600372 中航机载 — 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: ¥95.3万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -4.68%）
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 |
2015-06-23 |
2015-07-21 |
39.17086773599999 |
31.458509999999997 |
¥-19.7万 |
-19.71% |
回到中轨 |
| 2 |
2015-08-25 |
2015-10-08 |
23.951103176 |
23.83614 |
¥-3,676 |
-0.51% |
回到中轨 |
| 3 |
2015-12-01 |
2015-12-23 |
24.962416478999994 |
25.824150000000003 |
¥2.7万 |
+3.42% |
回到中轨 |
| 4 |
2016-01-11 |
2016-02-05 |
21.027306299999996 |
19.30068 |
¥-6.7万 |
-8.24% |
回到中轨 |
| 5 |
2016-05-10 |
2016-05-25 |
18.173600444999998 |
18.66132 |
¥2.0万 |
+2.65% |
回到中轨 |
| 6 |
2016-08-02 |
2016-08-16 |
19.755654918999998 |
20.63934 |
¥3.5万 |
+4.44% |
回到中轨 |
| 7 |
2016-09-14 |
2016-10-20 |
19.265778000000005 |
19.380599999999998 |
¥4,567 |
+0.57% |
回到中轨 |
| 8 |
2016-11-07 |
2016-11-15 |
18.904549664 |
19.200779999999998 |
¥1.2万 |
+1.54% |
回到中轨 |
| 9 |
2016-12-09 |
2016-12-16 |
18.905669999999997 |
19.180799999999998 |
¥1.2万 |
+1.42% |
回到中轨 |
| 10 |
2017-03-23 |
2017-04-10 |
19.375160805 |
19.76022 |
¥1.6万 |
+1.96% |
回到中轨 |
| 11 |
2017-05-09 |
2017-06-15 |
16.621584979999998 |
15.07491 |
¥-7.9万 |
-9.33% |
回到中轨 |
| 12 |
2017-07-18 |
2017-08-07 |
15.199738553999998 |
17.282700000000002 |
¥10.7万 |
+13.67% |
回到中轨 |
| 13 |
2017-10-20 |
2017-12-14 |
16.050843809 |
14.205780000000003 |
¥-10.2万 |
-11.52% |
回到中轨 |
| 14 |
2018-01-16 |
2018-01-26 |
13.487515040999998 |
13.786200000000001 |
¥1.7万 |
+2.18% |
回到中轨 |
| 15 |
2018-02-02 |
2018-02-28 |
12.536279755999997 |
12.99699 |
¥2.9万 |
+3.64% |
回到中轨 |
| 16 |
2018-06-01 |
2018-06-27 |
13.617684079999998 |
12.78 |
¥-5.1万 |
-6.18% |
回到中轨 |
| 17 |
2018-10-10 |
2018-10-29 |
13.347332998999997 |
13.5864 |
¥1.4万 |
+1.76% |
回到中轨 |
| 18 |
2018-12-28 |
2019-01-08 |
13.127046932999999 |
14.3856 |
¥7.6万 |
+9.55% |
回到中轨 |
| 19 |
2019-04-29 |
2019-05-29 |
15.940700775999998 |
15.04 |
¥-4.9万 |
-5.68% |
回到中轨 |
| 20 |
2019-06-06 |
2019-06-20 |
14.478802337999998 |
14.56542 |
¥4,639 |
+0.57% |
回到中轨 |
| 21 |
2019-08-05 |
2019-08-27 |
14.308581286999999 |
14.05593 |
¥-1.5万 |
-1.80% |
回到中轨 |
| 22 |
2019-09-27 |
2019-11-01 |
14.268529275 |
13.986 |
¥-1.6万 |
-2.01% |
回到中轨 |
| 23 |
2020-02-04 |
2020-02-18 |
12.315993689999997 |
15.7842 |
¥21.2万 |
+28.12% |
回到中轨 |
| 24 |
2020-05-22 |
2020-06-18 |
13.317293990000001 |
13.31667 |
¥-347 |
-0.03% |
回到中轨 |
| 25 |
2021-03-09 |
2021-03-31 |
16.154844999999998 |
15.79419 |
¥-2.3万 |
-2.26% |
回到中轨 |
| 26 |
2021-04-13 |
2021-04-30 |
14.428737322999998 |
14.935049999999999 |
¥3.4万 |
+3.48% |
回到中轨 |
| 27 |
2021-07-05 |
2021-07-13 |
14.91937447 |
16.04394 |
¥7.6万 |
+7.51% |
回到中轨 |
| 28 |
2022-04-12 |
2022-05-05 |
16.992066090999998 |
