600460 士兰微 — 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: ¥61.9万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -38.09%）
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 37 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 |
2015-08-25 |
2015-09-23 |
5.837580748999999 |
5.87412 |
¥5,390 |
+0.60% |
回到中轨 |
| 2 |
2016-01-05 |
2016-02-05 |
7.519765252999998 |
6.293699999999999 |
¥-15.4万 |
-16.33% |
回到中轨 |
| 3 |
2016-04-21 |
2016-05-17 |
5.767489727999999 |
5.85414 |
¥1.3万 |
+1.47% |
回到中轨 |
| 4 |
2016-07-28 |
2016-08-17 |
7.079193120999999 |
7.10289 |
¥2,629 |
+0.30% |
回到中轨 |
| 5 |
2016-09-27 |
2016-10-19 |
6.538490959 |
6.75324 |
¥2.8万 |
+3.25% |
回到中轨 |
| 6 |
2016-12-16 |
2017-02-08 |
6.488425943999999 |
6.15384 |
¥-4.6万 |
-5.19% |
回到中轨 |
| 7 |
2018-01-30 |
2018-02-23 |
13.837970145999998 |
14.30568 |
¥2.8万 |
+3.35% |
回到中轨 |
| 8 |
2018-03-26 |
2018-04-02 |
13.697788103999999 |
16.263720000000003 |
¥15.9万 |
+18.70% |
回到中轨 |
| 9 |
2018-05-29 |
2018-07-04 |
13.747853118999998 |
12.7872 |
¥-7.2万 |
-7.02% |
回到中轨 |
| 10 |
2018-09-04 |
2018-11-05 |
11.294667384 |
9.270719999999999 |
¥-17.1万 |
-17.94% |
回到中轨 |
| 11 |
2018-12-17 |
2019-01-10 |
8.801429636999998 |
9.0909 |
¥2.6万 |
+3.26% |
回到中轨 |
| 12 |
2019-04-30 |
2019-05-14 |
14.408711317 |
15.69429 |
¥7.2万 |
+8.89% |
回到中轨 |
| 13 |
2019-08-05 |
2019-08-20 |
14.498828344 |
14.89509 |
¥2.4万 |
+2.70% |
回到中轨 |
| 14 |
2020-02-05 |
2020-02-14 |
14.719114409999998 |
17.4825 |
¥17.0万 |
+18.74% |
回到中轨 |
| 15 |
2020-04-27 |
2020-05-07 |
14.038230205999998 |
14.845139999999997 |
¥6.2万 |
+5.72% |
回到中轨 |
| 16 |
2020-10-29 |
2020-11-10 |
14.839270446 |
16.443540000000002 |
¥12.1万 |
+10.78% |
回到中轨 |
| 17 |
2021-08-18 |
2021-09-13 |
57.724962295 |
58.94100000000001 |
¥2.6万 |
+2.08% |
回到中轨 |
| 18 |
2021-12-20 |
2022-01-19 |
56.07281679999999 |
51.46848 |
¥-10.4万 |
-8.24% |
回到中轨 |
| 19 |
2022-03-30 |
2022-05-06 |
51.266575360000004 |
40.489470000000004 |
¥-24.9万 |
-21.05% |
回到中轨 |
| 20 |
2022-07-26 |
2022-08-08 |
44.25747326 |
47.01294 |
¥5.8万 |
+6.19% |
回到中轨 |
| 21 |
2022-09-19 |
2022-10-21 |
37.148241129999995 |
32.947019999999995 |
¥-11.3万 |
-11.34% |
回到中轨 |
| 22 |
2022-12-23 |
2023-01-17 |
33.773859118999994 |
34.10586 |
¥8,334 |
+0.95% |
回到中轨 |
| 23 |
2023-02-20 |
2023-03-15 |
34.24447026000001 |
34.6653 |
¥1.1万 |
+1.20% |
回到中轨 |
| 24 |
2023-04-26 |
2023-05-29 |
32.812610831 |
33.30666 |
¥1.3万 |
+1.48% |
回到中轨 |
| 25 |
2023-05-31 |
2023-06-21 |
31.440829419999996 |
31.318649999999998 |
¥-3,789 |
-0.42% |
回到中轨 |
| 26 |
2023-08-15 |
2023-09-07 |
28.226655457 |
26.06391 |
¥-7.0万 |
-7.69% |
回到中轨 |
| 27 |
2023-09-27 |
2023-10-12 |
24.161376238999992 |
25.12485 |
¥3.3万 |
+3.96% |
回到中轨 |
| 28 |
2023-10-19 |
2023-10-31 |
23.63068708 |
24.30567 |
¥2.4万 |
+2.83% |
回到中轨 |
| 29 |
2023-12-06 |
2024-02-23 |
23.260205968999994 |
19.54044 |
¥-14.3万 |
