600221 海航控股 — 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: ¥83.4万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -16.64%）
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 |
2015-02-09 |
2015-02-25 |
2.873731861 |
3.21678 |
¥11.8万 |
+11.90% |
回到中轨 |
| 2 |
2015-07-03 |
2015-07-22 |
4.926397476 |
5.4945 |
¥11.9万 |
+11.50% |
回到中轨 |
| 3 |
2015-08-24 |
2015-09-23 |
4.676072401 |
3.95604 |
¥-18.4万 |
-15.42% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-23 |
3.5245770559999996 |
3.17682 |
¥-10.1万 |
-9.89% |
回到中轨 |
| 5 |
2016-04-22 |
2016-05-05 |
3.094017927 |
3.2967 |
¥6.2万 |
+6.52% |
回到中轨 |
| 6 |
2016-09-13 |
2016-10-17 |
3.2542259749999998 |
3.2567399999999997 |
¥478 |
+0.05% |
回到中轨 |
| 7 |
2016-12-13 |
2016-12-22 |
3.264238978 |
3.30669 |
¥1.3万 |
+1.27% |
回到中轨 |
| 8 |
2017-04-27 |
2017-05-31 |
3.341002 |
3.2367600000000003 |
¥-3.2万 |
-3.15% |
回到中轨 |
| 9 |
2017-06-30 |
2017-07-11 |
3.2141739629999995 |
3.2367600000000003 |
¥6,679 |
+0.67% |
回到中轨 |
| 10 |
2017-09-26 |
2017-10-12 |
3.2609779999999997 |
3.2767199999999996 |
¥4,534 |
+0.45% |
回到中轨 |
| 11 |
2017-10-31 |
2017-11-02 |
3.2141739629999995 |
3.2567399999999997 |
¥1.3万 |
+1.29% |
回到中轨 |
| 12 |
2017-11-21 |
2017-11-23 |
3.1641089480000004 |
3.21678 |
¥1.7万 |
+1.63% |
回到中轨 |
| 13 |
2017-11-28 |
2017-12-12 |
3.164108948 |
3.1968 |
¥1.0万 |
+1.00% |
回到中轨 |
| 14 |
2017-12-25 |
2017-12-29 |
3.1340699389999997 |
3.17682 |
¥1.4万 |
+1.33% |
回到中轨 |
| 15 |
2018-07-23 |
2018-09-25 |
2.620786 |
2.05794 |
¥-20.5万 |
-21.50% |
回到中轨 |
| 16 |
2018-10-12 |
2018-10-31 |
1.812353543 |
1.92807 |
¥5.4万 |
+6.35% |
回到中轨 |
| 17 |
2018-12-21 |
2019-01-14 |
1.930579 |
1.94805 |
¥7,933 |
+0.87% |
回到中轨 |
| 18 |
2019-02-01 |
2019-02-13 |
1.842392552 |
1.92807 |
¥4.2万 |
+4.62% |
回到中轨 |
| 19 |
2019-08-02 |
2019-08-20 |
1.9124835729999998 |
1.91808 |
¥2,476 |
+0.26% |
回到中轨 |
| 20 |
2019-09-18 |
2019-12-06 |
1.862418558 |
1.6683299999999999 |
¥-10.0万 |
-10.45% |
回到中轨 |
| 21 |
2020-02-03 |
2020-02-20 |
1.50045 |
1.72 |
¥11.3万 |
+14.60% |
回到中轨 |
| 22 |
2020-04-22 |
2020-05-21 |
1.481924444 |
1.49 |
¥4,974 |
+0.51% |
回到中轨 |
| 23 |
2020-10-27 |
2020-11-16 |
1.5920674769999996 |
1.60839 |
¥9,605 |
+0.99% |
回到中轨 |
| 24 |
2020-12-11 |
2021-01-26 |
1.552015465 |
1.4985 |
¥-3.4万 |
-3.48% |
回到中轨 |
| 25 |
2021-02-03 |
2021-02-19 |
1.2115733629999998 |
1.35 |
¥10.6万 |
+11.39% |
回到中轨 |
| 26 |
2021-04-27 |
2021-05-07 |
1.60208048 |
1.6983 |
¥6.3万 |
+5.97% |
回到中轨 |
| 27 |
2021-07-13 |
2021-07-21 |
1.992587597 |
2.24775 |
¥14.3万 |
+12.77% |
回到中轨 |
| 28 |
2021-11-03 |
2021-12-01 |
1.9224965759999995 |
1.94805 |
¥1.6万 |
+1.30% |
回到中轨 |
| 29 |
2022-03-11 |
