600588 用友软件 — 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: ¥57.9万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -42.09%）
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 |
2015-05-04 |
2015-05-12 |
40.31209 |
44.78517 |
¥10.7万 |
+11.06% |
回到中轨 |
| 2 |
2015-06-29 |
2015-07-24 |
46.400255902 |
47.36259 |
¥2.3万 |
+2.04% |
回到中轨 |
| 3 |
2015-08-04 |
2015-09-22 |
35.54616065 |
26.1738 |
¥-29.5万 |
-26.39% |
回到中轨 |
| 4 |
2016-01-11 |
2016-02-17 |
24.031207199999997 |
20.32965 |
¥-12.5万 |
-15.43% |
回到中轨 |
| 5 |
2016-04-21 |
2016-06-01 |
19.485303837999997 |
19.04094 |
¥-1.6万 |
-2.31% |
回到中轨 |
| 6 |
2016-09-12 |
2016-10-11 |
22.82964684 |
23.4765 |
¥1.9万 |
+2.80% |
回到中轨 |
| 7 |
2016-12-13 |
2017-02-14 |
21.948502576 |
19.240740000000002 |
¥-8.7万 |
-12.36% |
回到中轨 |
| 8 |
2017-03-23 |
2017-04-12 |
18.614172577 |
18.56142 |
¥-1,954 |
-0.31% |
回到中轨 |
| 9 |
2017-04-28 |
2017-06-08 |
17.12223513 |
15.53445 |
¥-5.7万 |
-9.30% |
回到中轨 |
| 10 |
2017-07-13 |
2017-07-21 |
15.970739784999997 |
16.66332 |
¥2.4万 |
+4.31% |
回到中轨 |
| 11 |
2018-01-10 |
2018-01-12 |
20.476591134999996 |
22.41756 |
¥5.5万 |
+9.45% |
回到中轨 |
| 12 |
2018-05-03 |
2018-07-02 |
27.756044315999997 |
24.4755 |
¥-7.6万 |
-11.85% |
回到中轨 |
| 13 |
2018-09-17 |
2018-10-08 |
25.082572514999995 |
26.873099999999997 |
¥4.0万 |
+7.11% |
回到中轨 |
| 14 |
2018-10-12 |
2018-10-23 |
22.509230744 |
25.55442 |
¥8.2万 |
+13.49% |
回到中轨 |
| 15 |
2018-12-20 |
2019-01-07 |
22.028606599999996 |
23.62635 |
¥4.9万 |
+7.22% |
回到中轨 |
| 16 |
2019-05-07 |
2019-06-12 |
22.0286066 |
23.33664 |
¥3.4万 |
+5.91% |
回到中轨 |
| 17 |
2019-09-27 |
2019-10-29 |
31.791284525 |
32.14782 |
¥8,429 |
+1.09% |
回到中轨 |
| 18 |
2019-10-31 |
2019-11-18 |
29.558384856 |
30.0699 |
¥1.3万 |
+1.70% |
回到中轨 |
| 19 |
2020-05-20 |
2020-06-16 |
38.590113562 |
37.022940000000006 |
¥-3.2万 |
-4.09% |
回到中轨 |
| 20 |
2020-09-09 |
2020-09-30 |
39.21176 |
39.1608 |
¥-1,204 |
-0.16% |
回到中轨 |
| 21 |
2020-12-25 |
2021-01-04 |
40.05201199999999 |
44.0 |
¥7.4万 |
+9.82% |
回到中轨 |
| 22 |
2021-03-05 |
2021-03-26 |
33.04290989999999 |
34.4655 |
¥3.5万 |
+4.27% |
回到中轨 |
| 23 |
2021-04-30 |
2021-05-18 |
34.074249208999994 |
33.966 |
¥-3,032 |
-0.35% |
回到中轨 |
| 24 |
2021-10-27 |
2021-11-10 |
31.759525 |
32.547419999999995 |
¥2.1万 |
+2.45% |
回到中轨 |
| 25 |
2022-01-12 |
2022-01-17 |
33.593625065 |
37.152809999999995 |
¥9.4万 |
+10.56% |
回到中轨 |
| 26 |
2022-03-09 |
2022-05-19 |
27.045121103 |
18.47151 |
¥-31.1万 |
-31.72% |
回到中轨 |
| 27 |
2022-08-30 |
2022-10-17 |
