600030 中信证券 — 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: ¥1.52M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +52.50%）
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 45 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 |
2015-05-19 |
2015-05-26 |
30.880101252 |
34.61535 |
¥12.0万 |
+12.06% |
回到中轨 |
| 2 |
2015-05-29 |
2015-06-09 |
30.789984224999994 |
34.00596 |
¥11.6万 |
+10.41% |
回到中轨 |
| 3 |
2015-06-23 |
2015-07-13 |
28.416902513999997 |
27.0729 |
¥-5.9万 |
-4.76% |
回到中轨 |
| 4 |
2015-07-28 |
2015-08-17 |
21.027306299999996 |
21.98799 |
¥5.2万 |
+4.54% |
回到中轨 |
| 5 |
2015-08-24 |
2015-10-09 |
17.422625219999997 |
14.24574 |
¥-21.4万 |
-18.26% |
回到中轨 |
| 6 |
2016-05-10 |
2016-06-01 |
15.590245671 |
16.77321 |
¥7.6万 |
+7.56% |
回到中轨 |
| 7 |
2016-08-01 |
2016-08-12 |
16.281142878 |
16.52346 |
¥1.6万 |
+1.46% |
回到中轨 |
| 8 |
2016-09-19 |
2016-10-11 |
16.221064859999995 |
16.39359 |
¥1.1万 |
+1.03% |
回到中轨 |
| 9 |
2016-12-09 |
2017-01-11 |
16.701689004 |
16.12386 |
¥-3.9万 |
-3.49% |
回到中轨 |
| 10 |
2017-03-23 |
2017-04-06 |
16.090895820999997 |
16.273709999999998 |
¥1.2万 |
+1.11% |
回到中轨 |
| 11 |
2017-04-19 |
2017-04-24 |
16.030817802999998 |
16.183799999999998 |
¥1.0万 |
+0.92% |
回到中轨 |
| 12 |
2017-05-08 |
2017-05-26 |
15.640310685999996 |
16.29 |
¥4.5万 |
+4.12% |
回到中轨 |
| 13 |
2017-08-21 |
2017-08-28 |
16.721715009999997 |
17.29269 |
¥3.9万 |
+3.38% |
回到中轨 |
| 14 |
2017-10-20 |
2017-11-09 |
17.773080325 |
18.00198 |
¥1.5万 |
+1.26% |
回到中轨 |
| 15 |
2018-05-30 |
2018-07-16 |
18.534068553 |
16.66332 |
¥-11.9万 |
-10.12% |
回到中轨 |
| 16 |
2018-09-11 |
2018-09-20 |
15.450063628999999 |
16.20378 |
¥5.2万 |
+4.85% |
回到中轨 |
| 17 |
2018-12-24 |
2019-01-14 |
16.020804799999997 |
17.09289 |
¥7.5万 |
+6.66% |
回到中轨 |
| 18 |
2019-05-08 |
2019-05-30 |
20.12613603 |
20.3796 |
¥1.4万 |
+1.23% |
回到中轨 |
| 19 |
2019-08-05 |
2019-08-20 |
21.486444 |
22.977 |
¥8.3万 |
+6.91% |
回到中轨 |
| 20 |
2020-02-04 |
2020-02-18 |
20.82704624 |
24.15582 |
¥20.1万 |
+15.95% |
回到中轨 |
| 21 |
2020-05-25 |
2020-06-02 |
22.328996689999997 |
23.02695 |
¥4.7万 |
+3.09% |
回到中轨 |
| 22 |
2020-09-08 |
2020-09-21 |
29.988943984999995 |
31.71825 |
¥8.9万 |
+5.73% |
回到中轨 |
| 23 |
2020-10-27 |
2020-11-10 |
29.037708699999996 |
30.35961 |
¥7.4万 |
+4.52% |
回到中轨 |
| 24 |
2021-03-02 |
2021-03-30 |
25.653313685999997 |
24.13584 |
¥-10.2万 |
-5.94% |
回到中轨 |
| 25 |
2021-04-27 |
2021-04-30 |
23.089984917999995 |
23.576400000000003 |
¥3.3万 |
+2.08% |
回到中轨 |
| 26 |
2021-07-05 |
2021-07-23 |
23.680752094999995 |
24.06591 |
¥2.6万 |
+1.60% |
回到中轨 |
| 27 |
