600118 中国卫星 — 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: ¥1.33M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +33.29%）
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 48 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 |
2015-06-30 |
2015-07-20 |
52.42808370799999 |
51.957989999999995 |
¥-9,228 |
-0.93% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-25 |
42.632786 |
36.793169999999996 |
¥-12.2万 |
-13.72% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-15 |
36.998046085 |
30.969 |
¥-13.3万 |
-16.32% |
回到中轨 |
| 4 |
2016-04-21 |
2016-06-01 |
33.14303993 |
31.7 |
¥-3.2万 |
-4.38% |
回到中轨 |
| 5 |
2016-08-01 |
2016-08-16 |
33.30999 |
34.94502 |
¥3.4万 |
+4.88% |
回到中轨 |
| 6 |
2016-09-21 |
2016-10-14 |
32.392064704999996 |
32.4675 |
¥1,491 |
+0.20% |
回到中轨 |
| 7 |
2016-12-13 |
2017-01-04 |
31.24056935999999 |
31.81815 |
¥1.3万 |
+1.82% |
回到中轨 |
| 8 |
2017-03-23 |
2017-04-10 |
32.171778638999996 |
32.64732 |
¥1.1万 |
+1.45% |
回到中轨 |
| 9 |
2017-04-25 |
2017-06-07 |
30.980231281999995 |
27.32 |
¥-9.0万 |
-11.84% |
回到中轨 |
| 10 |
2017-07-18 |
2017-07-25 |
25.913651763999997 |
27.462509999999998 |
¥4.0万 |
+5.95% |
回到中轨 |
| 11 |
2017-10-31 |
2017-12-08 |
26.584522964999998 |
26.15382 |
¥-1.2万 |
-1.65% |
回到中轨 |
| 12 |
2018-01-16 |
2018-03-02 |
24.201428251000003 |
20.90907 |
¥-9.5万 |
-13.63% |
回到中轨 |
| 13 |
2018-05-29 |
2018-07-10 |
21.698177501 |
19.32066 |
¥-6.6万 |
-10.98% |
回到中轨 |
| 14 |
2018-08-03 |
2018-08-29 |
18.273730474999997 |
18.17181 |
¥-3,157 |
-0.59% |
回到中轨 |
| 15 |
2018-10-09 |
2018-11-05 |
17.983353387999998 |
16.6833 |
¥-3.9万 |
-7.26% |
回到中轨 |
| 16 |
2019-04-26 |
2019-05-17 |
23.590635067999994 |
23.2767 |
¥-6,739 |
-1.36% |
回到中轨 |
| 17 |
2019-06-10 |
2019-06-24 |
22.018593597 |
22.977 |
¥2.1万 |
+4.32% |
回到中轨 |
| 18 |
2019-08-08 |
2019-08-20 |
21.397787411 |
22.15782 |
¥1.8万 |
+3.52% |
回到中轨 |
| 19 |
2019-09-27 |
2019-11-07 |
21.878411555 |
21.46851 |
¥-1.0万 |
-1.90% |
回到中轨 |
| 20 |
2019-11-12 |
2019-12-05 |
20.536669153 |
20.45 |
¥-2,348 |
-0.45% |
回到中轨 |
| 21 |
2020-06-29 |
2020-07-07 |
30.84004924 |
34.11585 |
¥5.4万 |
+10.59% |
回到中轨 |
| 22 |
2020-10-29 |
2020-11-18 |
31.761245515999992 |
32.4675 |
¥1.2万 |
+2.19% |
回到中轨 |
| 23 |
2020-12-14 |
2020-12-25 |
30.91014026099999 |
31.968 |
¥2.0万 |
+3.39% |
回到中轨 |
| 24 |
2021-02-02 |
2021-02-26 |
31.961505575999997 |
32.1678 |
¥3,697 |
+0.62% |
回到中轨 |
| 25 |
2021-03-11 |
2021-03-30 |
29.358124796 |
30.699270000000006 |
¥2.8万 |
+4.54% |
回到中轨 |
| 26 |
2021-05-06 |
2021-05-26 |
29.077760711999996 |
29.97 |
¥1.9万 |
+3.04% |
回到中轨 |
| 27 |
2021-07-02 |
2021-07-28 |
28.657214586000002 |
27.192780000000003 |
¥-3.3万 |
-5.14% |
回到中轨 |
| 28 |
2021-07-29 |
2021-08-06 |
25.553183655999995 |
