600027 华电国际 — 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: ¥1.54M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +54.38%）
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 42 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 |
2015-02-06 |
2015-02-27 |
5.50165 |
5.84415 |
¥6.1万 |
+6.19% |
回到中轨 |
| 2 |
2015-07-07 |
2015-07-23 |
7.40962222 |
8.5914 |
¥16.5万 |
+15.91% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-17 |
6.418334923 |
7.3926 |
¥16.8万 |
+15.14% |
回到中轨 |
| 4 |
2015-12-01 |
2015-12-22 |
6.808842039999999 |
7.07292 |
¥5.4万 |
+3.85% |
回到中轨 |
| 5 |
2016-01-05 |
2016-02-19 |
6.238100869 |
5.1948 |
¥-23.7万 |
-16.75% |
回到中轨 |
| 6 |
2016-04-21 |
2016-06-01 |
5.40702162 |
5.27472 |
¥-3.0万 |
-2.48% |
回到中轨 |
| 7 |
2016-06-27 |
2016-07-13 |
4.966449487999999 |
5.0949 |
¥3.0万 |
+2.56% |
回到中轨 |
| 8 |
2017-05-03 |
2017-06-01 |
4.996488496999999 |
4.84 |
¥-3.8万 |
-3.16% |
回到中轨 |
| 9 |
2017-07-18 |
2017-07-28 |
4.626007385999999 |
4.74525 |
¥3.0万 |
+2.55% |
回到中轨 |
| 10 |
2017-08-01 |
2017-08-23 |
4.575942371 |
4.57542 |
¥-496 |
-0.04% |
回到中轨 |
| 11 |
2017-10-20 |
2017-11-09 |
4.325617296 |
4.305689999999999 |
¥-5,886 |
-0.49% |
回到中轨 |
| 12 |
2017-11-27 |
2018-01-26 |
4.131239 |
3.75624 |
¥-10.9万 |
-9.10% |
回到中轨 |
| 13 |
2018-02-14 |
2018-03-05 |
3.4644990379999996 |
3.66633 |
¥6.3万 |
+5.79% |
回到中轨 |
| 14 |
2018-04-18 |
2018-05-04 |
3.4845250439999997 |
3.6363600000000003 |
¥4.9万 |
+4.33% |
回到中轨 |
| 15 |
2018-08-13 |
2018-09-13 |
3.895058167 |
3.8161799999999997 |
¥-2.4万 |
-2.05% |
回到中轨 |
| 16 |
2018-10-19 |
2018-10-31 |
3.7348501189999994 |
4.01598 |
¥8.7万 |
+7.49% |
回到中轨 |
| 17 |
2019-01-03 |
2019-01-17 |
4.565929367999999 |
4.60539 |
¥1.1万 |
+0.83% |
回到中轨 |
| 18 |
2019-01-28 |
2019-02-14 |
4.335630298999999 |
4.465529999999999 |
¥3.8万 |
+2.97% |
回到中轨 |
| 19 |
2019-05-08 |
2019-05-31 |
3.834980149 |
3.8361600000000005 |
¥10 |
+0.00% |
回到中轨 |
| 20 |
2019-07-09 |
2019-07-24 |
3.7048111100000005 |
3.73626 |
¥1.1万 |
+0.82% |
回到中轨 |
| 21 |
2019-11-01 |
2019-11-07 |
3.5145640529999995 |
3.6763200000000005 |
¥6.0万 |
+4.57% |
回到中轨 |
| 22 |
2020-02-03 |
2020-02-21 |
3.20416096 |
3.4 |
¥7.6万 |
+6.08% |
回到中轨 |
| 23 |
2020-03-17 |
2020-03-30 |
3.2341999689999996 |
3.2867100000000002 |
¥2.3万 |
+1.59% |
回到中轨 |
| 24 |
2020-10-26 |
2020-11-12 |
3.474512041 |
3.4964999999999997 |
¥8,905 |
+0.60% |
回到中轨 |
| 25 |
2020-12-14 |
