600674 川投能源 — 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: ¥1.15M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +15.19%）
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 42 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 |
2015-02-09 |
2015-02-26 |
19.244991765999995 |
20.269709999999996 |
¥5.3万 |
+5.29% |
回到中轨 |
| 2 |
2015-06-30 |
2015-07-23 |
11.715213509999998 |
12.24774 |
¥4.7万 |
+4.51% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-17 |
9.422235823 |
10.82916 |
¥15.4万 |
+14.90% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-19 |
10.113133029999998 |
8.01198 |
¥-25.9万 |
-20.80% |
回到中轨 |
| 5 |
2016-05-10 |
2016-05-12 |
8.140571439 |
8.35164 |
¥2.5万 |
+2.56% |
回到中轨 |
| 6 |
2016-09-14 |
2016-10-11 |
8.701299607 |
8.76123 |
¥6,670 |
+0.66% |
回到中轨 |
| 7 |
2016-12-19 |
2017-01-09 |
8.661247594999999 |
8.74125 |
¥9,146 |
+0.89% |
回到中轨 |
| 8 |
2017-09-04 |
2017-09-12 |
9.552404862 |
9.73026 |
¥1.9万 |
+1.83% |
回到中轨 |
| 9 |
2018-02-08 |
2018-03-06 |
9.282053780999998 |
9.300690000000003 |
¥1,794 |
+0.17% |
回到中轨 |
| 10 |
2018-03-26 |
2018-04-12 |
8.801429636999998 |
9.130859999999998 |
¥3.9万 |
+3.71% |
回到中轨 |
| 11 |
2018-06-20 |
2018-07-20 |
9.071780718000001 |
8.551440000000001 |
¥-6.3万 |
-5.76% |
回到中轨 |
| 12 |
2018-08-16 |
2018-09-25 |
8.350844502 |
8.15 |
¥-2.5万 |
-2.43% |
回到中轨 |
| 13 |
2019-04-26 |
2019-05-27 |
8.891546664 |
8.74125 |
¥-1.7万 |
-1.72% |
回到中轨 |
| 14 |
2019-07-23 |
2019-07-29 |
8.801429636999998 |
9.21078 |
¥4.6万 |
+4.62% |
回到中轨 |
| 15 |
2019-10-25 |
2019-11-07 |
9.622495882999997 |
9.99999 |
¥4.0万 |
+3.89% |
回到中轨 |
| 16 |
2019-11-14 |
2019-11-27 |
9.382183810999999 |
9.630360000000001 |
¥2.8万 |
+2.61% |
回到中轨 |
| 17 |
2020-01-14 |
2020-02-18 |
9.392196814 |
9.02097 |
¥-4.4万 |
-3.98% |
回到中轨 |
| 18 |
2020-03-17 |
2020-03-26 |
8.801429637 |
9.12087 |
¥3.8万 |
+3.60% |
回到中轨 |
| 19 |
2020-04-24 |
2020-05-06 |
8.541091558999998 |
8.91108 |
¥4.7万 |
+4.30% |
回到中轨 |
| 20 |
2020-09-25 |
2020-10-29 |
9.852794951999998 |
9.90009 |
¥5,137 |
+0.45% |
回到中轨 |
| 21 |
2020-12-08 |
2020-12-28 |
10.163198045 |
10.29969 |
¥1.5万 |
+1.31% |
回到中轨 |
| 22 |
2021-04-27 |
2021-05-13 |
11.424836422999997 |
11.74824 |
¥3.3万 |
+2.80% |
回到中轨 |
| 23 |
2021-07-26 |
2021-08-13 |
11.204550356999999 |
11.29869 |
¥9,665 |
+0.81% |
回到中轨 |
| 24 |
2021-11-11 |
2021-12-02 |
11.464888434999995 |
11.79819 |
¥3.4万 |
+2.88% |
回到中轨 |
| 25 |
2022-01-14 |
