600436 片仔癀 — 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: ¥57.6万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -42.38%）
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 |
2015-06-05 |
2015-07-21 |
92.11962759999999 |
69.2307 |
¥-23.1万 |
-24.87% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-25 |
50.715860195 |
49.42053 |
¥-1.8万 |
-2.58% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-08 |
56.022751785000004 |
58.950990000000004 |
¥3.9万 |
+5.20% |
回到中轨 |
| 4 |
2016-01-12 |
2016-02-17 |
53.659683077000004 |
48.951 |
¥-6.9万 |
-8.80% |
回到中轨 |
| 5 |
2016-05-25 |
2016-06-23 |
38.741619 |
40.219739999999994 |
¥2.7万 |
+3.78% |
回到中轨 |
| 6 |
2016-09-05 |
2016-09-30 |
47.171257133 |
47.70225000000001 |
¥8,164 |
+1.10% |
回到中轨 |
| 7 |
2016-12-06 |
2017-01-17 |
46.370216893000006 |
45.3546 |
¥-1.7万 |
-2.22% |
回到中轨 |
| 8 |
2017-07-18 |
2017-08-10 |
54.771126409999994 |
56.5434 |
¥2.4万 |
+3.20% |
回到中轨 |
| 9 |
2017-11-24 |
2017-12-20 |
64.043167188 |
62.976960000000005 |
¥-1.3万 |
-1.69% |
回到中轨 |
| 10 |
2018-02-08 |
2018-02-23 |
68.0884204 |
73.91601 |
¥6.3万 |
+8.53% |
回到中轨 |
| 11 |
2018-09-11 |
2018-09-27 |
95.72430868 |
100.25964 |
¥3.8万 |
+4.71% |
回到中轨 |
| 12 |
2018-10-18 |
2018-11-14 |
82.06657258799999 |
80.42949 |
¥-1.7万 |
-2.02% |
回到中轨 |
| 13 |
2019-01-04 |
2019-01-16 |
80.60467414999998 |
87.11280000000001 |
¥6.6万 |
+8.04% |
回到中轨 |
| 14 |
2019-04-29 |
2019-06-03 |
108.94147263999999 |
107.57232 |
¥-1.1万 |
-1.29% |
回到中轨 |
| 15 |
2019-07-17 |
2019-08-23 |
107.1391321 |
100.88901 |
¥-5.1万 |
-5.86% |
回到中轨 |
| 16 |
2019-11-22 |
2019-12-16 |
103.36422996899998 |
102.77712 |
¥-4,944 |
-0.60% |
回到中轨 |
| 17 |
2020-10-27 |
2020-12-03 |
224.581644287 |
222.777 |
¥-6,737 |
-0.83% |
回到中轨 |
| 18 |
2021-07-27 |
2021-09-28 |
376.4889128 |
359.64 |
¥-3.6万 |
-4.50% |
回到中轨 |
| 19 |
2021-12-30 |
2022-02-24 |
416.54092479999997 |
358.641 |
¥-10.4万 |
-13.93% |
回到中轨 |
| 20 |
2022-03-04 |
2022-03-31 |
327.415185097 |
319.51016999999996 |
¥-1.6万 |
-2.44% |
回到中轨 |
| 21 |
2022-04-12 |
2022-04-15 |
296.37487579699996 |
310.8888 |
¥3.2万 |
+4.87% |
回到中轨 |
| 22 |
2022-04-22 |
2022-05-05 |
295.3835885 |
306.68301 |
¥2.6万 |
+3.79% |
回到中轨 |
| 23 |
2022-07-18 |
2022-09-01 |
320.21583594 |
299.7 |
¥-4.5万 |
-6.43% |
回到中轨 |
| 24 |
2022-09-22 |
2022-10-19 |
279.46381399999996 |
269.73 |
¥-2.4万 |
-3.51% |
回到中轨 |
| 25 |
2022-10-25 |
2022-11-07 |
230.29906899999997 |
254.14560000000003 |
¥6.7万 |
+10.32% |
回到中轨 |
| 26 |
2023-03-10 |
2023-04-06 |
298.377476397 |
288.69102000000004 |
