600089 特变电工 — 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: ¥1.10M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +9.81%）
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 46 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 |
2015-02-06 |
2015-02-27 |
11.364758404999998 |
12.21777 |
¥7.4万 |
+7.47% |
回到中轨 |
| 2 |
2015-06-23 |
2015-07-20 |
15.870609754999997 |
15.4845 |
¥-2.6万 |
-2.46% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-17 |
10.31339309 |
11.47851 |
¥10.6万 |
+11.26% |
回到中轨 |
| 4 |
2015-11-30 |
2015-12-21 |
11.645122488999998 |
11.89809 |
¥2.5万 |
+2.14% |
回到中轨 |
| 5 |
2016-01-05 |
2016-02-23 |
10.573731167999998 |
9.13086 |
¥-15.6万 |
-13.67% |
回到中轨 |
| 6 |
2016-04-22 |
2016-06-01 |
8.801429636999998 |
8.47152 |
¥-3.9万 |
-3.78% |
回到中轨 |
| 7 |
2016-09-19 |
2016-10-18 |
8.841481649 |
8.82 |
¥-2,683 |
-0.27% |
回到中轨 |
| 8 |
2017-05-09 |
2017-06-22 |
10.133159035999997 |
9.85014 |
¥-2.7万 |
-2.82% |
回到中轨 |
| 9 |
2017-07-18 |
2017-07-24 |
9.562417865 |
10.23975 |
¥6.7万 |
+7.05% |
回到中轨 |
| 10 |
2018-02-02 |
2018-03-07 |
9.51235285 |
9.12087 |
¥-4.2万 |
-4.14% |
回到中轨 |
| 11 |
2018-03-26 |
2018-05-16 |
8.621195582999999 |
8.14185 |
¥-5.4万 |
-5.59% |
回到中轨 |
| 12 |
2018-06-01 |
2018-07-24 |
7.7901163339999995 |
6.84315 |
¥-11.2万 |
-12.18% |
回到中轨 |
| 13 |
2018-10-12 |
2018-10-23 |
6.528477955999999 |
7.002989999999999 |
¥5.9万 |
+7.24% |
回到中轨 |
| 14 |
2018-11-26 |
2018-12-04 |
6.728738016 |
6.993 |
¥3.4万 |
+3.90% |
回到中轨 |
| 15 |
2019-04-26 |
2019-06-12 |
7.990376393999999 |
7.2127799999999995 |
¥-8.8万 |
-9.76% |
回到中轨 |
| 16 |
2019-07-09 |
2019-07-30 |
6.939011078999999 |
7.01298 |
¥8,459 |
+1.04% |
回到中轨 |
| 17 |
2019-08-07 |
2019-08-30 |
6.638620989 |
6.71328 |
¥9,030 |
+1.09% |
回到中轨 |
| 18 |
2019-11-14 |
2019-11-26 |
6.368269907999999 |
6.5234700000000005 |
¥2.0万 |
+2.41% |
回到中轨 |
| 19 |
2020-01-23 |
2020-02-14 |
6.50195 |
6.28371 |
¥-2.9万 |
-3.39% |
回到中轨 |
| 20 |
2020-05-22 |
2020-07-02 |
7.179323151 |
6.993 |
¥-2.2万 |
-2.62% |
回到中轨 |
| 21 |
2020-08-26 |
2020-09-14 |
8.120545432999998 |
8.47152 |
¥3.4万 |
+4.29% |
回到中轨 |
| 22 |
2020-12-14 |
2020-12-16 |
8.040441408999998 |
8.50149 |
¥4.8万 |
+5.70% |
回到中轨 |
| 23 |
2021-03-05 |
2021-03-23 |
11.134459335999999 |
11.788200000000002 |
¥5.0万 |
+5.84% |
回到中轨 |
| 24 |
2021-04-14 |
2021-04-19 |
10.723926213 |
11.278709999999998 |
¥4.8万 |
+5.14% |
回到中轨 |
| 25 |
2021-06-17 |
2021-06-25 |
11.114433329999999 |
12.24774 |
¥10.0万 |
+10.16% |
回到中轨 |
| 26 |
2021-10-11 |
2021-10-21 |
21.888424557999997 |
24.30567 |
¥11.9万 |
+11.01% |
回到中轨 |
| 27 |
2021-12-27 |
2022-02-09 |
21.087384317999998 |
19.5804 |
¥-8.6万 |
-7.17% |
回到中轨 |
| 28 |
2022-04-27 |
2022-05-12 |
17.82314534 |
