600176 中国巨石 — 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: ¥1.39M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +38.93%）
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 40 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 |
25.683352694999996 |
25.62435 |
¥-2,561 |
-0.26% |
回到中轨 |
| 2 |
2015-12-02 |
2015-12-16 |
23.460466028999996 |
23.86611 |
¥1.7万 |
+1.70% |
回到中轨 |
| 3 |
2016-05-17 |
2016-06-17 |
9.252014771999997 |
9.04095 |
¥-2.3万 |
-2.31% |
回到中轨 |
| 4 |
2016-08-08 |
2016-08-16 |
10.753965221999998 |
11.35863 |
¥5.5万 |
+5.59% |
回到中轨 |
| 5 |
2016-12-14 |
2017-01-11 |
10.163198045000001 |
10.049940000000001 |
¥-1.2万 |
-1.14% |
回到中轨 |
| 6 |
2017-03-10 |
2017-03-23 |
10.193237053999997 |
10.4895 |
¥3.0万 |
+2.88% |
回到中轨 |
| 7 |
2017-05-17 |
2017-06-07 |
9.322105792999999 |
10.16982 |
¥9.5万 |
+9.06% |
回到中轨 |
| 8 |
2017-09-05 |
2017-09-14 |
10.133159035999997 |
10.52 |
¥4.4万 |
+3.79% |
回到中轨 |
| 9 |
2018-01-30 |
2018-02-05 |
16.120934830000003 |
17.24274 |
¥8.2万 |
+6.93% |
回到中轨 |
| 10 |
2018-02-08 |
2018-02-27 |
15.42002462 |
16.40358 |
¥8.1万 |
+6.35% |
回到中轨 |
| 11 |
2018-05-18 |
2018-07-13 |
12.373711 |
10.49949 |
¥-20.7万 |
-15.17% |
回到中轨 |
| 12 |
2018-09-12 |
2018-09-21 |
9.422825999999999 |
10.0899 |
¥8.1万 |
+7.05% |
回到中轨 |
| 13 |
2018-10-19 |
2018-10-23 |
8.751364621999999 |
10.039950000000001 |
¥17.7万 |
+14.69% |
回到中轨 |
| 14 |
2018-12-28 |
2019-01-22 |
9.592456874 |
9.84015 |
¥3.6万 |
+2.55% |
回到中轨 |
| 15 |
2019-05-08 |
2019-06-20 |
9.912872969999999 |
9.25074 |
¥-9.5万 |
-6.71% |
回到中轨 |
| 16 |
2019-08-05 |
2019-08-21 |
8.631208585999998 |
8.601389999999999 |
¥-5,083 |
-0.38% |
回到中轨 |
| 17 |
2020-02-03 |
2020-02-21 |
9.011702699999999 |
10.379610000000001 |
¥18.4万 |
+15.14% |
回到中轨 |
| 18 |
2020-03-10 |
2020-04-09 |
9.051754711999997 |
8.33166 |
¥-12.1万 |
-7.98% |
回到中轨 |
| 19 |
2021-03-25 |
2021-04-30 |
17.923275369999995 |
18.781200000000002 |
¥6.7万 |
+4.76% |
回到中轨 |
| 20 |
2021-05-12 |
2021-05-19 |
16.901949063999997 |
18.77121 |
¥16.1万 |
+11.03% |
回到中轨 |
| 21 |
2021-06-21 |
2021-07-01 |
14.448763328999998 |
15.5844 |
¥12.8万 |
+7.83% |
回到中轨 |
| 22 |
2021-11-15 |
2021-12-01 |
16.831858043 |
17.52246 |
¥7.2万 |
+4.07% |
回到中轨 |
| 23 |
2022-01-17 |
2022-02-14 |
16.651623988999997 |
16.933049999999998 |
¥3.0万 |
+1.66% |