2021-07-28 |
2021-08-10 |
22.929776869999994 |
23.39658 |
¥3.3万 |
+2.01% |
回到中轨 |
| 28 |
2021-11-17 |
2021-12-06 |
23.941090172999996 |
25.01 |
¥7.5万 |
+4.43% |
回到中轨 |
| 29 |
2022-01-17 |
2022-02-14 |
24.912351463999997 |
25.374599999999997 |
¥3.2万 |
+1.82% |
回到中轨 |
| 30 |
2022-02-28 |
2022-03-31 |
23.280231974999996 |
20.86911 |
¥-18.7万 |
-10.38% |
回到中轨 |
| 31 |
2022-04-21 |
2022-05-19 |
19.875810955 |
19.23075 |
¥-5.3万 |
-3.27% |
回到中轨 |
| 32 |
2022-08-03 |
2022-08-12 |
18.82444564 |
19.98 |
¥9.6万 |
+6.11% |
回到中轨 |
| 33 |
2022-09-19 |
2022-10-19 |
18.373860505 |
18.14184 |
¥-2.1万 |
-1.29% |
回到中轨 |
| 34 |
2023-03-13 |
2023-03-24 |
20.026006 |
20.43954 |
¥3.3万 |
+2.03% |
回到中轨 |
| 35 |
2023-06-27 |
2023-07-04 |
19.32509579 |
20.16 |
¥7.2万 |
+4.29% |
回到中轨 |
| 36 |
2023-11-30 |
2024-01-24 |
21.427826419999995 |
19.86012 |
¥-12.9万 |
-7.34% |
回到中轨 |
| 37 |
2024-03-25 |
2024-04-29 |
19.825745939999997 |
19.150830000000003 |
¥-5.4万 |
-3.43% |
回到中轨 |
| 38 |
2024-06-26 |
2024-07-12 |
18.113522426999996 |
18.31167 |
¥1.7万 |
+1.06% |
回到中轨 |
| 39 |
2024-08-27 |
2024-09-02 |
18.423925519999997 |
19.170810000000003 |
¥6.4万 |
+4.02% |
回到中轨 |
| 40 |
2025-01-02 |
2025-02-07 |
29.008699999999997 |
27.322650000000003 |
¥-9.6万 |
-5.84% |
回到中轨 |
| 41 |
2025-04-09 |
2025-05-07 |
24.471779331999997 |
26.25372 |
¥11.2万 |
+7.25% |
回到中轨 |
| 42 |
2025-11-18 |
2025-12-09 |
28.306759480999993 |
28.49148 |
¥1.0万 |
+0.62% |
回到中轨 |
| 43 |
2026-02-27 |
2026-04-13 |
27.395576207999998 |
25.59438 |
¥-11.1万 |
-6.60% |
回到中轨 |
| 44 |
2026-08-17 |
2026-08-27 |
27.285433175 |
27.64233 |
¥2.0万 |
+1.28% |
回到中轨 |
| 45 |
2026-09-15 |
2026-11-03 |
26.644600983 |
25.5744 |
¥-6.4万 |
-4.05% |
回到中轨 |
逐笔成交记录（共 90 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-19 |
跌破下轨 |
买入 |
30.870839999999998 |
32100.0 |
¥99.1万 |
|
| 2015-05-26 |
回到中轨 |
卖出 |
34.61535 |
32100.0 |
¥1.11M |
|
| 2015-05-29 |
跌破下轨 |
买入 |
30.780749999999998 |
36300.0 |
¥1.12M |
|
| 2015-06-09 |
回到中轨 |
卖出 |
34.00596 |
36300.0 |
¥1.23M |
|
| 2015-06-23 |
跌破下轨 |
买入 |
28.408379999999994 |
43400.0 |
¥1.23M |
|
| 2015-07-13 |
回到中轨 |
卖出 |
27.0729 |
43400.0 |
¥1.17M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
21.020999999999997 |
54500.0 |
¥1.15M |
|
| 2015-08-17 |
回到中轨 |
卖出 |
21.98799 |
54500.0 |
¥1.20M |
|
| 2015-08-24 |
跌破下轨 |
买入 |
17.417399999999997 |
67300.0 |
¥1.17M |
|
| 2015-10-09 |
回到中轨 |
卖出 |
14.24574 |
67300.0 |
¥95.8万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
15.585569999999999 |
64600.0 |
¥1.01M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
