600233 圆通速递 — 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: ¥1.15M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +14.57%）
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 44 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 |
17.532768252999997 |
17.4825 |
¥-3,081 |
-0.32% |
回到中轨 |
| 2 |
2016-12-14 |
2017-01-06 |
26.033807799999995 |
26.72325 |
¥2.5万 |
+2.62% |
回到中轨 |
| 3 |
2017-01-17 |
2017-01-26 |
23.170088941999996 |
26.13384 |
¥12.9万 |
+12.76% |
回到中轨 |
| 4 |
2017-03-31 |
2017-05-17 |
22.989854887999996 |
20.859119999999997 |
¥-10.7万 |
-9.30% |
回到中轨 |
| 5 |
2017-07-19 |
2017-08-17 |
18.373860505 |
18.05 |
¥-1.9万 |
-1.79% |
回到中轨 |
| 6 |
2017-11-14 |
2018-01-04 |
19.725915999999998 |
17.222759999999997 |
¥-12.9万 |
-12.72% |
回到中轨 |
| 7 |
2018-02-01 |
2018-02-28 |
16.191025851 |
15.45453 |
¥-4.1万 |
-4.58% |
回到中轨 |
| 8 |
2018-04-24 |
2018-05-09 |
14.869309454999998 |
15.66432 |
¥4.5万 |
+5.32% |
回到中轨 |
| 9 |
2018-06-20 |
2018-07-20 |
13.617684079999998 |
13.95603 |
¥2.2万 |
+2.45% |
回到中轨 |
| 10 |
2018-09-11 |
2018-09-25 |
11.223366 |
11.8881 |
¥5.4万 |
+5.89% |
回到中轨 |
| 11 |
2018-10-18 |
2018-11-05 |
10.483144000000001 |
11.37861 |
¥8.2万 |
+8.51% |
回到中轨 |
| 12 |
2018-11-26 |
2019-01-09 |
10.513653149999998 |
10.11987 |
¥-4.0万 |
-3.77% |
回到中轨 |
| 13 |
2019-04-29 |
2019-05-29 |
13.277241977999998 |
12.66732 |
¥-4.7万 |
-4.62% |
回到中轨 |
| 14 |
2019-07-12 |
2019-07-26 |
11.835369545999999 |
12.1878 |
¥2.9万 |
+2.95% |
回到中轨 |
| 15 |
2019-11-25 |
2019-12-04 |
11.865408554999998 |
12.557429999999998 |
¥5.8万 |
+5.80% |
回到中轨 |
| 16 |
2020-03-13 |
2020-04-08 |
12.065668614999998 |
11.65833 |
¥-3.4万 |
-3.41% |
回到中轨 |
| 17 |
2020-11-03 |
2020-12-02 |
13.567619064999999 |
13.20678 |
¥-2.8万 |
-2.69% |
回到中轨 |
| 18 |
2020-12-16 |
2021-01-06 |
12.383714000000001 |
12.63735 |
¥2.0万 |
+2.02% |
回到中轨 |
| 19 |
2021-02-08 |
2021-02-18 |
11.204550356999999 |
12.277709999999999 |
¥9.7万 |
+9.55% |
回到中轨 |
| 20 |
2021-04-12 |
2021-04-26 |
10.804030236999997 |
10.81917 |
¥1,214 |
+0.11% |
回到中轨 |
| 21 |
2021-06-07 |
2021-07-08 |
10.493627144000001 |
9.99 |
¥-5.4万 |
-4.83% |
回到中轨 |
| 22 |
2021-07-20 |
2021-08-19 |
9.692586903999999 |
9.25074 |
¥-4.9万 |
-4.59% |
回到中轨 |
| 23 |
2022-01-25 |
2022-02-21 |
15.810531737 |
16.903080000000003 |
¥6.9万 |
+6.88% |
回到中轨 |
| 24 |
2022-04-12 |
2022-04-15 |
14.919374469999998 |
16.903080000000003 |
¥14.1万 |
+13.26% |
回到中轨 |
| 25 |
2022-07-13 |
2022-07-21 |
18.704289603999996 |
19.76022 |
¥6.8万 |
+5.61% |
回到中轨 |
| 26 |
2022-10-31 |
2022-11-18 |
