600489 中金黄金 — 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: ¥1.11M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +11.27%）
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 41 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 |
2015-07-01 |
2015-08-11 |
12.616383779999998 |
10.379610000000001 |
¥-17.3万 |
-17.75% |
回到中轨 |
| 2 |
2015-11-30 |
2015-12-15 |
9.292066784 |
10.1898 |
¥7.9万 |
+9.63% |
回到中轨 |
| 3 |
2016-01-14 |
2016-02-15 |
8.891546664 |
10.029959999999999 |
¥11.4万 |
+12.77% |
回到中轨 |
| 4 |
2016-05-13 |
2016-06-14 |
10.253315072 |
10.3896 |
¥1.3万 |
+1.30% |
回到中轨 |
| 5 |
2016-09-14 |
2016-10-19 |
12.115733629999998 |
12.287700000000001 |
¥1.4万 |
+1.39% |
回到中轨 |
| 6 |
2016-12-13 |
2017-01-05 |
12.245902669 |
12.23775 |
¥-1,010 |
-0.10% |
回到中轨 |
| 7 |
2017-03-06 |
2017-03-28 |
12.095707624 |
12.167819999999997 |
¥5,915 |
+0.57% |
回到中轨 |
| 8 |
2017-03-31 |
2017-04-10 |
11.695187503999998 |
12.13785 |
¥3.9万 |
+3.75% |
回到中轨 |
| 9 |
2017-04-25 |
2017-06-07 |
11.214563359999998 |
10.1898 |
¥-9.9万 |
-9.17% |
回到中轨 |
| 10 |
2017-10-31 |
2017-11-30 |
10.013002999999998 |
9.82017 |
¥-1.9万 |
-1.96% |
回到中轨 |
| 11 |
2017-12-05 |
2017-12-18 |
9.612482879999998 |
9.74025 |
¥1.3万 |
+1.30% |
回到中轨 |
| 12 |
2018-02-02 |
2018-03-13 |
9.282053780999998 |
8.841149999999999 |
¥-4.7万 |
-4.78% |
回到中轨 |
| 13 |
2018-04-24 |
2018-05-31 |
8.841481649 |
8.541450000000001 |
¥-3.1万 |
-3.42% |
回到中轨 |
| 14 |
2018-06-19 |
2018-07-25 |
7.820155342999999 |
6.87312 |
¥-10.8万 |
-12.14% |
回到中轨 |
| 15 |
2018-08-07 |
2018-08-14 |
6.438360928999999 |
6.74325 |
¥3.8万 |
+4.70% |
回到中轨 |
| 16 |
2018-09-18 |
2018-09-20 |
6.568529967999999 |
6.74325 |
¥2.2万 |
+2.63% |
回到中轨 |
| 17 |
2019-03-15 |
2019-03-26 |
8.320805493 |
8.72127 |
¥4.1万 |
+4.78% |
回到中轨 |
| 18 |
2019-04-24 |
2019-05-14 |
8.210662459999998 |
8.43156 |
¥2.4万 |
+2.66% |
回到中轨 |
| 19 |
2019-09-19 |
2019-11-27 |
9.191936753999999 |
8.00199 |
¥-11.8万 |
-12.97% |
回到中轨 |
| 20 |
2020-02-04 |
2020-02-19 |
7.509752249999999 |
8.4915 |
¥10.4万 |
+13.04% |
回到中轨 |
| 21 |
2020-03-16 |
2020-03-25 |
7.730038315999999 |
8.3916 |
¥7.7万 |
+8.53% |
回到中轨 |
| 22 |
2020-09-23 |
2020-11-09 |
10.233289066 |
9.99 |
¥-2.3万 |
-2.41% |
回到中轨 |
| 23 |
2020-12-10 |
2021-01-05 |
9.172751 |
9.12087 |
¥-5,653 |
-0.60% |
回到中轨 |
| 24 |
2021-01-12 |
2021-02-02 |
