600036 招商银行 — 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 +51.97%）
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 39 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 |
2015-03-06 |
2015-03-10 |
13.938100175999999 |
14.47551 |
¥3.8万 |
+3.82% |
回到中轨 |
| 2 |
2015-05-18 |
2015-05-21 |
17.032118103000002 |
18.22176 |
¥7.1万 |
+6.95% |
回到中轨 |
| 3 |
2015-07-28 |
2015-08-04 |
16.591545971 |
17.942040000000002 |
¥8.9万 |
+8.11% |
回到中轨 |
| 4 |
2015-08-25 |
2015-08-28 |
14.528867352999997 |
17.47251 |
¥23.4万 |
+20.22% |
回到中轨 |
| 5 |
2015-11-30 |
2015-12-21 |
17.092196120999997 |
17.41257 |
¥2.6万 |
+1.84% |
回到中轨 |
| 6 |
2016-01-12 |
2016-02-23 |
16.050843808999996 |
14.99499 |
¥-9.6万 |
-6.61% |
回到中轨 |
| 7 |
2016-07-14 |
2016-07-28 |
17.092196120999997 |
17.172810000000002 |
¥6,007 |
+0.44% |
回到中轨 |
| 8 |
2016-09-13 |
2016-10-11 |
17.933288373 |
18.31167 |
¥2.8万 |
+2.08% |
回到中轨 |
| 9 |
2016-12-20 |
2017-01-12 |
17.995396999999997 |
17.94 |
¥-4,698 |
-0.34% |
回到中轨 |
| 10 |
2017-03-23 |
2017-03-28 |
18.544081556 |
19.23075 |
¥5.1万 |
+3.67% |
回到中轨 |
| 11 |
2018-03-28 |
2018-04-11 |
28.436928519999995 |
30.30966 |
¥9.3万 |
+6.55% |
回到中轨 |
| 12 |
2018-06-26 |
2018-07-23 |
27.498247 |
27.36261 |
¥-7,955 |
-0.52% |
回到中轨 |
| 13 |
2018-12-20 |
2019-01-14 |
26.514431944 |
26.43354 |
¥-5,054 |
-0.33% |
回到中轨 |
| 14 |
2019-05-08 |
2019-05-28 |
33.34329999 |
33.71625 |
¥1.6万 |
+1.09% |
回到中轨 |
| 15 |
2020-02-03 |
2020-03-06 |
33.843950140000004 |
35.80416 |
¥8.1万 |
+5.76% |
回到中轨 |
| 16 |
2020-03-16 |
2020-04-08 |
33.400017 |
32.4675 |
¥-4.6万 |
-2.82% |
回到中轨 |
| 17 |
2020-12-23 |
2021-01-04 |
41.764235512999996 |
43.186769999999996 |
¥5.3万 |
+3.38% |
回到中轨 |
| 18 |
2021-07-09 |
2021-08-10 |
50.41547010499999 |
49.030919999999995 |
¥-4.5万 |
-2.78% |
回到中轨 |
| 19 |
2021-11-29 |
2021-12-07 |
49.844728933999995 |
52.23771 |
¥7.5万 |
+4.77% |
回到中轨 |
| 20 |
2022-03-07 |
2022-03-31 |
48.072427403 |
45.94401 |
¥-7.3万 |
-4.46% |
回到中轨 |
| 21 |
2022-04-19 |
2022-05-23 |
42.05461259999999 |
39.93003 |
¥-7.8万 |
-5.08% |
回到中轨 |
| 22 |
2022-07-14 |
2022-08-31 |
37.201156999999995 |
33.50646 |
¥-14.7万 |
-9.96% |
回到中轨 |
| 23 |
2022-10-11 |
2022-11-09 |
31.831336537 |
29.12085 |
