600160 巨化股份 — 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: ¥1.48M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +48.44%）
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 41 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 |
2015-07-24 |
10.343432099000001 |
9.99999 |
¥-3.3万 |
-3.35% |
回到中轨 |
| 2 |
2016-01-12 |
2016-02-25 |
18.554094559 |
13.4865 |
¥-25.5万 |
-27.33% |
回到中轨 |
| 3 |
2016-03-01 |
2016-03-21 |
10.333419095999998 |
11.548440000000001 |
¥8.3万 |
+11.72% |
回到中轨 |
| 4 |
2016-05-09 |
2016-06-01 |
10.293086999999998 |
10.049940000000001 |
¥-1.9万 |
-2.39% |
回到中轨 |
| 5 |
2016-06-14 |
2016-06-20 |
9.432248825999997 |
10.3896 |
¥7.8万 |
+10.12% |
回到中轨 |
| 6 |
2016-07-28 |
2016-08-16 |
10.31339309 |
10.55943 |
¥2.0万 |
+2.35% |
回到中轨 |
| 7 |
2016-12-05 |
2016-12-30 |
10.663848194999998 |
10.40958 |
¥-2.1万 |
-2.41% |
回到中轨 |
| 8 |
2017-05-24 |
2017-06-21 |
11.885434560999999 |
11.6883 |
¥-1.4万 |
-1.69% |
回到中轨 |
| 9 |
2017-07-18 |
2017-07-27 |
10.743952218999999 |
12.09789 |
¥10.5万 |
+12.57% |
回到中轨 |
| 10 |
2017-09-25 |
2017-09-29 |
11.434849426 |
11.988 |
¥4.5万 |
+4.81% |
回到中轨 |
| 11 |
2017-11-06 |
2017-12-20 |
11.114433329999999 |
10.91907 |
¥-1.8万 |
-1.79% |
回到中轨 |
| 12 |
2018-03-26 |
2018-05-03 |
11.424836422999997 |
11.33865 |
¥-7,373 |
-0.78% |
回到中轨 |
| 13 |
2018-06-07 |
2018-07-12 |
8.521065553 |
7.422569999999999 |
¥-12.4万 |
-12.92% |
回到中轨 |
| 14 |
2018-09-11 |
2018-10-08 |
7.169310147999998 |
7.232760000000001 |
¥7,139 |
+0.85% |
回到中轨 |
| 15 |
2018-10-12 |
2018-10-31 |
6.40832192 |
7.042949999999999 |
¥8.2万 |
+9.87% |
回到中轨 |
| 16 |
2018-12-26 |
2019-01-21 |
6.698699006999999 |
6.80319 |
¥1.4万 |
+1.53% |
回到中轨 |
| 17 |
2019-04-29 |
2019-05-30 |
8.310792489999999 |
7.38261 |
¥-10.5万 |
-11.20% |
回到中轨 |
| 18 |
2019-06-11 |
2019-06-21 |
6.908972069999999 |
7.2927 |
¥4.6万 |
+5.52% |
回到中轨 |
| 19 |
2019-08-12 |
2019-08-30 |
7.119245133 |
7.31268 |
¥2.4万 |
+2.69% |
回到中轨 |
| 20 |
2019-11-18 |
2019-12-09 |
6.648633991999999 |
6.92307 |
¥3.7万 |
+4.10% |
回到中轨 |
| 21 |
2020-02-04 |
2020-02-19 |
6.0278278059999995 |
7.07292 |
¥15.7万 |
+17.30% |
回到中轨 |
| 22 |
2020-04-28 |
2020-05-13 |
6.5084519499999995 |
6.773219999999999 |
¥4.4万 |
+4.04% |
回到中轨 |
| 23 |
2020-09-11 |
2020-10-14 |
6.5184649530000005 |
7.0029900000000005 |
¥8.4万 |
+7.40% |
回到中轨 |
| 24 |
2021-01-15 |
2021-01-22 |
7.60988228 |
