600426 华鲁恒升 — 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: ¥3.01M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +201.33%）
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 42 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 |
2015-07-03 |
2015-07-22 |
15.119634529999997 |
16.31367 |
¥7.4万 |
+7.86% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-23 |
11.585044471 |
12.31767 |
¥6.1万 |
+6.29% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-18 |
12.81664384 |
10.99899 |
¥-15.9万 |
-14.21% |
回到中轨 |
| 4 |
2016-05-12 |
2016-06-01 |
11.434849426 |
11.56842 |
¥1.1万 |
+1.14% |
回到中轨 |
| 5 |
2016-06-24 |
2016-07-14 |
8.851494652 |
9.62037 |
¥8.5万 |
+8.65% |
回到中轨 |
| 6 |
2016-11-07 |
2016-11-08 |
11.164498344999998 |
11.49 |
¥3.1万 |
+2.88% |
回到中轨 |
| 7 |
2016-12-06 |
2016-12-09 |
11.344732399 |
11.79819 |
¥4.4万 |
+3.97% |
回到中轨 |
| 8 |
2017-05-12 |
2017-05-17 |
12.596357773999998 |
13.25673 |
¥6.0万 |
+5.21% |
回到中轨 |
| 9 |
2017-06-09 |
2017-07-20 |
11.234589366 |
11.61837 |
¥4.1万 |
+3.39% |
回到中轨 |
| 10 |
2017-08-21 |
2017-09-05 |
11.164498344999998 |
11.3886 |
¥2.5万 |
+1.98% |
回到中轨 |
| 11 |
2018-02-08 |
2018-02-23 |
16.271129875 |
18.14184 |
¥14.5万 |
+11.46% |
回到中轨 |
| 12 |
2018-03-26 |
2018-04-12 |
15.139660536 |
16.73325 |
¥14.4万 |
+10.49% |
回到中轨 |
| 13 |
2018-06-20 |
2018-07-10 |
17.312482186999997 |
18.2817 |
¥8.6万 |
+5.57% |
回到中轨 |
| 14 |
2018-09-06 |
2018-09-26 |
16.381272907999996 |
16.83315 |
¥4.5万 |
+2.73% |
回到中轨 |
| 15 |
2018-10-29 |
2018-12-14 |
14.764428 |
13.11687 |
¥-18.9万 |
-11.19% |
回到中轨 |
| 16 |
2019-01-04 |
2019-01-14 |
11.214563359999998 |
12.21777 |
¥13.3万 |
+8.91% |
回到中轨 |
| 17 |
2019-10-30 |
2019-11-06 |
15.720414709999998 |
16.16382 |
¥4.6万 |
+2.79% |
回到中轨 |
| 18 |
2020-02-03 |
2020-03-03 |
16.411311917 |
18.4815 |
¥19.0万 |
+12.58% |
回到中轨 |
| 19 |
2020-03-10 |
2020-04-03 |
16.571519965 |
16.12386 |
¥-5.0万 |
-2.73% |
回到中轨 |
| 20 |
2021-05-24 |
2021-06-10 |
28.006369390999996 |
33.45651 |
¥35.3万 |
+19.42% |
回到中轨 |
| 21 |
2021-11-02 |
2021-11-22 |
29.988943984999995 |
29.900069999999996 |
¥-7,074 |
-0.33% |
回到中轨 |
| 22 |
2022-01-17 |
2022-01-19 |
29.257994765999992 |
32.0679 |
¥20.5万 |
+9.57% |
回到中轨 |
| 23 |
2022-03-11 |
2022-03-30 |
31.240569359999995 |
32.767199999999995 |
¥11.3万 |
+4.86% |
回到中轨 |
| 24 |
2022-04-22 |
2022-05-17 |
30.639789179999998 |
30.969 |
¥2.6万 |
+1.04% |
回到中轨 |
| 25 |
