600406 国电南瑞 — 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: ¥3.28M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +227.61%）
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 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 |
2015-06-23 |
2015-07-22 |
23.480492034999997 |
18.4815 |
¥-21.3万 |
-21.31% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-17 |
13.016903899999999 |
15.13485 |
¥11.5万 |
+16.24% |
回到中轨 |
| 3 |
2015-12-01 |
2015-12-23 |
15.460076631999998 |
15.46452 |
¥-11 |
-0.00% |
回到中轨 |
| 4 |
2016-01-14 |
2016-02-23 |
13.287254980999998 |
14.13585 |
¥5.5万 |
+6.35% |
回到中轨 |
| 5 |
2016-04-21 |
2016-06-01 |
13.697788103999999 |
13.42656 |
¥-1.9万 |
-2.01% |
回到中轨 |
| 6 |
2016-11-01 |
2016-11-16 |
15.319894589999999 |
16.01397 |
¥4.2万 |
+4.50% |
回到中轨 |
| 7 |
2017-08-07 |
2017-08-21 |
16.631597982999995 |
17.47251 |
¥4.9万 |
+5.02% |
回到中轨 |
| 8 |
2017-09-06 |
2017-09-28 |
16.414923 |
16.473509999999997 |
¥3,358 |
+0.33% |
回到中轨 |
| 9 |
2017-12-26 |
2018-01-04 |
17.953314379 |
18.581400000000006 |
¥3.6万 |
+3.47% |
回到中轨 |
| 10 |
2018-01-15 |
2018-01-24 |
17.452664229 |
17.81217 |
¥2.1万 |
+2.03% |
回到中轨 |
| 11 |
2018-02-06 |
2018-03-06 |
16.020804799999997 |
16.453529999999997 |
¥2.8万 |
+2.67% |
回到中轨 |
| 12 |
2018-05-31 |
2018-06-20 |
16.871910055 |
16.95303 |
¥5,026 |
+0.45% |
回到中轨 |
| 13 |
2018-06-26 |
2018-07-23 |
16.014803 |
15.394590000000003 |
¥-4.3万 |
-3.90% |
回到中轨 |
| 14 |
2018-11-26 |
2018-12-04 |
17.122235130000004 |
17.7822 |
¥4.1万 |
+3.82% |
回到中轨 |
| 15 |
2019-02-28 |
2019-03-12 |
18.253704469000002 |
22.91 |
¥28.2万 |
+25.47% |
回到中轨 |
| 16 |
2019-04-29 |
2019-05-29 |
19.925875969999996 |
19.380599999999998 |
¥-3.9万 |
-2.77% |
回到中轨 |
| 17 |
2019-06-04 |
2019-06-21 |
17.50525 |
18.75123 |
¥9.6万 |
+7.09% |
回到中轨 |
| 18 |
2019-07-19 |
2019-07-25 |
18.073470415 |
18.8811 |
¥6.5万 |
+4.44% |
回到中轨 |
| 19 |
2019-08-06 |
2019-09-03 |
17.552794259 |
18.02196 |
¥4.0万 |
+2.64% |
回到中轨 |
| 20 |
2019-12-06 |
2019-12-20 |
20.666838191999997 |
22.04793 |
¥10.4万 |
+6.65% |
回到中轨 |
| 21 |
2020-01-17 |
2020-02-17 |
20.066018 |
19.22076 |
¥-7.0万 |
-4.24% |
回到中轨 |
| 22 |
2020-05-25 |
2020-06-03 |
18.745621999999997 |
19.380599999999998 |
¥5.3万 |
+3.36% |
回到中轨 |
| 23 |
2020-09-11 |
2020-10-13 |
20.146041999999998 |
20.81916 |
¥5.4万 |
+3.31% |
回到中轨 |
| 24 |
2021-05-14 |
2021-05-28 |
28.787383624999997 |
30.50946 |
¥10.1万 |
+5.95% |
回到中轨 |
| 25 |
2021-06-24 |
2021-07-13 |
23.33029699 |
26.42355 |
¥23.8万 |
+13.22% |
回到中轨 |
| 26 |
2022-01-06 |