2022-02-09 |
11.454875431999998 |
11.70828 |
¥2.7万 |
+2.18% |
回到中轨 |
| 26 |
2022-03-15 |
2022-04-07 |
11.324706392999998 |
11.22876 |
¥-1.1万 |
-0.88% |
回到中轨 |
| 27 |
2022-09-19 |
2022-11-16 |
12.51625375 |
11.35863 |
¥-11.7万 |
-9.28% |
回到中轨 |
| 28 |
2022-12-20 |
2022-12-28 |
11.374771407999997 |
11.73825 |
¥3.6万 |
+3.16% |
回到中轨 |
| 29 |
2023-10-23 |
2023-11-03 |
14.528867352999997 |
14.80518 |
¥2.2万 |
+1.87% |
回到中轨 |
| 30 |
2024-01-23 |
2024-01-26 |
14.158386241999997 |
14.91507 |
¥6.4万 |
+5.31% |
回到中轨 |
| 31 |
2024-07-31 |
2024-09-11 |
18.844471646 |
18.05193 |
¥-5.3万 |
-4.23% |
回到中轨 |
| 32 |
2024-11-29 |
2024-12-03 |
16.451363929000003 |
17.022959999999998 |
¥4.1万 |
+3.44% |
回到中轨 |
| 33 |
2025-01-03 |
2025-02-21 |
16.741741016 |
15.724260000000001 |
¥-7.6万 |
-6.11% |
回到中轨 |
| 34 |
2025-02-25 |
2025-03-14 |
15.149673539 |
15.19479 |
¥3,135 |
+0.27% |
回到中轨 |
| 35 |
2025-06-04 |
2025-07-02 |
16.601558973999996 |
16.363619999999997 |
¥-1.7万 |
-1.46% |
回到中轨 |
| 36 |
2025-07-28 |
2025-08-26 |
15.830557743 |
15.584400000000002 |
¥-1.8万 |
-1.58% |
回到中轨 |
| 37 |
2025-08-28 |
2025-10-10 |
15.299868583999999 |
14.45553 |
¥-6.3万 |
-5.55% |
回到中轨 |
| 38 |
2025-11-17 |
2025-11-28 |
14.679062398000001 |
14.71527 |
¥2,334 |
+0.22% |
回到中轨 |
| 39 |
2025-12-30 |
2026-01-20 |
13.994197 |
14.10588 |
¥8,274 |
+0.77% |
回到中轨 |
| 40 |
2026-01-29 |
2026-02-06 |
13.697788104 |
14.065920000000002 |
¥2.9万 |
+2.66% |
回到中轨 |
| 41 |
2026-04-01 |
2026-04-21 |
14.939400475999996 |
15.07491 |
¥9,798 |
+0.88% |
回到中轨 |
| 42 |
2026-06-22 |
2026-07-10 |
14.328607293 |
14.63535 |
¥2.4万 |
+2.11% |
回到中轨 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-09 |
跌破下轨 |
买入 |
19.239219999999996 |
51800.0 |
¥99.7万 |
|
| 2015-02-26 |
回到中轨 |
卖出 |
20.269709999999996 |
51800.0 |
¥1.05M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
11.711699999999999 |
88200.0 |
¥1.03M |
|
| 2015-07-23 |
回到中轨 |
卖出 |
12.24774 |
88200.0 |
¥1.08M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
9.41941 |
109600.0 |
¥1.03M |
|
| 2015-09-17 |
回到中轨 |
卖出 |
10.82916 |
109600.0 |
¥1.19M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
10.1101 |
123000.0 |
¥1.24M |
|
| 2016-02-19 |
回到中轨 |
卖出 |
8.01198 |
123000.0 |
¥98.5万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
8.13813 |
121900.0 |
¥99.2万 |
|
| 2016-05-12 |
回到中轨 |
卖出 |
8.35164 |
121900.0 |
¥1.02M |
|
| 2016-09-14 |
跌破下轨 |
买入 |
8.69869 |
116400.0 |
¥1.01M |
|
