600050 中国联通 — 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: ¥1.54M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +53.52%）
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 49 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 |
2015-07-13 |
6.6085819799999985 |
7.6923 |
¥16.2万 |
+16.36% |
回到中轨 |
| 2 |
2015-07-28 |
2015-08-11 |
6.238100869 |
7.1628300000000005 |
¥16.6万 |
+14.79% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-22 |
6.218074863 |
6.36363 |
¥3.1万 |
+2.31% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-23 |
5.687385703999999 |
4.42557 |
¥-29.5万 |
-22.21% |
回到中轨 |
| 5 |
2016-04-21 |
2016-06-01 |
4.155396245 |
3.9860100000000003 |
¥-4.3万 |
-4.11% |
回到中轨 |
| 6 |
2017-11-28 |
2018-01-08 |
7.069180117999999 |
6.6933 |
¥-5.4万 |
-5.35% |
回到中轨 |
| 7 |
2018-03-26 |
2018-04-24 |
5.637320688999998 |
5.57442 |
¥-1.1万 |
-1.15% |
回到中轨 |
| 8 |
2018-05-30 |
2018-07-13 |
5.491647 |
4.94505 |
¥-9.4万 |
-9.98% |
回到中轨 |
| 9 |
2018-09-18 |
2018-09-25 |
5.306891589999998 |
5.4945 |
¥3.0万 |
+3.50% |
回到中轨 |
| 10 |
2018-10-12 |
2018-10-23 |
5.026527505999999 |
5.42457 |
¥7.0万 |
+7.89% |
回到中轨 |
| 11 |
2019-05-08 |
2019-06-04 |
5.957736785 |
6.15384 |
¥3.1万 |
+3.26% |
回到中轨 |
| 12 |
2019-07-09 |
2019-08-16 |
5.977762790999999 |
5.67432 |
¥-5.0万 |
-5.10% |
回到中轨 |
| 13 |
2019-10-24 |
2019-10-29 |
5.937710778999999 |
6.15384 |
¥3.4万 |
+3.61% |
回到中轨 |
| 14 |
2019-11-12 |
2019-12-16 |
5.827567746 |
5.74425 |
¥-1.4万 |
-1.46% |
回到中轨 |
| 15 |
2020-02-03 |
2020-02-21 |
5.096618526999999 |
5.57442 |
¥8.1万 |
+9.34% |
回到中轨 |
| 16 |
2020-03-19 |
2020-04-08 |
5.166709547999999 |
5.34465 |
¥3.5万 |
+3.41% |
回到中轨 |
| 17 |
2020-05-25 |
2020-06-23 |
5.061518 |
4.995 |
¥-1.4万 |
-1.34% |
回到中轨 |
| 18 |
2020-09-28 |
2020-10-13 |
4.916384473 |
4.995 |
¥1.7万 |
+1.57% |
回到中轨 |
| 19 |
2020-11-02 |
2020-11-10 |
4.766189428 |
4.945050000000001 |
¥4.0万 |
+3.72% |
回到中轨 |
| 20 |
2020-12-11 |
2021-01-14 |
4.716124412999999 |
4.5854099999999995 |
¥-3.1万 |
-2.80% |
回到中轨 |
| 21 |
2021-03-25 |
2021-04-23 |
4.225487265999998 |
4.21578 |
¥-2,813 |
-0.26% |
回到中轨 |
| 22 |
2021-06-08 |
2021-06-11 |
4.275552280999999 |
4.41558 |
¥3.5万 |
+3.24% |
回到中轨 |
| 23 |
2021-07-09 |
2021-07-20 |
4.195448257000001 |
4.275720000000001 |
¥2.1万 |
+1.88% |
回到中轨 |
| 24 |
2021-10-28 |
2021-12-10 |
4.0352402089999995 |
3.93 |
¥-3.0万 |
-2.64% |
回到中轨 |
| 25 |
2022-01-27 |
2022-02-10 |
3.8049411399999995 |
4.02597 |
¥6.4万 |
+5.78% |
回到中轨 |
| 26 |
2022-03-08 |
2022-04-06 |
3.7749021309999993 |
3.5664299999999995 |
¥-6.5万 |
-5.55% |
回到中轨 |
| 27 |
2022-04-22 |
2022-05-06 |
3.4845250439999997 |
3.4965 |
¥3,474 |
+0.31% |
回到中轨 |
| 28 |
2022-07-18 |
2022-07-27 |
3.3843950139999994 |
3.43656 |
¥1.7万 |
+1.51% |
回到中轨 |
| 29 |
2022-08-03 |
2022-08-09 |
3.324316996 |
3.4565399999999995 |
¥4.4万 |
+3.95% |
回到中轨 |
| 30 |
2022-09-19 |
