600150 中国船舶 — 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: ¥97.6万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -2.37%）
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 |
2015-06-30 |
2015-07-23 |
48.16254443 |
44.24571 |
¥-8.0万 |
-8.16% |
回到中轨 |
| 2 |
2015-12-01 |
2015-12-22 |
35.856563743 |
36.42354 |
¥1.4万 |
+1.55% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-23 |
31.040309299999997 |
24.65532 |
¥-18.5万 |
-20.59% |
回到中轨 |
| 4 |
2016-04-21 |
2016-06-01 |
23.410401013999994 |
22.6773 |
¥-2.4万 |
-3.16% |
回到中轨 |
| 5 |
2016-08-01 |
2016-08-11 |
23.310270984 |
23.806169999999998 |
¥1.5万 |
+2.10% |
回到中轨 |
| 6 |
2016-09-02 |
2016-10-11 |
22.719503807 |
22.4 |
¥-1.1万 |
-1.44% |
回到中轨 |
| 7 |
2017-03-10 |
2017-03-30 |
28.106499420999995 |
28.161810000000003 |
¥1,214 |
+0.17% |
回到中轨 |
| 8 |
2017-05-09 |
2017-06-09 |
23.029906899999997 |
23.036939999999998 |
¥4 |
+0.00% |
回到中轨 |
| 9 |
2017-07-18 |
2017-07-25 |
21.598047470999994 |
23.16681 |
¥5.3万 |
+7.23% |
回到中轨 |
| 10 |
2018-03-22 |
2018-05-24 |
19.985994 |
13.986 |
¥-21.1万 |
-30.04% |
回到中轨 |
| 11 |
2018-06-01 |
2018-07-16 |
12.436149725999998 |
9.70029 |
¥-12.5万 |
-22.02% |
回到中轨 |
| 12 |
2018-10-12 |
2018-10-23 |
10.693887203999997 |
11.06892 |
¥1.5万 |
+3.48% |
回到中轨 |
| 13 |
2019-02-01 |
2019-02-14 |
12.406110716999997 |
13.26672 |
¥3.2万 |
+6.90% |
回到中轨 |
| 14 |
2019-06-11 |
2019-06-17 |
17.242391165999997 |
19.180799999999998 |
¥5.5万 |
+11.21% |
回到中轨 |
| 15 |
2019-09-27 |
2019-10-29 |
22.208840654 |
22.307669999999998 |
¥2,267 |
+0.41% |
回到中轨 |
| 16 |
2019-11-01 |
2019-11-27 |
20.32639609 |
20.83914 |
¥1.4万 |
+2.49% |
回到中轨 |
| 17 |
2020-02-04 |
2020-02-19 |
17.362547202 |
20.409570000000002 |
¥8.9万 |
+17.51% |
回到中轨 |
| 18 |
2020-03-17 |
2020-04-03 |
17.82314534 |
18.491490000000002 |
¥2.4万 |
+3.72% |
回到中轨 |
| 19 |
2020-06-29 |
2020-07-03 |
17.542781255999998 |
17.93205 |
¥1.5万 |
+2.19% |
回到中轨 |
| 20 |
2020-12-16 |
2021-01-05 |
17.933288372999996 |
18.061919999999997 |
¥4,744 |
+0.69% |
回到中轨 |
| 21 |
2021-01-29 |
2021-02-25 |
16.591545971 |
15.96402 |
¥-2.7万 |
-3.81% |
回到中轨 |
| 22 |
2021-06-03 |
2021-06-22 |
16.561506961999996 |
17.0 |
¥1.7万 |
+2.62% |
回到中轨 |
| 23 |
2021-08-02 |
2021-08-06 |
14.799218433999997 |
17.03295 |
¥10.3万 |
+15.06% |
回到中轨 |
| 24 |
2021-11-09 |
2021-11-16 |
20.827046239999998 |
22.62735 |
¥6.8万 |
+8.61% |
回到中轨 |
| 25 |
2021-12-27 |
2021-12-30 |
22.308970684 |
24.24573 |
¥7.4万 |
+8.65% |
回到中轨 |
| 26 |
2022-01-24 |
2022-02-25 |
21.908450563999995 |