19.0809 |
¥7.7万 |
+7.02% |
回到中轨 |
| 29 |
2022-09-16 |
2022-10-17 |
23.160075939000002 |
22.557419999999997 |
¥-3.1万 |
-2.63% |
回到中轨 |
| 30 |
2022-10-31 |
2022-11-07 |
20.626786180000003 |
21.978000000000005 |
¥7.5万 |
+6.52% |
回到中轨 |
| 31 |
2022-12-09 |
2023-01-04 |
21.017293296999995 |
20.019959999999998 |
¥-5.9万 |
-4.77% |
回到中轨 |
| 32 |
2023-06-07 |
2023-06-12 |
21.858385548999994 |
22.48749 |
¥3.3万 |
+2.85% |
回到中轨 |
| 33 |
2023-07-19 |
2023-09-28 |
16.52145495 |
14.785200000000001 |
¥-12.7万 |
-10.54% |
回到中轨 |
| 34 |
2023-10-20 |
2023-11-10 |
14.21846426 |
14.20578 |
¥-1,290 |
-0.12% |
回到中轨 |
| 35 |
2023-12-06 |
2023-12-28 |
13.587645070999997 |
13.366620000000001 |
¥-1.8万 |
-1.66% |
回到中轨 |
| 36 |
2024-02-05 |
2024-02-07 |
13.707801106999998 |
14.455530000000003 |
¥5.7万 |
+5.42% |
回到中轨 |
| 37 |
2024-04-10 |
2024-05-08 |
14.458776332 |
14.345640000000001 |
¥-9,066 |
-0.81% |
回到中轨 |
| 38 |
2024-07-09 |
2024-07-19 |
13.177111948 |
13.416569999999998 |
¥2.0万 |
+1.79% |
回到中轨 |
| 39 |
2024-08-15 |
2024-09-25 |
13.036929906 |
12.567420000000002 |
¥-4.1万 |
-3.63% |
回到中轨 |
| 40 |
2024-11-25 |
2024-12-31 |
13.547593059 |
12.957030000000001 |
¥-4.8万 |
-4.39% |
回到中轨 |
| 41 |
2025-01-03 |
2025-02-10 |
12.386084710999999 |
12.3876 |
¥-186 |
-0.02% |
回到中轨 |
| 42 |
2025-04-08 |
2025-05-07 |
11.134459335999999 |
11.758229999999998 |
¥5.8万 |
+5.57% |
回到中轨 |
| 43 |
2025-06-20 |
2025-06-25 |
11.524966452999998 |
11.6883 |
¥1.5万 |
+1.39% |
回到中轨 |
| 44 |
2026-06-10 |
2026-06-23 |
23.096927 |
25.024950000000004 |
¥9.1万 |
+8.32% |
回到中轨 |
| 45 |
2026-07-08 |
2026-07-24 |
20.626786179999996 |
21.0789 |
¥2.6万 |
+2.16% |
回到中轨 |
| 46 |
2026-08-21 |
2026-10-26 |
19.945901976 |
17.69229 |
¥-13.9万 |
-11.33% |
回到中轨 |
逐笔成交记录（共 92 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-06 |
跌破下轨 |
买入 |
11.361349999999998 |
87300.0 |
¥99.2万 |
|
| 2015-02-27 |
回到中轨 |
卖出 |
12.21777 |
87300.0 |
¥1.07M |
|
| 2015-06-23 |
跌破下轨 |
买入 |
15.865849999999996 |
67500.0 |
¥1.07M |
|
| 2015-07-20 |
回到中轨 |
卖出 |
15.4845 |
67500.0 |
¥1.04M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
10.3103 |
91600.0 |
¥94.5万 |
|
| 2015-09-17 |
回到中轨 |
卖出 |
11.47851 |
91600.0 |
¥1.05M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
11.641629999999997 |
99100.0 |
¥1.15M |
|
| 2015-12-21 |
回到中轨 |
卖出 |
11.89809 |
99100.0 |
¥1.18M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
10.570559999999999 |
108100.0 |
¥1.14M |
|
| 2016-02-23 |
回到中轨 |
卖出 |
9.13086 |
108100.0 |
¥98.7万 |
|
| 2016-04-22 |
跌破下轨 |
买入 |
8.798789999999999 |
115900.0 |
¥1.02M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
8.47152 |
115900.0 |
¥98.2万 |
|
| 2016-09-19 |
跌破下轨 |
买入 |
8.83883 |
111200.0 |
¥98.3万 |
|