2022-01-20 |
37.12821512399999 |
40.3596 |
¥17.4万 |
+8.67% |
回到中轨 |
| 27 |
2022-02-09 |
2022-02-28 |
34.394665305 |
34.8651 |
¥2.9万 |
+1.34% |
回到中轨 |
| 28 |
2022-04-22 |
2022-04-29 |
26.63458798 |
30.209760000000003 |
¥29.7万 |
+13.39% |
回到中轨 |
| 29 |
2022-06-15 |
2022-07-14 |
31.841349539999996 |
29.680290000000003 |
¥-17.1万 |
-6.81% |
回到中轨 |
| 30 |
2022-09-02 |
2022-10-13 |
27.145251133 |
25.59438 |
¥-13.5万 |
-5.74% |
回到中轨 |
| 31 |
2022-12-15 |
2023-01-10 |
24.832247440000003 |
25.72425 |
¥8.0万 |
+3.56% |
回到中轨 |
| 32 |
2023-04-24 |
2023-05-11 |
26.033807799999995 |
27.01296 |
¥8.6万 |
+3.73% |
回到中轨 |
| 33 |
2023-06-28 |
2023-07-18 |
22.699477801 |
24.255719999999997 |
¥16.4万 |
+6.82% |
回到中轨 |
| 34 |
2023-08-21 |
2023-08-31 |
23.039919903 |
23.646330000000003 |
¥6.7万 |
+2.60% |
回到中轨 |
| 35 |
2023-09-21 |
2023-10-20 |
22.108710623999997 |
22.377599999999997 |
¥3.1万 |
+1.19% |
回到中轨 |
| 36 |
2023-10-24 |
2023-10-30 |
21.31768338699999 |
22.39758 |
¥13.2万 |
+5.03% |
回到中轨 |
| 37 |
2023-12-06 |
2023-12-25 |
21.578021465 |
21.628349999999998 |
¥5,660 |
+0.20% |
回到中轨 |
| 38 |
2024-04-08 |
2024-04-12 |
23.660726088999994 |
24.38 |
¥8.4万 |
+3.01% |
回到中轨 |
| 39 |
2024-11-25 |
2024-12-20 |
25.83354774 |
25.06491 |
¥-8.7万 |
-3.00% |
回到中轨 |
| 40 |
2025-01-07 |
2025-02-17 |
23.810921134 |
23.936040000000002 |
¥1.4万 |
+0.50% |
回到中轨 |
| 41 |
2025-03-11 |
2025-04-09 |
22.12873663 |
23.1768 |
¥13.0万 |
+4.70% |
回到中轨 |
| 42 |
2025-09-04 |
2025-09-09 |
21.237579363 |
22.197779999999998 |
¥13.1万 |
+4.49% |
回到中轨 |
| 43 |
2026-06-05 |
2026-07-07 |
23.590635067999994 |
23.1768 |
¥-5.4万 |
-1.78% |
回到中轨 |
| 44 |
2026-07-14 |
2026-07-21 |
21.748242515999998 |
23.576400000000003 |
¥25.3万 |
+8.37% |
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 |
|---|
| 2015-06-23 |
跌破下轨 |
买入 |
23.473449999999996 |
42500.0 |
¥99.8万 |
|
| 2015-07-22 |
回到中轨 |
卖出 |
18.4815 |
42500.0 |
¥78.5万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
13.013 |
54400.0 |
¥70.8万 |
|
| 2015-09-17 |
回到中轨 |
卖出 |
15.13485 |
54400.0 |
¥82.3万 |
|
| 2015-12-01 |
跌破下轨 |
买入 |
15.455439999999998 |
58300.0 |
¥90.1万 |
|
| 2015-12-23 |
回到中轨 |
卖出 |
15.46452 |
58300.0 |
¥90.1万 |
|
| 2016-01-14 |
跌破下轨 |
买入 |
13.283269999999998 |
65300.0 |
¥86.8万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
14.13585 |
65300.0 |
¥92.3万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
13.693679999999999 |
69100.0 |
¥94.7万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
13.42656 |
69100.0 |
¥92.7万 |
|
| 2016-11-01 |
跌破下轨 |
