600048 保利地产 — 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: ¥1.94M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +94.43%）
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 40 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 |
2015-05-18 |
2015-05-26 |
12.753824999999999 |
13.73625 |
¥7.6万 |
+7.67% |
回到中轨 |
| 2 |
2015-06-30 |
2015-07-13 |
10.583744170999998 |
10.989 |
¥4.1万 |
+3.80% |
回到中轨 |
| 3 |
2015-08-24 |
2015-09-17 |
8.140571439 |
8.2917 |
¥1.9万 |
+1.83% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-03 |
9.362157805 |
9.06093 |
¥-3.6万 |
-3.25% |
回到中轨 |
| 5 |
2016-04-22 |
2016-05-06 |
9.011702699999999 |
9.24075 |
¥2.7万 |
+2.51% |
回到中轨 |
| 6 |
2016-05-18 |
2016-06-21 |
8.522556 |
8.551440000000001 |
¥3,458 |
+0.31% |
回到中轨 |
| 7 |
2017-05-03 |
2017-05-25 |
9.372170807999998 |
9.41 |
¥4,215 |
+0.37% |
回到中轨 |
| 8 |
2018-02-09 |
2018-04-11 |
15.079582517999999 |
14.29569 |
¥-5.7万 |
-5.23% |
回到中轨 |
| 9 |
2018-05-25 |
2018-06-05 |
12.726526813 |
13.23675 |
¥4.3万 |
+3.98% |
回到中轨 |
| 10 |
2018-06-28 |
2018-07-24 |
11.715213509999998 |
11.71827 |
¥-43 |
-0.00% |
回到中轨 |
| 11 |
2018-12-24 |
2019-01-21 |
11.765278525 |
12.04794 |
¥2.6万 |
+2.37% |
回到中轨 |
| 12 |
2020-02-03 |
2020-02-17 |
13.918074169999999 |
16.01397 |
¥15.6万 |
+15.02% |
回到中轨 |
| 13 |
2020-03-19 |
2020-04-08 |
14.238490265999998 |
15.07491 |
¥7.5万 |
+5.84% |
回到中轨 |
| 14 |
2020-06-12 |
2020-06-29 |
14.218464259999998 |
14.645340000000003 |
¥4.0万 |
+2.97% |
回到中轨 |
| 15 |
2020-10-29 |
2020-11-09 |
15.600258673999997 |
16.2837 |
¥6.1万 |
+4.35% |
回到中轨 |
| 16 |
2021-01-05 |
2021-01-18 |
15.20456 |
15.57441 |
¥3.5万 |
+2.40% |
回到中轨 |
| 17 |
2021-01-26 |
2021-02-23 |
14.608971377 |
14.545440000000001 |
¥-7,000 |
-0.46% |
回到中轨 |
| 18 |
2021-05-11 |
2021-05-27 |
13.657736092 |
13.71627 |
¥5,948 |
+0.40% |
回到中轨 |
| 19 |
2021-06-16 |
2021-08-10 |
12.616383779999998 |
11.59839 |
¥-12.1万 |
-8.10% |
回到中轨 |
| 20 |
2022-03-16 |
2022-03-21 |
14.518854349999998 |
16.79319 |
¥21.4万 |
+15.63% |
回到中轨 |
| 21 |
2022-05-09 |
2022-05-20 |
16.211051856999998 |
17.4825 |
¥12.4万 |
+7.81% |
回到中轨 |
| 22 |
2022-06-07 |
2022-06-16 |
14.839270446 |
15.864120000000002 |
¥11.8万 |
+6.87% |
回到中轨 |
| 23 |
2022-10-19 |
2022-11-14 |
16.791806030999997 |
16.60338 |
¥-2.1万 |
-1.15% |
回到中轨 |
| 24 |
