600028 中国石化 — 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: ¥90.7万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -9.30%）
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 41 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 |
2015-06-23 |
2015-07-07 |
6.8488940519999995 |
7.1928 |
¥5.0万 |
+4.99% |
回到中轨 |
| 2 |
2015-07-28 |
2015-09-22 |
6.087905823999999 |
5.004989999999999 |
¥-18.0万 |
-17.81% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-18 |
4.916384473 |
5.004989999999999 |
¥1.5万 |
+1.77% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-18 |
4.7461634219999995 |
4.47552 |
¥-5.0万 |
-5.73% |
回到中轨 |
| 5 |
2016-05-09 |
2016-05-27 |
4.716124412999999 |
4.73526 |
¥3,121 |
+0.38% |
回到中轨 |
| 6 |
2016-06-27 |
2016-07-05 |
4.6059813799999985 |
4.76523 |
¥2.9万 |
+3.43% |
回到中轨 |
| 7 |
2016-09-14 |
2016-10-11 |
4.896358466999999 |
4.95504 |
¥1.0万 |
+1.17% |
回到中轨 |
| 8 |
2017-03-06 |
2017-03-23 |
5.657346694999999 |
5.73426 |
¥1.2万 |
+1.33% |
回到中轨 |
| 9 |
2017-08-17 |
2017-08-28 |
5.937710778999999 |
6.07392 |
¥2.0万 |
+2.26% |
回到中轨 |
| 10 |
2017-09-21 |
2017-09-27 |
5.847593751999999 |
5.94405 |
¥1.5万 |
+1.62% |
回到中轨 |
| 11 |
2018-02-09 |
2018-03-20 |
6.448373931999999 |
6.553439999999999 |
¥1.4万 |
+1.60% |
回到中轨 |
| 12 |
2018-06-06 |
2018-07-02 |
6.558516964999998 |
6.44355 |
¥-1.7万 |
-1.78% |
回到中轨 |
| 13 |
2018-08-20 |
2018-08-27 |
6.338230898999999 |
6.6833100000000005 |
¥5.0万 |
+5.41% |
回到中轨 |
| 14 |
2018-10-12 |
2018-12-04 |
6.358256904999999 |
6.05394 |
¥-4.6万 |
-4.81% |
回到中轨 |
| 15 |
2018-12-20 |
2019-01-17 |
5.667359697999999 |
5.40459 |
¥-4.3万 |
-4.67% |
回到中轨 |
| 16 |
2019-03-26 |
2019-04-08 |
5.807541739999999 |
6.02397 |
¥3.2万 |
+3.70% |
回到中轨 |
| 17 |
2019-04-29 |
2019-05-31 |
5.667359698 |
5.43456 |
¥-3.8万 |
-4.14% |
回到中轨 |
| 18 |
2019-06-12 |
2019-06-24 |
5.276852580999999 |
5.40459 |
¥2.1万 |
+2.39% |
回到中轨 |
| 19 |
2019-08-05 |
2019-09-03 |
5.116644533 |
5.0149799999999995 |
¥-1.8万 |
-2.02% |
回到中轨 |
| 20 |
2019-11-01 |
2019-11-21 |
4.886345464 |
4.91508 |
¥4,869 |
+0.56% |
回到中轨 |
| 21 |
2020-02-04 |
2020-02-24 |
4.585955374 |
4.75524 |
¥3.2万 |
+3.66% |
回到中轨 |
| 22 |
2020-05-25 |
2020-06-09 |
4.255526274999999 |
4.2957 |
¥8,345 |
+0.91% |
回到中轨 |
| 23 |
2020-06-12 |
2020-07-06 |
3.9951881969999996 |
4.11 |
¥2.6万 |
+2.84% |
回到中轨 |
| 24 |
2020-09-08 |