21.32865 |
¥-2.5万 |
-2.68% |
回到中轨 |
| 27 |
2022-03-08 |
2022-05-17 |
20.216253057 |
16.19379 |
¥-18.0万 |
-19.92% |
回到中轨 |
| 28 |
2022-12-05 |
2023-01-04 |
23.480492034999997 |
22.96701 |
¥-1.6万 |
-2.22% |
回到中轨 |
| 29 |
2023-03-30 |
2023-04-14 |
23.250192965999997 |
24.575400000000002 |
¥4.0万 |
+5.67% |
回到中轨 |
| 30 |
2023-08-09 |
2023-09-05 |
29.13783873 |
28.75122 |
¥-1.0万 |
-1.36% |
回到中轨 |
| 31 |
2023-09-08 |
2023-09-25 |
26.995056087999995 |
28.161810000000003 |
¥3.2万 |
+4.29% |
回到中轨 |
| 32 |
2023-10-16 |
2023-11-15 |
26.834848039999997 |
26.16381 |
¥-2.0万 |
-2.53% |
回到中轨 |
| 33 |
2024-01-23 |
2024-01-25 |
27.836148339999998 |
29.22075 |
¥3.7万 |
+4.94% |
回到中轨 |
| 34 |
2024-08-09 |
2024-09-30 |
38.95058167 |
39.5604 |
¥1.2万 |
+1.54% |
回到中轨 |
| 35 |
2024-11-25 |
2024-12-18 |
35.20571854799999 |
36.15381 |
¥2.1万 |
+2.66% |
回到中轨 |
| 36 |
2025-01-03 |
2025-01-27 |
34.52483434399999 |
33.85611 |
¥-1.6万 |
-1.97% |
回到中轨 |
| 37 |
2025-02-19 |
2025-03-14 |
32.392064704999996 |
31.5684 |
¥-2.1万 |
-2.57% |
回到中轨 |
| 38 |
2025-04-08 |
2025-04-30 |
27.375550201999992 |
29.52045 |
¥6.1万 |
+7.80% |
回到中轨 |
| 39 |
2025-09-19 |
2025-10-22 |
35.195705544999996 |
35.964 |
¥1.8万 |
+2.15% |
回到中轨 |
| 40 |
2025-12-17 |
2025-12-26 |
32.722493803999996 |
33.72624 |
¥2.6万 |
+3.04% |
回到中轨 |
| 41 |
2026-02-02 |
2026-02-12 |
33.743820109999994 |
34.81515 |
¥2.8万 |
+3.14% |
回到中轨 |
| 42 |
2026-03-23 |
2026-04-13 |
32.50975 |
32.33763 |
¥-5,036 |
-0.56% |
回到中轨 |
| 43 |
2026-06-29 |
2026-07-06 |
33.393365005 |
36.95 |
¥9.7万 |
+10.62% |
回到中轨 |
| 44 |
2026-10-16 |
2026-11-13 |
35.45604362299999 |
34.11 |
¥-3.9万 |
-3.83% |
强平 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
48.1481 |
20400.0 |
¥98.3万 |
|
| 2015-07-23 |
回到中轨 |
卖出 |
44.24571 |
20400.0 |
¥90.2万 |
|
| 2015-12-01 |
跌破下轨 |
买入 |
35.84581 |
25600.0 |
¥91.8万 |
|
| 2015-12-22 |
回到中轨 |
卖出 |
36.42354 |
25600.0 |
¥93.2万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
31.030999999999995 |
28900.0 |
¥89.7万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
24.65532 |
28900.0 |
¥71.2万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
23.403379999999995 |
31900.0 |
¥74.7万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
22.6773 |
31900.0 |
¥72.3万 |
|
| 2016-08-01 |
跌破下轨 |
买入 |
23.303279999999997 |
30900.0 |
¥72.0万 |
|
| 2016-08-11 |
回到中轨 |
卖出 |
23.806169999999998 |
30900.0 |
¥73.5万 |
|
| 2016-09-02 |
跌破下轨 |
买入 |
22.71269 |
32500.0 |
¥73.8万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
22.4 |
32500.0 |
¥72.8万 |
|