19.224965759999996 |
18.53145 |
¥-2.4万 |
-3.64% |
回到中轨 |
| 28 |
2022-12-20 |
2022-12-27 |
22.198827651000002 |
23.076900000000002 |
¥2.5万 |
+3.92% |
回到中轨 |
| 29 |
2023-02-20 |
2023-03-02 |
23.280231975 |
25.944029999999998 |
¥7.6万 |
+11.41% |
回到中轨 |
| 30 |
2023-04-25 |
2023-06-02 |
22.048632605999998 |
20.42955 |
¥-5.5万 |
-7.37% |
回到中轨 |
| 31 |
2023-08-21 |
2023-09-05 |
17.12223513 |
17.982 |
¥3.5万 |
+4.99% |
回到中轨 |
| 32 |
2023-10-20 |
2023-10-31 |
15.970739784999997 |
16.41357 |
¥2.0万 |
+2.74% |
回到中轨 |
| 33 |
2023-12-06 |
2023-12-11 |
16.631597982999995 |
17.93205 |
¥5.8万 |
+7.79% |
回到中轨 |
| 34 |
2024-01-09 |
2024-02-23 |
15.780492727999997 |
12.177809999999997 |
¥-18.4万 |
-22.85% |
回到中轨 |
| 35 |
2024-03-28 |
2024-04-02 |
11.635109486 |
12.76722 |
¥6.0万 |
+9.70% |
回到中轨 |
| 36 |
2024-04-09 |
2024-04-26 |
11.374771407999997 |
11.42856 |
¥3,012 |
+0.44% |
回到中轨 |
| 37 |
2024-05-28 |
2024-07-23 |
11.134459335999999 |
9.600389999999999 |
¥-9.5万 |
-13.80% |
回到中轨 |
| 38 |
2024-08-13 |
2024-09-02 |
8.771390627999999 |
8.70129 |
¥-4,908 |
-0.83% |
回到中轨 |
| 39 |
2024-12-17 |
2024-12-23 |
11.935499575999996 |
12.64734 |
¥3.5万 |
+5.93% |
回到中轨 |
| 40 |
2025-01-02 |
2025-01-27 |
10.763978224999997 |
11.37861 |
¥3.5万 |
+5.68% |
回到中轨 |
| 41 |
2025-04-09 |
2025-05-06 |
12.866708854999999 |
14.64534 |
¥8.9万 |
+13.79% |
回到中轨 |
| 42 |
2025-12-04 |
2025-12-31 |
13.367359004999999 |
13.0869 |
¥-1.6万 |
-2.13% |
回到中轨 |
| 43 |
2026-03-04 |
2026-04-14 |
13.026916902999998 |
12.31767 |
¥-3.9万 |
-5.47% |
回到中轨 |
| 44 |
2026-05-18 |
2026-07-13 |
11.41482342 |
9.54045 |
¥-11.2万 |
-16.45% |
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 |
|---|
| 2015-05-04 |
跌破下轨 |
买入 |
40.3 |
24000.0 |
¥96.7万 |
|
| 2015-05-12 |
回到中轨 |
卖出 |
44.78517 |
24000.0 |
¥1.07M |
|
| 2015-06-29 |
跌破下轨 |
买入 |
46.38634 |
23800.0 |
¥1.10M |
|
| 2015-07-24 |
回到中轨 |
卖出 |
47.36259 |
23800.0 |
¥1.13M |
|
| 2015-08-04 |
跌破下轨 |
买入 |
35.5355 |
31500.0 |
¥1.12M |
|
| 2015-09-22 |
回到中轨 |
卖出 |
26.1738 |
31500.0 |
¥82.4万 |
|
| 2016-01-11 |
跌破下轨 |
买入 |
24.023999999999997 |
33700.0 |
¥81.0万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
20.32965 |
33700.0 |
¥68.5万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
19.47946 |
36100.0 |
¥70.3万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
19.04094 |
36100.0 |
¥68.7万 |
|
| 2016-09-12 |
跌破下轨 |
买入 |
22.8228 |
29500.0 |
¥67.3万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
23.4765 |
29500.0 |
¥69.2万 |
|
| 2016-12-13 |
跌破下轨 |
