600111 包钢稀土 — 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: ¥1.79M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +79.04%）
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 44 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 |
2015-05-12 |
2015-06-08 |
21.537969453 |
24.994979999999995 |
¥15.6万 |
+16.02% |
回到中轨 |
| 2 |
2015-06-19 |
2015-07-22 |
22.188814647999997 |
16.20378 |
¥-30.8万 |
-27.00% |
回到中轨 |
| 3 |
2015-12-01 |
2015-12-18 |
13.888035160999998 |
14.30568 |
¥2.5万 |
+2.98% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-17 |
12.225876663 |
11.938049999999999 |
¥-2.0万 |
-2.38% |
回到中轨 |
| 5 |
2016-05-10 |
2016-05-20 |
12.175811647999996 |
13.336649999999999 |
¥8.0万 |
+9.50% |
回到中轨 |
| 6 |
2016-08-02 |
2016-08-17 |
13.157085941999998 |
13.786200000000001 |
¥4.4万 |
+4.75% |
回到中轨 |
| 7 |
2016-09-14 |
2016-10-19 |
12.526266753 |
12.73725 |
¥1.6万 |
+1.65% |
回到中轨 |
| 8 |
2016-12-05 |
2017-02-03 |
12.676461797999998 |
12.44754 |
¥-1.8万 |
-1.84% |
回到中轨 |
| 9 |
2017-03-27 |
2017-04-14 |
12.41612372 |
12.57741 |
¥1.2万 |
+1.27% |
回到中轨 |
| 10 |
2017-04-25 |
2017-06-08 |
11.284654380999998 |
11.02896 |
¥-2.3万 |
-2.30% |
回到中轨 |
| 11 |
2017-09-26 |
2017-11-14 |
15.960726781999997 |
14.81517 |
¥-6.9万 |
-7.21% |
回到中轨 |
| 12 |
2017-11-20 |
2017-11-29 |
13.197137953999999 |
14.085899999999999 |
¥6.0万 |
+6.70% |
回到中轨 |
| 13 |
2018-02-01 |
2018-03-01 |
13.457476031999999 |
12.89709 |
¥-4.0万 |
-4.19% |
回到中轨 |
| 14 |
2018-03-26 |
2018-04-10 |
11.865408554999998 |
13.346639999999999 |
¥11.2万 |
+12.45% |
回到中轨 |
| 15 |
2018-05-28 |
2018-06-15 |
12.165798644999999 |
12.13785 |
¥-2,663 |
-0.26% |
回到中轨 |
| 16 |
2018-06-20 |
2018-07-24 |
11.234589365999998 |
10.96 |
¥-2.5万 |
-2.47% |
回到中轨 |
| 17 |
2018-09-12 |
2018-09-25 |
9.322105793 |
9.870120000000002 |
¥5.8万 |
+5.85% |
回到中轨 |
| 18 |
2018-11-28 |
2019-01-08 |
9.632508885999997 |
9.1908 |
¥-4.9万 |
-4.61% |
回到中轨 |
| 19 |
2019-04-29 |
2019-05-17 |
10.743952218999999 |
11.878110000000001 |
¥10.4万 |
+10.52% |
回到中轨 |
| 20 |
2019-09-26 |
2019-11-21 |
11.144472339 |
10.06992 |
¥-10.7万 |
-9.67% |
回到中轨 |
| 21 |
2020-02-03 |
2020-02-19 |
9.132739 |
10.1898 |
¥10.4万 |
+11.54% |
回到中轨 |
| 22 |
2020-04-29 |
2020-05-06 |
8.631208586 |
9.03 |
¥5.1万 |
+4.59% |
回到中轨 |
| 23 |
2020-11-02 |
2020-11-04 |
10.073081018 |
10.989 |
¥10.5万 |
+9.06% |
回到中轨 |
| 24 |
2021-03-24 |
2021-04-08 |
18.463977532 |
19.82016 |
¥9.2万 |
+7.31% |
回到中轨 |
| 25 |
2021-05-25 |
2021-06-01 |
19.074770714999996 |
21.688290000000002 |
¥18.5万 |
+13.67% |
回到中轨 |
| 26 |
2021-09-28 |
2021-10-22 |