8.270740478 |
8.44155 |
¥1.9万 |
+2.03% |
回到中轨 |
| 25 |
2021-02-05 |
2021-02-19 |
7.720025313 |
8.27172 |
¥6.8万 |
+7.11% |
回到中轨 |
| 26 |
2021-07-16 |
2021-07-26 |
8.51105255 |
8.66133 |
¥1.8万 |
+1.74% |
回到中轨 |
| 27 |
2022-01-28 |
2022-02-16 |
7.830168345999999 |
8.05194 |
¥2.9万 |
+2.80% |
回到中轨 |
| 28 |
2022-04-22 |
2022-05-24 |
7.619895283 |
7.2127799999999995 |
¥-5.8万 |
-5.37% |
回到中轨 |
| 29 |
2022-07-07 |
2022-07-28 |
7.169310147999999 |
7.16283 |
¥-1,234 |
-0.12% |
回到中轨 |
| 30 |
2023-05-17 |
2023-06-01 |
10.703900206999998 |
11.05893 |
¥3.3万 |
+3.29% |
回到中轨 |
| 31 |
2023-08-17 |
2023-08-25 |
10.313393089999998 |
11.01897 |
¥7.2万 |
+6.81% |
回到中轨 |
| 32 |
2023-11-06 |
2023-11-28 |
10.573731167999998 |
10.57941 |
¥269 |
+0.02% |
回到中轨 |
| 33 |
2023-12-18 |
2024-01-03 |
9.822755943 |
10.039950000000001 |
¥2.4万 |
+2.18% |
回到中轨 |
| 34 |
2024-01-11 |
2024-01-30 |
9.462287835 |
9.4905 |
¥3,084 |
+0.27% |
回到中轨 |
| 35 |
2024-08-29 |
2024-09-24 |
14.298568283999995 |
13.376610000000001 |
¥-7.5万 |
-6.48% |
回到中轨 |
| 36 |
2024-11-11 |
2024-12-10 |
13.123936 |
13.036950000000001 |
¥-7,472 |
-0.69% |
回到中轨 |
| 37 |
2024-12-20 |
2025-01-08 |
12.045642609 |
12.457529999999998 |
¥3.6万 |
+3.39% |
回到中轨 |
| 38 |
2025-07-11 |
2025-07-15 |
13.817944139999998 |
14.975010000000003 |
¥9.3万 |
+8.34% |
回到中轨 |
| 39 |
2026-03-20 |
2026-04-09 |
26.734718009999998 |
27.412560000000003 |
¥3.0万 |
+2.50% |
回到中轨 |
| 40 |
2026-05-18 |
2026-06-16 |
23.650713086 |
22.4775 |
¥-6.0万 |
-4.99% |
回到中轨 |
| 41 |
2026-09-28 |
2026-11-06 |
21.547982455999996 |
20.25972 |
¥-6.9万 |
-6.01% |
回到中轨 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-01 |
跌破下轨 |
买入 |
12.612599999999999 |
77400.0 |
¥97.7万 |
|
| 2015-08-11 |
回到中轨 |
卖出 |
10.379610000000001 |
77400.0 |
¥80.3万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
9.289279999999998 |
88400.0 |
¥82.1万 |
|
| 2015-12-15 |
回到中轨 |
卖出 |
10.1898 |
88400.0 |
¥90.1万 |
|
| 2016-01-14 |
跌破下轨 |
买入 |
8.88888 |
100000.0 |
¥88.9万 |
|
| 2016-02-15 |
回到中轨 |
卖出 |
10.029959999999999 |
100000.0 |
¥1.00M |
|
| 2016-05-13 |
跌破下轨 |
买入 |
10.25024 |
98300.0 |
¥1.01M |
|
| 2016-06-14 |
回到中轨 |
卖出 |
10.3896 |
98300.0 |
¥1.02M |
|
| 2016-09-14 |
跌破下轨 |
买入 |
12.112099999999998 |
83800.0 |
¥1.02M |
|
| 2016-10-19 |
回到中轨 |
卖出 |
12.287700000000001 |
83800.0 |
¥1.03M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