买入 |
21.94192 |
31900.0 |
¥70.0万 |
|
| 2017-02-14 |
回到中轨 |
卖出 |
19.240740000000002 |
31900.0 |
¥61.4万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
18.60859 |
33500.0 |
¥62.4万 |
|
| 2017-04-12 |
回到中轨 |
卖出 |
18.56142 |
33500.0 |
¥62.2万 |
|
| 2017-04-28 |
跌破下轨 |
买入 |
17.1171 |
36100.0 |
¥61.8万 |
|
| 2017-06-08 |
回到中轨 |
卖出 |
15.53445 |
36100.0 |
¥56.1万 |
|
| 2017-07-13 |
跌破下轨 |
买入 |
15.965949999999998 |
35300.0 |
¥56.4万 |
|
| 2017-07-21 |
回到中轨 |
卖出 |
16.66332 |
35300.0 |
¥58.8万 |
|
| 2018-01-10 |
跌破下轨 |
买入 |
20.470449999999996 |
28400.0 |
¥58.2万 |
|
| 2018-01-12 |
回到中轨 |
卖出 |
22.41756 |
28400.0 |
¥63.6万 |
|
| 2018-05-03 |
跌破下轨 |
买入 |
27.747719999999997 |
23000.0 |
¥63.8万 |
|
| 2018-07-02 |
回到中轨 |
卖出 |
24.4755 |
23000.0 |
¥56.3万 |
|
| 2018-09-17 |
跌破下轨 |
买入 |
25.075049999999994 |
22600.0 |
¥56.7万 |
|
| 2018-10-08 |
回到中轨 |
卖出 |
26.873099999999997 |
22600.0 |
¥60.7万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
22.50248 |
27000.0 |
¥60.8万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
25.55442 |
27000.0 |
¥69.0万 |
|
| 2018-12-20 |
跌破下轨 |
买入 |
22.022 |
31100.0 |
¥68.5万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
23.62635 |
31100.0 |
¥73.5万 |
|
| 2019-05-07 |
跌破下轨 |
买入 |
22.022 |
26000.0 |
¥57.3万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
23.33664 |
26000.0 |
¥60.7万 |
|
| 2019-09-27 |
跌破下轨 |
买入 |
31.781749999999995 |
24300.0 |
¥77.3万 |
|
| 2019-10-29 |
回到中轨 |
卖出 |
32.14782 |
24300.0 |
¥78.1万 |
|
| 2019-10-31 |
跌破下轨 |
买入 |
29.549519999999998 |
26400.0 |
¥78.0万 |
|
| 2019-11-18 |
回到中轨 |
卖出 |
30.0699 |
26400.0 |
¥79.4万 |
|
| 2020-05-20 |
跌破下轨 |
买入 |
38.57854 |
20400.0 |
¥78.7万 |
|
| 2020-06-16 |
回到中轨 |
卖出 |
37.022940000000006 |
20400.0 |
¥75.5万 |
|
| 2020-09-09 |
跌破下轨 |
买入 |
39.2 |
19200.0 |
¥75.3万 |
|
| 2020-09-30 |
回到中轨 |
卖出 |
39.1608 |
19200.0 |
¥75.2万 |
|
| 2020-12-25 |
跌破下轨 |
买入 |
40.03999999999999 |
18900.0 |
¥75.7万 |
|
| 2021-01-04 |
回到中轨 |
卖出 |
44.0 |
18900.0 |
¥83.1万 |
|
| 2021-03-05 |
跌破下轨 |
买入 |
33.032999999999994 |
24600.0 |
¥81.3万 |
|
| 2021-03-26 |
回到中轨 |
卖出 |
34.4655 |
24600.0 |
¥84.8万 |
|
| 2021-04-30 |
跌破下轨 |
买入 |
34.064029999999995 |
25600.0 |
¥87.2万 |
|
| 2021-05-18 |
回到中轨 |
卖出 |
33.966 |
25600.0 |
¥86.9万 |
|
| 2021-10-27 |
跌破下轨 |
买入 |
31.75 |
27200.0 |
¥86.4万 |
|
| 2021-11-10 |
回到中轨 |
卖出 |
32.547419999999995 |
27200.0 |
¥88.5万 |
|
| 2022-01-12 |
跌破下轨 |
买入 |
33.583549999999995 |
26400.0 |
¥88.7万 |
|
| 2022-01-17 |
回到中轨 |
卖出 |
37.152809999999995 |
26400.0 |
