600660 福耀玻璃 — 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: ¥98.5万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -1.54%）
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 39 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 |
2015-04-21 |
2015-05-14 |
15.490115641 |
16.243740000000003 |
¥4.8万 |
+4.83% |
回到中轨 |
| 2 |
2015-06-19 |
2015-07-13 |
15.700388703999998 |
14.985 |
¥-4.8万 |
-4.59% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-17 |
11.254615371999998 |
12.267719999999997 |
¥8.7万 |
+8.97% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-17 |
14.218464259999998 |
13.6 |
¥-4.7万 |
-4.38% |
回到中轨 |
| 5 |
2016-04-22 |
2016-05-26 |
14.418724319999999 |
14.23575 |
¥-1.3万 |
-1.30% |
回到中轨 |
| 6 |
2018-01-26 |
2018-02-26 |
27.715992303999997 |
26.973 |
¥-2.8万 |
-2.71% |
回到中轨 |
| 7 |
2018-03-28 |
2018-05-04 |
24.987494 |
23.62635 |
¥-5.4万 |
-5.48% |
回到中轨 |
| 8 |
2018-06-08 |
2018-06-13 |
24.271519271999995 |
25.26471 |
¥3.8万 |
+4.06% |
回到中轨 |
| 9 |
2018-08-03 |
2018-08-23 |
24.712091404 |
24.575400000000002 |
¥-5,734 |
-0.58% |
回到中轨 |
| 10 |
2018-10-29 |
2018-11-14 |
21.80654 |
22.72725 |
¥4.0万 |
+4.19% |
回到中轨 |
| 11 |
2019-03-11 |
2019-03-20 |
23.901038161 |
24.6753 |
¥3.3万 |
+3.21% |
回到中轨 |
| 12 |
2019-05-07 |
2019-06-21 |
23.680752094999995 |
21.89 |
¥-7.9万 |
-7.59% |
回到中轨 |
| 13 |
2019-08-06 |
2019-08-23 |
21.166348 |
21.778200000000002 |
¥2.7万 |
+2.86% |
回到中轨 |
| 14 |
2020-03-16 |
2020-04-20 |
21.828346540000002 |
19.25073 |
¥-11.8万 |
-11.84% |
回到中轨 |
| 15 |
2020-10-20 |
2020-10-27 |
29.798696928 |
32.4675 |
¥7.8万 |
+8.92% |
回到中轨 |
| 16 |
2021-02-23 |
2021-03-31 |
51.06631529999999 |
47.4525 |
¥-6.6万 |
-7.10% |
回到中轨 |
| 17 |
2021-07-27 |
2021-08-04 |
48.16254443 |
51.8 |
¥6.7万 |
+7.52% |
回到中轨 |
| 18 |
2021-09-14 |
2021-10-12 |
45.13861752399999 |
45.81414 |
¥1.4万 |
+1.47% |
回到中轨 |
| 19 |
2021-11-10 |
2021-12-10 |
46.940958064 |
46.62333 |
¥-6,798 |
-0.71% |
回到中轨 |
| 20 |
2022-02-15 |
2022-04-18 |
46.119891818 |
35.8641 |
¥-21.5万 |
-22.26% |
回到中轨 |
| 21 |
2022-08-03 |
2022-08-23 |
40.10207701499999 |
39.48048 |
¥-1.2万 |
-1.58% |
回到中轨 |
| 22 |
2022-10-31 |
2022-11-02 |
33.33328698699999 |
