600029 南方航空 — 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: ¥2.23M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +122.99%）
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 |
2015-02-09 |
2015-02-25 |
4.40572132 |
5.08491 |
¥15.1万 |
+15.38% |
回到中轨 |
| 2 |
2015-07-08 |
2015-07-21 |
8.832649 |
11.938049999999999 |
¥36.3万 |
+35.12% |
回到中轨 |
| 3 |
2015-08-24 |
2015-09-23 |
9.31209279 |
7.872120000000001 |
¥-22.1万 |
-15.49% |
回到中轨 |
| 4 |
2016-01-28 |
2016-02-17 |
6.368269908 |
6.91308 |
¥10.7万 |
+8.52% |
回到中轨 |
| 5 |
2016-04-25 |
2016-05-05 |
6.107931829999999 |
6.94305 |
¥19.0万 |
+13.64% |
回到中轨 |
| 6 |
2016-08-31 |
2016-10-12 |
7.389596213999999 |
7.13286 |
¥-5.5万 |
-3.50% |
回到中轨 |
| 7 |
2016-12-13 |
2017-01-05 |
7.029128105999998 |
7.15284 |
¥2.6万 |
+1.73% |
回到中轨 |
| 8 |
2017-04-27 |
2017-05-12 |
7.609882279999999 |
8.04195 |
¥8.7万 |
+5.65% |
回到中轨 |
| 9 |
2017-07-11 |
2017-07-20 |
8.340831498999998 |
8.65134 |
¥6.0万 |
+3.69% |
回到中轨 |
| 10 |
2017-07-27 |
2017-08-16 |
7.940311379 |
8.16183 |
¥4.7万 |
+2.76% |
回到中轨 |
| 11 |
2018-01-17 |
2018-01-29 |
10.824056243 |
11.318670000000001 |
¥7.9万 |
+4.54% |
回到中轨 |
| 12 |
2018-04-24 |
2018-04-26 |
9.472300838 |
10.18 |
¥13.6万 |
+7.44% |
回到中轨 |
| 13 |
2018-06-26 |
2018-08-22 |
8.931598676 |
6.81318 |
¥-45.8万 |
-23.74% |
回到中轨 |
| 14 |
2019-05-10 |
2019-06-04 |
7.419635222999999 |
7.292699999999999 |
¥-2.6万 |
-1.74% |
回到中轨 |
| 15 |
2019-08-02 |
2019-08-28 |
6.979063090999999 |
6.74325 |
¥-4.9万 |
-3.41% |
回到中轨 |
| 16 |
2019-10-10 |
2019-10-11 |
6.498438947 |
6.763229999999999 |
¥5.8万 |
+4.04% |
回到中轨 |
| 17 |
2020-01-22 |
2020-02-21 |
6.6185949829999995 |
6.343649999999999 |
¥-6.2万 |
-4.18% |
回到中轨 |
| 18 |
2020-03-19 |
2020-04-20 |
5.331599000000001 |
5.214779999999999 |
¥-3.1万 |
-2.22% |
回到中轨 |
| 19 |
2020-05-26 |
2020-06-03 |
4.9864754940000005 |
5.14485 |
¥4.4万 |
+3.15% |
回到中轨 |
| 20 |
2020-10-28 |
2020-11-10 |
5.637320688999999 |
6.293699999999999 |
¥16.6万 |
+11.61% |
回到中轨 |
| 21 |
2021-04-26 |
2021-05-19 |
6.538490959000001 |
6.5934 |
¥1.3万 |
+0.81% |
回到中轨 |
| 22 |
2021-07-06 |
2021-07-20 |
5.877632760999999 |
6.04395 |
¥4.5万 |
+2.80% |
回到中轨 |
| 23 |
2021-07-30 |
2021-08-18 |
5.5816740000000005 |
5.63436 |
¥1.5万 |
+0.91% |
回到中轨 |
| 24 |
2021-11-30 |
2021-12-10 |
6.1579968449999996 |
6.44355 |
¥7.7万 |
