600061 国投安信 — 布林下轨抄底 回测明细
数据区间: 2015-01-07 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.23M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +23.36%）
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 52 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 |
2015-07-28 |
2015-08-17 |
22.268918671999995 |
24.6753 |
¥9.7万 |
+10.77% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-23 |
16.170999844999997 |
14.29569 |
¥-11.4万 |
-11.62% |
回到中轨 |
| 3 |
2016-01-28 |
2016-02-25 |
17.62288528 |
18.981 |
¥7.4万 |
+7.67% |
回到中轨 |
| 4 |
2016-03-02 |
2016-03-21 |
15.730427713 |
18.59139 |
¥18.9万 |
+18.15% |
回到中轨 |
| 5 |
2016-04-21 |
2016-05-23 |
17.272430174999997 |
16.363619999999997 |
¥-6.5万 |
-5.29% |
回到中轨 |
| 6 |
2016-07-28 |
2016-08-16 |
17.262417172 |
17.772209999999998 |
¥3.4万 |
+2.92% |
回到中轨 |
| 7 |
2016-09-13 |
2016-10-25 |
15.810531736999998 |
16.273709999999998 |
¥3.5万 |
+2.90% |
回到中轨 |
| 8 |
2016-12-06 |
2017-01-04 |
16.22106486 |
15.69429 |
¥-4.1万 |
-3.28% |
回到中轨 |
| 9 |
2017-01-12 |
2017-01-23 |
15.279842577999997 |
15.46452 |
¥1.4万 |
+1.18% |
回到中轨 |
| 10 |
2017-03-23 |
2017-04-10 |
15.139660536 |
15.324659999999998 |
¥1.5万 |
+1.19% |
回到中轨 |
| 11 |
2017-04-28 |
2017-05-09 |
14.659036391999999 |
14.895089999999998 |
¥1.9万 |
+1.58% |
回到中轨 |
| 12 |
2017-05-23 |
2017-05-26 |
14.438750325999997 |
14.985 |
¥4.7万 |
+3.75% |
回到中轨 |
| 13 |
2017-10-17 |
2017-11-22 |
15.870609755 |
14.955029999999999 |
¥-7.5万 |
-5.80% |
回到中轨 |
| 14 |
2017-12-15 |
2018-01-18 |
14.188425250999998 |
13.53645 |
¥-5.7万 |
-4.62% |
回到中轨 |
| 15 |
2018-02-12 |
2018-03-12 |
12.41612372 |
12.55743 |
¥1.3万 |
+1.11% |
回到中轨 |
| 16 |
2018-04-23 |
2018-05-04 |
11.795317533999999 |
12.187800000000001 |
¥3.9万 |
+3.30% |
回到中轨 |
| 17 |
2018-05-30 |
2018-07-23 |
11.683504000000001 |
9.00099 |
¥-27.9万 |
-22.98% |
回到中轨 |
| 18 |
2018-09-06 |
2018-10-25 |
8.561117565 |
7.582409999999999 |
¥-10.8万 |
-11.46% |
回到中轨 |
| 19 |
2018-12-17 |
2019-01-07 |
9.722625913 |
9.91008 |
¥1.6万 |
+1.90% |
回到中轨 |
| 20 |
2019-05-07 |
2019-05-29 |
12.516253749999999 |
12.4875 |
¥-2,207 |
-0.26% |
回到中轨 |
| 21 |
2019-08-05 |
2019-08-20 |
12.796617834 |
13.17681 |
¥2.5万 |
+2.94% |
回到中轨 |
| 22 |
2019-09-27 |
2019-10-29 |
12.556305761999996 |
12.4875 |
¥-5,050 |
-0.58% |
回到中轨 |
| 23 |
2019-11-14 |
2019-11-27 |
11.805330537 |
11.99799 |
¥1.4万 |
+1.60% |
回到中轨 |
| 24 |
2019-12-09 |
2019-12-17 |
11.513453 |
