
跌破下轨 |
买入 |
4.91491 |
228800.0 |
¥1.12M |
|
| 2018-05-22 |
回到中轨 |
卖出 |
5.5944 |
228800.0 |
¥1.28M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
4.3043 |
297700.0 |
¥1.28M |
|
| 2018-07-23 |
回到中轨 |
卖出 |
4.1058900000000005 |
297700.0 |
¥1.22M |
|
| 2018-12-26 |
跌破下轨 |
买入 |
4.524519999999999 |
270000.0 |
¥1.22M |
|
| 2019-01-14 |
回到中轨 |
卖出 |
4.815180000000001 |
270000.0 |
¥1.30M |
|
| 2019-05-09 |
跌破下轨 |
买入 |
6.2062 |
208300.0 |
¥1.29M |
|
| 2019-05-31 |
回到中轨 |
卖出 |
6.26373 |
208300.0 |
¥1.30M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
5.9059 |
218200.0 |
¥1.29M |
|
| 2019-08-20 |
回到中轨 |
卖出 |
6.27372 |
218200.0 |
¥1.37M |
|
| 2019-10-08 |
跌破下轨 |
买入 |
6.116109999999999 |
206600.0 |
¥1.26M |
|
| 2019-10-14 |
回到中轨 |
卖出 |
7.692300000000001 |
206600.0 |
¥1.59M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
5.48548 |
289200.0 |
¥1.59M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
6.103890000000001 |
289200.0 |
¥1.76M |
|
| 2020-06-30 |
跌破下轨 |
买入 |
6.336329999999999 |
297500.0 |
¥1.89M |
|
| 2020-07-06 |
回到中轨 |
卖出 |
6.993 |
297500.0 |
¥2.08M |
|
| 2020-09-04 |
跌破下轨 |
买入 |
7.187179999999999 |
284100.0 |
¥2.04M |
|
| 2020-10-12 |
回到中轨 |
卖出 |
7.442550000000001 |
284100.0 |
¥2.11M |
|
| 2020-11-02 |
跌破下轨 |
买入 |
6.506499999999999 |
327300.0 |
¥2.13M |
|
| 2020-11-18 |
回到中轨 |
卖出 |
6.86313 |
327300.0 |
¥2.25M |
|
| 2021-01-29 |
跌破下轨 |
买入 |
6.506499999999999 |
349000.0 |
¥2.27M |
|
| 2021-02-26 |
回到中轨 |
卖出 |
6.4635299999999996 |
349000.0 |
¥2.26M |
|
| 2021-06-17 |
跌破下轨 |
买入 |
5.98598 |
376000.0 |
¥2.25M |
|
| 2021-06-18 |
回到中轨 |
卖出 |
6.07392 |
376000.0 |
¥2.28M |
|
| 2021-07-21 |
跌破下轨 |
买入 |
5.89 |
380700.0 |
¥2.24M |
|
| 2021-08-26 |
回到中轨 |
卖出 |
5.22477 |
380700.0 |
¥1.99M |
|
| 2021-11-02 |
跌破下轨 |
买入 |
5.515509999999999 |
368500.0 |
¥2.03M |
|
| 2021-11-24 |
回到中轨 |
卖出 |
5.67432 |
368500.0 |
¥2.09M |
|
| 2022-01-25 |
跌破下轨 |
买入 |
5.1 |
409300.0 |
¥2.09M |
|
| 2022-02-09 |
回到中轨 |
卖出 |
5.87412 |
409300.0 |
¥2.40M |
|
| 2022-07-11 |
跌破下轨 |
买入 |
8.858849999999999 |
270500.0 |
¥2.40M |
|
| 2022-07-19 |
回到中轨 |
卖出 |
10.0899 |
270500.0 |
¥2.73M |
|
| 2022-11-30 |
跌破下轨 |
买入 |
16.49 |
163100.0 |
¥2.69M |
|
| 2023-01-13 |
回到中轨 |
卖出 |
13.106879999999997 |
163100.0 |
¥2.14M |
|
| 2023-04-04 |
跌破下轨 |
买入 |
12.4124 |
174600.0 |
¥2.17M |
|
| 2023-04-14 |
回到中轨 |
卖出 |
13.57641 |
174600.0 |
¥2.37M |
|
| 2023-09-07 |
跌破下轨 |
买入 |
12.432419999999999 |
189000.0 |
¥2.35M |
|
| 2023-09-22 |
回到中轨 |
卖出 |
13.786200000000001 |
189000.0 |
¥2.60M |
|
| 2023-12-05 |
跌破下轨 |
买入 |
13.063049999999999 |
202300.0 |
¥2.64M |
|
| 2023-12-21 |
回到中轨 |
卖出 |
12.80718 |
202300.0 |
¥2.59M |
|
| 2024-06-17 |
跌破下轨 |
买入 |
16.19618 |
157700.0 |
¥2.55M |
|
| 2024-07-24 |
回到中轨 |
卖出 |
14.8851 |
157700.0 |
¥2.35M |
|
| 2024-09-05 |
跌破下轨 |
买入 |
13.773759999999996 |
171500.0 |
¥2.36M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
13.66 |
171500.0 |
¥2.34M |
|
| 2024-11-25 |
跌破下轨 |
买入 |
12.252239999999999 |
190400.0 |
¥2.33M |
|
| 2024-12-10 |
回到中轨 |
卖出 |
12.90708 |
190400.0 |
¥2.46M |
|
| 2024-12-17 |
跌破下轨 |
买入 |
12.062050000000001 |
205700.0 |
¥2.48M |
|
| 2025-01-09 |
回到中轨 |
卖出 |
12.207780000000001 |
205700.0 |
¥2.51M |
|
| 2025-02-18 |
跌破下轨 |
买入 |
12.06205 |
208100.0 |
¥2.51M |
|
| 2025-03-19 |
回到中轨 |
卖出 |
11.47851 |
208100.0 |
¥2.39M |
|
| 2025-04-07 |
跌破下轨 |
买入 |
10.1101 |
216800.0 |
¥2.19M |
|
| 2025-04-29 |
回到中轨 |
卖出 |
10.45953 |
216800.0 |
¥2.27M |
|
| 2026-05-28 |
跌破下轨 |
买入 |
20.1201 |
121000.0 |
¥2.44M |
|
| 2026-06-18 |
回到中轨 |
卖出 |
19.880099999999995 |
121000.0 |
¥2.40M |
|
| 2026-10-23 |
跌破下轨 |
买入 |
18.017999999999997 |
134400.0 |
¥2.42M |
|
| 2026-11-13 |
强平 |
卖出 |
16.34 |
134400 |
¥2.20M |
回测结束强平 |