| 2016-10-18 |
回到中轨 |
卖出 |
8.82 |
111200.0 |
¥98.0万 |
|
| 2017-05-09 |
跌破下轨 |
买入 |
10.130119999999998 |
96000.0 |
¥97.3万 |
|
| 2017-06-22 |
回到中轨 |
卖出 |
9.85014 |
96000.0 |
¥94.5万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
9.55955 |
99200.0 |
¥94.9万 |
|
| 2017-07-24 |
回到中轨 |
卖出 |
10.23975 |
99200.0 |
¥1.02M |
|
| 2018-02-02 |
跌破下轨 |
买入 |
9.5095 |
106600.0 |
¥1.01M |
|
| 2018-03-07 |
回到中轨 |
卖出 |
9.12087 |
106600.0 |
¥97.2万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
8.618609999999999 |
111700.0 |
¥96.3万 |
|
| 2018-05-16 |
回到中轨 |
卖出 |
8.14185 |
111700.0 |
¥90.9万 |
|
| 2018-06-01 |
跌破下轨 |
买入 |
7.78778 |
117800.0 |
¥91.8万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
6.84315 |
117800.0 |
¥80.6万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
6.526519999999999 |
123900.0 |
¥80.9万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
7.002989999999999 |
123900.0 |
¥86.7万 |
|
| 2018-11-26 |
跌破下轨 |
买入 |
6.726719999999999 |
129400.0 |
¥87.1万 |
|
| 2018-12-04 |
回到中轨 |
卖出 |
6.993 |
129400.0 |
¥90.5万 |
|
| 2019-04-26 |
跌破下轨 |
买入 |
7.987979999999999 |
112900.0 |
¥90.2万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
7.2127799999999995 |
112900.0 |
¥81.4万 |
|
| 2019-07-09 |
跌破下轨 |
买入 |
6.936929999999999 |
117700.0 |
¥81.7万 |
|
| 2019-07-30 |
回到中轨 |
卖出 |
7.01298 |
117700.0 |
¥82.5万 |
|
| 2019-08-07 |
跌破下轨 |
买入 |
6.636629999999999 |
124300.0 |
¥82.5万 |
|
| 2019-08-30 |
回到中轨 |
卖出 |
6.71328 |
124300.0 |
¥83.4万 |
|
| 2019-11-14 |
跌破下轨 |
买入 |
6.366359999999999 |
130600.0 |
¥83.2万 |
|
| 2019-11-26 |
回到中轨 |
卖出 |
6.5234700000000005 |
130600.0 |
¥85.2万 |
|
| 2020-01-23 |
跌破下轨 |
买入 |
6.5 |
130700.0 |
¥85.0万 |
|
| 2020-02-14 |
回到中轨 |
卖出 |
6.28371 |
130700.0 |
¥82.1万 |
|
| 2020-05-22 |
跌破下轨 |
买入 |
7.177169999999999 |
114300.0 |
¥82.1万 |
|
| 2020-07-02 |
回到中轨 |
卖出 |
6.993 |
114300.0 |
¥79.9万 |
|
| 2020-08-26 |
跌破下轨 |
买入 |
8.118109999999998 |
98500.0 |
¥80.0万 |
|
| 2020-09-14 |
回到中轨 |
卖出 |
8.47152 |
98500.0 |
¥83.4万 |
|
| 2020-12-14 |
跌破下轨 |
买入 |
8.03803 |
104000.0 |
¥83.6万 |
|
| 2020-12-16 |
回到中轨 |
卖出 |
8.50149 |
104000.0 |
¥88.4万 |
|
| 2021-03-05 |
跌破下轨 |
买入 |
11.131119999999997 |
77100.0 |
¥85.8万 |
|
| 2021-03-23 |
回到中轨 |
卖出 |
11.788200000000002 |
77100.0 |
¥90.9万 |
|
| 2021-04-14 |
跌破下轨 |
买入 |
10.72071 |
86900.0 |
¥93.2万 |
|
| 2021-04-19 |
回到中轨 |
卖出 |
11.278709999999998 |
86900.0 |
¥98.0万 |
|
| 2021-06-17 |
跌破下轨 |
买入 |
11.111099999999999 |
88300.0 |
¥98.1万 |
|
| 2021-06-25 |
回到中轨 |
卖出 |
12.24774 |
88300.0 |
¥1.08M |
|
| 2021-10-11 |
跌破下轨 |
买入 |
21.881859999999996 |
49400.0 |
¥1.08M |
|
| 2021-10-21 |
回到中轨 |
卖出 |
24.30567 |
49400.0 |
¥1.20M |
|
| 2021-12-27 |
跌破下轨 |
买入 |
21.081059999999997 |
56800.0 |
¥1.20M |
|
| 2022-02-09 |