19.355134798999995 |
19.4805 |
¥7,924 |
+0.62% |
回到中轨 |
| 27 |
2023-02-16 |
2023-03-14 |
18.724315609999998 |
18.8811 |
¥1.0万 |
+0.81% |
回到中轨 |
| 28 |
2023-04-25 |
2023-06-29 |
17.642911285999997 |
15.114870000000002 |
¥-18.8万 |
-14.35% |
回到中轨 |
| 29 |
2023-08-14 |
2023-09-01 |
15.169699544999999 |
15.06 |
¥-8,395 |
-0.75% |
回到中轨 |
| 30 |
2023-10-16 |
2023-11-07 |
14.018204200000001 |
13.786200000000001 |
¥-1.9万 |
-1.68% |
回到中轨 |
| 31 |
2023-11-27 |
2023-12-29 |
13.247202968999998 |
12.44754 |
¥-6.6万 |
-6.06% |
回到中轨 |
| 32 |
2024-01-09 |
2024-01-17 |
11.615083479999997 |
12.117870000000002 |
¥4.4万 |
+4.30% |
回到中轨 |
| 33 |
2024-01-23 |
2024-01-26 |
11.534979455999999 |
11.928059999999999 |
¥3.6万 |
+3.38% |
回到中轨 |
| 34 |
2024-01-31 |
2024-02-07 |
10.884134260999996 |
12.07791 |
¥12.0万 |
+10.93% |
回到中轨 |
| 35 |
2024-07-03 |
2024-08-01 |
14.999478493999996 |
14.195789999999999 |
¥-6.6万 |
-5.39% |
回到中轨 |
| 36 |
2024-11-22 |
2024-12-25 |
15.209751557 |
14.445540000000001 |
¥-5.8万 |
-5.05% |
回到中轨 |
| 37 |
2025-01-03 |
2025-02-05 |
13.787905130999999 |
13.766219999999999 |
¥-2,065 |
-0.19% |
回到中轨 |
| 38 |
2025-03-26 |
2025-04-16 |
13.30399 |
13.13685 |
¥-1.4万 |
-1.29% |
回到中轨 |
| 39 |
2025-05-26 |
2025-05-29 |
12.776591828 |
13.27671 |
¥4.2万 |
+3.88% |
回到中轨 |
| 40 |
2025-10-17 |
2025-11-24 |
16.621584979999998 |
16.83315 |
¥1.4万 |
+1.24% |
回到中轨 |
| 41 |
2025-12-23 |
2026-01-13 |
16.741741016 |
16.903080000000003 |
¥1.1万 |
+0.93% |
回到中轨 |
| 42 |
2026-05-19 |
2026-07-02 |
19.615472877 |
18.321659999999998 |
¥-7.6万 |
-6.62% |
回到中轨 |
| 43 |
2026-08-24 |
2026-09-11 |
17.442651225999995 |
17.46252 |
¥904 |
+0.08% |
回到中轨 |
| 44 |
2026-10-22 |
2026-10-28 |
16.781793028 |
17.792189999999998 |
¥6.4万 |
+5.99% |
回到中轨 |
逐笔成交记录（共 88 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 |
17.52751 |
55500.0 |
¥97.3万 |
|
| 2015-07-20 |
回到中轨 |
卖出 |
17.4825 |
55500.0 |
¥97.0万 |
|
| 2016-12-14 |
跌破下轨 |
买入 |
26.025999999999996 |
37200.0 |
¥96.8万 |
|
| 2017-01-06 |
回到中轨 |
卖出 |
26.72325 |
37200.0 |
¥99.4万 |
|
| 2017-01-17 |
跌破下轨 |
买入 |
23.16314 |
43700.0 |
¥1.01M |
|
| 2017-01-26 |
回到中轨 |
卖出 |
26.13384 |
43700.0 |
¥1.14M |
|
| 2017-03-31 |
跌破下轨 |
买入 |
22.98296 |
49900.0 |
¥1.15M |
|
| 2017-05-17 |
回到中轨 |
卖出 |
20.859119999999997 |
49900.0 |
¥1.04M |
|
| 2017-07-19 |
跌破下轨 |
买入 |
18.36835 |
56800.0 |
¥1.04M |
|
| 2017-08-17 |
回到中轨 |
卖出 |
18.05 |
56800.0 |
¥1.02M |
|
| 2017-11-14 |
跌破下轨 |
买入 |
19.72 |
51500.0 |
¥1.02M |
|
| 2018-01-04 |
回到中轨 |
卖出 |
17.222759999999997 |
51500.0 |
¥88.7万 |
|