26.973 |
¥3.4万 |
+5.52% |
回到中轨 |
| 29 |
2021-10-28 |
2021-11-10 |
25.517653 |
25.974 |
¥1.1万 |
+1.76% |
回到中轨 |
| 30 |
2021-12-27 |
2021-12-30 |
24.762156418999997 |
27.422549999999998 |
¥7.1万 |
+10.71% |
回到中轨 |
| 31 |
2022-03-09 |
2022-05-19 |
23.800908130999996 |
19.10088 |
¥-14.5万 |
-19.77% |
回到中轨 |
| 32 |
2022-07-12 |
2022-07-21 |
19.645511885999998 |
22.20777 |
¥7.7万 |
+13.01% |
回到中轨 |
| 33 |
2022-08-25 |
2022-09-05 |
20.146162035999996 |
22.977 |
¥9.4万 |
+14.02% |
回到中轨 |
| 34 |
2022-09-30 |
2022-10-18 |
19.885823957999996 |
21.22875 |
¥5.1万 |
+6.72% |
回到中轨 |
| 35 |
2022-12-23 |
2023-01-05 |
20.887124258 |
22.197779999999998 |
¥5.0万 |
+6.24% |
回到中轨 |
| 36 |
2023-04-25 |
2023-05-19 |
26.894926057999996 |
27.1728 |
¥8,577 |
+1.00% |
回到中轨 |
| 37 |
2023-08-17 |
2023-09-05 |
26.013781794 |
26.2737 |
¥8,393 |
+0.97% |
回到中轨 |
| 38 |
2023-12-21 |
2024-01-02 |
24.812221433999998 |
25.76 |
¥3.3万 |
+3.79% |
回到中轨 |
| 39 |
2024-01-09 |
2024-01-26 |
24.261506268999995 |
24.4755 |
¥7,749 |
+0.85% |
回到中轨 |
| 40 |
2024-02-05 |
2024-02-08 |
22.138749633 |
24.12585 |
¥8.1万 |
+8.94% |
回到中轨 |
| 41 |
2024-03-28 |
2024-04-02 |
24.571909361999996 |
25.834139999999998 |
¥5.1万 |
+5.11% |
回到中轨 |
| 42 |
2024-04-09 |
2024-04-23 |
24.882312454999997 |
24.915059999999997 |
¥1,069 |
+0.10% |
回到中轨 |
| 43 |
2024-06-17 |
2024-07-29 |
23.270218971999995 |
21.44 |
¥-8.3万 |
-7.89% |
回到中轨 |
| 44 |
2025-01-06 |
2025-02-07 |
25.813521734 |
26.803169999999998 |
¥3.7万 |
+3.80% |
回到中轨 |
| 45 |
2025-04-08 |
2025-04-22 |
23.901038161 |
26.16381 |
¥9.5万 |
+9.43% |
回到中轨 |
| 46 |
2026-06-24 |
2026-06-29 |
71.082308297 |
77.922 |
¥10.4万 |
+9.59% |
回到中轨 |
| 47 |
2026-07-21 |
2026-08-07 |
59.557341843999986 |
65.78415 |
¥12.5万 |
+10.42% |
回到中轨 |
| 48 |
2026-09-29 |
2026-10-30 |
55.952660764 |
55.944 |
¥-600 |
-0.05% |
回到中轨 |
逐笔成交记录（共 96 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
52.41235999999999 |
19000.0 |
¥99.6万 |
|
| 2015-07-20 |
回到中轨 |
卖出 |
51.957989999999995 |
19000.0 |
¥98.7万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
42.62 |
20800.0 |
¥88.7万 |
|
| 2015-09-25 |
回到中轨 |
卖出 |
36.793169999999996 |
20800.0 |
¥76.5万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
36.98695 |
22100.0 |
¥81.8万 |
|
| 2016-02-15 |
回到中轨 |
卖出 |
30.969 |
22100.0 |
¥68.4万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
33.1331 |
21900.0 |
¥72.6万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
31.7 |
21900.0 |
¥69.4万 |
|
| 2016-08-01 |
跌破下轨 |
买入 |
33.3 |
21000.0 |
¥70.0万 |
|
| 2016-08-16 |
回到中轨 |
卖出 |
34.94502 |
21000.0 |
¥73.4万 |
|
| 2016-09-21 |
跌破下轨 |
买入 |
32.382349999999995 |
22700.0 |
¥73.5万 |
|
| 2016-10-14 |
回到中轨 |
卖出 |
32.4675 |
22700.0 |
¥73.7万 |
|
| 2016-12-13 |