回到中轨 |
卖出 |
19.5804 |
56800.0 |
¥1.11M |
|
| 2022-04-27 |
跌破下轨 |
买入 |
17.817800000000002 |
61700.0 |
¥1.10M |
|
| 2022-05-12 |
回到中轨 |
卖出 |
19.0809 |
61700.0 |
¥1.18M |
|
| 2022-09-16 |
跌破下轨 |
买入 |
23.15313 |
50800.0 |
¥1.18M |
|
| 2022-10-17 |
回到中轨 |
卖出 |
22.557419999999997 |
50800.0 |
¥1.15M |
|
| 2022-10-31 |
跌破下轨 |
买入 |
20.6206 |
55900.0 |
¥1.15M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
21.978000000000005 |
55900.0 |
¥1.23M |
|
| 2022-12-09 |
跌破下轨 |
买入 |
21.010989999999996 |
58900.0 |
¥1.24M |
|
| 2023-01-04 |
回到中轨 |
卖出 |
20.019959999999998 |
58900.0 |
¥1.18M |
|
| 2023-06-07 |
跌破下轨 |
买入 |
21.851829999999996 |
53700.0 |
¥1.17M |
|
| 2023-06-12 |
回到中轨 |
卖出 |
22.48749 |
53700.0 |
¥1.21M |
|
| 2023-07-19 |
跌破下轨 |
买入 |
16.516499999999997 |
72900.0 |
¥1.20M |
|
| 2023-09-28 |
回到中轨 |
卖出 |
14.785200000000001 |
72900.0 |
¥1.08M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
14.214199999999998 |
76100.0 |
¥1.08M |
|
| 2023-11-10 |
回到中轨 |
卖出 |
14.20578 |
76100.0 |
¥1.08M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
13.583569999999998 |
79700.0 |
¥1.08M |
|
| 2023-12-28 |
回到中轨 |
卖出 |
13.366620000000001 |
79700.0 |
¥1.07M |
|
| 2024-02-05 |
跌破下轨 |
买入 |
13.703689999999996 |
77200.0 |
¥1.06M |
|
| 2024-02-07 |
回到中轨 |
卖出 |
14.455530000000003 |
77200.0 |
¥1.12M |
|
| 2024-04-10 |
跌破下轨 |
买入 |
14.454439999999998 |
77200.0 |
¥1.12M |
|
| 2024-05-08 |
回到中轨 |
卖出 |
14.345640000000001 |
77200.0 |
¥1.11M |
|
| 2024-07-09 |
跌破下轨 |
买入 |
13.17316 |
84600.0 |
¥1.11M |
|
| 2024-07-19 |
回到中轨 |
卖出 |
13.416569999999998 |
84600.0 |
¥1.13M |
|
| 2024-08-15 |
跌破下轨 |
买入 |
13.033019999999999 |
87100.0 |
¥1.14M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
12.567420000000002 |
87100.0 |
¥1.09M |
|
| 2024-11-25 |
跌破下轨 |
买入 |
13.543529999999999 |
80600.0 |
¥1.09M |
|
| 2024-12-31 |
回到中轨 |
卖出 |
12.957030000000001 |
80600.0 |
¥1.04M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
12.382369999999998 |
84300.0 |
¥1.04M |
|
| 2025-02-10 |
回到中轨 |
卖出 |
12.3876 |
84300.0 |
¥1.04M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
11.131119999999997 |
93700.0 |
¥1.04M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
11.758229999999998 |
93700.0 |
¥1.10M |
|
| 2025-06-20 |
跌破下轨 |
买入 |
11.52151 |
95600.0 |
¥1.10M |
|
| 2025-06-25 |
回到中轨 |
卖出 |
11.6883 |
95600.0 |
¥1.12M |
|
| 2026-06-10 |
跌破下轨 |
买入 |
23.09 |
47400.0 |
¥1.09M |
|
| 2026-06-23 |
回到中轨 |
卖出 |
25.024950000000004 |
47400.0 |
¥1.19M |
|
| 2026-07-08 |
跌破下轨 |
买入 |
20.620599999999996 |
58500.0 |
¥1.21M |
|
| 2026-07-24 |
回到中轨 |
卖出 |
21.0789 |
58500.0 |
¥1.23M |
|
| 2026-08-21 |
跌破下轨 |
买入 |
19.93992 |
61400.0 |
¥1.22M |
|
| 2026-10-26 |
回到中轨 |
卖出 |
17.69229 |
61400.0 |
¥1.09M |
|