2023-02-07 |
2023-02-13 |
15.039530505999998 |
15.7842 |
¥9.0万 |
+4.92% |
回到中轨 |
| 25 |
2023-03-08 |
2023-03-31 |
14.51885435 |
14.3856 |
¥-1.8万 |
-0.95% |
回到中轨 |
| 26 |
2023-05-25 |
2023-06-07 |
12.81664384 |
13.616370000000002 |
¥11.7万 |
+6.21% |
回到中轨 |
| 27 |
2023-07-05 |
2023-07-24 |
12.696487803999997 |
12.89709 |
¥3.1万 |
+1.55% |
回到中轨 |
| 28 |
2023-10-20 |
2023-11-24 |
11.645122488999998 |
11.22876 |
¥-7.4万 |
-3.60% |
回到中轨 |
| 29 |
2023-11-30 |
2023-12-29 |
10.333419095999998 |
9.8901 |
¥-8.5万 |
-4.32% |
回到中轨 |
| 30 |
2024-01-05 |
2024-01-26 |
9.131858735999998 |
9.710280000000001 |
¥11.8万 |
+6.30% |
回到中轨 |
| 31 |
2024-04-03 |
2024-04-29 |
8.751364621999999 |
8.541450000000001 |
¥-4.8万 |
-2.43% |
回到中轨 |
| 32 |
2024-09-11 |
2024-09-20 |
7.4296482259999985 |
7.70229 |
¥7.1万 |
+3.64% |
回到中轨 |
| 33 |
2024-12-17 |
2025-02-13 |
9.51235285 |
8.47152 |
¥-22.2万 |
-10.97% |
回到中轨 |
| 34 |
2025-04-02 |
2025-04-09 |
8.240701469 |
8.451540000000001 |
¥4.5万 |
+2.53% |
回到中轨 |
| 35 |
2025-06-19 |
2025-07-01 |
8.010402399999998 |
8.10189 |
¥2.1万 |
+1.11% |
回到中轨 |
| 36 |
2025-09-04 |
2025-09-16 |
7.730038315999999 |
7.932060000000001 |
¥4.8万 |
+2.58% |
回到中轨 |
| 37 |
2025-09-24 |
2025-10-09 |
7.589856273999999 |
7.812180000000001 |
¥5.5万 |
+2.90% |
回到中轨 |
| 38 |
2025-10-24 |
2026-01-07 |
7.509752249999999 |
6.4635299999999996 |
¥-27.5万 |
-13.96% |
回到中轨 |
| 39 |
2026-04-07 |
2026-04-15 |
5.517164652999999 |
5.94405 |
¥13.1万 |
+7.71% |
回到中轨 |
| 40 |
2026-09-01 |
2026-09-07 |
4.90637147 |
5.214779999999999 |
¥11.3万 |
+6.25% |
回到中轨 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-18 |
跌破下轨 |
买入 |
12.75 |
77600.0 |
¥99.0万 |
|
| 2015-05-26 |
回到中轨 |
卖出 |
13.73625 |
77600.0 |
¥1.07M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
10.58057 |
101200.0 |
¥1.07M |
|
| 2015-07-13 |
回到中轨 |
卖出 |
10.989 |
101200.0 |
¥1.11M |
|
| 2015-08-24 |
跌破下轨 |
买入 |
8.13813 |
129700.0 |
¥1.06M |
|
| 2015-09-17 |
回到中轨 |
卖出 |
8.2917 |
129700.0 |
¥1.08M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
9.35935 |
117500.0 |
¥1.10M |
|
| 2016-02-03 |
回到中轨 |
卖出 |
9.06093 |
117500.0 |
¥1.06M |
|
| 2016-04-22 |
跌破下轨 |
买入 |
9.008999999999999 |
121400.0 |
¥1.09M |
|
| 2016-05-06 |
回到中轨 |
卖出 |
9.24075 |
121400.0 |
¥1.12M |
|
| 2016-05-18 |
跌破下轨 |
买入 |
8.52 |
131400.0 |
¥1.12M |
|
| 2016-06-21 |
