600039 四川路桥 — 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: ¥99.5万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -0.49%）
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 |
2015-06-30 |
2015-07-20 |
6.027827805999999 |
6.18381 |
¥2.5万 |
+2.56% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-23 |
4.455786334999999 |
4.5954 |
¥2.9万 |
+3.10% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-18 |
4.856306454999999 |
5.054939999999998 |
¥4.3万 |
+4.06% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-18 |
4.555916364999999 |
4.02597 |
¥-12.6万 |
-11.66% |
回到中轨 |
| 5 |
2017-03-10 |
2017-03-24 |
4.8563064549999995 |
5.07492 |
¥4.3万 |
+4.47% |
回到中轨 |
| 6 |
2017-04-25 |
2017-06-07 |
4.656046395000001 |
4.03596 |
¥-13.5万 |
-13.34% |
回到中轨 |
| 7 |
2017-11-03 |
2017-12-12 |
4.315604292999999 |
4.07592 |
¥-4.9万 |
-5.58% |
回到中轨 |
| 8 |
2018-02-01 |
2018-03-07 |
4.005201199999999 |
3.8561400000000003 |
¥-3.1万 |
-3.75% |
回到中轨 |
| 9 |
2018-03-26 |
2018-04-25 |
3.624707086 |
3.71 |
¥1.8万 |
+2.32% |
回到中轨 |
| 10 |
2018-05-30 |
2018-07-13 |
3.621086 |
3.1968 |
¥-9.5万 |
-11.74% |
回到中轨 |
| 11 |
2018-09-14 |
2018-09-26 |
3.260978 |
3.46653 |
¥4.5万 |
+6.27% |
回到中轨 |
| 12 |
2019-01-30 |
2019-02-12 |
3.274251981 |
3.3666300000000002 |
¥2.1万 |
+2.79% |
回到中轨 |
| 13 |
2019-05-07 |
2019-06-12 |
3.6046810799999998 |
3.65634 |
¥1.1万 |
+1.40% |
回到中轨 |
| 14 |
2019-07-09 |
2019-08-20 |
3.564629068 |
3.3666300000000002 |
¥-4.5万 |
-5.58% |
回到中轨 |
| 15 |
2019-11-12 |
2019-11-26 |
3.20416096 |
3.2367600000000003 |
¥7,448 |
+0.99% |
回到中轨 |
| 16 |
2020-02-04 |
2020-02-18 |
3.0139139029999993 |
3.34665 |
¥8.3万 |
+11.01% |
回到中轨 |
| 17 |
2020-04-29 |
2020-05-07 |
3.684785104 |
3.95604 |
¥6.2万 |
+7.33% |
回到中轨 |
| 18 |
2020-09-29 |
2020-10-16 |
4.295578287 |
4.38 |
¥1.8万 |
+1.93% |
回到中轨 |
| 19 |
2020-12-08 |
2021-01-05 |
4.726137416 |
4.6453500000000005 |
¥-1.6万 |
-1.74% |
回到中轨 |
| 20 |
2022-01-14 |
2022-02-08 |
10.913273 |
11.16882 |
¥2.1万 |
+2.31% |
回到中轨 |
| 21 |
2022-04-21 |
2022-04-29 |
9.382183810999997 |
10.2897 |
¥8.9万 |
+9.64% |
回到中轨 |
| 22 |
2022-08-03 |
2022-08-12 |
9.952924981999999 |
10.24974 |
¥3.0万 |
+2.95% |
回到中轨 |
| 23 |
2022-12-20 |
2022-12-29 |
10.663848195 |
10.889100000000003 |
¥2.2万 |
+2.08% |
回到中轨 |
| 24 |
2023-06-16 |
2023-07-17 |
9.702599906999998 |
9.94005 |
¥2.6万 |
+2.42% |
回到中轨 |
| 25 |
2023-08-03 |
2023-09-22 |
9.572430868 |
8.26 |
¥-15.0万 |
-13.74% |
回到中轨 |
| 26 |
2023-12-08 |
2023-12-28 |
7.609882279999998 |
7.46253 |
¥-1.9万 |
-1.97% |
回到中轨 |
| 27 |
2024-01-23 |
2024-01-26 |
7.059167114999999 |
7.94205 |
¥11.5万 |
+12.47% |
回到中轨 |
| 28 |
2024-03-14 |
2024-04-02 |
7.720025312999999 |
7.832160000000001 |
¥1.5万 |
+1.42% |
回到中轨 |
| 29 |
2024-04-24 |
2024-05-13 |
7.259427174999999 |
7.5924 |
¥4.8万 |