2022-04-29 |
1.862418558 |
1.7782200000000001 |
¥-5.8万 |
-4.55% |
回到中轨 |
| 30 |
2022-06-13 |
2022-08-12 |
1.6321194889999997 |
1.45 |
¥-13.6万 |
-11.19% |
回到中轨 |
| 31 |
2022-09-20 |
2022-09-27 |
1.4318594289999995 |
1.5484499999999999 |
¥8.8万 |
+8.11% |
回到中轨 |
| 32 |
2022-11-01 |
2022-11-07 |
1.4418724319999998 |
1.53846 |
¥7.8万 |
+6.67% |
回到中轨 |
| 33 |
2023-03-13 |
2023-03-27 |
1.7422625219999999 |
1.75824 |
¥1.1万 |
+0.89% |
回到中轨 |
| 34 |
2023-04-24 |
2023-06-01 |
1.6921975069999995 |
1.68831 |
¥-3,282 |
-0.26% |
回到中轨 |
| 35 |
2023-06-27 |
2023-07-26 |
1.582054474 |
1.6183800000000002 |
¥2.9万 |
+2.27% |
回到中轨 |
| 36 |
2023-08-25 |
2023-10-30 |
1.5620284679999998 |
1.45854 |
¥-8.6万 |
-6.65% |
回到中轨 |
| 37 |
2023-12-08 |
2024-01-15 |
1.4118334229999998 |
1.35864 |
¥-4.6万 |
-3.80% |
回到中轨 |
| 38 |
2024-03-28 |
2024-04-02 |
1.3617684079999999 |
1.38861 |
¥2.2万 |
+1.94% |
回到中轨 |
| 39 |
2024-04-17 |
2024-04-25 |
1.3317293989999999 |
1.36863 |
¥3.2万 |
+2.74% |
回到中轨 |
| 40 |
2024-05-31 |
2024-08-01 |
1.3617684079999999 |
1.0989 |
¥-23.4万 |
-19.33% |
回到中轨 |
| 41 |
2024-09-10 |
2024-09-25 |
1.0313393089999998 |
1.0689300000000002 |
¥3.5万 |
+3.61% |
回到中轨 |
| 42 |
2025-01-06 |
2025-01-22 |
1.5820544740000002 |
1.6683299999999999 |
¥5.5万 |
+5.42% |
回到中轨 |
| 43 |
2025-03-28 |
2025-05-07 |
1.4618984379999995 |
1.38861 |
¥-5.4万 |
-5.04% |
回到中轨 |
| 44 |
2025-06-16 |
2025-07-01 |
1.3217163959999998 |
1.33 |
¥6,053 |
+0.60% |
回到中轨 |
| 45 |
2026-03-03 |
2026-04-09 |
1.6221064859999998 |
1.46853 |
¥-9.6万 |
-9.49% |
回到中轨 |
| 46 |
2026-06-30 |
2026-07-24 |
1.371781411 |
1.32867 |
¥-2.9万 |
-3.17% |
回到中轨 |
| 47 |
2026-09-14 |
2026-11-04 |
1.2816643840000002 |
1.19 |
¥-6.4万 |
-7.18% |
回到中轨 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-09 |
跌破下轨 |
买入 |
2.87287 |
343600.0 |
¥98.7万 |
|
| 2015-02-25 |
回到中轨 |
卖出 |
3.21678 |
343600.0 |
¥1.10M |
|
| 2015-07-03 |
跌破下轨 |
买入 |
4.924919999999999 |
210900.0 |
¥1.04M |
|
| 2015-07-22 |
回到中轨 |
卖出 |
5.4945 |
210900.0 |
¥1.16M |
|
| 2015-08-24 |
跌破下轨 |
买入 |
4.674669999999999 |
254700.0 |
¥1.19M |
|
| 2015-09-23 |
回到中轨 |
卖出 |
3.95604 |
254700.0 |
¥1.01M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
3.5235199999999995 |
290000.0 |
¥1.02M |
|
| 2016-02-23 |
回到中轨 |
卖出 |
3.17682 |
290000.0 |
¥92.1万 |
|
| 2016-04-22 |
跌破下轨 |
买入 |
3.0930899999999997 |
307100.0 |
¥95.0万 |
|
| 2016-05-05 |
回到中轨 |
卖出 |
3.2967 |
307100.0 |
¥1.01M |
|
| 2016-09-13 |
跌破下轨 |
买入 |
3.2532499999999995 |
311000.0 |
¥1.01M |
|
| 2016-10-17 |
回到中轨 |
卖出 |
3.2567399999999997 |
311000.0 |
¥1.01M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
3.2632599999999994 |
309200.0 |
¥1.01M |
|
| 2016-12-22 |