回到中轨 |
| 24 |
2022-03-07 |
2022-04-11 |
16.341220895999996 |
16.0839 |
¥-3.0万 |
-1.60% |
回到中轨 |
| 25 |
2022-04-22 |
2022-04-29 |
14.649023388999998 |
15.70428 |
¥13.2万 |
+7.17% |
回到中轨 |
| 26 |
2022-08-03 |
2022-08-15 |
14.278542278 |
15.024959999999998 |
¥10.3万 |
+5.20% |
回到中轨 |
| 27 |
2022-09-02 |
2022-09-13 |
14.268529275 |
14.855129999999997 |
¥8.5万 |
+4.08% |
回到中轨 |
| 28 |
2022-09-19 |
2022-11-07 |
14.008191196999997 |
12.687299999999999 |
¥-20.4万 |
-9.46% |
回到中轨 |
| 29 |
2023-03-13 |
2023-03-31 |
14.659036392 |
14.76522 |
¥1.4万 |
+0.69% |
回到中轨 |
| 30 |
2023-05-26 |
2023-06-09 |
13.597658074 |
14.04594 |
¥6.4万 |
+3.27% |
回到中轨 |
| 31 |
2023-08-24 |
2023-09-04 |
13.888035160999998 |
14.47551 |
¥8.5万 |
+4.20% |
回到中轨 |
| 32 |
2023-10-09 |
2023-10-13 |
13.487515041 |
13.926060000000001 |
¥6.8万 |
+3.22% |
回到中轨 |
| 33 |
2023-10-16 |
2023-11-17 |
13.117033929999998 |
11.6883 |
¥-23.9万 |
-10.92% |
回到中轨 |
| 34 |
2023-11-23 |
2024-01-26 |
11.344732399 |
9.4905 |
¥-32.0万 |
-16.37% |
回到中轨 |
| 35 |
2024-05-31 |
2024-07-02 |
11.735239516 |
11.24874 |
¥-6.8万 |
-4.17% |
回到中轨 |
| 36 |
2024-09-05 |
2024-09-25 |
9.382183810999999 |
9.87012 |
¥8.1万 |
+5.17% |
回到中轨 |
| 37 |
2025-01-06 |
2025-01-15 |
10.854095251999999 |
11.46852 |
¥9.2万 |
+5.63% |
回到中轨 |
| 38 |
2025-05-28 |
2025-06-26 |
11.354745401999997 |
11.29869 |
¥-9,089 |
-0.52% |
回到中轨 |
| 39 |
2026-03-23 |
2026-04-02 |
22.449152725999998 |
25.6743 |
¥24.5万 |
+14.33% |
回到中轨 |
| 40 |
2026-09-29 |
2026-11-13 |
39.050711699999994 |
27.37 |
¥-58.6万 |
-29.93% |
强平 |
逐笔成交记录（共 80 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 |
25.675649999999997 |
38400.0 |
¥98.6万 |
|
| 2015-07-20 |
回到中轨 |
卖出 |
25.62435 |
38400.0 |
¥98.4万 |
|
| 2015-12-02 |
跌破下轨 |
买入 |
23.453429999999997 |
42400.0 |
¥99.5万 |
|
| 2015-12-16 |
回到中轨 |
卖出 |
23.86611 |
42400.0 |
¥1.01M |
|
| 2016-05-17 |
跌破下轨 |
买入 |
9.249239999999999 |
108300.0 |
¥1.00M |
|
| 2016-06-17 |
回到中轨 |
卖出 |
9.04095 |
108300.0 |
¥97.9万 |
|
| 2016-08-08 |
跌破下轨 |
买入 |
10.750739999999999 |
91900.0 |
¥98.8万 |
|
| 2016-08-16 |
回到中轨 |
卖出 |
11.35863 |
91900.0 |
¥1.04M |
|
| 2016-12-14 |
跌破下轨 |
买入 |
10.16015 |
102700.0 |
¥1.04M |
|
| 2017-01-11 |
回到中轨 |
卖出 |
10.049940000000001 |
102700.0 |
¥1.03M |
|
| 2017-03-10 |
跌破下轨 |
买入 |
10.190179999999998 |
101100.0 |
¥1.03M |
|
