600690 青岛海尔 — 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: ¥1.25M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +25.36%）
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 |
2015-07-17 |
2015-08-14 |
13.948113178999998 |
12.287700000000001 |
¥-11.9万 |
-11.93% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-17 |
10.063068015 |
10.16982 |
¥8,566 |
+1.03% |
回到中轨 |
| 3 |
2015-09-29 |
2015-10-13 |
9.221975763000001 |
9.690299999999999 |
¥4.4万 |
+5.05% |
回到中轨 |
| 4 |
2016-02-02 |
2016-03-03 |
8.190636453999998 |
8.4915 |
¥3.1万 |
+3.64% |
回到中轨 |
| 5 |
2016-04-21 |
2016-05-03 |
8.090506423999999 |
8.33166 |
¥2.8万 |
+2.95% |
回到中轨 |
| 6 |
2016-11-01 |
2016-11-24 |
9.992976994 |
10.1898 |
¥1.9万 |
+1.94% |
回到中轨 |
| 7 |
2017-08-03 |
2017-08-28 |
13.697788103999997 |
14.185799999999999 |
¥3.6万 |
+3.53% |
回到中轨 |
| 8 |
2018-02-08 |
2018-02-27 |
19.0247057 |
20.4795 |
¥7.9万 |
+7.61% |
回到中轨 |
| 9 |
2018-03-23 |
2018-04-25 |
18.123535429999997 |
17.63235 |
¥-2.9万 |
-2.74% |
回到中轨 |
| 10 |
2018-06-28 |
2018-09-14 |
18.423925519999994 |
15.114870000000002 |
¥-19.1万 |
-17.99% |
回到中轨 |
| 11 |
2018-10-16 |
2018-11-08 |
13.31729399 |
13.4865 |
¥1.1万 |
+1.24% |
回到中轨 |
| 12 |
2019-04-29 |
2019-05-29 |
16.721715009999997 |
16.0839 |
¥-3.5万 |
-3.84% |
回到中轨 |
| 13 |
2019-08-05 |
2019-08-28 |
16.094827 |
15.90408 |
¥-1.1万 |
-1.21% |
回到中轨 |
| 14 |
2019-09-25 |
2019-10-11 |
15.42002462 |
15.724260000000001 |
¥1.7万 |
+1.94% |
回到中轨 |
| 15 |
2020-02-03 |
2020-02-21 |
16.731728013 |
18.85113 |
¥10.1万 |
+12.63% |
回到中轨 |
| 16 |
2020-03-13 |
2020-04-13 |
15.820544739999999 |
15.0849 |
¥-4.4万 |
-4.68% |
回到中轨 |
| 17 |
2020-07-27 |
2020-08-03 |
16.571519964999997 |
18.8811 |
¥13.1万 |
+13.90% |
回到中轨 |
| 18 |
2021-02-23 |
2021-03-18 |
29.328085786999992 |
30.249719999999996 |
¥3.3万 |
+3.11% |
回到中轨 |
| 19 |
2021-05-10 |
2021-05-27 |
31.10933 |
31.58838 |
¥1.7万 |
+1.51% |
回到中轨 |
| 20 |
2021-06-15 |
2021-07-14 |
27.748322 |
27.602369999999997 |
¥-6,216 |
-0.56% |
回到中轨 |
| 21 |
2022-01-17 |
2022-01-21 |
28.286733474999995 |
29.79018 |
¥5.9万 |
+5.28% |
回到中轨 |
| 22 |
2022-02-15 |
2022-03-31 |
25.933677769999996 |
22.986990000000002 |
¥-13.4万 |
-11.39% |
回到中轨 |
| 23 |
2022-06-09 |
2022-06-20 |
24.151363235999998 |
24.98 |
¥3.5万 |
+3.40% |
回到中轨 |
| 24 |
2022-07-18 |
2022-08-18 |
24.682052394999992 |
24.26571 |
¥-1.8万 |
-1.72% |
回到中轨 |
| 25 |
2022-10-20 |