2020-12-28 |
3.3443430019999996 |
3.46653 |
¥5.4万 |
+3.62% |
回到中轨 |
| 26 |
2021-02-02 |
2021-02-22 |
3.1609480000000003 |
3.20679 |
¥2.2万 |
+1.42% |
回到中轨 |
| 27 |
2021-07-27 |
2021-08-09 |
3.154095945 |
3.3366599999999997 |
¥9.0万 |
+5.76% |
回到中轨 |
| 28 |
2021-11-08 |
2021-11-30 |
3.7248371159999993 |
3.67632 |
¥-2.2万 |
-1.33% |
回到中轨 |
| 29 |
2022-03-15 |
2022-04-19 |
3.684785104 |
3.51648 |
¥-7.4万 |
-4.60% |
回到中轨 |
| 30 |
2022-10-28 |
2022-11-17 |
5.641692 |
5.55444 |
¥-2.5万 |
-1.58% |
回到中轨 |
| 31 |
2023-04-04 |
2023-04-11 |
5.397008616999999 |
5.95404 |
¥15.6万 |
+10.29% |
回到中轨 |
| 32 |
2023-07-20 |
2023-09-11 |
6.0378408089999995 |
5.3846099999999995 |
¥-18.2万 |
-10.85% |
回到中轨 |
| 33 |
2023-10-16 |
2023-10-30 |
4.886345463999999 |
5.004989999999999 |
¥3.6万 |
+2.40% |
回到中轨 |
| 34 |
2024-05-24 |
2024-05-28 |
6.398308916999999 |
6.84315 |
¥10.7万 |
+6.92% |
回到中轨 |
| 35 |
2024-07-12 |
2024-08-29 |
6.258126875 |
5.57442 |
¥-17.9万 |
-10.95% |
回到中轨 |
| 36 |
2024-09-10 |
2024-09-25 |
5.2067615599999995 |
5.544449999999999 |
¥9.5万 |
+6.45% |
回到中轨 |
| 37 |
2024-11-26 |
2024-12-09 |
5.336930599 |
5.594399999999999 |
¥7.5万 |
+4.79% |
回到中轨 |
| 38 |
2025-01-06 |
2025-02-05 |
5.336930599 |
5.16483 |
¥-5.3万 |
-3.25% |
回到中轨 |
| 39 |
2025-06-20 |
2025-07-08 |
5.6773727009999995 |
5.73426 |
¥1.5万 |
+0.97% |
回到中轨 |
| 40 |
2025-09-19 |
2025-10-13 |
5.216774562999999 |
5.15484 |
¥-1.9万 |
-1.22% |
回到中轨 |
| 41 |
2025-12-30 |
2026-02-27 |
5.086605523999999 |
4.975020000000001 |
¥-3.5万 |
-2.22% |
回到中轨 |
| 42 |
2026-03-31 |
2026-04-23 |
4.816254442999998 |
4.7951999999999995 |
¥-7,182 |
-0.47% |
回到中轨 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-06 |
跌破下轨 |
买入 |
5.5 |
178600.0 |
¥98.3万 |
|
| 2015-02-27 |
回到中轨 |
卖出 |
5.84415 |
178600.0 |
¥1.04M |
|
| 2015-07-07 |
跌破下轨 |
买入 |
7.4074 |
140200.0 |
¥1.04M |
|
| 2015-07-23 |
回到中轨 |
卖出 |
8.5914 |
140200.0 |
¥1.20M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
6.416409999999999 |
172800.0 |
¥1.11M |
|
| 2015-09-17 |
回到中轨 |
卖出 |
7.3926 |
172800.0 |
¥1.28M |
|
| 2015-12-01 |
跌破下轨 |
买入 |
6.806799999999999 |
204600.0 |
¥1.39M |
|
| 2015-12-22 |
回到中轨 |
卖出 |
7.07292 |
204600.0 |
¥1.45M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
6.23623 |
226500.0 |
¥1.41M |
|
| 2016-02-19 |
回到中轨 |
卖出 |
5.1948 |
226500.0 |
¥1.18M |
|
| 2016-04-21 |
跌破下轨 |
买入 |
5.4054 |
221000.0 |
¥1.19M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
