600570 恒生电子 — 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: ¥45.4万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -54.64%）
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 44 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 |
2015-06-30 |
2015-08-12 |
91.91936753999998 |
72.90702 |
¥-18.5万 |
-20.71% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-24 |
49.77463791299999 |
46.83312 |
¥-4.3万 |
-5.94% |
回到中轨 |
| 3 |
2015-12-25 |
2016-02-17 |
61.640046467999994 |
43.25669999999999 |
¥-23.0万 |
-29.84% |
回到中轨 |
| 4 |
2016-04-22 |
2016-05-04 |
51.07632830299999 |
57.1428 |
¥6.4万 |
+11.84% |
回到中轨 |
| 5 |
2016-07-12 |
2016-08-16 |
61.960462564000004 |
61.937999999999995 |
¥-398 |
-0.07% |
回到中轨 |
| 6 |
2016-09-14 |
2016-10-11 |
55.371906589999995 |
58.001940000000005 |
¥2.8万 |
+4.72% |
回到中轨 |
| 7 |
2016-11-25 |
2017-02-13 |
57.654871274 |
44.27568 |
¥-14.6万 |
-23.23% |
回到中轨 |
| 8 |
2017-03-23 |
2017-05-18 |
43.15604293 |
37.60236 |
¥-6.2万 |
-12.89% |
回到中轨 |
| 9 |
2017-05-24 |
2017-06-05 |
36.14694083 |
37.4625 |
¥1.5万 |
+3.61% |
回到中轨 |
| 10 |
2017-07-18 |
2017-07-28 |
38.429905514 |
43.20675 |
¥5.4万 |
+12.40% |
回到中轨 |
| 11 |
2017-10-20 |
2017-10-27 |
49.04368869399999 |
52.4475 |
¥3.4万 |
+6.91% |
回到中轨 |
| 12 |
2017-11-28 |
2017-12-14 |
48.533025540999986 |
48.63132 |
¥904 |
+0.17% |
回到中轨 |
| 13 |
2018-02-08 |
2018-03-01 |
43.907018154999996 |
47.46248999999999 |
¥4.2万 |
+8.07% |
回到中轨 |
| 14 |
2018-06-05 |
2018-07-04 |
55.121581514999995 |
54.79515000000001 |
¥-3,532 |
-0.62% |
回到中轨 |
| 15 |
2018-08-06 |
2018-08-14 |
48.402856502 |
51.46848 |
¥3.6万 |
+6.30% |
回到中轨 |
| 16 |
2018-10-12 |
2018-10-23 |
46.73068500099999 |
52.54740000000001 |
¥7.4万 |
+12.41% |
回到中轨 |
| 17 |
2019-01-03 |
2019-01-08 |
50.09505400899999 |
55.144800000000004 |
¥6.7万 |
+10.05% |
回到中轨 |
| 18 |
2019-05-08 |
2019-06-12 |
74.29648226 |
63.586349999999996 |
¥-10.4万 |
-14.44% |
回到中轨 |
| 19 |
2019-11-28 |
2019-12-11 |
73.645637065 |
76.90302 |
¥2.8万 |
+4.39% |
回到中轨 |
| 20 |
2020-03-10 |
2020-04-03 |
91.1183273 |
88.94097000000001 |
¥-1.6万 |
-2.42% |
回到中轨 |
| 21 |
2020-06-08 |
2020-06-23 |
84.119238203 |
97.39251 |
¥10.2万 |
+15.74% |
回到中轨 |
| 22 |
2020-10-27 |
2020-11-11 |
91.14836630899998 |
94.2057 |
¥2.5万 |
+3.32% |
回到中轨 |
| 23 |
2020-11-26 |
2020-12-02 |
85.41091558999997 |
90.1098 |
¥4.2万 |
+5.47% |
回到中轨 |
| 24 |
2021-07-19 |
2021-08-20 |
62.048609000000006 |
55.4445 |
¥-8.5万 |
-10.67% |
回到中轨 |
| 25 |
2021-08-31 |
2021-09-06 |
49.56436485 |
56.4435 |
¥10.0万 |
+13.85% |
回到中轨 |
