600066 宇通客车 — 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: ¥67.2万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -32.75%）
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 38 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 |
2015-05-21 |
2015-07-13 |
22.999867890999994 |
21.32865 |
¥-7.1万 |
-7.29% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-17 |
16.521454949999995 |
18.581400000000002 |
¥11.1万 |
+12.43% |
回到中轨 |
| 3 |
2016-05-26 |
2016-06-17 |
19.175751 |
20.019959999999998 |
¥4.5万 |
+4.37% |
回到中轨 |
| 4 |
2016-10-31 |
2016-11-29 |
21.628086480000004 |
20.81916 |
¥-4.1万 |
-3.77% |
回到中轨 |
| 5 |
2016-12-15 |
2017-01-17 |
19.445832000000003 |
19.62036 |
¥9,022 |
+0.87% |
回到中轨 |
| 6 |
2017-04-21 |
2017-05-24 |
20.136149033 |
19.930049999999998 |
¥-1.1万 |
-1.05% |
回到中轨 |
| 7 |
2017-08-24 |
2017-09-12 |
21.367748402 |
21.51 |
¥6,600 |
+0.64% |
回到中轨 |
| 8 |
2018-03-22 |
2018-05-11 |
22.879711855 |
21.778200000000002 |
¥-5.1万 |
-4.84% |
回到中轨 |
| 9 |
2018-06-20 |
2018-07-26 |
21.077371315 |
18.12186 |
¥-14.0万 |
-14.05% |
回到中轨 |
| 10 |
2018-08-02 |
2018-08-29 |
16.130947832999997 |
15.864120000000002 |
¥-1.4万 |
-1.68% |
回到中轨 |
| 11 |
2018-09-11 |
2018-10-08 |
14.21846426 |
14.26572 |
¥2,510 |
+0.30% |
回到中轨 |
| 12 |
2018-10-12 |
2018-11-13 |
12.91677387 |
11.57841 |
¥-8.7万 |
-10.39% |
回到中轨 |
| 13 |
2019-04-30 |
2019-06-12 |
13.908061166999998 |
12.887100000000002 |
¥-5.6万 |
-7.37% |
回到中轨 |
| 14 |
2019-08-02 |
2019-08-13 |
12.416123719999998 |
13.106879999999999 |
¥3.8万 |
+5.53% |
回到中轨 |
| 15 |
2019-12-02 |
2019-12-12 |
14.0182042 |
14.53545 |
¥2.7万 |
+3.66% |
回到中轨 |
| 16 |
2020-03-17 |
2020-04-27 |
13.267228975 |
13.30668 |
¥2,039 |
+0.27% |
回到中轨 |
| 17 |
2021-01-06 |
2021-02-18 |
15.349933598999998 |
14.985 |
¥-1.8万 |
-2.41% |
回到中轨 |
| 18 |
2021-03-25 |
2021-04-15 |
14.058256211999996 |
14.485499999999998 |
¥2.3万 |
+3.01% |
回到中轨 |
| 19 |
2021-04-30 |
2021-05-19 |
13.567619064999999 |
14.085899999999999 |
¥2.9万 |
+3.79% |
回到中轨 |
| 20 |
2021-07-16 |
2021-08-12 |
12.225876663 |
12.07791 |
¥-9,959 |
-1.24% |
回到中轨 |
| 21 |
2021-11-03 |
2021-11-10 |
11.024316302999999 |
11.57841 |
¥4.0万 |
+4.99% |
回到中轨 |
| 22 |
2021-11-30 |
2021-12-03 |
10.81404324 |
11.33865 |
¥4.0万 |
+4.82% |
回到中轨 |
| 23 |
2022-01-24 |
2022-05-12 |
10.703900206999998 |
7.58 |
¥-25.5万 |
-29.21% |
回到中轨 |
| 24 |
2022-08-03 |
2022-08-11 |
7.499739246999999 |
8.80119 |
¥10.6万 |
+17.32% |
回到中轨 |
| 25 |
2022-09-19 |
2022-10-27 |
7.469700238 |
7.292700000000001 |
¥-1.7万 |
-2.40% |
回到中轨 |
| 26 |
2022-12-26 |
2023-01-09 |
7.389596214 |
7.87212 |
¥4.6万 |
+6.50% |
回到中轨 |
| 27 |
2023-08-10 |
2023-09-05 |
13.277241978 |
12.986999999999998 |
¥-1.7万 |
-2.22% |
回到中轨 |
| 28 |
2023-11-09 |
2023-11-21 |
12.596357773999998 |
13.146840000000001 |
¥3.2万 |
+4.34% |
回到中轨 |
| 29 |
2024-07-18 |
2024-08-23 |
22.569308761999995 |
21.12885 |
¥-4.9万 |
-6.41% |
回到中轨 |
| 30 |
2024-11-11 |
2024-12-05 |
23.390375008 |
22.86711 |
¥-1.6万 |