5.27472 |
221000.0 |
¥1.17M |
|
| 2016-06-27 |
跌破下轨 |
买入 |
4.96496 |
236900.0 |
¥1.18M |
|
| 2016-07-13 |
回到中轨 |
卖出 |
5.0949 |
236900.0 |
¥1.21M |
|
| 2017-05-03 |
跌破下轨 |
买入 |
4.99499 |
242000.0 |
¥1.21M |
|
| 2017-06-01 |
回到中轨 |
卖出 |
4.84 |
242000.0 |
¥1.17M |
|
| 2017-07-18 |
跌破下轨 |
买入 |
4.624619999999999 |
252500.0 |
¥1.17M |
|
| 2017-07-28 |
回到中轨 |
卖出 |
4.74525 |
252500.0 |
¥1.20M |
|
| 2017-08-01 |
跌破下轨 |
买入 |
4.57457 |
261800.0 |
¥1.20M |
|
| 2017-08-23 |
回到中轨 |
卖出 |
4.57542 |
261800.0 |
¥1.20M |
|
| 2017-10-20 |
跌破下轨 |
买入 |
4.32432 |
277400.0 |
¥1.20M |
|
| 2017-11-09 |
回到中轨 |
卖出 |
4.305689999999999 |
277400.0 |
¥1.19M |
|
| 2017-11-27 |
跌破下轨 |
买入 |
4.13 |
288800.0 |
¥1.19M |
|
| 2018-01-26 |
回到中轨 |
卖出 |
3.75624 |
288800.0 |
¥1.08M |
|
| 2018-02-14 |
跌破下轨 |
买入 |
3.4634599999999995 |
313400.0 |
¥1.09M |
|
| 2018-03-05 |
回到中轨 |
卖出 |
3.66633 |
313400.0 |
¥1.15M |
|
| 2018-04-18 |
跌破下轨 |
买入 |
3.4834799999999997 |
327700.0 |
¥1.14M |
|
| 2018-05-04 |
回到中轨 |
卖出 |
3.6363600000000003 |
327700.0 |
¥1.19M |
|
| 2018-08-13 |
跌破下轨 |
买入 |
3.8938899999999994 |
305200.0 |
¥1.19M |
|
| 2018-09-13 |
回到中轨 |
卖出 |
3.8161799999999997 |
305200.0 |
¥1.16M |
|
| 2018-10-19 |
跌破下轨 |
买入 |
3.7337299999999995 |
310900.0 |
¥1.16M |
|
| 2018-10-31 |
回到中轨 |
卖出 |
4.01598 |
310900.0 |
¥1.25M |
|
| 2019-01-03 |
跌破下轨 |
买入 |
4.564559999999999 |
276000.0 |
¥1.26M |
|
| 2019-01-17 |
回到中轨 |
卖出 |
4.60539 |
276000.0 |
¥1.27M |
|
| 2019-01-28 |
跌破下轨 |
买入 |
4.33433 |
293100.0 |
¥1.27M |
|
| 2019-02-14 |
回到中轨 |
卖出 |
4.465529999999999 |
293100.0 |
¥1.31M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
3.83383 |
336800.0 |
¥1.29M |
|
| 2019-05-31 |
回到中轨 |
卖出 |
3.8361600000000005 |
336800.0 |
¥1.29M |
|
| 2019-07-09 |
跌破下轨 |
买入 |
3.7037000000000004 |
353200.0 |
¥1.31M |
|
| 2019-07-24 |
回到中轨 |
卖出 |
3.73626 |
353200.0 |
¥1.32M |
|
| 2019-11-01 |
跌破下轨 |
买入 |
3.5135099999999997 |
374300.0 |
¥1.32M |
|
| 2019-11-07 |
回到中轨 |
卖出 |
3.6763200000000005 |
374300.0 |
¥1.38M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
3.2032 |
389100.0 |
¥1.25M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
3.4 |
389100.0 |
¥1.32M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
3.23323 |
448400.0 |
¥1.45M |
|
| 2020-03-30 |
回到中轨 |
卖出 |
3.2867100000000002 |
448400.0 |
¥1.47M |
|
| 2020-10-26 |
跌破下轨 |
买入 |
3.47347 |
425300.0 |
¥1.48M |
|
| 2020-11-12 |
回到中轨 |
卖出 |
