600183 生益科技 — 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: ¥65.2万
策略: 布林下轨抄底
K线 & 交易信号(策略收益 -34.85%)
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 31 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 |
2015-07-03 |
2015-07-21 |
8.010402399999998 |
8.67132 |
¥7.8万 |
+8.22% |
回到中轨 |
| 2 |
2016-01-05 |
2016-02-02 |
8.390896514 |
7.76223 |
¥-7.6万 |
-7.52% |
回到中轨 |
| 3 |
2016-06-14 |
2016-06-24 |
8.651234592 |
9.0909 |
¥5.0万 |
+5.05% |
回到中轨 |
| 4 |
2016-12-05 |
2016-12-09 |
11.304680386999998 |
11.988000000000001 |
¥6.3万 |
+6.01% |
回到中轨 |
| 5 |
2016-12-13 |
2016-12-28 |
11.0143033 |
11.448540000000003 |
¥4.3万 |
+3.91% |
回到中轨 |
| 6 |
2017-04-19 |
2017-05-05 |
11.925486572999997 |
12.457529999999998 |
¥5.1万 |
+4.43% |
回到中轨 |
| 7 |
2017-05-24 |
2017-06-21 |
11.264628374999997 |
11.40858 |
¥1.5万 |
+1.25% |
回到中轨 |
| 8 |
2017-10-19 |
2017-11-01 |
14.168399245000002 |
15.17481 |
¥8.7万 |
+7.07% |
回到中轨 |
| 9 |
2018-03-26 |
2018-03-30 |
15.470089634999994 |
17.23275 |
¥14.6万 |
+11.36% |
回到中轨 |
| 10 |
2018-04-20 |
2018-05-15 |
15.219764559999998 |
14.2857 |
¥-8.9万 |
-6.17% |
回到中轨 |
| 11 |
2018-05-29 |
2018-07-02 |
9.522365852999998 |
9.16083 |
¥-5.2万 |
-3.83% |
回到中轨 |
| 12 |
2018-10-09 |
2018-10-23 |
9.802729936999997 |
9.90009 |
¥1.3万 |
+0.96% |
回到中轨 |
| 13 |
2018-11-26 |
2018-12-10 |
9.071780718000001 |
9.24075 |
¥2.4万 |
+1.83% |
回到中轨 |
| 14 |
2019-10-31 |
2019-11-29 |
22.62938678 |
22.637340000000002 |
¥68 |
+0.01% |
回到中轨 |
| 15 |
2019-12-24 |
2020-01-03 |
20.736929212999996 |
22.7772 |
¥13.3万 |
+9.81% |
回到中轨 |
| 16 |
2020-05-22 |
2020-06-17 |
28.136538429999998 |
28.42155 |
¥1.5万 |
+0.98% |
回到中轨 |
| 17 |
2020-08-24 |
2020-09-22 |
24.922364466999994 |
23.87 |
¥-6.4万 |
-4.25% |
回到中轨 |
| 18 |
2021-01-25 |
2021-02-24 |
26.234067859999993 |
24.62 |
¥-8.8万 |
-6.18% |
回到中轨 |
| 19 |
2021-06-17 |
2021-06-24 |
21.828346540000002 |
22.72725 |
¥5.5万 |
+4.09% |
回到中轨 |
| 20 |
2022-01-24 |
2022-04-19 |
21.608060474 |
16.7832 |
¥-31.2万 |
-22.35% |
回到中轨 |
| 21 |
2022-04-27 |
2022-04-28 |
15.109621526999998 |
16.183799999999998 |
¥7.7万 |
+7.08% |
回到中轨 |
| 22 |
2022-07-13 |
2022-07-29 |
15.840570746 |
16.17381 |
¥2.4万 |
+2.07% |
回到中轨 |
| 23 |
2022-09-19 |
2022-10-19 |
14.538880355999996 |
13.656330000000002 |
¥-7.3万 |
-6.10% |
回到中轨 |
| 24 |
2023-04-24 |
2023-05-31 |
17.682963298 |
15.274709999999999 |
¥-15.1万 |
-13.64% |
回到中轨 |
| 25 |
