600585 海螺水泥 — 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: ¥1.18M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +17.51%）
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 |
2015-06-26 |
2015-07-14 |
21.778281524999997 |
21.85812 |
¥3,298 |
+0.34% |
回到中轨 |
| 2 |
2015-07-28 |
2015-08-05 |
17.893236361 |
20.95 |
¥16.7万 |
+17.05% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-11 |
16.020804799999997 |
18.6813 |
¥18.3万 |
+16.57% |
回到中轨 |
| 4 |
2015-09-30 |
2015-10-12 |
16.901949063999993 |
18.23175 |
¥10.6万 |
+7.84% |
回到中轨 |
| 5 |
2015-12-01 |
2015-12-22 |
16.421324919999996 |
17.862119999999997 |
¥12.7万 |
+8.74% |
回到中轨 |
| 6 |
2016-01-05 |
2016-02-18 |
15.92067477 |
13.92 |
¥-19.7万 |
-12.59% |
回到中轨 |
| 7 |
2016-05-10 |
2016-06-01 |
14.568919364999998 |
15.21477 |
¥6.1万 |
+4.40% |
回到中轨 |
| 8 |
2016-06-15 |
2016-07-01 |
14.138360235999999 |
14.465520000000001 |
¥3.3万 |
+2.28% |
回到中轨 |
| 9 |
2016-12-16 |
2017-01-06 |
17.302469184 |
17.43255 |
¥1.1万 |
+0.72% |
回到中轨 |
| 10 |
2017-05-05 |
2017-05-23 |
20.286344078 |
20.91906 |
¥4.6万 |
+3.09% |
回到中轨 |
| 11 |
2018-06-28 |
2018-07-13 |
32.51222074099999 |
34.3656 |
¥8.7万 |
+5.67% |
回到中轨 |
| 12 |
2018-09-11 |
2018-09-21 |
33.71011000000001 |
35.654309999999995 |
¥9.2万 |
+5.74% |
回到中轨 |
| 13 |
2018-12-21 |
2019-01-15 |
30.019003 |
29.660310000000003 |
¥-2.1万 |
-1.22% |
回到中轨 |
| 14 |
2019-08-05 |
2019-08-20 |
38.32977548399999 |
39.45051 |
¥4.9万 |
+2.89% |
回到中轨 |
| 15 |
2020-02-03 |
2020-02-11 |
43.266185963 |
50.82912 |
¥27.3万 |
+17.44% |
回到中轨 |
| 16 |
2020-06-19 |
2020-07-03 |
54.570866349999996 |
56.5434 |
¥7.2万 |
+3.58% |
回到中轨 |
| 17 |
2020-09-28 |
2020-11-05 |
56.97398706999999 |
55.244699999999995 |
¥-6.4万 |
-3.06% |
回到中轨 |
| 18 |
2020-12-09 |
2021-01-05 |
53.50948803199999 |
52.19775 |
¥-5.0万 |
-2.48% |
回到中轨 |
| 19 |
2021-06-03 |
2021-08-03 |
48.362804489999995 |
38.761199999999995 |
¥-39.1万 |
-19.88% |
回到中轨 |
| 20 |
2021-11-30 |
2021-12-03 |
36.186992841999995 |
38.27169 |
¥9.1万 |
+5.73% |
回到中轨 |
| 21 |
2022-06-06 |
2022-06-16 |
35.826524734 |
36.82314 |
¥4.5万 |
+2.75% |
回到中轨 |
| 22 |
2022-06-22 |
2022-07-04 |
34.530356000000005 |
35.734230000000004 |
¥5.9万 |
+3.46% |
回到中轨 |
| 23 |
2022-07-25 |
2022-08-15 |
33.333286986999994 |
32.847120000000004 |
¥-2.6万 |
-1.49% |
回到中轨 |
| 24 |
2022-09-21 |
2022-11-14 |