买入 |
15.315299999999999 |
61100.0 |
¥93.6万 |
|
| 2016-11-16 |
回到中轨 |
卖出 |
16.01397 |
61100.0 |
¥97.8万 |
|
| 2017-08-07 |
跌破下轨 |
买入 |
16.626609999999996 |
58700.0 |
¥97.6万 |
|
| 2017-08-21 |
回到中轨 |
卖出 |
17.47251 |
58700.0 |
¥1.03M |
|
| 2017-09-06 |
跌破下轨 |
买入 |
16.41 |
62600.0 |
¥1.03M |
|
| 2017-09-28 |
回到中轨 |
卖出 |
16.473509999999997 |
62600.0 |
¥1.03M |
|
| 2017-12-26 |
跌破下轨 |
买入 |
17.94793 |
57500.0 |
¥1.03M |
|
| 2018-01-04 |
回到中轨 |
卖出 |
18.581400000000006 |
57500.0 |
¥1.07M |
|
| 2018-01-15 |
跌破下轨 |
买入 |
17.447429999999997 |
60700.0 |
¥1.06M |
|
| 2018-01-24 |
回到中轨 |
卖出 |
17.81217 |
60700.0 |
¥1.08M |
|
| 2018-02-06 |
跌破下轨 |
买入 |
16.016 |
66300.0 |
¥1.06M |
|
| 2018-03-06 |
回到中轨 |
卖出 |
16.453529999999997 |
66300.0 |
¥1.09M |
|
| 2018-05-31 |
跌破下轨 |
买入 |
16.86685 |
66100.0 |
¥1.12M |
|
| 2018-06-20 |
回到中轨 |
卖出 |
16.95303 |
66100.0 |
¥1.12M |
|
| 2018-06-26 |
跌破下轨 |
买入 |
16.01 |
69600.0 |
¥1.11M |
|
| 2018-07-23 |
回到中轨 |
卖出 |
15.394590000000003 |
69600.0 |
¥1.07M |
|
| 2018-11-26 |
跌破下轨 |
买入 |
17.1171 |
62900.0 |
¥1.08M |
|
| 2018-12-04 |
回到中轨 |
卖出 |
17.7822 |
62900.0 |
¥1.12M |
|
| 2019-02-28 |
跌破下轨 |
买入 |
18.24823 |
60700.0 |
¥1.11M |
|
| 2019-03-12 |
回到中轨 |
卖出 |
22.91 |
60700.0 |
¥1.39M |
|
| 2019-04-29 |
跌破下轨 |
买入 |
19.919899999999995 |
70400.0 |
¥1.40M |
|
| 2019-05-29 |
回到中轨 |
卖出 |
19.380599999999998 |
70400.0 |
¥1.36M |
|
| 2019-06-04 |
跌破下轨 |
买入 |
17.5 |
77700.0 |
¥1.36M |
|
| 2019-06-21 |
回到中轨 |
卖出 |
18.75123 |
77700.0 |
¥1.46M |
|
| 2019-07-19 |
跌破下轨 |
买入 |
18.06805 |
80800.0 |
¥1.46M |
|
| 2019-07-25 |
回到中轨 |
卖出 |
18.8811 |
80800.0 |
¥1.53M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
17.54753 |
85300.0 |
¥1.50M |
|
| 2019-09-03 |
回到中轨 |
卖出 |
18.02196 |
85300.0 |
¥1.54M |
|
| 2019-12-06 |
跌破下轨 |
买入 |
20.660639999999997 |
75500.0 |
¥1.56M |
|
| 2019-12-20 |
回到中轨 |
卖出 |
22.04793 |
75500.0 |
¥1.66M |
|
| 2020-01-17 |
跌破下轨 |
买入 |
20.06 |
82500.0 |
¥1.66M |
|
| 2020-02-17 |
回到中轨 |
卖出 |
19.22076 |
82500.0 |
¥1.59M |
|
| 2020-05-25 |
跌破下轨 |
买入 |
18.74 |
85000.0 |
¥1.59M |
|
| 2020-06-03 |
回到中轨 |
卖出 |
19.380599999999998 |
85000.0 |
¥1.65M |
|
| 2020-09-11 |
跌破下轨 |
买入 |
20.14 |
81500.0 |
¥1.64M |
|
| 2020-10-13 |
回到中轨 |
卖出 |
20.81916 |
81500.0 |
¥1.70M |
|
| 2021-05-14 |
跌破下轨 |
买入 |
28.778749999999995 |
59100.0 |
¥1.70M |
|
| 2021-05-28 |
回到中轨 |
卖出 |
30.50946 |
59100.0 |
¥1.80M |
|
| 2021-06-24 |
跌破下轨 |
买入 |
23.3233 |
77000.0 |
¥1.80M |
|
| 2021-07-13 |
回到中轨 |
卖出 |
26.42355 |
77000.0 |
¥2.03M |
|
| 2022-01-06 |
跌破下轨 |
买入 |
37.117079999999994 |