2020-10-12 |
3.965149188 |
3.93606 |
¥-7,232 |
-0.76% |
回到中轨 |
| 25 |
2021-04-27 |
2021-05-07 |
4.215474263 |
4.36563 |
¥3.3万 |
+3.53% |
回到中轨 |
| 26 |
2021-07-20 |
2021-08-12 |
4.025227205999999 |
4.0459499999999995 |
¥4,659 |
+0.48% |
回到中轨 |
| 27 |
2021-10-14 |
2021-11-22 |
4.335630299 |
4.13586 |
¥-4.5万 |
-4.64% |
回到中轨 |
| 28 |
2022-03-10 |
2022-03-29 |
4.145383241999999 |
4.255739999999999 |
¥2.5万 |
+2.63% |
回到中轨 |
| 29 |
2022-04-26 |
2022-04-29 |
4.20546126 |
4.31568 |
¥2.5万 |
+2.59% |
回到中轨 |
| 30 |
2022-06-14 |
2022-07-19 |
4.1553962449999995 |
4.095899999999999 |
¥-1.4万 |
-1.46% |
回到中轨 |
| 31 |
2022-11-01 |
2022-11-08 |
4.065279218 |
4.26573 |
¥4.7万 |
+4.90% |
回到中轨 |
| 32 |
2023-05-25 |
2023-05-30 |
6.0478538120000005 |
6.50349 |
¥7.5万 |
+7.50% |
回到中轨 |
| 33 |
2023-07-28 |
2023-08-23 |
6.218074863 |
6.1937999999999995 |
¥-4,568 |
-0.42% |
回到中轨 |
| 34 |
2023-10-13 |
2023-11-16 |
5.80754174 |
5.50449 |
¥-5.7万 |
-5.25% |
回到中轨 |
| 35 |
2023-12-08 |
2023-12-11 |
5.376982611 |
5.43456 |
¥1.1万 |
+1.04% |
回到中轨 |
| 36 |
2023-12-18 |
2023-12-26 |
5.256826574999999 |
5.3946000000000005 |
¥2.7万 |
+2.59% |
回到中轨 |
| 37 |
2024-10-30 |
2024-11-19 |
6.238100869 |
6.37362 |
¥2.3万 |
+2.14% |
回到中轨 |
| 38 |
2025-01-14 |
2025-03-17 |
6.218074862999998 |
5.82 |
¥-7.0万 |
-6.43% |
回到中轨 |
| 39 |
2025-09-15 |
2025-10-17 |
5.537190658999999 |
5.43456 |
¥-1.9万 |
-1.88% |
回到中轨 |
| 40 |
2026-04-20 |
2026-06-15 |
5.577242671 |
4.94505 |
¥-11.4万 |
-11.36% |
回到中轨 |
| 41 |
2026-06-22 |
2026-07-07 |
4.716124412999999 |
4.815180000000001 |
¥1.8万 |
+2.07% |
回到中轨 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
跌破下轨 |
买入 |
6.846839999999999 |
145900.0 |
¥99.9万 |
|
| 2015-07-07 |
回到中轨 |
卖出 |
7.1928 |
145900.0 |
¥1.05M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
6.086079999999999 |
166300.0 |
¥1.01M |
|
| 2015-09-22 |
回到中轨 |
卖出 |
5.004989999999999 |
166300.0 |
¥83.2万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
4.91491 |
176800.0 |
¥86.9万 |
|
| 2015-12-18 |
回到中轨 |
卖出 |
5.004989999999999 |
176800.0 |
¥88.5万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
4.744739999999999 |
184500.0 |
¥87.6万 |
|
| 2016-02-18 |
回到中轨 |
卖出 |
4.47552 |
184500.0 |
¥82.5万 |
|
| 2016-05-09 |
跌破下轨 |
买入 |
4.714709999999999 |
176200.0 |
¥83.1万 |
|
| 2016-05-27 |
回到中轨 |
卖出 |
4.73526 |
176200.0 |
¥83.4万 |
|
| 2016-06-27 |