2022-11-14 |
23.280231975 |
24.305669999999996 |
¥4.6万 |
+4.37% |
回到中轨 |
| 26 |
2023-03-07 |
2023-03-31 |
25.252793565999994 |
23.7762 |
¥-6.5万 |
-5.88% |
回到中轨 |
| 27 |
2023-04-06 |
2023-04-18 |
21.908450563999995 |
23.24673 |
¥6.3万 |
+6.08% |
回到中轨 |
| 28 |
2023-08-22 |
2023-09-01 |
22.74954281599999 |
23.67 |
¥4.4万 |
+4.01% |
回到中轨 |
| 29 |
2023-10-17 |
2023-11-16 |
22.879711855000004 |
22.377599999999997 |
¥-2.6万 |
-2.22% |
回到中轨 |
| 30 |
2023-12-04 |
2023-12-28 |
21.42782642 |
20.699279999999998 |
¥-3.8万 |
-3.43% |
回到中轨 |
| 31 |
2024-06-24 |
2024-07-29 |
29.197916748 |
27.572400000000002 |
¥-6.0万 |
-5.60% |
回到中轨 |
| 32 |
2024-08-20 |
2024-09-02 |
23.987194 |
24.625349999999997 |
¥2.7万 |
+2.63% |
回到中轨 |
| 33 |
2024-11-01 |
2024-12-04 |
29.298046777999996 |
28.80117 |
¥-1.8万 |
-1.73% |
回到中轨 |
| 34 |
2025-01-14 |
2025-02-28 |
27.085173115 |
26.50347 |
¥-2.2万 |
-2.18% |
回到中轨 |
| 35 |
2025-04-09 |
2025-05-07 |
24.291545278 |
25.59438 |
¥5.3万 |
+5.33% |
回到中轨 |
| 36 |
2025-09-26 |
2025-10-23 |
25.302858580999995 |
25.53444 |
¥9,360 |
+0.88% |
回到中轨 |
| 37 |
2026-01-29 |
2026-02-05 |
25.142650532999998 |
25.993979999999997 |
¥3.6万 |
+3.35% |
回到中轨 |
| 38 |
2026-03-27 |
2026-04-29 |
22.506749999999997 |
21.38 |
¥-5.4万 |
-5.03% |
回到中轨 |
| 39 |
2026-06-22 |
2026-06-30 |
19.525355849999993 |
20.39958 |
¥4.7万 |
+4.45% |
回到中轨 |
| 40 |
2026-08-24 |
2026-09-04 |
20.877111255 |
21.778200000000002 |
¥4.7万 |
+4.28% |
回到中轨 |
| 41 |
2026-09-22 |
2026-10-12 |
19.915862967 |
20.77 |
¥4.9万 |
+4.26% |
回到中轨 |
| 42 |
2026-10-22 |
2026-11-02 |
19.725615909999995 |
20.64933 |
¥5.6万 |
+4.65% |
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 |
|---|
| 2015-07-17 |
跌破下轨 |
买入 |
13.943929999999998 |
71500.0 |
¥99.7万 |
|
| 2015-08-14 |
回到中轨 |
卖出 |
12.287700000000001 |
71500.0 |
¥87.8万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
10.06005 |
82600.0 |
¥83.1万 |
|
| 2015-09-17 |
回到中轨 |
卖出 |
10.16982 |
82600.0 |
¥84.0万 |
|
| 2015-09-29 |
跌破下轨 |
买入 |
9.21921 |
94600.0 |
¥87.2万 |
|
| 2015-10-13 |
回到中轨 |
卖出 |
9.690299999999999 |
94600.0 |
¥91.6万 |
|
| 2016-02-02 |
跌破下轨 |
买入 |
8.18818 |
104200.0 |
¥85.3万 |
|
| 2016-03-03 |
回到中轨 |
卖出 |
8.4915 |
104200.0 |
¥88.5万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
8.08808 |
118500.0 |
¥95.9万 |
|
| 2016-05-03 |
回到中轨 |
卖出 |
8.33166 |
118500.0 |
¥98.7万 |
|
| 2016-11-01 |
跌破下轨 |
买入 |
9.98998 |
99100.0 |