+4.61% |
回到中轨 |
| 25 |
2022-03-08 |
2022-04-06 |
6.418334923 |
6.35364 |
¥-1.8万 |
-1.04% |
回到中轨 |
| 26 |
2022-05-09 |
2022-05-26 |
5.90767177 |
6.16 |
¥7.3万 |
+4.24% |
回到中轨 |
| 27 |
2022-08-01 |
2022-08-23 |
6.358256904999999 |
6.37362 |
¥3,803 |
+0.21% |
回到中轨 |
| 28 |
2023-02-01 |
2023-02-14 |
7.332199 |
7.632359999999999 |
¥7.4万 |
+4.06% |
回到中轨 |
| 29 |
2023-03-28 |
2023-03-31 |
7.509752249999999 |
7.87212 |
¥9.0万 |
+4.79% |
回到中轨 |
| 30 |
2023-05-09 |
2023-06-19 |
7.10923213 |
6.21378 |
¥-25.0万 |
-12.62% |
回到中轨 |
| 31 |
2023-08-22 |
2023-09-15 |
6.4884259439999985 |
6.42357 |
¥-1.8万 |
-1.03% |
回到中轨 |
| 32 |
2023-09-27 |
2023-10-30 |
6.097918827 |
6.11388 |
¥3,973 |
+0.23% |
回到中轨 |
| 33 |
2023-12-21 |
2024-01-12 |
5.6773727009999995 |
5.7642299999999995 |
¥2.6万 |
+1.50% |
回到中轨 |
| 34 |
2024-02-06 |
2024-02-20 |
5.417034622999999 |
5.82417 |
¥13.0万 |
+7.48% |
回到中轨 |
| 35 |
2024-04-15 |
2024-04-26 |
5.497138646999999 |
5.65434 |
¥5.3万 |
+2.83% |
回到中轨 |
| 36 |
2024-08-13 |
2024-09-26 |
5.6717010000000005 |
5.61438 |
¥-2.0万 |
-1.04% |
回到中轨 |
| 37 |
2025-02-07 |
2025-02-28 |
5.877632760999999 |
5.87412 |
¥-1,712 |
-0.09% |
回到中轨 |
| 38 |
2025-06-16 |
2025-06-30 |
5.807541739999999 |
5.894100000000001 |
¥2.8万 |
+1.46% |
回到中轨 |
| 39 |
2026-01-29 |
2026-02-05 |
7.219375162999999 |
8.17182 |
¥25.2万 |
+13.16% |
回到中轨 |
| 40 |
2026-04-29 |
2026-05-11 |
5.4270476259999985 |
5.644350000000001 |
¥8.6万 |
+3.97% |
回到中轨 |
| 41 |
2026-09-14 |
2026-10-28 |
4.886345463999999 |
4.7951999999999995 |
¥-4.3万 |
-1.89% |
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 |
|---|
| 2015-02-09 |
跌破下轨 |
买入 |
4.4044 |
222400.0 |
¥98.0万 |
|
| 2015-02-25 |
回到中轨 |
卖出 |
5.08491 |
222400.0 |
¥1.13M |
|
| 2015-07-08 |
跌破下轨 |
买入 |
8.83 |
116900.0 |
¥1.03M |
|
| 2015-07-21 |
回到中轨 |
卖出 |
11.938049999999999 |
116900.0 |
¥1.40M |
|
| 2015-08-24 |
跌破下轨 |
买入 |
9.3093 |
152900.0 |
¥1.42M |
|
| 2015-09-23 |
回到中轨 |
卖出 |
7.872120000000001 |
152900.0 |
¥1.20M |
|
| 2016-01-28 |
跌破下轨 |
买入 |
6.366359999999999 |
197000.0 |
¥1.25M |
|
| 2016-02-17 |
回到中轨 |
卖出 |
6.91308 |
197000.0 |
¥1.36M |
|
| 2016-04-25 |
跌破下轨 |
买入 |
6.106099999999999 |
227500.0 |
¥1.39M |
|
| 2016-05-05 |
回到中轨 |
卖出 |
6.94305 |
227500.0 |
¥1.58M |
|
| 2016-08-31 |
跌破下轨 |
买入 |
7.3873799999999985 |
213400.0 |
¥1.58M |
|
| 2016-10-12 |
