600522 中天科技 — 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: ¥1.34M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +34.38%）
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 40 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 |
2015-08-24 |
2015-10-09 |
20.907150263999995 |
17.982 |
¥-13.2万 |
-14.02% |
回到中轨 |
| 2 |
2016-01-05 |
2016-02-17 |
20.356435098999995 |
17.34264 |
¥-12.4万 |
-14.83% |
回到中轨 |
| 3 |
2016-07-01 |
2016-07-26 |
9.632508885999997 |
12.027959999999998 |
¥18.1万 |
+24.83% |
回到中轨 |
| 4 |
2016-09-05 |
2016-10-12 |
11.755265521999998 |
11.318670000000001 |
¥-3.4万 |
-3.74% |
回到中轨 |
| 5 |
2016-12-13 |
2017-01-05 |
10.683874201 |
11.05893 |
¥3.1万 |
+3.48% |
回到中轨 |
| 6 |
2017-03-03 |
2017-03-07 |
10.934199276 |
11.188799999999999 |
¥2.1万 |
+2.30% |
回到中轨 |
| 7 |
2017-04-27 |
2017-05-17 |
10.423536123 |
10.93905 |
¥4.6万 |
+4.91% |
回到中轨 |
| 8 |
2017-07-18 |
2017-08-17 |
10.994277293999998 |
11.2887 |
¥2.6万 |
+2.65% |
回到中轨 |
| 9 |
2017-11-03 |
2017-11-08 |
12.486214741 |
13.31667 |
¥6.7万 |
+6.62% |
回到中轨 |
| 10 |
2017-12-28 |
2018-02-23 |
13.868009154999998 |
12.01797 |
¥-14.4万 |
-13.37% |
回到中轨 |
| 11 |
2018-03-26 |
2018-05-22 |
11.294667383999998 |
11.24874 |
¥-4,033 |
-0.44% |
回到中轨 |
| 12 |
2018-06-20 |
2018-07-13 |
8.531078555999999 |
9.13086 |
¥6.4万 |
+7.00% |
回到中轨 |
| 13 |
2018-08-06 |
2018-08-14 |
8.310792489999999 |
8.91108 |
¥7.1万 |
+7.19% |
回到中轨 |
| 14 |
2018-09-10 |
2018-09-27 |
8.541091558999998 |
8.70129 |
¥2.0万 |
+1.85% |
回到中轨 |
| 15 |
2018-10-12 |
2018-11-05 |
7.419635222999998 |
7.57242 |
¥2.2万 |
+2.03% |
回到中轨 |
| 16 |
2019-01-31 |
2019-02-12 |
7.920285372999999 |
8.27172 |
¥4.9万 |
+4.41% |
回到中轨 |
| 17 |
2019-05-08 |
2019-06-05 |
8.921585673 |
9.1908 |
¥3.4万 |
+2.99% |
回到中轨 |
| 18 |
2019-07-09 |
2019-09-02 |
9.011702699999997 |
8.33166 |
¥-9.0万 |
-7.57% |
回到中轨 |
| 19 |
2019-10-21 |
2019-11-14 |
8.340831498999998 |
8.23176 |
¥-1.5万 |
-1.34% |
回到中轨 |
| 20 |
2020-02-04 |
2020-02-18 |
7.0091021 |
8.14185 |
¥16.5万 |
+16.13% |
回到中轨 |
| 21 |
2020-08-27 |
2020-09-01 |
10.773991227999998 |
11.22 |
¥5.1万 |
+4.11% |
回到中轨 |
| 22 |
2020-09-11 |
2020-10-12 |
10.513653149999998 |
10.92906 |
¥5.1万 |
+3.92% |
回到中轨 |
| 23 |
2021-02-04 |
2021-02-23 |
10.023005999999999 |
10.47951 |
¥6.1万 |
+4.52% |
回到中轨 |
| 24 |
2021-04-13 |
2021-05-26 |