29.448241822999996 |
27.7722 |
¥-10.0万 |
-5.72% |
回到中轨 |
| 25 |
2023-04-24 |
2023-06-09 |
27.568268 |
26.483490000000003 |
¥-6.5万 |
-3.96% |
回到中轨 |
| 26 |
2023-06-21 |
2023-07-24 |
24.311571283999996 |
23.936040000000002 |
¥-2.5万 |
-1.57% |
回到中轨 |
| 27 |
2023-10-11 |
2023-12-28 |
25.13263753 |
22.13784 |
¥-18.7万 |
-11.94% |
回到中轨 |
| 28 |
2024-01-23 |
2024-01-26 |
21.768268521999993 |
22.81716 |
¥6.5万 |
+4.79% |
回到中轨 |
| 29 |
2024-03-14 |
2024-04-12 |
23.089984917999995 |
22.71726 |
¥-2.4万 |
-1.64% |
回到中轨 |
| 30 |
2024-06-14 |
2024-06-24 |
23.33029699 |
23.50647 |
¥1.0万 |
+0.72% |
回到中轨 |
| 31 |
2024-06-25 |
2024-07-04 |
23.160075938999995 |
24.02595 |
¥5.3万 |
+3.71% |
回到中轨 |
| 32 |
2024-08-05 |
2024-09-25 |
23.230166959999995 |
21.5 |
¥-11.1万 |
-7.48% |
回到中轨 |
| 33 |
2024-11-25 |
2024-12-09 |
25.332897589999998 |
25.7742 |
¥2.3万 |
+1.71% |
回到中轨 |
| 34 |
2024-12-17 |
2025-01-16 |
24.782182425 |
24.19 |
¥-3.4万 |
-2.42% |
回到中轨 |
| 35 |
2025-02-24 |
2025-03-06 |
22.62938678 |
24.10587 |
¥8.8万 |
+6.49% |
回到中轨 |
| 36 |
2025-05-27 |
2025-07-04 |
23.140049932999997 |
22.257720000000003 |
¥-5.6万 |
-3.84% |
回到中轨 |
| 37 |
2025-09-04 |
2025-09-10 |
23.737119 |
24.415560000000003 |
¥3.9万 |
+2.83% |
回到中轨 |
| 38 |
2025-09-19 |
2025-10-10 |
23.039919903 |
23.61636 |
¥3.5万 |
+2.47% |
回到中轨 |
| 39 |
2025-12-10 |
2025-12-26 |
22.048632605999995 |
22.38759 |
¥2.2万 |
+1.51% |
回到中轨 |
| 40 |
2026-03-23 |
2026-07-16 |
23.130036929999996 |
17.52246 |
¥-35.2万 |
-24.27% |
回到中轨 |
| 41 |
2026-09-17 |
2026-10-08 |
16.92197507 |
17.47251 |
¥3.6万 |
+3.22% |
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 |
|---|
| 2015-06-26 |
跌破下轨 |
买入 |
21.771749999999997 |
45000.0 |
¥98.0万 |
|
| 2015-07-14 |
回到中轨 |
卖出 |
21.85812 |
45000.0 |
¥98.3万 |
|
| 2015-07-28 |
跌破下轨 |
买入 |
17.88787 |
54800.0 |
¥98.1万 |
|
| 2015-08-05 |
回到中轨 |
卖出 |
20.95 |
54800.0 |
¥1.15M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
16.016 |
68900.0 |
¥1.10M |
|
| 2015-09-11 |
回到中轨 |
卖出 |
18.6813 |
68900.0 |
¥1.29M |
|
| 2015-09-30 |
跌破下轨 |
买入 |
16.896879999999996 |
80000.0 |
¥1.35M |
|
| 2015-10-12 |
回到中轨 |
卖出 |
18.23175 |
80000.0 |
¥1.46M |
|
| 2015-12-01 |
跌破下轨 |
买入 |
16.416399999999996 |
88500.0 |
¥1.45M |
|
| 2015-12-22 |
回到中轨 |
卖出 |
17.862119999999997 |
88500.0 |
¥1.58M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
