600115 东方航空 — 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: ¥2.42M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +141.55%）
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 43 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 |
2015-02-09 |
2015-02-25 |
4.6059813799999985 |
5.48451 |
¥18.9万 |
+19.04% |
回到中轨 |
| 2 |
2015-07-07 |
2015-07-21 |
8.160597444999999 |
10.379610000000001 |
¥29.7万 |
+27.15% |
回到中轨 |
| 3 |
2015-08-24 |
2015-09-23 |
8.961637684999998 |
7.632359999999999 |
¥-20.9万 |
-14.86% |
回到中轨 |
| 4 |
2015-11-30 |
2015-12-21 |
7.189336153999998 |
7.78 |
¥10.3万 |
+8.18% |
回到中轨 |
| 5 |
2016-01-05 |
2016-01-12 |
6.798829037 |
7.812180000000001 |
¥19.9万 |
+14.87% |
回到中轨 |
| 6 |
2016-01-28 |
2016-02-18 |
6.20806186 |
6.56343 |
¥8.8万 |
+5.69% |
回到中轨 |
| 7 |
2016-08-31 |
2016-10-17 |
6.568529967999999 |
6.38361 |
¥-4.7万 |
-2.84% |
回到中轨 |
| 8 |
2016-12-15 |
2016-12-22 |
6.238100869 |
7.01 |
¥19.7万 |
+12.34% |
回到中轨 |
| 9 |
2017-04-25 |
2017-05-26 |
6.768790027999999 |
6.6933 |
¥-2.1万 |
-1.14% |
回到中轨 |
| 10 |
2017-07-12 |
2017-07-20 |
6.6185949829999995 |
6.853140000000001 |
¥6.3万 |
+3.51% |
回到中轨 |
| 11 |
2017-09-22 |
2017-10-27 |
6.788816033999999 |
6.75324 |
¥-1.0万 |
-0.55% |
回到中轨 |
| 12 |
2018-04-23 |
2018-04-27 |
6.468399937999999 |
6.95 |
¥13.5万 |
+7.41% |
回到中轨 |
| 13 |
2018-06-26 |
2018-08-28 |
6.638620989 |
5.57442 |
¥-30.8万 |
-16.06% |
回到中轨 |
| 14 |
2019-06-11 |
2019-06-20 |
5.767489727999999 |
6.05394 |
¥8.2万 |
+4.94% |
回到中轨 |
| 15 |
2019-08-02 |
2019-09-03 |
5.627307685999999 |
5.13486 |
¥-15.1万 |
-8.78% |
回到中轨 |
| 16 |
2020-01-22 |
2020-02-21 |
5.176722551 |
5.024970000000001 |
¥-4.7万 |
-2.96% |
回到中轨 |
| 17 |
2020-03-18 |
2020-04-10 |
4.385695313999999 |
4.28571 |
¥-3.6万 |
-2.31% |
回到中轨 |
| 18 |
2020-10-28 |
2020-11-11 |
4.766189427999999 |
4.8551400000000005 |
¥2.8万 |
+1.84% |
回到中轨 |
| 19 |
2020-12-15 |
2021-01-14 |
4.741422 |
4.57542 |
¥-5.5万 |
-3.53% |
回到中轨 |
| 20 |
2021-05-06 |
2021-05-19 |
5.186735553999999 |
5.52447 |
¥9.6万 |
+6.48% |
回到中轨 |
| 21 |
2021-07-05 |
2021-07-20 |
5.036540508999999 |
4.995 |
¥-1.4万 |
-0.85% |
回到中轨 |
| 22 |
2021-07-29 |
2021-08-18 |
4.70611141 |
4.71528 |
¥2,591 |
+0.16% |
回到中轨 |
| 23 |
2021-11-30 |
2021-12-08 |
4.656046395 |
4.83516 |
¥6.0万 |
+3.82% |
回到中轨 |
| 24 |
2022-03-09 |
2022-03-21 |
5.186735553999999 |
5.4945 |
¥9.7万 |
+5.90% |
回到中轨 |
| 25 |
2022-04-27 |
2022-05-17 |
4.445773332 |
4.6353599999999995 |