44.047200196999995 |
49.3506 |
¥18.4万 |
+12.01% |
回到中轨 |
| 27 |
2021-12-27 |
2022-02-10 |
44.22743425099999 |
42.957 |
¥-5.0万 |
-2.90% |
回到中轨 |
| 28 |
2022-04-12 |
2022-05-12 |
35.035497496999994 |
33.2667 |
¥-8.5万 |
-5.08% |
回到中轨 |
| 29 |
2022-08-03 |
2022-08-08 |
29.688553894999995 |
32.82714 |
¥16.7万 |
+10.54% |
回到中轨 |
| 30 |
2022-09-19 |
2022-09-22 |
28.837448639999998 |
29.870099999999997 |
¥6.2万 |
+3.55% |
回到中轨 |
| 31 |
2022-09-27 |
2022-11-02 |
28.086473414999997 |
26.673299999999998 |
¥-9.2万 |
-5.06% |
回到中轨 |
| 32 |
2022-12-23 |
2023-01-09 |
24.692065397999997 |
26.54343 |
¥12.8万 |
+7.47% |
回到中轨 |
| 33 |
2023-03-07 |
2023-04-04 |
27.495706238 |
26.493479999999998 |
¥-6.8万 |
-3.67% |
回到中轨 |
| 34 |
2023-04-24 |
2023-06-16 |
25.503118640999997 |
24.22575 |
¥-9.0万 |
-5.04% |
回到中轨 |
| 35 |
2023-08-22 |
2023-09-19 |
23.089984917999995 |
22.42755 |
¥-4.9万 |
-2.90% |
回到中轨 |
| 36 |
2023-10-19 |
2023-11-07 |
21.107410323999996 |
21.45852 |
¥2.7万 |
+1.63% |
回到中轨 |
| 37 |
2023-11-27 |
2023-12-29 |
20.396487111 |
19.39059 |
¥-8.3万 |
-4.96% |
回到中轨 |
| 38 |
2024-01-23 |
2024-02-08 |
17.052144109 |
19.21077 |
¥20.1万 |
+12.63% |
回到中轨 |
| 39 |
2024-06-04 |
2024-07-02 |
18.423925519999994 |
17.87211 |
¥-5.4万 |
-3.02% |
回到中轨 |
| 40 |
2024-08-26 |
2024-09-04 |
16.311181887 |
16.91307 |
¥6.4万 |
+3.66% |
回到中轨 |
| 41 |
2024-12-16 |
2025-01-15 |
22.376711 |
22.05792 |
¥-2.6万 |
-1.45% |
回到中轨 |
| 42 |
2025-11-13 |
2025-12-02 |
45.559163649999995 |
47.4525 |
¥7.3万 |
+4.12% |
回到中轨 |
| 43 |
2026-07-10 |
2026-08-05 |
42.224833651000004 |
41.5584 |
¥-2.9万 |
-1.61% |
回到中轨 |
| 44 |
2026-09-15 |
2026-10-26 |
37.14824113 |
36.48348 |
¥-3.3万 |
-1.82% |
回到中轨 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-12 |
跌破下轨 |
买入 |
21.53151 |
45300.0 |
¥97.6万 |
|
| 2015-06-08 |
回到中轨 |
卖出 |
24.994979999999995 |
45300.0 |
¥1.13M |
|
| 2015-06-19 |
跌破下轨 |
买入 |
22.182159999999996 |
51400.0 |
¥1.14M |
|
| 2015-07-22 |
回到中轨 |
卖出 |
16.20378 |
51400.0 |
¥83.3万 |
|
| 2015-12-01 |
跌破下轨 |
买入 |
13.883869999999998 |
60900.0 |
¥84.6万 |
|
| 2015-12-18 |
回到中轨 |
卖出 |
14.30568 |
60900.0 |
¥87.1万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
12.222209999999999 |
68700.0 |
¥84.0万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
11.938049999999999 |
68700.0 |
¥82.0万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
12.172159999999998 |
69300.0 |
¥84.4万 |
|
| 2016-05-20 |
回到中轨 |
卖出 |
13.336649999999999 |
69300.0 |
¥92.4万 |
|
| 2016-08-02 |
跌破下轨 |
买入 |
13.153139999999999 |
70700.0 |
¥93.0万 |
|
| 2016-08-17 |
回到中轨 |
卖出 |
13.786200000000001 |
