600362 江西铜业 — 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: ¥1.41M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +40.61%）
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 37 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 |
2015-07-24 |
19.675550894999997 |
17.27271 |
¥-11.9万 |
-12.24% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-22 |
12.926786872999998 |
14.105879999999999 |
¥7.3万 |
+9.09% |
回到中轨 |
| 3 |
2016-05-10 |
2016-06-01 |
12.926786873 |
13.246739999999999 |
¥2.3万 |
+2.44% |
回到中轨 |
| 4 |
2016-09-14 |
2016-10-11 |
13.797918133999998 |
14.185799999999999 |
¥2.7万 |
+2.78% |
回到中轨 |
| 5 |
2017-04-19 |
2017-06-06 |
16.654995 |
15.07491 |
¥-9.4万 |
-9.51% |
回到中轨 |
| 6 |
2017-10-31 |
2017-11-27 |
17.52275525 |
17.51247 |
¥-802 |
-0.09% |
回到中轨 |
| 7 |
2018-03-20 |
2018-04-20 |
17.572820264999997 |
17.172810000000002 |
¥-2.1万 |
-2.31% |
回到中轨 |
| 8 |
2018-06-01 |
2018-06-07 |
16.471389934999998 |
17.4825 |
¥5.4万 |
+6.11% |
回到中轨 |
| 9 |
2018-06-27 |
2018-07-24 |
15.910661767 |
15.2847 |
¥-3.7万 |
-3.96% |
回到中轨 |
| 10 |
2018-08-07 |
2018-08-29 |
14.258516272 |
14.67531 |
¥2.6万 |
+2.89% |
回到中轨 |
| 11 |
2018-10-12 |
2018-11-01 |
13.557606062 |
13.45653 |
¥-7,200 |
-0.78% |
回到中轨 |
| 12 |
2019-04-29 |
2019-05-22 |
15.450063628999999 |
14.865120000000001 |
¥-3.5万 |
-3.81% |
回到中轨 |
| 13 |
2020-01-22 |
2020-02-21 |
15.540180656 |
14.785200000000001 |
¥-4.3万 |
-4.89% |
回到中轨 |
| 14 |
2020-03-17 |
2020-04-08 |
13.287254980999998 |
12.987 |
¥-1.9万 |
-2.29% |
回到中轨 |
| 15 |
2020-09-30 |
2020-10-22 |
14.294287 |
14.83515 |
¥3.1万 |
+3.75% |
回到中轨 |
| 16 |
2021-02-01 |
2021-02-10 |
18.864497651999997 |
21.06891 |
¥10.0万 |
+11.65% |
回到中轨 |
| 17 |
2021-03-25 |
2021-04-09 |
21.658125488999996 |
25.41456 |
¥16.5万 |
+17.31% |
回到中轨 |
| 18 |
2021-06-16 |
2021-07-06 |
22.729516809999993 |
23.32665 |
¥2.9万 |
+2.60% |
回到中轨 |
| 19 |
2021-08-20 |
2021-08-26 |
22.816843 |
24.175799999999995 |
¥6.8万 |
+5.92% |
回到中轨 |
| 20 |
2021-12-31 |
2022-01-13 |
22.158775638999995 |
23.576400000000007 |
¥7.7万 |
+6.37% |
回到中轨 |
| 21 |
2022-01-25 |
2022-02-11 |
21.618073477 |
22.52745 |
¥5.4万 |
+4.18% |
回到中轨 |
| 22 |
2022-03-11 |
2022-04-07 |
20.12613603 |
19.50048 |
¥-4.2万 |
-3.14% |
回到中轨 |
| 23 |
2022-04-22 |
2022-05-23 |
18.423925519999994 |
17.99199 |
¥-3.1万 |
-2.37% |
回到中轨 |
| 24 |
2022-09-01 |
2022-09-08 |
16.411311916999995 |
16.87311 |
¥3.5万 |
+2.78% |
回到中轨 |
| 25 |
2022-09-27 |
2022-10-27 |
15.490115641 |
15.74424 |
¥2.1万 |
+1.61% |
回到中轨 |
| 26 |
2023-05-15 |
2023-06-09 |
18.984653687999995 |
18.981 |
¥-654 |
-0.05% |
回到中轨 |
| 27 |
2023-08-22 |
2023-09-04 |
18.724315609999998 |
19.4805 |
¥5.3万 |
+4.01% |
回到中轨 |
| 28 |
2023-10-09 |
2023-11-07 |
19.105729999999998 |
18.22176 |
¥-6.4万 |
-4.66% |
回到中轨 |
| 29 |
2023-12-06 |
2023-12-28 |
17.412612217 |
17.55243 |
¥1.0万 |
+0.77% |
回到中轨 |
| 30 |
2024-01-23 |