¥7.3万 |
+4.23% |
回到中轨 |
| 26 |
2022-08-02 |
2022-08-23 |
4.836280448999999 |
4.83516 |
¥-955 |
-0.05% |
回到中轨 |
| 27 |
2023-05-25 |
2023-06-12 |
4.7461634219999995 |
4.75524 |
¥2,912 |
+0.16% |
回到中轨 |
| 28 |
2023-08-16 |
2023-09-13 |
4.646033391999999 |
4.4855100000000006 |
¥-6.3万 |
-3.48% |
回到中轨 |
| 29 |
2023-10-18 |
2023-10-30 |
4.175422251 |
4.275720000000001 |
¥4.1万 |
+2.37% |
回到中轨 |
| 30 |
2023-12-04 |
2024-01-16 |
4.085305223999999 |
3.80619 |
¥-12.3万 |
-6.86% |
回到中轨 |
| 31 |
2024-04-09 |
2024-04-24 |
3.5345900589999997 |
3.5964 |
¥2.9万 |
+1.72% |
回到中轨 |
| 32 |
2024-06-26 |
2024-06-27 |
3.8950581669999993 |
3.94605 |
¥2.2万 |
+1.28% |
回到中轨 |
| 33 |
2024-07-05 |
2024-07-12 |
3.8449931519999994 |
3.9060900000000007 |
¥2.7万 |
+1.56% |
回到中轨 |
| 34 |
2024-08-14 |
2024-09-27 |
3.7949281369999994 |
3.80619 |
¥4,646 |
+0.27% |
回到中轨 |
| 35 |
2025-03-24 |
2025-03-26 |
3.6947981069999996 |
3.8161799999999997 |
¥5.7万 |
+3.25% |
回到中轨 |
| 36 |
2025-04-01 |
2025-04-07 |
3.624707086 |
3.6963000000000004 |
¥3.5万 |
+1.94% |
回到中轨 |
| 37 |
2025-04-08 |
2025-04-10 |
3.564629068 |
3.76623 |
¥10.3万 |
+5.62% |
回到中轨 |
| 38 |
2025-07-04 |
2025-07-24 |
3.891167 |
3.8961 |
¥1,881 |
+0.10% |
回到中轨 |
| 39 |
2026-01-29 |
2026-02-05 |
5.417034623 |
6.24375 |
¥29.4万 |
+15.23% |
回到中轨 |
| 40 |
2026-05-18 |
2026-05-26 |
4.065279218 |
4.36 |
¥15.9万 |
+7.22% |
回到中轨 |
| 41 |
2026-08-20 |
2026-09-10 |
3.4544860349999995 |
3.4765200000000003 |
¥1.5万 |
+0.61% |
回到中轨 |
| 42 |
2026-09-15 |
2026-09-24 |
3.374382011 |
3.4265700000000003 |
¥3.7万 |
+1.52% |
回到中轨 |
| 43 |
2026-10-09 |
2026-10-30 |
3.2642389779999994 |
3.2167800000000004 |
¥-3.6万 |
-1.48% |
回到中轨 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-09 |
跌破下轨 |
买入 |
4.604599999999999 |
215200.0 |
¥99.1万 |
|
| 2015-02-25 |
回到中轨 |
卖出 |
5.48451 |
215200.0 |
¥1.18M |
|
| 2015-07-07 |
跌破下轨 |
买入 |
8.15815 |
134000.0 |
¥1.09M |
|
| 2015-07-21 |
回到中轨 |
卖出 |
10.379610000000001 |
134000.0 |
¥1.39M |
|
| 2015-08-24 |
跌破下轨 |
买入 |
8.958949999999998 |
157300.0 |
¥1.41M |
|
| 2015-09-23 |
回到中轨 |
卖出 |
7.632359999999999 |
157300.0 |
¥1.20M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
7.187179999999999 |
175200.0 |
¥1.26M |
|
| 2015-12-21 |
回到中轨 |
卖出 |
7.78 |
175200.0 |
¥1.36M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
6.79679 |
196900.0 |
¥1.34M |
|
| 2016-01-12 |
回到中轨 |
卖出 |
7.812180000000001 |
196900.0 |
¥1.54M |
|
| 2016-01-28 |
跌破下轨 |
买入 |
6.2062 |