70700.0 |
¥97.4万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
12.522509999999999 |
77300.0 |
¥96.8万 |
|
| 2016-10-19 |
回到中轨 |
卖出 |
12.73725 |
77300.0 |
¥98.4万 |
|
| 2016-12-05 |
跌破下轨 |
买入 |
12.672659999999999 |
77600.0 |
¥98.4万 |
|
| 2017-02-03 |
回到中轨 |
卖出 |
12.44754 |
77600.0 |
¥96.6万 |
|
| 2017-03-27 |
跌破下轨 |
买入 |
12.4124 |
78100.0 |
¥97.0万 |
|
| 2017-04-14 |
回到中轨 |
卖出 |
12.57741 |
78100.0 |
¥98.2万 |
|
| 2017-04-25 |
跌破下轨 |
买入 |
11.281269999999997 |
87200.0 |
¥98.4万 |
|
| 2017-06-08 |
回到中轨 |
卖出 |
11.02896 |
87200.0 |
¥96.1万 |
|
| 2017-09-26 |
跌破下轨 |
买入 |
15.955939999999996 |
60400.0 |
¥96.4万 |
|
| 2017-11-14 |
回到中轨 |
卖出 |
14.81517 |
60400.0 |
¥89.5万 |
|
| 2017-11-20 |
跌破下轨 |
买入 |
13.193179999999998 |
67900.0 |
¥89.6万 |
|
| 2017-11-29 |
回到中轨 |
卖出 |
14.085899999999999 |
67900.0 |
¥95.6万 |
|
| 2018-02-01 |
跌破下轨 |
买入 |
13.453439999999999 |
70900.0 |
¥95.4万 |
|
| 2018-03-01 |
回到中轨 |
卖出 |
12.89709 |
70900.0 |
¥91.4万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
11.861849999999999 |
75600.0 |
¥89.7万 |
|
| 2018-04-10 |
回到中轨 |
卖出 |
13.346639999999999 |
75600.0 |
¥1.01M |
|
| 2018-05-28 |
跌破下轨 |
买入 |
12.162149999999999 |
84300.0 |
¥1.03M |
|
| 2018-06-15 |
回到中轨 |
卖出 |
12.13785 |
84300.0 |
¥1.02M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
11.231219999999999 |
89000.0 |
¥100.0万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
10.96 |
89000.0 |
¥97.5万 |
|
| 2018-09-12 |
跌破下轨 |
买入 |
9.31931 |
106800.0 |
¥99.6万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
9.870120000000002 |
106800.0 |
¥1.05M |
|
| 2018-11-28 |
跌破下轨 |
买入 |
9.629619999999997 |
109700.0 |
¥1.06M |
|
| 2019-01-08 |
回到中轨 |
卖出 |
9.1908 |
109700.0 |
¥1.01M |
|
| 2019-04-29 |
跌破下轨 |
买入 |
10.74073 |
91700.0 |
¥98.5万 |
|
| 2019-05-17 |
回到中轨 |
卖出 |
11.878110000000001 |
91700.0 |
¥1.09M |
|
| 2019-09-26 |
跌破下轨 |
买入 |
11.14113 |
99500.0 |
¥1.11M |
|
| 2019-11-21 |
回到中轨 |
卖出 |
10.06992 |
99500.0 |
¥1.00M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
9.13 |
98900.0 |
¥90.3万 |
|
| 2020-02-19 |
回到中轨 |
卖出 |
10.1898 |
98900.0 |
¥1.01M |
|
| 2020-04-29 |
跌破下轨 |
买入 |
8.628619999999998 |
128200.0 |
¥1.11M |
|
| 2020-05-06 |
回到中轨 |
卖出 |
9.03 |
128200.0 |
¥1.16M |
|
| 2020-11-02 |
跌破下轨 |
买入 |
10.070060000000002 |
114900.0 |
¥1.16M |
|
| 2020-11-04 |
回到中轨 |
卖出 |
10.989 |
114900.0 |
¥1.26M |
|
| 2021-03-24 |
跌破下轨 |
买入 |
18.45844 |
68300.0 |
¥1.26M |
|
| 2021-04-08 |
回到中轨 |
卖出 |
19.82016 |
68300.0 |
¥1.35M |
|
| 2021-05-25 |
跌破下轨 |
买入 |
19.069049999999997 |
70900.0 |
¥1.35M |
|
| 2021-06-01 |
回到中轨 |
卖出 |
21.688290000000002 |