回到中轨 |
卖出 |
8.551440000000001 |
131400.0 |
¥1.12M |
|
| 2017-05-03 |
跌破下轨 |
买入 |
9.369359999999999 |
120400.0 |
¥1.13M |
|
| 2017-05-25 |
回到中轨 |
卖出 |
9.41 |
120400.0 |
¥1.13M |
|
| 2018-02-09 |
跌破下轨 |
买入 |
15.075059999999999 |
72200.0 |
¥1.09M |
|
| 2018-04-11 |
回到中轨 |
卖出 |
14.29569 |
72200.0 |
¥1.03M |
|
| 2018-05-25 |
跌破下轨 |
买入 |
12.722709999999998 |
84600.0 |
¥1.08M |
|
| 2018-06-05 |
回到中轨 |
卖出 |
13.23675 |
84600.0 |
¥1.12M |
|
| 2018-06-28 |
跌破下轨 |
买入 |
11.711699999999999 |
93700.0 |
¥1.10M |
|
| 2018-07-24 |
回到中轨 |
卖出 |
11.71827 |
93700.0 |
¥1.10M |
|
| 2018-12-24 |
跌破下轨 |
买入 |
11.76175 |
93500.0 |
¥1.10M |
|
| 2019-01-21 |
回到中轨 |
卖出 |
12.04794 |
93500.0 |
¥1.13M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
13.913899999999998 |
74500.0 |
¥1.04M |
|
| 2020-02-17 |
回到中轨 |
卖出 |
16.01397 |
74500.0 |
¥1.19M |
|
| 2020-03-19 |
跌破下轨 |
买入 |
14.234219999999999 |
90000.0 |
¥1.28M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
15.07491 |
90000.0 |
¥1.36M |
|
| 2020-06-12 |
跌破下轨 |
买入 |
14.214199999999996 |
95700.0 |
¥1.36M |
|
| 2020-06-29 |
回到中轨 |
卖出 |
14.645340000000003 |
95700.0 |
¥1.40M |
|
| 2020-10-29 |
跌破下轨 |
买入 |
15.595579999999996 |
89900.0 |
¥1.40M |
|
| 2020-11-09 |
回到中轨 |
卖出 |
16.2837 |
89900.0 |
¥1.46M |
|
| 2021-01-05 |
跌破下轨 |
买入 |
15.2 |
96400.0 |
¥1.47M |
|
| 2021-01-18 |
回到中轨 |
卖出 |
15.57441 |
96400.0 |
¥1.50M |
|
| 2021-01-26 |
跌破下轨 |
买入 |
14.604589999999998 |
103100.0 |
¥1.51M |
|
| 2021-02-23 |
回到中轨 |
卖出 |
14.545440000000001 |
103100.0 |
¥1.50M |
|
| 2021-05-11 |
跌破下轨 |
买入 |
13.65364 |
109300.0 |
¥1.49M |
|
| 2021-05-27 |
回到中轨 |
卖出 |
13.71627 |
109300.0 |
¥1.50M |
|
| 2021-06-16 |
跌破下轨 |
买入 |
12.612599999999999 |
118900.0 |
¥1.50M |
|
| 2021-08-10 |
回到中轨 |
卖出 |
11.59839 |
118900.0 |
¥1.38M |
|
| 2022-03-16 |
跌破下轨 |
买入 |
14.514499999999998 |
94300.0 |
¥1.37M |
|
| 2022-03-21 |
回到中轨 |
卖出 |
16.79319 |
94300.0 |
¥1.58M |
|
| 2022-05-09 |
跌破下轨 |
买入 |
16.20619 |
97600.0 |
¥1.58M |
|
| 2022-05-20 |
回到中轨 |
卖出 |
17.4825 |
97600.0 |
¥1.71M |
|
| 2022-06-07 |
跌破下轨 |
买入 |
14.834819999999999 |
115400.0 |
¥1.71M |
|
| 2022-06-16 |
回到中轨 |
卖出 |
15.864120000000002 |
115400.0 |
¥1.83M |
|
| 2022-10-19 |
跌破下轨 |
买入 |
16.786769999999997 |
109600.0 |
¥1.84M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
16.60338 |
109600.0 |