248900.0 |
¥1.55M |
|
| 2016-02-18 |
回到中轨 |
卖出 |
6.56343 |
248900.0 |
¥1.63M |
|
| 2016-08-31 |
跌破下轨 |
买入 |
6.566559999999999 |
252700.0 |
¥1.66M |
|
| 2016-10-17 |
回到中轨 |
卖出 |
6.38361 |
252700.0 |
¥1.61M |
|
| 2016-12-15 |
跌破下轨 |
买入 |
6.23623 |
256500.0 |
¥1.60M |
|
| 2016-12-22 |
回到中轨 |
卖出 |
7.01 |
256500.0 |
¥1.80M |
|
| 2017-04-25 |
跌破下轨 |
买入 |
6.766759999999999 |
266600.0 |
¥1.80M |
|
| 2017-05-26 |
回到中轨 |
卖出 |
6.6933 |
266600.0 |
¥1.78M |
|
| 2017-07-12 |
跌破下轨 |
买入 |
6.61661 |
269500.0 |
¥1.78M |
|
| 2017-07-20 |
回到中轨 |
卖出 |
6.853140000000001 |
269500.0 |
¥1.85M |
|
| 2017-09-22 |
跌破下轨 |
买入 |
6.786779999999999 |
273200.0 |
¥1.85M |
|
| 2017-10-27 |
回到中轨 |
卖出 |
6.75324 |
273200.0 |
¥1.84M |
|
| 2018-04-23 |
跌破下轨 |
买入 |
6.46646 |
282100.0 |
¥1.82M |
|
| 2018-04-27 |
回到中轨 |
卖出 |
6.95 |
282100.0 |
¥1.96M |
|
| 2018-06-26 |
跌破下轨 |
买入 |
6.636629999999999 |
289400.0 |
¥1.92M |
|
| 2018-08-28 |
回到中轨 |
卖出 |
5.57442 |
289400.0 |
¥1.61M |
|
| 2019-06-11 |
跌破下轨 |
买入 |
5.765759999999999 |
289300.0 |
¥1.67M |
|
| 2019-06-20 |
回到中轨 |
卖出 |
6.05394 |
289300.0 |
¥1.75M |
|
| 2019-08-02 |
跌破下轨 |
买入 |
5.62562 |
306200.0 |
¥1.72M |
|
| 2019-09-03 |
回到中轨 |
卖出 |
5.13486 |
306200.0 |
¥1.57M |
|
| 2020-01-22 |
跌破下轨 |
买入 |
5.17517 |
306600.0 |
¥1.59M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
5.024970000000001 |
306600.0 |
¥1.54M |
|
| 2020-03-18 |
跌破下轨 |
买入 |
4.384379999999999 |
354700.0 |
¥1.56M |
|
| 2020-04-10 |
回到中轨 |
卖出 |
4.28571 |
354700.0 |
¥1.52M |
|
| 2020-10-28 |
跌破下轨 |
买入 |
4.764759999999999 |
318200.0 |
¥1.52M |
|
| 2020-11-11 |
回到中轨 |
卖出 |
4.8551400000000005 |
318200.0 |
¥1.54M |
|
| 2020-12-15 |
跌破下轨 |
买入 |
4.74 |
326100.0 |
¥1.55M |
|
| 2021-01-14 |
回到中轨 |
卖出 |
4.57542 |
326100.0 |
¥1.49M |
|
| 2021-05-06 |
跌破下轨 |
买入 |
5.185179999999999 |
285700.0 |
¥1.48M |
|
| 2021-05-19 |
回到中轨 |
卖出 |
5.52447 |
285700.0 |
¥1.58M |
|
| 2021-07-05 |
跌破下轨 |
买入 |
5.03503 |
315500.0 |
¥1.59M |
|
| 2021-07-20 |
回到中轨 |
卖出 |
4.995 |
315500.0 |
¥1.58M |
|
| 2021-07-29 |
跌破下轨 |
买入 |
4.7047 |
334100.0 |
¥1.57M |
|
| 2021-08-18 |
回到中轨 |
卖出 |
4.71528 |
334100.0 |
¥1.57M |
|
| 2021-11-30 |
跌破下轨 |
买入 |
4.65465 |
338900.0 |
¥1.58M |
|
| 2021-12-08 |
回到中轨 |
卖出 |
4.83516 |
338900.0 |
¥1.64M |
|
| 2022-03-09 |
跌破下轨 |
买入 |
5.185179999999999 |
316500.0 |
¥1.64M |
|
| 2022-03-21 |
回到中轨 |
卖出 |
5.4945 |
316500.0 |
¥1.74M |
|
| 2022-04-27 |
跌破下轨 |
买入 |
4.44444 |
385900.0 |
¥1.72M |
|
| 2022-05-17 |
回到中轨 |
卖出 |