¥-2.3万 |
-3.28% |
回到中轨 |
| 27 |
2023-04-18 |
2023-05-09 |
273.3549819 |
309.69 |
¥9.1万 |
+13.26% |
回到中轨 |
| 28 |
2023-06-07 |
2023-07-31 |
296.7854089199999 |
291.708 |
¥-1.3万 |
-1.74% |
回到中轨 |
| 29 |
2023-08-24 |
2023-09-25 |
272.13339553399993 |
273.726 |
¥4,229 |
+0.56% |
回到中轨 |
| 30 |
2023-10-18 |
2023-11-07 |
249.06343662199995 |
255.42432 |
¥1.9万 |
+2.52% |
回到中轨 |
| 31 |
2023-12-06 |
2023-12-29 |
240.32208500299998 |
243.64611 |
¥1.1万 |
+1.35% |
回到中轨 |
| 32 |
2024-01-10 |
2024-01-26 |
223.39009692999997 |
225.8739 |
¥8,698 |
+1.08% |
回到中轨 |
| 33 |
2024-02-01 |
2024-02-19 |
199.14861666699997 |
217.77201000000002 |
¥7.6万 |
+9.32% |
回到中轨 |
| 34 |
2024-04-09 |
2024-04-24 |
223.12975885199998 |
228.11166 |
¥2.0万 |
+2.20% |
回到中轨 |
| 35 |
2024-05-31 |
2024-07-16 |
226.444062845 |
210.2895 |
¥-6.5万 |
-7.16% |
回到中轨 |
| 36 |
2024-09-18 |
2024-09-25 |
199.839934 |
207.56223 |
¥3.2万 |
+3.83% |
回到中轨 |
| 37 |
2025-01-02 |
2025-02-07 |
214.79894035599997 |
205.5942 |
¥-3.8万 |
-4.31% |
回到中轨 |
| 38 |
2025-04-08 |
2025-04-09 |
199.539123784 |
203.67612 |
¥1.7万 |
+2.04% |
回到中轨 |
| 39 |
2025-07-08 |
2025-07-21 |
197.89699129199997 |
198.76104 |
¥3,459 |
+0.41% |
回到中轨 |
| 40 |
2025-09-24 |
2025-11-13 |
196.2548588 |
182.05776 |
¥-6.3万 |
-7.26% |
回到中轨 |
| 41 |
2025-12-01 |
2025-12-19 |
171.963313522 |
172.26756 |
¥1,162 |
+0.15% |
回到中轨 |
| 42 |
2026-01-21 |
2026-02-06 |
167.41741015999997 |
172.84698 |
¥2.5万 |
+3.21% |
回到中轨 |
| 43 |
2026-03-24 |
2026-07-07 |
153.57944001399997 |
113.90598 |
¥-21.4万 |
-25.85% |
回到中轨 |
| 44 |
2026-08-19 |
2026-10-12 |
128.22651641799996 |
119.86002 |
¥-3.9万 |
-6.55% |
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 |
|---|
| 2015-06-05 |
跌破下轨 |
买入 |
92.09199999999998 |
10100.0 |
¥93.0万 |
|
| 2015-07-21 |
回到中轨 |
卖出 |
69.2307 |
10100.0 |
¥69.9万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
50.700649999999996 |
13600.0 |
¥69.0万 |
|
| 2015-09-25 |
回到中轨 |
卖出 |
49.42053 |
13600.0 |
¥67.2万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
56.00595 |
13300.0 |
¥74.5万 |
|
| 2015-12-08 |
回到中轨 |
卖出 |
58.950990000000004 |
13300.0 |
¥78.4万 |
|
| 2016-01-12 |
跌破下轨 |
买入 |
53.643589999999996 |
14600.0 |
¥78.3万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
48.951 |
14600.0 |
¥71.4万 |
|
| 2016-05-25 |
跌破下轨 |
买入 |
38.73 |
18400.0 |
¥71.3万 |
|
| 2016-06-23 |
回到中轨 |
卖出 |
40.219739999999994 |
18400.0 |
¥74.0万 |
|
| 2016-09-05 |
跌破下轨 |
买入 |
47.157109999999996 |
15800.0 |
¥74.5万 |
|
| 2016-09-30 |
回到中轨 |
卖出 |
47.70225000000001 |