16.75323 |
¥-1.6万 |
-1.44% |
回到中轨 |
| 29 |
2022-08-25 |
2022-09-09 |
18.323795489999995 |
18.8811 |
¥3.2万 |
+3.01% |
回到中轨 |
| 30 |
2022-11-04 |
2022-12-06 |
17.873210355 |
17.93205 |
¥3,293 |
+0.30% |
回到中轨 |
| 31 |
2022-12-15 |
2023-01-17 |
17.182313148 |
16.55343 |
¥-4.1万 |
-3.69% |
回到中轨 |
| 32 |
2023-04-21 |
2023-06-19 |
16.000778794 |
14.71527 |
¥-8.6万 |
-8.06% |
回到中轨 |
| 33 |
2023-08-14 |
2023-08-18 |
14.719114409999996 |
15.04494 |
¥2.1万 |
+2.18% |
回到中轨 |
| 34 |
2023-08-25 |
2023-08-30 |
14.368659304999998 |
15.064920000000003 |
¥4.8万 |
+4.81% |
回到中轨 |
| 35 |
2023-10-19 |
2023-11-07 |
13.427437023 |
13.74624 |
¥2.4万 |
+2.34% |
回到中轨 |
| 36 |
2023-11-27 |
2023-12-29 |
13.247202968999996 |
13.00698 |
¥-2.0万 |
-1.84% |
回到中轨 |
| 37 |
2024-01-18 |
2024-02-20 |
11.404810417 |
11.23875 |
¥-1.6万 |
-1.49% |
回到中轨 |
| 38 |
2024-03-26 |
2024-04-02 |
11.424836422999999 |
11.888099999999998 |
¥4.2万 |
+4.02% |
回到中轨 |
| 39 |
2024-06-25 |
2024-07-02 |
11.705200506999995 |
12.017970000000002 |
¥2.9万 |
+2.64% |
回到中轨 |
| 40 |
2024-08-29 |
2024-09-25 |
10.994277293999998 |
11.03 |
¥3,267 |
+0.29% |
回到中轨 |
| 41 |
2025-01-03 |
2025-02-07 |
11.875421558 |
11.638350000000003 |
¥-2.3万 |
-2.03% |
回到中轨 |
| 42 |
2025-04-02 |
2025-05-07 |
11.123336 |
11.188799999999997 |
¥6,068 |
+0.56% |
回到中轨 |
| 43 |
2025-09-04 |
2025-09-29 |
12.085694620999996 |
12.21777 |
¥1.2万 |
+1.06% |
回到中轨 |
| 44 |
2026-03-04 |
2026-04-15 |
14.659036392 |
13.29669 |
¥-10.2万 |
-9.32% |
回到中轨 |
| 45 |
2026-05-18 |
2026-07-02 |
12.376071708 |
10.989 |
¥-11.3万 |
-11.23% |
回到中轨 |
| 46 |
2026-08-20 |
2026-08-31 |
10.884134260999998 |
11.16882 |
¥2.3万 |
+2.58% |
回到中轨 |
| 47 |
2026-11-02 |
2026-11-04 |
10.894147263999999 |
11.278709999999998 |
¥3.2万 |
+3.50% |
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 |
|---|
| 2015-06-23 |
跌破下轨 |
买入 |
39.159119999999994 |
25500.0 |
¥99.9万 |
|
| 2015-07-21 |
回到中轨 |
卖出 |
31.458509999999997 |
25500.0 |
¥80.2万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
23.94392 |
30100.0 |
¥72.1万 |
|
| 2015-10-08 |
回到中轨 |
卖出 |
23.83614 |
30100.0 |
¥71.7万 |
|
| 2015-12-01 |
跌破下轨 |
买入 |
24.954929999999997 |
32000.0 |
¥79.9万 |
|
| 2015-12-23 |
回到中轨 |
卖出 |
25.824150000000003 |
32000.0 |
¥82.6万 |
|
| 2016-01-11 |
跌破下轨 |
买入 |
21.020999999999997 |
38700.0 |
¥81.4万 |
|
| 2016-02-05 |
回到中轨 |
卖出 |
19.30068 |
38700.0 |
¥74.7万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
18.168149999999997 |
41800.0 |
¥76.0万 |
|
| 2016-05-25 |
回到中轨 |
卖出 |
18.66132 |
41800.0 |
¥78.0万 |
|
| 2016-08-02 |
跌破下轨 |
买入 |
19.74973 |
39400.0 |
¥77.8万 |
|
| 2016-08-16 |
回到中轨 |
卖出 |
20.63934 |
39400.0 |
¥81.3万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
19.26 |
41900.0 |
¥80.7万 |
|