16.77321 |
64600.0 |
¥1.08M |
|
| 2016-08-01 |
跌破下轨 |
买入 |
16.27626 |
67000.0 |
¥1.09M |
|
| 2016-08-12 |
回到中轨 |
卖出 |
16.52346 |
67000.0 |
¥1.11M |
|
| 2016-09-19 |
跌破下轨 |
买入 |
16.216199999999997 |
68100.0 |
¥1.10M |
|
| 2016-10-11 |
回到中轨 |
卖出 |
16.39359 |
68100.0 |
¥1.12M |
|
| 2016-12-09 |
跌破下轨 |
买入 |
16.696679999999997 |
66700.0 |
¥1.11M |
|
| 2017-01-11 |
回到中轨 |
卖出 |
16.12386 |
66700.0 |
¥1.08M |
|
| 2017-03-23 |
跌破下轨 |
买入 |
16.08607 |
66900.0 |
¥1.08M |
|
| 2017-04-06 |
回到中轨 |
卖出 |
16.273709999999998 |
66900.0 |
¥1.09M |
|
| 2017-04-19 |
跌破下轨 |
买入 |
16.02601 |
67800.0 |
¥1.09M |
|
| 2017-04-24 |
回到中轨 |
卖出 |
16.183799999999998 |
67800.0 |
¥1.10M |
|
| 2017-05-08 |
跌破下轨 |
买入 |
15.635619999999998 |
69500.0 |
¥1.09M |
|
| 2017-05-26 |
回到中轨 |
卖出 |
16.29 |
69500.0 |
¥1.13M |
|
| 2017-08-21 |
跌破下轨 |
买入 |
16.716699999999996 |
68400.0 |
¥1.14M |
|
| 2017-08-28 |
回到中轨 |
卖出 |
17.29269 |
68400.0 |
¥1.18M |
|
| 2017-10-20 |
跌破下轨 |
买入 |
17.76775 |
66400.0 |
¥1.18M |
|
| 2017-11-09 |
回到中轨 |
卖出 |
18.00198 |
66400.0 |
¥1.19M |
|
| 2018-05-30 |
跌破下轨 |
买入 |
18.52851 |
63300.0 |
¥1.17M |
|
| 2018-07-16 |
回到中轨 |
卖出 |
16.66332 |
63300.0 |
¥1.05M |
|
| 2018-09-11 |
跌破下轨 |
买入 |
15.44543 |
69800.0 |
¥1.08M |
|
| 2018-09-20 |
回到中轨 |
卖出 |
16.20378 |
69800.0 |
¥1.13M |
|
| 2018-12-24 |
跌破下轨 |
买入 |
16.016 |
70100.0 |
¥1.12M |
|
| 2019-01-14 |
回到中轨 |
卖出 |
17.09289 |
70100.0 |
¥1.20M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
20.1201 |
58000.0 |
¥1.17M |
|
| 2019-05-30 |
回到中轨 |
卖出 |
20.3796 |
58000.0 |
¥1.18M |
|
| 2019-08-05 |
跌破下轨 |
买入 |
21.48 |
56100.0 |
¥1.21M |
|
| 2019-08-20 |
回到中轨 |
卖出 |
22.977 |
56100.0 |
¥1.29M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
20.8208 |
60500.0 |
¥1.26M |
|
| 2020-02-18 |
回到中轨 |
卖出 |
24.15582 |
60500.0 |
¥1.46M |
|
| 2020-05-25 |
跌破下轨 |
买入 |
22.3223 |
67300.0 |
¥1.50M |
|
| 2020-06-02 |
回到中轨 |
卖出 |
23.02695 |
67300.0 |
¥1.55M |
|
| 2020-09-08 |
跌破下轨 |
买入 |
29.979949999999995 |
51700.0 |
¥1.55M |
|
| 2020-09-21 |
回到中轨 |
卖出 |
31.71825 |
51700.0 |
¥1.64M |
|
| 2020-10-27 |
跌破下轨 |
买入 |
29.028999999999996 |
56400.0 |
¥1.64M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
30.35961 |
56400.0 |
¥1.71M |
|
| 2021-03-02 |
跌破下轨 |
买入 |
25.645619999999997 |
66700.0 |
¥1.71M |
|
| 2021-03-30 |
回到中轨 |
卖出 |
24.13584 |
66700.0 |
¥1.61M |
|
| 2021-04-27 |
跌破下轨 |
买入 |
23.083059999999996 |
69800.0 |
¥1.61M |
|
| 2021-04-30 |
回到中轨 |
卖出 |
23.576400000000003 |
69800.0 |
¥1.65M |
|
| 2021-07-05 |
跌破下轨 |
买入 |
23.673649999999995 |
69400.0 |
¥1.64M |
|
| 2021-07-23 |
回到中轨 |
卖出 |
24.06591 |