| 2018-02-01 |
跌破下轨 |
买入 |
16.18617 |
55200.0 |
¥89.4万 |
|
| 2018-02-28 |
回到中轨 |
卖出 |
15.45453 |
55200.0 |
¥85.3万 |
|
| 2018-04-24 |
跌破下轨 |
买入 |
14.864849999999999 |
57200.0 |
¥85.1万 |
|
| 2018-05-09 |
回到中轨 |
卖出 |
15.66432 |
57200.0 |
¥89.6万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
13.613599999999998 |
66000.0 |
¥89.9万 |
|
| 2018-07-20 |
回到中轨 |
卖出 |
13.95603 |
66000.0 |
¥92.1万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
11.22 |
82000.0 |
¥92.0万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
11.8881 |
82000.0 |
¥97.5万 |
|
| 2018-10-18 |
跌破下轨 |
买入 |
10.48 |
92400.0 |
¥96.9万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
11.37861 |
92400.0 |
¥1.05M |
|
| 2018-11-26 |
跌破下轨 |
买入 |
10.510499999999999 |
100600.0 |
¥1.06M |
|
| 2019-01-09 |
回到中轨 |
卖出 |
10.11987 |
100600.0 |
¥1.02M |
|
| 2019-04-29 |
跌破下轨 |
买入 |
13.273259999999999 |
76700.0 |
¥1.02M |
|
| 2019-05-29 |
回到中轨 |
卖出 |
12.66732 |
76700.0 |
¥97.1万 |
|
| 2019-07-12 |
跌破下轨 |
买入 |
11.831819999999999 |
82000.0 |
¥97.1万 |
|
| 2019-07-26 |
回到中轨 |
卖出 |
12.1878 |
82000.0 |
¥99.9万 |
|
| 2019-11-25 |
跌破下轨 |
买入 |
11.861849999999999 |
84300.0 |
¥1.00M |
|
| 2019-12-04 |
回到中轨 |
卖出 |
12.557429999999998 |
84300.0 |
¥1.06M |
|
| 2020-03-13 |
跌破下轨 |
买入 |
12.06205 |
83000.0 |
¥1.00M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
11.65833 |
83000.0 |
¥96.7万 |
|
| 2020-11-03 |
跌破下轨 |
买入 |
13.56355 |
75500.0 |
¥1.02M |
|
| 2020-12-02 |
回到中轨 |
卖出 |
13.20678 |
75500.0 |
¥99.7万 |
|
| 2020-12-16 |
跌破下轨 |
买入 |
12.38 |
80400.0 |
¥99.6万 |
|
| 2021-01-06 |
回到中轨 |
卖出 |
12.63735 |
80400.0 |
¥1.02M |
|
| 2021-02-08 |
跌破下轨 |
买入 |
11.201189999999999 |
90600.0 |
¥1.02M |
|
| 2021-02-18 |
回到中轨 |
卖出 |
12.277709999999999 |
90600.0 |
¥1.11M |
|
| 2021-04-12 |
跌破下轨 |
买入 |
10.800789999999997 |
102100.0 |
¥1.10M |
|
| 2021-04-26 |
回到中轨 |
卖出 |
10.81917 |
102100.0 |
¥1.10M |
|
| 2021-06-07 |
跌破下轨 |
买入 |
10.49048 |
106100.0 |
¥1.11M |
|
| 2021-07-08 |
回到中轨 |
卖出 |
9.99 |
106100.0 |
¥1.06M |
|
| 2021-07-20 |
跌破下轨 |
买入 |
9.68968 |
109600.0 |
¥1.06M |
|
| 2021-08-19 |
回到中轨 |
卖出 |
9.25074 |
109600.0 |
¥1.01M |
|
| 2022-01-25 |
跌破下轨 |
买入 |
15.805789999999998 |
63900.0 |
¥1.01M |
|
| 2022-02-21 |
回到中轨 |
卖出 |
16.903080000000003 |
63900.0 |
¥1.08M |
|
| 2022-04-12 |
跌破下轨 |
买入 |
14.914899999999998 |
71300.0 |
¥1.06M |
|
| 2022-04-15 |
回到中轨 |
卖出 |
16.903080000000003 |
71300.0 |
¥1.20M |
|
| 2022-07-13 |
跌破下轨 |
买入 |
18.698679999999996 |
65100.0 |
¥1.22M |
|
| 2022-07-21 |
回到中轨 |
卖出 |
19.76022 |
65100.0 |
¥1.29M |
|
| 2022-10-31 |
跌破下轨 |