¥-11.6万 |
-8.54% |
回到中轨 |
| 24 |
2023-03-09 |
2023-04-17 |
36.046810799999996 |
34.28568 |
¥-6.1万 |
-4.91% |
回到中轨 |
| 25 |
2023-04-28 |
2023-05-08 |
32.502207737999996 |
34.82514 |
¥8.3万 |
+7.11% |
回到中轨 |
| 26 |
2023-05-26 |
2023-06-09 |
32.482181731999994 |
34.01595 |
¥5.9万 |
+4.69% |
回到中轨 |
| 27 |
2023-07-14 |
2023-07-26 |
31.98153158199999 |
33.23673 |
¥5.2万 |
+3.89% |
回到中轨 |
| 28 |
2023-10-20 |
2023-12-29 |
31.530946446999998 |
27.872100000000003 |
¥-16.0万 |
-11.63% |
回到中轨 |
| 29 |
2024-07-12 |
2024-07-22 |
33.052922902999995 |
34.13583 |
¥4.0万 |
+3.25% |
回到中轨 |
| 30 |
2024-07-29 |
2024-08-16 |
32.422103713999995 |
32.72 |
¥1.1万 |
+0.89% |
回到中轨 |
| 31 |
2024-09-10 |
2024-09-25 |
30.289334074999992 |
33.81615 |
¥14.7万 |
+11.61% |
回到中轨 |
| 32 |
2024-11-26 |
2024-12-09 |
36.076849809 |
37.55241 |
¥5.7万 |
+4.06% |
回到中轨 |
| 33 |
2025-04-08 |
2025-04-21 |
40.833026234 |
42.61734 |
¥6.4万 |
+4.34% |
回到中轨 |
| 34 |
2025-08-14 |
2025-09-12 |
43.606628064999995 |
43.33662 |
¥-9,962 |
-0.65% |
回到中轨 |
| 35 |
2025-09-17 |
2025-10-16 |
41.81430052799999 |
41.4585 |
¥-1.3万 |
-0.88% |
回到中轨 |
| 36 |
2025-12-12 |
2025-12-31 |
41.804287525 |
42.19776 |
¥1.4万 |
+0.91% |
回到中轨 |
| 37 |
2026-01-13 |
2026-02-06 |
41.25357236 |
39.6603 |
¥-5.9万 |
-3.89% |
回到中轨 |
| 38 |
2026-04-30 |
2026-06-01 |
38.44993151999999 |
37.962 |
¥-1.9万 |
-1.30% |
回到中轨 |
| 39 |
2026-06-29 |
2026-07-07 |
35.94668076999999 |
37.68228 |
¥6.9万 |
+4.80% |
回到中轨 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-06 |
跌破下轨 |
买入 |
13.933919999999999 |
71600.0 |
¥99.8万 |
|
| 2015-03-10 |
回到中轨 |
卖出 |
14.47551 |
71600.0 |
¥1.04M |
|
| 2015-05-18 |
跌破下轨 |
买入 |
17.02701 |
60300.0 |
¥1.03M |
|
| 2015-05-21 |
回到中轨 |
卖出 |
18.22176 |
60300.0 |
¥1.10M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
16.58657 |
66200.0 |
¥1.10M |
|
| 2015-08-04 |
回到中轨 |
卖出 |
17.942040000000002 |
66200.0 |
¥1.19M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
14.524509999999996 |
79700.0 |
¥1.16M |
|
| 2015-08-28 |
回到中轨 |
卖出 |
17.47251 |
79700.0 |
¥1.39M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
17.087069999999997 |
83800.0 |
¥1.43M |
|
| 2015-12-21 |
回到中轨 |
卖出 |
17.41257 |
83800.0 |
¥1.46M |
|