8.25174 |
¥10.3万 |
+8.40% |
回到中轨 |
| 25 |
2021-06-16 |
2021-07-06 |
8.931598675999998 |
9.680309999999999 |
¥11.1万 |
+8.35% |
回到中轨 |
| 26 |
2021-11-08 |
2021-11-26 |
12.676461797999997 |
13.786200000000001 |
¥12.6万 |
+8.72% |
回到中轨 |
| 27 |
2021-12-21 |
2021-12-31 |
12.165798644999997 |
12.81717 |
¥8.3万 |
+5.32% |
回到中轨 |
| 28 |
2022-01-21 |
2022-01-27 |
11.374771407999997 |
13.146840000000001 |
¥25.7万 |
+15.54% |
回到中轨 |
| 29 |
2022-04-12 |
2022-05-18 |
12.115733629999998 |
11.32866 |
¥-12.4万 |
-6.52% |
回到中轨 |
| 30 |
2022-09-02 |
2022-09-07 |
15.460076631999996 |
16.4 |
¥10.8万 |
+6.05% |
回到中轨 |
| 31 |
2022-09-16 |
2022-10-19 |
14.869309454999998 |
15.66432 |
¥10.0万 |
+5.32% |
回到中轨 |
| 32 |
2022-12-06 |
2023-01-04 |
16.231077863 |
15.8841 |
¥-4.3万 |
-2.17% |
回到中轨 |
| 33 |
2023-04-26 |
2023-06-06 |
15.820544739999999 |
14.085899999999999 |
¥-21.3万 |
-10.99% |
回到中轨 |
| 34 |
2023-09-25 |
2023-10-30 |
14.849283448999998 |
14.725259999999999 |
¥-1.5万 |
-0.86% |
回到中轨 |
| 35 |
2024-01-16 |
2024-01-26 |
15.600258673999999 |
15.924059999999999 |
¥3.5万 |
+2.04% |
回到中轨 |
| 36 |
2024-07-18 |
2024-09-19 |
20.026006 |
16.96302 |
¥-26.7万 |
-15.32% |
回到中轨 |
| 37 |
2025-02-20 |
2025-02-28 |
23.911051163999996 |
24.83514 |
¥5.7万 |
+3.83% |
回到中轨 |
| 38 |
2025-07-11 |
2025-08-05 |
26.844861042999998 |
27.482490000000002 |
¥3.6万 |
+2.34% |
回到中轨 |
| 39 |
2026-03-20 |
2026-04-15 |
36.437317917 |
35.544419999999995 |
¥-3.9万 |
-2.48% |
回到中轨 |
| 40 |
2026-05-20 |
2026-05-25 |
32.492194735 |
35.80416 |
¥15.6万 |
+10.16% |
回到中轨 |
| 41 |
2026-09-14 |
2026-11-04 |
35.24577056 |
30.7692 |
¥-21.5万 |
-12.73% |
回到中轨 |
逐笔成交记录（共 82 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 |
10.34033 |
96300.0 |
¥99.6万 |
|
| 2015-07-24 |
回到中轨 |
卖出 |
9.99999 |
96300.0 |
¥96.3万 |
|
| 2016-01-12 |
跌破下轨 |
买入 |
18.54853 |
50300.0 |
¥93.3万 |
|
| 2016-02-25 |
回到中轨 |
卖出 |
13.4865 |
50300.0 |
¥67.8万 |
|
| 2016-03-01 |
跌破下轨 |
买入 |
10.330319999999999 |
68100.0 |
¥70.4万 |
|
| 2016-03-21 |
回到中轨 |
卖出 |
11.548440000000001 |
68100.0 |
¥78.6万 |
|
| 2016-05-09 |
跌破下轨 |
买入 |
10.29 |
76300.0 |
¥78.5万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
10.049940000000001 |
76300.0 |
¥76.7万 |
|
| 2016-06-14 |
跌破下轨 |
买入 |
9.429419999999999 |
82000.0 |
¥77.3万 |
|
| 2016-06-20 |
回到中轨 |
卖出 |
10.3896 |
82000.0 |
¥85.2万 |
|
| 2016-07-28 |
跌破下轨 |
买入 |
10.3103 |
82700.0 |
¥85.3万 |
|