2024-01-26 |
16.92197507 |
18.12186 |
¥9.4万 |
+7.06% |
回到中轨 |
| 31 |
2024-06-28 |
2024-07-08 |
23.290244977999997 |
24.3756 |
¥6.6万 |
+4.63% |
回到中轨 |
| 32 |
2024-07-22 |
2024-08-20 |
22.529256749999995 |
20.739240000000002 |
¥-11.7万 |
-7.97% |
回到中轨 |
| 33 |
2024-09-03 |
2024-09-20 |
19.705589903999996 |
19.50048 |
¥-1.5万 |
-1.07% |
回到中轨 |
| 34 |
2024-12-23 |
2025-01-14 |
20.666838191999993 |
20.739240000000002 |
¥4,348 |
+0.32% |
回到中轨 |
| 35 |
2025-04-08 |
2025-04-23 |
20.026006 |
22.177799999999998 |
¥14.5万 |
+10.71% |
回到中轨 |
| 36 |
2025-08-01 |
2025-08-07 |
22.479191734999997 |
23.49648 |
¥6.7万 |
+4.49% |
回到中轨 |
| 37 |
2026-10-23 |
2026-11-13 |
35.24577056 |
31.33 |
¥-17.0万 |
-11.14% |
强平 |
逐笔成交记录（共 74 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 |
19.669649999999997 |
49500.0 |
¥97.4万 |
|
| 2015-07-24 |
回到中轨 |
卖出 |
17.27271 |
49500.0 |
¥85.5万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
12.922909999999998 |
61900.0 |
¥80.0万 |
|
| 2015-09-22 |
回到中轨 |
卖出 |
14.105879999999999 |
61900.0 |
¥87.3万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
12.922909999999998 |
72800.0 |
¥94.1万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
13.246739999999999 |
72800.0 |
¥96.4万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
13.793779999999998 |
70300.0 |
¥97.0万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
14.185799999999999 |
70300.0 |
¥99.7万 |
|
| 2017-04-19 |
跌破下轨 |
买入 |
16.65 |
59500.0 |
¥99.1万 |
|
| 2017-06-06 |
回到中轨 |
卖出 |
15.07491 |
59500.0 |
¥89.7万 |
|
| 2017-10-31 |
跌破下轨 |
买入 |
17.5175 |
51600.0 |
¥90.4万 |
|
| 2017-11-27 |
回到中轨 |
卖出 |
17.51247 |
51600.0 |
¥90.3万 |
|
| 2018-03-20 |
跌破下轨 |
买入 |
17.567549999999997 |
51100.0 |
¥89.8万 |
|
| 2018-04-20 |
回到中轨 |
卖出 |
17.172810000000002 |
51100.0 |
¥87.7万 |
|
| 2018-06-01 |
跌破下轨 |
买入 |
16.46645 |
53600.0 |
¥88.3万 |
|
| 2018-06-07 |
回到中轨 |
卖出 |
17.4825 |
53600.0 |
¥93.7万 |
|
| 2018-06-27 |
跌破下轨 |
买入 |
15.90589 |
58900.0 |
¥93.7万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
15.2847 |
58900.0 |
¥90.0万 |
|
| 2018-08-07 |
跌破下轨 |
买入 |
14.25424 |
63400.0 |
¥90.4万 |
|
| 2018-08-29 |
回到中轨 |
卖出 |
14.67531 |
63400.0 |
¥93.0万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
13.553539999999998 |
68500.0 |
¥92.9万 |
|
| 2018-11-01 |
回到中轨 |
卖出 |
13.45653 |
68500.0 |
¥92.1万 |
|
| 2019-04-29 |
跌破下轨 |
买入 |
15.445429999999998 |
59700.0 |
¥92.2万 |
|
| 2019-05-22 |
回到中轨 |
卖出 |
14.865120000000001 |
59700.0 |
¥88.7万 |
|
| 2020-01-22 |
跌破下轨 |
买入 |
15.535519999999998 |
56700.0 |
¥88.1万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
14.785200000000001 |
56700.0 |
¥83.8万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
13.283269999999998 |
63500.0 |
¥84.4万 |
|
| 2020-04-08 |
回到中轨 |
卖出 |
12.987 |
63500.0 |
¥82.4万 |
|
| 2020-09-30 |
跌破下轨 |
买入 |
14.29 |
57700.0 |
¥82.5万 |
|
| 2020-10-22 |
回到中轨 |
卖出 |
14.83515 |
57700.0 |
¥85.6万 |
|