| 2017-03-23 |
回到中轨 |
卖出 |
10.4895 |
101100.0 |
¥1.06M |
|
| 2017-05-17 |
跌破下轨 |
买入 |
9.31931 |
112700.0 |
¥1.05M |
|
| 2017-06-07 |
回到中轨 |
卖出 |
10.16982 |
112700.0 |
¥1.15M |
|
| 2017-09-05 |
跌破下轨 |
买入 |
10.130119999999998 |
114200.0 |
¥1.16M |
|
| 2017-09-14 |
回到中轨 |
卖出 |
10.52 |
114200.0 |
¥1.20M |
|
| 2018-01-30 |
跌破下轨 |
买入 |
16.1161 |
73700.0 |
¥1.19M |
|
| 2018-02-05 |
回到中轨 |
卖出 |
17.24274 |
73700.0 |
¥1.27M |
|
| 2018-02-08 |
跌破下轨 |
买入 |
15.415399999999998 |
82900.0 |
¥1.28M |
|
| 2018-02-27 |
回到中轨 |
卖出 |
16.40358 |
82900.0 |
¥1.36M |
|
| 2018-05-18 |
跌破下轨 |
买入 |
12.37 |
110000.0 |
¥1.36M |
|
| 2018-07-13 |
回到中轨 |
卖出 |
10.49949 |
110000.0 |
¥1.15M |
|
| 2018-09-12 |
跌破下轨 |
买入 |
9.42 |
122700.0 |
¥1.16M |
|
| 2018-09-21 |
回到中轨 |
卖出 |
10.0899 |
122700.0 |
¥1.24M |
|
| 2018-10-19 |
跌破下轨 |
买入 |
8.74874 |
137800.0 |
¥1.21M |
|
| 2018-10-23 |
回到中轨 |
卖出 |
10.039950000000001 |
137800.0 |
¥1.38M |
|
| 2018-12-28 |
跌破下轨 |
买入 |
9.58958 |
147200.0 |
¥1.41M |
|
| 2019-01-22 |
回到中轨 |
卖出 |
9.84015 |
147200.0 |
¥1.45M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
9.909899999999999 |
143500.0 |
¥1.42M |
|
| 2019-06-20 |
回到中轨 |
卖出 |
9.25074 |
143500.0 |
¥1.33M |
|
| 2019-08-05 |
跌破下轨 |
买入 |
8.628619999999998 |
156900.0 |
¥1.35M |
|
| 2019-08-21 |
回到中轨 |
卖出 |
8.601389999999999 |
156900.0 |
¥1.35M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
9.008999999999999 |
134900.0 |
¥1.22M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
10.379610000000001 |
134900.0 |
¥1.40M |
|
| 2020-03-10 |
跌破下轨 |
买入 |
9.049039999999998 |
166800.0 |
¥1.51M |
|
| 2020-04-09 |
回到中轨 |
卖出 |
8.33166 |
166800.0 |
¥1.39M |
|
| 2021-03-25 |
跌破下轨 |
买入 |
17.917899999999996 |
78500.0 |
¥1.41M |
|
| 2021-04-30 |
回到中轨 |
卖出 |
18.781200000000002 |
78500.0 |
¥1.47M |
|
| 2021-05-12 |
跌破下轨 |
买入 |
16.896879999999996 |
86200.0 |
¥1.46M |
|
| 2021-05-19 |
回到中轨 |
卖出 |
18.77121 |
86200.0 |
¥1.62M |
|
| 2021-06-21 |
跌破下轨 |
买入 |
14.44443 |
113400.0 |
¥1.64M |
|
| 2021-07-01 |
回到中轨 |
卖出 |
15.5844 |
113400.0 |
¥1.77M |
|
| 2021-11-15 |
跌破下轨 |
买入 |
16.82681 |
105100.0 |
¥1.77M |
|
| 2021-12-01 |
回到中轨 |
卖出 |
17.52246 |
105100.0 |
¥1.84M |
|
| 2022-01-17 |
跌破下轨 |
买入 |
16.64663 |
110200.0 |
¥1.84M |
|
| 2022-02-14 |
回到中轨 |
卖出 |
16.933049999999998 |
110200.0 |
¥1.87M |
|
| 2022-03-07 |