11.82816 |
¥2.4万 |
+2.70% |
回到中轨 |
| 25 |
2020-02-04 |
2020-02-18 |
11.565018465 |
13.766219999999999 |
¥15.8万 |
+19.00% |
回到中轨 |
| 26 |
2020-03-19 |
2020-04-15 |
12.045642609 |
12.36762 |
¥2.8万 |
+2.64% |
回到中轨 |
| 27 |
2020-04-22 |
2020-05-08 |
11.875421557999998 |
12.147840000000002 |
¥2.5万 |
+2.26% |
回到中轨 |
| 28 |
2020-10-27 |
2020-11-10 |
14.208451256999998 |
14.865120000000003 |
¥5.1万 |
+4.59% |
回到中轨 |
| 29 |
2021-01-28 |
2021-03-17 |
13.066968915 |
12.317669999999998 |
¥-6.7万 |
-5.76% |
回到中轨 |
| 30 |
2021-06-21 |
2021-07-26 |
8.571130568 |
8.191799999999999 |
¥-4.8万 |
-4.45% |
回到中轨 |
| 31 |
2021-07-28 |
2021-08-12 |
7.7700903279999975 |
8.091899999999999 |
¥4.3万 |
+4.11% |
回到中轨 |
| 32 |
2021-10-28 |
2021-11-24 |
8.260727474999998 |
8.24175 |
¥-2,823 |
-0.26% |
回到中轨 |
| 33 |
2021-11-30 |
2021-12-06 |
8.040441408999998 |
8.26173 |
¥3.0万 |
+2.72% |
回到中轨 |
| 34 |
2022-01-17 |
2022-03-31 |
8.010402399999998 |
7.03296 |
¥-13.7万 |
-12.23% |
回到中轨 |
| 35 |
2022-04-27 |
2022-05-30 |
6.1680098480000005 |
6.15384 |
¥-2,543 |
-0.26% |
回到中轨 |
| 36 |
2022-08-03 |
2022-08-12 |
5.90767177 |
6.22377 |
¥5.2万 |
+5.32% |
回到中轨 |
| 37 |
2022-09-19 |
2022-10-14 |
6.137970838999999 |
6.30369 |
¥2.8万 |
+2.67% |
回到中轨 |
| 38 |
2023-03-13 |
2023-03-23 |
6.688686003999999 |
6.84315 |
¥2.4万 |
+2.28% |
回到中轨 |
| 39 |
2023-06-26 |
2023-07-04 |
7.022106 |
7.222770000000001 |
¥3.1万 |
+2.83% |
回到中轨 |
| 40 |
2023-10-24 |
2023-10-31 |
6.528477955999998 |
6.83316 |
¥5.2万 |
+4.64% |
回到中轨 |
| 41 |
2023-12-06 |
2023-12-12 |
6.828868046 |
6.97302 |
¥2.4万 |
+2.08% |
回到中轨 |
| 42 |
2023-12-20 |
2024-01-25 |
6.778803031 |
6.53346 |
¥-4.3万 |
-3.65% |
回到中轨 |
| 43 |
2024-03-25 |
2024-04-29 |
6.578542970999999 |
6.47352 |
¥-1.9万 |
-1.63% |
回到中轨 |
| 44 |
2024-06-25 |
2024-07-17 |
5.737450718999999 |
5.69 |
¥-9,694 |
-0.86% |
回到中轨 |
| 45 |
2024-08-23 |
2024-09-02 |
5.597268677 |
5.754239999999999 |
¥3.1万 |
+2.77% |
回到中轨 |
| 46 |
2025-01-02 |
2025-01-24 |
7.532259 |
7.17282 |
¥-5.5万 |
-4.80% |
回到中轨 |
| 47 |
2025-04-09 |
2025-04-23 |
6.508451949999999 |
6.94305 |
¥7.2万 |
+6.65% |
回到中轨 |
| 48 |
2025-11-18 |
2025-12-09 |
7.629908285999999 |
7.542449999999999 |
¥-1.4万 |
-1.18% |
回到中轨 |
| 49 |
2026-03-06 |
2026-04-15 |
7.199349156999999 |
7.00299 |
¥-3.2万 |
-2.76% |
回到中轨 |
| 50 |
2026-04-24 |
2026-05-13 |
6.6185949829999995 |
6.7932 |
¥2.9万 |
+2.61% |
回到中轨 |
| 51 |
2026-07-23 |
2026-07-31 |
