600188 兖矿能源 — 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: ¥1.89M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +89.32%）
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 47 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 |
2015-02-10 |
2015-03-03 |
12.376071708 |
13.16682 |
¥6.3万 |
+6.36% |
回到中轨 |
| 2 |
2015-06-30 |
2015-07-24 |
12.836669845999998 |
11.838149999999999 |
¥-8.3万 |
-7.81% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-22 |
8.581143570999998 |
9.290700000000001 |
¥7.3万 |
+8.24% |
回到中轨 |
| 4 |
2016-01-05 |
2016-01-07 |
8.350844501999998 |
9.48051 |
¥13.8万 |
+13.49% |
回到中轨 |
| 5 |
2016-05-10 |
2016-06-01 |
8.941611679 |
9.26 |
¥4.2万 |
+3.53% |
回到中轨 |
| 6 |
2016-08-01 |
2016-08-09 |
11.244602368999999 |
12.717270000000001 |
¥16.0万 |
+13.06% |
回到中轨 |
| 7 |
2016-09-14 |
2016-09-30 |
11.244602369 |
12.10788 |
¥10.5万 |
+7.64% |
回到中轨 |
| 8 |
2016-12-02 |
2017-01-06 |
11.825356542999998 |
10.989 |
¥-10.6万 |
-7.10% |
回到中轨 |
| 9 |
2017-01-17 |
2017-01-24 |
10.333419096 |
10.80918 |
¥6.4万 |
+4.57% |
回到中轨 |
| 10 |
2017-03-06 |
2017-03-16 |
10.563718165 |
10.82916 |
¥3.6万 |
+2.48% |
回到中轨 |
| 11 |
2017-05-09 |
2017-06-05 |
10.133159035999997 |
10.74924 |
¥8.8万 |
+6.05% |
回到中轨 |
| 12 |
2017-08-14 |
2017-08-31 |
12.476201738 |
13.286700000000002 |
¥10.1万 |
+6.46% |
回到中轨 |
| 13 |
2017-10-19 |
2017-11-08 |
12.075681617999997 |
12.43755 |
¥4.9万 |
+2.97% |
回到中轨 |
| 14 |
2018-06-29 |
2018-07-25 |
12.786604830999998 |
12.30768 |
¥-6.5万 |
-3.77% |
回到中轨 |
| 15 |
2018-09-04 |
2018-09-25 |
11.034329305999998 |
11.23875 |
¥3.0万 |
+1.82% |
回到中轨 |
| 16 |
2018-10-30 |
2018-11-20 |
10.033029005999998 |
10.379610000000001 |
¥5.7万 |
+3.42% |
回到中轨 |
| 17 |
2018-11-26 |
2018-12-05 |
9.822755942999999 |
9.85014 |
¥4,326 |
+0.25% |
回到中轨 |
| 18 |
2018-12-24 |
2019-01-18 |
9.091806724 |
8.95 |
¥-2.8万 |
-1.59% |
回到中轨 |
| 19 |
2019-06-13 |
2019-06-24 |
10.203250056999998 |
10.529459999999998 |
¥5.4万 |
+3.17% |
回到中轨 |
| 20 |
2019-08-06 |
2019-08-29 |
9.612883 |
9.4905 |
¥-2.3万 |
-1.30% |
回到中轨 |
| 21 |
2019-11-01 |
2019-11-13 |
10.343432099 |
10.74924 |
¥6.8万 |
+3.89% |
回到中轨 |
| 22 |
2019-11-18 |
2019-12-16 |
10.153185041999997 |
9.52047 |
¥-11.4万 |
-6.26% |
回到中轨 |
| 23 |
2020-02-03 |
2020-02-24 |
8.721325613 |
9.38061 |
¥11.6万 |
+7.53% |
回到中轨 |
| 24 |
2020-03-19 |
2020-04-09 |
8.581143570999998 |
8.6913 |
¥2.3万 |
+1.25% |
回到中轨 |
| 25 |
2020-04-22 |
2020-05-20 |
8.300779486999998 |
8.47152 |
¥3.7万 |
+2.03% |
回到中轨 |
| 26 |
2020-11-02 |
2020-11-10 |
9.041741708999998 |
9.48051 |
¥9.1万 |
+4.82% |
回到中轨 |
| 27 |
2021-01-27 |
2021-02-19 |
9.292066783999998 |
9.270719999999999 |
¥-5,125 |
-0.26% |
回到中轨 |
| 28 |
