600415 小商品城 — 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: ¥81.4万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -18.56%）
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 43 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 |
2015-05-13 |
2015-06-04 |
15.019504499999998 |
17.202779999999997 |
¥14.4万 |
+14.50% |
回到中轨 |
| 2 |
2015-07-01 |
2015-08-05 |
15.21976456 |
11.6883 |
¥-26.4万 |
-23.23% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-23 |
8.841481649 |
8.17182 |
¥-6.0万 |
-7.60% |
回到中轨 |
| 4 |
2015-11-30 |
2015-12-23 |
9.362157804999999 |
9.590399999999999 |
¥2.0万 |
+2.41% |
回到中轨 |
| 5 |
2016-01-05 |
2016-02-17 |
7.9102723699999995 |
6.663330000000001 |
¥-12.6万 |
-15.79% |
回到中轨 |
| 6 |
2016-04-21 |
2016-06-06 |
7.1893361539999985 |
6.5934 |
¥-5.9万 |
-8.32% |
回到中轨 |
| 7 |
2016-11-01 |
2016-11-09 |
7.619895282999999 |
8.20179 |
¥5.0万 |
+7.60% |
回到中轨 |
| 8 |
2017-01-13 |
2017-02-14 |
8.100519427 |
8.11188 |
¥776 |
+0.11% |
回到中轨 |
| 9 |
2017-03-02 |
2017-03-20 |
7.820155343 |
7.8921 |
¥6,241 |
+0.89% |
回到中轨 |
| 10 |
2017-04-19 |
2017-05-12 |
7.40962222 |
7.38261 |
¥-2,785 |
-0.39% |
回到中轨 |
| 11 |
2017-06-13 |
2017-07-25 |
7.289466183999998 |
7.23276 |
¥-5,711 |
-0.81% |
回到中轨 |
| 12 |
2017-09-29 |
2017-10-31 |
7.029128105999998 |
6.97302 |
¥-5,814 |
-0.83% |
回到中轨 |
| 13 |
2017-11-14 |
2017-12-18 |
6.708712009999999 |
6.213780000000001 |
¥-5.2万 |
-7.41% |
回到中轨 |
| 14 |
2017-12-22 |
2018-01-09 |
5.947723781999999 |
6.03396 |
¥9,126 |
+1.42% |
回到中轨 |
| 15 |
2018-02-02 |
2018-03-07 |
5.677372700999999 |
5.41 |
¥-3.1万 |
-4.74% |
回到中轨 |
| 16 |
2018-04-09 |
2018-05-09 |
5.136670539 |
5.11488 |
¥-2,815 |
-0.45% |
回到中轨 |
| 17 |
2018-06-12 |
2018-07-24 |
4.926397475999999 |
4.275720000000001 |
¥-8.2万 |
-13.23% |
回到中轨 |
| 18 |
2018-08-07 |
2018-08-30 |
4.1453832419999985 |
4.17582 |
¥3,788 |
+0.70% |
回到中轨 |
| 19 |
2018-09-18 |
2018-09-25 |
3.9651491879999994 |
4.06 |
¥1.3万 |
+2.36% |
回到中轨 |
| 20 |
2018-10-09 |
2018-11-02 |
3.965149188 |
3.70629 |
¥-3.6万 |
-6.56% |
回到中轨 |
| 21 |
2019-04-26 |
2019-06-14 |
4.475812341 |
4.0459499999999995 |
¥-4.9万 |
-9.63% |
回到中轨 |
| 22 |
2019-08-02 |
2019-08-29 |
3.8049411399999995 |
3.85614 |
¥5,945 |
+1.32% |
回到中轨 |
| 23 |
2020-02-04 |
2020-02-21 |
3.174121950999999 |
3.67632 |
¥6.7万 |
+15.79% |
回到中轨 |
| 24 |
2020-03-19 |
2020-04-09 |
3.3543560049999996 |
3.4 |
¥7,171 |
+1.33% |
回到中轨 |
| 25 |
2020-04-29 |
2020-05-07 |
3.1941479569999998 |
3.35664 |