2022-06-23 |
2022-07-19 |
28.537058549999998 |
28.28169 |
¥-2.3万 |
-0.92% |
回到中轨 |
| 26 |
2022-10-26 |
2022-11-07 |
27.585823265000002 |
28.2717 |
¥6.1万 |
+2.46% |
回到中轨 |
| 27 |
2023-04-24 |
2023-05-23 |
31.440829419999993 |
31.08888 |
¥-2.9万 |
-1.15% |
回到中轨 |
| 28 |
2023-08-14 |
2023-08-29 |
32.021583594 |
32.777190000000004 |
¥5.8万 |
+2.33% |
回到中轨 |
| 29 |
2023-09-25 |
2023-10-31 |
32.291934675 |
32.17779 |
¥-9,867 |
-0.38% |
回到中轨 |
| 30 |
2023-12-04 |
2024-02-07 |
28.637188579999997 |
25.264709999999997 |
¥-30.1万 |
-11.80% |
回到中轨 |
| 31 |
2024-03-18 |
2024-04-01 |
25.823534736999996 |
25.96401 |
¥1.2万 |
+0.51% |
回到中轨 |
| 32 |
2024-06-14 |
2024-07-15 |
27.806109330999995 |
26.51346 |
¥-10.6万 |
-4.68% |
回到中轨 |
| 33 |
2024-07-25 |
2024-09-02 |
24.381662305000003 |
22.78719 |
¥-14.1万 |
-6.57% |
回到中轨 |
| 34 |
2024-09-09 |
2024-09-25 |
20.706890204 |
21.808169999999997 |
¥10.6万 |
+5.29% |
回到中轨 |
| 35 |
2024-11-18 |
2024-12-09 |
22.679451795 |
22.5774 |
¥-1.0万 |
-0.48% |
回到中轨 |
| 36 |
2025-01-03 |
2025-02-05 |
21.127436330000002 |
21.00897 |
¥-1.3万 |
-0.59% |
回到中轨 |
| 37 |
2025-02-21 |
2025-03-04 |
20.226266059999997 |
20.72925 |
¥5.2万 |
+2.46% |
回到中轨 |
| 38 |
2025-09-24 |
2025-10-09 |
25.0325075 |
26.663310000000003 |
¥14.0万 |
+6.48% |
回到中轨 |
| 39 |
2025-10-21 |
2025-10-31 |
24.331597289999998 |
25.84413 |
¥14.2万 |
+6.18% |
回到中轨 |
| 40 |
2026-07-13 |
2026-07-30 |
18.614172576999998 |
21.6 |
¥39.0万 |
+16.01% |
回到中轨 |
| 41 |
2026-08-25 |
2026-08-31 |
20.136149033 |
21.888090000000002 |
¥24.6万 |
+8.67% |
回到中轨 |
| 42 |
2026-11-13 |
2026-11-13 |
18.504029543999994 |
18.08 |
¥-7.1万 |
-2.32% |
强平 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-03 |
跌破下轨 |
买入 |
15.115099999999998 |
62500.0 |
¥94.5万 |
|
| 2015-07-22 |
回到中轨 |
卖出 |
16.31367 |
62500.0 |
¥1.02M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
11.58157 |
83700.0 |
¥97.0万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
12.31767 |
83700.0 |
¥1.03M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
12.8128 |
87100.0 |
¥1.12M |
|
| 2016-02-18 |
回到中轨 |
卖出 |
10.99899 |
87100.0 |
¥95.8万 |
|
| 2016-05-12 |
跌破下轨 |
买入 |
11.43142 |
84700.0 |
¥96.9万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
11.56842 |
84700.0 |
¥98.0万 |
|
| 2016-06-24 |
跌破下轨 |
买入 |
8.84884 |
110600.0 |
¥97.9万 |
|
| 2016-07-14 |
回到中轨 |
卖出 |
9.62037 |
110600.0 |
¥1.06M |
|
| 2016-11-07 |
跌破下轨 |