| 2016-10-11 |
回到中轨 |
卖出 |
8.76123 |
116400.0 |
¥1.02M |
|
| 2016-12-19 |
跌破下轨 |
买入 |
8.65865 |
118200.0 |
¥1.02M |
|
| 2017-01-09 |
回到中轨 |
卖出 |
8.74125 |
118200.0 |
¥1.03M |
|
| 2017-09-04 |
跌破下轨 |
买入 |
9.549539999999999 |
108200.0 |
¥1.03M |
|
| 2017-09-12 |
回到中轨 |
卖出 |
9.73026 |
108200.0 |
¥1.05M |
|
| 2018-02-08 |
跌破下轨 |
买入 |
9.279269999999999 |
113200.0 |
¥1.05M |
|
| 2018-03-06 |
回到中轨 |
卖出 |
9.300690000000003 |
113200.0 |
¥1.05M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
8.798789999999999 |
118500.0 |
¥1.04M |
|
| 2018-04-12 |
回到中轨 |
卖出 |
9.130859999999998 |
118500.0 |
¥1.08M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
9.06906 |
120700.0 |
¥1.09M |
|
| 2018-07-20 |
回到中轨 |
卖出 |
8.551440000000001 |
120700.0 |
¥1.03M |
|
| 2018-08-16 |
跌破下轨 |
买入 |
8.348339999999999 |
122400.0 |
¥1.02M |
|
| 2018-09-25 |
回到中轨 |
卖出 |
8.15 |
122400.0 |
¥99.7万 |
|
| 2019-04-26 |
跌破下轨 |
买入 |
8.88888 |
112700.0 |
¥1.00M |
|
| 2019-05-27 |
回到中轨 |
卖出 |
8.74125 |
112700.0 |
¥98.5万 |
|
| 2019-07-23 |
跌破下轨 |
买入 |
8.798789999999999 |
112200.0 |
¥98.8万 |
|
| 2019-07-29 |
回到中轨 |
卖出 |
9.21078 |
112200.0 |
¥1.03M |
|
| 2019-10-25 |
跌破下轨 |
买入 |
9.619609999999998 |
106800.0 |
¥1.03M |
|
| 2019-11-07 |
回到中轨 |
卖出 |
9.99999 |
106800.0 |
¥1.07M |
|
| 2019-11-14 |
跌破下轨 |
买入 |
9.379369999999998 |
114400.0 |
¥1.07M |
|
| 2019-11-27 |
回到中轨 |
卖出 |
9.630360000000001 |
114400.0 |
¥1.10M |
|
| 2020-01-14 |
跌破下轨 |
买入 |
9.38938 |
117000.0 |
¥1.10M |
|
| 2020-02-18 |
回到中轨 |
卖出 |
9.02097 |
117000.0 |
¥1.06M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
8.798789999999999 |
119200.0 |
¥1.05M |
|
| 2020-03-26 |
回到中轨 |
卖出 |
9.12087 |
119200.0 |
¥1.09M |
|
| 2020-04-24 |
跌破下轨 |
买入 |
8.538529999999998 |
128500.0 |
¥1.10M |
|
| 2020-05-06 |
回到中轨 |
卖出 |
8.91108 |
128500.0 |
¥1.14M |
|
| 2020-09-25 |
跌破下轨 |
买入 |
9.849839999999999 |
115900.0 |
¥1.14M |
|
| 2020-10-29 |
回到中轨 |
卖出 |
9.90009 |
115900.0 |
¥1.15M |
|
| 2020-12-08 |
跌破下轨 |
买入 |
10.16015 |
112900.0 |
¥1.15M |
|
| 2020-12-28 |
回到中轨 |
卖出 |
10.29969 |
112900.0 |
¥1.16M |
|
| 2021-04-27 |
跌破下轨 |
买入 |
11.421409999999996 |
101800.0 |
¥1.16M |
|
| 2021-05-13 |
回到中轨 |
卖出 |
11.74824 |
101800.0 |
¥1.20M |
|
| 2021-07-26 |
跌破下轨 |
买入 |
11.201189999999999 |
106500.0 |
¥1.19M |
|
| 2021-08-13 |
回到中轨 |
卖出 |
11.29869 |
106500.0 |
¥1.20M |
|
| 2021-11-11 |
跌破下轨 |
买入 |
11.461449999999996 |
104300.0 |
¥1.20M |
|
| 2021-12-02 |
回到中轨 |
卖出 |
11.79819 |