¥99.0万 |
|
| 2016-11-24 |
回到中轨 |
卖出 |
10.1898 |
99100.0 |
¥1.01M |
|
| 2017-08-03 |
跌破下轨 |
买入 |
13.693679999999999 |
73500.0 |
¥1.01M |
|
| 2017-08-28 |
回到中轨 |
卖出 |
14.185799999999999 |
73500.0 |
¥1.04M |
|
| 2018-02-08 |
跌破下轨 |
买入 |
19.019 |
54300.0 |
¥1.03M |
|
| 2018-02-27 |
回到中轨 |
卖出 |
20.4795 |
54300.0 |
¥1.11M |
|
| 2018-03-23 |
跌破下轨 |
买入 |
18.1181 |
58900.0 |
¥1.07M |
|
| 2018-04-25 |
回到中轨 |
卖出 |
17.63235 |
58900.0 |
¥1.04M |
|
| 2018-06-28 |
跌破下轨 |
买入 |
18.418399999999995 |
57700.0 |
¥1.06M |
|
| 2018-09-14 |
回到中轨 |
卖出 |
15.114870000000002 |
57700.0 |
¥87.2万 |
|
| 2018-10-16 |
跌破下轨 |
买入 |
13.3133 |
67400.0 |
¥89.8万 |
|
| 2018-11-08 |
回到中轨 |
卖出 |
13.4865 |
67400.0 |
¥90.9万 |
|
| 2019-04-29 |
跌破下轨 |
买入 |
16.716699999999996 |
54500.0 |
¥91.1万 |
|
| 2019-05-29 |
回到中轨 |
卖出 |
16.0839 |
54500.0 |
¥87.6万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
16.09 |
54300.0 |
¥87.4万 |
|
| 2019-08-28 |
回到中轨 |
卖出 |
15.90408 |
54300.0 |
¥86.3万 |
|
| 2019-09-25 |
跌破下轨 |
买入 |
15.415399999999998 |
56100.0 |
¥86.5万 |
|
| 2019-10-11 |
回到中轨 |
卖出 |
15.724260000000001 |
56100.0 |
¥88.2万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
16.72671 |
47600.0 |
¥79.6万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
18.85113 |
47600.0 |
¥89.7万 |
|
| 2020-03-13 |
跌破下轨 |
买入 |
15.8158 |
58800.0 |
¥93.0万 |
|
| 2020-04-13 |
回到中轨 |
卖出 |
15.0849 |
58800.0 |
¥88.7万 |
|
| 2020-07-27 |
跌破下轨 |
买入 |
16.56655 |
56800.0 |
¥94.1万 |
|
| 2020-08-03 |
回到中轨 |
卖出 |
18.8811 |
56800.0 |
¥1.07M |
|
| 2021-02-23 |
跌破下轨 |
买入 |
29.31928999999999 |
36300.0 |
¥1.06M |
|
| 2021-03-18 |
回到中轨 |
卖出 |
30.249719999999996 |
36300.0 |
¥1.10M |
|
| 2021-05-10 |
跌破下轨 |
买入 |
31.1 |
35600.0 |
¥1.11M |
|
| 2021-05-27 |
回到中轨 |
卖出 |
31.58838 |
35600.0 |
¥1.12M |
|
| 2021-06-15 |
跌破下轨 |
买入 |
27.74 |
40300.0 |
¥1.12M |
|
| 2021-07-14 |
回到中轨 |
卖出 |
27.602369999999997 |
40300.0 |
¥1.11M |
|
| 2022-01-17 |
跌破下轨 |
买入 |
28.278249999999996 |
39300.0 |
¥1.11M |
|
| 2022-01-21 |
回到中轨 |
卖出 |
29.79018 |
39300.0 |
¥1.17M |
|
| 2022-02-15 |
跌破下轨 |
买入 |
25.925899999999995 |
45300.0 |
¥1.17M |
|
| 2022-03-31 |
回到中轨 |
卖出 |
22.986990000000002 |
45300.0 |
¥1.04M |
|
| 2022-06-09 |
跌破下轨 |
买入 |
24.144119999999997 |
42700.0 |
¥1.03M |
|
| 2022-06-20 |
回到中轨 |
卖出 |
24.98 |
42700.0 |
¥1.07M |
|
| 2022-07-18 |
跌破下轨 |
买入 |
24.674649999999996 |
43600.0 |
¥1.08M |
|
| 2022-08-18 |
回到中轨 |
卖出 |
24.26571 |
43600.0 |