¥2.8万 |
+5.06% |
回到中轨 |
| 26 |
2020-11-02 |
2020-12-01 |
5.266839577999999 |
5.4445500000000004 |
¥1.9万 |
+3.34% |
回到中轨 |
| 27 |
2020-12-14 |
2020-12-30 |
5.126657536 |
5.58441 |
¥5.3万 |
+8.90% |
回到中轨 |
| 28 |
2021-04-14 |
2021-05-14 |
4.866319458 |
4.98501 |
¥1.6万 |
+2.41% |
回到中轨 |
| 29 |
2021-07-27 |
2021-08-10 |
4.555916364999999 |
4.815180000000001 |
¥3.8万 |
+5.66% |
回到中轨 |
| 30 |
2021-10-19 |
2021-11-01 |
4.545903362 |
4.8551400000000005 |
¥4.7万 |
+6.77% |
回到中轨 |
| 31 |
2022-01-26 |
2022-02-10 |
4.455786334999999 |
4.71528 |
¥4.3万 |
+5.79% |
回到中轨 |
| 32 |
2022-04-27 |
2022-05-12 |
4.6059813799999985 |
5.184810000000001 |
¥9.7万 |
+12.53% |
回到中轨 |
| 33 |
2022-08-03 |
2022-08-15 |
4.976462490999999 |
5.14485 |
¥3.0万 |
+3.35% |
回到中轨 |
| 34 |
2022-09-19 |
2022-11-07 |
4.585955374 |
4.38561 |
¥-4.0万 |
-4.40% |
回到中轨 |
| 35 |
2023-12-20 |
2024-01-12 |
7.579843271 |
7.31268 |
¥-3.1万 |
-3.55% |
回到中轨 |
| 36 |
2024-04-24 |
2024-04-30 |
8.210662459999998 |
8.76123 |
¥5.7万 |
+6.67% |
回到中轨 |
| 37 |
2024-05-29 |
2024-06-05 |
7.880233360999999 |
8.2917 |
¥4.7万 |
+5.19% |
回到中轨 |
| 38 |
2025-01-06 |
2025-01-27 |
12.626396782999999 |
13.20678 |
¥4.3万 |
+4.57% |
回到中轨 |
| 39 |
2025-11-11 |
2025-12-08 |
16.541480955999997 |
16.40358 |
¥-8,598 |
-0.86% |
回到中轨 |
| 40 |
2026-02-04 |
2026-04-09 |
15.269829575 |
13.4865 |
¥-11.5万 |
-11.71% |
回到中轨 |
| 41 |
2026-04-15 |
2026-04-24 |
12.295967683999999 |
13.4865 |
¥8.4万 |
+9.65% |
回到中轨 |
| 42 |
2026-06-05 |
2026-07-16 |
12.005590597 |
10.4895 |
¥-12.1万 |
-12.65% |
回到中轨 |
| 43 |
2026-09-16 |
2026-10-26 |
11.585044471 |
11.26872 |
¥-2.3万 |
-2.76% |
回到中轨 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-13 |
跌破下轨 |
买入 |
15.014999999999999 |
66200.0 |
¥99.4万 |
|
| 2015-06-04 |
回到中轨 |
卖出 |
17.202779999999997 |
66200.0 |
¥1.14M |
|
| 2015-07-01 |
跌破下轨 |
买入 |
15.2152 |
74600.0 |
¥1.14M |
|
| 2015-08-05 |
回到中轨 |
卖出 |
11.6883 |
74600.0 |
¥87.2万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
8.83883 |
89400.0 |
¥79.0万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
8.17182 |
89400.0 |
¥73.0万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
9.35935 |
87400.0 |
¥81.8万 |
|
| 2015-12-23 |
回到中轨 |
卖出 |
9.590399999999999 |
87400.0 |
¥83.8万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
7.907900000000001 |
101000.0 |
¥79.9万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
6.663330000000001 |
101000.0 |
¥67.3万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