15800.0 |
¥75.3万 |
|
| 2016-12-06 |
跌破下轨 |
买入 |
46.35631000000001 |
16200.0 |
¥75.1万 |
|
| 2017-01-17 |
回到中轨 |
卖出 |
45.3546 |
16200.0 |
¥73.5万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
54.7547 |
13400.0 |
¥73.4万 |
|
| 2017-08-10 |
回到中轨 |
卖出 |
56.5434 |
13400.0 |
¥75.7万 |
|
| 2017-11-24 |
跌破下轨 |
买入 |
64.02395999999999 |
11800.0 |
¥75.6万 |
|
| 2017-12-20 |
回到中轨 |
卖出 |
62.976960000000005 |
11800.0 |
¥74.3万 |
|
| 2018-02-08 |
跌破下轨 |
买入 |
68.068 |
10800.0 |
¥73.5万 |
|
| 2018-02-23 |
回到中轨 |
卖出 |
73.91601 |
10800.0 |
¥79.8万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
95.69559999999998 |
8400.0 |
¥80.4万 |
|
| 2018-09-27 |
回到中轨 |
卖出 |
100.25964 |
8400.0 |
¥84.2万 |
|
| 2018-10-18 |
跌破下轨 |
买入 |
82.04195999999999 |
10200.0 |
¥83.7万 |
|
| 2018-11-14 |
回到中轨 |
卖出 |
80.42949 |
10200.0 |
¥82.0万 |
|
| 2019-01-04 |
跌破下轨 |
买入 |
80.58049999999999 |
10200.0 |
¥82.2万 |
|
| 2019-01-16 |
回到中轨 |
卖出 |
87.11280000000001 |
10200.0 |
¥88.8万 |
|
| 2019-04-29 |
跌破下轨 |
买入 |
108.90879999999999 |
8200.0 |
¥89.3万 |
|
| 2019-06-03 |
回到中轨 |
卖出 |
107.57232 |
8200.0 |
¥88.2万 |
|
| 2019-07-17 |
跌破下轨 |
买入 |
107.10699999999999 |
8200.0 |
¥87.9万 |
|
| 2019-08-23 |
回到中轨 |
卖出 |
100.88901 |
8200.0 |
¥82.7万 |
|
| 2019-11-22 |
跌破下轨 |
买入 |
103.33322999999999 |
8000.0 |
¥82.7万 |
|
| 2019-12-16 |
回到中轨 |
卖出 |
102.77712 |
8000.0 |
¥82.2万 |
|
| 2020-10-27 |
跌破下轨 |
买入 |
224.51428999999996 |
3600.0 |
¥80.8万 |
|
| 2020-12-03 |
回到中轨 |
卖出 |
222.777 |
3600.0 |
¥80.2万 |
|
| 2021-07-27 |
跌破下轨 |
买入 |
376.376 |
2100.0 |
¥79.1万 |
|
| 2021-09-28 |
回到中轨 |
卖出 |
359.64 |
2100.0 |
¥75.5万 |
|
| 2021-12-30 |
跌破下轨 |
买入 |
416.41599999999994 |
1800.0 |
¥75.0万 |
|
| 2022-02-24 |
回到中轨 |
卖出 |
358.641 |
1800.0 |
¥64.5万 |
|
| 2022-03-04 |
跌破下轨 |
买入 |
327.31699 |
2000.0 |
¥65.5万 |
|
| 2022-03-31 |
回到中轨 |
卖出 |
319.51016999999996 |
2000.0 |
¥63.9万 |
|
| 2022-04-12 |
跌破下轨 |
买入 |
296.28598999999997 |
2200.0 |
¥65.2万 |
|
| 2022-04-15 |
回到中轨 |
卖出 |
310.8888 |
2200.0 |
¥68.4万 |
|
| 2022-04-22 |
跌破下轨 |
买入 |
295.29499999999996 |
2300.0 |
¥67.9万 |
|
| 2022-05-05 |
回到中轨 |
卖出 |
306.68301 |
2300.0 |
¥70.5万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
320.1198 |
2200.0 |
¥70.4万 |
|
| 2022-09-01 |
回到中轨 |
卖出 |
299.7 |
2200.0 |
¥65.9万 |
|
| 2022-09-22 |
跌破下轨 |
买入 |
279.38 |
2400.0 |
¥67.1万 |
|
| 2022-10-19 |
回到中轨 |
卖出 |
269.73 |
2400.0 |
¥64.7万 |
|
| 2022-10-25 |
跌破下轨 |
买入 |
230.22999999999996 |
2800.0 |
¥64.5万 |
|
| 2022-11-07 |
回到中轨 |
卖出 |
254.14560000000003 |
2800.0 |
¥71.1万 |
|
| 2023-03-10 |
跌破下轨 |
买入 |
298.28799 |
2400.0 |