+4.56% |
回到中轨 |
| 30 |
2024-07-17 |
2024-09-19 |
7.0091021 |
5.62437 |
¥-21.8万 |
-19.78% |
回到中轨 |
| 31 |
2025-01-03 |
2025-02-05 |
7.129258136 |
7.17282 |
¥5,139 |
+0.58% |
回到中轨 |
| 32 |
2025-07-11 |
2025-08-26 |
8.681273600999997 |
8.36163 |
¥-3.2万 |
-3.71% |
回到中轨 |
| 33 |
2025-10-10 |
2025-10-16 |
8.040441408999998 |
8.56143 |
¥5.5万 |
+6.45% |
回到中轨 |
| 34 |
2026-04-30 |
2026-05-27 |
8.661247594999999 |
8.56143 |
¥-1.1万 |
-1.18% |
回到中轨 |
| 35 |
2026-07-01 |
2026-07-03 |
7.830168345999999 |
8.25174 |
¥4.8万 |
+5.35% |
回到中轨 |
| 36 |
2026-10-23 |
2026-11-04 |
8.450974531999998 |
8.81118 |
¥4.0万 |
+4.23% |
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 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
6.026019999999999 |
164200.0 |
¥99.0万 |
|
| 2015-07-20 |
回到中轨 |
卖出 |
6.18381 |
164200.0 |
¥1.02M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
4.45445 |
207700.0 |
¥92.5万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
4.5954 |
207700.0 |
¥95.4万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
4.854849999999999 |
216100.0 |
¥1.05M |
|
| 2015-12-18 |
回到中轨 |
卖出 |
5.054939999999998 |
216100.0 |
¥1.09M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
4.554549999999999 |
236500.0 |
¥1.08M |
|
| 2016-02-18 |
回到中轨 |
卖出 |
4.02597 |
236500.0 |
¥95.2万 |
|
| 2017-03-10 |
跌破下轨 |
买入 |
4.854849999999999 |
199900.0 |
¥97.1万 |
|
| 2017-03-24 |
回到中轨 |
卖出 |
5.07492 |
199900.0 |
¥1.01M |
|
| 2017-04-25 |
跌破下轨 |
买入 |
4.65465 |
216500.0 |
¥1.01M |
|
| 2017-06-07 |
回到中轨 |
卖出 |
4.03596 |
216500.0 |
¥87.4万 |
|
| 2017-11-03 |
跌破下轨 |
买入 |
4.314309999999999 |
203000.0 |
¥87.6万 |
|
| 2017-12-12 |
回到中轨 |
卖出 |
4.07592 |
203000.0 |
¥82.7万 |
|
| 2018-02-01 |
跌破下轨 |
买入 |
4.004 |
206500.0 |
¥82.7万 |
|
| 2018-03-07 |
回到中轨 |
卖出 |
3.8561400000000003 |
206500.0 |
¥79.6万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
3.62362 |
218400.0 |
¥79.2万 |
|
| 2018-04-25 |
回到中轨 |
卖出 |
3.71 |
218400.0 |
¥81.0万 |
|
| 2018-05-30 |
跌破下轨 |
买入 |
3.62 |
223400.0 |
¥80.9万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
3.1968 |
223400.0 |
¥71.4万 |
|
| 2018-09-14 |
跌破下轨 |
买入 |
3.26 |
220400.0 |
¥71.9万 |
|
| 2018-09-26 |
回到中轨 |
卖出 |
3.46653 |
220400.0 |
¥76.4万 |
|
| 2019-01-30 |
跌破下轨 |
买入 |
3.2732699999999997 |
232700.0 |
¥76.2万 |
|
| 2019-02-12 |
回到中轨 |
卖出 |
3.3666300000000002 |
232700.0 |
¥78.3万 |
|
| 2019-05-07 |
跌破下轨 |
买入 |
3.6035999999999997 |
218000.0 |
¥78.6万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
3.65634 |
218000.0 |
¥79.7万 |
|
| 2019-07-09 |
跌破下轨 |
买入 |
3.56356 |
224100.0 |
¥79.9万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
3.3666300000000002 |
224100.0 |
¥75.4万 |
|
| 2019-11-12 |
跌破下轨 |
买入 |
3.2032 |
235500.0 |
¥75.5万 |
|
| 2019-11-26 |
回到中轨 |
卖出 |
3.2367600000000003 |
235500.0 |
