600031 三一重工 — 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: ¥1.35M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +34.87%）
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 36 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 |
2015-07-23 |
10.964238284999999 |
8.23176 |
¥-24.9万 |
-24.94% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-15 |
5.997788796999999 |
7.00299 |
¥11.6万 |
+16.72% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-22 |
6.418334922999999 |
6.6833100000000005 |
¥3.5万 |
+4.10% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-19 |
5.957736785 |
5.4445500000000004 |
¥-7.7万 |
-8.64% |
回到中轨 |
| 5 |
2016-05-10 |
2016-06-01 |
5.036540509 |
5.08491 |
¥7,664 |
+0.93% |
回到中轨 |
| 6 |
2017-04-13 |
2017-05-04 |
7.0691801179999985 |
7.1 |
¥3,360 |
+0.41% |
回到中轨 |
| 7 |
2017-05-11 |
2017-05-26 |
6.6085819799999985 |
6.81 |
¥2.5万 |
+3.02% |
回到中轨 |
| 8 |
2017-09-26 |
2017-10-10 |
7.329518195999999 |
7.75224 |
¥4.9万 |
+5.74% |
回到中轨 |
| 9 |
2018-02-08 |
2018-03-13 |
8.741351619000001 |
8.551440000000001 |
¥-2.0万 |
-2.20% |
回到中轨 |
| 10 |
2018-03-29 |
2018-04-10 |
7.810142339999999 |
8.24175 |
¥4.9万 |
+5.49% |
回到中轨 |
| 11 |
2018-05-24 |
2018-06-13 |
8.420935522999999 |
8.72127 |
¥3.3万 |
+3.54% |
回到中轨 |
| 12 |
2018-09-14 |
2018-09-25 |
8.260727474999998 |
8.70129 |
¥5.0万 |
+5.30% |
回到中轨 |
| 13 |
2018-10-19 |
2018-11-05 |
7.529778255999999 |
8.10189 |
¥7.5万 |
+7.57% |
回到中轨 |
| 14 |
2019-01-04 |
2019-01-15 |
7.880233360999999 |
8.34165 |
¥6.3万 |
+5.82% |
回到中轨 |
| 15 |
2019-11-01 |
2019-11-15 |
13.487515040999998 |
14.115870000000001 |
¥5.4万 |
+4.63% |
回到中轨 |
| 16 |
2020-02-03 |
2020-02-12 |
14.448763328999997 |
16.533450000000002 |
¥15.7万 |
+14.39% |
回到中轨 |
| 17 |
2020-03-17 |
2020-03-30 |
15.530167653 |
17.082900000000002 |
¥13.6万 |
+9.97% |
回到中轨 |
| 18 |
2020-05-28 |
2020-06-10 |
18.253704469000002 |
19.150830000000003 |
¥7.3万 |
+4.88% |
回到中轨 |
| 19 |
2021-05-12 |
2021-05-27 |
28.567097558999993 |
29.950020000000002 |
¥7.5万 |
+4.81% |
回到中轨 |
| 20 |
2021-06-15 |
2021-07-01 |
28.268478 |
29.200770000000002 |
¥5.4万 |
+3.27% |
回到中轨 |
| 21 |
2021-07-09 |
2021-07-23 |
25.192715547999995 |
27.69228 |
¥16.8万 |
+9.89% |
回到中轨 |
| 22 |
2021-10-28 |
2021-11-24 |
24.037209 |
22.977 |
¥-8.3万 |
-4.44% |
回到中轨 |
| 23 |
2022-01-26 |
2022-03-31 |
21.838359542999996 |
17.4825 |
¥-35.8万 |
-19.97% |
回到中轨 |
| 24 |
2022-04-26 |
2022-05-23 |
15.349933599 |
16.70328 |
¥12.6万 |
+8.78% |
回到中轨 |
| 25 |
2022-08-01 |
2022-09-13 |
17.0221051 |
16.16382 |
¥-7.9万 |
-5.07% |
回到中轨 |
| 26 |
2022-09-21 |
2022-10-18 |
14.969439484999999 |
15.004979999999998 |
¥3,070 |
+0.21% |
回到中轨 |
| 27 |
2023-04-26 |
2023-06-09 |
16.211051856999998 |
15.664320000000002 |
¥-5.1万 |
-3.40% |
回到中轨 |
| 28 |
2023-08-10 |
2023-09-04 |
16.52145495 |
16.11 |
¥-3.6万 |
-2.52% |
