600549 厦门钨业 — 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: ¥1.35M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +34.74%）
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 47 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 |
2015-05-12 |
2015-05-28 |
30.039008999999997 |
34.965 |
¥16.1万 |
+16.36% |
回到中轨 |
| 2 |
2015-06-30 |
2015-07-24 |
23.780882124999994 |
20.879099999999998 |
¥-14.1万 |
-12.23% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-05 |
16.110921827 |
15.04494 |
¥-6.4万 |
-6.64% |
回到中轨 |
| 4 |
2016-07-28 |
2016-08-22 |
27.856174346 |
28.7712 |
¥3.1万 |
+3.25% |
回到中轨 |
| 5 |
2016-09-14 |
2016-10-19 |
25.242780562999997 |
26.7732 |
¥5.9万 |
+6.03% |
回到中轨 |
| 6 |
2016-12-01 |
2017-02-03 |
26.63458798 |
21.778200000000002 |
¥-19.0万 |
-18.26% |
回到中轨 |
| 7 |
2017-03-27 |
2017-05-04 |
22.879711855 |
20.979 |
¥-7.1万 |
-8.33% |
回到中轨 |
| 8 |
2017-06-02 |
2017-06-15 |
19.445832 |
20.04993 |
¥2.4万 |
+3.08% |
回到中轨 |
| 9 |
2017-09-27 |
2017-11-14 |
31.440829419999996 |
27.902069999999995 |
¥-9.1万 |
-11.28% |
回到中轨 |
| 10 |
2017-11-16 |
2017-11-30 |
26.013781794 |
25.554419999999997 |
¥-1.3万 |
-1.80% |
回到中轨 |
| 11 |
2018-02-02 |
2018-02-27 |
23.520544046999998 |
24.60537 |
¥3.2万 |
+4.58% |
回到中轨 |
| 12 |
2018-04-19 |
2018-05-16 |
22.929776869999994 |
23.056919999999998 |
¥3,847 |
+0.52% |
回到中轨 |
| 13 |
2018-05-29 |
2018-06-15 |
21.958515578999997 |
21.60837 |
¥-1.2万 |
-1.62% |
回到中轨 |
| 14 |
2018-06-20 |
2018-07-17 |
16.284884 |
15.094890000000001 |
¥-5.2万 |
-7.34% |
回到中轨 |
| 15 |
2018-08-03 |
2018-08-29 |
14.298568283999996 |
13.906080000000001 |
¥-1.9万 |
-2.77% |
回到中轨 |
| 16 |
2018-09-11 |
2018-09-20 |
13.056955911999998 |
13.68 |
¥3.1万 |
+4.74% |
回到中轨 |
| 17 |
2018-10-19 |
2018-11-01 |
12.305980686999998 |
13.5864 |
¥7.1万 |
+10.37% |
回到中轨 |
| 18 |
2018-11-27 |
2018-12-04 |
12.916773869999998 |
13.54644 |
¥3.7万 |
+4.84% |
回到中轨 |
| 19 |
2018-12-20 |
2019-01-15 |
12.536279755999999 |
12.33765 |
¥-1.3万 |
-1.61% |
回到中轨 |
| 20 |
2019-01-31 |
2019-02-12 |
11.895447564 |
12.43755 |
¥3.5万 |
+4.53% |
回到中轨 |
| 21 |
2019-04-26 |
2019-05-17 |
14.128347232999998 |
14.26572 |
¥7,666 |
+0.94% |
回到中轨 |
| 22 |
2019-11-13 |
2019-12-17 |
12.536279755999997 |
12.33765 |
¥-1.3万 |
-1.61% |
回到中轨 |
| 23 |
2020-02-03 |
2020-02-13 |
11.253375 |
12.9 |
¥10.6万 |
+14.60% |
回到中轨 |
| 24 |
2020-06-29 |
2020-07-03 |
11.755265521999998 |
12.33765 |
¥4.5万 |
+4.92% |
回到中轨 |
| 25 |
2020-09-08 |
2020-10-13 |
14.078282218 |
14.17581 |
¥6,389 |
+0.66% |
回到中轨 |
| 26 |
2021-08-17 |
2021-08-25 |
26.614561973999994 |
30.11985 |
¥12.7万 |
+13.14% |
回到中轨 |
| 27 |
2021-09-29 |
2021-10-27 |
24.30729 |
24.58539 |
¥1.2万 |