| 2021-02-01 |
跌破下轨 |
买入 |
18.858839999999997 |
45300.0 |
¥85.5万 |
|
| 2021-02-10 |
回到中轨 |
卖出 |
21.06891 |
45300.0 |
¥95.4万 |
|
| 2021-03-25 |
跌破下轨 |
买入 |
21.651629999999997 |
44000.0 |
¥95.3万 |
|
| 2021-04-09 |
回到中轨 |
卖出 |
25.41456 |
44000.0 |
¥1.12M |
|
| 2021-06-16 |
跌破下轨 |
买入 |
22.722699999999993 |
48400.0 |
¥1.10M |
|
| 2021-07-06 |
回到中轨 |
卖出 |
23.32665 |
48400.0 |
¥1.13M |
|
| 2021-08-20 |
跌破下轨 |
买入 |
22.81 |
50100.0 |
¥1.14M |
|
| 2021-08-26 |
回到中轨 |
卖出 |
24.175799999999995 |
50100.0 |
¥1.21M |
|
| 2021-12-31 |
跌破下轨 |
买入 |
22.152129999999996 |
54500.0 |
¥1.21M |
|
| 2022-01-13 |
回到中轨 |
卖出 |
23.576400000000007 |
54500.0 |
¥1.28M |
|
| 2022-01-25 |
跌破下轨 |
买入 |
21.611589999999996 |
59300.0 |
¥1.28M |
|
| 2022-02-11 |
回到中轨 |
卖出 |
22.52745 |
59300.0 |
¥1.34M |
|
| 2022-03-11 |
跌破下轨 |
买入 |
20.1201 |
65900.0 |
¥1.33M |
|
| 2022-04-07 |
回到中轨 |
卖出 |
19.50048 |
65900.0 |
¥1.28M |
|
| 2022-04-22 |
跌破下轨 |
买入 |
18.418399999999995 |
70400.0 |
¥1.30M |
|
| 2022-05-23 |
回到中轨 |
卖出 |
17.99199 |
70400.0 |
¥1.27M |
|
| 2022-09-01 |
跌破下轨 |
买入 |
16.40639 |
77600.0 |
¥1.27M |
|
| 2022-09-08 |
回到中轨 |
卖出 |
16.87311 |
77600.0 |
¥1.31M |
|
| 2022-09-27 |
跌破下轨 |
买入 |
15.485469999999998 |
84600.0 |
¥1.31M |
|
| 2022-10-27 |
回到中轨 |
卖出 |
15.74424 |
84600.0 |
¥1.33M |
|
| 2023-05-15 |
跌破下轨 |
买入 |
18.978959999999997 |
70000.0 |
¥1.33M |
|
| 2023-06-09 |
回到中轨 |
卖出 |
18.981 |
70000.0 |
¥1.33M |
|
| 2023-08-22 |
跌破下轨 |
买入 |
18.7187 |
71000.0 |
¥1.33M |
|
| 2023-09-04 |
回到中轨 |
卖出 |
19.4805 |
71000.0 |
¥1.38M |
|
| 2023-10-09 |
跌破下轨 |
买入 |
19.1 |
71600.0 |
¥1.37M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
18.22176 |
71600.0 |
¥1.30M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
17.40739 |
75600.0 |
¥1.32M |
|
| 2023-12-28 |
回到中轨 |
卖出 |
17.55243 |
75600.0 |
¥1.33M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
16.9169 |
78400.0 |
¥1.33M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
18.12186 |
78400.0 |
¥1.42M |
|
| 2024-06-28 |
跌破下轨 |
买入 |
23.28326 |
61000.0 |
¥1.42M |
|
| 2024-07-08 |
回到中轨 |
卖出 |
24.3756 |
61000.0 |
¥1.49M |
|
| 2024-07-22 |
跌破下轨 |
买入 |
22.522499999999997 |
65400.0 |
¥1.47M |
|
| 2024-08-20 |
回到中轨 |
卖出 |
20.739240000000002 |
65400.0 |
¥1.36M |
|
| 2024-09-03 |
跌破下轨 |
买入 |
19.699679999999997 |
69100.0 |
¥1.36M |
|
| 2024-09-20 |
回到中轨 |
卖出 |
19.50048 |
69100.0 |
¥1.35M |
|
| 2024-12-23 |
跌破下轨 |
买入 |
20.660639999999997 |
65700.0 |
¥1.36M |
|
| 2025-01-14 |
回到中轨 |
卖出 |
20.739240000000002 |
65700.0 |
¥1.36M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
20.02 |
67500.0 |
¥1.35M |
|
| 2025-04-23 |
回到中轨 |
卖出 |
22.177799999999998 |
67500.0 |
¥1.50M |
|
| 2025-08-01 |
跌破下轨 |
买入 |
22.47245 |
66800.0 |
¥1.50M |
|
| 2025-08-07 |
回到中轨 |
卖出 |
23.49648 |
66800.0 |
¥1.57M |
|
| 2026-10-23 |
跌破下轨 |
买入 |
35.2352 |
43200.0 |
¥1.52M |
|
| 2026-11-13 |
强平 |
卖出 |
31.33 |
43200 |
¥1.35M |
回测结束强平 |