600438 通威股份 — 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: ¥35.8万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -64.17%）
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 33 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 |
2015-06-30 |
2015-07-22 |
14.669049394999998 |
14.2857 |
¥-2.5万 |
-2.64% |
回到中轨 |
| 2 |
2016-05-20 |
2016-06-21 |
6.258126875 |
6.66333 |
¥6.0万 |
+6.44% |
回到中轨 |
| 3 |
2016-07-28 |
2016-08-16 |
6.0178148029999985 |
6.37362 |
¥6.1万 |
+5.88% |
回到中轨 |
| 4 |
2017-02-20 |
2017-02-23 |
6.057866815 |
6.223770000000001 |
¥3.0万 |
+2.71% |
回到中轨 |
| 5 |
2017-05-11 |
2017-06-16 |
6.037840809 |
5.48451 |
¥-10.3万 |
-9.19% |
回到中轨 |
| 6 |
2018-02-06 |
2018-03-02 |
9.81274294 |
10.369620000000001 |
¥5.5万 |
+5.64% |
回到中轨 |
| 7 |
2018-05-28 |
2018-07-25 |
11.294667383999998 |
7.172819999999999 |
¥-39.3万 |
-36.51% |
回到中轨 |
| 8 |
2018-08-21 |
2018-08-31 |
5.787515734 |
6.20379 |
¥4.9万 |
+7.16% |
回到中轨 |
| 9 |
2018-10-12 |
2018-10-30 |
5.647333692 |
6.07392 |
¥5.4万 |
+7.52% |
回到中轨 |
| 10 |
2019-06-10 |
2019-06-21 |
14.038230205999998 |
14.785200000000001 |
¥4.2万 |
+5.29% |
回到中轨 |
| 11 |
2019-09-19 |
2019-10-28 |
14.288555280999997 |
12.76722 |
¥-8.8万 |
-10.67% |
回到中轨 |
| 12 |
2019-11-15 |
2019-11-25 |
11.843552 |
12.64734 |
¥5.0万 |
+6.75% |
回到中轨 |
| 13 |
2020-02-04 |
2020-02-10 |
12.205850657 |
14.445540000000001 |
¥14.4万 |
+18.31% |
回到中轨 |
| 14 |
2020-03-10 |
2020-04-17 |
15.039530505999998 |
12.63735 |
¥-14.7万 |
-16.00% |
回到中轨 |
| 15 |
2021-03-05 |
2021-04-01 |
36.106888818 |
33.25671 |
¥-5.8万 |
-7.92% |
回到中轨 |
| 16 |
2021-06-04 |
2021-06-25 |
35.54616065 |
39.41055 |
¥7.8万 |
+10.84% |
回到中轨 |
| 17 |
2021-11-08 |
2021-12-13 |
49.78465091599999 |
48.13182 |
¥-2.7万 |
-3.35% |
回到中轨 |
| 18 |
2021-12-27 |
2022-01-04 |
41.053312299999995 |
45.5544 |
¥8.4万 |
+10.93% |
回到中轨 |
| 19 |
2022-04-12 |
2022-05-05 |
39.050711699999994 |
41.42853 |
¥5.2万 |
+6.06% |
回到中轨 |
| 20 |
2022-09-19 |
2022-10-17 |
49.584390856 |
49.5504 |
¥-899 |
-0.10% |
回到中轨 |
| 21 |
2022-10-31 |
2022-11-07 |
44.077239206 |
47.43252 |
¥6.7万 |
+7.58% |
回到中轨 |
| 22 |
2022-12-14 |
2023-01-09 |
40.893104252 |
40.4595 |
¥-1.1万 |
-1.09% |
回到中轨 |
| 23 |
2023-02-20 |
2023-02-22 |
38.900516655 |
41.358599999999996 |
¥6.1万 |
+6.29% |
回到中轨 |
| 24 |
2023-05-30 |
2023-06-21 |
37.668917285999996 |
34.3656 |
¥-9.0万 |
-8.80% |
回到中轨 |
| 25 |
2023-08-17 |
2023-09-28 |
32.762545816 |
32.18778 |
¥-1.7万 |
-1.78% |
回到中轨 |
| 26 |
2023-10-27 |