跌破下轨 |
买入 |
31.231199999999994 |
23500.0 |
¥73.4万 |
|
| 2017-01-04 |
回到中轨 |
卖出 |
31.81815 |
23500.0 |
¥74.8万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
32.16213 |
23300.0 |
¥75.0万 |
|
| 2017-04-10 |
回到中轨 |
卖出 |
32.64732 |
23300.0 |
¥76.0万 |
|
| 2017-04-25 |
跌破下轨 |
买入 |
30.97094 |
24600.0 |
¥76.2万 |
|
| 2017-06-07 |
回到中轨 |
卖出 |
27.32 |
24600.0 |
¥67.2万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
25.905879999999996 |
25900.0 |
¥67.1万 |
|
| 2017-07-25 |
回到中轨 |
卖出 |
27.462509999999998 |
25900.0 |
¥71.1万 |
|
| 2017-10-31 |
跌破下轨 |
买入 |
26.576549999999997 |
26700.0 |
¥71.0万 |
|
| 2017-12-08 |
回到中轨 |
卖出 |
26.15382 |
26700.0 |
¥69.8万 |
|
| 2018-01-16 |
跌破下轨 |
买入 |
24.19417 |
28800.0 |
¥69.7万 |
|
| 2018-03-02 |
回到中轨 |
卖出 |
20.90907 |
28800.0 |
¥60.2万 |
|
| 2018-05-29 |
跌破下轨 |
买入 |
21.69167 |
27900.0 |
¥60.5万 |
|
| 2018-07-10 |
回到中轨 |
卖出 |
19.32066 |
27900.0 |
¥53.9万 |
|
| 2018-08-03 |
跌破下轨 |
买入 |
18.26825 |
29400.0 |
¥53.7万 |
|
| 2018-08-29 |
回到中轨 |
卖出 |
18.17181 |
29400.0 |
¥53.4万 |
|
| 2018-10-09 |
跌破下轨 |
买入 |
17.97796 |
29800.0 |
¥53.6万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
16.6833 |
29800.0 |
¥49.7万 |
|
| 2019-04-26 |
跌破下轨 |
买入 |
23.583559999999995 |
21000.0 |
¥49.5万 |
|
| 2019-05-17 |
回到中轨 |
卖出 |
23.2767 |
21000.0 |
¥48.9万 |
|
| 2019-06-10 |
跌破下轨 |
买入 |
22.011989999999997 |
22200.0 |
¥48.9万 |
|
| 2019-06-24 |
回到中轨 |
卖出 |
22.977 |
22200.0 |
¥51.0万 |
|
| 2019-08-08 |
跌破下轨 |
买入 |
21.39137 |
23900.0 |
¥51.1万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
22.15782 |
23900.0 |
¥52.9万 |
|
| 2019-09-27 |
跌破下轨 |
买入 |
21.87185 |
24100.0 |
¥52.7万 |
|
| 2019-11-07 |
回到中轨 |
卖出 |
21.46851 |
24100.0 |
¥51.7万 |
|
| 2019-11-12 |
跌破下轨 |
买入 |
20.53051 |
25300.0 |
¥52.0万 |
|
| 2019-12-05 |
回到中轨 |
卖出 |
20.45 |
25300.0 |
¥51.7万 |
|
| 2020-06-29 |
跌破下轨 |
买入 |
30.830799999999996 |
16600.0 |
¥51.2万 |
|
| 2020-07-07 |
回到中轨 |
卖出 |
34.11585 |
16600.0 |
¥56.6万 |
|
| 2020-10-29 |
跌破下轨 |
买入 |
31.751719999999995 |
17700.0 |
¥56.2万 |
|
| 2020-11-18 |
回到中轨 |
卖出 |
32.4675 |
17700.0 |
¥57.5万 |
|
| 2020-12-14 |
跌破下轨 |
买入 |
30.900869999999994 |
18800.0 |
¥58.1万 |
|
| 2020-12-25 |
回到中轨 |
卖出 |
31.968 |
18800.0 |
¥60.1万 |
|
| 2021-02-02 |
跌破下轨 |
买入 |
31.951919999999994 |
18800.0 |
¥60.1万 |
|
| 2021-02-26 |
回到中轨 |
卖出 |
32.1678 |
18800.0 |
¥60.5万 |
|
| 2021-03-11 |
跌破下轨 |
买入 |
29.34932 |
20700.0 |
¥60.8万 |
|
| 2021-03-30 |
回到中轨 |
卖出 |
30.699270000000006 |
20700.0 |
¥63.5万 |
|
| 2021-05-06 |
跌破下轨 |
买入 |
29.069039999999998 |
21600.0 |
¥62.8万 |
|
| 2021-05-26 |
回到中轨 |
卖出 |
29.97 |
21600.0 |
¥64.7万 |
|
| 2021-07-02 |
跌破下轨 |
买入 |
28.64862 |
22700.0 |
¥65.1万 |
|
| 2021-07-28 |
回到中轨 |
卖出 |
27.192780000000003 |
22700.0 |
¥61.7万 |
|
| 2021-07-29 |
跌破下轨 |
买入 |