¥1.82M |
|
| 2023-02-07 |
跌破下轨 |
买入 |
15.035019999999998 |
121100.0 |
¥1.82M |
|
| 2023-02-13 |
回到中轨 |
卖出 |
15.7842 |
121100.0 |
¥1.91M |
|
| 2023-03-08 |
跌破下轨 |
买入 |
14.514499999999998 |
131300.0 |
¥1.91M |
|
| 2023-03-31 |
回到中轨 |
卖出 |
14.3856 |
131300.0 |
¥1.89M |
|
| 2023-05-25 |
跌破下轨 |
买入 |
12.8128 |
146800.0 |
¥1.88M |
|
| 2023-06-07 |
回到中轨 |
卖出 |
13.616370000000002 |
146800.0 |
¥2.00M |
|
| 2023-07-05 |
跌破下轨 |
买入 |
12.692679999999998 |
157800.0 |
¥2.00M |
|
| 2023-07-24 |
回到中轨 |
卖出 |
12.89709 |
157800.0 |
¥2.03M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
11.64163 |
175300.0 |
¥2.04M |
|
| 2023-11-24 |
回到中轨 |
卖出 |
11.22876 |
175300.0 |
¥1.97M |
|
| 2023-11-30 |
跌破下轨 |
买入 |
10.330319999999999 |
189900.0 |
¥1.96M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
9.8901 |
189900.0 |
¥1.88M |
|
| 2024-01-05 |
跌破下轨 |
买入 |
9.129119999999999 |
205500.0 |
¥1.88M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
9.710280000000001 |
205500.0 |
¥1.99M |
|
| 2024-04-03 |
跌破下轨 |
买入 |
8.74874 |
226600.0 |
¥1.98M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
8.541450000000001 |
226600.0 |
¥1.93M |
|
| 2024-09-11 |
跌破下轨 |
买入 |
7.427419999999999 |
261800.0 |
¥1.95M |
|
| 2024-09-20 |
回到中轨 |
卖出 |
7.70229 |
261800.0 |
¥2.02M |
|
| 2024-12-17 |
跌破下轨 |
买入 |
9.5095 |
212700.0 |
¥2.02M |
|
| 2025-02-13 |
回到中轨 |
卖出 |
8.47152 |
212700.0 |
¥1.80M |
|
| 2025-04-02 |
跌破下轨 |
买入 |
8.23823 |
218400.0 |
¥1.80M |
|
| 2025-04-09 |
回到中轨 |
卖出 |
8.451540000000001 |
218400.0 |
¥1.85M |
|
| 2025-06-19 |
跌破下轨 |
买入 |
8.008 |
230400.0 |
¥1.85M |
|
| 2025-07-01 |
回到中轨 |
卖出 |
8.10189 |
230400.0 |
¥1.87M |
|
| 2025-09-04 |
跌破下轨 |
买入 |
7.727719999999999 |
241400.0 |
¥1.87M |
|
| 2025-09-16 |
回到中轨 |
卖出 |
7.932060000000001 |
241400.0 |
¥1.91M |
|
| 2025-09-24 |
跌破下轨 |
买入 |
7.587579999999999 |
251100.0 |
¥1.91M |
|
| 2025-10-09 |
回到中轨 |
卖出 |
7.812180000000001 |
251100.0 |
¥1.96M |
|
| 2025-10-24 |
跌破下轨 |
买入 |
7.507499999999999 |
262200.0 |
¥1.97M |
|
| 2026-01-07 |
回到中轨 |
卖出 |
6.4635299999999996 |
262200.0 |
¥1.69M |
|
| 2026-04-07 |
跌破下轨 |
买入 |
5.515509999999999 |
307600.0 |
¥1.70M |
|
| 2026-04-15 |
回到中轨 |
卖出 |
5.94405 |
307600.0 |
¥1.83M |
|
| 2026-09-01 |
跌破下轨 |
买入 |
4.9049 |
367300.0 |
¥1.80M |
|
| 2026-09-07 |
回到中轨 |
卖出 |
5.214779999999999 |
367300.0 |
¥1.91M |
|