600309 烟台万华 — 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: ¥1.01M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +1.21%）
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 39 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 |
2015-06-23 |
2015-07-24 |
25.352923595999997 |
21.398580000000003 |
¥-15.6万 |
-15.62% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-17 |
16.521454949999995 |
18.4815 |
¥9.4万 |
+11.83% |
回到中轨 |
| 3 |
2015-09-30 |
2015-10-14 |
16.080882818 |
17.5824 |
¥8.7万 |
+9.30% |
回到中轨 |
| 4 |
2015-12-01 |
2015-12-16 |
17.142261136 |
17.90208 |
¥4.5万 |
+4.40% |
回到中轨 |
| 5 |
2016-01-05 |
2016-02-23 |
16.711702007 |
14.13585 |
¥-16.3万 |
-15.44% |
回到中轨 |
| 6 |
2016-05-10 |
2016-05-26 |
14.618984379999997 |
15.33465 |
¥4.4万 |
+4.86% |
回到中轨 |
| 7 |
2016-09-27 |
2016-09-29 |
19.054744708999998 |
20.35962 |
¥6.4万 |
+6.82% |
回到中轨 |
| 8 |
2016-12-13 |
2016-12-22 |
19.925875969999993 |
21.258720000000004 |
¥6.7万 |
+6.66% |
回到中轨 |
| 9 |
2017-05-08 |
2017-05-18 |
26.584522964999998 |
23.1768 |
¥-13.8万 |
-12.84% |
回到中轨 |
| 10 |
2017-05-19 |
2017-06-12 |
23.480492034999997 |
24.75522 |
¥5.0万 |
+5.40% |
回到中轨 |
| 11 |
2018-09-11 |
2018-09-28 |
43.45643302 |
43.34661 |
¥-2,788 |
-0.28% |
回到中轨 |
| 12 |
2018-10-22 |
2018-11-16 |
32.041609599999994 |
30.37959 |
¥-5.1万 |
-5.22% |
回到中轨 |
| 13 |
2019-04-29 |
2019-06-12 |
43.95708316999999 |
39.77019 |
¥-8.9万 |
-9.55% |
回到中轨 |
| 14 |
2020-02-03 |
2020-02-21 |
46.78075001599999 |
51.5484 |
¥7.7万 |
+10.16% |
回到中轨 |
| 15 |
2020-03-02 |
2020-03-03 |
47.14121812399999 |
50.859089999999995 |
¥7.3万 |
+7.85% |
回到中轨 |
| 16 |
2020-03-13 |
2020-04-07 |
44.0572132 |
43.7562 |
¥-6,723 |
-0.71% |
回到中轨 |
| 17 |
2021-03-09 |
2021-04-06 |
106.23796182999997 |
111.93795 |
¥5.2万 |
+5.33% |
回到中轨 |
| 18 |
2021-05-14 |
2021-05-18 |
99.889717928 |
109.51038 |
¥10.0万 |
+9.60% |
回到中轨 |
| 19 |
2021-08-23 |
2021-09-09 |
104.996349458 |
107.72217 |
¥2.9万 |
+2.57% |
回到中轨 |
| 20 |
2021-11-10 |
2021-12-07 |
96.134841803 |
98.39151 |
¥2.7万 |
+2.32% |
回到中轨 |
| 21 |
2022-01-12 |
2022-02-11 |
98.307663454 |
97.03287 |
¥-1.6万 |
-1.33% |
回到中轨 |
| 22 |
2022-03-08 |
2022-04-06 |
87.11312609999997 |
85.29462 |
¥-2.5万 |
-2.12% |
回到中轨 |
| 23 |
2022-07-25 |
2022-08-15 |
86.79271000399999 |
87.60231 |
¥1.0万 |
+0.90% |
回到中轨 |
| 24 |
2023-04-13 |
2023-04-18 |
92.239783636 |
96.58 |
¥5.4万 |
+4.67% |
回到中轨 |
| 25 |
2023-05-30 |
2023-06-09 |
84.179316221 |
87.7122 |
¥5.1万 |
+4.17% |
回到中轨 |
| 26 |
2023-08-21 |
2023-09-04 |
91.12834030299999 |
97.43247 |
¥8.7万 |
+6.89% |
回到中轨 |
| 27 |
2023-09-28 |
2023-10-30 |
89.556298832 |
87.01289999999999 |
¥-3.9万 |
-2.87% |
回到中轨 |
| 28 |
2023-11-09 |
2023-12-25 |
82.687378774 |
77.30261999999999 |
¥-8.5万 |
-6.54% |
回到中轨 |
| 29 |
2024-01-09 |
2024-01-29 |
73.79583210999999 |
73.30662 |
¥-8,537 |
-0.69% |
回到中轨 |
| 30 |
2024-06-03 |
2024-07-15 |
87.36345117500001 |
83.4165 |
¥-5.6万 |
-4.55% |
回到中轨 |
| 31 |
2024-07-31 |
2024-09-02 |