-16.02% |
回到中轨 |
| 30 |
2024-03-27 |
2024-04-29 |
20.076071014999997 |
19.05 |
¥-3.9万 |
-5.14% |
回到中轨 |
| 31 |
2024-05-27 |
2024-05-31 |
17.753054318999997 |
18.99099 |
¥5.0万 |
+6.94% |
回到中轨 |
| 32 |
2025-01-02 |
2025-01-24 |
25.843560742999994 |
25.52 |
¥-9,738 |
-1.28% |
回到中轨 |
| 33 |
2025-04-08 |
2025-04-15 |
21.527956449999998 |
23.976 |
¥8.6万 |
+11.34% |
回到中轨 |
| 34 |
2025-05-29 |
2025-06-24 |
23.881012154999997 |
24.055919999999997 |
¥5,919 |
+0.70% |
回到中轨 |
| 35 |
2026-03-04 |
2026-04-14 |
28.336798490000003 |
26.83314 |
¥-4.4万 |
-5.33% |
回到中轨 |
| 36 |
2026-07-17 |
2026-08-10 |
36.14694083 |
32.51745 |
¥-8.0万 |
-10.07% |
回到中轨 |
| 37 |
2026-10-13 |
2026-11-13 |
27.385563205 |
23.29 |
¥-10.6万 |
-14.98% |
强平 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-08-25 |
跌破下轨 |
买入 |
5.83583 |
155000.0 |
¥90.5万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
5.87412 |
155000.0 |
¥91.0万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
7.517509999999999 |
125700.0 |
¥94.5万 |
|
| 2016-02-05 |
回到中轨 |
卖出 |
6.293699999999999 |
125700.0 |
¥79.1万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
5.765759999999999 |
147500.0 |
¥85.1万 |
|
| 2016-05-17 |
回到中轨 |
卖出 |
5.85414 |
147500.0 |
¥86.3万 |
|
| 2016-07-28 |
跌破下轨 |
买入 |
7.077069999999999 |
121900.0 |
¥86.3万 |
|
| 2016-08-17 |
回到中轨 |
卖出 |
7.10289 |
121900.0 |
¥86.6万 |
|
| 2016-09-27 |
跌破下轨 |
买入 |
6.53653 |
132200.0 |
¥86.4万 |
|
| 2016-10-19 |
回到中轨 |
卖出 |
6.75324 |
132200.0 |
¥89.3万 |
|
| 2016-12-16 |
跌破下轨 |
买入 |
6.486479999999999 |
136500.0 |
¥88.6万 |
|
| 2017-02-08 |
回到中轨 |
卖出 |
6.15384 |
136500.0 |
¥84.0万 |
|
| 2018-01-30 |
跌破下轨 |
买入 |
13.83382 |
60700.0 |
¥84.0万 |
|
| 2018-02-23 |
回到中轨 |
卖出 |
14.30568 |
60700.0 |
¥86.8万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
13.693679999999999 |
62200.0 |
¥85.2万 |
|
| 2018-04-02 |
回到中轨 |
卖出 |
16.263720000000003 |
62200.0 |
¥1.01M |
|
| 2018-05-29 |
跌破下轨 |
买入 |
13.74373 |
75100.0 |
¥1.03M |
|
| 2018-07-04 |
回到中轨 |
卖出 |
12.7872 |
75100.0 |
¥96.0万 |
|
| 2018-09-04 |
跌破下轨 |
买入 |
11.291279999999999 |
84600.0 |
¥95.6万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
9.270719999999999 |
84600.0 |
¥78.4万 |
|
| 2018-12-17 |
跌破下轨 |
买入 |
8.798789999999999 |
89200.0 |
¥78.5万 |
|
| 2019-01-10 |
回到中轨 |
卖出 |
9.0909 |
89200.0 |
¥81.1万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
14.40439 |
56200.0 |
¥81.0万 |
|
| 2019-05-14 |
回到中轨 |
卖出 |
15.69429 |
56200.0 |
¥88.2万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
14.49448 |
61200.0 |
¥88.7万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
14.89509 |
61200.0 |
¥91.1万 |
|
| 2020-02-05 |
跌破下轨 |
买入 |
14.714699999999997 |
61800.0 |
¥91.0万 |
|
| 2020-02-14 |
回到中轨 |
卖出 |
17.4825 |
61800.0 |
¥1.08M |
|
| 2020-04-27 |
跌破下轨 |
买入 |
14.034019999999998 |
76900.0 |
¥1.08M |
|
| 2020-05-07 |
回到中轨 |
卖出 |
14.845139999999997 |
76900.0 |
