600515 海南机场 — 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: ¥95.9万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -4.11%）
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 45 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 |
2015-04-21 |
2015-04-24 |
11.665148494999999 |
12.557430000000002 |
¥7.6万 |
+7.62% |
回到中轨 |
| 2 |
2016-01-12 |
2016-02-05 |
11.915473569999998 |
11.97801 |
¥5,246 |
+0.49% |
回到中轨 |
| 3 |
2016-05-10 |
2016-06-13 |
11.91547357 |
13.53645 |
¥14.6万 |
+13.57% |
回到中轨 |
| 4 |
2016-09-13 |
2016-10-11 |
12.315993689999997 |
12.777209999999998 |
¥4.6万 |
+3.71% |
回到中轨 |
| 5 |
2016-12-02 |
2017-01-04 |
12.486214740999998 |
11.858129999999997 |
¥-6.4万 |
-5.06% |
回到中轨 |
| 6 |
2017-01-13 |
2017-02-09 |
11.514953449999998 |
12.33765 |
¥8.5万 |
+7.11% |
回到中轨 |
| 7 |
2017-04-26 |
2017-06-19 |
11.284654381 |
10.12986 |
¥-13.2万 |
-10.26% |
回到中轨 |
| 8 |
2017-07-13 |
2017-07-25 |
9.962937984999996 |
10.62936 |
¥7.7万 |
+6.66% |
回到中轨 |
| 9 |
2017-10-18 |
2017-10-26 |
13.237189965999999 |
14.19579 |
¥8.9万 |
+7.21% |
回到中轨 |
| 10 |
2017-12-28 |
2018-01-12 |
11.514953449999997 |
12.717270000000001 |
¥13.5万 |
+10.41% |
回到中轨 |
| 11 |
2018-08-14 |
2018-10-08 |
9.042711999999998 |
5.96403 |
¥-44.7万 |
-34.07% |
回到中轨 |
| 12 |
2018-10-12 |
2018-11-06 |
5.3369305989999996 |
5.40459 |
¥1.2万 |
+1.24% |
回到中轨 |
| 13 |
2018-12-26 |
2019-01-14 |
4.806241439999999 |
4.96503 |
¥3.3万 |
+3.27% |
回到中轨 |
| 14 |
2019-01-30 |
2019-02-19 |
4.646033391999999 |
4.985010000000001 |
¥7.7万 |
+7.26% |
回到中轨 |
| 15 |
2019-05-08 |
2019-06-14 |
5.156696544999999 |
4.91508 |
¥-5.2万 |
-4.71% |
回到中轨 |
| 16 |
2019-07-15 |
2019-07-26 |
4.746163421999999 |
4.86513 |
¥2.7万 |
+2.48% |
回到中轨 |
| 17 |
2019-08-05 |
2019-08-28 |
4.575942371 |
4.32567 |
¥-6.1万 |
-5.50% |
回到中轨 |
| 18 |
2019-11-13 |
2019-12-06 |
3.9050711699999994 |
3.87612 |
¥-8,071 |
-0.77% |
回到中轨 |
| 19 |
2020-04-14 |
2020-05-14 |
4.901470000000001 |
4.68531 |
¥-4.6万 |
-4.44% |
回到中轨 |
| 20 |
2020-12-11 |
2020-12-24 |
6.368269907999999 |
6.84315 |
¥7.4万 |
+7.42% |
回到中轨 |
| 21 |
2021-06-29 |
2021-07-22 |
10.373471107999999 |
10.489499999999998 |
¥1.1万 |
+1.09% |
回到中轨 |
| 22 |
2021-10-28 |
2021-11-24 |
8.91157267 |
8.78121 |
¥-1.6万 |
-1.49% |
回到中轨 |
| 23 |
2021-12-23 |
2022-02-11 |
5.30159 |
4.05594 |
¥-23.7万 |
-23.52% |
回到中轨 |
| 24 |
2022-03-15 |
2022-04-06 |
3.691107 |
3.77622 |
¥1.9万 |
+2.28% |
回到中轨 |
| 25 |
2022-07-12 |
2022-07-26 |
3.1540959449999995 |
3.2567399999999997 |
¥2.7万 |
+3.22% |
回到中轨 |
| 26 |
2022-08-03 |
2022-08-12 |