回到中轨 |
卖出 |
3.30669 |
309200.0 |
¥1.02M |
|
| 2017-04-27 |
跌破下轨 |
买入 |
3.34 |
306500.0 |
¥1.02M |
|
| 2017-05-31 |
回到中轨 |
卖出 |
3.2367600000000003 |
306500.0 |
¥99.2万 |
|
| 2017-06-30 |
跌破下轨 |
买入 |
3.2132099999999997 |
309000.0 |
¥99.3万 |
|
| 2017-07-11 |
回到中轨 |
卖出 |
3.2367600000000003 |
309000.0 |
¥100.0万 |
|
| 2017-09-26 |
跌破下轨 |
买入 |
3.26 |
307200.0 |
¥1.00M |
|
| 2017-10-12 |
回到中轨 |
卖出 |
3.2767199999999996 |
307200.0 |
¥1.01M |
|
| 2017-10-31 |
跌破下轨 |
买入 |
3.2132099999999997 |
312400.0 |
¥1.00M |
|
| 2017-11-02 |
回到中轨 |
卖出 |
3.2567399999999997 |
312400.0 |
¥1.02M |
|
| 2017-11-21 |
跌破下轨 |
买入 |
3.16316 |
320500.0 |
¥1.01M |
|
| 2017-11-23 |
回到中轨 |
卖出 |
3.21678 |
320500.0 |
¥1.03M |
|
| 2017-11-28 |
跌破下轨 |
买入 |
3.16316 |
326700.0 |
¥1.03M |
|
| 2017-12-12 |
回到中轨 |
卖出 |
3.1968 |
326700.0 |
¥1.04M |
|
| 2017-12-25 |
跌破下轨 |
买入 |
3.1331299999999995 |
333100.0 |
¥1.04M |
|
| 2017-12-29 |
回到中轨 |
卖出 |
3.17682 |
333100.0 |
¥1.06M |
|
| 2018-07-23 |
跌破下轨 |
买入 |
2.62 |
363100.0 |
¥95.2万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
2.05794 |
363100.0 |
¥74.7万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
1.81181 |
471100.0 |
¥85.4万 |
|
| 2018-10-31 |
回到中轨 |
卖出 |
1.92807 |
471100.0 |
¥90.8万 |
|
| 2018-12-21 |
跌破下轨 |
买入 |
1.93 |
469800.0 |
¥90.7万 |
|
| 2019-01-14 |
回到中轨 |
卖出 |
1.94805 |
469800.0 |
¥91.5万 |
|
| 2019-02-01 |
跌破下轨 |
买入 |
1.84184 |
494400.0 |
¥91.1万 |
|
| 2019-02-13 |
回到中轨 |
卖出 |
1.92807 |
494400.0 |
¥95.3万 |
|
| 2019-08-02 |
跌破下轨 |
买入 |
1.9119099999999998 |
493100.0 |
¥94.3万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
1.91808 |
493100.0 |
¥94.6万 |
|
| 2019-09-18 |
跌破下轨 |
买入 |
1.8618599999999998 |
515700.0 |
¥96.0万 |
|
| 2019-12-06 |
回到中轨 |
卖出 |
1.6683299999999999 |
515700.0 |
¥86.0万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
1.5 |
514400.0 |
¥77.2万 |
|
| 2020-02-20 |
回到中轨 |
卖出 |
1.72 |
514400.0 |
¥88.5万 |
|
| 2020-04-22 |
跌破下轨 |
买入 |
1.48148 |
652000.0 |
¥96.6万 |
|
| 2020-05-21 |
回到中轨 |
卖出 |
1.49 |
652000.0 |
¥97.1万 |
|
| 2020-10-27 |
跌破下轨 |
买入 |
1.5915899999999998 |
606400.0 |
¥96.5万 |
|
| 2020-11-16 |
回到中轨 |
卖出 |
1.60839 |
606400.0 |
¥97.5万 |
|
| 2020-12-11 |
跌破下轨 |
买入 |
1.55155 |
632000.0 |
¥98.1万 |
|
| 2021-01-26 |
回到中轨 |
卖出 |
1.4985 |
632000.0 |
¥94.7万 |
|
| 2021-02-03 |
跌破下轨 |
买入 |
1.21121 |
767700.0 |
¥93.0万 |
|
| 2021-02-19 |
回到中轨 |
卖出 |
1.35 |
767700.0 |
¥1.04M |
|
| 2021-04-27 |
跌破下轨 |
买入 |
1.6016000000000001 |
656900.0 |
¥1.05M |
|
| 2021-05-07 |
回到中轨 |
卖出 |
1.6983 |
656900.0 |
¥1.12M |
|
| 2021-07-13 |
跌破下轨 |
买入 |
1.9919899999999997 |
562900.0 |
¥1.12M |
|
| 2021-07-21 |
回到中轨 |
卖出 |
2.24775 |
562900.0 |
¥1.26M |
|
| 2021-11-03 |
跌破下轨 |
买入 |
