600760 中航沈飞 — 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: ¥3.49M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +249.34%）
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 43 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 |
2015-07-07 |
2015-07-23 |
13.764128 |
19.61037 |
¥38.0万 |
+42.43% |
回到中轨 |
| 2 |
2015-12-02 |
2015-12-22 |
16.201038853999997 |
16.4835 |
¥2.3万 |
+1.71% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-18 |
13.567619064999999 |
11.6883 |
¥-18.5万 |
-13.88% |
回到中轨 |
| 4 |
2016-04-21 |
2016-06-02 |
10.763978224999997 |
8.53146 |
¥-24.6万 |
-20.76% |
回到中轨 |
| 5 |
2016-08-02 |
2016-08-05 |
8.751364622 |
9.25074 |
¥5.5万 |
+5.67% |
回到中轨 |
| 6 |
2017-04-25 |
2017-06-02 |
30.239269059999994 |
28.50147 |
¥-5.9万 |
-5.78% |
回到中轨 |
| 7 |
2017-07-18 |
2017-08-07 |
28.156564436 |
32.837129999999995 |
¥15.9万 |
+16.59% |
回到中轨 |
| 8 |
2017-09-01 |
2017-09-18 |
30.990244285 |
33.41655 |
¥8.8万 |
+7.80% |
回到中轨 |
| 9 |
2017-10-31 |
2017-11-23 |
30.039008999999997 |
32.01795 |
¥7.9万 |
+6.56% |
回到中轨 |
| 10 |
2018-02-08 |
2018-02-27 |
23.961116178999994 |
27.622349999999994 |
¥19.5万 |
+15.25% |
回到中轨 |
| 11 |
2018-05-29 |
2018-06-06 |
34.264496265999995 |
36.21375 |
¥8.4万 |
+5.66% |
回到中轨 |
| 12 |
2018-08-06 |
2018-08-22 |
35.135627527000004 |
35.91405 |
¥3.4万 |
+2.18% |
回到中轨 |
| 13 |
2018-10-10 |
2018-11-05 |
35.115601521 |
35.17479 |
¥2,198 |
+0.14% |
回到中轨 |
| 14 |
2018-12-11 |
2019-01-08 |
29.888813955 |
30.459509999999998 |
¥3.0万 |
+1.88% |
回到中轨 |
| 15 |
2019-04-26 |
2019-06-24 |
30.840049239999995 |
28.8711 |
¥-10.5万 |
-6.41% |
回到中轨 |
| 16 |
2019-10-09 |
2019-11-07 |
29.968917978999993 |
29.89008 |
¥-4,487 |
-0.29% |
回到中轨 |
| 17 |
2019-11-12 |
2019-12-04 |
28.086473414999997 |
28.980990000000002 |
¥4.8万 |
+3.15% |
回到中轨 |
| 18 |
2020-02-03 |
2020-02-18 |
26.133937829999997 |
29.770199999999996 |
¥19.7万 |
+13.88% |
回到中轨 |
| 19 |
2020-11-02 |
2020-11-20 |
51.536926441 |
55.70424 |
¥14.2万 |
+8.05% |
回到中轨 |
| 20 |
2021-03-09 |
2021-03-31 |
65.0845195 |
68.6313 |
¥10.2万 |
+5.42% |
回到中轨 |
| 21 |
2021-05-06 |
2021-05-12 |
57.184260132999995 |
66.13380000000001 |
¥31.1万 |
+15.62% |
回到中轨 |
| 22 |