35.704260000000005 |
¥5.2万 |
+7.08% |
回到中轨 |
| 23 |
2023-03-08 |
2023-04-04 |
36.237057856999996 |
34.83513 |
¥-3.1万 |
-3.90% |
回到中轨 |
| 24 |
2023-04-12 |
2023-04-19 |
33.81014 |
34.24572 |
¥9,569 |
+1.26% |
回到中轨 |
| 25 |
2023-09-28 |
2023-10-10 |
37.508709238 |
38.19177 |
¥1.4万 |
+1.79% |
回到中轨 |
| 26 |
2023-10-24 |
2023-10-30 |
36.52743494399999 |
38.4615 |
¥4.1万 |
+5.26% |
回到中轨 |
| 27 |
2024-08-01 |
2024-08-16 |
44.933476 |
45.73422 |
¥1.4万 |
+1.75% |
回到中轨 |
| 28 |
2024-11-25 |
2024-12-04 |
56.082829802999996 |
56.82312 |
¥1.1万 |
+1.29% |
回到中轨 |
| 29 |
2025-02-12 |
2025-03-12 |
57.27437716 |
56.913030000000006 |
¥-5,601 |
-0.66% |
回到中轨 |
| 30 |
2025-04-09 |
2025-04-23 |
52.588291756 |
56.12382 |
¥5.5万 |
+6.69% |
回到中轨 |
| 31 |
2025-07-29 |
2025-08-19 |
55.676698 |
56.8431 |
¥1.9万 |
+2.06% |
回到中轨 |
| 32 |
2025-10-16 |
2025-11-07 |
66.916899049 |
67.79214 |
¥1.2万 |
+1.28% |
回到中轨 |
| 33 |
2025-11-21 |
2025-12-01 |
64.623921362 |
65.44449 |
¥1.1万 |
+1.24% |
回到中轨 |
| 34 |
2025-12-10 |
2025-12-25 |
62.20077463599999 |
62.99694 |
¥1.2万 |
+1.25% |
回到中轨 |
| 35 |
2026-01-15 |
2026-02-05 |
60.58868115299999 |
62.607330000000005 |
¥3.1万 |
+3.30% |
回到中轨 |
| 36 |
2026-03-20 |
2026-04-02 |
56.54342794099999 |
57.55239 |
¥1.7万 |
+1.75% |
回到中轨 |
| 37 |
2026-05-14 |
2026-06-30 |
57.234325147999996 |
51.52842 |
¥-10.0万 |
-10.00% |
回到中轨 |
| 38 |
2026-09-09 |
2026-10-13 |
54.37060628999999 |
54.4455 |
¥972 |
+0.11% |
回到中轨 |
| 39 |
2026-10-22 |
2026-11-04 |
50.645769173999994 |
55.19475 |
¥7.9万 |
+8.95% |
回到中轨 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-21 |
跌破下轨 |
买入 |
15.48547 |
64400.0 |
¥99.8万 |
|
| 2015-05-14 |
回到中轨 |
卖出 |
16.243740000000003 |
64400.0 |
¥1.05M |
|
| 2015-06-19 |
跌破下轨 |
买入 |
15.695679999999998 |
66100.0 |
¥1.04M |
|
| 2015-07-13 |
回到中轨 |
卖出 |
14.985 |
66100.0 |
¥99.0万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
11.25124 |
86500.0 |
¥97.4万 |
|
| 2015-09-17 |
回到中轨 |
卖出 |
12.267719999999997 |
86500.0 |
¥1.06M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
14.214199999999998 |
75200.0 |
¥1.07M |
|
| 2016-02-17 |
回到中轨 |
卖出 |
13.6 |
75200.0 |
¥1.02M |
|
| 2016-04-22 |
跌破下轨 |
买入 |
14.414399999999999 |