+1.11% |
回到中轨 |
| 28 |
2021-11-03 |
2021-11-22 |
22.078671614999998 |
22.9 |
¥4.1万 |
+3.69% |
回到中轨 |
| 29 |
2022-01-21 |
2022-02-17 |
20.857085248999997 |
21.1788 |
¥1.7万 |
+1.51% |
回到中轨 |
| 30 |
2022-03-15 |
2022-05-12 |
19.245772 |
16.4 |
¥-17.2万 |
-14.81% |
回到中轨 |
| 31 |
2022-09-16 |
2022-10-17 |
24.451753326 |
23.766209999999997 |
¥-2.8万 |
-2.83% |
回到中轨 |
| 32 |
2022-11-01 |
2022-11-07 |
20.116123026999997 |
23.2767 |
¥15.1万 |
+15.68% |
回到中轨 |
| 33 |
2022-12-19 |
2023-01-09 |
20.72691621 |
20.86911 |
¥7,313 |
+0.66% |
回到中轨 |
| 34 |
2023-03-07 |
2023-04-04 |
21.437839423 |
20.60937 |
¥-4.3万 |
-3.89% |
回到中轨 |
| 35 |
2023-04-26 |
2023-05-16 |
19.074770715 |
20.14983 |
¥6.0万 |
+5.60% |
回到中轨 |
| 36 |
2023-05-30 |
2023-06-13 |
18.453964528999997 |
18.80118 |
¥2.1万 |
+1.85% |
回到中轨 |
| 37 |
2023-08-17 |
2023-09-05 |
17.943301375999997 |
17.982 |
¥2,148 |
+0.19% |
回到中轨 |
| 38 |
2023-10-20 |
2023-10-31 |
16.521454949999995 |
16.87311 |
¥2.4万 |
+2.10% |
回到中轨 |
| 39 |
2023-12-06 |
2023-12-29 |
16.771780024999998 |
17.102880000000003 |
¥2.3万 |
+1.94% |
回到中轨 |
| 40 |
2024-01-23 |
2024-02-08 |
15.920674769999998 |
16.71327 |
¥6.0万 |
+4.95% |
回到中轨 |
| 41 |
2024-04-24 |
2024-05-10 |
18.473990534999995 |
20.219759999999997 |
¥12.0万 |
+9.42% |
回到中轨 |
| 42 |
2024-06-12 |
2024-07-17 |
17.853184348999996 |
17.4825 |
¥-2.9万 |
-2.11% |
回到中轨 |
| 43 |
2024-07-24 |
2024-08-01 |
16.110921827 |
17.1828 |
¥9.0万 |
+6.62% |
回到中轨 |
| 44 |
2024-12-19 |
2025-01-15 |
19.505329843999995 |
19.7802 |
¥2.0万 |
+1.38% |
回到中轨 |
| 45 |
2025-04-08 |
2025-04-24 |
17.853184348999996 |
18.981 |
¥9.2万 |
+6.29% |
回到中轨 |
| 46 |
2026-05-20 |
2026-06-03 |
50.36540508999999 |
55.79415 |
¥16.5万 |
+10.75% |
回到中轨 |
| 47 |
2026-09-28 |
2026-11-06 |
46.453932 |
36.0 |
¥-38.4万 |
-22.53% |
回到中轨 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-12 |
跌破下轨 |
买入 |
30.029999999999998 |
32700.0 |
¥98.2万 |
|
| 2015-05-28 |
回到中轨 |
卖出 |
34.965 |
32700.0 |
¥1.14M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
23.773749999999996 |
48500.0 |
¥1.15M |
|
| 2015-07-24 |
回到中轨 |
卖出 |
20.879099999999998 |
48500.0 |
¥1.01M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
16.10609 |
60000.0 |
¥96.7万 |
|
| 2016-02-05 |
回到中轨 |
卖出 |
15.04494 |
60000.0 |
¥90.2万 |
|
| 2016-07-28 |
跌破下轨 |
买入 |
27.84782 |
34100.0 |
¥95.0万 |
|
| 2016-08-22 |
回到中轨 |
卖出 |
28.7712 |
34100.0 |
¥98.1万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
25.23521 |
38600.0 |
¥97.4万 |
|
| 2016-10-19 |
回到中轨 |
卖出 |
26.7732 |
38600.0 |
¥1.03M |
|
| 2016-12-01 |
跌破下轨 |
买入 |
26.6266 |
39000.0 |
¥1.04M |
|
| 2017-02-03 |
回到中轨 |
卖出 |
21.778200000000002 |
39000.0 |
¥84.9万 |
|
| 2017-03-27 |
跌破下轨 |
买入 |