3.4964999999999997 |
425300.0 |
¥1.49M |
|
| 2020-12-14 |
跌破下轨 |
买入 |
3.3433399999999995 |
443200.0 |
¥1.48M |
|
| 2020-12-28 |
回到中轨 |
卖出 |
3.46653 |
443200.0 |
¥1.54M |
|
| 2021-02-02 |
跌破下轨 |
买入 |
3.16 |
486800.0 |
¥1.54M |
|
| 2021-02-22 |
回到中轨 |
卖出 |
3.20679 |
486800.0 |
¥1.56M |
|
| 2021-07-27 |
跌破下轨 |
买入 |
3.1531499999999997 |
495300.0 |
¥1.56M |
|
| 2021-08-09 |
回到中轨 |
卖出 |
3.3366599999999997 |
495300.0 |
¥1.65M |
|
| 2021-11-08 |
跌破下轨 |
买入 |
3.7237199999999997 |
439900.0 |
¥1.64M |
|
| 2021-11-30 |
回到中轨 |
卖出 |
3.67632 |
439900.0 |
¥1.62M |
|
| 2022-03-15 |
跌破下轨 |
买入 |
3.68368 |
435300.0 |
¥1.60M |
|
| 2022-04-19 |
回到中轨 |
卖出 |
3.51648 |
435300.0 |
¥1.53M |
|
| 2022-10-28 |
跌破下轨 |
买入 |
5.64 |
275600.0 |
¥1.55M |
|
| 2022-11-17 |
回到中轨 |
卖出 |
5.55444 |
275600.0 |
¥1.53M |
|
| 2023-04-04 |
跌破下轨 |
买入 |
5.395389999999999 |
281800.0 |
¥1.52M |
|
| 2023-04-11 |
回到中轨 |
卖出 |
5.95404 |
281800.0 |
¥1.68M |
|
| 2023-07-20 |
跌破下轨 |
买入 |
6.036029999999999 |
278200.0 |
¥1.68M |
|
| 2023-09-11 |
回到中轨 |
卖出 |
5.3846099999999995 |
278200.0 |
¥1.50M |
|
| 2023-10-16 |
跌破下轨 |
买入 |
4.884879999999999 |
308300.0 |
¥1.51M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
5.004989999999999 |
308300.0 |
¥1.54M |
|
| 2024-05-24 |
跌破下轨 |
买入 |
6.396389999999999 |
241400.0 |
¥1.54M |
|
| 2024-05-28 |
回到中轨 |
卖出 |
6.84315 |
241400.0 |
¥1.65M |
|
| 2024-07-12 |
跌破下轨 |
买入 |
6.25625 |
261400.0 |
¥1.64M |
|
| 2024-08-29 |
回到中轨 |
卖出 |
5.57442 |
261400.0 |
¥1.46M |
|
| 2024-09-10 |
跌破下轨 |
买入 |
5.2052 |
282400.0 |
¥1.47M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
5.544449999999999 |
282400.0 |
¥1.57M |
|
| 2024-11-26 |
跌破下轨 |
买入 |
5.33533 |
293200.0 |
¥1.56M |
|
| 2024-12-09 |
回到中轨 |
卖出 |
5.594399999999999 |
293200.0 |
¥1.64M |
|
| 2025-01-06 |
跌破下轨 |
买入 |
5.33533 |
306100.0 |
¥1.63M |
|
| 2025-02-05 |
回到中轨 |
卖出 |
5.16483 |
306100.0 |
¥1.58M |
|
| 2025-06-20 |
跌破下轨 |
买入 |
5.675669999999999 |
278500.0 |
¥1.58M |
|
| 2025-07-08 |
回到中轨 |
卖出 |
5.73426 |
278500.0 |
¥1.60M |
|
| 2025-09-19 |
跌破下轨 |
买入 |
5.215209999999999 |
305900.0 |
¥1.60M |
|
| 2025-10-13 |
回到中轨 |
卖出 |
5.15484 |
305900.0 |
¥1.58M |
|
| 2025-12-30 |
跌破下轨 |
买入 |
5.08508 |
310500.0 |
¥1.58M |
|
| 2026-02-27 |
回到中轨 |
卖出 |
4.975020000000001 |
310500.0 |
¥1.54M |
|
| 2026-03-31 |
跌破下轨 |
买入 |
4.814809999999999 |
319300.0 |
¥1.54M |
|
| 2026-04-23 |
回到中轨 |
卖出 |
4.7951999999999995 |
319300.0 |
¥1.53M |
|