7.187179999999999 |
98900.0 |
¥71.1万 |
|
| 2016-06-06 |
回到中轨 |
卖出 |
6.5934 |
98900.0 |
¥65.2万 |
|
| 2016-11-01 |
跌破下轨 |
买入 |
7.61761 |
85800.0 |
¥65.4万 |
|
| 2016-11-09 |
回到中轨 |
卖出 |
8.20179 |
85800.0 |
¥70.4万 |
|
| 2017-01-13 |
跌破下轨 |
买入 |
8.09809 |
86900.0 |
¥70.4万 |
|
| 2017-02-14 |
回到中轨 |
卖出 |
8.11188 |
86900.0 |
¥70.5万 |
|
| 2017-03-02 |
跌破下轨 |
买入 |
7.817809999999999 |
89700.0 |
¥70.1万 |
|
| 2017-03-20 |
回到中轨 |
卖出 |
7.8921 |
89700.0 |
¥70.8万 |
|
| 2017-04-19 |
跌破下轨 |
买入 |
7.4074 |
95300.0 |
¥70.6万 |
|
| 2017-05-12 |
回到中轨 |
卖出 |
7.38261 |
95300.0 |
¥70.3万 |
|
| 2017-06-13 |
跌破下轨 |
买入 |
7.287279999999999 |
97000.0 |
¥70.7万 |
|
| 2017-07-25 |
回到中轨 |
卖出 |
7.23276 |
97000.0 |
¥70.1万 |
|
| 2017-09-29 |
跌破下轨 |
买入 |
7.0270199999999985 |
99900.0 |
¥70.2万 |
|
| 2017-10-31 |
回到中轨 |
卖出 |
6.97302 |
99900.0 |
¥69.6万 |
|
| 2017-11-14 |
跌破下轨 |
买入 |
6.7067 |
103700.0 |
¥69.6万 |
|
| 2017-12-18 |
回到中轨 |
卖出 |
6.213780000000001 |
103700.0 |
¥64.4万 |
|
| 2017-12-22 |
跌破下轨 |
买入 |
5.945939999999999 |
108100.0 |
¥64.3万 |
|
| 2018-01-09 |
回到中轨 |
卖出 |
6.03396 |
108100.0 |
¥65.2万 |
|
| 2018-02-02 |
跌破下轨 |
买入 |
5.675669999999999 |
114700.0 |
¥65.1万 |
|
| 2018-03-07 |
回到中轨 |
卖出 |
5.41 |
114700.0 |
¥62.0万 |
|
| 2018-04-09 |
跌破下轨 |
买入 |
5.135129999999999 |
120700.0 |
¥62.0万 |
|
| 2018-05-09 |
回到中轨 |
卖出 |
5.11488 |
120700.0 |
¥61.7万 |
|
| 2018-06-12 |
跌破下轨 |
买入 |
4.924919999999999 |
125800.0 |
¥62.0万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
4.275720000000001 |
125800.0 |
¥53.8万 |
|
| 2018-08-07 |
跌破下轨 |
买入 |
4.144139999999999 |
129800.0 |
¥53.8万 |
|
| 2018-08-30 |
回到中轨 |
卖出 |
4.17582 |
129800.0 |
¥54.2万 |
|
| 2018-09-18 |
跌破下轨 |
买入 |
3.9639599999999993 |
136300.0 |
¥54.0万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
4.06 |
136300.0 |
¥55.3万 |
|
| 2018-10-09 |
跌破下轨 |
买入 |
3.96396 |
139800.0 |
¥55.4万 |
|
| 2018-11-02 |
回到中轨 |
卖出 |
3.70629 |
139800.0 |
¥51.8万 |
|
| 2019-04-26 |
跌破下轨 |
买入 |
4.474469999999999 |
114500.0 |
¥51.2万 |
|
| 2019-06-14 |
回到中轨 |
卖出 |
4.0459499999999995 |
114500.0 |
¥46.3万 |
|
| 2019-08-02 |
跌破下轨 |
买入 |
3.8037999999999994 |
118800.0 |
¥45.2万 |
|
| 2019-08-29 |
回到中轨 |
卖出 |
3.85614 |
118800.0 |
¥45.8万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
3.1731699999999994 |
134700.0 |
¥42.8万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
3.67632 |
134700.0 |
¥49.5万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
3.35335 |
160700.0 |
¥53.9万 |
|
| 2020-04-09 |
回到中轨 |
卖出 |
3.4 |