2021-05-21 |
2021-06-02 |
12.546292758999996 |
13.97601 |
¥22.4万 |
+11.36% |
回到中轨 |
| 29 |
2021-10-28 |
2021-11-24 |
24.682052394999996 |
24.16581 |
¥-4.5万 |
-2.12% |
回到中轨 |
| 30 |
2022-04-26 |
2022-05-16 |
32.73250680699999 |
35.09487 |
¥15.5万 |
+7.19% |
回到中轨 |
| 31 |
2022-10-21 |
2022-11-14 |
45.519111638000005 |
44.06589 |
¥-7.4万 |
-3.22% |
回到中轨 |
| 32 |
2022-11-18 |
2023-01-12 |
38.910529657999994 |
35.04492 |
¥-22.2万 |
-9.96% |
回到中轨 |
| 33 |
2023-02-15 |
2023-02-22 |
32.432116717 |
34.03592999999999 |
¥9.9万 |
+4.91% |
回到中轨 |
| 34 |
2023-05-26 |
2023-06-28 |
32.54225975 |
28.851119999999998 |
¥-23.7万 |
-11.37% |
回到中轨 |
| 35 |
2023-07-18 |
2023-08-29 |
18.804419634000002 |
17.37261 |
¥-14.3万 |
-7.64% |
回到中轨 |
| 36 |
2023-10-31 |
2023-11-10 |
19.134848733 |
19.65033 |
¥4.6万 |
+2.66% |
回到中轨 |
| 37 |
2024-03-19 |
2024-04-08 |
23.440440022999997 |
24.08589 |
¥4.8万 |
+2.72% |
回到中轨 |
| 38 |
2024-07-09 |
2024-08-20 |
16.404919999999997 |
14.675310000000001 |
¥-19.3万 |
-10.57% |
回到中轨 |
| 39 |
2024-08-21 |
2024-09-03 |
13.878022157999998 |
14.53545 |
¥7.7万 |
+4.71% |
回到中轨 |
| 40 |
2024-09-11 |
2024-09-24 |
12.886734860999995 |
14.05593 |
¥15.3万 |
+9.04% |
回到中轨 |
| 41 |
2024-11-25 |
2024-12-12 |
15.119634529999999 |
15.07491 |
¥-6,057 |
-0.33% |
回到中轨 |
| 42 |
2024-12-20 |
2025-02-10 |
14.308581286999997 |
13.41657 |
¥-11.6万 |
-6.26% |
回到中轨 |
| 43 |
2025-06-19 |
2025-07-11 |
12.225876662999998 |
12.4875 |
¥3.7万 |
+2.11% |
回到中轨 |
| 44 |
2025-11-21 |
2025-12-19 |
14.168399245 |
13.60638 |
¥-7.1万 |
-4.00% |
回到中轨 |
| 45 |
2026-09-15 |
2026-10-12 |
20.42652612 |
20.859119999999997 |
¥3.6万 |
+2.09% |
回到中轨 |
| 46 |
2026-10-23 |
2026-11-02 |
18.023405399999994 |
19.180799999999998 |
¥11.0万 |
+6.39% |
回到中轨 |
| 47 |
2026-11-06 |
2026-11-13 |
16.82184504 |
17.19 |
¥3.9万 |
+2.16% |
强平 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-10 |
跌破下轨 |
买入 |
12.372359999999999 |
80500.0 |
¥99.6万 |
|
| 2015-03-03 |
回到中轨 |
卖出 |
13.16682 |
80500.0 |
¥1.06M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
12.83282 |
82700.0 |
¥1.06M |
|
| 2015-07-24 |
回到中轨 |
卖出 |
11.838149999999999 |
82700.0 |
¥97.9万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
8.57857 |
103100.0 |
¥88.5万 |
|
| 2015-09-22 |
回到中轨 |
卖出 |
9.290700000000001 |
103100.0 |
¥95.8万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
8.348339999999999 |
122600.0 |
¥1.02M |
|
| 2016-01-07 |
回到中轨 |
卖出 |
9.48051 |
122600.0 |
¥1.16M |
|
| 2016-05-10 |
跌破下轨 |
买入 |
8.93893 |
131800.0 |
¥1.18M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
9.26 |
131800.0 |
¥1.22M |
|
| 2016-08-01 |
跌破下轨 |
买入 |
11.24123 |
109100.0 |
¥1.23M |
|
| 2016-08-09 |
回到中轨 |
卖出 |