2023-06-27 |
2023-07-05 |
13.717814109999999 |
14.745239999999999 |
¥7.2万 |
+7.46% |
回到中轨 |
| 26 |
2023-08-14 |
2023-09-05 |
15.169699544999999 |
15.33465 |
¥1.1万 |
+1.06% |
回到中轨 |
| 27 |
2023-12-06 |
2023-12-12 |
16.521454949999995 |
17.16282 |
¥4.0万 |
+3.85% |
回到中轨 |
| 28 |
2024-01-09 |
2024-02-20 |
16.581532967999998 |
15.64434 |
¥-6.2万 |
-5.68% |
回到中轨 |
| 29 |
2024-04-09 |
2024-04-29 |
16.571519965 |
17.91207 |
¥8.3万 |
+8.06% |
回到中轨 |
| 30 |
2025-04-09 |
2025-04-29 |
21.0273063 |
24.23574 |
¥16.4万 |
+15.22% |
回到中轨 |
| 31 |
2026-09-28 |
2026-11-13 |
136.1768408 |
68.15 |
¥-62.6万 |
-49.97% |
强平 |
逐笔成交记录(共 62 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-07-03 |
跌破下轨 |
买入 |
8.008 |
119200.0 |
¥95.5万 |
|
| 2015-07-21 |
回到中轨 |
卖出 |
8.67132 |
119200.0 |
¥1.03M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
8.38838 |
120700.0 |
¥1.01M |
|
| 2016-02-02 |
回到中轨 |
卖出 |
7.76223 |
120700.0 |
¥93.7万 |
|
| 2016-06-14 |
跌破下轨 |
买入 |
8.64864 |
115300.0 |
¥99.7万 |
|
| 2016-06-24 |
回到中轨 |
卖出 |
9.0909 |
115300.0 |
¥1.05M |
|
| 2016-12-05 |
跌破下轨 |
买入 |
11.301289999999998 |
92600.0 |
¥1.05M |
|
| 2016-12-09 |
回到中轨 |
卖出 |
11.988000000000001 |
92600.0 |
¥1.11M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
11.011 |
100900.0 |
¥1.11M |
|
| 2016-12-28 |
回到中轨 |
卖出 |
11.448540000000003 |
100900.0 |
¥1.15M |
|
| 2017-04-19 |
跌破下轨 |
买入 |
11.921909999999999 |
97000.0 |
¥1.16M |
|
| 2017-05-05 |
回到中轨 |
卖出 |
12.457529999999998 |
97000.0 |
¥1.21M |
|
| 2017-05-24 |
跌破下轨 |
买入 |
11.261249999999999 |
106900.0 |
¥1.20M |
|
| 2017-06-21 |
回到中轨 |
卖出 |
11.40858 |
106900.0 |
¥1.22M |
|
| 2017-10-19 |
跌破下轨 |
买入 |
14.164150000000001 |
86400.0 |
¥1.22M |
|
| 2017-11-01 |
回到中轨 |
卖出 |
15.17481 |
86400.0 |
¥1.31M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
15.465449999999995 |
83300.0 |
¥1.29M |
|
| 2018-03-30 |
回到中轨 |
卖出 |
17.23275 |
83300.0 |
¥1.44M |
|
| 2018-04-20 |
跌破下轨 |
买入 |
15.215199999999998 |
94700.0 |
¥1.44M |
|
| 2018-05-15 |
回到中轨 |
卖出 |
14.2857 |
94700.0 |
¥1.35M |
|
| 2018-05-29 |
跌破下轨 |
买入 |
9.519509999999999 |
143500.0 |
¥1.37M |
|
| 2018-07-02 |
回到中轨 |
卖出 |
9.16083 |
143500.0 |
¥1.31M |
|
| 2018-10-09 |
跌破下轨 |
买入 |
9.799789999999998 |
134100.0 |
¥1.31M |
|
| 2018-10-23 |
回到中轨 |
卖出 |
9.90009 |
134100.0 |
¥1.33M |
|
| 2018-11-26 |
跌破下轨 |
买入 |
9.06906 |
146400.0 |
¥1.33M |
|
| 2018-12-10 |
回到中轨 |
卖出 |
9.24075 |
146400.0 |
¥1.35M |
|