| 2016-08-16 |
回到中轨 |
卖出 |
10.55943 |
82700.0 |
¥87.3万 |
|
| 2016-12-05 |
跌破下轨 |
买入 |
10.660649999999999 |
80900.0 |
¥86.3万 |
|
| 2016-12-30 |
回到中轨 |
卖出 |
10.40958 |
80900.0 |
¥84.2万 |
|
| 2017-05-24 |
跌破下轨 |
买入 |
11.881869999999997 |
71100.0 |
¥84.5万 |
|
| 2017-06-21 |
回到中轨 |
卖出 |
11.6883 |
71100.0 |
¥83.1万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
10.74073 |
77500.0 |
¥83.3万 |
|
| 2017-07-27 |
回到中轨 |
卖出 |
12.09789 |
77500.0 |
¥93.7万 |
|
| 2017-09-25 |
跌破下轨 |
买入 |
11.43142 |
82300.0 |
¥94.1万 |
|
| 2017-09-29 |
回到中轨 |
卖出 |
11.988 |
82300.0 |
¥98.6万 |
|
| 2017-11-06 |
跌破下轨 |
买入 |
11.111099999999999 |
88700.0 |
¥98.6万 |
|
| 2017-12-20 |
回到中轨 |
卖出 |
10.91907 |
88700.0 |
¥96.8万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
11.421409999999998 |
82300.0 |
¥94.0万 |
|
| 2018-05-03 |
回到中轨 |
卖出 |
11.33865 |
82300.0 |
¥93.3万 |
|
| 2018-06-07 |
跌破下轨 |
买入 |
8.51851 |
112500.0 |
¥95.9万 |
|
| 2018-07-12 |
回到中轨 |
卖出 |
7.422569999999999 |
112500.0 |
¥83.5万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
7.167159999999999 |
116500.0 |
¥83.5万 |
|
| 2018-10-08 |
回到中轨 |
卖出 |
7.232760000000001 |
116500.0 |
¥84.2万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
6.4064 |
130400.0 |
¥83.6万 |
|
| 2018-10-31 |
回到中轨 |
卖出 |
7.042949999999999 |
130400.0 |
¥91.8万 |
|
| 2018-12-26 |
跌破下轨 |
买入 |
6.696689999999999 |
138600.0 |
¥92.8万 |
|
| 2019-01-21 |
回到中轨 |
卖出 |
6.80319 |
138600.0 |
¥94.3万 |
|
| 2019-04-29 |
跌破下轨 |
买入 |
8.3083 |
113200.0 |
¥94.1万 |
|
| 2019-05-30 |
回到中轨 |
卖出 |
7.38261 |
113200.0 |
¥83.5万 |
|
| 2019-06-11 |
跌破下轨 |
买入 |
6.906899999999999 |
121000.0 |
¥83.6万 |
|
| 2019-06-21 |
回到中轨 |
卖出 |
7.2927 |
121000.0 |
¥88.2万 |
|
| 2019-08-12 |
跌破下轨 |
买入 |
7.117109999999999 |
124100.0 |
¥88.3万 |
|
| 2019-08-30 |
回到中轨 |
卖出 |
7.31268 |
124100.0 |
¥90.7万 |
|
| 2019-11-18 |
跌破下轨 |
买入 |
6.646639999999999 |
136400.0 |
¥90.7万 |
|
| 2019-12-09 |
回到中轨 |
卖出 |
6.92307 |
136400.0 |
¥94.4万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
6.026019999999999 |
150200.0 |
¥90.5万 |
|
| 2020-02-19 |
回到中轨 |
卖出 |
7.07292 |
150200.0 |
¥1.06M |
|
| 2020-04-28 |
跌破下轨 |
买入 |
6.5065 |
165800.0 |
¥1.08M |
|
| 2020-05-13 |
回到中轨 |
卖出 |
6.773219999999999 |
165800.0 |
¥1.12M |
|
| 2020-09-11 |
跌破下轨 |
买入 |
6.51651 |
174000.0 |
¥1.13M |
|
| 2020-10-14 |
回到中轨 |
卖出 |
7.0029900000000005 |
174000.0 |
¥1.22M |
|
| 2021-01-15 |
跌破下轨 |
买入 |