72000.0 |
¥1.04M |
|
| 2016-05-26 |
回到中轨 |
卖出 |
14.23575 |
72000.0 |
¥1.02M |
|
| 2018-01-26 |
跌破下轨 |
买入 |
27.707679999999996 |
36900.0 |
¥1.02M |
|
| 2018-02-26 |
回到中轨 |
卖出 |
26.973 |
36900.0 |
¥99.5万 |
|
| 2018-03-28 |
跌破下轨 |
买入 |
24.98 |
39500.0 |
¥98.7万 |
|
| 2018-05-04 |
回到中轨 |
卖出 |
23.62635 |
39500.0 |
¥93.3万 |
|
| 2018-06-08 |
跌破下轨 |
买入 |
24.264239999999997 |
38800.0 |
¥94.2万 |
|
| 2018-06-13 |
回到中轨 |
卖出 |
25.26471 |
38800.0 |
¥98.0万 |
|
| 2018-08-03 |
跌破下轨 |
买入 |
24.704679999999996 |
39800.0 |
¥98.4万 |
|
| 2018-08-23 |
回到中轨 |
卖出 |
24.575400000000002 |
39800.0 |
¥97.8万 |
|
| 2018-10-29 |
跌破下轨 |
买入 |
21.8 |
44300.0 |
¥96.6万 |
|
| 2018-11-14 |
回到中轨 |
卖出 |
22.72725 |
44300.0 |
¥1.01M |
|
| 2019-03-11 |
跌破下轨 |
买入 |
23.89387 |
42500.0 |
¥1.02M |
|
| 2019-03-20 |
回到中轨 |
卖出 |
24.6753 |
42500.0 |
¥1.05M |
|
| 2019-05-07 |
跌破下轨 |
买入 |
23.673649999999995 |
43900.0 |
¥1.04M |
|
| 2019-06-21 |
回到中轨 |
卖出 |
21.89 |
43900.0 |
¥96.1万 |
|
| 2019-08-06 |
跌破下轨 |
买入 |
21.16 |
45100.0 |
¥95.5万 |
|
| 2019-08-23 |
回到中轨 |
卖出 |
21.778200000000002 |
45100.0 |
¥98.2万 |
|
| 2020-03-16 |
跌破下轨 |
买入 |
21.8218 |
45700.0 |
¥99.8万 |
|
| 2020-04-20 |
回到中轨 |
卖出 |
19.25073 |
45700.0 |
¥87.9万 |
|
| 2020-10-20 |
跌破下轨 |
买入 |
29.789759999999998 |
29500.0 |
¥87.9万 |
|
| 2020-10-27 |
回到中轨 |
卖出 |
32.4675 |
29500.0 |
¥95.8万 |
|
| 2021-02-23 |
跌破下轨 |
买入 |
51.050999999999995 |
18300.0 |
¥93.5万 |
|
| 2021-03-31 |
回到中轨 |
卖出 |
47.4525 |
18300.0 |
¥86.8万 |
|
| 2021-07-27 |
跌破下轨 |
买入 |
48.1481 |
18500.0 |
¥89.1万 |
|
| 2021-08-04 |
回到中轨 |
卖出 |
51.8 |
18500.0 |
¥95.8万 |
|
| 2021-09-14 |
跌破下轨 |
买入 |
45.12507999999999 |
21200.0 |
¥95.7万 |
|
| 2021-10-12 |
回到中轨 |
卖出 |
45.81414 |
21200.0 |
¥97.1万 |
|
| 2021-11-10 |
跌破下轨 |
买入 |
46.92688 |
20500.0 |
¥96.2万 |
|
| 2021-12-10 |
回到中轨 |
卖出 |
46.62333 |
20500.0 |
¥95.5万 |
|
| 2022-02-15 |
跌破下轨 |
买入 |
46.10606 |
20900.0 |
¥96.4万 |
|
| 2022-04-18 |
回到中轨 |
卖出 |
35.8641 |
20900.0 |
¥74.9万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
40.09004999999999 |
18700.0 |
¥75.0万 |
|
| 2022-08-23 |
回到中轨 |
卖出 |
39.48048 |
18700.0 |
¥73.8万 |
|
| 2022-10-31 |
跌破下轨 |
买入 |
33.32328999999999 |
22100.0 |
¥73.7万 |
|
| 2022-11-02 |
回到中轨 |