回到中轨 |
| 29 |
2023-10-11 |
2023-12-26 |
15.339920595999999 |
13.20678 |
¥-19.5万 |
-13.93% |
回到中轨 |
| 30 |
2024-06-04 |
2024-06-26 |
15.930687772999999 |
16.363619999999997 |
¥3.2万 |
+2.69% |
回到中轨 |
| 31 |
2024-11-26 |
2024-12-31 |
17.182313147999995 |
16.64334 |
¥-3.9万 |
-3.17% |
回到中轨 |
| 32 |
2025-01-06 |
2025-01-21 |
15.620284679999996 |
16.03395 |
¥3.1万 |
+2.62% |
回到中轨 |
| 33 |
2025-09-05 |
2025-09-10 |
20.336409093 |
21.338639999999998 |
¥6.0万 |
+4.90% |
回到中轨 |
| 34 |
2025-11-11 |
2025-12-05 |
21.177501344999996 |
20.91906 |
¥-1.6万 |
-1.25% |
回到中轨 |
| 35 |
2026-03-23 |
2026-04-09 |
19.044731706 |
20.6793 |
¥10.6万 |
+8.55% |
回到中轨 |
| 36 |
2026-09-17 |
2026-10-20 |
18.203639453999997 |
17.772209999999998 |
¥-3.3万 |
-2.40% |
回到中轨 |
逐笔成交记录（共 72 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 |
10.960949999999999 |
91000.0 |
¥99.8万 |
|
| 2015-07-23 |
回到中轨 |
卖出 |
8.23176 |
91000.0 |
¥74.9万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
5.99599 |
116000.0 |
¥69.6万 |
|
| 2015-09-15 |
回到中轨 |
卖出 |
7.00299 |
116000.0 |
¥81.2万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
6.416409999999999 |
134600.0 |
¥86.4万 |
|
| 2015-12-22 |
回到中轨 |
卖出 |
6.6833100000000005 |
134600.0 |
¥89.9万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
5.95595 |
149900.0 |
¥89.3万 |
|
| 2016-02-19 |
回到中轨 |
卖出 |
5.4445500000000004 |
149900.0 |
¥81.6万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
5.03503 |
163600.0 |
¥82.4万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
5.08491 |
163600.0 |
¥83.2万 |
|
| 2017-04-13 |
跌破下轨 |
买入 |
7.067059999999999 |
117100.0 |
¥82.8万 |
|
| 2017-05-04 |
回到中轨 |
卖出 |
7.1 |
117100.0 |
¥83.1万 |
|
| 2017-05-11 |
跌破下轨 |
买入 |
6.6065999999999985 |
125900.0 |
¥83.2万 |
|
| 2017-05-26 |
回到中轨 |
卖出 |
6.81 |
125900.0 |
¥85.7万 |
|
| 2017-09-26 |
跌破下轨 |
买入 |
7.327319999999999 |
117300.0 |
¥86.0万 |
|
| 2017-10-10 |
回到中轨 |
卖出 |
7.75224 |
117300.0 |
¥90.9万 |
|
| 2018-02-08 |
跌破下轨 |
买入 |
8.73873 |
102600.0 |
¥89.7万 |
|
| 2018-03-13 |
回到中轨 |
卖出 |
8.551440000000001 |
102600.0 |
¥87.7万 |
|
| 2018-03-29 |
跌破下轨 |
买入 |
7.8077999999999985 |
114100.0 |
¥89.1万 |
|
| 2018-04-10 |
回到中轨 |
卖出 |
8.24175 |
114100.0 |
¥94.0万 |
|
| 2018-05-24 |
跌破下轨 |
买入 |
8.41841 |
111400.0 |
¥93.8万 |
|
| 2018-06-13 |
回到中轨 |
卖出 |
8.72127 |
111400.0 |
¥97.1万 |
|
| 2018-09-14 |
跌破下轨 |
买入 |
8.258249999999999 |
115300.0 |
¥95.2万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
8.70129 |
115300.0 |
¥1.00M |
|
| 2018-10-19 |
跌破下轨 |
买入 |
7.527519999999999 |
132500.0 |
¥99.8万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
8.10189 |
132500.0 |
¥1.07M |
|
| 2019-01-04 |
跌破下轨 |
买入 |
7.877869999999999 |
138100.0 |
¥1.09M |
|
| 2019-01-15 |
回到中轨 |
卖出 |
8.34165 |
138100.0 |
¥1.15M |
|
| 2019-11-01 |
跌破下轨 |
买入 |
13.483469999999999 |
86000.0 |
¥1.16M |
|
| 2019-11-15 |
回到中轨 |
卖出 |