| 2016-01-12 |
跌破下轨 |
买入 |
16.04603 |
90600.0 |
¥1.45M |
|
| 2016-02-23 |
回到中轨 |
卖出 |
14.99499 |
90600.0 |
¥1.36M |
|
| 2016-07-14 |
跌破下轨 |
买入 |
17.087069999999997 |
79600.0 |
¥1.36M |
|
| 2016-07-28 |
回到中轨 |
卖出 |
17.172810000000002 |
79600.0 |
¥1.37M |
|
| 2016-09-13 |
跌破下轨 |
买入 |
17.927909999999997 |
76200.0 |
¥1.37M |
|
| 2016-10-11 |
回到中轨 |
卖出 |
18.31167 |
76200.0 |
¥1.39M |
|
| 2016-12-20 |
跌破下轨 |
买入 |
17.99 |
77300.0 |
¥1.39M |
|
| 2017-01-12 |
回到中轨 |
卖出 |
17.94 |
77300.0 |
¥1.39M |
|
| 2017-03-23 |
跌破下轨 |
买入 |
18.53852 |
74900.0 |
¥1.39M |
|
| 2017-03-28 |
回到中轨 |
卖出 |
19.23075 |
74900.0 |
¥1.44M |
|
| 2018-03-28 |
跌破下轨 |
买入 |
28.428399999999996 |
50100.0 |
¥1.42M |
|
| 2018-04-11 |
回到中轨 |
卖出 |
30.30966 |
50100.0 |
¥1.52M |
|
| 2018-06-26 |
跌破下轨 |
买入 |
27.49 |
55300.0 |
¥1.52M |
|
| 2018-07-23 |
回到中轨 |
卖出 |
27.36261 |
55300.0 |
¥1.51M |
|
| 2018-12-20 |
跌破下轨 |
买入 |
26.506479999999996 |
56900.0 |
¥1.51M |
|
| 2019-01-14 |
回到中轨 |
卖出 |
26.43354 |
56900.0 |
¥1.50M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
33.333299999999994 |
45000.0 |
¥1.50M |
|
| 2019-05-28 |
回到中轨 |
卖出 |
33.71625 |
45000.0 |
¥1.52M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
33.8338 |
41700.0 |
¥1.41M |
|
| 2020-03-06 |
回到中轨 |
卖出 |
35.80416 |
41700.0 |
¥1.49M |
|
| 2020-03-16 |
跌破下轨 |
买入 |
33.39 |
48300.0 |
¥1.61M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
32.4675 |
48300.0 |
¥1.57M |
|
| 2020-12-23 |
跌破下轨 |
买入 |
41.751709999999996 |
37400.0 |
¥1.56M |
|
| 2021-01-04 |
回到中轨 |
卖出 |
43.186769999999996 |
37400.0 |
¥1.61M |
|
| 2021-07-09 |
跌破下轨 |
买入 |
50.400349999999996 |
32200.0 |
¥1.62M |
|
| 2021-08-10 |
回到中轨 |
卖出 |
49.030919999999995 |
32200.0 |
¥1.58M |
|
| 2021-11-29 |
跌破下轨 |
买入 |
49.82977999999999 |
31500.0 |
¥1.57M |
|
| 2021-12-07 |
回到中轨 |
卖出 |
52.23771 |
31500.0 |
¥1.64M |
|
| 2022-03-07 |
跌破下轨 |
买入 |
48.058009999999996 |
33900.0 |
¥1.63M |
|
| 2022-03-31 |
回到中轨 |
卖出 |
45.94401 |
33900.0 |
¥1.56M |
|
| 2022-04-19 |
跌破下轨 |
买入 |
42.041999999999994 |
36400.0 |
¥1.53M |
|
| 2022-05-23 |
回到中轨 |
卖出 |
39.93003 |
36400.0 |
¥1.45M |
|
| 2022-07-14 |
跌破下轨 |
买入 |
37.19 |
39600.0 |
¥1.47M |
|
| 2022-08-31 |
回到中轨 |
卖出 |
33.50646 |
39600.0 |
¥1.33M |
|