卖出 |
35.704260000000005 |
22100.0 |
¥78.9万 |
|
| 2023-03-08 |
跌破下轨 |
买入 |
36.226189999999995 |
21800.0 |
¥79.0万 |
|
| 2023-04-04 |
回到中轨 |
卖出 |
34.83513 |
21800.0 |
¥75.9万 |
|
| 2023-04-12 |
跌破下轨 |
买入 |
33.8 |
22500.0 |
¥76.1万 |
|
| 2023-04-19 |
回到中轨 |
卖出 |
34.24572 |
22500.0 |
¥77.0万 |
|
| 2023-09-28 |
跌破下轨 |
买入 |
37.49746 |
20500.0 |
¥76.9万 |
|
| 2023-10-10 |
回到中轨 |
卖出 |
38.19177 |
20500.0 |
¥78.3万 |
|
| 2023-10-24 |
跌破下轨 |
买入 |
36.516479999999994 |
21400.0 |
¥78.2万 |
|
| 2023-10-30 |
回到中轨 |
卖出 |
38.4615 |
21400.0 |
¥82.3万 |
|
| 2024-08-01 |
跌破下轨 |
买入 |
44.92 |
18300.0 |
¥82.2万 |
|
| 2024-08-16 |
回到中轨 |
卖出 |
45.73422 |
18300.0 |
¥83.7万 |
|
| 2024-11-25 |
跌破下轨 |
买入 |
56.06600999999999 |
14900.0 |
¥83.6万 |
|
| 2024-12-04 |
回到中轨 |
卖出 |
56.82312 |
14900.0 |
¥84.6万 |
|
| 2025-02-12 |
跌破下轨 |
买入 |
57.2572 |
14800.0 |
¥84.8万 |
|
| 2025-03-12 |
回到中轨 |
卖出 |
56.913030000000006 |
14800.0 |
¥84.2万 |
|
| 2025-04-09 |
跌破下轨 |
买入 |
52.572520000000004 |
15700.0 |
¥82.6万 |
|
| 2025-04-23 |
回到中轨 |
卖出 |
56.12382 |
15700.0 |
¥88.1万 |
|
| 2025-07-29 |
跌破下轨 |
买入 |
55.66 |
16100.0 |
¥89.6万 |
|
| 2025-08-19 |
回到中轨 |
卖出 |
56.8431 |
16100.0 |
¥91.5万 |
|
| 2025-10-16 |
跌破下轨 |
买入 |
66.89683 |
13700.0 |
¥91.7万 |
|
| 2025-11-07 |
回到中轨 |
卖出 |
67.79214 |
13700.0 |
¥92.8万 |
|
| 2025-11-21 |
跌破下轨 |
买入 |
64.60454 |
14300.0 |
¥92.4万 |
|
| 2025-12-01 |
回到中轨 |
卖出 |
65.44449 |
14300.0 |
¥93.6万 |
|
| 2025-12-10 |
跌破下轨 |
买入 |
62.18211999999999 |
15100.0 |
¥93.9万 |
|
| 2025-12-25 |
回到中轨 |
卖出 |
62.99694 |
15100.0 |
¥95.1万 |
|
| 2026-01-15 |
跌破下轨 |
买入 |
60.57050999999999 |
15700.0 |
¥95.1万 |
|
| 2026-02-05 |
回到中轨 |
卖出 |
62.607330000000005 |
15700.0 |
¥98.3万 |
|
| 2026-03-20 |
跌破下轨 |
买入 |
56.52646999999999 |
17400.0 |
¥98.4万 |
|
| 2026-04-02 |
回到中轨 |
卖出 |
57.55239 |
17400.0 |
¥1.00M |
|
| 2026-05-14 |
跌破下轨 |
买入 |
57.21715999999999 |
17500.0 |
¥1.00M |
|
| 2026-06-30 |
回到中轨 |
卖出 |
51.52842 |
17500.0 |
¥90.1万 |
|
| 2026-09-09 |
跌破下轨 |
买入 |
54.35429999999999 |
16600.0 |
¥90.3万 |
|
| 2026-10-13 |
回到中轨 |
卖出 |
54.4455 |
16600.0 |
¥90.4万 |
|
| 2026-10-22 |
跌破下轨 |
买入 |
50.630579999999995 |
17500.0 |
¥88.6万 |
|
| 2026-11-04 |
回到中轨 |
卖出 |
55.19475 |
17500.0 |
¥96.6万 |
|