| 2016-10-20 |
回到中轨 |
卖出 |
19.380599999999998 |
41900.0 |
¥81.2万 |
|
| 2016-11-07 |
跌破下轨 |
买入 |
18.89888 |
43000.0 |
¥81.3万 |
|
| 2016-11-15 |
回到中轨 |
卖出 |
19.200779999999998 |
43000.0 |
¥82.5万 |
|
| 2016-12-09 |
跌破下轨 |
买入 |
18.9 |
43900.0 |
¥83.0万 |
|
| 2016-12-16 |
回到中轨 |
卖出 |
19.180799999999998 |
43900.0 |
¥84.2万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
19.36935 |
43500.0 |
¥84.3万 |
|
| 2017-04-10 |
回到中轨 |
卖出 |
19.76022 |
43500.0 |
¥85.9万 |
|
| 2017-05-09 |
跌破下轨 |
买入 |
16.6166 |
51200.0 |
¥85.1万 |
|
| 2017-06-15 |
回到中轨 |
卖出 |
15.07491 |
51200.0 |
¥77.2万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
15.195179999999999 |
51300.0 |
¥78.0万 |
|
| 2017-08-07 |
回到中轨 |
卖出 |
17.282700000000002 |
51300.0 |
¥88.6万 |
|
| 2017-10-20 |
跌破下轨 |
买入 |
16.04603 |
55200.0 |
¥88.6万 |
|
| 2017-12-14 |
回到中轨 |
卖出 |
14.205780000000003 |
55200.0 |
¥78.4万 |
|
| 2018-01-16 |
跌破下轨 |
买入 |
13.483469999999999 |
58000.0 |
¥78.2万 |
|
| 2018-01-26 |
回到中轨 |
卖出 |
13.786200000000001 |
58000.0 |
¥79.9万 |
|
| 2018-02-02 |
跌破下轨 |
买入 |
12.532519999999998 |
63300.0 |
¥79.4万 |
|
| 2018-02-28 |
回到中轨 |
卖出 |
12.99699 |
63300.0 |
¥82.2万 |
|
| 2018-06-01 |
跌破下轨 |
买入 |
13.613599999999998 |
60700.0 |
¥82.7万 |
|
| 2018-06-27 |
回到中轨 |
卖出 |
12.78 |
60700.0 |
¥77.6万 |
|
| 2018-10-10 |
跌破下轨 |
买入 |
13.343329999999998 |
58200.0 |
¥77.7万 |
|
| 2018-10-29 |
回到中轨 |
卖出 |
13.5864 |
58200.0 |
¥79.0万 |
|
| 2018-12-28 |
跌破下轨 |
买入 |
13.123109999999999 |
60300.0 |
¥79.2万 |
|
| 2019-01-08 |
回到中轨 |
卖出 |
14.3856 |
60300.0 |
¥86.7万 |
|
| 2019-04-29 |
跌破下轨 |
买入 |
15.935919999999998 |
54300.0 |
¥86.6万 |
|
| 2019-05-29 |
回到中轨 |
卖出 |
15.04 |
54300.0 |
¥81.6万 |
|
| 2019-06-06 |
跌破下轨 |
买入 |
14.474459999999997 |
56400.0 |
¥81.7万 |
|
| 2019-06-20 |
回到中轨 |
卖出 |
14.56542 |
56400.0 |
¥82.1万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
14.304289999999998 |
57400.0 |
¥82.1万 |
|
| 2019-08-27 |
回到中轨 |
卖出 |
14.05593 |
57400.0 |
¥80.7万 |
|
| 2019-09-27 |
跌破下轨 |
买入 |
14.264249999999999 |
56700.0 |
¥80.9万 |
|
| 2019-11-01 |
回到中轨 |
卖出 |
13.986 |
56700.0 |
¥79.3万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
12.312299999999999 |
61200.0 |
¥75.4万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
15.7842 |
61200.0 |
¥96.6万 |
|
| 2020-05-22 |
跌破下轨 |
买入 |
13.3133 |
75200.0 |
¥1.00M |
|
| 2020-06-18 |
回到中轨 |
卖出 |
13.31667 |
75200.0 |
¥1.00M |
|
| 2021-03-09 |
跌破下轨 |
买入 |
16.15 |
61800.0 |
¥99.8万 |
|
| 2021-03-31 |
回到中轨 |
卖出 |
15.79419 |
61800.0 |
¥97.6万 |
|
| 2021-04-13 |
跌破下轨 |
买入 |
14.424409999999998 |
67800.0 |
¥97.8万 |
|
| 2021-04-30 |
回到中轨 |
卖出 |
14.935049999999999 |
67800.0 |
¥1.01M |
|
| 2021-07-05 |
跌破下轨 |
买入 |
14.9149 |
67600.0 |
¥1.01M |
|
| 2021-07-13 |
回到中轨 |
卖出 |
16.04394 |
67600.0 |
¥1.08M |
|