| 26 |
2021-11-22 |
2021-12-08 |
58.62613256499999 |
59.920019999999994 |
¥1.8万 |
+2.18% |
回到中轨 |
| 27 |
2022-01-07 |
2022-01-25 |
59.76761490699999 |
60.939 |
¥1.6万 |
+1.93% |
回到中轨 |
| 28 |
2022-02-11 |
2022-05-12 |
56.333154877999995 |
37.78218 |
¥-28.4万 |
-32.95% |
回到中轨 |
| 29 |
2022-07-13 |
2022-07-28 |
40.98322127899999 |
42.80715 |
¥2.6万 |
+4.42% |
回到中轨 |
| 30 |
2022-08-19 |
2022-09-13 |
31.060335305999995 |
35.544419999999995 |
¥8.7万 |
+14.40% |
回到中轨 |
| 31 |
2023-05-17 |
2023-06-02 |
42.365015693 |
43.83612 |
¥2.4万 |
+3.44% |
回到中轨 |
| 32 |
2023-09-15 |
2023-10-31 |
32.34199969 |
31.77819 |
¥-1.3万 |
-1.77% |
回到中轨 |
| 33 |
2023-12-01 |
2024-01-02 |
30.059035006 |
29.120849999999997 |
¥-2.2万 |
-3.15% |
回到中轨 |
| 34 |
2024-01-05 |
2024-02-22 |
26.003768790999995 |
22.657319999999995 |
¥-8.9万 |
-12.90% |
回到中轨 |
| 35 |
2024-03-28 |
2024-04-29 |
22.028606599999996 |
21.3786 |
¥-1.8万 |
-2.98% |
回到中轨 |
| 36 |
2024-06-21 |
2024-07-22 |
18.103509423999995 |
17.672310000000003 |
¥-1.4万 |
-2.41% |
回到中轨 |
| 37 |
2024-08-15 |
2024-09-06 |
16.481402938 |
16.54344 |
¥1,958 |
+0.35% |
回到中轨 |
| 38 |
2025-01-02 |
2025-01-27 |
27.715992304 |
26.823150000000002 |
¥-1.8万 |
-3.25% |
回到中轨 |
| 39 |
2025-04-02 |
2025-05-06 |
27.585823265 |
26.353619999999996 |
¥-2.5万 |
-4.50% |
回到中轨 |
| 40 |
2025-10-17 |
2025-12-02 |
32.221843654 |
29.39058 |
¥-4.6万 |
-8.81% |
回到中轨 |
| 41 |
2025-12-04 |
2025-12-08 |
28.33679849 |
29.490479999999998 |
¥1.9万 |
+4.04% |
回到中轨 |
| 42 |
2026-03-04 |
2026-04-09 |
27.285433175 |
26.213759999999997 |
¥-1.9万 |
-3.96% |
回到中轨 |
| 43 |
2026-06-01 |
2026-06-23 |
24.061246208999997 |
23.46651 |
¥-1.2万 |
-2.50% |
回到中轨 |
| 44 |
2026-09-14 |
2026-10-19 |
20.496617140999994 |
19.81017 |
¥-1.6万 |
-3.38% |
回到中轨 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
91.89179999999999 |
9700.0 |
¥89.2万 |
|
| 2015-08-12 |
回到中轨 |
卖出 |
72.90702 |
9700.0 |
¥70.7万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
49.75971 |
14700.0 |
¥73.2万 |
|
| 2015-09-24 |
回到中轨 |
卖出 |
46.83312 |
14700.0 |
¥68.8万 |
|
| 2015-12-25 |
跌破下轨 |
买入 |
61.62155999999999 |
12500.0 |
¥77.1万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
43.25669999999999 |
12500.0 |
¥54.1万 |
|
| 2016-04-22 |
跌破下轨 |
买入 |
51.06100999999999 |
10500.0 |
¥53.6万 |
|
| 2016-05-04 |
回到中轨 |
卖出 |
57.1428 |
10500.0 |
¥60.0万 |
|
| 2016-07-12 |
跌破下轨 |
买入 |
61.941880000000005 |
9700.0 |
¥60.1万 |
|
| 2016-08-16 |
回到中轨 |
卖出 |
61.937999999999995 |
9700.0 |
¥60.1万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
55.355299999999986 |