2021-06-25 |
2021-07-13 |
57.674897279999996 |
65.62431 |
¥31.1万 |
+13.75% |
回到中轨 |
| 23 |
2021-11-25 |
2021-12-06 |
70.49154112 |
74.67525 |
¥15.5万 |
+5.90% |
回到中轨 |
| 24 |
2021-12-21 |
2022-02-24 |
66.466313914 |
54.045899999999996 |
¥-52.1万 |
-18.71% |
回到中轨 |
| 25 |
2022-04-12 |
2022-05-06 |
51.36670539 |
51.1 |
¥-1.2万 |
-0.55% |
回到中轨 |
| 26 |
2022-12-01 |
2023-01-04 |
62.100644605999996 |
60.29964 |
¥-6.6万 |
-2.93% |
回到中轨 |
| 27 |
2023-02-20 |
2023-03-06 |
56.743688000999995 |
59.94 |
¥12.2万 |
+5.60% |
回到中轨 |
| 28 |
2023-03-16 |
2023-04-11 |
54.77112641 |
54.755190000000006 |
¥-1,356 |
-0.06% |
回到中轨 |
| 29 |
2023-06-07 |
2023-06-20 |
56.172946829999994 |
57.942 |
¥7.2万 |
+3.12% |
回到中轨 |
| 30 |
2023-06-28 |
2023-08-18 |
42.40506770499999 |
44.92502999999999 |
¥14.1万 |
+5.91% |
回到中轨 |
| 31 |
2023-09-27 |
2023-10-26 |
42.03458659399998 |
42.30765 |
¥1.6万 |
+0.62% |
回到中轨 |
| 32 |
2023-12-11 |
2023-12-26 |
40.562675153 |
43.306650000000005 |
¥17.0万 |
+6.73% |
回到中轨 |
| 33 |
2024-01-09 |
2024-02-08 |
38.630165573999996 |
37.13283 |
¥-10.6万 |
-3.90% |
回到中轨 |
| 34 |
2024-03-26 |
2024-04-18 |
36.84785103999999 |
36.20376 |
¥-4.6万 |
-1.78% |
回到中轨 |
| 35 |
2024-09-23 |
2024-09-27 |
38.550061549999995 |
40.92 |
¥15.6万 |
+6.12% |
回到中轨 |
| 36 |
2025-01-06 |
2025-02-07 |
46.400255902 |
47.60235 |
¥6.9万 |
+2.56% |
回到中轨 |
| 37 |
2025-02-18 |
2025-03-12 |
45.45903361999999 |
46.263690000000004 |
¥4.8万 |
+1.74% |
回到中轨 |
| 38 |
2025-04-08 |
2025-04-10 |
41.273598365999995 |
44.21574 |
¥20.1万 |
+7.10% |
回到中轨 |
| 39 |
2025-08-14 |
2025-08-25 |
59.62743286499999 |
62.84 |
¥16.1万 |
+5.36% |
回到中轨 |
| 40 |
2025-09-04 |
2025-09-22 |
55.452010613999995 |
62.0379 |
¥36.6万 |
+11.84% |
回到中轨 |
| 41 |
2025-12-04 |
2025-12-26 |
56.022751785 |
57.42252 |
¥8.8万 |
+2.47% |
回到中轨 |
| 42 |
2026-03-13 |
2026-04-14 |
52.838616831 |
50.998949999999994 |
¥-12.7万 |
-3.51% |
回到中轨 |
| 43 |
2026-05-26 |
2026-06-15 |
44.05721319999999 |
43.64631 |
¥-3.4万 |
-0.96% |
回到中轨 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-07 |
跌破下轨 |
买入 |
13.76 |
65100.0 |
¥89.6万 |
|
| 2015-07-23 |
回到中轨 |
卖出 |
19.61037 |
65100.0 |
¥1.28M |
|
| 2015-12-02 |
跌破下轨 |
买入 |
16.19618 |
84600.0 |