¥71.6万 |
|
| 2023-04-06 |
回到中轨 |
卖出 |
288.69102000000004 |
2400.0 |
¥69.3万 |
|
| 2023-04-18 |
跌破下轨 |
买入 |
273.27299999999997 |
2500.0 |
¥68.3万 |
|
| 2023-05-09 |
回到中轨 |
卖出 |
309.69 |
2500.0 |
¥77.4万 |
|
| 2023-06-07 |
跌破下轨 |
买入 |
296.6963999999999 |
2600.0 |
¥77.2万 |
|
| 2023-07-31 |
回到中轨 |
卖出 |
291.708 |
2600.0 |
¥75.8万 |
|
| 2023-08-24 |
跌破下轨 |
买入 |
272.05177999999995 |
2800.0 |
¥76.2万 |
|
| 2023-09-25 |
回到中轨 |
卖出 |
273.726 |
2800.0 |
¥76.6万 |
|
| 2023-10-18 |
跌破下轨 |
买入 |
248.98873999999998 |
3100.0 |
¥77.2万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
255.42432 |
3100.0 |
¥79.2万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
240.25000999999997 |
3300.0 |
¥79.3万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
243.64611 |
3300.0 |
¥80.4万 |
|
| 2024-01-10 |
跌破下轨 |
买入 |
223.32309999999998 |
3600.0 |
¥80.4万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
225.8739 |
3600.0 |
¥81.3万 |
|
| 2024-02-01 |
跌破下轨 |
买入 |
199.08888999999996 |
4100.0 |
¥81.7万 |
|
| 2024-02-19 |
回到中轨 |
卖出 |
217.77201000000002 |
4100.0 |
¥89.3万 |
|
| 2024-04-09 |
跌破下轨 |
买入 |
223.06283999999997 |
4000.0 |
¥89.3万 |
|
| 2024-04-24 |
回到中轨 |
卖出 |
228.11166 |
4000.0 |
¥91.2万 |
|
| 2024-05-31 |
跌破下轨 |
买入 |
226.37614999999997 |
4000.0 |
¥90.6万 |
|
| 2024-07-16 |
回到中轨 |
卖出 |
210.2895 |
4000.0 |
¥84.1万 |
|
| 2024-09-18 |
跌破下轨 |
买入 |
199.78 |
4200.0 |
¥83.9万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
207.56223 |
4200.0 |
¥87.1万 |
|
| 2025-01-02 |
跌破下轨 |
买入 |
214.73451999999997 |
4100.0 |
¥88.1万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
205.5942 |
4100.0 |
¥84.3万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
199.47928 |
4200.0 |
¥83.8万 |
|
| 2025-04-09 |
回到中轨 |
卖出 |
203.67612 |
4200.0 |
¥85.5万 |
|
| 2025-07-08 |
跌破下轨 |
买入 |
197.83763999999996 |
4300.0 |
¥85.1万 |
|
| 2025-07-21 |
回到中轨 |
卖出 |
198.76104 |
4300.0 |
¥85.4万 |
|
| 2025-09-24 |
跌破下轨 |
买入 |
196.19599999999997 |
4400.0 |
¥86.4万 |
|
| 2025-11-13 |
回到中轨 |
卖出 |
182.05776 |
4400.0 |
¥80.1万 |
|
| 2025-12-01 |
跌破下轨 |
买入 |
171.91173999999998 |
4600.0 |
¥79.1万 |
|
| 2025-12-19 |
回到中轨 |
卖出 |
172.26756 |
4600.0 |
¥79.2万 |
|
| 2026-01-21 |
跌破下轨 |
买入 |
167.36719999999997 |
4700.0 |
¥78.7万 |
|
| 2026-02-06 |
回到中轨 |
卖出 |
172.84698 |
4700.0 |
¥81.2万 |
|
| 2026-03-24 |
跌破下轨 |
买入 |
153.53337999999997 |
5400.0 |
¥82.9万 |
|
| 2026-07-07 |
回到中轨 |
卖出 |
113.90598 |
5400.0 |
¥61.5万 |
|
| 2026-08-19 |
跌破下轨 |
买入 |
128.18805999999998 |
4700.0 |
¥60.3万 |
|
| 2026-10-12 |
回到中轨 |
卖出 |
119.86002 |
4700.0 |
¥56.3万 |
|