买入 |
11.16115 |
95800.0 |
¥1.07M |
|
| 2016-11-08 |
回到中轨 |
卖出 |
11.49 |
95800.0 |
¥1.10M |
|
| 2016-12-06 |
跌破下轨 |
买入 |
11.34133 |
97100.0 |
¥1.10M |
|
| 2016-12-09 |
回到中轨 |
卖出 |
11.79819 |
97100.0 |
¥1.15M |
|
| 2017-05-12 |
跌破下轨 |
买入 |
12.592579999999998 |
91000.0 |
¥1.15M |
|
| 2017-05-17 |
回到中轨 |
卖出 |
13.25673 |
91000.0 |
¥1.21M |
|
| 2017-06-09 |
跌破下轨 |
买入 |
11.231219999999999 |
106600.0 |
¥1.20M |
|
| 2017-07-20 |
回到中轨 |
卖出 |
11.61837 |
106600.0 |
¥1.24M |
|
| 2017-08-21 |
跌破下轨 |
买入 |
11.16115 |
111700.0 |
¥1.25M |
|
| 2017-09-05 |
回到中轨 |
卖出 |
11.3886 |
111700.0 |
¥1.27M |
|
| 2018-02-08 |
跌破下轨 |
买入 |
16.26625 |
77700.0 |
¥1.26M |
|
| 2018-02-23 |
回到中轨 |
卖出 |
18.14184 |
77700.0 |
¥1.41M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
15.135119999999999 |
90900.0 |
¥1.38M |
|
| 2018-04-12 |
回到中轨 |
卖出 |
16.73325 |
90900.0 |
¥1.52M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
17.30729 |
89000.0 |
¥1.54M |
|
| 2018-07-10 |
回到中轨 |
卖出 |
18.2817 |
89000.0 |
¥1.63M |
|
| 2018-09-06 |
跌破下轨 |
买入 |
16.37636 |
100300.0 |
¥1.64M |
|
| 2018-09-26 |
回到中轨 |
卖出 |
16.83315 |
100300.0 |
¥1.69M |
|
| 2018-10-29 |
跌破下轨 |
买入 |
14.76 |
114200.0 |
¥1.69M |
|
| 2018-12-14 |
回到中轨 |
卖出 |
13.11687 |
114200.0 |
¥1.50M |
|
| 2019-01-04 |
跌破下轨 |
买入 |
11.211199999999998 |
132900.0 |
¥1.49M |
|
| 2019-01-14 |
回到中轨 |
卖出 |
12.21777 |
132900.0 |
¥1.62M |
|
| 2019-10-30 |
跌破下轨 |
买入 |
15.715699999999998 |
103900.0 |
¥1.63M |
|
| 2019-11-06 |
回到中轨 |
卖出 |
16.16382 |
103900.0 |
¥1.68M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
16.40639 |
92000.0 |
¥1.51M |
|
| 2020-03-03 |
回到中轨 |
卖出 |
18.4815 |
92000.0 |
¥1.70M |
|
| 2020-03-10 |
跌破下轨 |
买入 |
16.56655 |
111200.0 |
¥1.84M |
|
| 2020-04-03 |
回到中轨 |
卖出 |
16.12386 |
111200.0 |
¥1.79M |
|
| 2021-05-24 |
跌破下轨 |
买入 |
27.997969999999995 |
64900.0 |
¥1.82M |
|
| 2021-06-10 |
回到中轨 |
卖出 |
33.45651 |
64900.0 |
¥2.17M |
|
| 2021-11-02 |
跌破下轨 |
买入 |
29.979949999999995 |
72300.0 |
¥2.17M |
|
| 2021-11-22 |
回到中轨 |
卖出 |
29.900069999999996 |
72300.0 |
¥2.16M |
|
| 2022-01-17 |
跌破下轨 |
买入 |
29.24921999999999 |
73100.0 |
¥2.14M |
|
| 2022-01-19 |
回到中轨 |
卖出 |
32.0679 |
73100.0 |
¥2.34M |
|
| 2022-03-11 |
跌破下轨 |
买入 |
31.231199999999994 |
74600.0 |
¥2.33M |
|
| 2022-03-30 |
回到中轨 |
卖出 |
32.767199999999995 |
74600.0 |
¥2.44M |
|
| 2022-04-22 |
跌破下轨 |
买入 |
30.6306 |
80800.0 |
¥2.48M |
|
| 2022-05-17 |
回到中轨 |
卖出 |