10800.0 |
¥59.8万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
58.001940000000005 |
10800.0 |
¥62.6万 |
|
| 2016-11-25 |
跌破下轨 |
买入 |
57.63758 |
10900.0 |
¥62.8万 |
|
| 2017-02-13 |
回到中轨 |
卖出 |
44.27568 |
10900.0 |
¥48.2万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
43.1431 |
11200.0 |
¥48.3万 |
|
| 2017-05-18 |
回到中轨 |
卖出 |
37.60236 |
11200.0 |
¥42.1万 |
|
| 2017-05-24 |
跌破下轨 |
买入 |
36.1361 |
11700.0 |
¥42.3万 |
|
| 2017-06-05 |
回到中轨 |
卖出 |
37.4625 |
11700.0 |
¥43.8万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
38.41838 |
11400.0 |
¥43.8万 |
|
| 2017-07-28 |
回到中轨 |
卖出 |
43.20675 |
11400.0 |
¥49.2万 |
|
| 2017-10-20 |
跌破下轨 |
买入 |
49.02897999999999 |
10000.0 |
¥49.0万 |
|
| 2017-10-27 |
回到中轨 |
卖出 |
52.4475 |
10000.0 |
¥52.4万 |
|
| 2017-11-28 |
跌破下轨 |
买入 |
48.51846999999999 |
10800.0 |
¥52.4万 |
|
| 2017-12-14 |
回到中轨 |
卖出 |
48.63132 |
10800.0 |
¥52.5万 |
|
| 2018-02-08 |
跌破下轨 |
买入 |
43.89384999999999 |
12000.0 |
¥52.7万 |
|
| 2018-03-01 |
回到中轨 |
卖出 |
47.46248999999999 |
12000.0 |
¥56.9万 |
|
| 2018-06-05 |
跌破下轨 |
买入 |
55.10504999999999 |
10300.0 |
¥56.8万 |
|
| 2018-07-04 |
回到中轨 |
卖出 |
54.79515000000001 |
10300.0 |
¥56.4万 |
|
| 2018-08-06 |
跌破下轨 |
买入 |
48.38834 |
11700.0 |
¥56.6万 |
|
| 2018-08-14 |
回到中轨 |
卖出 |
51.46848 |
11700.0 |
¥60.2万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
46.71666999999999 |
12800.0 |
¥59.8万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
52.54740000000001 |
12800.0 |
¥67.2万 |
|
| 2019-01-03 |
跌破下轨 |
买入 |
50.08002999999999 |
13300.0 |
¥66.6万 |
|
| 2019-01-08 |
回到中轨 |
卖出 |
55.144800000000004 |
13300.0 |
¥73.3万 |
|
| 2019-05-08 |
跌破下轨 |
买入 |
74.2742 |
9700.0 |
¥72.1万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
63.586349999999996 |
9700.0 |
¥61.7万 |
|
| 2019-11-28 |
跌破下轨 |
买入 |
73.62355 |
8600.0 |
¥63.3万 |
|
| 2019-12-11 |
回到中轨 |
卖出 |
76.90302 |
8600.0 |
¥66.1万 |
|
| 2020-03-10 |
跌破下轨 |
买入 |
91.091 |
7300.0 |
¥66.5万 |
|
| 2020-04-03 |
回到中轨 |
卖出 |
88.94097000000001 |
7300.0 |
¥64.9万 |
|
| 2020-06-08 |
跌破下轨 |
买入 |
84.09401 |
7700.0 |
¥64.8万 |
|
| 2020-06-23 |
回到中轨 |
卖出 |
97.39251 |
7700.0 |
¥75.0万 |
|
| 2020-10-27 |
跌破下轨 |
买入 |
91.12102999999999 |
8200.0 |
¥74.7万 |
|
| 2020-11-11 |
回到中轨 |
卖出 |
94.2057 |
8200.0 |
¥77.2万 |
|
| 2020-11-26 |
跌破下轨 |
买入 |
85.38529999999999 |
9000.0 |
¥76.9万 |
|
| 2020-12-02 |
回到中轨 |
卖出 |
90.1098 |
9000.0 |
¥81.1万 |
|
| 2021-07-19 |
跌破下轨 |
买入 |
62.03 |
12900.0 |
¥80.0万 |
|
| 2021-08-20 |
回到中轨 |
卖出 |
55.4445 |
12900.0 |
¥71.5万 |
|
| 2021-08-31 |
跌破下轨 |
买入 |
49.549499999999995 |