3.003900899999999 |
3.37662 |
¥10.8万 |
+12.37% |
回到中轨 |
| 27 |
2023-02-08 |
2023-03-27 |
4.455786335 |
4.33566 |
¥-2.7万 |
-2.73% |
回到中轨 |
| 28 |
2023-05-09 |
2023-06-01 |
4.40572132 |
4.35564 |
¥-1.1万 |
-1.17% |
回到中轨 |
| 29 |
2023-06-27 |
2023-07-19 |
4.0452532119999995 |
4.08591 |
¥9,144 |
+0.97% |
回到中轨 |
| 30 |
2023-08-21 |
2023-09-07 |
4.055266214999999 |
4.065930000000001 |
¥2,212 |
+0.23% |
回到中轨 |
| 31 |
2023-10-11 |
2023-10-30 |
3.8650191579999995 |
3.80619 |
¥-1.5万 |
-1.55% |
回到中轨 |
| 32 |
2024-03-26 |
2024-04-26 |
3.5646290679999995 |
3.4465500000000002 |
¥-3.1万 |
-3.34% |
回到中轨 |
| 33 |
2024-06-21 |
2024-07-04 |
3.274251981 |
3.32667 |
¥1.4万 |
+1.57% |
回到中轨 |
| 34 |
2024-08-26 |
2024-09-23 |
3.2842649839999996 |
3.12687 |
¥-4.4万 |
-4.82% |
回到中轨 |
| 35 |
2025-01-03 |
2025-01-16 |
3.6347200889999995 |
3.72 |
¥2.0万 |
+2.32% |
回到中轨 |
| 36 |
2025-04-01 |
2025-04-10 |
3.624707086 |
3.6963000000000004 |
¥1.7万 |
+1.94% |
回到中轨 |
| 37 |
2025-05-26 |
2025-06-26 |
3.4644990379999996 |
3.43656 |
¥-7,657 |
-0.84% |
回到中轨 |
| 38 |
2025-09-04 |
2025-09-11 |
3.7648891279999996 |
3.8961 |
¥3.1万 |
+3.45% |
回到中轨 |
| 39 |
2025-12-17 |
2025-12-23 |
4.656046395 |
5.61438 |
¥19.3万 |
+20.55% |
回到中轨 |
| 40 |
2026-02-27 |
2026-04-15 |
4.245513271999999 |
3.6963000000000004 |
¥-14.6万 |
-12.96% |
回到中轨 |
| 41 |
2026-04-23 |
2026-05-06 |
3.481044 |
3.6063899999999998 |
¥3.5万 |
+3.57% |
回到中轨 |
| 42 |
2026-05-18 |
2026-07-16 |
3.264238977999999 |
2.77722 |
¥-15.2万 |
-14.95% |
回到中轨 |
| 43 |
2026-08-25 |
2026-09-08 |
2.753575825 |
2.82717 |
¥2.3万 |
+2.64% |
回到中轨 |
| 44 |
2026-09-16 |
2026-09-22 |
2.6934978069999995 |
2.77722 |
¥2.7万 |
+3.08% |
回到中轨 |
| 45 |
2026-10-23 |
2026-11-05 |
2.563328768 |
2.6673299999999998 |
¥3.7万 |
+4.03% |
回到中轨 |
逐笔成交记录（共 90 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-21 |
跌破下轨 |
买入 |
11.66165 |
85300.0 |
¥99.5万 |
|
| 2015-04-24 |
回到中轨 |
卖出 |
12.557430000000002 |
85300.0 |
¥1.07M |
|
| 2016-01-12 |
跌破下轨 |
买入 |
11.9119 |
89000.0 |
¥1.06M |
|
| 2016-02-05 |
回到中轨 |
卖出 |
11.97801 |
89000.0 |
¥1.07M |
|
| 2016-05-10 |
跌破下轨 |
买入 |
11.9119 |
90000.0 |
¥1.07M |
|
| 2016-06-13 |
回到中轨 |
卖出 |
13.53645 |
90000.0 |
¥1.22M |
|
| 2016-09-13 |
跌破下轨 |
买入 |
12.312299999999999 |
99500.0 |
¥1.23M |
|
| 2016-10-11 |
回到中轨 |
卖出 |
12.777209999999998 |
99500.0 |
¥1.27M |
|
| 2016-12-02 |
跌破下轨 |
买入 |
12.48247 |
101200.0 |
¥1.26M |
|
| 2017-01-04 |
回到中轨 |
卖出 |
11.858129999999997 |
101200.0 |
¥1.20M |
|
| 2017-01-13 |
跌破下轨 |
买入 |
11.5115 |
104100.0 |
¥1.20M |
|
| 2017-02-09 |
回到中轨 |
卖出 |