54100.0 |
¥2.01M |
|
| 2022-01-20 |
回到中轨 |
卖出 |
40.3596 |
54100.0 |
¥2.18M |
|
| 2022-02-09 |
跌破下轨 |
买入 |
34.38435 |
64000.0 |
¥2.20M |
|
| 2022-02-28 |
回到中轨 |
卖出 |
34.8651 |
64000.0 |
¥2.23M |
|
| 2022-04-22 |
跌破下轨 |
买入 |
26.6266 |
83400.0 |
¥2.22M |
|
| 2022-04-29 |
回到中轨 |
卖出 |
30.209760000000003 |
83400.0 |
¥2.52M |
|
| 2022-06-15 |
跌破下轨 |
买入 |
31.831799999999998 |
79000.0 |
¥2.52M |
|
| 2022-07-14 |
回到中轨 |
卖出 |
29.680290000000003 |
79000.0 |
¥2.34M |
|
| 2022-09-02 |
跌破下轨 |
买入 |
27.137109999999996 |
86600.0 |
¥2.35M |
|
| 2022-10-13 |
回到中轨 |
卖出 |
25.59438 |
86600.0 |
¥2.22M |
|
| 2022-12-15 |
跌破下轨 |
买入 |
24.8248 |
90000.0 |
¥2.23M |
|
| 2023-01-10 |
回到中轨 |
卖出 |
25.72425 |
90000.0 |
¥2.31M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
26.025999999999996 |
88600.0 |
¥2.31M |
|
| 2023-05-11 |
回到中轨 |
卖出 |
27.01296 |
88600.0 |
¥2.39M |
|
| 2023-06-28 |
跌破下轨 |
买入 |
22.69267 |
105700.0 |
¥2.40M |
|
| 2023-07-18 |
回到中轨 |
卖出 |
24.255719999999997 |
105700.0 |
¥2.56M |
|
| 2023-08-21 |
跌破下轨 |
买入 |
23.033009999999997 |
111300.0 |
¥2.56M |
|
| 2023-08-31 |
回到中轨 |
卖出 |
23.646330000000003 |
111300.0 |
¥2.63M |
|
| 2023-09-21 |
跌破下轨 |
买入 |
22.102079999999997 |
118200.0 |
¥2.61M |
|
| 2023-10-20 |
回到中轨 |
卖出 |
22.377599999999997 |
118200.0 |
¥2.64M |
|
| 2023-10-24 |
跌破下轨 |
买入 |
21.311289999999996 |
122700.0 |
¥2.62M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
22.39758 |
122700.0 |
¥2.75M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
21.57155 |
129100.0 |
¥2.79M |
|
| 2023-12-25 |
回到中轨 |
卖出 |
21.628349999999998 |
129100.0 |
¥2.79M |
|
| 2024-04-08 |
跌破下轨 |
买入 |
23.653629999999996 |
118300.0 |
¥2.80M |
|
| 2024-04-12 |
回到中轨 |
卖出 |
24.38 |
118300.0 |
¥2.88M |
|
| 2024-11-25 |
跌破下轨 |
买入 |
25.825799999999997 |
111500.0 |
¥2.88M |
|
| 2024-12-20 |
回到中轨 |
卖出 |
25.06491 |
111500.0 |
¥2.79M |
|
| 2025-01-07 |
跌破下轨 |
买入 |
23.80378 |
117400.0 |
¥2.80M |
|
| 2025-02-17 |
回到中轨 |
卖出 |
23.936040000000002 |
117400.0 |
¥2.81M |
|
| 2025-03-11 |
跌破下轨 |
买入 |
22.1221 |
125300.0 |
¥2.77M |
|
| 2025-04-09 |
回到中轨 |
卖出 |
23.1768 |
125300.0 |
¥2.90M |
|
| 2025-09-04 |
跌破下轨 |
买入 |
21.231209999999997 |
137300.0 |
¥2.92M |
|
| 2025-09-09 |
回到中轨 |
卖出 |
22.197779999999998 |
137300.0 |
¥3.05M |
|
| 2026-06-05 |
跌破下轨 |
买入 |
23.583559999999995 |
128800.0 |
¥3.04M |
|
| 2026-07-07 |
回到中轨 |
卖出 |
23.1768 |
128800.0 |
¥2.98M |
|
| 2026-07-14 |
跌破下轨 |
买入 |
21.741719999999997 |
138800.0 |
¥3.02M |
|
| 2026-07-21 |
回到中轨 |
卖出 |
23.576400000000003 |
138800.0 |
¥3.27M |
|