69400.0 |
¥1.67M |
|
| 2021-07-28 |
跌破下轨 |
买入 |
22.922899999999995 |
72800.0 |
¥1.67M |
|
| 2021-08-10 |
回到中轨 |
卖出 |
23.39658 |
72800.0 |
¥1.70M |
|
| 2021-11-17 |
跌破下轨 |
买入 |
23.933909999999997 |
70800.0 |
¥1.70M |
|
| 2021-12-06 |
回到中轨 |
卖出 |
25.01 |
70800.0 |
¥1.77M |
|
| 2022-01-17 |
跌破下轨 |
买入 |
24.904879999999995 |
70900.0 |
¥1.77M |
|
| 2022-02-14 |
回到中轨 |
卖出 |
25.374599999999997 |
70900.0 |
¥1.80M |
|
| 2022-02-28 |
跌破下轨 |
买入 |
23.273249999999997 |
77500.0 |
¥1.80M |
|
| 2022-03-31 |
回到中轨 |
卖出 |
20.86911 |
77500.0 |
¥1.62M |
|
| 2022-04-21 |
跌破下轨 |
买入 |
19.86985 |
81400.0 |
¥1.62M |
|
| 2022-05-19 |
回到中轨 |
卖出 |
19.23075 |
81400.0 |
¥1.56M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
18.8188 |
83400.0 |
¥1.57M |
|
| 2022-08-12 |
回到中轨 |
卖出 |
19.98 |
83400.0 |
¥1.67M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
18.36835 |
90400.0 |
¥1.66M |
|
| 2022-10-19 |
回到中轨 |
卖出 |
18.14184 |
90400.0 |
¥1.64M |
|
| 2023-03-13 |
跌破下轨 |
买入 |
20.019999999999996 |
82200.0 |
¥1.65M |
|
| 2023-03-24 |
回到中轨 |
卖出 |
20.43954 |
82200.0 |
¥1.68M |
|
| 2023-06-27 |
跌破下轨 |
买入 |
19.3193 |
86900.0 |
¥1.68M |
|
| 2023-07-04 |
回到中轨 |
卖出 |
20.16 |
86900.0 |
¥1.75M |
|
| 2023-11-30 |
跌破下轨 |
买入 |
21.421399999999995 |
81700.0 |
¥1.75M |
|
| 2024-01-24 |
回到中轨 |
卖出 |
19.86012 |
81700.0 |
¥1.62M |
|
| 2024-03-25 |
跌破下轨 |
买入 |
19.819799999999997 |
79000.0 |
¥1.57M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
19.150830000000003 |
79000.0 |
¥1.51M |
|
| 2024-06-26 |
跌破下轨 |
买入 |
18.108089999999997 |
86400.0 |
¥1.57M |
|
| 2024-07-12 |
回到中轨 |
卖出 |
18.31167 |
86400.0 |
¥1.58M |
|
| 2024-08-27 |
跌破下轨 |
买入 |
18.418399999999995 |
85700.0 |
¥1.58M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
19.170810000000003 |
85700.0 |
¥1.64M |
|
| 2025-01-02 |
跌破下轨 |
买入 |
29.0 |
56400.0 |
¥1.64M |
|
| 2025-02-07 |
回到中轨 |
卖出 |
27.322650000000003 |
56400.0 |
¥1.54M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
24.46444 |
63300.0 |
¥1.55M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
26.25372 |
63300.0 |
¥1.66M |
|
| 2025-11-18 |
跌破下轨 |
买入 |
28.29826999999999 |
58800.0 |
¥1.66M |
|
| 2025-12-09 |
回到中轨 |
卖出 |
28.49148 |
58800.0 |
¥1.67M |
|
| 2026-02-27 |
跌破下轨 |
买入 |
27.387359999999997 |
61100.0 |
¥1.67M |
|
| 2026-04-13 |
回到中轨 |
卖出 |
25.59438 |
61100.0 |
¥1.56M |
|
| 2026-08-17 |
跌破下轨 |
买入 |
27.27725 |
57200.0 |
¥1.56M |
|
| 2026-08-27 |
回到中轨 |
卖出 |
27.64233 |
57200.0 |
¥1.58M |
|
| 2026-09-15 |
跌破下轨 |
买入 |
26.636609999999997 |
59500.0 |
¥1.59M |
|
| 2026-11-03 |
回到中轨 |
卖出 |
25.5744 |
59500.0 |
¥1.52M |
|