回到中轨 |
卖出 |
7.13286 |
213400.0 |
¥1.52M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
7.0270199999999985 |
217100.0 |
¥1.53M |
|
| 2017-01-05 |
回到中轨 |
卖出 |
7.15284 |
217100.0 |
¥1.55M |
|
| 2017-04-27 |
跌破下轨 |
买入 |
7.607599999999999 |
203000.0 |
¥1.54M |
|
| 2017-05-12 |
回到中轨 |
卖出 |
8.04195 |
203000.0 |
¥1.63M |
|
| 2017-07-11 |
跌破下轨 |
买入 |
8.33833 |
196100.0 |
¥1.64M |
|
| 2017-07-20 |
回到中轨 |
卖出 |
8.65134 |
196100.0 |
¥1.70M |
|
| 2017-07-27 |
跌破下轨 |
买入 |
7.937929999999999 |
213300.0 |
¥1.69M |
|
| 2017-08-16 |
回到中轨 |
卖出 |
8.16183 |
213300.0 |
¥1.74M |
|
| 2018-01-17 |
跌破下轨 |
买入 |
10.82081 |
160300.0 |
¥1.74M |
|
| 2018-01-29 |
回到中轨 |
卖出 |
11.318670000000001 |
160300.0 |
¥1.81M |
|
| 2018-04-24 |
跌破下轨 |
买入 |
9.46946 |
193300.0 |
¥1.83M |
|
| 2018-04-26 |
回到中轨 |
卖出 |
10.18 |
193300.0 |
¥1.97M |
|
| 2018-06-26 |
跌破下轨 |
买入 |
8.92892 |
216200.0 |
¥1.93M |
|
| 2018-08-22 |
回到中轨 |
卖出 |
6.81318 |
216200.0 |
¥1.47M |
|
| 2019-05-10 |
跌破下轨 |
买入 |
7.417409999999999 |
203200.0 |
¥1.51M |
|
| 2019-06-04 |
回到中轨 |
卖出 |
7.292699999999999 |
203200.0 |
¥1.48M |
|
| 2019-08-02 |
跌破下轨 |
买入 |
6.976969999999999 |
207200.0 |
¥1.45M |
|
| 2019-08-28 |
回到中轨 |
卖出 |
6.74325 |
207200.0 |
¥1.40M |
|
| 2019-10-10 |
跌破下轨 |
买入 |
6.49649 |
220400.0 |
¥1.43M |
|
| 2019-10-11 |
回到中轨 |
卖出 |
6.763229999999999 |
220400.0 |
¥1.49M |
|
| 2020-01-22 |
跌破下轨 |
买入 |
6.61661 |
223500.0 |
¥1.48M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
6.343649999999999 |
223500.0 |
¥1.42M |
|
| 2020-03-19 |
跌破下轨 |
买入 |
5.33 |
264700.0 |
¥1.41M |
|
| 2020-04-20 |
回到中轨 |
卖出 |
5.214779999999999 |
264700.0 |
¥1.38M |
|
| 2020-05-26 |
跌破下轨 |
买入 |
4.98498 |
280800.0 |
¥1.40M |
|
| 2020-06-03 |
回到中轨 |
卖出 |
5.14485 |
280800.0 |
¥1.44M |
|
| 2020-10-28 |
跌破下轨 |
买入 |
5.635629999999999 |
254300.0 |
¥1.43M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
6.293699999999999 |
254300.0 |
¥1.60M |
|
| 2021-04-26 |
跌破下轨 |
买入 |
6.53653 |
245100.0 |
¥1.60M |
|
| 2021-05-19 |
回到中轨 |
卖出 |
6.5934 |
245100.0 |
¥1.62M |
|
| 2021-07-06 |
跌破下轨 |
买入 |
5.875869999999999 |
275200.0 |
¥1.62M |
|
| 2021-07-20 |
回到中轨 |
卖出 |
6.04395 |
275200.0 |
¥1.66M |
|
| 2021-07-30 |
跌破下轨 |
买入 |
5.58 |
296500.0 |
¥1.65M |
|
| 2021-08-18 |
回到中轨 |
卖出 |
5.63436 |
296500.0 |
¥1.67M |
|
| 2021-11-30 |
跌破下轨 |
买入 |
6.156149999999999 |
270700.0 |