¥1.14M |
|
| 2020-10-29 |
跌破下轨 |
买入 |
14.83482 |
75600.0 |
¥1.12M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
16.443540000000002 |
75600.0 |
¥1.24M |
|
| 2021-08-18 |
跌破下轨 |
买入 |
57.707649999999994 |
21900.0 |
¥1.26M |
|
| 2021-09-13 |
回到中轨 |
卖出 |
58.94100000000001 |
21900.0 |
¥1.29M |
|
| 2021-12-20 |
跌破下轨 |
买入 |
56.05599999999999 |
22600.0 |
¥1.27M |
|
| 2022-01-19 |
回到中轨 |
卖出 |
51.46848 |
22600.0 |
¥1.16M |
|
| 2022-03-30 |
跌破下轨 |
买入 |
51.2512 |
23100.0 |
¥1.18M |
|
| 2022-05-06 |
回到中轨 |
卖出 |
40.489470000000004 |
23100.0 |
¥93.5万 |
|
| 2022-07-26 |
跌破下轨 |
买入 |
44.2442 |
21100.0 |
¥93.4万 |
|
| 2022-08-08 |
回到中轨 |
卖出 |
47.01294 |
21100.0 |
¥99.2万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
37.1371 |
26800.0 |
¥99.6万 |
|
| 2022-10-21 |
回到中轨 |
卖出 |
32.947019999999995 |
26800.0 |
¥88.3万 |
|
| 2022-12-23 |
跌破下轨 |
买入 |
33.763729999999995 |
25900.0 |
¥87.5万 |
|
| 2023-01-17 |
回到中轨 |
卖出 |
34.10586 |
25900.0 |
¥88.3万 |
|
| 2023-02-20 |
跌破下轨 |
买入 |
34.2342 |
26000.0 |
¥89.0万 |
|
| 2023-03-15 |
回到中轨 |
卖出 |
34.6653 |
26000.0 |
¥90.1万 |
|
| 2023-04-26 |
跌破下轨 |
买入 |
32.80277 |
27300.0 |
¥89.6万 |
|
| 2023-05-29 |
回到中轨 |
卖出 |
33.30666 |
27300.0 |
¥90.9万 |
|
| 2023-05-31 |
跌破下轨 |
买入 |
31.431399999999996 |
28800.0 |
¥90.5万 |
|
| 2023-06-21 |
回到中轨 |
卖出 |
31.318649999999998 |
28800.0 |
¥90.2万 |
|
| 2023-08-15 |
跌破下轨 |
买入 |
28.21819 |
32200.0 |
¥90.9万 |
|
| 2023-09-07 |
回到中轨 |
卖出 |
26.06391 |
32200.0 |
¥83.9万 |
|
| 2023-09-27 |
跌破下轨 |
买入 |
24.154129999999995 |
34800.0 |
¥84.1万 |
|
| 2023-10-12 |
回到中轨 |
卖出 |
25.12485 |
34800.0 |
¥87.4万 |
|
| 2023-10-19 |
跌破下轨 |
买入 |
23.6236 |
36600.0 |
¥86.5万 |
|
| 2023-10-31 |
回到中轨 |
卖出 |
24.30567 |
36600.0 |
¥88.9万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
23.25323 |
38400.0 |
¥89.3万 |
|
| 2024-02-23 |
回到中轨 |
卖出 |
19.54044 |
38400.0 |
¥75.0万 |
|
| 2024-03-27 |
跌破下轨 |
买入 |
20.07005 |
37700.0 |
¥75.7万 |
|
| 2024-04-29 |
回到中轨 |
卖出 |
19.05 |
37700.0 |
¥71.8万 |
|
| 2024-05-27 |
跌破下轨 |
买入 |
17.747729999999997 |
40400.0 |
¥71.7万 |
|
| 2024-05-31 |
回到中轨 |
卖出 |
18.99099 |
40400.0 |
¥76.7万 |
|
| 2025-01-02 |
跌破下轨 |
买入 |
25.835809999999995 |
29400.0 |
¥76.0万 |
|
| 2025-01-24 |
回到中轨 |
卖出 |
25.52 |
29400.0 |
¥75.0万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
21.521499999999996 |
35100.0 |
¥75.6万 |
|
| 2025-04-15 |
回到中轨 |
卖出 |
23.976 |
35100.0 |
¥84.1万 |
|
| 2025-05-29 |
跌破下轨 |
买入 |
23.873849999999997 |
35300.0 |
¥84.3万 |
|
| 2025-06-24 |
回到中轨 |
卖出 |
24.055919999999997 |
35300.0 |
¥84.9万 |
|
| 2026-03-04 |
跌破下轨 |
买入 |
28.328300000000002 |
29400.0 |
¥83.3万 |
|
| 2026-04-14 |
回到中轨 |
卖出 |
26.83314 |
29400.0 |
¥78.9万 |
|
| 2026-07-17 |
跌破下轨 |
买入 |
36.1361 |
22100.0 |
¥79.9万 |
|
| 2026-08-10 |
回到中轨 |
卖出 |
32.51745 |
22100.0 |
¥71.8万 |
|
| 2026-10-13 |
跌破下轨 |
买入 |
27.37735 |
25900.0 |
¥70.9万 |
|
| 2026-11-13 |
强平 |
卖出 |
23.29 |
25900 |
¥60.3万 |
回测结束强平 |