2023-12-26 |
27.035108099999995 |
23.646330000000003 |
¥-11.5万 |
-12.56% |
回到中轨 |
| 27 |
2024-03-28 |
2024-05-14 |
24.682052394999996 |
22.76721 |
¥-6.3万 |
-7.79% |
回到中轨 |
| 28 |
2024-06-17 |
2024-07-22 |
20.827046239999998 |
18.19 |
¥-9.4万 |
-12.69% |
回到中轨 |
| 29 |
2024-12-16 |
2025-02-07 |
24.121324227 |
21.09 |
¥-8.2万 |
-12.59% |
回到中轨 |
| 30 |
2025-03-25 |
2025-05-13 |
20.526656149999994 |
17.6 |
¥-8.2万 |
-14.28% |
回到中轨 |
| 31 |
2026-01-20 |
2026-03-13 |
19.285043778000002 |
19.4805 |
¥4,816 |
+0.98% |
回到中轨 |
| 32 |
2026-03-25 |
2026-04-14 |
17.32249519 |
17.4825 |
¥4,380 |
+0.89% |
回到中轨 |
| 33 |
2026-05-18 |
2026-07-24 |
16.12093483 |
11.4885 |
¥-14.2万 |
-28.76% |
回到中轨 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
14.664649999999998 |
65700.0 |
¥96.4万 |
|
| 2015-07-22 |
回到中轨 |
卖出 |
14.2857 |
65700.0 |
¥93.8万 |
|
| 2016-05-20 |
跌破下轨 |
买入 |
6.25625 |
149800.0 |
¥93.7万 |
|
| 2016-06-21 |
回到中轨 |
卖出 |
6.66333 |
149800.0 |
¥99.8万 |
|
| 2016-07-28 |
跌破下轨 |
买入 |
6.016009999999999 |
171900.0 |
¥1.03M |
|
| 2016-08-16 |
回到中轨 |
卖出 |
6.37362 |
171900.0 |
¥1.10M |
|
| 2017-02-20 |
跌破下轨 |
买入 |
6.056049999999999 |
180500.0 |
¥1.09M |
|
| 2017-02-23 |
回到中轨 |
卖出 |
6.223770000000001 |
180500.0 |
¥1.12M |
|
| 2017-05-11 |
跌破下轨 |
买入 |
6.03603 |
186300.0 |
¥1.12M |
|
| 2017-06-16 |
回到中轨 |
卖出 |
5.48451 |
186300.0 |
¥1.02M |
|
| 2018-02-06 |
跌破下轨 |
买入 |
9.8098 |
99600.0 |
¥97.7万 |
|
| 2018-03-02 |
回到中轨 |
卖出 |
10.369620000000001 |
99600.0 |
¥1.03M |
|
| 2018-05-28 |
跌破下轨 |
买入 |
11.291279999999999 |
95200.0 |
¥1.08M |
|
| 2018-07-25 |
回到中轨 |
卖出 |
7.172819999999999 |
95200.0 |
¥68.3万 |
|
| 2018-08-21 |
跌破下轨 |
买入 |
5.78578 |
118000.0 |
¥68.3万 |
|
| 2018-08-31 |
回到中轨 |
卖出 |
6.20379 |
118000.0 |
¥73.2万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
5.645639999999999 |
127300.0 |
¥71.9万 |
|
| 2018-10-30 |
回到中轨 |
卖出 |
6.07392 |
127300.0 |
¥77.3万 |
|
| 2019-06-10 |
跌破下轨 |
买入 |
14.034019999999998 |
56000.0 |
¥78.6万 |
|
| 2019-06-21 |
回到中轨 |
卖出 |
14.785200000000001 |
56000.0 |
¥82.8万 |
|
| 2019-09-19 |
跌破下轨 |
买入 |
14.284269999999998 |
57800.0 |
¥82.6万 |
|
| 2019-10-28 |
回到中轨 |
卖出 |
12.76722 |
57800.0 |
¥73.8万 |
|
| 2019-11-15 |
跌破下轨 |
买入 |
11.84 |
62400.0 |
¥73.9万 |
|
| 2019-11-25 |
回到中轨 |
卖出 |
12.64734 |
62400.0 |
¥78.9万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
12.202189999999998 |
64600.0 |
¥78.8万 |
|
| 2020-02-10 |
回到中轨 |
卖出 |
14.445540000000001 |
64600.0 |
¥93.3万 |
|
| 2020-03-10 |
跌破下轨 |
买入 |