22.87285 |
37200.0 |
¥85.1万 |
|
| 2017-05-04 |
回到中轨 |
卖出 |
20.979 |
37200.0 |
¥78.0万 |
|
| 2017-06-02 |
跌破下轨 |
买入 |
19.44 |
40200.0 |
¥78.2万 |
|
| 2017-06-15 |
回到中轨 |
卖出 |
20.04993 |
40200.0 |
¥80.6万 |
|
| 2017-09-27 |
跌破下轨 |
买入 |
31.431399999999996 |
25700.0 |
¥80.8万 |
|
| 2017-11-14 |
回到中轨 |
卖出 |
27.902069999999995 |
25700.0 |
¥71.7万 |
|
| 2017-11-16 |
跌破下轨 |
买入 |
26.005979999999997 |
27400.0 |
¥71.3万 |
|
| 2017-11-30 |
回到中轨 |
卖出 |
25.554419999999997 |
27400.0 |
¥70.0万 |
|
| 2018-02-02 |
跌破下轨 |
买入 |
23.513489999999997 |
29700.0 |
¥69.9万 |
|
| 2018-02-27 |
回到中轨 |
卖出 |
24.60537 |
29700.0 |
¥73.1万 |
|
| 2018-04-19 |
跌破下轨 |
买入 |
22.922899999999995 |
32000.0 |
¥73.4万 |
|
| 2018-05-16 |
回到中轨 |
卖出 |
23.056919999999998 |
32000.0 |
¥73.8万 |
|
| 2018-05-29 |
跌破下轨 |
买入 |
21.951929999999997 |
33500.0 |
¥73.6万 |
|
| 2018-06-15 |
回到中轨 |
卖出 |
21.60837 |
33500.0 |
¥72.4万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
16.28 |
43800.0 |
¥71.3万 |
|
| 2018-07-17 |
回到中轨 |
卖出 |
15.094890000000001 |
43800.0 |
¥66.1万 |
|
| 2018-08-03 |
跌破下轨 |
买入 |
14.294279999999997 |
47100.0 |
¥67.3万 |
|
| 2018-08-29 |
回到中轨 |
卖出 |
13.906080000000001 |
47100.0 |
¥65.5万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
13.053039999999998 |
50200.0 |
¥65.5万 |
|
| 2018-09-20 |
回到中轨 |
卖出 |
13.68 |
50200.0 |
¥68.7万 |
|
| 2018-10-19 |
跌破下轨 |
买入 |
12.302289999999998 |
55600.0 |
¥68.4万 |
|
| 2018-11-01 |
回到中轨 |
卖出 |
13.5864 |
55600.0 |
¥75.5万 |
|
| 2018-11-27 |
跌破下轨 |
买入 |
12.9129 |
58700.0 |
¥75.8万 |
|
| 2018-12-04 |
回到中轨 |
卖出 |
13.54644 |
58700.0 |
¥79.5万 |
|
| 2018-12-20 |
跌破下轨 |
买入 |
12.532519999999998 |
63400.0 |
¥79.5万 |
|
| 2019-01-15 |
回到中轨 |
卖出 |
12.33765 |
63400.0 |
¥78.2万 |
|
| 2019-01-31 |
跌破下轨 |
买入 |
11.891879999999999 |
65700.0 |
¥78.2万 |
|
| 2019-02-12 |
回到中轨 |
卖出 |
12.43755 |
65700.0 |
¥81.7万 |
|
| 2019-04-26 |
跌破下轨 |
买入 |
14.124109999999998 |
57600.0 |
¥81.4万 |
|
| 2019-05-17 |
回到中轨 |
卖出 |
14.26572 |
57600.0 |
¥82.1万 |
|
| 2019-11-13 |
跌破下轨 |
买入 |
12.532519999999998 |
65900.0 |
¥82.6万 |
|
| 2019-12-17 |
回到中轨 |
卖出 |
12.33765 |
65900.0 |
¥81.3万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
11.25 |
64800.0 |
¥72.9万 |
|
| 2020-02-13 |
回到中轨 |
卖出 |
12.9 |
64800.0 |
¥83.6万 |
|
| 2020-06-29 |
跌破下轨 |
买入 |
11.751739999999998 |
78000.0 |
¥91.7万 |
|
| 2020-07-03 |
回到中轨 |
卖出 |
12.33765 |
78000.0 |
¥96.2万 |
|
| 2020-09-08 |
跌破下轨 |
买入 |
14.07406 |
68500.0 |
¥96.4万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
14.17581 |
68500.0 |
¥97.1万 |
|
| 2021-08-17 |
跌破下轨 |
买入 |
26.606579999999994 |
36400.0 |
¥96.9万 |
|
| 2021-08-25 |
回到中轨 |
卖出 |
30.11985 |
36400.0 |
¥1.10M |
|
| 2021-09-29 |
跌破下轨 |
买入 |
24.3 |
44800.0 |
¥1.09M |