¥98.1万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
27.03701 |
36300.0 |
¥98.2万 |
|
| 2022-05-19 |
回到中轨 |
卖出 |
18.47151 |
36300.0 |
¥67.0万 |
|
| 2022-08-30 |
跌破下轨 |
买入 |
19.219199999999997 |
34700.0 |
¥66.7万 |
|
| 2022-10-17 |
回到中轨 |
卖出 |
18.53145 |
34700.0 |
¥64.3万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
22.19217 |
29200.0 |
¥64.8万 |
|
| 2022-12-27 |
回到中轨 |
卖出 |
23.076900000000002 |
29200.0 |
¥67.4万 |
|
| 2023-02-20 |
跌破下轨 |
买入 |
23.27325 |
28800.0 |
¥67.0万 |
|
| 2023-03-02 |
回到中轨 |
卖出 |
25.944029999999998 |
28800.0 |
¥74.7万 |
|
| 2023-04-25 |
跌破下轨 |
买入 |
22.042019999999997 |
33700.0 |
¥74.3万 |
|
| 2023-06-02 |
回到中轨 |
卖出 |
20.42955 |
33700.0 |
¥68.8万 |
|
| 2023-08-21 |
跌破下轨 |
买入 |
17.1171 |
40500.0 |
¥69.3万 |
|
| 2023-09-05 |
回到中轨 |
卖出 |
17.982 |
40500.0 |
¥72.8万 |
|
| 2023-10-20 |
跌破下轨 |
买入 |
15.965949999999998 |
45400.0 |
¥72.5万 |
|
| 2023-10-31 |
回到中轨 |
卖出 |
16.41357 |
45400.0 |
¥74.5万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
16.626609999999996 |
44800.0 |
¥74.5万 |
|
| 2023-12-11 |
回到中轨 |
卖出 |
17.93205 |
44800.0 |
¥80.3万 |
|
| 2024-01-09 |
跌破下轨 |
买入 |
15.775759999999998 |
51100.0 |
¥80.6万 |
|
| 2024-02-23 |
回到中轨 |
卖出 |
12.177809999999997 |
51100.0 |
¥62.2万 |
|
| 2024-03-28 |
跌破下轨 |
买入 |
11.631619999999998 |
53500.0 |
¥62.2万 |
|
| 2024-04-02 |
回到中轨 |
卖出 |
12.76722 |
53500.0 |
¥68.3万 |
|
| 2024-04-09 |
跌破下轨 |
买入 |
11.371359999999997 |
59800.0 |
¥68.0万 |
|
| 2024-04-26 |
回到中轨 |
卖出 |
11.42856 |
59800.0 |
¥68.3万 |
|
| 2024-05-28 |
跌破下轨 |
买入 |
11.131119999999997 |
61500.0 |
¥68.5万 |
|
| 2024-07-23 |
回到中轨 |
卖出 |
9.600389999999999 |
61500.0 |
¥59.0万 |
|
| 2024-08-13 |
跌破下轨 |
买入 |
8.768759999999999 |
67500.0 |
¥59.2万 |
|
| 2024-09-02 |
回到中轨 |
卖出 |
8.70129 |
67500.0 |
¥58.7万 |
|
| 2024-12-17 |
跌破下轨 |
买入 |
11.931919999999998 |
49100.0 |
¥58.6万 |
|
| 2024-12-23 |
回到中轨 |
卖出 |
12.64734 |
49100.0 |
¥62.1万 |
|
| 2025-01-02 |
跌破下轨 |
买入 |
10.760749999999998 |
57800.0 |
¥62.2万 |
|
| 2025-01-27 |
回到中轨 |
卖出 |
11.37861 |
57800.0 |
¥65.7万 |
|
| 2025-04-09 |
跌破下轨 |
买入 |
12.862849999999998 |
50000.0 |
¥64.3万 |
|
| 2025-05-06 |
回到中轨 |
卖出 |
14.64534 |
50000.0 |
¥73.2万 |
|
| 2025-12-04 |
跌破下轨 |
买入 |
13.363349999999999 |
55700.0 |
¥74.5万 |
|
| 2025-12-31 |
回到中轨 |
卖出 |
13.0869 |
55700.0 |
¥72.9万 |
|
| 2026-03-04 |
跌破下轨 |
买入 |
13.023009999999998 |
55300.0 |
¥72.0万 |
|
| 2026-04-14 |
回到中轨 |
卖出 |
12.31767 |
55300.0 |
¥68.1万 |
|
| 2026-05-18 |
跌破下轨 |
买入 |
11.411399999999999 |
59800.0 |
¥68.3万 |
|
| 2026-07-13 |
回到中轨 |
卖出 |
9.54045 |
59800.0 |
¥57.0万 |
|