15.035019999999998 |
61300.0 |
¥92.2万 |
|
| 2020-04-17 |
回到中轨 |
卖出 |
12.63735 |
61300.0 |
¥77.4万 |
|
| 2021-03-05 |
跌破下轨 |
买入 |
36.09606 |
20200.0 |
¥72.9万 |
|
| 2021-04-01 |
回到中轨 |
卖出 |
33.25671 |
20200.0 |
¥67.2万 |
|
| 2021-06-04 |
跌破下轨 |
买入 |
35.5355 |
20200.0 |
¥71.8万 |
|
| 2021-06-25 |
回到中轨 |
卖出 |
39.41055 |
20200.0 |
¥79.6万 |
|
| 2021-11-08 |
跌破下轨 |
买入 |
49.76971999999999 |
16000.0 |
¥79.7万 |
|
| 2021-12-13 |
回到中轨 |
卖出 |
48.13182 |
16000.0 |
¥77.0万 |
|
| 2021-12-27 |
跌破下轨 |
买入 |
41.041 |
18800.0 |
¥77.2万 |
|
| 2022-01-04 |
回到中轨 |
卖出 |
45.5544 |
18800.0 |
¥85.6万 |
|
| 2022-04-12 |
跌破下轨 |
买入 |
39.038999999999994 |
22000.0 |
¥85.9万 |
|
| 2022-05-05 |
回到中轨 |
卖出 |
41.42853 |
22000.0 |
¥91.1万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
49.56952 |
18400.0 |
¥91.2万 |
|
| 2022-10-17 |
回到中轨 |
卖出 |
49.5504 |
18400.0 |
¥91.1万 |
|
| 2022-10-31 |
跌破下轨 |
买入 |
44.06402 |
20200.0 |
¥89.0万 |
|
| 2022-11-07 |
回到中轨 |
卖出 |
47.43252 |
20200.0 |
¥95.8万 |
|
| 2022-12-14 |
跌破下轨 |
买入 |
40.88084 |
24000.0 |
¥98.1万 |
|
| 2023-01-09 |
回到中轨 |
卖出 |
40.4595 |
24000.0 |
¥97.1万 |
|
| 2023-02-20 |
跌破下轨 |
买入 |
38.88885 |
24900.0 |
¥96.9万 |
|
| 2023-02-22 |
回到中轨 |
卖出 |
41.358599999999996 |
24900.0 |
¥1.03M |
|
| 2023-05-30 |
跌破下轨 |
买入 |
37.657619999999994 |
27300.0 |
¥1.03M |
|
| 2023-06-21 |
回到中轨 |
卖出 |
34.3656 |
27300.0 |
¥93.8万 |
|
| 2023-08-17 |
跌破下轨 |
买入 |
32.75272 |
28600.0 |
¥93.7万 |
|
| 2023-09-28 |
回到中轨 |
卖出 |
32.18778 |
28600.0 |
¥92.0万 |
|
| 2023-10-27 |
跌破下轨 |
买入 |
27.026999999999997 |
33800.0 |
¥91.4万 |
|
| 2023-12-26 |
回到中轨 |
卖出 |
23.646330000000003 |
33800.0 |
¥79.9万 |
|
| 2024-03-28 |
跌破下轨 |
买入 |
24.674649999999996 |
32800.0 |
¥81.0万 |
|
| 2024-05-14 |
回到中轨 |
卖出 |
22.76721 |
32800.0 |
¥74.7万 |
|
| 2024-06-17 |
跌破下轨 |
买入 |
20.8208 |
35600.0 |
¥74.1万 |
|
| 2024-07-22 |
回到中轨 |
卖出 |
18.19 |
35600.0 |
¥64.7万 |
|
| 2024-12-16 |
跌破下轨 |
买入 |
24.114089999999997 |
27100.0 |
¥65.4万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
21.09 |
27100.0 |
¥57.1万 |
|
| 2025-03-25 |
跌破下轨 |
买入 |
20.5205 |
27800.0 |
¥57.1万 |
|
| 2025-05-13 |
回到中轨 |
卖出 |
17.6 |
27800.0 |
¥48.9万 |
|
| 2026-01-20 |
跌破下轨 |
买入 |
19.27926 |
25400.0 |
¥49.0万 |
|
| 2026-03-13 |
回到中轨 |
卖出 |
19.4805 |
25400.0 |
¥49.5万 |
|
| 2026-03-25 |
跌破下轨 |
买入 |
17.3173 |
28300.0 |
¥49.0万 |
|
| 2026-04-14 |
回到中轨 |
卖出 |
17.4825 |
28300.0 |
¥49.5万 |
|
| 2026-05-18 |
跌破下轨 |
买入 |
16.1161 |
30700.0 |
¥49.5万 |
|
| 2026-07-24 |
回到中轨 |
卖出 |
11.4885 |
30700.0 |
¥35.3万 |
|