|
| 2021-10-27 |
回到中轨 |
卖出 |
24.58539 |
44800.0 |
¥1.10M |
|
| 2021-11-03 |
跌破下轨 |
买入 |
22.072049999999997 |
50200.0 |
¥1.11M |
|
| 2021-11-22 |
回到中轨 |
卖出 |
22.9 |
50200.0 |
¥1.15M |
|
| 2022-01-21 |
跌破下轨 |
买入 |
20.850829999999995 |
55000.0 |
¥1.15M |
|
| 2022-02-17 |
回到中轨 |
卖出 |
21.1788 |
55000.0 |
¥1.16M |
|
| 2022-03-15 |
跌破下轨 |
买入 |
19.24 |
60500.0 |
¥1.16M |
|
| 2022-05-12 |
回到中轨 |
卖出 |
16.4 |
60500.0 |
¥99.2万 |
|
| 2022-09-16 |
跌破下轨 |
买入 |
24.444419999999997 |
40600.0 |
¥99.3万 |
|
| 2022-10-17 |
回到中轨 |
卖出 |
23.766209999999997 |
40600.0 |
¥96.5万 |
|
| 2022-11-01 |
跌破下轨 |
买入 |
20.110089999999996 |
48000.0 |
¥96.6万 |
|
| 2022-11-07 |
回到中轨 |
卖出 |
23.2767 |
48000.0 |
¥1.12M |
|
| 2022-12-19 |
跌破下轨 |
买入 |
20.720699999999997 |
53800.0 |
¥1.12M |
|
| 2023-01-09 |
回到中轨 |
卖出 |
20.86911 |
53800.0 |
¥1.12M |
|
| 2023-03-07 |
跌破下轨 |
买入 |
21.43141 |
52100.0 |
¥1.12M |
|
| 2023-04-04 |
回到中轨 |
卖出 |
20.60937 |
52100.0 |
¥1.07M |
|
| 2023-04-26 |
跌破下轨 |
买入 |
19.06905 |
56500.0 |
¥1.08M |
|
| 2023-05-16 |
回到中轨 |
卖出 |
20.14983 |
56500.0 |
¥1.14M |
|
| 2023-05-30 |
跌破下轨 |
买入 |
18.44843 |
61900.0 |
¥1.14M |
|
| 2023-06-13 |
回到中轨 |
卖出 |
18.80118 |
61900.0 |
¥1.16M |
|
| 2023-08-17 |
跌破下轨 |
买入 |
17.93792 |
64500.0 |
¥1.16M |
|
| 2023-09-05 |
回到中轨 |
卖出 |
17.982 |
64500.0 |
¥1.16M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
16.516499999999997 |
70000.0 |
¥1.16M |
|
| 2023-10-31 |
回到中轨 |
卖出 |
16.87311 |
70000.0 |
¥1.18M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
16.76675 |
70500.0 |
¥1.18M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
17.102880000000003 |
70500.0 |
¥1.21M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
15.915899999999999 |
76000.0 |
¥1.21M |
|
| 2024-02-08 |
回到中轨 |
卖出 |
16.71327 |
76000.0 |
¥1.27M |
|
| 2024-04-24 |
跌破下轨 |
买入 |
18.468449999999997 |
68700.0 |
¥1.27M |
|
| 2024-05-10 |
回到中轨 |
卖出 |
20.219759999999997 |
68700.0 |
¥1.39M |
|
| 2024-06-12 |
跌破下轨 |
买入 |
17.847829999999995 |
77800.0 |
¥1.39M |
|
| 2024-07-17 |
回到中轨 |
卖出 |
17.4825 |
77800.0 |
¥1.36M |
|
| 2024-07-24 |
跌破下轨 |
买入 |
16.10609 |
84200.0 |
¥1.36M |
|
| 2024-08-01 |
回到中轨 |
卖出 |
17.1828 |
84200.0 |
¥1.45M |
|
| 2024-12-19 |
跌破下轨 |
买入 |
19.49948 |
73000.0 |
¥1.42M |
|
| 2025-01-15 |
回到中轨 |
卖出 |
19.7802 |
73000.0 |
¥1.44M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
17.847829999999995 |
82400.0 |
¥1.47M |
|
| 2025-04-24 |
回到中轨 |
卖出 |
18.981 |
82400.0 |
¥1.56M |
|
| 2026-05-20 |
跌破下轨 |
买入 |
50.35029999999999 |
30500.0 |
¥1.54M |
|
| 2026-06-03 |
回到中轨 |
卖出 |
55.79415 |
30500.0 |
¥1.70M |
|
| 2026-09-28 |
跌破下轨 |
买入 |
46.44 |
36700.0 |
¥1.70M |
|
| 2026-11-06 |
回到中轨 |
卖出 |
36.0 |
36700.0 |
¥1.32M |
|