30.969 |
80800.0 |
¥2.50M |
|
| 2022-06-23 |
跌破下轨 |
买入 |
28.5285 |
87500.0 |
¥2.50M |
|
| 2022-07-19 |
回到中轨 |
卖出 |
28.28169 |
87500.0 |
¥2.47M |
|
| 2022-10-26 |
跌破下轨 |
买入 |
27.57755 |
90100.0 |
¥2.49M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
28.2717 |
90100.0 |
¥2.55M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
31.431399999999993 |
80700.0 |
¥2.54M |
|
| 2023-05-23 |
回到中轨 |
卖出 |
31.08888 |
80700.0 |
¥2.51M |
|
| 2023-08-14 |
跌破下轨 |
买入 |
32.011979999999994 |
78300.0 |
¥2.51M |
|
| 2023-08-29 |
回到中轨 |
卖出 |
32.777190000000004 |
78300.0 |
¥2.57M |
|
| 2023-09-25 |
跌破下轨 |
买入 |
32.28225 |
79700.0 |
¥2.57M |
|
| 2023-10-31 |
回到中轨 |
卖出 |
32.17779 |
79700.0 |
¥2.56M |
|
| 2023-12-04 |
跌破下轨 |
买入 |
28.6286 |
89100.0 |
¥2.55M |
|
| 2024-02-07 |
回到中轨 |
卖出 |
25.264709999999997 |
89100.0 |
¥2.25M |
|
| 2024-03-18 |
跌破下轨 |
买入 |
25.815789999999996 |
87300.0 |
¥2.25M |
|
| 2024-04-01 |
回到中轨 |
卖出 |
25.96401 |
87300.0 |
¥2.27M |
|
| 2024-06-14 |
跌破下轨 |
买入 |
27.79777 |
81500.0 |
¥2.27M |
|
| 2024-07-15 |
回到中轨 |
卖出 |
26.51346 |
81500.0 |
¥2.16M |
|
| 2024-07-25 |
跌破下轨 |
买入 |
24.37435 |
88300.0 |
¥2.15M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
22.78719 |
88300.0 |
¥2.01M |
|
| 2024-09-09 |
跌破下轨 |
买入 |
20.70068 |
96500.0 |
¥2.00M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
21.808169999999997 |
96500.0 |
¥2.10M |
|
| 2024-11-18 |
跌破下轨 |
买入 |
22.672649999999997 |
94000.0 |
¥2.13M |
|
| 2024-12-09 |
回到中轨 |
卖出 |
22.5774 |
94000.0 |
¥2.12M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
21.1211 |
100400.0 |
¥2.12M |
|
| 2025-02-05 |
回到中轨 |
卖出 |
21.00897 |
100400.0 |
¥2.11M |
|
| 2025-02-21 |
跌破下轨 |
买入 |
20.2202 |
103900.0 |
¥2.10M |
|
| 2025-03-04 |
回到中轨 |
卖出 |
20.72925 |
103900.0 |
¥2.15M |
|
| 2025-09-24 |
跌破下轨 |
买入 |
25.025 |
86100.0 |
¥2.16M |
|
| 2025-10-09 |
回到中轨 |
卖出 |
26.663310000000003 |
86100.0 |
¥2.30M |
|
| 2025-10-21 |
跌破下轨 |
买入 |
24.324299999999997 |
94600.0 |
¥2.30M |
|
| 2025-10-31 |
回到中轨 |
卖出 |
25.84413 |
94600.0 |
¥2.44M |
|
| 2026-07-13 |
跌破下轨 |
买入 |
18.60859 |
130900.0 |
¥2.44M |
|
| 2026-07-30 |
回到中轨 |
卖出 |
21.6 |
130900.0 |
¥2.83M |
|
| 2026-08-25 |
跌破下轨 |
买入 |
20.13011 |
140900.0 |
¥2.84M |
|
| 2026-08-31 |
回到中轨 |
卖出 |
21.888090000000002 |
140900.0 |
¥3.08M |
|
| 2026-11-13 |
跌破下轨 |
买入 |
18.498479999999997 |
166300.0 |
¥3.08M |
|
| 2026-11-13 |
强平 |
卖出 |
18.08 |
166300 |
¥3.01M |
回测结束强平 |