12.24223 |
85400.0 |
¥1.05M |
|
| 2017-01-05 |
回到中轨 |
卖出 |
12.23775 |
85400.0 |
¥1.04M |
|
| 2017-03-06 |
跌破下轨 |
买入 |
12.09208 |
86400.0 |
¥1.05M |
|
| 2017-03-28 |
回到中轨 |
卖出 |
12.167819999999997 |
86400.0 |
¥1.05M |
|
| 2017-03-31 |
跌破下轨 |
买入 |
11.691679999999998 |
89400.0 |
¥1.05M |
|
| 2017-04-10 |
回到中轨 |
卖出 |
12.13785 |
89400.0 |
¥1.08M |
|
| 2017-04-25 |
跌破下轨 |
买入 |
11.211199999999998 |
96300.0 |
¥1.08M |
|
| 2017-06-07 |
回到中轨 |
卖出 |
10.1898 |
96300.0 |
¥98.1万 |
|
| 2017-10-31 |
跌破下轨 |
买入 |
10.009999999999998 |
98600.0 |
¥98.7万 |
|
| 2017-11-30 |
回到中轨 |
卖出 |
9.82017 |
98600.0 |
¥96.8万 |
|
| 2017-12-05 |
跌破下轨 |
买入 |
9.609599999999999 |
101000.0 |
¥97.1万 |
|
| 2017-12-18 |
回到中轨 |
卖出 |
9.74025 |
101000.0 |
¥98.3万 |
|
| 2018-02-02 |
跌破下轨 |
买入 |
9.279269999999999 |
105700.0 |
¥98.1万 |
|
| 2018-03-13 |
回到中轨 |
卖出 |
8.841149999999999 |
105700.0 |
¥93.4万 |
|
| 2018-04-24 |
跌破下轨 |
买入 |
8.83883 |
104000.0 |
¥92.0万 |
|
| 2018-05-31 |
回到中轨 |
卖出 |
8.541450000000001 |
104000.0 |
¥88.8万 |
|
| 2018-06-19 |
跌破下轨 |
买入 |
7.817809999999999 |
113800.0 |
¥89.0万 |
|
| 2018-07-25 |
回到中轨 |
卖出 |
6.87312 |
113800.0 |
¥78.2万 |
|
| 2018-08-07 |
跌破下轨 |
买入 |
6.436429999999999 |
123900.0 |
¥79.8万 |
|
| 2018-08-14 |
回到中轨 |
卖出 |
6.74325 |
123900.0 |
¥83.5万 |
|
| 2018-09-18 |
跌破下轨 |
买入 |
6.566559999999999 |
127200.0 |
¥83.6万 |
|
| 2018-09-20 |
回到中轨 |
卖出 |
6.74325 |
127200.0 |
¥85.7万 |
|
| 2019-03-15 |
跌破下轨 |
买入 |
8.31831 |
102300.0 |
¥85.1万 |
|
| 2019-03-26 |
回到中轨 |
卖出 |
8.72127 |
102300.0 |
¥89.2万 |
|
| 2019-04-24 |
跌破下轨 |
买入 |
8.208199999999998 |
108500.0 |
¥89.1万 |
|
| 2019-05-14 |
回到中轨 |
卖出 |
8.43156 |
108500.0 |
¥91.5万 |
|
| 2019-09-19 |
跌破下轨 |
买入 |
9.189179999999999 |
99300.0 |
¥91.3万 |
|
| 2019-11-27 |
回到中轨 |
卖出 |
8.00199 |
99300.0 |
¥79.4万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
7.5074999999999985 |
106100.0 |
¥79.7万 |
|
| 2020-02-19 |
回到中轨 |
卖出 |
8.4915 |
106100.0 |
¥90.1万 |
|
| 2020-03-16 |
跌破下轨 |
买入 |
7.727719999999999 |
117000.0 |
¥90.4万 |
|
| 2020-03-25 |
回到中轨 |
卖出 |
8.3916 |
117000.0 |
¥98.2万 |
|
| 2020-09-23 |
跌破下轨 |
买入 |
10.23022 |
95300.0 |
¥97.5万 |
|
| 2020-11-09 |
回到中轨 |
卖出 |
9.99 |
95300.0 |
¥95.2万 |
|
| 2020-12-10 |
跌破下轨 |
买入 |
9.17 |
103500.0 |
¥94.9万 |
|
| 2021-01-05 |
回到中轨 |
卖出 |
9.12087 |
103500.0 |
¥94.4万 |
|
| 2021-01-12 |
跌破下轨 |
买入 |