70900.0 |
¥1.54M |
|
| 2021-09-28 |
跌破下轨 |
买入 |
44.033989999999996 |
34800.0 |
¥1.53M |
|
| 2021-10-22 |
回到中轨 |
卖出 |
49.3506 |
34800.0 |
¥1.72M |
|
| 2021-12-27 |
跌破下轨 |
买入 |
44.214169999999996 |
38900.0 |
¥1.72M |
|
| 2022-02-10 |
回到中轨 |
卖出 |
42.957 |
38900.0 |
¥1.67M |
|
| 2022-04-12 |
跌破下轨 |
买入 |
35.024989999999995 |
47700.0 |
¥1.67M |
|
| 2022-05-12 |
回到中轨 |
卖出 |
33.2667 |
47700.0 |
¥1.59M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
29.679649999999995 |
53500.0 |
¥1.59M |
|
| 2022-08-08 |
回到中轨 |
卖出 |
32.82714 |
53500.0 |
¥1.76M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
28.828799999999998 |
60900.0 |
¥1.76M |
|
| 2022-09-22 |
回到中轨 |
卖出 |
29.870099999999997 |
60900.0 |
¥1.82M |
|
| 2022-09-27 |
跌破下轨 |
买入 |
28.078049999999998 |
64600.0 |
¥1.81M |
|
| 2022-11-02 |
回到中轨 |
卖出 |
26.673299999999998 |
64600.0 |
¥1.72M |
|
| 2022-12-23 |
跌破下轨 |
买入 |
24.684659999999997 |
69400.0 |
¥1.71M |
|
| 2023-01-09 |
回到中轨 |
卖出 |
26.54343 |
69400.0 |
¥1.84M |
|
| 2023-03-07 |
跌破下轨 |
买入 |
27.48746 |
67300.0 |
¥1.85M |
|
| 2023-04-04 |
回到中轨 |
卖出 |
26.493479999999998 |
67300.0 |
¥1.78M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
25.495469999999997 |
70000.0 |
¥1.79M |
|
| 2023-06-16 |
回到中轨 |
卖出 |
24.22575 |
70000.0 |
¥1.70M |
|
| 2023-08-22 |
跌破下轨 |
买入 |
23.083059999999996 |
73500.0 |
¥1.70M |
|
| 2023-09-19 |
回到中轨 |
卖出 |
22.42755 |
73500.0 |
¥1.65M |
|
| 2023-10-19 |
跌破下轨 |
买入 |
21.101079999999996 |
77800.0 |
¥1.64M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
21.45852 |
77800.0 |
¥1.67M |
|
| 2023-11-27 |
跌破下轨 |
买入 |
20.390369999999997 |
81900.0 |
¥1.67M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
19.39059 |
81900.0 |
¥1.59M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
17.04703 |
93300.0 |
¥1.59M |
|
| 2024-02-08 |
回到中轨 |
卖出 |
19.21077 |
93300.0 |
¥1.79M |
|
| 2024-06-04 |
跌破下轨 |
买入 |
18.418399999999995 |
97200.0 |
¥1.79M |
|
| 2024-07-02 |
回到中轨 |
卖出 |
17.87211 |
97200.0 |
¥1.74M |
|
| 2024-08-26 |
跌破下轨 |
买入 |
16.306289999999997 |
106600.0 |
¥1.74M |
|
| 2024-09-04 |
回到中轨 |
卖出 |
16.91307 |
106600.0 |
¥1.80M |
|
| 2024-12-16 |
跌破下轨 |
买入 |
22.37 |
80400.0 |
¥1.80M |
|
| 2025-01-15 |
回到中轨 |
卖出 |
22.05792 |
80400.0 |
¥1.77M |
|
| 2025-11-13 |
跌破下轨 |
买入 |
45.5455 |
38900.0 |
¥1.77M |
|
| 2025-12-02 |
回到中轨 |
卖出 |
47.4525 |
38900.0 |
¥1.85M |
|
| 2026-07-10 |
跌破下轨 |
买入 |
42.21217 |
42900.0 |
¥1.81M |
|
| 2026-08-05 |
回到中轨 |
卖出 |
41.5584 |
42900.0 |
¥1.78M |
|
| 2026-09-15 |
跌破下轨 |
买入 |
37.1371 |
48900.0 |
¥1.82M |
|
| 2026-10-26 |
回到中轨 |
卖出 |
36.48348 |
48900.0 |
¥1.78M |
|