6.358256904999999 |
6.5234700000000005 |
¥3.0万 |
+2.57% |
回到中轨 |
| 52 |
2026-10-30 |
2026-11-03 |
5.8976587669999985 |
6.15 |
¥5.0万 |
+4.25% |
回到中轨 |
逐笔成交记录（共 104 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-28 |
跌破下轨 |
买入 |
22.262239999999995 |
40300.0 |
¥89.7万 |
|
| 2015-08-17 |
回到中轨 |
卖出 |
24.6753 |
40300.0 |
¥99.4万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
16.16615 |
60900.0 |
¥98.5万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
14.29569 |
60900.0 |
¥87.0万 |
|
| 2016-01-28 |
跌破下轨 |
买入 |
17.6176 |
54400.0 |
¥95.9万 |
|
| 2016-02-25 |
回到中轨 |
卖出 |
18.981 |
54400.0 |
¥1.03M |
|
| 2016-03-02 |
跌破下轨 |
买入 |
15.72571 |
66300.0 |
¥1.04M |
|
| 2016-03-21 |
回到中轨 |
卖出 |
18.59139 |
66300.0 |
¥1.23M |
|
| 2016-04-21 |
跌破下轨 |
买入 |
17.267249999999997 |
71200.0 |
¥1.23M |
|
| 2016-05-23 |
回到中轨 |
卖出 |
16.363619999999997 |
71200.0 |
¥1.16M |
|
| 2016-07-28 |
跌破下轨 |
买入 |
17.257239999999996 |
67400.0 |
¥1.16M |
|
| 2016-08-16 |
回到中轨 |
卖出 |
17.772209999999998 |
67400.0 |
¥1.20M |
|
| 2016-09-13 |
跌破下轨 |
买入 |
15.805789999999998 |
76400.0 |
¥1.21M |
|
| 2016-10-25 |
回到中轨 |
卖出 |
16.273709999999998 |
76400.0 |
¥1.24M |
|
| 2016-12-06 |
跌破下轨 |
买入 |
16.216199999999997 |
76800.0 |
¥1.25M |
|
| 2017-01-04 |
回到中轨 |
卖出 |
15.69429 |
76800.0 |
¥1.20M |
|
| 2017-01-12 |
跌破下轨 |
买入 |
15.275259999999996 |
78900.0 |
¥1.21M |
|
| 2017-01-23 |
回到中轨 |
卖出 |
15.46452 |
78900.0 |
¥1.22M |
|
| 2017-03-23 |
跌破下轨 |
买入 |
15.135119999999997 |
80600.0 |
¥1.22M |
|
| 2017-04-10 |
回到中轨 |
卖出 |
15.324659999999998 |
80600.0 |
¥1.23M |
|
| 2017-04-28 |
跌破下轨 |
买入 |
14.654639999999999 |
84100.0 |
¥1.23M |
|
| 2017-05-09 |
回到中轨 |
卖出 |
14.895089999999998 |
84100.0 |
¥1.25M |
|
| 2017-05-23 |
跌破下轨 |
买入 |
14.434419999999998 |
86400.0 |
¥1.25M |
|
| 2017-05-26 |
回到中轨 |
卖出 |
14.985 |
86400.0 |
¥1.29M |
|
| 2017-10-17 |
跌破下轨 |
买入 |
15.86585 |
82000.0 |
¥1.30M |
|
| 2017-11-22 |
回到中轨 |
卖出 |
14.955029999999999 |
82000.0 |
¥1.23M |
|
| 2017-12-15 |
跌破下轨 |
买入 |
14.184169999999998 |
86300.0 |
¥1.22M |
|
| 2018-01-18 |
回到中轨 |
卖出 |
13.53645 |
86300.0 |
¥1.17M |
|
| 2018-02-12 |
跌破下轨 |
买入 |
12.4124 |
92200.0 |
¥1.14M |
|
| 2018-03-12 |
回到中轨 |
卖出 |
12.55743 |
92200.0 |
¥1.16M |
|
| 2018-04-23 |
跌破下轨 |
买入 |
11.79178 |
100100.0 |
¥1.18M |
|
| 2018-05-04 |
回到中轨 |
卖出 |
12.187800000000001 |
100100.0 |
¥1.22M |
|
| 2018-05-30 |
跌破下轨 |
买入 |
11.68 |
103900.0 |
¥1.21M |
|
| 2018-07-23 |
回到中轨 |
卖出 |