| 2017-03-10 |
跌破下轨 |
买入 |
28.098069999999996 |
25900.0 |
¥72.8万 |
|
| 2017-03-30 |
回到中轨 |
卖出 |
28.161810000000003 |
25900.0 |
¥72.9万 |
|
| 2017-05-09 |
跌破下轨 |
买入 |
23.022999999999996 |
31600.0 |
¥72.8万 |
|
| 2017-06-09 |
回到中轨 |
卖出 |
23.036939999999998 |
31600.0 |
¥72.8万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
21.591569999999997 |
33800.0 |
¥73.0万 |
|
| 2017-07-25 |
回到中轨 |
卖出 |
23.16681 |
33800.0 |
¥78.3万 |
|
| 2018-03-22 |
跌破下轨 |
买入 |
19.98 |
35200.0 |
¥70.4万 |
|
| 2018-05-24 |
回到中轨 |
卖出 |
13.986 |
35200.0 |
¥49.2万 |
|
| 2018-06-01 |
跌破下轨 |
买入 |
12.432419999999999 |
45700.0 |
¥56.8万 |
|
| 2018-07-16 |
回到中轨 |
卖出 |
9.70029 |
45700.0 |
¥44.3万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
10.690679999999999 |
41100.0 |
¥44.0万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
11.06892 |
41100.0 |
¥45.5万 |
|
| 2019-02-01 |
跌破下轨 |
买入 |
12.402389999999999 |
37200.0 |
¥46.2万 |
|
| 2019-02-14 |
回到中轨 |
卖出 |
13.26672 |
37200.0 |
¥49.3万 |
|
| 2019-06-11 |
跌破下轨 |
买入 |
17.237219999999997 |
28600.0 |
¥49.3万 |
|
| 2019-06-17 |
回到中轨 |
卖出 |
19.180799999999998 |
28600.0 |
¥54.8万 |
|
| 2019-09-27 |
跌破下轨 |
买入 |
22.202179999999995 |
24600.0 |
¥54.6万 |
|
| 2019-10-29 |
回到中轨 |
卖出 |
22.307669999999998 |
24600.0 |
¥54.9万 |
|
| 2019-11-01 |
跌破下轨 |
买入 |
20.3203 |
26900.0 |
¥54.7万 |
|
| 2019-11-27 |
回到中轨 |
卖出 |
20.83914 |
26900.0 |
¥56.0万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
17.357339999999997 |
29200.0 |
¥50.7万 |
|
| 2020-02-19 |
回到中轨 |
卖出 |
20.409570000000002 |
29200.0 |
¥59.6万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
17.8178 |
36500.0 |
¥65.1万 |
|
| 2020-04-03 |
回到中轨 |
卖出 |
18.491490000000002 |
36500.0 |
¥67.5万 |
|
| 2020-06-29 |
跌破下轨 |
买入 |
17.537519999999997 |
38600.0 |
¥67.7万 |
|
| 2020-07-03 |
回到中轨 |
卖出 |
17.93205 |
38600.0 |
¥69.2万 |
|
| 2020-12-16 |
跌破下轨 |
买入 |
17.927909999999997 |
38500.0 |
¥69.0万 |
|
| 2021-01-05 |
回到中轨 |
卖出 |
18.061919999999997 |
38500.0 |
¥69.5万 |
|
| 2021-01-29 |
跌破下轨 |
买入 |
16.58657 |
42100.0 |
¥69.9万 |
|
| 2021-02-25 |
回到中轨 |
卖出 |
15.96402 |
42100.0 |
¥67.2万 |
|
| 2021-06-03 |
跌破下轨 |
买入 |
16.55654 |
40300.0 |
¥66.7万 |
|
| 2021-06-22 |
回到中轨 |
卖出 |
17.0 |
40300.0 |
¥68.5万 |
|
| 2021-08-02 |
跌破下轨 |
买入 |
14.794779999999998 |
46400.0 |
¥68.7万 |
|
| 2021-08-06 |
回到中轨 |
卖出 |
17.03295 |
46400.0 |
¥79.0万 |
|
| 2021-11-09 |
跌破下轨 |
买入 |
20.8208 |
37700.0 |
¥78.5万 |
|
| 2021-11-16 |
回到中轨 |
卖出 |
22.62735 |
37700.0 |
¥85.3万 |
|
| 2021-12-27 |
跌破下轨 |
买入 |
22.30228 |
38200.0 |
¥85.2万 |
|
| 2021-12-30 |
回到中轨 |