跌破下轨 |
买入 |
4.604599999999999 |
181500.0 |
¥83.6万 |
|
| 2016-07-05 |
回到中轨 |
卖出 |
4.76523 |
181500.0 |
¥86.5万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
4.894889999999999 |
175500.0 |
¥85.9万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
4.95504 |
175500.0 |
¥86.9万 |
|
| 2017-03-06 |
跌破下轨 |
买入 |
5.65565 |
154300.0 |
¥87.3万 |
|
| 2017-03-23 |
回到中轨 |
卖出 |
5.73426 |
154300.0 |
¥88.5万 |
|
| 2017-08-17 |
跌破下轨 |
买入 |
5.935929999999999 |
149500.0 |
¥88.8万 |
|
| 2017-08-28 |
回到中轨 |
卖出 |
6.07392 |
149500.0 |
¥90.8万 |
|
| 2017-09-21 |
跌破下轨 |
买入 |
5.845839999999999 |
155200.0 |
¥90.8万 |
|
| 2017-09-27 |
回到中轨 |
卖出 |
5.94405 |
155200.0 |
¥92.2万 |
|
| 2018-02-09 |
跌破下轨 |
买入 |
6.44644 |
136800.0 |
¥88.2万 |
|
| 2018-03-20 |
回到中轨 |
卖出 |
6.553439999999999 |
136800.0 |
¥89.6万 |
|
| 2018-06-06 |
跌破下轨 |
买入 |
6.556549999999999 |
141900.0 |
¥93.1万 |
|
| 2018-07-02 |
回到中轨 |
卖出 |
6.44355 |
141900.0 |
¥91.4万 |
|
| 2018-08-20 |
跌破下轨 |
买入 |
6.336329999999999 |
144900.0 |
¥91.8万 |
|
| 2018-08-27 |
回到中轨 |
卖出 |
6.6833100000000005 |
144900.0 |
¥96.8万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
6.356349999999999 |
151000.0 |
¥96.0万 |
|
| 2018-12-04 |
回到中轨 |
卖出 |
6.05394 |
151000.0 |
¥91.4万 |
|
| 2018-12-20 |
跌破下轨 |
买入 |
5.66566 |
162900.0 |
¥92.3万 |
|
| 2019-01-17 |
回到中轨 |
卖出 |
5.40459 |
162900.0 |
¥88.0万 |
|
| 2019-03-26 |
跌破下轨 |
买入 |
5.805799999999999 |
150800.0 |
¥87.6万 |
|
| 2019-04-08 |
回到中轨 |
卖出 |
6.02397 |
150800.0 |
¥90.8万 |
|
| 2019-04-29 |
跌破下轨 |
买入 |
5.66566 |
160800.0 |
¥91.1万 |
|
| 2019-05-31 |
回到中轨 |
卖出 |
5.43456 |
160800.0 |
¥87.4万 |
|
| 2019-06-12 |
跌破下轨 |
买入 |
5.275269999999999 |
164600.0 |
¥86.9万 |
|
| 2019-06-24 |
回到中轨 |
卖出 |
5.40459 |
164600.0 |
¥88.9万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
5.11511 |
174100.0 |
¥89.1万 |
|
| 2019-09-03 |
回到中轨 |
卖出 |
5.0149799999999995 |
174100.0 |
¥87.3万 |
|
| 2019-11-01 |
跌破下轨 |
买入 |
4.884879999999999 |
178600.0 |
¥87.3万 |
|
| 2019-11-21 |
回到中轨 |
卖出 |
4.91508 |
178600.0 |
¥87.8万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
4.58458 |
190500.0 |
¥87.4万 |
|
| 2020-02-24 |
回到中轨 |
卖出 |
4.75524 |
190500.0 |
¥90.6万 |
|
| 2020-05-25 |
跌破下轨 |
买入 |
4.25425 |
214600.0 |
¥91.3万 |
|
| 2020-06-09 |
回到中轨 |
卖出 |
4.2957 |
214600.0 |
¥92.2万 |
|
| 2020-06-12 |
跌破下轨 |
买入 |
3.9939899999999993 |
228400.0 |
¥91.3万 |
|
| 2020-07-06 |