10.713913209999998 |
10.16982 |
¥-7.2万 |
-5.11% |
回到中轨 |
| 25 |
2021-07-23 |
2021-08-12 |
8.262478 |
9.270719999999999 |
¥14.7万 |
+12.17% |
回到中轨 |
| 26 |
2022-01-11 |
2022-01-27 |
14.819244439999999 |
15.584399999999999 |
¥7.6万 |
+5.13% |
回到中轨 |
| 27 |
2022-10-11 |
2022-10-13 |
21.287644378000003 |
23.736240000000002 |
¥17.8万 |
+11.47% |
回到中轨 |
| 28 |
2022-11-02 |
2022-12-29 |
20.226266059999997 |
15.7842 |
¥-37.8万 |
-21.99% |
回到中轨 |
| 29 |
2023-04-24 |
2023-05-16 |
15.410011616999999 |
15.2847 |
¥-1.1万 |
-0.84% |
回到中轨 |
| 30 |
2023-08-09 |
2023-08-31 |
14.909361467 |
14.53545 |
¥-3.4万 |
-2.54% |
回到中轨 |
| 31 |
2023-11-03 |
2023-11-07 |
13.857996151999997 |
14.47551 |
¥5.8万 |
+4.42% |
回到中轨 |
| 32 |
2023-11-23 |
2023-12-29 |
13.777892127999998 |
12.34764 |
¥-14.3万 |
-10.41% |
回到中轨 |
| 33 |
2024-02-06 |
2024-02-19 |
10.673861197999999 |
12.13 |
¥16.7万 |
+13.61% |
回到中轨 |
| 34 |
2024-04-11 |
2024-04-30 |
12.91677387 |
13.4865 |
¥6.1万 |
+4.38% |
回到中轨 |
| 35 |
2024-07-16 |
2024-07-26 |
14.588945371 |
14.93505 |
¥3.4万 |
+2.34% |
回到中轨 |
| 36 |
2024-12-24 |
2025-01-27 |
15.11963453 |
14.045940000000002 |
¥-10.7万 |
-7.13% |
回到中轨 |
| 37 |
2025-04-08 |
2025-04-23 |
12.716513809999999 |
14.05593 |
¥14.5万 |
+10.50% |
回到中轨 |
| 38 |
2025-05-22 |
2025-06-09 |
13.457476031999999 |
13.596389999999998 |
¥1.5万 |
+1.00% |
回到中轨 |
| 39 |
2025-07-28 |
2025-08-06 |
13.948113179 |
14.225760000000003 |
¥3.0万 |
+1.96% |
回到中轨 |
| 40 |
2026-10-13 |
2026-11-13 |
27.535758249999997 |
23.2 |
¥-24.0万 |
-15.77% |
强平 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-08-24 |
跌破下轨 |
买入 |
20.900879999999997 |
45100.0 |
¥94.3万 |
|
| 2015-10-09 |
回到中轨 |
卖出 |
17.982 |
45100.0 |
¥81.1万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
20.350329999999996 |
41000.0 |
¥83.5万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
17.34264 |
41000.0 |
¥71.1万 |
|
| 2016-07-01 |
跌破下轨 |
买入 |
9.629619999999997 |
75600.0 |
¥72.8万 |
|
| 2016-07-26 |
回到中轨 |
卖出 |
12.027959999999998 |
75600.0 |
¥90.9万 |
|
| 2016-09-05 |
跌破下轨 |
买入 |
11.751739999999998 |
78200.0 |
¥91.9万 |
|
| 2016-10-12 |
回到中轨 |
卖出 |
11.318670000000001 |
78200.0 |
¥88.5万 |
|
| 2016-12-13 |
跌破下轨 |
买入 |
10.68067 |
83000.0 |
¥88.7万 |
|
| 2017-01-05 |
回到中轨 |
卖出 |
11.05893 |
83000.0 |
¥91.8万 |
|
| 2017-03-03 |
跌破下轨 |
买入 |
10.930919999999999 |
84000.0 |
¥91.8万 |