¥1.67M |
|
| 2021-12-10 |
回到中轨 |
卖出 |
6.44355 |
270700.0 |
¥1.74M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
6.416409999999999 |
268300.0 |
¥1.72M |
|
| 2022-04-06 |
回到中轨 |
卖出 |
6.35364 |
268300.0 |
¥1.70M |
|
| 2022-05-09 |
跌破下轨 |
买入 |
5.9059 |
289500.0 |
¥1.71M |
|
| 2022-05-26 |
回到中轨 |
卖出 |
6.16 |
289500.0 |
¥1.78M |
|
| 2022-08-01 |
跌破下轨 |
买入 |
6.356349999999999 |
282700.0 |
¥1.80M |
|
| 2022-08-23 |
回到中轨 |
卖出 |
6.37362 |
282700.0 |
¥1.80M |
|
| 2023-02-01 |
跌破下轨 |
买入 |
7.33 |
247400.0 |
¥1.81M |
|
| 2023-02-14 |
回到中轨 |
卖出 |
7.632359999999999 |
247400.0 |
¥1.89M |
|
| 2023-03-28 |
跌破下轨 |
买入 |
7.507499999999999 |
250900.0 |
¥1.88M |
|
| 2023-03-31 |
回到中轨 |
卖出 |
7.87212 |
250900.0 |
¥1.97M |
|
| 2023-05-09 |
跌破下轨 |
买入 |
7.107099999999999 |
278800.0 |
¥1.98M |
|
| 2023-06-19 |
回到中轨 |
卖出 |
6.21378 |
278800.0 |
¥1.73M |
|
| 2023-08-22 |
跌破下轨 |
买入 |
6.486479999999999 |
266600.0 |
¥1.73M |
|
| 2023-09-15 |
回到中轨 |
卖出 |
6.42357 |
266600.0 |
¥1.71M |
|
| 2023-09-27 |
跌破下轨 |
买入 |
6.096089999999999 |
281200.0 |
¥1.71M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
6.11388 |
281200.0 |
¥1.72M |
|
| 2023-12-21 |
跌破下轨 |
买入 |
5.675669999999999 |
301100.0 |
¥1.71M |
|
| 2024-01-12 |
回到中轨 |
卖出 |
5.7642299999999995 |
301100.0 |
¥1.74M |
|
| 2024-02-06 |
跌破下轨 |
买入 |
5.41541 |
321500.0 |
¥1.74M |
|
| 2024-02-20 |
回到中轨 |
卖出 |
5.82417 |
321500.0 |
¥1.87M |
|
| 2024-04-15 |
跌破下轨 |
买入 |
5.495489999999999 |
341100.0 |
¥1.88M |
|
| 2024-04-26 |
回到中轨 |
卖出 |
5.65434 |
341100.0 |
¥1.93M |
|
| 2024-08-13 |
跌破下轨 |
买入 |
5.67 |
338400.0 |
¥1.92M |
|
| 2024-09-26 |
回到中轨 |
卖出 |
5.61438 |
338400.0 |
¥1.90M |
|
| 2025-02-07 |
跌破下轨 |
买入 |
5.875869999999999 |
324600.0 |
¥1.91M |
|
| 2025-02-28 |
回到中轨 |
卖出 |
5.87412 |
324600.0 |
¥1.91M |
|
| 2025-06-16 |
跌破下轨 |
买入 |
5.805799999999999 |
327100.0 |
¥1.90M |
|
| 2025-06-30 |
回到中轨 |
卖出 |
5.894100000000001 |
327100.0 |
¥1.93M |
|
| 2026-01-29 |
跌破下轨 |
买入 |
7.217209999999999 |
264800.0 |
¥1.91M |
|
| 2026-02-05 |
回到中轨 |
卖出 |
8.17182 |
264800.0 |
¥2.16M |
|
| 2026-04-29 |
跌破下轨 |
买入 |
5.425419999999999 |
400500.0 |
¥2.17M |
|
| 2026-05-11 |
回到中轨 |
卖出 |
5.644350000000001 |
400500.0 |
¥2.26M |
|
| 2026-09-14 |
跌破下轨 |
买入 |
4.884879999999999 |
459400.0 |
¥2.24M |
|
| 2026-10-28 |
回到中轨 |
卖出 |
4.7951999999999995 |
459400.0 |
¥2.20M |
|