¥1.06M |
|
| 2022-10-20 |
跌破下轨 |
买入 |
23.273249999999997 |
44900.0 |
¥1.05M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
24.305669999999996 |
44900.0 |
¥1.09M |
|
| 2023-03-07 |
跌破下轨 |
买入 |
25.245219999999996 |
43700.0 |
¥1.10M |
|
| 2023-03-31 |
回到中轨 |
卖出 |
23.7762 |
43700.0 |
¥1.04M |
|
| 2023-04-06 |
跌破下轨 |
买入 |
21.901879999999995 |
47200.0 |
¥1.03M |
|
| 2023-04-18 |
回到中轨 |
卖出 |
23.24673 |
47200.0 |
¥1.10M |
|
| 2023-08-22 |
跌破下轨 |
买入 |
22.742719999999995 |
48500.0 |
¥1.10M |
|
| 2023-09-01 |
回到中轨 |
卖出 |
23.67 |
48500.0 |
¥1.15M |
|
| 2023-10-17 |
跌破下轨 |
买入 |
22.87285 |
50200.0 |
¥1.15M |
|
| 2023-11-16 |
回到中轨 |
卖出 |
22.377599999999997 |
50200.0 |
¥1.12M |
|
| 2023-12-04 |
跌破下轨 |
买入 |
21.4214 |
52200.0 |
¥1.12M |
|
| 2023-12-28 |
回到中轨 |
卖出 |
20.699279999999998 |
52200.0 |
¥1.08M |
|
| 2024-06-24 |
跌破下轨 |
买入 |
29.189159999999998 |
37000.0 |
¥1.08M |
|
| 2024-07-29 |
回到中轨 |
卖出 |
27.572400000000002 |
37000.0 |
¥1.02M |
|
| 2024-08-20 |
跌破下轨 |
买入 |
23.98 |
42700.0 |
¥1.02M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
24.625349999999997 |
42700.0 |
¥1.05M |
|
| 2024-11-01 |
跌破下轨 |
买入 |
29.28926 |
35800.0 |
¥1.05M |
|
| 2024-12-04 |
回到中轨 |
卖出 |
28.80117 |
35800.0 |
¥1.03M |
|
| 2025-01-14 |
跌破下轨 |
买入 |
27.077049999999996 |
37800.0 |
¥1.02M |
|
| 2025-02-28 |
回到中轨 |
卖出 |
26.50347 |
37800.0 |
¥1.00M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
24.28426 |
40700.0 |
¥98.9万 |
|
| 2025-05-07 |
回到中轨 |
卖出 |
25.59438 |
40700.0 |
¥1.04M |
|
| 2025-09-26 |
跌破下轨 |
买入 |
25.295269999999995 |
41800.0 |
¥1.06M |
|
| 2025-10-23 |
回到中轨 |
卖出 |
25.53444 |
41800.0 |
¥1.07M |
|
| 2026-01-29 |
跌破下轨 |
买入 |
25.135109999999994 |
42500.0 |
¥1.07M |
|
| 2026-02-05 |
回到中轨 |
卖出 |
25.993979999999997 |
42500.0 |
¥1.10M |
|
| 2026-03-27 |
跌破下轨 |
买入 |
22.5 |
47800.0 |
¥1.08M |
|
| 2026-04-29 |
回到中轨 |
卖出 |
21.38 |
47800.0 |
¥1.02M |
|
| 2026-06-22 |
跌破下轨 |
买入 |
19.519499999999997 |
54000.0 |
¥1.05M |
|
| 2026-06-30 |
回到中轨 |
卖出 |
20.39958 |
54000.0 |
¥1.10M |
|
| 2026-08-24 |
跌破下轨 |
买入 |
20.87085 |
52600.0 |
¥1.10M |
|
| 2026-09-04 |
回到中轨 |
卖出 |
21.778200000000002 |
52600.0 |
¥1.15M |
|
| 2026-09-22 |
跌破下轨 |
买入 |
19.909889999999997 |
57500.0 |
¥1.15M |
|
| 2026-10-12 |
回到中轨 |
卖出 |
20.77 |
57500.0 |
¥1.19M |
|
| 2026-10-22 |
跌破下轨 |
买入 |
19.719699999999996 |
60600.0 |
¥1.20M |
|
| 2026-11-02 |
回到中轨 |
卖出 |
20.64933 |
60600.0 |
¥1.25M |
|