104300.0 |
¥1.23M |
|
| 2022-01-14 |
跌破下轨 |
买入 |
11.45144 |
107600.0 |
¥1.23M |
|
| 2022-02-09 |
回到中轨 |
卖出 |
11.70828 |
107600.0 |
¥1.26M |
|
| 2022-03-15 |
跌破下轨 |
买入 |
11.321309999999999 |
111000.0 |
¥1.26M |
|
| 2022-04-07 |
回到中轨 |
卖出 |
11.22876 |
111000.0 |
¥1.25M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
12.5125 |
100400.0 |
¥1.26M |
|
| 2022-11-16 |
回到中轨 |
卖出 |
11.35863 |
100400.0 |
¥1.14M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
11.371359999999997 |
99700.0 |
¥1.13M |
|
| 2022-12-28 |
回到中轨 |
卖出 |
11.73825 |
99700.0 |
¥1.17M |
|
| 2023-10-23 |
跌破下轨 |
买入 |
14.524509999999998 |
80800.0 |
¥1.17M |
|
| 2023-11-03 |
回到中轨 |
卖出 |
14.80518 |
80800.0 |
¥1.20M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
14.154139999999998 |
84500.0 |
¥1.20M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
14.91507 |
84500.0 |
¥1.26M |
|
| 2024-07-31 |
跌破下轨 |
买入 |
18.83882 |
66500.0 |
¥1.25M |
|
| 2024-09-11 |
回到中轨 |
卖出 |
18.05193 |
66500.0 |
¥1.20M |
|
| 2024-11-29 |
跌破下轨 |
买入 |
16.44643 |
73200.0 |
¥1.20M |
|
| 2024-12-03 |
回到中轨 |
卖出 |
17.022959999999998 |
73200.0 |
¥1.25M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
16.73672 |
74700.0 |
¥1.25M |
|
| 2025-02-21 |
回到中轨 |
卖出 |
15.724260000000001 |
74700.0 |
¥1.17M |
|
| 2025-02-25 |
跌破下轨 |
买入 |
15.145129999999998 |
77300.0 |
¥1.17M |
|
| 2025-03-14 |
回到中轨 |
卖出 |
15.19479 |
77300.0 |
¥1.17M |
|
| 2025-06-04 |
跌破下轨 |
买入 |
16.596579999999996 |
70500.0 |
¥1.17M |
|
| 2025-07-02 |
回到中轨 |
卖出 |
16.363619999999997 |
70500.0 |
¥1.15M |
|
| 2025-07-28 |
跌破下轨 |
买入 |
15.825809999999999 |
73100.0 |
¥1.16M |
|
| 2025-08-26 |
回到中轨 |
卖出 |
15.584400000000002 |
73100.0 |
¥1.14M |
|
| 2025-08-28 |
跌破下轨 |
买入 |
15.29528 |
74400.0 |
¥1.14M |
|
| 2025-10-10 |
回到中轨 |
卖出 |
14.45553 |
74400.0 |
¥1.08M |
|
| 2025-11-17 |
跌破下轨 |
买入 |
14.67466 |
73400.0 |
¥1.08M |
|
| 2025-11-28 |
回到中轨 |
卖出 |
14.71527 |
73400.0 |
¥1.08M |
|
| 2025-12-30 |
跌破下轨 |
买入 |
13.99 |
77000.0 |
¥1.08M |
|
| 2026-01-20 |
回到中轨 |
卖出 |
14.10588 |
77000.0 |
¥1.09M |
|
| 2026-01-29 |
跌破下轨 |
买入 |
13.69368 |
79100.0 |
¥1.08M |
|
| 2026-02-06 |
回到中轨 |
卖出 |
14.065920000000002 |
79100.0 |
¥1.11M |
|
| 2026-04-01 |
跌破下轨 |
买入 |
14.934919999999998 |
74800.0 |
¥1.12M |
|
| 2026-04-21 |
回到中轨 |
卖出 |
15.07491 |
74800.0 |
¥1.13M |
|
| 2026-06-22 |
跌破下轨 |
买入 |
14.324309999999999 |
78500.0 |
¥1.12M |
|
| 2026-07-10 |
回到中轨 |
卖出 |
14.63535 |
78500.0 |
¥1.15M |
|