160700.0 |
¥54.6万 |
|
| 2020-04-29 |
跌破下轨 |
买入 |
3.19319 |
171500.0 |
¥54.8万 |
|
| 2020-05-07 |
回到中轨 |
卖出 |
3.35664 |
171500.0 |
¥57.5万 |
|
| 2020-11-02 |
跌破下轨 |
买入 |
5.26526 |
108500.0 |
¥57.1万 |
|
| 2020-12-01 |
回到中轨 |
卖出 |
5.4445500000000004 |
108500.0 |
¥59.1万 |
|
| 2020-12-14 |
跌破下轨 |
买入 |
5.12512 |
116500.0 |
¥59.7万 |
|
| 2020-12-30 |
回到中轨 |
卖出 |
5.58441 |
116500.0 |
¥65.0万 |
|
| 2021-04-14 |
跌破下轨 |
买入 |
4.86486 |
132800.0 |
¥64.6万 |
|
| 2021-05-14 |
回到中轨 |
卖出 |
4.98501 |
132800.0 |
¥66.2万 |
|
| 2021-07-27 |
跌破下轨 |
买入 |
4.554549999999999 |
146200.0 |
¥66.6万 |
|
| 2021-08-10 |
回到中轨 |
卖出 |
4.815180000000001 |
146200.0 |
¥70.4万 |
|
| 2021-10-19 |
跌破下轨 |
买入 |
4.54454 |
154100.0 |
¥70.1万 |
|
| 2021-11-01 |
回到中轨 |
卖出 |
4.8551400000000005 |
154100.0 |
¥74.8万 |
|
| 2022-01-26 |
跌破下轨 |
买入 |
4.45445 |
168200.0 |
¥74.9万 |
|
| 2022-02-10 |
回到中轨 |
卖出 |
4.71528 |
168200.0 |
¥79.3万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
4.604599999999999 |
168800.0 |
¥77.7万 |
|
| 2022-05-12 |
回到中轨 |
卖出 |
5.184810000000001 |
168800.0 |
¥87.5万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
4.974969999999999 |
178500.0 |
¥88.8万 |
|
| 2022-08-15 |
回到中轨 |
卖出 |
5.14485 |
178500.0 |
¥91.8万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
4.58458 |
200600.0 |
¥92.0万 |
|
| 2022-11-07 |
回到中轨 |
卖出 |
4.38561 |
200600.0 |
¥87.9万 |
|
| 2023-12-20 |
跌破下轨 |
买入 |
7.57757 |
116000.0 |
¥87.9万 |
|
| 2024-01-12 |
回到中轨 |
卖出 |
7.31268 |
116000.0 |
¥84.8万 |
|
| 2024-04-24 |
跌破下轨 |
买入 |
8.208199999999998 |
103300.0 |
¥84.8万 |
|
| 2024-04-30 |
回到中轨 |
卖出 |
8.76123 |
103300.0 |
¥90.5万 |
|
| 2024-05-29 |
跌破下轨 |
买入 |
7.877869999999999 |
114600.0 |
¥90.3万 |
|
| 2024-06-05 |
回到中轨 |
卖出 |
8.2917 |
114600.0 |
¥95.0万 |
|
| 2025-01-06 |
跌破下轨 |
买入 |
12.622609999999998 |
75300.0 |
¥95.1万 |
|
| 2025-01-27 |
回到中轨 |
卖出 |
13.20678 |
75300.0 |
¥99.4万 |
|
| 2025-11-11 |
跌破下轨 |
买入 |
16.53652 |
60200.0 |
¥99.6万 |
|
| 2025-12-08 |
回到中轨 |
卖出 |
16.40358 |
60200.0 |
¥98.7万 |
|
| 2026-02-04 |
跌破下轨 |
买入 |
15.265249999999998 |
64100.0 |
¥97.9万 |
|
| 2026-04-09 |
回到中轨 |
卖出 |
13.4865 |
64100.0 |
¥86.4万 |
|
| 2026-04-15 |
跌破下轨 |
买入 |
12.292279999999998 |
70900.0 |
¥87.2万 |
|
| 2026-04-24 |
回到中轨 |
卖出 |
13.4865 |
70900.0 |
¥95.6万 |
|
| 2026-06-05 |
跌破下轨 |
买入 |
12.00199 |
79400.0 |
¥95.3万 |
|
| 2026-07-16 |
回到中轨 |
卖出 |
10.4895 |
79400.0 |
¥83.3万 |
|
| 2026-09-16 |
跌破下轨 |
买入 |
11.58157 |
72000.0 |
¥83.4万 |
|
| 2026-10-26 |
回到中轨 |
卖出 |
11.26872 |
72000.0 |
¥81.1万 |
|