25.545519999999996 |
24200.0 |
¥61.8万 |
|
| 2021-08-06 |
回到中轨 |
卖出 |
26.973 |
24200.0 |
¥65.3万 |
|
| 2021-10-28 |
跌破下轨 |
买入 |
25.51 |
25600.0 |
¥65.3万 |
|
| 2021-11-10 |
回到中轨 |
卖出 |
25.974 |
25600.0 |
¥66.5万 |
|
| 2021-12-27 |
跌破下轨 |
买入 |
24.75473 |
26700.0 |
¥66.1万 |
|
| 2021-12-30 |
回到中轨 |
卖出 |
27.422549999999998 |
26700.0 |
¥73.2万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
23.79377 |
30900.0 |
¥73.5万 |
|
| 2022-05-19 |
回到中轨 |
卖出 |
19.10088 |
30900.0 |
¥59.0万 |
|
| 2022-07-12 |
跌破下轨 |
买入 |
19.639619999999994 |
30000.0 |
¥58.9万 |
|
| 2022-07-21 |
回到中轨 |
卖出 |
22.20777 |
30000.0 |
¥66.6万 |
|
| 2022-08-25 |
跌破下轨 |
买入 |
20.14012 |
33200.0 |
¥66.9万 |
|
| 2022-09-05 |
回到中轨 |
卖出 |
22.977 |
33200.0 |
¥76.3万 |
|
| 2022-09-30 |
跌破下轨 |
买入 |
19.879859999999997 |
38200.0 |
¥76.0万 |
|
| 2022-10-18 |
回到中轨 |
卖出 |
21.22875 |
38200.0 |
¥81.1万 |
|
| 2022-12-23 |
跌破下轨 |
买入 |
20.88086 |
38500.0 |
¥80.4万 |
|
| 2023-01-05 |
回到中轨 |
卖出 |
22.197779999999998 |
38500.0 |
¥85.4万 |
|
| 2023-04-25 |
跌破下轨 |
买入 |
26.886859999999995 |
31800.0 |
¥85.5万 |
|
| 2023-05-19 |
回到中轨 |
卖出 |
27.1728 |
31800.0 |
¥86.4万 |
|
| 2023-08-17 |
跌破下轨 |
买入 |
26.005979999999997 |
33300.0 |
¥86.6万 |
|
| 2023-09-05 |
回到中轨 |
卖出 |
26.2737 |
33300.0 |
¥87.5万 |
|
| 2023-12-21 |
跌破下轨 |
买入 |
24.804779999999997 |
35200.0 |
¥87.3万 |
|
| 2024-01-02 |
回到中轨 |
卖出 |
25.76 |
35200.0 |
¥90.6万 |
|
| 2024-01-09 |
跌破下轨 |
买入 |
24.254229999999996 |
37500.0 |
¥91.0万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
24.4755 |
37500.0 |
¥91.8万 |
|
| 2024-02-05 |
跌破下轨 |
买入 |
22.132109999999997 |
41100.0 |
¥91.0万 |
|
| 2024-02-08 |
回到中轨 |
卖出 |
24.12585 |
41100.0 |
¥99.1万 |
|
| 2024-03-28 |
跌破下轨 |
买入 |
24.564539999999997 |
40500.0 |
¥99.5万 |
|
| 2024-04-02 |
回到中轨 |
卖出 |
25.834139999999998 |
40500.0 |
¥1.05M |
|
| 2024-04-09 |
跌破下轨 |
买入 |
24.874850000000002 |
42300.0 |
¥1.05M |
|
| 2024-04-23 |
回到中轨 |
卖出 |
24.915059999999997 |
42300.0 |
¥1.05M |
|
| 2024-06-17 |
跌破下轨 |
买入 |
23.263239999999996 |
45100.0 |
¥1.05M |
|
| 2024-07-29 |
回到中轨 |
卖出 |
21.44 |
45100.0 |
¥96.7万 |
|
| 2025-01-06 |
跌破下轨 |
买入 |
25.80578 |
37400.0 |
¥96.5万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
26.803169999999998 |
37400.0 |
¥1.00M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
23.89387 |
42100.0 |
¥1.01M |
|
| 2025-04-22 |
回到中轨 |
卖出 |
26.16381 |
42100.0 |
¥1.10M |
|
| 2026-06-24 |
跌破下轨 |
买入 |
71.06098999999999 |
15300.0 |
¥1.09M |
|
| 2026-06-29 |
回到中轨 |
卖出 |
77.922 |
15300.0 |
¥1.19M |
|
| 2026-07-21 |
跌破下轨 |
买入 |
59.53947999999999 |
20200.0 |
¥1.20M |
|
| 2026-08-07 |
回到中轨 |
卖出 |
65.78415 |
20200.0 |
¥1.33M |
|
| 2026-09-29 |
跌破下轨 |
买入 |
55.93588 |
23600.0 |
¥1.32M |
|
| 2026-10-30 |
回到中轨 |
卖出 |
55.944 |
23600.0 |
¥1.32M |
|