-2.27% |
回到中轨 |
| 31 |
2025-04-08 |
2025-04-15 |
24.561896359000002 |
26.74323 |
¥6.2万 |
+8.85% |
回到中轨 |
| 32 |
2025-05-15 |
2025-06-13 |
25.533157649999996 |
24.425549999999998 |
¥-3.3万 |
-4.37% |
回到中轨 |
| 33 |
2025-09-30 |
2025-10-13 |
27.555784255999995 |
28.5 |
¥2.5万 |
+3.40% |
回到中轨 |
| 34 |
2026-01-13 |
2026-01-28 |
31.751232512999998 |
32.417550000000006 |
¥1.6万 |
+2.07% |
回到中轨 |
| 35 |
2026-02-27 |
2026-03-06 |
29.538358849999998 |
30.72924 |
¥3.1万 |
+4.00% |
回到中轨 |
| 36 |
2026-05-08 |
2026-07-06 |
35.145640529999994 |
28.881089999999997 |
¥-14.3万 |
-17.85% |
回到中轨 |
| 37 |
2026-08-14 |
2026-09-02 |
29.117812723999997 |
30.84912 |
¥3.9万 |
+5.91% |
回到中轨 |
| 38 |
2026-09-09 |
2026-10-09 |
27.946291372999998 |
26.86311 |
¥-2.7万 |
-3.90% |
回到中轨 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-21 |
跌破下轨 |
买入 |
22.992969999999996 |
42200.0 |
¥97.1万 |
|
| 2015-07-13 |
回到中轨 |
卖出 |
21.32865 |
42200.0 |
¥90.0万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
16.516499999999997 |
54100.0 |
¥89.4万 |
|
| 2015-09-17 |
回到中轨 |
卖出 |
18.581400000000002 |
54100.0 |
¥1.00M |
|
| 2016-05-26 |
跌破下轨 |
买入 |
19.17 |
54200.0 |
¥1.04M |
|
| 2016-06-17 |
回到中轨 |
卖出 |
20.019959999999998 |
54200.0 |
¥1.08M |
|
| 2016-10-31 |
跌破下轨 |
买入 |
21.621600000000004 |
50100.0 |
¥1.08M |
|
| 2016-11-29 |
回到中轨 |
卖出 |
20.81916 |
50100.0 |
¥1.04M |
|
| 2016-12-15 |
跌破下轨 |
买入 |
19.44 |
53500.0 |
¥1.04M |
|
| 2017-01-17 |
回到中轨 |
卖出 |
19.62036 |
53500.0 |
¥1.05M |
|
| 2017-04-21 |
跌破下轨 |
买入 |
20.13011 |
51400.0 |
¥1.03M |
|
| 2017-05-24 |
回到中轨 |
卖出 |
19.930049999999998 |
51400.0 |
¥1.02M |
|
| 2017-08-24 |
跌破下轨 |
买入 |
21.36134 |
48600.0 |
¥1.04M |
|
| 2017-09-12 |
回到中轨 |
卖出 |
21.51 |
48600.0 |
¥1.05M |
|
| 2018-03-22 |
跌破下轨 |
买入 |
22.87285 |
45700.0 |
¥1.05M |
|
| 2018-05-11 |
回到中轨 |
卖出 |
21.778200000000002 |
45700.0 |
¥99.5万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
21.07105 |
47300.0 |
¥99.7万 |
|
| 2018-07-26 |
回到中轨 |
卖出 |
18.12186 |
47300.0 |
¥85.7万 |
|
| 2018-08-02 |
跌破下轨 |
买入 |
16.126109999999997 |
52500.0 |
¥84.7万 |
|
| 2018-08-29 |
回到中轨 |
卖出 |
15.864120000000002 |
52500.0 |
¥83.3万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
14.214199999999998 |
58400.0 |
¥83.0万 |
|
| 2018-10-08 |
回到中轨 |
卖出 |
14.26572 |
58400.0 |
¥83.3万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
12.912899999999999 |
64800.0 |
¥83.7万 |
|
| 2018-11-13 |
回到中轨 |
卖出 |
11.57841 |
64800.0 |
¥75.0万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
13.903889999999999 |
54500.0 |
¥75.8万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
12.887100000000002 |
54500.0 |
¥70.2万 |
|
| 2019-08-02 |
跌破下轨 |
买入 |
12.4124 |
55600.0 |
¥69.0万 |
|
| 2019-08-13 |
回到中轨 |
卖出 |
13.106879999999999 |
55600.0 |
¥72.9万 |
|
| 2019-12-02 |
跌破下轨 |
买入 |
14.014 |
52700.0 |
¥73.9万 |
|
| 2019-12-12 |
回到中轨 |
卖出 |
14.53545 |
52700.0 |
¥76.6万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
13.26325 |
57500.0 |
¥76.3万 |
|
| 2020-04-27 |
回到中轨 |