¥1.37M |
|
| 2015-12-22 |
回到中轨 |
卖出 |
16.4835 |
84600.0 |
¥1.39M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
13.563550000000001 |
98500.0 |
¥1.34M |
|
| 2016-02-18 |
回到中轨 |
卖出 |
11.6883 |
98500.0 |
¥1.15M |
|
| 2016-04-21 |
跌破下轨 |
买入 |
10.760749999999998 |
110000.0 |
¥1.18M |
|
| 2016-06-02 |
回到中轨 |
卖出 |
8.53146 |
110000.0 |
¥93.8万 |
|
| 2016-08-02 |
跌破下轨 |
买入 |
8.74874 |
110800.0 |
¥97.0万 |
|
| 2016-08-05 |
回到中轨 |
卖出 |
9.25074 |
110800.0 |
¥1.02M |
|
| 2017-04-25 |
跌破下轨 |
买入 |
30.230199999999996 |
33600.0 |
¥1.02M |
|
| 2017-06-02 |
回到中轨 |
卖出 |
28.50147 |
33600.0 |
¥95.7万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
28.14812 |
34100.0 |
¥96.0万 |
|
| 2017-08-07 |
回到中轨 |
卖出 |
32.837129999999995 |
34100.0 |
¥1.12M |
|
| 2017-09-01 |
跌破下轨 |
买入 |
30.980949999999996 |
36300.0 |
¥1.12M |
|
| 2017-09-18 |
回到中轨 |
卖出 |
33.41655 |
36300.0 |
¥1.21M |
|
| 2017-10-31 |
跌破下轨 |
买入 |
30.03 |
40200.0 |
¥1.21M |
|
| 2017-11-23 |
回到中轨 |
卖出 |
32.01795 |
40200.0 |
¥1.29M |
|
| 2018-02-08 |
跌破下轨 |
买入 |
23.953929999999996 |
53400.0 |
¥1.28M |
|
| 2018-02-27 |
回到中轨 |
卖出 |
27.622349999999994 |
53400.0 |
¥1.47M |
|
| 2018-05-29 |
跌破下轨 |
买入 |
34.25422 |
43300.0 |
¥1.48M |
|
| 2018-06-06 |
回到中轨 |
卖出 |
36.21375 |
43300.0 |
¥1.57M |
|
| 2018-08-06 |
跌破下轨 |
买入 |
35.12509 |
44700.0 |
¥1.57M |
|
| 2018-08-22 |
回到中轨 |
卖出 |
35.91405 |
44700.0 |
¥1.60M |
|
| 2018-10-10 |
跌破下轨 |
买入 |
35.10507 |
45200.0 |
¥1.59M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
35.17479 |
45200.0 |
¥1.59M |
|
| 2018-12-11 |
跌破下轨 |
买入 |
29.879849999999998 |
53700.0 |
¥1.61M |
|
| 2019-01-08 |
回到中轨 |
卖出 |
30.459509999999998 |
53700.0 |
¥1.64M |
|
| 2019-04-26 |
跌破下轨 |
买入 |
30.830799999999996 |
52900.0 |
¥1.63M |
|
| 2019-06-24 |
回到中轨 |
卖出 |
28.8711 |
52900.0 |
¥1.53M |
|
| 2019-10-09 |
跌破下轨 |
买入 |
29.959929999999993 |
51100.0 |
¥1.53M |
|
| 2019-11-07 |
回到中轨 |
卖出 |
29.89008 |
51100.0 |
¥1.53M |
|
| 2019-11-12 |
跌破下轨 |
买入 |
28.078049999999998 |
54500.0 |
¥1.53M |
|
| 2019-12-04 |
回到中轨 |
卖出 |
28.980990000000002 |
54500.0 |
¥1.58M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
26.126099999999997 |
54200.0 |
¥1.42M |
|
| 2020-02-18 |
回到中轨 |
卖出 |