75.17762652399998 |
72.7272 |
¥-3.8万 |
-3.29% |
回到中轨 |
| 32 |
2024-11-25 |
2024-12-12 |
73.986079167 |
74.78514 |
¥1.2万 |
+1.05% |
回到中轨 |
| 33 |
2025-01-02 |
2025-02-10 |
71.371405 |
69.13080000000001 |
¥-3.6万 |
-3.17% |
回到中轨 |
| 34 |
2025-04-07 |
2025-05-13 |
62.81884000000001 |
57.942 |
¥-8.2万 |
-7.79% |
回到中轨 |
| 35 |
2025-06-24 |
2025-07-01 |
52.608317762 |
53.975970000000004 |
¥2.6万 |
+2.57% |
回到中轨 |
| 36 |
2025-09-23 |
2025-10-09 |
64.203375236 |
66.51342 |
¥3.8万 |
+3.57% |
回到中轨 |
| 37 |
2026-03-18 |
2026-04-02 |
80.30428406 |
82.52739 |
¥3.0万 |
+2.74% |
回到中轨 |
| 38 |
2026-05-08 |
2026-06-23 |
84.91026543999999 |
75.51441 |
¥-12.4万 |
-11.09% |
回到中轨 |
| 39 |
2026-09-17 |
2026-10-28 |
70.091021 |
71.01891 |
¥1.3万 |
+1.29% |
回到中轨 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
跌破下轨 |
买入 |
25.345319999999997 |
39400.0 |
¥99.9万 |
|
| 2015-07-24 |
回到中轨 |
卖出 |
21.398580000000003 |
39400.0 |
¥84.3万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
16.516499999999997 |
48200.0 |
¥79.6万 |
|
| 2015-09-17 |
回到中轨 |
卖出 |
18.4815 |
48200.0 |
¥89.1万 |
|
| 2015-09-30 |
跌破下轨 |
买入 |
16.07606 |
58100.0 |
¥93.4万 |
|
| 2015-10-14 |
回到中轨 |
卖出 |
17.5824 |
58100.0 |
¥1.02M |
|
| 2015-12-01 |
跌破下轨 |
买入 |
17.13712 |
59600.0 |
¥1.02M |
|
| 2015-12-16 |
回到中轨 |
卖出 |
17.90208 |
59600.0 |
¥1.07M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
16.70669 |
63000.0 |
¥1.05M |
|
| 2016-02-23 |
回到中轨 |
卖出 |
14.13585 |
63000.0 |
¥89.0万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
14.614599999999996 |
61800.0 |
¥90.3万 |
|
| 2016-05-26 |
回到中轨 |
卖出 |
15.33465 |
61800.0 |
¥94.7万 |
|
| 2016-09-27 |
跌破下轨 |
买入 |
19.04903 |
49500.0 |
¥94.3万 |
|
| 2016-09-29 |
回到中轨 |
卖出 |
20.35962 |
49500.0 |
¥1.01M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
19.919899999999995 |
50400.0 |
¥1.00M |
|
| 2016-12-22 |
回到中轨 |
卖出 |
21.258720000000004 |
50400.0 |
¥1.07M |
|
| 2017-05-08 |
跌破下轨 |
买入 |
26.576549999999997 |
40400.0 |
¥1.07M |
|
| 2017-05-18 |
回到中轨 |
卖出 |
23.1768 |
40400.0 |
¥93.6万 |
|
| 2017-05-19 |
跌破下轨 |
买入 |
23.473449999999996 |
39700.0 |
¥93.2万 |
|
| 2017-06-12 |
回到中轨 |
卖出 |
24.75522 |
39700.0 |
¥98.2万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
43.4434 |
22700.0 |
¥98.6万 |
|
| 2018-09-28 |
回到中轨 |
卖出 |
43.34661 |
22700.0 |
¥98.4万 |
|
| 2018-10-22 |
跌破下轨 |
买入 |
32.032 |
30800.0 |
¥98.7万 |
|
| 2018-11-16 |
回到中轨 |
卖出 |
30.37959 |
30800.0 |
¥93.5万 |
|
| 2019-04-29 |
跌破下轨 |
买入 |
43.94389999999999 |
21300.0 |
¥93.6万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
39.77019 |
21300.0 |
¥84.7万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
46.76671999999999 |
16300.0 |
¥76.3万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
51.5484 |
16300.0 |
¥84.0万 |
|
| 2020-03-02 |
跌破下轨 |
买入 |
47.12707999999999 |
19600.0 |
¥92.4万 |
|
| 2020-03-03 |
回到中轨 |
卖出 |
50.859089999999995 |
19600.0 |
¥99.7万 |
|
| 2020-03-13 |
跌破下轨 |
买入 |
44.044 |
21400.0 |
¥94.3万 |
|
| 2020-04-07 |
回到中轨 |
卖出 |
43.7562 |