14.115870000000001 |
86000.0 |
¥1.21M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
14.444429999999997 |
75600.0 |
¥1.09M |
|
| 2020-02-12 |
回到中轨 |
卖出 |
16.533450000000002 |
75600.0 |
¥1.25M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
15.525509999999999 |
87900.0 |
¥1.37M |
|
| 2020-03-30 |
回到中轨 |
卖出 |
17.082900000000002 |
87900.0 |
¥1.50M |
|
| 2020-05-28 |
跌破下轨 |
买入 |
18.24823 |
81700.0 |
¥1.49M |
|
| 2020-06-10 |
回到中轨 |
卖出 |
19.150830000000003 |
81700.0 |
¥1.56M |
|
| 2021-05-12 |
跌破下轨 |
买入 |
28.558529999999998 |
54300.0 |
¥1.55M |
|
| 2021-05-27 |
回到中轨 |
卖出 |
29.950020000000002 |
54300.0 |
¥1.63M |
|
| 2021-06-15 |
跌破下轨 |
买入 |
28.26 |
58300.0 |
¥1.65M |
|
| 2021-07-01 |
回到中轨 |
卖出 |
29.200770000000002 |
58300.0 |
¥1.70M |
|
| 2021-07-09 |
跌破下轨 |
买入 |
25.185159999999996 |
67300.0 |
¥1.70M |
|
| 2021-07-23 |
回到中轨 |
卖出 |
27.69228 |
67300.0 |
¥1.86M |
|
| 2021-10-28 |
跌破下轨 |
买入 |
24.03 |
77500.0 |
¥1.86M |
|
| 2021-11-24 |
回到中轨 |
卖出 |
22.977 |
77500.0 |
¥1.78M |
|
| 2022-01-26 |
跌破下轨 |
买入 |
21.831809999999997 |
82000.0 |
¥1.79M |
|
| 2022-03-31 |
回到中轨 |
卖出 |
17.4825 |
82000.0 |
¥1.43M |
|
| 2022-04-26 |
跌破下轨 |
买入 |
15.34533 |
93500.0 |
¥1.44M |
|
| 2022-05-23 |
回到中轨 |
卖出 |
16.70328 |
93500.0 |
¥1.56M |
|
| 2022-08-01 |
跌破下轨 |
买入 |
17.017 |
91500.0 |
¥1.56M |
|
| 2022-09-13 |
回到中轨 |
卖出 |
16.16382 |
91500.0 |
¥1.48M |
|
| 2022-09-21 |
跌破下轨 |
买入 |
14.96495 |
98900.0 |
¥1.48M |
|
| 2022-10-18 |
回到中轨 |
卖出 |
15.004979999999998 |
98900.0 |
¥1.48M |
|
| 2023-04-26 |
跌破下轨 |
买入 |
16.20619 |
91700.0 |
¥1.49M |
|
| 2023-06-09 |
回到中轨 |
卖出 |
15.664320000000002 |
91700.0 |
¥1.44M |
|
| 2023-08-10 |
跌破下轨 |
买入 |
16.516499999999997 |
86900.0 |
¥1.44M |
|
| 2023-09-04 |
回到中轨 |
卖出 |
16.11 |
86900.0 |
¥1.40M |
|
| 2023-10-11 |
跌破下轨 |
买入 |
15.33532 |
91300.0 |
¥1.40M |
|
| 2023-12-26 |
回到中轨 |
卖出 |
13.20678 |
91300.0 |
¥1.21M |
|
| 2024-06-04 |
跌破下轨 |
买入 |
15.925909999999998 |
75500.0 |
¥1.20M |
|
| 2024-06-26 |
回到中轨 |
卖出 |
16.363619999999997 |
75500.0 |
¥1.24M |
|
| 2024-11-26 |
跌破下轨 |
买入 |
17.177159999999997 |
72100.0 |
¥1.24M |
|
| 2024-12-31 |
回到中轨 |
卖出 |
16.64334 |
72100.0 |
¥1.20M |
|
| 2025-01-06 |
跌破下轨 |
买入 |
15.615599999999997 |
76600.0 |
¥1.20M |
|
| 2025-01-21 |
回到中轨 |
卖出 |
16.03395 |
76600.0 |
¥1.23M |
|
| 2025-09-05 |
跌破下轨 |
买入 |
20.330309999999997 |
60500.0 |
¥1.23M |
|
| 2025-09-10 |
回到中轨 |
卖出 |
21.338639999999998 |
60500.0 |
¥1.29M |
|
| 2025-11-11 |
跌破下轨 |
买入 |
21.171149999999997 |
60900.0 |
¥1.29M |
|
| 2025-12-05 |
回到中轨 |
卖出 |
20.91906 |
60900.0 |
¥1.27M |
|
| 2026-03-23 |
跌破下轨 |
买入 |
19.039019999999997 |
65400.0 |
¥1.25M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
20.6793 |
65400.0 |
¥1.35M |
|
| 2026-09-17 |
跌破下轨 |
买入 |
18.198179999999997 |
75700.0 |
¥1.38M |
|
| 2026-10-20 |
回到中轨 |
卖出 |
17.772209999999998 |
75700.0 |
¥1.34M |
|