跌破下轨 |
买入 |
16.336319999999997 |
114300.0 |
¥1.87M |
|
| 2022-04-11 |
回到中轨 |
卖出 |
16.0839 |
114300.0 |
¥1.84M |
|
| 2022-04-22 |
跌破下轨 |
买入 |
14.64463 |
125200.0 |
¥1.83M |
|
| 2022-04-29 |
回到中轨 |
卖出 |
15.70428 |
125200.0 |
¥1.97M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
14.274259999999998 |
138200.0 |
¥1.97M |
|
| 2022-08-15 |
回到中轨 |
卖出 |
15.024959999999998 |
138200.0 |
¥2.08M |
|
| 2022-09-02 |
跌破下轨 |
买入 |
14.264249999999999 |
145700.0 |
¥2.08M |
|
| 2022-09-13 |
回到中轨 |
卖出 |
14.855129999999997 |
145700.0 |
¥2.16M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
14.003989999999996 |
153800.0 |
¥2.15M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
12.687299999999999 |
153800.0 |
¥1.95M |
|
| 2023-03-13 |
跌破下轨 |
买入 |
14.654639999999999 |
133200.0 |
¥1.95M |
|
| 2023-03-31 |
回到中轨 |
卖出 |
14.76522 |
133200.0 |
¥1.97M |
|
| 2023-05-26 |
跌破下轨 |
买入 |
13.59358 |
144800.0 |
¥1.97M |
|
| 2023-06-09 |
回到中轨 |
卖出 |
14.04594 |
144800.0 |
¥2.03M |
|
| 2023-08-24 |
跌破下轨 |
买入 |
13.883869999999998 |
146200.0 |
¥2.03M |
|
| 2023-09-04 |
回到中轨 |
卖出 |
14.47551 |
146200.0 |
¥2.12M |
|
| 2023-10-09 |
跌破下轨 |
买入 |
13.483469999999999 |
156800.0 |
¥2.11M |
|
| 2023-10-13 |
回到中轨 |
卖出 |
13.926060000000001 |
156800.0 |
¥2.18M |
|
| 2023-10-16 |
跌破下轨 |
买入 |
13.113099999999998 |
167000.0 |
¥2.19M |
|
| 2023-11-17 |
回到中轨 |
卖出 |
11.6883 |
167000.0 |
¥1.95M |
|
| 2023-11-23 |
跌破下轨 |
买入 |
11.34133 |
172100.0 |
¥1.95M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
9.4905 |
172100.0 |
¥1.63M |
|
| 2024-05-31 |
跌破下轨 |
买入 |
11.73172 |
139100.0 |
¥1.63M |
|
| 2024-07-02 |
回到中轨 |
卖出 |
11.24874 |
139100.0 |
¥1.56M |
|
| 2024-09-05 |
跌破下轨 |
买入 |
9.379369999999998 |
166500.0 |
¥1.56M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
9.87012 |
166500.0 |
¥1.64M |
|
| 2025-01-06 |
跌破下轨 |
买入 |
10.850839999999998 |
151300.0 |
¥1.64M |
|
| 2025-01-15 |
回到中轨 |
卖出 |
11.46852 |
151300.0 |
¥1.73M |
|
| 2025-05-28 |
跌破下轨 |
买入 |
11.351339999999999 |
152900.0 |
¥1.74M |
|
| 2025-06-26 |
回到中轨 |
卖出 |
11.29869 |
152900.0 |
¥1.73M |
|
| 2026-03-23 |
跌破下轨 |
买入 |
22.44242 |
76100.0 |
¥1.71M |
|
| 2026-04-02 |
回到中轨 |
卖出 |
25.6743 |
76100.0 |
¥1.95M |
|
| 2026-09-29 |
跌破下轨 |
买入 |
39.038999999999994 |
50100.0 |
¥1.96M |
|
| 2026-11-13 |
强平 |
卖出 |
27.37 |
50100 |
¥1.37M |
回测结束强平 |