12.717270000000001 |
109100.0 |
¥1.39M |
|
| 2016-09-14 |
跌破下轨 |
买入 |
11.24123 |
122300.0 |
¥1.38M |
|
| 2016-09-30 |
回到中轨 |
卖出 |
12.10788 |
122300.0 |
¥1.48M |
|
| 2016-12-02 |
跌破下轨 |
买入 |
11.82181 |
126600.0 |
¥1.50M |
|
| 2017-01-06 |
回到中轨 |
卖出 |
10.989 |
126600.0 |
¥1.39M |
|
| 2017-01-17 |
跌破下轨 |
买入 |
10.330319999999999 |
134400.0 |
¥1.39M |
|
| 2017-01-24 |
回到中轨 |
卖出 |
10.80918 |
134400.0 |
¥1.45M |
|
| 2017-03-06 |
跌破下轨 |
买入 |
10.56055 |
137600.0 |
¥1.45M |
|
| 2017-03-16 |
回到中轨 |
卖出 |
10.82916 |
137600.0 |
¥1.49M |
|
| 2017-05-09 |
跌破下轨 |
买入 |
10.130119999999998 |
144300.0 |
¥1.46M |
|
| 2017-06-05 |
回到中轨 |
卖出 |
10.74924 |
144300.0 |
¥1.55M |
|
| 2017-08-14 |
跌破下轨 |
买入 |
12.47246 |
125500.0 |
¥1.57M |
|
| 2017-08-31 |
回到中轨 |
卖出 |
13.286700000000002 |
125500.0 |
¥1.67M |
|
| 2017-10-19 |
跌破下轨 |
买入 |
12.072059999999999 |
136800.0 |
¥1.65M |
|
| 2017-11-08 |
回到中轨 |
卖出 |
12.43755 |
136800.0 |
¥1.70M |
|
| 2018-06-29 |
跌破下轨 |
买入 |
12.782769999999998 |
135000.0 |
¥1.73M |
|
| 2018-07-25 |
回到中轨 |
卖出 |
12.30768 |
135000.0 |
¥1.66M |
|
| 2018-09-04 |
跌破下轨 |
买入 |
11.031019999999998 |
150700.0 |
¥1.66M |
|
| 2018-09-25 |
回到中轨 |
卖出 |
11.23875 |
150700.0 |
¥1.69M |
|
| 2018-10-30 |
跌破下轨 |
买入 |
10.030019999999999 |
166400.0 |
¥1.67M |
|
| 2018-11-20 |
回到中轨 |
卖出 |
10.379610000000001 |
166400.0 |
¥1.73M |
|
| 2018-11-26 |
跌破下轨 |
买入 |
9.819809999999999 |
177100.0 |
¥1.74M |
|
| 2018-12-05 |
回到中轨 |
卖出 |
9.85014 |
177100.0 |
¥1.74M |
|
| 2018-12-24 |
跌破下轨 |
买入 |
9.08908 |
192000.0 |
¥1.75M |
|
| 2019-01-18 |
回到中轨 |
卖出 |
8.95 |
192000.0 |
¥1.72M |
|
| 2019-06-13 |
跌破下轨 |
买入 |
10.20019 |
168600.0 |
¥1.72M |
|
| 2019-06-24 |
回到中轨 |
卖出 |
10.529459999999998 |
168600.0 |
¥1.77M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
9.61 |
183000.0 |
¥1.76M |
|
| 2019-08-29 |
回到中轨 |
卖出 |
9.4905 |
183000.0 |
¥1.74M |
|
| 2019-11-01 |
跌破下轨 |
买入 |
10.34033 |
168900.0 |
¥1.75M |
|
| 2019-11-13 |
回到中轨 |
卖出 |
10.74924 |
168900.0 |
¥1.82M |
|
| 2019-11-18 |
跌破下轨 |
买入 |
10.150139999999999 |
178800.0 |
¥1.82M |
|
| 2019-12-16 |
回到中轨 |
卖出 |
9.52047 |
178800.0 |
¥1.70M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
8.71871 |
176600.0 |
¥1.54M |
|
| 2020-02-24 |
回到中轨 |
卖出 |
9.38061 |
176600.0 |
¥1.66M |
|
| 2020-03-19 |
跌破下轨 |
买入 |
8.57857 |
212900.0 |
¥1.83M |
|
| 2020-04-09 |
回到中轨 |
卖出 |
8.6913 |
212900.0 |
¥1.85M |
|
| 2020-04-22 |
跌破下轨 |
买入 |
8.298289999999998 |
220200.0 |
¥1.83M |
|
| 2020-05-20 |
回到中轨 |
卖出 |
8.47152 |
220200.0 |
¥1.86M |
|
| 2020-11-02 |
跌破下轨 |
买入 |
9.039029999999999 |
209100.0 |
¥1.89M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
9.48051 |
209100.0 |
¥1.98M |
|
| 2021-01-27 |
跌破下轨 |
买入 |
9.289279999999998 |