卖出 |
13.30668 |
57500.0 |
¥76.5万 |
|
| 2021-01-06 |
跌破下轨 |
买入 |
15.345329999999999 |
49900.0 |
¥76.6万 |
|
| 2021-02-18 |
回到中轨 |
卖出 |
14.985 |
49900.0 |
¥74.8万 |
|
| 2021-03-25 |
跌破下轨 |
买入 |
14.054039999999997 |
53400.0 |
¥75.1万 |
|
| 2021-04-15 |
回到中轨 |
卖出 |
14.485499999999998 |
53400.0 |
¥77.3万 |
|
| 2021-04-30 |
跌破下轨 |
买入 |
13.56355 |
57100.0 |
¥77.5万 |
|
| 2021-05-19 |
回到中轨 |
卖出 |
14.085899999999999 |
57100.0 |
¥80.4万 |
|
| 2021-07-16 |
跌破下轨 |
买入 |
12.222209999999999 |
65700.0 |
¥80.3万 |
|
| 2021-08-12 |
回到中轨 |
卖出 |
12.07791 |
65700.0 |
¥79.3万 |
|
| 2021-11-03 |
跌破下轨 |
买入 |
11.021009999999999 |
71900.0 |
¥79.3万 |
|
| 2021-11-10 |
回到中轨 |
卖出 |
11.57841 |
71900.0 |
¥83.2万 |
|
| 2021-11-30 |
跌破下轨 |
买入 |
10.8108 |
77000.0 |
¥83.3万 |
|
| 2021-12-03 |
回到中轨 |
卖出 |
11.33865 |
77000.0 |
¥87.3万 |
|
| 2022-01-24 |
跌破下轨 |
买入 |
10.700689999999998 |
81500.0 |
¥87.2万 |
|
| 2022-05-12 |
回到中轨 |
卖出 |
7.58 |
81500.0 |
¥61.8万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
7.497489999999999 |
81700.0 |
¥61.3万 |
|
| 2022-08-11 |
回到中轨 |
卖出 |
8.80119 |
81700.0 |
¥71.9万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
7.467459999999999 |
97100.0 |
¥72.5万 |
|
| 2022-10-27 |
回到中轨 |
卖出 |
7.292700000000001 |
97100.0 |
¥70.8万 |
|
| 2022-12-26 |
跌破下轨 |
买入 |
7.387379999999999 |
95800.0 |
¥70.8万 |
|
| 2023-01-09 |
回到中轨 |
卖出 |
7.87212 |
95800.0 |
¥75.4万 |
|
| 2023-08-10 |
跌破下轨 |
买入 |
13.273259999999999 |
56600.0 |
¥75.1万 |
|
| 2023-09-05 |
回到中轨 |
卖出 |
12.986999999999998 |
56600.0 |
¥73.5万 |
|
| 2023-11-09 |
跌破下轨 |
买入 |
12.592579999999998 |
57900.0 |
¥72.9万 |
|
| 2023-11-21 |
回到中轨 |
卖出 |
13.146840000000001 |
57900.0 |
¥76.1万 |
|
| 2024-07-18 |
跌破下轨 |
买入 |
22.562539999999995 |
33800.0 |
¥76.3万 |
|
| 2024-08-23 |
回到中轨 |
卖出 |
21.12885 |
33800.0 |
¥71.4万 |
|
| 2024-11-11 |
跌破下轨 |
买入 |
23.383359999999996 |
30800.0 |
¥72.0万 |
|
| 2024-12-05 |
回到中轨 |
卖出 |
22.86711 |
30800.0 |
¥70.4万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
24.55453 |
28300.0 |
¥69.5万 |
|
| 2025-04-15 |
回到中轨 |
卖出 |
26.74323 |
28300.0 |
¥75.7万 |
|
| 2025-05-15 |
跌破下轨 |
买入 |
25.525499999999997 |
29800.0 |
¥76.1万 |
|
| 2025-06-13 |
回到中轨 |
卖出 |
24.425549999999998 |
29800.0 |
¥72.8万 |
|
| 2025-09-30 |
跌破下轨 |
买入 |
27.547519999999995 |
26500.0 |
¥73.0万 |
|
| 2025-10-13 |
回到中轨 |
卖出 |
28.5 |
26500.0 |
¥75.5万 |
|
| 2026-01-13 |
跌破下轨 |
买入 |
31.741709999999998 |
23800.0 |
¥75.6万 |
|
| 2026-01-28 |
回到中轨 |
卖出 |
32.417550000000006 |
23800.0 |
¥77.1万 |
|
| 2026-02-27 |
跌破下轨 |
买入 |
29.5295 |
25900.0 |
¥76.5万 |
|
| 2026-03-06 |
回到中轨 |
卖出 |
30.72924 |
25900.0 |
¥79.6万 |
|
| 2026-05-08 |
跌破下轨 |
买入 |
35.135099999999994 |
22800.0 |
¥80.1万 |
|
| 2026-07-06 |
回到中轨 |
卖出 |
28.881089999999997 |
22800.0 |
¥65.8万 |
|
| 2026-08-14 |
跌破下轨 |
买入 |
29.109079999999995 |
22500.0 |
¥65.5万 |
|
| 2026-09-02 |
回到中轨 |
卖出 |
30.84912 |
22500.0 |
¥69.4万 |
|
| 2026-09-09 |
跌破下轨 |
买入 |
27.937909999999995 |
24900.0 |
¥69.6万 |
|
| 2026-10-09 |
回到中轨 |
卖出 |
26.86311 |
24900.0 |
¥66.9万 |
|