|
| 2017-03-07 |
回到中轨 |
卖出 |
11.188799999999999 |
84000.0 |
¥94.0万 |
|
| 2017-04-27 |
跌破下轨 |
买入 |
10.420409999999999 |
89300.0 |
¥93.1万 |
|
| 2017-05-17 |
回到中轨 |
卖出 |
10.93905 |
89300.0 |
¥97.7万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
10.990979999999999 |
89800.0 |
¥98.7万 |
|
| 2017-08-17 |
回到中轨 |
卖出 |
11.2887 |
89800.0 |
¥1.01M |
|
| 2017-11-03 |
跌破下轨 |
买入 |
12.48247 |
80600.0 |
¥1.01M |
|
| 2017-11-08 |
回到中轨 |
卖出 |
13.31667 |
80600.0 |
¥1.07M |
|
| 2017-12-28 |
跌破下轨 |
买入 |
13.863849999999998 |
77600.0 |
¥1.08M |
|
| 2018-02-23 |
回到中轨 |
卖出 |
12.01797 |
77600.0 |
¥93.2万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
11.291279999999999 |
81800.0 |
¥92.4万 |
|
| 2018-05-22 |
回到中轨 |
卖出 |
11.24874 |
81800.0 |
¥92.0万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
8.528519999999999 |
108000.0 |
¥92.1万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
9.13086 |
108000.0 |
¥98.6万 |
|
| 2018-08-06 |
跌破下轨 |
买入 |
8.3083 |
118900.0 |
¥98.8万 |
|
| 2018-08-14 |
回到中轨 |
卖出 |
8.91108 |
118900.0 |
¥1.06M |
|
| 2018-09-10 |
跌破下轨 |
买入 |
8.538529999999998 |
124200.0 |
¥1.06M |
|
| 2018-09-27 |
回到中轨 |
卖出 |
8.70129 |
124200.0 |
¥1.08M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
7.4174099999999985 |
144900.0 |
¥1.08M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
7.57242 |
144900.0 |
¥1.10M |
|
| 2019-01-31 |
跌破下轨 |
买入 |
7.917909999999999 |
140000.0 |
¥1.11M |
|
| 2019-02-12 |
回到中轨 |
卖出 |
8.27172 |
140000.0 |
¥1.16M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
8.918909999999999 |
125900.0 |
¥1.12M |
|
| 2019-06-05 |
回到中轨 |
卖出 |
9.1908 |
125900.0 |
¥1.16M |
|
| 2019-07-09 |
跌破下轨 |
买入 |
9.008999999999999 |
131700.0 |
¥1.19M |
|
| 2019-09-02 |
回到中轨 |
卖出 |
8.33166 |
131700.0 |
¥1.10M |
|
| 2019-10-21 |
跌破下轨 |
买入 |
8.33833 |
131400.0 |
¥1.10M |
|
| 2019-11-14 |
回到中轨 |
卖出 |
8.23176 |
131400.0 |
¥1.08M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
7.007 |
145900.0 |
¥1.02M |
|
| 2020-02-18 |
回到中轨 |
卖出 |
8.14185 |
145900.0 |
¥1.19M |
|
| 2020-08-27 |
跌破下轨 |
买入 |
10.770759999999997 |
115700.0 |
¥1.25M |
|
| 2020-09-01 |
回到中轨 |
卖出 |
11.22 |
115700.0 |
¥1.30M |
|
| 2020-09-11 |
跌破下轨 |
买入 |
10.510499999999999 |
123500.0 |
¥1.30M |
|
| 2020-10-12 |
回到中轨 |
卖出 |
10.92906 |
123500.0 |
¥1.35M |
|
| 2021-02-04 |
跌破下轨 |
买入 |
10.02 |
134200.0 |