212400.0 |
¥1.97M |
|
| 2021-02-19 |
回到中轨 |
卖出 |
9.270719999999999 |
212400.0 |
¥1.97M |
|
| 2021-05-21 |
跌破下轨 |
买入 |
12.542529999999998 |
157100.0 |
¥1.97M |
|
| 2021-06-02 |
回到中轨 |
卖出 |
13.97601 |
157100.0 |
¥2.19M |
|
| 2021-10-28 |
跌破下轨 |
买入 |
24.674649999999996 |
85500.0 |
¥2.11M |
|
| 2021-11-24 |
回到中轨 |
卖出 |
24.16581 |
85500.0 |
¥2.07M |
|
| 2022-04-26 |
跌破下轨 |
买入 |
32.72268999999999 |
65700.0 |
¥2.15M |
|
| 2022-05-16 |
回到中轨 |
卖出 |
35.09487 |
65700.0 |
¥2.31M |
|
| 2022-10-21 |
跌破下轨 |
买入 |
45.50546 |
50600.0 |
¥2.30M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
44.06589 |
50600.0 |
¥2.23M |
|
| 2022-11-18 |
跌破下轨 |
买入 |
38.89885999999999 |
57300.0 |
¥2.23M |
|
| 2023-01-12 |
回到中轨 |
卖出 |
35.04492 |
57300.0 |
¥2.01M |
|
| 2023-02-15 |
跌破下轨 |
买入 |
32.42239 |
61900.0 |
¥2.01M |
|
| 2023-02-22 |
回到中轨 |
卖出 |
34.03592999999999 |
61900.0 |
¥2.11M |
|
| 2023-05-26 |
跌破下轨 |
买入 |
32.5325 |
64100.0 |
¥2.09M |
|
| 2023-06-28 |
回到中轨 |
卖出 |
28.851119999999998 |
64100.0 |
¥1.85M |
|
| 2023-07-18 |
跌破下轨 |
买入 |
18.79878 |
99700.0 |
¥1.87M |
|
| 2023-08-29 |
回到中轨 |
卖出 |
17.37261 |
99700.0 |
¥1.73M |
|
| 2023-10-31 |
跌破下轨 |
买入 |
19.129109999999997 |
89800.0 |
¥1.72M |
|
| 2023-11-10 |
回到中轨 |
卖出 |
19.65033 |
89800.0 |
¥1.76M |
|
| 2024-03-19 |
跌破下轨 |
买入 |
23.43341 |
75100.0 |
¥1.76M |
|
| 2024-04-08 |
回到中轨 |
卖出 |
24.08589 |
75100.0 |
¥1.81M |
|
| 2024-07-09 |
跌破下轨 |
买入 |
16.4 |
111200.0 |
¥1.82M |
|
| 2024-08-20 |
回到中轨 |
卖出 |
14.675310000000001 |
111200.0 |
¥1.63M |
|
| 2024-08-21 |
跌破下轨 |
买入 |
13.873859999999999 |
117700.0 |
¥1.63M |
|
| 2024-09-03 |
回到中轨 |
卖出 |
14.53545 |
117700.0 |
¥1.71M |
|
| 2024-09-11 |
跌破下轨 |
买入 |
12.882869999999997 |
131300.0 |
¥1.69M |
|
| 2024-09-24 |
回到中轨 |
卖出 |
14.05593 |
131300.0 |
¥1.84M |
|
| 2024-11-25 |
跌破下轨 |
买入 |
15.115099999999998 |
123000.0 |
¥1.86M |
|
| 2024-12-12 |
回到中轨 |
卖出 |
15.07491 |
123000.0 |
¥1.85M |
|
| 2024-12-20 |
跌破下轨 |
买入 |
14.304289999999998 |
129500.0 |
¥1.85M |
|
| 2025-02-10 |
回到中轨 |
卖出 |
13.41657 |
129500.0 |
¥1.74M |
|
| 2025-06-19 |
跌破下轨 |
买入 |
12.222209999999999 |
141600.0 |
¥1.73M |
|
| 2025-07-11 |
回到中轨 |
卖出 |
12.4875 |
141600.0 |
¥1.77M |
|
| 2025-11-21 |
跌破下轨 |
买入 |
14.16415 |
124800.0 |
¥1.77M |
|
| 2025-12-19 |
回到中轨 |
卖出 |
13.60638 |
124800.0 |
¥1.70M |
|
| 2026-09-15 |
跌破下轨 |
买入 |
20.420399999999997 |
83500.0 |
¥1.71M |
|
| 2026-10-12 |
回到中轨 |
卖出 |
20.859119999999997 |
83500.0 |
¥1.74M |
|
| 2026-10-23 |
跌破下轨 |
买入 |
18.017999999999997 |
95900.0 |
¥1.73M |
|
| 2026-11-02 |
回到中轨 |
卖出 |
19.180799999999998 |
95900.0 |
¥1.84M |
|
| 2026-11-06 |
跌破下轨 |
买入 |
16.8168 |
108600.0 |
¥1.83M |
|
| 2026-11-13 |
强平 |
卖出 |
17.19 |
108600 |
¥1.87M |
回测结束强平 |