12.33765 |
104100.0 |
¥1.28M |
|
| 2017-04-26 |
跌破下轨 |
买入 |
11.281269999999997 |
114200.0 |
¥1.29M |
|
| 2017-06-19 |
回到中轨 |
卖出 |
10.12986 |
114200.0 |
¥1.16M |
|
| 2017-07-13 |
跌破下轨 |
买入 |
9.959949999999996 |
116300.0 |
¥1.16M |
|
| 2017-07-25 |
回到中轨 |
卖出 |
10.62936 |
116300.0 |
¥1.24M |
|
| 2017-10-18 |
跌破下轨 |
买入 |
13.23322 |
93100.0 |
¥1.23M |
|
| 2017-10-26 |
回到中轨 |
卖出 |
14.19579 |
93100.0 |
¥1.32M |
|
| 2017-12-28 |
跌破下轨 |
买入 |
11.511499999999998 |
112800.0 |
¥1.30M |
|
| 2018-01-12 |
回到中轨 |
卖出 |
12.717270000000001 |
112800.0 |
¥1.43M |
|
| 2018-08-14 |
跌破下轨 |
买入 |
9.04 |
145100.0 |
¥1.31M |
|
| 2018-10-08 |
回到中轨 |
卖出 |
5.96403 |
145100.0 |
¥86.5万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
5.33533 |
187000.0 |
¥99.8万 |
|
| 2018-11-06 |
回到中轨 |
卖出 |
5.40459 |
187000.0 |
¥1.01M |
|
| 2018-12-26 |
跌破下轨 |
买入 |
4.804799999999999 |
212900.0 |
¥1.02M |
|
| 2019-01-14 |
回到中轨 |
卖出 |
4.96503 |
212900.0 |
¥1.06M |
|
| 2019-01-30 |
跌破下轨 |
买入 |
4.64464 |
226900.0 |
¥1.05M |
|
| 2019-02-19 |
回到中轨 |
卖出 |
4.985010000000001 |
226900.0 |
¥1.13M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
5.15515 |
215100.0 |
¥1.11M |
|
| 2019-06-14 |
回到中轨 |
卖出 |
4.91508 |
215100.0 |
¥1.06M |
|
| 2019-07-15 |
跌破下轨 |
买入 |
4.744739999999999 |
228200.0 |
¥1.08M |
|
| 2019-07-26 |
回到中轨 |
卖出 |
4.86513 |
228200.0 |
¥1.11M |
|
| 2019-08-05 |
跌破下轨 |
买入 |
4.57457 |
242000.0 |
¥1.11M |
|
| 2019-08-28 |
回到中轨 |
卖出 |
4.32567 |
242000.0 |
¥1.05M |
|
| 2019-11-13 |
跌破下轨 |
买入 |
3.9038999999999993 |
268000.0 |
¥1.05M |
|
| 2019-12-06 |
回到中轨 |
卖出 |
3.87612 |
268000.0 |
¥1.04M |
|
| 2020-04-14 |
跌破下轨 |
买入 |
4.9 |
212200.0 |
¥1.04M |
|
| 2020-05-14 |
回到中轨 |
卖出 |
4.68531 |
212200.0 |
¥99.4万 |
|
| 2020-12-11 |
跌破下轨 |
买入 |
6.366359999999999 |
155500.0 |
¥99.0万 |
|
| 2020-12-24 |
回到中轨 |
卖出 |
6.84315 |
155500.0 |
¥1.06M |
|
| 2021-06-29 |
跌破下轨 |
买入 |
10.370359999999998 |
101800.0 |
¥1.06M |
|
| 2021-07-22 |
回到中轨 |
卖出 |
10.489499999999998 |
101800.0 |
¥1.07M |
|
| 2021-10-28 |
跌破下轨 |
买入 |
8.9089 |
118900.0 |
¥1.06M |
|
| 2021-11-24 |
回到中轨 |
卖出 |
8.78121 |
118900.0 |
¥1.04M |
|
| 2021-12-23 |
跌破下轨 |
买入 |
5.3 |
190400.0 |
¥1.01M |
|
| 2022-02-11 |
回到中轨 |
卖出 |
4.05594 |
190400.0 |
¥77.2万 |
|
| 2022-03-15 |
跌破下轨 |
买入 |
3.69 |
223300.0 |
¥82.4万 |
|
| 2022-04-06 |
回到中轨 |
卖出 |
3.77622 |
223300.0 |
¥84.3万 |
|
| 2022-07-12 |
跌破下轨 |
买入 |
3.1531499999999997 |
267300.0 |
¥84.3万 |
|
| 2022-07-26 |
回到中轨 |
卖出 |
3.2567399999999997 |
267300.0 |
¥87.0万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
3.0029999999999997 |