¥1.35M |
|
| 2021-02-23 |
回到中轨 |
卖出 |
10.47951 |
134200.0 |
¥1.41M |
|
| 2021-04-13 |
跌破下轨 |
买入 |
10.710699999999997 |
131200.0 |
¥1.41M |
|
| 2021-05-26 |
回到中轨 |
卖出 |
10.16982 |
131200.0 |
¥1.33M |
|
| 2021-07-23 |
跌破下轨 |
买入 |
8.26 |
145900.0 |
¥1.21M |
|
| 2021-08-12 |
回到中轨 |
卖出 |
9.270719999999999 |
145900.0 |
¥1.35M |
|
| 2022-01-11 |
跌破下轨 |
买入 |
14.8148 |
100100.0 |
¥1.48M |
|
| 2022-01-27 |
回到中轨 |
卖出 |
15.584399999999999 |
100100.0 |
¥1.56M |
|
| 2022-10-11 |
跌破下轨 |
买入 |
21.28126 |
72900.0 |
¥1.55M |
|
| 2022-10-13 |
回到中轨 |
卖出 |
23.736240000000002 |
72900.0 |
¥1.73M |
|
| 2022-11-02 |
跌破下轨 |
买入 |
20.2202 |
85000.0 |
¥1.72M |
|
| 2022-12-29 |
回到中轨 |
卖出 |
15.7842 |
85000.0 |
¥1.34M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
15.405389999999999 |
88300.0 |
¥1.36M |
|
| 2023-05-16 |
回到中轨 |
卖出 |
15.2847 |
88300.0 |
¥1.35M |
|
| 2023-08-09 |
跌破下轨 |
买入 |
14.90489 |
90100.0 |
¥1.34M |
|
| 2023-08-31 |
回到中轨 |
卖出 |
14.53545 |
90100.0 |
¥1.31M |
|
| 2023-11-03 |
跌破下轨 |
买入 |
13.853839999999996 |
95200.0 |
¥1.32M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
14.47551 |
95200.0 |
¥1.38M |
|
| 2023-11-23 |
跌破下轨 |
买入 |
13.773759999999998 |
99900.0 |
¥1.38M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
12.34764 |
99900.0 |
¥1.23M |
|
| 2024-02-06 |
跌破下轨 |
买入 |
10.67066 |
115200.0 |
¥1.23M |
|
| 2024-02-19 |
回到中轨 |
卖出 |
12.13 |
115200.0 |
¥1.40M |
|
| 2024-04-11 |
跌破下轨 |
买入 |
12.912899999999999 |
108400.0 |
¥1.40M |
|
| 2024-04-30 |
回到中轨 |
卖出 |
13.4865 |
108400.0 |
¥1.46M |
|
| 2024-07-16 |
跌破下轨 |
买入 |
14.58457 |
99400.0 |
¥1.45M |
|
| 2024-07-26 |
回到中轨 |
卖出 |
14.93505 |
99400.0 |
¥1.48M |
|
| 2024-12-24 |
跌破下轨 |
买入 |
15.1151 |
99100.0 |
¥1.50M |
|
| 2025-01-27 |
回到中轨 |
卖出 |
14.045940000000002 |
99100.0 |
¥1.39M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
12.712699999999998 |
108900.0 |
¥1.38M |
|
| 2025-04-23 |
回到中轨 |
卖出 |
14.05593 |
108900.0 |
¥1.53M |
|
| 2025-05-22 |
跌破下轨 |
买入 |
13.453439999999999 |
113700.0 |
¥1.53M |
|
| 2025-06-09 |
回到中轨 |
卖出 |
13.596389999999998 |
113700.0 |
¥1.55M |
|
| 2025-07-28 |
跌破下轨 |
买入 |
13.94393 |
111100.0 |
¥1.55M |
|
| 2025-08-06 |
回到中轨 |
卖出 |
14.225760000000003 |
111100.0 |
¥1.58M |
|
| 2026-10-13 |
跌破下轨 |
买入 |
27.527499999999996 |
55200.0 |
¥1.52M |
|
| 2026-11-13 |
强平 |
卖出 |
23.2 |
55200 |
¥1.28M |
回测结束强平 |