¥76.2万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
3.0130099999999995 |
251100.0 |
¥75.7万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
3.34665 |
251100.0 |
¥84.0万 |
|
| 2020-04-29 |
跌破下轨 |
买入 |
3.68368 |
228700.0 |
¥84.3万 |
|
| 2020-05-07 |
回到中轨 |
卖出 |
3.95604 |
228700.0 |
¥90.4万 |
|
| 2020-09-29 |
跌破下轨 |
买入 |
4.294289999999999 |
211500.0 |
¥90.9万 |
|
| 2020-10-16 |
回到中轨 |
卖出 |
4.38 |
211500.0 |
¥92.6万 |
|
| 2020-12-08 |
跌破下轨 |
买入 |
4.72472 |
195100.0 |
¥92.2万 |
|
| 2021-01-05 |
回到中轨 |
卖出 |
4.6453500000000005 |
195100.0 |
¥90.6万 |
|
| 2022-01-14 |
跌破下轨 |
买入 |
10.91 |
82900.0 |
¥90.5万 |
|
| 2022-02-08 |
回到中轨 |
卖出 |
11.16882 |
82900.0 |
¥92.6万 |
|
| 2022-04-21 |
跌破下轨 |
买入 |
9.379369999999998 |
98200.0 |
¥92.1万 |
|
| 2022-04-29 |
回到中轨 |
卖出 |
10.2897 |
98200.0 |
¥1.01M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
9.949939999999998 |
102300.0 |
¥1.02M |
|
| 2022-08-12 |
回到中轨 |
卖出 |
10.24974 |
102300.0 |
¥1.05M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
10.66065 |
98400.0 |
¥1.05M |
|
| 2022-12-29 |
回到中轨 |
卖出 |
10.889100000000003 |
98400.0 |
¥1.07M |
|
| 2023-06-16 |
跌破下轨 |
买入 |
9.699689999999999 |
110200.0 |
¥1.07M |
|
| 2023-07-17 |
回到中轨 |
卖出 |
9.94005 |
110200.0 |
¥1.10M |
|
| 2023-08-03 |
跌破下轨 |
买入 |
9.56956 |
114400.0 |
¥1.10M |
|
| 2023-09-22 |
回到中轨 |
卖出 |
8.26 |
114400.0 |
¥94.5万 |
|
| 2023-12-08 |
跌破下轨 |
买入 |
7.607599999999999 |
124300.0 |
¥94.6万 |
|
| 2023-12-28 |
回到中轨 |
卖出 |
7.46253 |
124300.0 |
¥92.7万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
7.057049999999999 |
130700.0 |
¥92.3万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
7.94205 |
130700.0 |
¥1.04M |
|
| 2024-03-14 |
跌破下轨 |
买入 |
7.717709999999999 |
134900.0 |
¥1.04M |
|
| 2024-04-02 |
回到中轨 |
卖出 |
7.832160000000001 |
134900.0 |
¥1.06M |
|
| 2024-04-24 |
跌破下轨 |
买入 |
7.257249999999999 |
145300.0 |
¥1.05M |
|
| 2024-05-13 |
回到中轨 |
卖出 |
7.5924 |
145300.0 |
¥1.10M |
|
| 2024-07-17 |
跌破下轨 |
买入 |
7.007 |
157500.0 |
¥1.10M |
|
| 2024-09-19 |
回到中轨 |
卖出 |
5.62437 |
157500.0 |
¥88.6万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
7.12712 |
124100.0 |
¥88.5万 |
|
| 2025-02-05 |
回到中轨 |
卖出 |
7.17282 |
124100.0 |
¥89.0万 |
|
| 2025-07-11 |
跌破下轨 |
买入 |
8.678669999999999 |
98300.0 |
¥85.3万 |
|
| 2025-08-26 |
回到中轨 |
卖出 |
8.36163 |
98300.0 |
¥82.2万 |
|
| 2025-10-10 |
跌破下轨 |
买入 |
8.03803 |
106900.0 |
¥86.0万 |
|
| 2025-10-16 |
回到中轨 |
卖出 |
8.56143 |
106900.0 |
¥91.5万 |
|
| 2026-04-30 |
跌破下轨 |
买入 |
8.65865 |
104500.0 |
¥90.5万 |
|
| 2026-05-27 |
回到中轨 |
卖出 |
8.56143 |
104500.0 |
¥89.4万 |
|
| 2026-07-01 |
跌破下轨 |
买入 |
7.827819999999999 |
115500.0 |
¥90.4万 |
|
| 2026-07-03 |
回到中轨 |
卖出 |
8.25174 |
115500.0 |
¥95.3万 |
|
| 2026-10-23 |
跌破下轨 |
买入 |
8.448439999999998 |
112800.0 |
¥95.3万 |
|
| 2026-11-04 |
回到中轨 |
卖出 |
8.81118 |
112800.0 |
¥99.4万 |
|