卖出 |
24.24573 |
38200.0 |
¥92.6万 |
|
| 2022-01-24 |
跌破下轨 |
买入 |
21.901879999999995 |
42100.0 |
¥92.2万 |
|
| 2022-02-25 |
回到中轨 |
卖出 |
21.32865 |
42100.0 |
¥89.8万 |
|
| 2022-03-08 |
跌破下轨 |
买入 |
20.21019 |
44700.0 |
¥90.4万 |
|
| 2022-05-17 |
回到中轨 |
卖出 |
16.19379 |
44700.0 |
¥72.4万 |
|
| 2022-12-05 |
跌破下轨 |
买入 |
23.473449999999996 |
30700.0 |
¥72.1万 |
|
| 2023-01-04 |
回到中轨 |
卖出 |
22.96701 |
30700.0 |
¥70.5万 |
|
| 2023-03-30 |
跌破下轨 |
买入 |
23.243219999999997 |
30600.0 |
¥71.1万 |
|
| 2023-04-14 |
回到中轨 |
卖出 |
24.575400000000002 |
30600.0 |
¥75.2万 |
|
| 2023-08-09 |
跌破下轨 |
买入 |
29.129099999999998 |
25600.0 |
¥74.6万 |
|
| 2023-09-05 |
回到中轨 |
卖出 |
28.75122 |
25600.0 |
¥73.6万 |
|
| 2023-09-08 |
跌破下轨 |
买入 |
26.986959999999996 |
27300.0 |
¥73.7万 |
|
| 2023-09-25 |
回到中轨 |
卖出 |
28.161810000000003 |
27300.0 |
¥76.9万 |
|
| 2023-10-16 |
跌破下轨 |
买入 |
26.8268 |
28800.0 |
¥77.3万 |
|
| 2023-11-15 |
回到中轨 |
卖出 |
26.16381 |
28800.0 |
¥75.3万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
27.827799999999996 |
26800.0 |
¥74.6万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
29.22075 |
26800.0 |
¥78.3万 |
|
| 2024-08-09 |
跌破下轨 |
买入 |
38.9389 |
20300.0 |
¥79.1万 |
|
| 2024-09-30 |
回到中轨 |
卖出 |
39.5604 |
20300.0 |
¥80.3万 |
|
| 2024-11-25 |
跌破下轨 |
买入 |
35.195159999999994 |
22800.0 |
¥80.3万 |
|
| 2024-12-18 |
回到中轨 |
卖出 |
36.15381 |
22800.0 |
¥82.4万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
34.51447999999999 |
23800.0 |
¥82.2万 |
|
| 2025-01-27 |
回到中轨 |
卖出 |
33.85611 |
23800.0 |
¥80.6万 |
|
| 2025-02-19 |
跌破下轨 |
买入 |
32.382349999999995 |
25000.0 |
¥81.0万 |
|
| 2025-03-14 |
回到中轨 |
卖出 |
31.5684 |
25000.0 |
¥78.9万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
27.367339999999995 |
28700.0 |
¥78.6万 |
|
| 2025-04-30 |
回到中轨 |
卖出 |
29.52045 |
28700.0 |
¥84.7万 |
|
| 2025-09-19 |
跌破下轨 |
买入 |
35.18514999999999 |
24000.0 |
¥84.5万 |
|
| 2025-10-22 |
回到中轨 |
卖出 |
35.964 |
24000.0 |
¥86.3万 |
|
| 2025-12-17 |
跌破下轨 |
买入 |
32.71268 |
26300.0 |
¥86.1万 |
|
| 2025-12-26 |
回到中轨 |
卖出 |
33.72624 |
26300.0 |
¥88.7万 |
|
| 2026-02-02 |
跌破下轨 |
买入 |
33.7337 |
26500.0 |
¥89.4万 |
|
| 2026-02-12 |
回到中轨 |
卖出 |
34.81515 |
26500.0 |
¥92.2万 |
|
| 2026-03-23 |
跌破下轨 |
买入 |
32.5 |
27700.0 |
¥90.1万 |
|
| 2026-04-13 |
回到中轨 |
卖出 |
32.33763 |
27700.0 |
¥89.5万 |
|
| 2026-06-29 |
跌破下轨 |
买入 |
33.38335 |
27300.0 |
¥91.2万 |
|
| 2026-07-06 |
回到中轨 |
卖出 |
36.95 |
27300.0 |
¥1.01M |
|
| 2026-10-16 |
跌破下轨 |
买入 |
35.445409999999995 |
28500.0 |
¥1.01M |
|
| 2026-11-13 |
强平 |
卖出 |
34.11 |
28500 |
¥97.2万 |
回测结束强平 |