9.00099 |
103900.0 |
¥93.5万 |
|
| 2018-09-06 |
跌破下轨 |
买入 |
8.55855 |
109700.0 |
¥93.9万 |
|
| 2018-10-25 |
回到中轨 |
卖出 |
7.582409999999999 |
109700.0 |
¥83.2万 |
|
| 2018-12-17 |
跌破下轨 |
买入 |
9.71971 |
85800.0 |
¥83.4万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
9.91008 |
85800.0 |
¥85.0万 |
|
| 2019-05-07 |
跌破下轨 |
买入 |
12.5125 |
67900.0 |
¥85.0万 |
|
| 2019-05-29 |
回到中轨 |
卖出 |
12.4875 |
67900.0 |
¥84.8万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
12.792779999999999 |
65200.0 |
¥83.4万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
13.17681 |
65200.0 |
¥85.9万 |
|
| 2019-09-27 |
跌破下轨 |
买入 |
12.552539999999997 |
69600.0 |
¥87.4万 |
|
| 2019-10-29 |
回到中轨 |
卖出 |
12.4875 |
69600.0 |
¥86.9万 |
|
| 2019-11-14 |
跌破下轨 |
买入 |
11.801789999999999 |
73100.0 |
¥86.3万 |
|
| 2019-11-27 |
回到中轨 |
卖出 |
11.99799 |
73100.0 |
¥87.7万 |
|
| 2019-12-09 |
跌破下轨 |
买入 |
11.51 |
76500.0 |
¥88.1万 |
|
| 2019-12-17 |
回到中轨 |
卖出 |
11.82816 |
76500.0 |
¥90.5万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
11.561549999999999 |
71900.0 |
¥83.2万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
13.766219999999999 |
71900.0 |
¥98.9万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
12.042029999999999 |
88000.0 |
¥1.06M |
|
| 2020-04-15 |
回到中轨 |
卖出 |
12.36762 |
88000.0 |
¥1.09M |
|
| 2020-04-22 |
跌破下轨 |
买入 |
11.871859999999998 |
91200.0 |
¥1.08M |
|
| 2020-05-08 |
回到中轨 |
卖出 |
12.147840000000002 |
91200.0 |
¥1.11M |
|
| 2020-10-27 |
跌破下轨 |
买入 |
14.204189999999997 |
78300.0 |
¥1.11M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
14.865120000000003 |
78300.0 |
¥1.16M |
|
| 2021-01-28 |
跌破下轨 |
买入 |
13.063049999999999 |
89000.0 |
¥1.16M |
|
| 2021-03-17 |
回到中轨 |
卖出 |
12.317669999999998 |
89000.0 |
¥1.10M |
|
| 2021-06-21 |
跌破下轨 |
买入 |
8.56856 |
126100.0 |
¥1.08M |
|
| 2021-07-26 |
回到中轨 |
卖出 |
8.191799999999999 |
126100.0 |
¥1.03M |
|
| 2021-07-28 |
跌破下轨 |
买入 |
7.767759999999998 |
135200.0 |
¥1.05M |
|
| 2021-08-12 |
回到中轨 |
卖出 |
8.091899999999999 |
135200.0 |
¥1.09M |
|
| 2021-10-28 |
跌破下轨 |
买入 |
8.258249999999999 |
131600.0 |
¥1.09M |
|
| 2021-11-24 |
回到中轨 |
卖出 |
8.24175 |
131600.0 |
¥1.08M |
|
| 2021-11-30 |
跌破下轨 |
买入 |
8.03803 |
136000.0 |
¥1.09M |
|
| 2021-12-06 |
回到中轨 |
卖出 |
8.26173 |
136000.0 |
¥1.12M |
|
| 2022-01-17 |
跌破下轨 |
买入 |
8.008 |
139900.0 |
¥1.12M |
|
| 2022-03-31 |
回到中轨 |
卖出 |
7.03296 |
139900.0 |
¥98.4万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