7.607599999999999 |
160700.0 |
¥1.22M |
|
| 2021-01-22 |
回到中轨 |
卖出 |
8.25174 |
160700.0 |
¥1.33M |
|
| 2021-06-16 |
跌破下轨 |
买入 |
8.92892 |
148800.0 |
¥1.33M |
|
| 2021-07-06 |
回到中轨 |
卖出 |
9.680309999999999 |
148800.0 |
¥1.44M |
|
| 2021-11-08 |
跌破下轨 |
买入 |
12.672659999999997 |
113600.0 |
¥1.44M |
|
| 2021-11-26 |
回到中轨 |
卖出 |
13.786200000000001 |
113600.0 |
¥1.57M |
|
| 2021-12-21 |
跌破下轨 |
买入 |
12.162149999999999 |
128100.0 |
¥1.56M |
|
| 2021-12-31 |
回到中轨 |
卖出 |
12.81717 |
128100.0 |
¥1.64M |
|
| 2022-01-21 |
跌破下轨 |
买入 |
11.371359999999997 |
145100.0 |
¥1.65M |
|
| 2022-01-27 |
回到中轨 |
卖出 |
13.146840000000001 |
145100.0 |
¥1.91M |
|
| 2022-04-12 |
跌破下轨 |
买入 |
12.112099999999998 |
157400.0 |
¥1.91M |
|
| 2022-05-18 |
回到中轨 |
卖出 |
11.32866 |
157400.0 |
¥1.78M |
|
| 2022-09-02 |
跌破下轨 |
买入 |
15.455439999999996 |
115200.0 |
¥1.78M |
|
| 2022-09-07 |
回到中轨 |
卖出 |
16.4 |
115200.0 |
¥1.89M |
|
| 2022-09-16 |
跌破下轨 |
买入 |
14.864849999999999 |
127100.0 |
¥1.89M |
|
| 2022-10-19 |
回到中轨 |
卖出 |
15.66432 |
127100.0 |
¥1.99M |
|
| 2022-12-06 |
跌破下轨 |
买入 |
16.22621 |
122400.0 |
¥1.99M |
|
| 2023-01-04 |
回到中轨 |
卖出 |
15.8841 |
122400.0 |
¥1.94M |
|
| 2023-04-26 |
跌破下轨 |
买入 |
15.8158 |
122300.0 |
¥1.93M |
|
| 2023-06-06 |
回到中轨 |
卖出 |
14.085899999999999 |
122300.0 |
¥1.72M |
|
| 2023-09-25 |
跌破下轨 |
买入 |
14.844829999999998 |
116700.0 |
¥1.73M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
14.725259999999999 |
116700.0 |
¥1.72M |
|
| 2024-01-16 |
跌破下轨 |
买入 |
15.595579999999998 |
110000.0 |
¥1.72M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
15.924059999999999 |
110000.0 |
¥1.75M |
|
| 2024-07-18 |
跌破下轨 |
买入 |
20.019999999999996 |
86900.0 |
¥1.74M |
|
| 2024-09-19 |
回到中轨 |
卖出 |
16.96302 |
86900.0 |
¥1.47M |
|
| 2025-02-20 |
跌破下轨 |
买入 |
23.903879999999997 |
62100.0 |
¥1.48M |
|
| 2025-02-28 |
回到中轨 |
卖出 |
24.83514 |
62100.0 |
¥1.54M |
|
| 2025-07-11 |
跌破下轨 |
买入 |
26.836809999999996 |
57600.0 |
¥1.55M |
|
| 2025-08-05 |
回到中轨 |
卖出 |
27.482490000000002 |
57600.0 |
¥1.58M |
|
| 2026-03-20 |
跌破下轨 |
买入 |
36.42639 |
43400.0 |
¥1.58M |
|
| 2026-04-15 |
回到中轨 |
卖出 |
35.544419999999995 |
43400.0 |
¥1.54M |
|
| 2026-05-20 |
跌破下轨 |
买入 |
32.48245 |
47300.0 |
¥1.54M |
|
| 2026-05-25 |
回到中轨 |
卖出 |
35.80416 |
47300.0 |
¥1.69M |
|
| 2026-09-14 |
跌破下轨 |
买入 |
35.2352 |
48000.0 |
¥1.69M |
|
| 2026-11-04 |
回到中轨 |
卖出 |
30.7692 |
48000.0 |
¥1.48M |
|