4.6353599999999995 |
385900.0 |
¥1.79M |
|
| 2022-08-02 |
跌破下轨 |
买入 |
4.834829999999999 |
371400.0 |
¥1.80M |
|
| 2022-08-23 |
回到中轨 |
卖出 |
4.83516 |
371400.0 |
¥1.80M |
|
| 2023-05-25 |
跌破下轨 |
买入 |
4.744739999999999 |
380600.0 |
¥1.81M |
|
| 2023-06-12 |
回到中轨 |
卖出 |
4.75524 |
380600.0 |
¥1.81M |
|
| 2023-08-16 |
跌破下轨 |
买入 |
4.644639999999999 |
389400.0 |
¥1.81M |
|
| 2023-09-13 |
回到中轨 |
卖出 |
4.4855100000000006 |
389400.0 |
¥1.75M |
|
| 2023-10-18 |
跌破下轨 |
买入 |
4.174169999999999 |
418300.0 |
¥1.75M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
4.275720000000001 |
418300.0 |
¥1.79M |
|
| 2023-12-04 |
跌破下轨 |
买入 |
4.084079999999999 |
437600.0 |
¥1.79M |
|
| 2024-01-16 |
回到中轨 |
卖出 |
3.80619 |
437600.0 |
¥1.67M |
|
| 2024-04-09 |
跌破下轨 |
买入 |
3.5335299999999994 |
471200.0 |
¥1.67M |
|
| 2024-04-24 |
回到中轨 |
卖出 |
3.5964 |
471200.0 |
¥1.69M |
|
| 2024-06-26 |
跌破下轨 |
买入 |
3.89389 |
433800.0 |
¥1.69M |
|
| 2024-06-27 |
回到中轨 |
卖出 |
3.94605 |
433800.0 |
¥1.71M |
|
| 2024-07-05 |
跌破下轨 |
买入 |
3.8438399999999993 |
446200.0 |
¥1.72M |
|
| 2024-07-12 |
回到中轨 |
卖出 |
3.9060900000000007 |
446200.0 |
¥1.74M |
|
| 2024-08-14 |
跌破下轨 |
买入 |
3.7937899999999996 |
459100.0 |
¥1.74M |
|
| 2024-09-27 |
回到中轨 |
卖出 |
3.80619 |
459100.0 |
¥1.75M |
|
| 2025-03-24 |
跌破下轨 |
买入 |
3.6936899999999993 |
472800.0 |
¥1.75M |
|
| 2025-03-26 |
回到中轨 |
卖出 |
3.8161799999999997 |
472800.0 |
¥1.80M |
|
| 2025-04-01 |
跌破下轨 |
买入 |
3.62362 |
496200.0 |
¥1.80M |
|
| 2025-04-07 |
回到中轨 |
卖出 |
3.6963000000000004 |
496200.0 |
¥1.83M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
3.56356 |
515800.0 |
¥1.84M |
|
| 2025-04-10 |
回到中轨 |
卖出 |
3.76623 |
515800.0 |
¥1.94M |
|
| 2025-07-04 |
跌破下轨 |
买入 |
3.89 |
499800.0 |
¥1.94M |
|
| 2025-07-24 |
回到中轨 |
卖出 |
3.8961 |
499800.0 |
¥1.95M |
|
| 2026-01-29 |
跌破下轨 |
买入 |
5.41541 |
356800.0 |
¥1.93M |
|
| 2026-02-05 |
回到中轨 |
卖出 |
6.24375 |
356800.0 |
¥2.23M |
|
| 2026-05-18 |
跌破下轨 |
买入 |
4.06406 |
541000.0 |
¥2.20M |
|
| 2026-05-26 |
回到中轨 |
卖出 |
4.36 |
541000.0 |
¥2.36M |
|
| 2026-08-20 |
跌破下轨 |
买入 |
3.4534499999999997 |
693500.0 |
¥2.40M |
|
| 2026-09-10 |
回到中轨 |
卖出 |
3.4765200000000003 |
693500.0 |
¥2.41M |
|
| 2026-09-15 |
跌破下轨 |
买入 |
3.3733699999999995 |
714300.0 |
¥2.41M |
|
| 2026-09-24 |
回到中轨 |
卖出 |
3.4265700000000003 |
714300.0 |
¥2.45M |
|
| 2026-10-09 |
跌破下轨 |
买入 |
3.2632599999999994 |
749600.0 |
¥2.45M |
|
| 2026-10-30 |
回到中轨 |
卖出 |
3.2167800000000004 |
749600.0 |
¥2.41M |
|