8.26826 |
114600.0 |
¥94.8万 |
|
| 2021-02-02 |
回到中轨 |
卖出 |
8.44155 |
114600.0 |
¥96.7万 |
|
| 2021-02-05 |
跌破下轨 |
买入 |
7.717709999999999 |
123500.0 |
¥95.3万 |
|
| 2021-02-19 |
回到中轨 |
卖出 |
8.27172 |
123500.0 |
¥1.02M |
|
| 2021-07-16 |
跌破下轨 |
买入 |
8.5085 |
122000.0 |
¥1.04M |
|
| 2021-07-26 |
回到中轨 |
卖出 |
8.66133 |
122000.0 |
¥1.06M |
|
| 2022-01-28 |
跌破下轨 |
买入 |
7.827819999999998 |
134300.0 |
¥1.05M |
|
| 2022-02-16 |
回到中轨 |
卖出 |
8.05194 |
134300.0 |
¥1.08M |
|
| 2022-04-22 |
跌破下轨 |
买入 |
7.617609999999999 |
142400.0 |
¥1.09M |
|
| 2022-05-24 |
回到中轨 |
卖出 |
7.2127799999999995 |
142400.0 |
¥1.03M |
|
| 2022-07-07 |
跌破下轨 |
买入 |
7.167159999999999 |
143000.0 |
¥1.03M |
|
| 2022-07-28 |
回到中轨 |
卖出 |
7.16283 |
143000.0 |
¥1.02M |
|
| 2023-05-17 |
跌破下轨 |
买入 |
10.700689999999998 |
94200.0 |
¥1.01M |
|
| 2023-06-01 |
回到中轨 |
卖出 |
11.05893 |
94200.0 |
¥1.04M |
|
| 2023-08-17 |
跌破下轨 |
买入 |
10.3103 |
102200.0 |
¥1.05M |
|
| 2023-08-25 |
回到中轨 |
卖出 |
11.01897 |
102200.0 |
¥1.13M |
|
| 2023-11-06 |
跌破下轨 |
买入 |
10.570559999999999 |
107400.0 |
¥1.14M |
|
| 2023-11-28 |
回到中轨 |
卖出 |
10.57941 |
107400.0 |
¥1.14M |
|
| 2023-12-18 |
跌破下轨 |
买入 |
9.819809999999999 |
114200.0 |
¥1.12M |
|
| 2024-01-03 |
回到中轨 |
卖出 |
10.039950000000001 |
114200.0 |
¥1.15M |
|
| 2024-01-11 |
跌破下轨 |
买入 |
9.459449999999999 |
121600.0 |
¥1.15M |
|
| 2024-01-30 |
回到中轨 |
卖出 |
9.4905 |
121600.0 |
¥1.15M |
|
| 2024-08-29 |
跌破下轨 |
买入 |
14.294279999999995 |
80600.0 |
¥1.15M |
|
| 2024-09-24 |
回到中轨 |
卖出 |
13.376610000000001 |
80600.0 |
¥1.08M |
|
| 2024-11-11 |
跌破下轨 |
买入 |
13.12 |
82200.0 |
¥1.08M |
|
| 2024-12-10 |
回到中轨 |
卖出 |
13.036950000000001 |
82200.0 |
¥1.07M |
|
| 2024-12-20 |
跌破下轨 |
买入 |
12.042029999999999 |
89000.0 |
¥1.07M |
|
| 2025-01-08 |
回到中轨 |
卖出 |
12.457529999999998 |
89000.0 |
¥1.11M |
|
| 2025-07-11 |
跌破下轨 |
买入 |
13.813799999999997 |
80800.0 |
¥1.12M |
|
| 2025-07-15 |
回到中轨 |
卖出 |
14.975010000000003 |
80800.0 |
¥1.21M |
|
| 2026-03-20 |
跌破下轨 |
买入 |
26.726699999999997 |
45200.0 |
¥1.21M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
27.412560000000003 |
45200.0 |
¥1.24M |
|
| 2026-05-18 |
跌破下轨 |
买入 |
23.64362 |
50700.0 |
¥1.20M |
|
| 2026-06-16 |
回到中轨 |
卖出 |
22.4775 |
50700.0 |
¥1.14M |
|
| 2026-09-28 |
跌破下轨 |
买入 |
21.54152 |
53200.0 |
¥1.15M |
|
| 2026-11-06 |
回到中轨 |
卖出 |
20.25972 |
53200.0 |
¥1.08M |
|