回到中轨 |
卖出 |
4.11 |
228400.0 |
¥93.8万 |
|
| 2020-09-08 |
跌破下轨 |
买入 |
3.9639599999999997 |
238900.0 |
¥94.7万 |
|
| 2020-10-12 |
回到中轨 |
卖出 |
3.93606 |
238900.0 |
¥94.0万 |
|
| 2021-04-27 |
跌破下轨 |
买入 |
4.21421 |
223000.0 |
¥94.0万 |
|
| 2021-05-07 |
回到中轨 |
卖出 |
4.36563 |
223000.0 |
¥97.3万 |
|
| 2021-07-20 |
跌破下轨 |
买入 |
4.024019999999999 |
238800.0 |
¥96.1万 |
|
| 2021-08-12 |
回到中轨 |
卖出 |
4.0459499999999995 |
238800.0 |
¥96.6万 |
|
| 2021-10-14 |
跌破下轨 |
买入 |
4.33433 |
225600.0 |
¥97.8万 |
|
| 2021-11-22 |
回到中轨 |
卖出 |
4.13586 |
225600.0 |
¥93.3万 |
|
| 2022-03-10 |
跌破下轨 |
买入 |
4.144139999999999 |
225000.0 |
¥93.3万 |
|
| 2022-03-29 |
回到中轨 |
卖出 |
4.255739999999999 |
225000.0 |
¥95.7万 |
|
| 2022-04-26 |
跌破下轨 |
买入 |
4.2042 |
228100.0 |
¥95.9万 |
|
| 2022-04-29 |
回到中轨 |
卖出 |
4.31568 |
228100.0 |
¥98.4万 |
|
| 2022-06-14 |
跌破下轨 |
买入 |
4.15415 |
235200.0 |
¥97.7万 |
|
| 2022-07-19 |
回到中轨 |
卖出 |
4.095899999999999 |
235200.0 |
¥96.3万 |
|
| 2022-11-01 |
跌破下轨 |
买入 |
4.06406 |
237500.0 |
¥96.6万 |
|
| 2022-11-08 |
回到中轨 |
卖出 |
4.26573 |
237500.0 |
¥1.01M |
|
| 2023-05-25 |
跌破下轨 |
买入 |
6.04604 |
166400.0 |
¥1.01M |
|
| 2023-05-30 |
回到中轨 |
卖出 |
6.50349 |
166400.0 |
¥1.08M |
|
| 2023-07-28 |
跌破下轨 |
买入 |
6.216209999999999 |
174800.0 |
¥1.09M |
|
| 2023-08-23 |
回到中轨 |
卖出 |
6.1937999999999995 |
174800.0 |
¥1.08M |
|
| 2023-10-13 |
跌破下轨 |
买入 |
5.805799999999999 |
186300.0 |
¥1.08M |
|
| 2023-11-16 |
回到中轨 |
卖出 |
5.50449 |
186300.0 |
¥1.03M |
|
| 2023-12-08 |
跌破下轨 |
买入 |
5.375369999999999 |
191700.0 |
¥1.03M |
|
| 2023-12-11 |
回到中轨 |
卖出 |
5.43456 |
191700.0 |
¥1.04M |
|
| 2023-12-18 |
跌破下轨 |
买入 |
5.255249999999999 |
197800.0 |
¥1.04M |
|
| 2023-12-26 |
回到中轨 |
卖出 |
5.3946000000000005 |
197800.0 |
¥1.07M |
|
| 2024-10-30 |
跌破下轨 |
买入 |
6.236230000000001 |
171000.0 |
¥1.07M |
|
| 2024-11-19 |
回到中轨 |
卖出 |
6.37362 |
171000.0 |
¥1.09M |
|
| 2025-01-14 |
跌破下轨 |
买入 |
6.216209999999999 |
175200.0 |
¥1.09M |
|
| 2025-03-17 |
回到中轨 |
卖出 |
5.82 |
175200.0 |
¥1.02M |
|
| 2025-09-15 |
跌破下轨 |
买入 |
5.53553 |
184100.0 |
¥1.02M |
|
| 2025-10-17 |
回到中轨 |
卖出 |
5.43456 |
184100.0 |
¥1.00M |
|
| 2026-04-20 |
跌破下轨 |
买入 |
5.57557 |
179700.0 |
¥1.00M |
|
| 2026-06-15 |
回到中轨 |
卖出 |
4.94505 |
179700.0 |
¥88.8万 |
|
| 2026-06-22 |
跌破下轨 |
买入 |
4.714709999999999 |
188000.0 |
¥88.7万 |
|
| 2026-07-07 |
回到中轨 |
卖出 |
4.815180000000001 |
188000.0 |
¥90.5万 |
|