289700.0 |
¥87.0万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
3.37662 |
289700.0 |
¥97.8万 |
|
| 2023-02-08 |
跌破下轨 |
买入 |
4.45445 |
219500.0 |
¥97.8万 |
|
| 2023-03-27 |
回到中轨 |
卖出 |
4.33566 |
219500.0 |
¥95.1万 |
|
| 2023-05-09 |
跌破下轨 |
买入 |
4.4044 |
215500.0 |
¥94.9万 |
|
| 2023-06-01 |
回到中轨 |
卖出 |
4.35564 |
215500.0 |
¥93.8万 |
|
| 2023-06-27 |
跌破下轨 |
买入 |
4.04404 |
231900.0 |
¥93.8万 |
|
| 2023-07-19 |
回到中轨 |
卖出 |
4.08591 |
231900.0 |
¥94.7万 |
|
| 2023-08-21 |
跌破下轨 |
买入 |
4.054049999999999 |
234200.0 |
¥95.0万 |
|
| 2023-09-07 |
回到中轨 |
卖出 |
4.065930000000001 |
234200.0 |
¥95.2万 |
|
| 2023-10-11 |
跌破下轨 |
买入 |
3.8638599999999994 |
246900.0 |
¥95.4万 |
|
| 2023-10-30 |
回到中轨 |
卖出 |
3.80619 |
246900.0 |
¥93.9万 |
|
| 2024-03-26 |
跌破下轨 |
买入 |
3.56356 |
263500.0 |
¥93.9万 |
|
| 2024-04-26 |
回到中轨 |
卖出 |
3.4465500000000002 |
263500.0 |
¥90.8万 |
|
| 2024-06-21 |
跌破下轨 |
买入 |
3.2732699999999997 |
277300.0 |
¥90.8万 |
|
| 2024-07-04 |
回到中轨 |
卖出 |
3.32667 |
277300.0 |
¥92.2万 |
|
| 2024-08-26 |
跌破下轨 |
买入 |
3.2832799999999995 |
280800.0 |
¥92.2万 |
|
| 2024-09-23 |
回到中轨 |
卖出 |
3.12687 |
280800.0 |
¥87.8万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
3.6336299999999997 |
241500.0 |
¥87.8万 |
|
| 2025-01-16 |
回到中轨 |
卖出 |
3.72 |
241500.0 |
¥89.8万 |
|
| 2025-04-01 |
跌破下轨 |
买入 |
3.62362 |
247800.0 |
¥89.8万 |
|
| 2025-04-10 |
回到中轨 |
卖出 |
3.6963000000000004 |
247800.0 |
¥91.6万 |
|
| 2025-05-26 |
跌破下轨 |
买入 |
3.4634599999999995 |
264300.0 |
¥91.6万 |
|
| 2025-06-26 |
回到中轨 |
卖出 |
3.43656 |
264300.0 |
¥90.8万 |
|
| 2025-09-04 |
跌破下轨 |
买入 |
3.7637599999999996 |
241200.0 |
¥90.8万 |
|
| 2025-09-11 |
回到中轨 |
卖出 |
3.8961 |
241200.0 |
¥93.9万 |
|
| 2025-12-17 |
跌破下轨 |
买入 |
4.65465 |
201700.0 |
¥93.9万 |
|
| 2025-12-23 |
回到中轨 |
卖出 |
5.61438 |
201700.0 |
¥1.13M |
|
| 2026-02-27 |
跌破下轨 |
买入 |
4.24424 |
265300.0 |
¥1.13M |
|
| 2026-04-15 |
回到中轨 |
卖出 |
3.6963000000000004 |
265300.0 |
¥98.0万 |
|
| 2026-04-23 |
跌破下轨 |
买入 |
3.48 |
282200.0 |
¥98.2万 |
|
| 2026-05-06 |
回到中轨 |
卖出 |
3.6063899999999998 |
282200.0 |
¥1.02M |
|
| 2026-05-18 |
跌破下轨 |
买入 |
3.2632599999999994 |
310900.0 |
¥1.01M |
|
| 2026-07-16 |
回到中轨 |
卖出 |
2.77722 |
310900.0 |
¥86.3万 |
|
| 2026-08-25 |
跌破下轨 |
买入 |
2.75275 |
315900.0 |
¥87.0万 |
|
| 2026-09-08 |
回到中轨 |
卖出 |
2.82717 |
315900.0 |
¥89.3万 |
|
| 2026-09-16 |
跌破下轨 |
买入 |
2.69269 |
331400.0 |
¥89.3万 |
|
| 2026-09-22 |
回到中轨 |
卖出 |
2.77722 |
331400.0 |
¥92.0万 |
|
| 2026-10-23 |
跌破下轨 |
买入 |
2.56256 |
356200.0 |
¥91.3万 |
|
| 2026-11-05 |
回到中轨 |
卖出 |
2.6673299999999998 |
356200.0 |
¥95.0万 |
|