2022-10-21 |
3.474512041 |
3.4065899999999996 |
¥-2.3万 |
-1.98% |
回到中轨 |
| 31 |
2023-09-27 |
2023-10-18 |
4.906371469999999 |
5.04495 |
¥3.2万 |
+2.79% |
回到中轨 |
| 32 |
2023-10-23 |
2023-11-23 |
4.686085403999999 |
4.4955 |
¥-4.8万 |
-4.10% |
回到中轨 |
| 33 |
2023-11-30 |
2023-12-28 |
4.355656304999999 |
4.32567 |
¥-8,140 |
-0.72% |
回到中轨 |
| 34 |
2024-01-10 |
2024-01-26 |
4.051215 |
4.4855100000000006 |
¥12.0万 |
+10.69% |
回到中轨 |
| 35 |
2024-04-15 |
2024-04-16 |
4.525877355999999 |
4.71528 |
¥5.2万 |
+4.15% |
回到中轨 |
| 36 |
2024-06-13 |
2024-06-20 |
4.425747325999999 |
4.56543 |
¥4.1万 |
+3.13% |
回到中轨 |
| 37 |
2024-07-29 |
2024-07-31 |
4.636020388999999 |
4.7951999999999995 |
¥4.5万 |
+3.40% |
回到中轨 |
| 38 |
2024-08-06 |
2024-08-19 |
4.676072400999999 |
4.73526 |
¥1.7万 |
+1.24% |
回到中轨 |
| 39 |
2024-09-13 |
2024-09-25 |
4.475812340999999 |
4.72527 |
¥7.8万 |
+5.54% |
回到中轨 |
| 40 |
2025-01-03 |
2025-02-06 |
5.016514502999999 |
5.06493 |
¥1.4万 |
+0.93% |
回到中轨 |
| 41 |
2025-03-20 |
2025-05-07 |
5.7775027309999984 |
5.544449999999999 |
¥-6.1万 |
-4.06% |
回到中轨 |
| 42 |
2025-06-13 |
2025-06-25 |
5.266839577999999 |
5.3346599999999995 |
¥1.8万 |
+1.26% |
回到中轨 |
| 43 |
2025-08-04 |
2025-08-14 |
5.296878586999999 |
5.43456 |
¥3.7万 |
+2.57% |
回到中轨 |
| 44 |
2025-12-09 |
2026-01-07 |
5.336930599 |
5.214779999999999 |
¥-3.4万 |
-2.32% |
回到中轨 |
| 45 |
2026-02-04 |
2026-03-03 |
4.806241439999999 |
4.91508 |
¥3.2万 |
+2.23% |
回到中轨 |
| 46 |
2026-03-23 |
2026-04-16 |
4.641392000000001 |
4.57542 |
¥-2.1万 |
-1.45% |
回到中轨 |
| 47 |
2026-06-25 |
2026-07-13 |
4.175422251 |
4.15584 |
¥-7,271 |
-0.50% |
回到中轨 |
| 48 |
2026-08-20 |
2026-09-02 |
4.1553962449999995 |
4.32567 |
¥5.9万 |
+4.07% |
回到中轨 |
| 49 |
2026-11-13 |
2026-11-13 |
4.215474263 |
4.27 |
¥1.9万 |
+1.26% |
强平 |
逐笔成交记录（共 98 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 |
6.6065999999999985 |
149600.0 |
¥98.9万 |
|
| 2015-07-13 |
回到中轨 |
卖出 |
7.6923 |
149600.0 |
¥1.15M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
6.236230000000001 |
179800.0 |
¥1.12M |
|
| 2015-08-11 |
回到中轨 |
卖出 |
7.1628300000000005 |
179800.0 |
¥1.29M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
6.21621 |
212400.0 |
¥1.32M |
|
| 2015-12-22 |
回到中轨 |
卖出 |
6.36363 |
212400.0 |
¥1.35M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
5.685679999999999 |
233300.0 |
¥1.33M |
|
| 2016-02-23 |
回到中轨 |
卖出 |
4.42557 |
233300.0 |
¥1.03M |
|
| 2016-04-21 |
跌破下轨 |
买入 |
4.15415 |
252900.0 |
¥1.05M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
3.9860100000000003 |
252900.0 |
¥1.01M |
|
| 2017-11-28 |
跌破下轨 |
买入 |
7.067059999999999 |
142800.0 |
¥1.01M |
|
| 2018-01-08 |
回到中轨 |
卖出 |
6.6933 |
142800.0 |
¥95.6万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
5.635629999999999 |
169800.0 |
¥95.7万 |
|
| 2018-04-24 |
回到中轨 |
卖出 |
5.57442 |
169800.0 |
¥94.6万 |
|
| 2018-05-30 |