21400.0 |
¥93.6万 |
|
| 2021-03-09 |
跌破下轨 |
买入 |
106.20609999999998 |
9100.0 |
¥96.7万 |
|
| 2021-04-06 |
回到中轨 |
卖出 |
111.93795 |
9100.0 |
¥1.02M |
|
| 2021-05-14 |
跌破下轨 |
买入 |
99.85976 |
10400.0 |
¥1.04M |
|
| 2021-05-18 |
回到中轨 |
卖出 |
109.51038 |
10400.0 |
¥1.14M |
|
| 2021-08-23 |
跌破下轨 |
买入 |
104.96485999999999 |
10800.0 |
¥1.13M |
|
| 2021-09-09 |
回到中轨 |
卖出 |
107.72217 |
10800.0 |
¥1.16M |
|
| 2021-11-10 |
跌破下轨 |
买入 |
96.10601 |
12100.0 |
¥1.16M |
|
| 2021-12-07 |
回到中轨 |
卖出 |
98.39151 |
12100.0 |
¥1.19M |
|
| 2022-01-12 |
跌破下轨 |
买入 |
98.27817999999999 |
12100.0 |
¥1.19M |
|
| 2022-02-11 |
回到中轨 |
卖出 |
97.03287 |
12100.0 |
¥1.17M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
87.08699999999999 |
13500.0 |
¥1.18M |
|
| 2022-04-06 |
回到中轨 |
卖出 |
85.29462 |
13500.0 |
¥1.15M |
|
| 2022-07-25 |
跌破下轨 |
买入 |
86.76667999999998 |
13300.0 |
¥1.15M |
|
| 2022-08-15 |
回到中轨 |
卖出 |
87.60231 |
13300.0 |
¥1.16M |
|
| 2023-04-13 |
跌破下轨 |
买入 |
92.21212 |
12600.0 |
¥1.16M |
|
| 2023-04-18 |
回到中轨 |
卖出 |
96.58 |
12600.0 |
¥1.22M |
|
| 2023-05-30 |
跌破下轨 |
买入 |
84.15406999999999 |
14500.0 |
¥1.22M |
|
| 2023-06-09 |
回到中轨 |
卖出 |
87.7122 |
14500.0 |
¥1.27M |
|
| 2023-08-21 |
跌破下轨 |
买入 |
91.10100999999999 |
13800.0 |
¥1.26M |
|
| 2023-09-04 |
回到中轨 |
卖出 |
97.43247 |
13800.0 |
¥1.34M |
|
| 2023-09-28 |
跌破下轨 |
买入 |
89.52944 |
15200.0 |
¥1.36M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
87.01289999999999 |
15200.0 |
¥1.32M |
|
| 2023-11-09 |
跌破下轨 |
买入 |
82.66257999999999 |
15800.0 |
¥1.31M |
|
| 2023-12-25 |
回到中轨 |
卖出 |
77.30261999999999 |
15800.0 |
¥1.22M |
|
| 2024-01-09 |
跌破下轨 |
买入 |
73.77369999999999 |
16700.0 |
¥1.23M |
|
| 2024-01-29 |
回到中轨 |
卖出 |
73.30662 |
16700.0 |
¥1.22M |
|
| 2024-06-03 |
跌破下轨 |
买入 |
87.33725 |
14000.0 |
¥1.22M |
|
| 2024-07-15 |
回到中轨 |
卖出 |
83.4165 |
14000.0 |
¥1.17M |
|
| 2024-07-31 |
跌破下轨 |
买入 |
75.15507999999998 |
15500.0 |
¥1.17M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
72.7272 |
15500.0 |
¥1.13M |
|
| 2024-11-25 |
跌破下轨 |
买入 |
73.96389 |
15300.0 |
¥1.13M |
|
| 2024-12-12 |
回到中轨 |
卖出 |
74.78514 |
15300.0 |
¥1.14M |
|
| 2025-01-02 |
跌破下轨 |
买入 |
71.35 |
16000.0 |
¥1.14M |
|
| 2025-02-10 |
回到中轨 |
卖出 |
69.13080000000001 |
16000.0 |
¥1.11M |
|
| 2025-04-07 |
跌破下轨 |
买入 |
62.8 |
16800.0 |
¥1.06M |
|
| 2025-05-13 |
回到中轨 |
卖出 |
57.942 |
16800.0 |
¥97.3万 |
|
| 2025-06-24 |
跌破下轨 |
买入 |
52.59253999999999 |
19500.0 |
¥1.03M |
|
| 2025-07-01 |
回到中轨 |
卖出 |
53.975970000000004 |
19500.0 |
¥1.05M |
|
| 2025-09-23 |
跌破下轨 |
买入 |
64.18412 |
16400.0 |
¥1.05M |
|
| 2025-10-09 |
回到中轨 |
卖出 |
66.51342 |
16400.0 |
¥1.09M |
|
| 2026-03-18 |
跌破下轨 |
买入 |
80.2802 |
13600.0 |
¥1.09M |
|
| 2026-04-02 |
回到中轨 |
卖出 |
82.52739 |
13600.0 |
¥1.12M |
|
| 2026-05-08 |
跌破下轨 |
买入 |
84.88479999999998 |
13200.0 |
¥1.12M |
|
| 2026-06-23 |
回到中轨 |
卖出 |
75.51441 |
13200.0 |
¥99.6万 |
|
| 2026-09-17 |
跌破下轨 |
买入 |
70.07 |
14000.0 |
¥98.1万 |
|
| 2026-10-28 |
回到中轨 |
卖出 |
71.01891 |
14000.0 |
¥99.4万 |
|