| 2022-04-12 |
跌破下轨 |
买入 |
16.986969999999996 |
64000.0 |
¥1.09M |
|
| 2022-05-05 |
回到中轨 |
卖出 |
16.75323 |
64000.0 |
¥1.07M |
|
| 2022-08-25 |
跌破下轨 |
买入 |
18.318299999999997 |
58400.0 |
¥1.07M |
|
| 2022-09-09 |
回到中轨 |
卖出 |
18.8811 |
58400.0 |
¥1.10M |
|
| 2022-11-04 |
跌破下轨 |
买入 |
17.86785 |
61600.0 |
¥1.10M |
|
| 2022-12-06 |
回到中轨 |
卖出 |
17.93205 |
61600.0 |
¥1.10M |
|
| 2022-12-15 |
跌破下轨 |
买入 |
17.177159999999997 |
64600.0 |
¥1.11M |
|
| 2023-01-17 |
回到中轨 |
卖出 |
16.55343 |
64600.0 |
¥1.07M |
|
| 2023-04-21 |
跌破下轨 |
买入 |
15.99598 |
66700.0 |
¥1.07M |
|
| 2023-06-19 |
回到中轨 |
卖出 |
14.71527 |
66700.0 |
¥98.1万 |
|
| 2023-08-14 |
跌破下轨 |
买入 |
14.714699999999997 |
66600.0 |
¥98.0万 |
|
| 2023-08-18 |
回到中轨 |
卖出 |
15.04494 |
66600.0 |
¥1.00M |
|
| 2023-08-25 |
跌破下轨 |
买入 |
14.364349999999998 |
69700.0 |
¥1.00M |
|
| 2023-08-30 |
回到中轨 |
卖出 |
15.064920000000003 |
69700.0 |
¥1.05M |
|
| 2023-10-19 |
跌破下轨 |
买入 |
13.423409999999999 |
77800.0 |
¥1.04M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
13.74624 |
77800.0 |
¥1.07M |
|
| 2023-11-27 |
跌破下轨 |
买入 |
13.243229999999999 |
81200.0 |
¥1.08M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
13.00698 |
81200.0 |
¥1.06M |
|
| 2024-01-18 |
跌破下轨 |
买入 |
11.401390000000001 |
92300.0 |
¥1.05M |
|
| 2024-02-20 |
回到中轨 |
卖出 |
11.23875 |
92300.0 |
¥1.04M |
|
| 2024-03-26 |
跌破下轨 |
买入 |
11.421409999999998 |
91000.0 |
¥1.04M |
|
| 2024-04-02 |
回到中轨 |
卖出 |
11.888099999999998 |
91000.0 |
¥1.08M |
|
| 2024-06-25 |
跌破下轨 |
买入 |
11.701689999999997 |
92600.0 |
¥1.08M |
|
| 2024-07-02 |
回到中轨 |
卖出 |
12.017970000000002 |
92600.0 |
¥1.11M |
|
| 2024-08-29 |
跌破下轨 |
买入 |
10.990979999999997 |
100800.0 |
¥1.11M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
11.03 |
100800.0 |
¥1.11M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
11.871859999999998 |
93900.0 |
¥1.12M |
|
| 2025-02-07 |
回到中轨 |
卖出 |
11.638350000000003 |
93900.0 |
¥1.09M |
|
| 2025-04-02 |
跌破下轨 |
买入 |
11.12 |
97700.0 |
¥1.09M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
11.188799999999997 |
97700.0 |
¥1.09M |
|
| 2025-09-04 |
跌破下轨 |
买入 |
12.082069999999996 |
90500.0 |
¥1.09M |
|
| 2025-09-29 |
回到中轨 |
卖出 |
12.21777 |
90500.0 |
¥1.11M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
14.65464 |
74700.0 |
¥1.10M |
|
| 2026-04-15 |
回到中轨 |
卖出 |
13.29669 |
74700.0 |
¥99.3万 |
|
| 2026-05-18 |
跌破下轨 |
买入 |
12.372359999999999 |
81100.0 |
¥1.00M |
|
| 2026-07-02 |
回到中轨 |
卖出 |
10.989 |
81100.0 |
¥89.1万 |
|
| 2026-08-20 |
跌破下轨 |
买入 |
10.880869999999998 |
82300.0 |
¥89.6万 |
|
| 2026-08-31 |
回到中轨 |
卖出 |
11.16882 |
82300.0 |
¥91.9万 |
|
| 2026-11-02 |
跌破下轨 |
买入 |
10.89088 |
84300.0 |
¥91.8万 |
|
| 2026-11-04 |
回到中轨 |
卖出 |
11.278709999999998 |
84300.0 |
¥95.1万 |
|