跌破下轨 |
买入 |
5.49 |
171200.0 |
¥94.0万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
4.94505 |
171200.0 |
¥84.6万 |
|
| 2018-09-18 |
跌破下轨 |
买入 |
5.305299999999999 |
161400.0 |
¥85.7万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
5.4945 |
161400.0 |
¥88.7万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
5.025019999999999 |
175900.0 |
¥88.4万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
5.42457 |
175900.0 |
¥95.4万 |
|
| 2019-05-08 |
跌破下轨 |
买入 |
5.95595 |
157500.0 |
¥93.8万 |
|
| 2019-06-04 |
回到中轨 |
卖出 |
6.15384 |
157500.0 |
¥96.9万 |
|
| 2019-07-09 |
跌破下轨 |
买入 |
5.975969999999999 |
164500.0 |
¥98.3万 |
|
| 2019-08-16 |
回到中轨 |
卖出 |
5.67432 |
164500.0 |
¥93.3万 |
|
| 2019-10-24 |
跌破下轨 |
买入 |
5.935929999999999 |
158500.0 |
¥94.1万 |
|
| 2019-10-29 |
回到中轨 |
卖出 |
6.15384 |
158500.0 |
¥97.5万 |
|
| 2019-11-12 |
跌破下轨 |
买入 |
5.825819999999999 |
167300.0 |
¥97.5万 |
|
| 2019-12-16 |
回到中轨 |
卖出 |
5.74425 |
167300.0 |
¥96.1万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
5.095089999999999 |
169600.0 |
¥86.4万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
5.57442 |
169600.0 |
¥94.5万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
5.165159999999999 |
199700.0 |
¥1.03M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
5.34465 |
199700.0 |
¥1.07M |
|
| 2020-05-25 |
跌破下轨 |
买入 |
5.06 |
212200.0 |
¥1.07M |
|
| 2020-06-23 |
回到中轨 |
卖出 |
4.995 |
212200.0 |
¥1.06M |
|
| 2020-09-28 |
跌破下轨 |
买入 |
4.91491 |
215700.0 |
¥1.06M |
|
| 2020-10-13 |
回到中轨 |
卖出 |
4.995 |
215700.0 |
¥1.08M |
|
| 2020-11-02 |
跌破下轨 |
买入 |
4.76476 |
225500.0 |
¥1.07M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
4.945050000000001 |
225500.0 |
¥1.11M |
|
| 2020-12-11 |
跌破下轨 |
买入 |
4.714709999999999 |
237400.0 |
¥1.12M |
|
| 2021-01-14 |
回到中轨 |
卖出 |
4.5854099999999995 |
237400.0 |
¥1.09M |
|
| 2021-03-25 |
跌破下轨 |
买入 |
4.224219999999999 |
256400.0 |
¥1.08M |
|
| 2021-04-23 |
回到中轨 |
卖出 |
4.21578 |
256400.0 |
¥1.08M |
|
| 2021-06-08 |
跌破下轨 |
买入 |
4.27427 |
253300.0 |
¥1.08M |
|
| 2021-06-11 |
回到中轨 |
卖出 |
4.41558 |
253300.0 |
¥1.12M |
|
| 2021-07-09 |
跌破下轨 |
买入 |
4.19419 |
266500.0 |
¥1.12M |
|
| 2021-07-20 |
回到中轨 |
卖出 |
4.275720000000001 |
266500.0 |
¥1.14M |
|
| 2021-10-28 |
跌破下轨 |
买入 |
4.03403 |
281600.0 |
¥1.14M |
|
| 2021-12-10 |
回到中轨 |
卖出 |
3.93 |
281600.0 |
¥1.11M |
|
| 2022-01-27 |
跌破下轨 |
买入 |
3.8037999999999994 |
290800.0 |
¥1.11M |
|
| 2022-02-10 |
回到中轨 |
卖出 |
4.02597 |
290800.0 |
¥1.17M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
3.7737699999999994 |
310800.0 |
¥1.17M |
|
| 2022-04-06 |
回到中轨 |
卖出 |
3.5664299999999995 |
310800.0 |
¥1.11M |
|
| 2022-04-22 |
跌破下轨 |
买入 |
3.4834799999999997 |
318000.0 |
¥1.11M |
|
| 2022-05-06 |
回到中轨 |
卖出 |
3.4965 |
318000.0 |
¥1.11M |
|
| 2022-07-18 |
跌破下轨 |
买入 |
3.3833799999999994 |
328400.0 |
¥1.11M |
|
| 2022-07-27 |
回到中轨 |
卖出 |