15.9159 |
98300.0 |
¥1.57M |
|
| 2016-02-18 |
回到中轨 |
卖出 |
13.92 |
98300.0 |
¥1.37M |
|
| 2016-05-10 |
跌破下轨 |
买入 |
14.564549999999999 |
94900.0 |
¥1.38M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
15.21477 |
94900.0 |
¥1.44M |
|
| 2016-06-15 |
跌破下轨 |
买入 |
14.134119999999998 |
101700.0 |
¥1.44M |
|
| 2016-07-01 |
回到中轨 |
卖出 |
14.465520000000001 |
101700.0 |
¥1.47M |
|
| 2016-12-16 |
跌破下轨 |
买入 |
17.29728 |
85700.0 |
¥1.48M |
|
| 2017-01-06 |
回到中轨 |
卖出 |
17.43255 |
85700.0 |
¥1.49M |
|
| 2017-05-05 |
跌破下轨 |
买入 |
20.28026 |
72800.0 |
¥1.48M |
|
| 2017-05-23 |
回到中轨 |
卖出 |
20.91906 |
72800.0 |
¥1.52M |
|
| 2018-06-28 |
跌破下轨 |
买入 |
32.502469999999995 |
47200.0 |
¥1.53M |
|
| 2018-07-13 |
回到中轨 |
卖出 |
34.3656 |
47200.0 |
¥1.62M |
|
| 2018-09-11 |
跌破下轨 |
买入 |
33.7 |
47500.0 |
¥1.60M |
|
| 2018-09-21 |
回到中轨 |
卖出 |
35.654309999999995 |
47500.0 |
¥1.69M |
|
| 2018-12-21 |
跌破下轨 |
买入 |
30.01 |
56700.0 |
¥1.70M |
|
| 2019-01-15 |
回到中轨 |
卖出 |
29.660310000000003 |
56700.0 |
¥1.68M |
|
| 2019-08-05 |
跌破下轨 |
买入 |
38.318279999999994 |
43800.0 |
¥1.68M |
|
| 2019-08-20 |
回到中轨 |
卖出 |
39.45051 |
43800.0 |
¥1.73M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
43.253209999999996 |
36200.0 |
¥1.57M |
|
| 2020-02-11 |
回到中轨 |
卖出 |
50.82912 |
36200.0 |
¥1.84M |
|
| 2020-06-19 |
跌破下轨 |
买入 |
54.5545 |
36900.0 |
¥2.01M |
|
| 2020-07-03 |
回到中轨 |
卖出 |
56.5434 |
36900.0 |
¥2.09M |
|
| 2020-09-28 |
跌破下轨 |
买入 |
56.95689999999999 |
36700.0 |
¥2.09M |
|
| 2020-11-05 |
回到中轨 |
卖出 |
55.244699999999995 |
36700.0 |
¥2.03M |
|
| 2020-12-09 |
跌破下轨 |
买入 |
53.49343999999999 |
37800.0 |
¥2.02M |
|
| 2021-01-05 |
回到中轨 |
卖出 |
52.19775 |
37800.0 |
¥1.97M |
|
| 2021-06-03 |
跌破下轨 |
买入 |
48.348299999999995 |
40700.0 |
¥1.97M |
|
| 2021-08-03 |
回到中轨 |
卖出 |
38.761199999999995 |
40700.0 |
¥1.58M |
|
| 2021-11-30 |
跌破下轨 |
买入 |
36.17614 |
43700.0 |
¥1.58M |
|
| 2021-12-03 |
回到中轨 |
卖出 |
38.27169 |
43700.0 |
¥1.67M |
|
| 2022-06-06 |
跌破下轨 |
买入 |
35.81578 |
46100.0 |
¥1.65M |
|
| 2022-06-16 |
回到中轨 |
卖出 |
36.82314 |
46100.0 |
¥1.70M |
|
| 2022-06-22 |
跌破下轨 |
买入 |
34.52 |
49700.0 |
¥1.72M |
|
| 2022-07-04 |
回到中轨 |
卖出 |
35.734230000000004 |
49700.0 |
¥1.78M |
|
| 2022-07-25 |
跌破下轨 |
买入 |
33.32328999999999 |
53300.0 |
¥1.78M |
|
| 2022-08-15 |
回到中轨 |
卖出 |
32.847120000000004 |
53300.0 |
¥1.75M |
|
| 2022-09-21 |
跌破下轨 |
买入 |