| 2019-10-31 |
跌破下轨 |
买入 |
22.6226 |
58600.0 |
¥1.33M |
|
| 2019-11-29 |
回到中轨 |
卖出 |
22.637340000000002 |
58600.0 |
¥1.33M |
|
| 2019-12-24 |
跌破下轨 |
买入 |
20.73071 |
65200.0 |
¥1.35M |
|
| 2020-01-03 |
回到中轨 |
卖出 |
22.7772 |
65200.0 |
¥1.48M |
|
| 2020-05-22 |
跌破下轨 |
买入 |
28.1281 |
52500.0 |
¥1.48M |
|
| 2020-06-17 |
回到中轨 |
卖出 |
28.42155 |
52500.0 |
¥1.49M |
|
| 2020-08-24 |
跌破下轨 |
买入 |
24.914889999999996 |
60000.0 |
¥1.50M |
|
| 2020-09-22 |
回到中轨 |
卖出 |
23.87 |
60000.0 |
¥1.43M |
|
| 2021-01-25 |
跌破下轨 |
买入 |
26.226199999999995 |
54500.0 |
¥1.43M |
|
| 2021-02-24 |
回到中轨 |
卖出 |
24.62 |
54500.0 |
¥1.34M |
|
| 2021-06-17 |
跌破下轨 |
买入 |
21.8218 |
61700.0 |
¥1.35M |
|
| 2021-06-24 |
回到中轨 |
卖出 |
22.72725 |
61700.0 |
¥1.40M |
|
| 2022-01-24 |
跌破下轨 |
买入 |
21.601579999999995 |
64600.0 |
¥1.40M |
|
| 2022-04-19 |
回到中轨 |
卖出 |
16.7832 |
64600.0 |
¥1.08M |
|
| 2022-04-27 |
跌破下轨 |
买入 |
15.105089999999999 |
71600.0 |
¥1.08M |
|
| 2022-04-28 |
回到中轨 |
卖出 |
16.183799999999998 |
71600.0 |
¥1.16M |
|
| 2022-07-13 |
跌破下轨 |
买入 |
15.835819999999998 |
73400.0 |
¥1.16M |
|
| 2022-07-29 |
回到中轨 |
卖出 |
16.17381 |
73400.0 |
¥1.19M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
14.534519999999999 |
81900.0 |
¥1.19M |
|
| 2022-10-19 |
回到中轨 |
卖出 |
13.656330000000002 |
81900.0 |
¥1.12M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
17.67766 |
62600.0 |
¥1.11M |
|
| 2023-05-31 |
回到中轨 |
卖出 |
15.274709999999999 |
62600.0 |
¥95.6万 |
|
| 2023-06-27 |
跌破下轨 |
买入 |
13.713699999999998 |
70500.0 |
¥96.7万 |
|
| 2023-07-05 |
回到中轨 |
卖出 |
14.745239999999999 |
70500.0 |
¥1.04M |
|
| 2023-08-14 |
跌破下轨 |
买入 |
15.165149999999999 |
68200.0 |
¥1.03M |
|
| 2023-09-05 |
回到中轨 |
卖出 |
15.33465 |
68200.0 |
¥1.05M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
16.516499999999997 |
63400.0 |
¥1.05M |
|
| 2023-12-12 |
回到中轨 |
卖出 |
17.16282 |
63400.0 |
¥1.09M |
|
| 2024-01-09 |
跌破下轨 |
买入 |
16.576559999999997 |
65800.0 |
¥1.09M |
|
| 2024-02-20 |
回到中轨 |
卖出 |
15.64434 |
65800.0 |
¥1.03M |
|
| 2024-04-09 |
跌破下轨 |
买入 |
16.56655 |
62100.0 |
¥1.03M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
17.91207 |
62100.0 |
¥1.11M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
21.020999999999997 |
51100.0 |
¥1.07M |
|
| 2025-04-29 |
回到中轨 |
卖出 |
24.23574 |
51100.0 |
¥1.24M |
|
| 2026-09-28 |
跌破下轨 |
买入 |
136.136 |
9200.0 |
¥1.25M |
|
| 2026-11-13 |
强平 |
卖出 |
68.15 |
9200 |
¥62.7万 |
回测结束强平 |