3.43656 |
328400.0 |
¥1.13M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
3.3233199999999994 |
337400.0 |
¥1.12M |
|
| 2022-08-09 |
回到中轨 |
卖出 |
3.4565399999999995 |
337400.0 |
¥1.17M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
3.4734700000000003 |
336500.0 |
¥1.17M |
|
| 2022-10-21 |
回到中轨 |
卖出 |
3.4065899999999996 |
336500.0 |
¥1.15M |
|
| 2023-09-27 |
跌破下轨 |
买入 |
4.9049 |
233800.0 |
¥1.15M |
|
| 2023-10-18 |
回到中轨 |
卖出 |
5.04495 |
233800.0 |
¥1.18M |
|
| 2023-10-23 |
跌破下轨 |
买入 |
4.684679999999999 |
249900.0 |
¥1.17M |
|
| 2023-11-23 |
回到中轨 |
卖出 |
4.4955 |
249900.0 |
¥1.12M |
|
| 2023-11-30 |
跌破下轨 |
买入 |
4.354349999999999 |
260200.0 |
¥1.13M |
|
| 2023-12-28 |
回到中轨 |
卖出 |
4.32567 |
260200.0 |
¥1.13M |
|
| 2024-01-10 |
跌破下轨 |
买入 |
4.05 |
276100.0 |
¥1.12M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
4.4855100000000006 |
276100.0 |
¥1.24M |
|
| 2024-04-15 |
跌破下轨 |
买入 |
4.524519999999999 |
275000.0 |
¥1.24M |
|
| 2024-04-16 |
回到中轨 |
卖出 |
4.71528 |
275000.0 |
¥1.30M |
|
| 2024-06-13 |
跌破下轨 |
买入 |
4.42442 |
292900.0 |
¥1.30M |
|
| 2024-06-20 |
回到中轨 |
卖出 |
4.56543 |
292900.0 |
¥1.34M |
|
| 2024-07-29 |
跌破下轨 |
买入 |
4.63463 |
287100.0 |
¥1.33M |
|
| 2024-07-31 |
回到中轨 |
卖出 |
4.7951999999999995 |
287100.0 |
¥1.38M |
|
| 2024-08-06 |
跌破下轨 |
买入 |
4.674669999999999 |
296100.0 |
¥1.38M |
|
| 2024-08-19 |
回到中轨 |
卖出 |
4.73526 |
296100.0 |
¥1.40M |
|
| 2024-09-13 |
跌破下轨 |
买入 |
4.474469999999999 |
312500.0 |
¥1.40M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
4.72527 |
312500.0 |
¥1.48M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
5.015009999999999 |
293700.0 |
¥1.47M |
|
| 2025-02-06 |
回到中轨 |
卖出 |
5.06493 |
293700.0 |
¥1.49M |
|
| 2025-03-20 |
跌破下轨 |
买入 |
5.775769999999999 |
257900.0 |
¥1.49M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
5.544449999999999 |
257900.0 |
¥1.43M |
|
| 2025-06-13 |
跌破下轨 |
买入 |
5.26526 |
270900.0 |
¥1.43M |
|
| 2025-06-25 |
回到中轨 |
卖出 |
5.3346599999999995 |
270900.0 |
¥1.44M |
|
| 2025-08-04 |
跌破下轨 |
买入 |
5.29529 |
271700.0 |
¥1.44M |
|
| 2025-08-14 |
回到中轨 |
卖出 |
5.43456 |
271700.0 |
¥1.48M |
|
| 2025-12-09 |
跌破下轨 |
买入 |
5.33533 |
278100.0 |
¥1.48M |
|
| 2026-01-07 |
回到中轨 |
卖出 |
5.214779999999999 |
278100.0 |
¥1.45M |
|
| 2026-02-04 |
跌破下轨 |
买入 |
4.804799999999999 |
301100.0 |
¥1.45M |
|
| 2026-03-03 |
回到中轨 |
卖出 |
4.91508 |
301100.0 |
¥1.48M |
|
| 2026-03-23 |
跌破下轨 |
买入 |
4.64 |
315600.0 |
¥1.46M |
|
| 2026-04-16 |
回到中轨 |
卖出 |
4.57542 |
315600.0 |
¥1.44M |
|
| 2026-06-25 |
跌破下轨 |
买入 |
4.174169999999999 |
349100.0 |
¥1.46M |
|
| 2026-07-13 |
回到中轨 |
卖出 |
4.15584 |
349100.0 |
¥1.45M |
|
| 2026-08-20 |
跌破下轨 |
买入 |
4.15415 |
348200.0 |
¥1.45M |
|
| 2026-09-02 |
回到中轨 |
卖出 |
4.32567 |
348200.0 |
¥1.51M |
|
| 2026-11-13 |
跌破下轨 |
买入 |
4.21421 |
357100.0 |
¥1.51M |
|
| 2026-11-13 |
强平 |
卖出 |
4.27 |
357100 |
¥1.52M |
回测结束强平 |