29.439409999999995 |
59100.0 |
¥1.74M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
27.7722 |
59100.0 |
¥1.64M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
27.56 |
59800.0 |
¥1.65M |
|
| 2023-06-09 |
回到中轨 |
卖出 |
26.483490000000003 |
59800.0 |
¥1.58M |
|
| 2023-06-21 |
跌破下轨 |
买入 |
24.30428 |
65200.0 |
¥1.59M |
|
| 2023-07-24 |
回到中轨 |
卖出 |
23.936040000000002 |
65200.0 |
¥1.56M |
|
| 2023-10-11 |
跌破下轨 |
买入 |
25.1251 |
62200.0 |
¥1.56M |
|
| 2023-12-28 |
回到中轨 |
卖出 |
22.13784 |
62200.0 |
¥1.38M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
21.761739999999996 |
62800.0 |
¥1.37M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
22.81716 |
62800.0 |
¥1.43M |
|
| 2024-03-14 |
跌破下轨 |
买入 |
23.083059999999996 |
62000.0 |
¥1.43M |
|
| 2024-04-12 |
回到中轨 |
卖出 |
22.71726 |
62000.0 |
¥1.41M |
|
| 2024-06-14 |
跌破下轨 |
买入 |
23.3233 |
60700.0 |
¥1.42M |
|
| 2024-06-24 |
回到中轨 |
卖出 |
23.50647 |
60700.0 |
¥1.43M |
|
| 2024-06-25 |
跌破下轨 |
买入 |
23.153129999999997 |
61600.0 |
¥1.43M |
|
| 2024-07-04 |
回到中轨 |
卖出 |
24.02595 |
61600.0 |
¥1.48M |
|
| 2024-08-05 |
跌破下轨 |
买入 |
23.223199999999995 |
63700.0 |
¥1.48M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
21.5 |
63700.0 |
¥1.37M |
|
| 2024-11-25 |
跌破下轨 |
买入 |
25.3253 |
54000.0 |
¥1.37M |
|
| 2024-12-09 |
回到中轨 |
卖出 |
25.7742 |
54000.0 |
¥1.39M |
|
| 2024-12-17 |
跌破下轨 |
买入 |
24.774749999999997 |
56100.0 |
¥1.39M |
|
| 2025-01-16 |
回到中轨 |
卖出 |
24.19 |
56100.0 |
¥1.36M |
|
| 2025-02-24 |
跌破下轨 |
买入 |
22.6226 |
59800.0 |
¥1.35M |
|
| 2025-03-06 |
回到中轨 |
卖出 |
24.10587 |
59800.0 |
¥1.44M |
|
| 2025-05-27 |
跌破下轨 |
买入 |
23.13311 |
62500.0 |
¥1.45M |
|
| 2025-07-04 |
回到中轨 |
卖出 |
22.257720000000003 |
62500.0 |
¥1.39M |
|
| 2025-09-04 |
跌破下轨 |
买入 |
23.73 |
58500.0 |
¥1.39M |
|
| 2025-09-10 |
回到中轨 |
卖出 |
24.415560000000003 |
58500.0 |
¥1.43M |
|
| 2025-09-19 |
跌破下轨 |
买入 |
23.033009999999997 |
61900.0 |
¥1.43M |
|
| 2025-10-10 |
回到中轨 |
卖出 |
23.61636 |
61900.0 |
¥1.46M |
|
| 2025-12-10 |
跌破下轨 |
买入 |
22.042019999999997 |
66300.0 |
¥1.46M |
|
| 2025-12-26 |
回到中轨 |
卖出 |
22.38759 |
66300.0 |
¥1.48M |
|
| 2026-03-23 |
跌破下轨 |
买入 |
23.123099999999997 |
62800.0 |
¥1.45M |
|
| 2026-07-16 |
回到中轨 |
卖出 |
17.52246 |
62800.0 |
¥1.10M |
|
| 2026-09-17 |
跌破下轨 |
买入 |
16.9169 |
66900.0 |
¥1.13M |
|
| 2026-10-08 |
回到中轨 |
卖出 |
17.47251 |
66900.0 |
¥1.17M |
|