买入 |
19.349329999999995 |
66300.0 |
¥1.28M |
|
| 2022-11-18 |
回到中轨 |
卖出 |
19.4805 |
66300.0 |
¥1.29M |
|
| 2023-02-16 |
跌破下轨 |
买入 |
18.7187 |
68800.0 |
¥1.29M |
|
| 2023-03-14 |
回到中轨 |
卖出 |
18.8811 |
68800.0 |
¥1.30M |
|
| 2023-04-25 |
跌破下轨 |
买入 |
17.63762 |
74100.0 |
¥1.31M |
|
| 2023-06-29 |
回到中轨 |
卖出 |
15.114870000000002 |
74100.0 |
¥1.12M |
|
| 2023-08-14 |
跌破下轨 |
买入 |
15.165149999999999 |
73500.0 |
¥1.11M |
|
| 2023-09-01 |
回到中轨 |
卖出 |
15.06 |
73500.0 |
¥1.11M |
|
| 2023-10-16 |
跌破下轨 |
买入 |
14.014 |
79000.0 |
¥1.11M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
13.786200000000001 |
79000.0 |
¥1.09M |
|
| 2023-11-27 |
跌破下轨 |
买入 |
13.243229999999999 |
82500.0 |
¥1.09M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
12.44754 |
82500.0 |
¥1.03M |
|
| 2024-01-09 |
跌破下轨 |
买入 |
11.611599999999997 |
88300.0 |
¥1.03M |
|
| 2024-01-17 |
回到中轨 |
卖出 |
12.117870000000002 |
88300.0 |
¥1.07M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
11.531519999999999 |
92400.0 |
¥1.07M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
11.928059999999999 |
92400.0 |
¥1.10M |
|
| 2024-01-31 |
跌破下轨 |
买入 |
10.880869999999996 |
101100.0 |
¥1.10M |
|
| 2024-02-07 |
回到中轨 |
卖出 |
12.07791 |
101100.0 |
¥1.22M |
|
| 2024-07-03 |
跌破下轨 |
买入 |
14.994979999999998 |
81800.0 |
¥1.23M |
|
| 2024-08-01 |
回到中轨 |
卖出 |
14.195789999999999 |
81800.0 |
¥1.16M |
|
| 2024-11-22 |
跌破下轨 |
买入 |
15.20519 |
76000.0 |
¥1.16M |
|
| 2024-12-25 |
回到中轨 |
卖出 |
14.445540000000001 |
76000.0 |
¥1.10M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
13.783769999999999 |
80000.0 |
¥1.10M |
|
| 2025-02-05 |
回到中轨 |
卖出 |
13.766219999999999 |
80000.0 |
¥1.10M |
|
| 2025-03-26 |
跌破下轨 |
买入 |
13.3 |
82600.0 |
¥1.10M |
|
| 2025-04-16 |
回到中轨 |
卖出 |
13.13685 |
82600.0 |
¥1.08M |
|
| 2025-05-26 |
跌破下轨 |
买入 |
12.77276 |
85100.0 |
¥1.09M |
|
| 2025-05-29 |
回到中轨 |
卖出 |
13.27671 |
85100.0 |
¥1.13M |
|
| 2025-10-17 |
跌破下轨 |
买入 |
16.6166 |
65800.0 |
¥1.09M |
|
| 2025-11-24 |
回到中轨 |
卖出 |
16.83315 |
65800.0 |
¥1.11M |
|
| 2025-12-23 |
跌破下轨 |
买入 |
16.73672 |
67900.0 |
¥1.14M |
|
| 2026-01-13 |
回到中轨 |
卖出 |
16.903080000000003 |
67900.0 |
¥1.15M |
|
| 2026-05-19 |
跌破下轨 |
买入 |
19.609589999999997 |
58200.0 |
¥1.14M |
|
| 2026-07-02 |
回到中轨 |
卖出 |
18.321659999999998 |
58200.0 |
¥1.07M |
|
| 2026-08-24 |
跌破下轨 |
买入 |
17.43742 |
61800.0 |
¥1.08M |
|
| 2026-09-11 |
回到中轨 |
卖出 |
17.46252 |
61800.0 |
¥1.08M |
|
| 2026-10-22 |
跌破下轨 |
买入 |
16.77676 |
64100.0 |
¥1.08M |
|
| 2026-10-28 |
回到中轨 |
卖出 |
17.792189999999998 |
64100.0 |
¥1.14M |
|