6.16616 |
158800.0 |
¥97.9万 |
|
| 2022-05-30 |
回到中轨 |
卖出 |
6.15384 |
158800.0 |
¥97.7万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
5.9059 |
165300.0 |
¥97.7万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
6.22377 |
165300.0 |
¥1.03M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
6.13613 |
168100.0 |
¥1.03M |
|
| 2022-10-14 |
回到中轨 |
卖出 |
6.30369 |
168100.0 |
¥1.06M |
|
| 2023-03-13 |
跌破下轨 |
买入 |
6.68668 |
158400.0 |
¥1.06M |
|
| 2023-03-23 |
回到中轨 |
卖出 |
6.84315 |
158400.0 |
¥1.08M |
|
| 2023-06-26 |
跌破下轨 |
买入 |
7.02 |
153700.0 |
¥1.08M |
|
| 2023-07-04 |
回到中轨 |
卖出 |
7.222770000000001 |
153700.0 |
¥1.11M |
|
| 2023-10-24 |
跌破下轨 |
买入 |
6.526519999999998 |
170900.0 |
¥1.12M |
|
| 2023-10-31 |
回到中轨 |
卖出 |
6.83316 |
170900.0 |
¥1.17M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
6.82682 |
170100.0 |
¥1.16M |
|
| 2023-12-12 |
回到中轨 |
卖出 |
6.97302 |
170100.0 |
¥1.19M |
|
| 2023-12-20 |
跌破下轨 |
买入 |
6.776769999999999 |
175700.0 |
¥1.19M |
|
| 2024-01-25 |
回到中轨 |
卖出 |
6.53346 |
175700.0 |
¥1.15M |
|
| 2024-03-25 |
跌破下轨 |
买入 |
6.576569999999999 |
173400.0 |
¥1.14M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
6.47352 |
173400.0 |
¥1.12M |
|
| 2024-06-25 |
跌破下轨 |
买入 |
5.73573 |
197200.0 |
¥1.13M |
|
| 2024-07-17 |
回到中轨 |
卖出 |
5.69 |
197200.0 |
¥1.12M |
|
| 2024-08-23 |
跌破下轨 |
买入 |
5.595589999999999 |
199300.0 |
¥1.12M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
5.754239999999999 |
199300.0 |
¥1.15M |
|
| 2025-01-02 |
跌破下轨 |
买入 |
7.53 |
152800.0 |
¥1.15M |
|
| 2025-01-24 |
回到中轨 |
卖出 |
7.17282 |
152800.0 |
¥1.10M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
6.506499999999998 |
167500.0 |
¥1.09M |
|
| 2025-04-23 |
回到中轨 |
卖出 |
6.94305 |
167500.0 |
¥1.16M |
|
| 2025-11-18 |
跌破下轨 |
买入 |
7.627619999999999 |
152800.0 |
¥1.17M |
|
| 2025-12-09 |
回到中轨 |
卖出 |
7.542449999999999 |
152800.0 |
¥1.15M |
|
| 2026-03-06 |
跌破下轨 |
买入 |
7.19719 |
159800.0 |
¥1.15M |
|
| 2026-04-15 |
回到中轨 |
卖出 |
7.00299 |
159800.0 |
¥1.12M |
|
| 2026-04-24 |
跌破下轨 |
买入 |
6.616609999999999 |
169300.0 |
¥1.12M |
|
| 2026-05-13 |
回到中轨 |
卖出 |
6.7932 |
169300.0 |
¥1.15M |
|
| 2026-07-23 |
跌破下轨 |
买入 |
6.356349999999999 |
181100.0 |
¥1.15M |
|
| 2026-07-31 |
回到中轨 |
卖出 |
6.5234700000000005 |
181100.0 |
¥1.18M |
|
| 2026-10-30 |
跌破下轨 |
买入 |
5.895889999999999 |
199200.0 |
¥1.17M |
|
| 2026-11-03 |
回到中轨 |
卖出 |
6.15 |
199200.0 |
¥1.22M |
|