1.9219199999999996 |
641100.0 |
¥1.23M |
|
| 2021-12-01 |
回到中轨 |
卖出 |
1.94805 |
641100.0 |
¥1.25M |
|
| 2022-03-11 |
跌破下轨 |
买入 |
1.86186 |
683900.0 |
¥1.27M |
|
| 2022-04-29 |
回到中轨 |
卖出 |
1.7782200000000001 |
683900.0 |
¥1.22M |
|
| 2022-06-13 |
跌破下轨 |
买入 |
1.63163 |
744600.0 |
¥1.22M |
|
| 2022-08-12 |
回到中轨 |
卖出 |
1.45 |
744600.0 |
¥1.08M |
|
| 2022-09-20 |
跌破下轨 |
买入 |
1.4314299999999995 |
759200.0 |
¥1.09M |
|
| 2022-09-27 |
回到中轨 |
卖出 |
1.5484499999999999 |
759200.0 |
¥1.18M |
|
| 2022-11-01 |
跌破下轨 |
买入 |
1.4414399999999998 |
809400.0 |
¥1.17M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
1.53846 |
809400.0 |
¥1.24M |
|
| 2023-03-13 |
跌破下轨 |
买入 |
1.7417399999999998 |
719000.0 |
¥1.25M |
|
| 2023-03-27 |
回到中轨 |
卖出 |
1.75824 |
719000.0 |
¥1.26M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
1.6916899999999997 |
746900.0 |
¥1.26M |
|
| 2023-06-01 |
回到中轨 |
卖出 |
1.68831 |
746900.0 |
¥1.26M |
|
| 2023-06-27 |
跌破下轨 |
买入 |
1.58158 |
796800.0 |
¥1.26M |
|
| 2023-07-26 |
回到中轨 |
卖出 |
1.6183800000000002 |
796800.0 |
¥1.29M |
|
| 2023-08-25 |
跌破下轨 |
买入 |
1.5615599999999998 |
825300.0 |
¥1.29M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
1.45854 |
825300.0 |
¥1.20M |
|
| 2023-12-08 |
跌破下轨 |
买入 |
1.4114099999999998 |
852400.0 |
¥1.20M |
|
| 2024-01-15 |
回到中轨 |
卖出 |
1.35864 |
852400.0 |
¥1.16M |
|
| 2024-03-28 |
跌破下轨 |
买入 |
1.3613599999999997 |
850300.0 |
¥1.16M |
|
| 2024-04-02 |
回到中轨 |
卖出 |
1.38861 |
850300.0 |
¥1.18M |
|
| 2024-04-17 |
跌破下轨 |
买入 |
1.33133 |
886300.0 |
¥1.18M |
|
| 2024-04-25 |
回到中轨 |
卖出 |
1.36863 |
886300.0 |
¥1.21M |
|
| 2024-05-31 |
跌破下轨 |
买入 |
1.36136 |
890500.0 |
¥1.21M |
|
| 2024-08-01 |
回到中轨 |
卖出 |
1.0989 |
890500.0 |
¥97.8万 |
|
| 2024-09-10 |
跌破下轨 |
买入 |
1.03103 |
949000.0 |
¥97.9万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
1.0689300000000002 |
949000.0 |
¥1.01M |
|
| 2025-01-06 |
跌破下轨 |
买入 |
1.58158 |
636900.0 |
¥1.01M |
|
| 2025-01-22 |
回到中轨 |
卖出 |
1.6683299999999999 |
636900.0 |
¥1.06M |
|
| 2025-03-28 |
跌破下轨 |
买入 |
1.4614599999999998 |
730900.0 |
¥1.07M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
1.38861 |
730900.0 |
¥1.01M |
|
| 2025-06-16 |
跌破下轨 |
买入 |
1.3213199999999998 |
767700.0 |
¥1.01M |
|
| 2025-07-01 |
回到中轨 |
卖出 |
1.33 |
767700.0 |
¥1.02M |
|
| 2026-03-03 |
跌破下轨 |
买入 |
1.6216199999999998 |
625400.0 |
¥1.01M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
1.46853 |
625400.0 |
¥91.8万 |
|
| 2026-06-30 |
跌破下轨 |
买入 |
1.37137 |
669200.0 |
¥91.8万 |
|
| 2026-07-24 |
回到中轨 |
卖出 |
1.32867 |
669200.0 |
¥88.9万 |
|
| 2026-09-14 |
跌破下轨 |
买入 |
1.28128 |
693400.0 |
¥88.9万 |
|
| 2026-11-04 |
回到中轨 |
卖出 |
1.19 |
693400.0 |
¥82.5万 |
|