| 2022-10-11 |
跌破下轨 |
买入 |
31.82179 |
42600.0 |
¥1.36M |
|
| 2022-11-09 |
回到中轨 |
卖出 |
29.12085 |
42600.0 |
¥1.24M |
|
| 2023-03-09 |
跌破下轨 |
买入 |
36.035999999999994 |
34400.0 |
¥1.24M |
|
| 2023-04-17 |
回到中轨 |
卖出 |
34.28568 |
34400.0 |
¥1.18M |
|
| 2023-04-28 |
跌破下轨 |
买入 |
32.492459999999994 |
36100.0 |
¥1.17M |
|
| 2023-05-08 |
回到中轨 |
卖出 |
34.82514 |
36100.0 |
¥1.26M |
|
| 2023-05-26 |
跌破下轨 |
买入 |
32.47243999999999 |
38900.0 |
¥1.26M |
|
| 2023-06-09 |
回到中轨 |
卖出 |
34.01595 |
38900.0 |
¥1.32M |
|
| 2023-07-14 |
跌破下轨 |
买入 |
31.971939999999993 |
41500.0 |
¥1.33M |
|
| 2023-07-26 |
回到中轨 |
卖出 |
33.23673 |
41500.0 |
¥1.38M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
31.52149 |
43500.0 |
¥1.37M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
27.872100000000003 |
43500.0 |
¥1.21M |
|
| 2024-07-12 |
跌破下轨 |
买入 |
33.043009999999995 |
36900.0 |
¥1.22M |
|
| 2024-07-22 |
回到中轨 |
卖出 |
34.13583 |
36900.0 |
¥1.26M |
|
| 2024-07-29 |
跌破下轨 |
买入 |
32.41238 |
38700.0 |
¥1.25M |
|
| 2024-08-16 |
回到中轨 |
卖出 |
32.72 |
38700.0 |
¥1.27M |
|
| 2024-09-10 |
跌破下轨 |
买入 |
30.28024999999999 |
41800.0 |
¥1.27M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
33.81615 |
41800.0 |
¥1.41M |
|
| 2024-11-26 |
跌破下轨 |
买入 |
36.06603 |
39000.0 |
¥1.41M |
|
| 2024-12-09 |
回到中轨 |
卖出 |
37.55241 |
39000.0 |
¥1.46M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
40.82078 |
36000.0 |
¥1.47M |
|
| 2025-04-21 |
回到中轨 |
卖出 |
42.61734 |
36000.0 |
¥1.53M |
|
| 2025-08-14 |
跌破下轨 |
买入 |
43.59354999999999 |
35200.0 |
¥1.53M |
|
| 2025-09-12 |
回到中轨 |
卖出 |
43.33662 |
35200.0 |
¥1.52M |
|
| 2025-09-17 |
跌破下轨 |
买入 |
41.801759999999994 |
36400.0 |
¥1.52M |
|
| 2025-10-16 |
回到中轨 |
卖出 |
41.4585 |
36400.0 |
¥1.51M |
|
| 2025-12-12 |
跌破下轨 |
买入 |
41.79174999999999 |
36200.0 |
¥1.51M |
|
| 2025-12-31 |
回到中轨 |
卖出 |
42.19776 |
36200.0 |
¥1.53M |
|
| 2026-01-13 |
跌破下轨 |
买入 |
41.2412 |
37000.0 |
¥1.53M |
|
| 2026-02-06 |
回到中轨 |
卖出 |
39.6603 |
37000.0 |
¥1.47M |
|
| 2026-04-30 |
跌破下轨 |
买入 |
38.438399999999994 |
38000.0 |
¥1.46M |
|
| 2026-06-01 |
回到中轨 |
卖出 |
37.962 |
38000.0 |
¥1.44M |
|
| 2026-06-29 |
跌破下轨 |
买入 |
35.9359 |
40100.0 |
¥1.44M |
|
| 2026-07-07 |
回到中轨 |
卖出 |
37.68228 |
40100.0 |
¥1.51M |
|