14600.0 |
¥72.4万 |
|
| 2021-09-06 |
回到中轨 |
卖出 |
56.4435 |
14600.0 |
¥82.4万 |
|
| 2021-11-22 |
跌破下轨 |
买入 |
58.608549999999994 |
14200.0 |
¥83.2万 |
|
| 2021-12-08 |
回到中轨 |
卖出 |
59.920019999999994 |
14200.0 |
¥85.1万 |
|
| 2022-01-07 |
跌破下轨 |
买入 |
59.749689999999994 |
14200.0 |
¥84.9万 |
|
| 2022-01-25 |
回到中轨 |
卖出 |
60.939 |
14200.0 |
¥86.5万 |
|
| 2022-02-11 |
跌破下轨 |
买入 |
56.31625999999999 |
15300.0 |
¥86.2万 |
|
| 2022-05-12 |
回到中轨 |
卖出 |
37.78218 |
15300.0 |
¥57.8万 |
|
| 2022-07-13 |
跌破下轨 |
买入 |
40.97092999999999 |
14300.0 |
¥58.6万 |
|
| 2022-07-28 |
回到中轨 |
卖出 |
42.80715 |
14300.0 |
¥61.2万 |
|
| 2022-08-19 |
跌破下轨 |
买入 |
31.051019999999994 |
19500.0 |
¥60.6万 |
|
| 2022-09-13 |
回到中轨 |
卖出 |
35.544419999999995 |
19500.0 |
¥69.3万 |
|
| 2023-05-17 |
跌破下轨 |
买入 |
42.352309999999996 |
16400.0 |
¥69.5万 |
|
| 2023-06-02 |
回到中轨 |
卖出 |
43.83612 |
16400.0 |
¥71.9万 |
|
| 2023-09-15 |
跌破下轨 |
买入 |
32.3323 |
22300.0 |
¥72.1万 |
|
| 2023-10-31 |
回到中轨 |
卖出 |
31.77819 |
22300.0 |
¥70.8万 |
|
| 2023-12-01 |
跌破下轨 |
买入 |
30.050019999999996 |
23600.0 |
¥70.9万 |
|
| 2024-01-02 |
回到中轨 |
卖出 |
29.120849999999997 |
23600.0 |
¥68.7万 |
|
| 2024-01-05 |
跌破下轨 |
买入 |
25.995969999999996 |
26400.0 |
¥68.6万 |
|
| 2024-02-22 |
回到中轨 |
卖出 |
22.657319999999995 |
26400.0 |
¥59.8万 |
|
| 2024-03-28 |
跌破下轨 |
买入 |
22.022 |
27100.0 |
¥59.7万 |
|
| 2024-04-29 |
回到中轨 |
卖出 |
21.3786 |
27100.0 |
¥57.9万 |
|
| 2024-06-21 |
跌破下轨 |
买入 |
18.098079999999996 |
32000.0 |
¥57.9万 |
|
| 2024-07-22 |
回到中轨 |
卖出 |
17.672310000000003 |
32000.0 |
¥56.5万 |
|
| 2024-08-15 |
跌破下轨 |
买入 |
16.47646 |
34300.0 |
¥56.5万 |
|
| 2024-09-06 |
回到中轨 |
卖出 |
16.54344 |
34300.0 |
¥56.7万 |
|
| 2025-01-02 |
跌破下轨 |
买入 |
27.70768 |
20300.0 |
¥56.3万 |
|
| 2025-01-27 |
回到中轨 |
卖出 |
26.823150000000002 |
20300.0 |
¥54.4万 |
|
| 2025-04-02 |
跌破下轨 |
买入 |
27.57755 |
19900.0 |
¥54.9万 |
|
| 2025-05-06 |
回到中轨 |
卖出 |
26.353619999999996 |
19900.0 |
¥52.4万 |
|
| 2025-10-17 |
跌破下轨 |
买入 |
32.21218 |
16300.0 |
¥52.5万 |
|
| 2025-12-02 |
回到中轨 |
卖出 |
29.39058 |
16300.0 |
¥47.9万 |
|
| 2025-12-04 |
跌破下轨 |
买入 |
28.3283 |
16900.0 |
¥47.9万 |
|
| 2025-12-08 |
回到中轨 |
卖出 |
29.490479999999998 |
16900.0 |
¥49.8万 |
|
| 2026-03-04 |
跌破下轨 |
买入 |
27.27725 |
18000.0 |
¥49.1万 |
|
| 2026-04-09 |
回到中轨 |
卖出 |
26.213759999999997 |
18000.0 |
¥47.2万 |
|
| 2026-06-01 |
跌破下轨 |
买入 |
24.054029999999997 |
19700.0 |
¥47.4万 |
|
| 2026-06-23 |
回到中轨 |
卖出 |
23.46651 |
19700.0 |
¥46.2万 |
|
| 2026-09-14 |
跌破下轨 |
买入 |
20.490469999999995 |
22800.0 |
¥46.7万 |
|
| 2026-10-19 |
回到中轨 |
卖出 |
19.81017 |
22800.0 |
¥45.2万 |
|