29.770199999999996 |
54200.0 |
¥1.61M |
|
| 2020-11-02 |
跌破下轨 |
买入 |
51.521469999999994 |
34100.0 |
¥1.76M |
|
| 2020-11-20 |
回到中轨 |
卖出 |
55.70424 |
34100.0 |
¥1.90M |
|
| 2021-03-09 |
跌破下轨 |
买入 |
65.065 |
28900.0 |
¥1.88M |
|
| 2021-03-31 |
回到中轨 |
卖出 |
68.6313 |
28900.0 |
¥1.98M |
|
| 2021-05-06 |
跌破下轨 |
买入 |
57.167109999999994 |
34800.0 |
¥1.99M |
|
| 2021-05-12 |
回到中轨 |
卖出 |
66.13380000000001 |
34800.0 |
¥2.30M |
|
| 2021-06-25 |
跌破下轨 |
买入 |
57.657599999999995 |
39200.0 |
¥2.26M |
|
| 2021-07-13 |
回到中轨 |
卖出 |
65.62431 |
39200.0 |
¥2.57M |
|
| 2021-11-25 |
跌破下轨 |
买入 |
70.4704 |
37300.0 |
¥2.63M |
|
| 2021-12-06 |
回到中轨 |
卖出 |
74.67525 |
37300.0 |
¥2.78M |
|
| 2021-12-21 |
跌破下轨 |
买入 |
66.44637999999999 |
41900.0 |
¥2.78M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
54.045899999999996 |
41900.0 |
¥2.26M |
|
| 2022-04-12 |
跌破下轨 |
买入 |
51.3513 |
44200.0 |
¥2.27M |
|
| 2022-05-06 |
回到中轨 |
卖出 |
51.1 |
44200.0 |
¥2.26M |
|
| 2022-12-01 |
跌破下轨 |
买入 |
62.08201999999999 |
36200.0 |
¥2.25M |
|
| 2023-01-04 |
回到中轨 |
卖出 |
60.29964 |
36200.0 |
¥2.18M |
|
| 2023-02-20 |
跌破下轨 |
买入 |
56.72667 |
38500.0 |
¥2.18M |
|
| 2023-03-06 |
回到中轨 |
卖出 |
59.94 |
38500.0 |
¥2.31M |
|
| 2023-03-16 |
跌破下轨 |
买入 |
54.75470000000001 |
41900.0 |
¥2.29M |
|
| 2023-04-11 |
回到中轨 |
卖出 |
54.755190000000006 |
41900.0 |
¥2.29M |
|
| 2023-06-07 |
跌破下轨 |
买入 |
56.15609999999999 |
41000.0 |
¥2.30M |
|
| 2023-06-20 |
回到中轨 |
卖出 |
57.942 |
41000.0 |
¥2.37M |
|
| 2023-06-28 |
跌破下轨 |
买入 |
42.39235 |
56200.0 |
¥2.38M |
|
| 2023-08-18 |
回到中轨 |
卖出 |
44.92502999999999 |
56200.0 |
¥2.52M |
|
| 2023-09-27 |
跌破下轨 |
买入 |
42.02197999999999 |
60000.0 |
¥2.52M |
|
| 2023-10-26 |
回到中轨 |
卖出 |
42.30765 |
60000.0 |
¥2.54M |
|
| 2023-12-11 |
跌破下轨 |
买入 |
40.550509999999996 |
62200.0 |
¥2.52M |
|
| 2023-12-26 |
回到中轨 |
卖出 |
43.306650000000005 |
62200.0 |
¥2.69M |
|
| 2024-01-09 |
跌破下轨 |
买入 |
38.618579999999994 |
70100.0 |
¥2.71M |
|
| 2024-02-08 |
回到中轨 |
卖出 |
37.13283 |
70100.0 |
¥2.60M |
|
| 2024-03-26 |
跌破下轨 |
买入 |
36.83679999999999 |
70500.0 |
¥2.60M |
|
| 2024-04-18 |
回到中轨 |
卖出 |
36.20376 |
70500.0 |
¥2.55M |
|
| 2024-09-23 |
跌破下轨 |
买入 |
38.5385 |
66200.0 |
¥2.55M |
|
| 2024-09-27 |
回到中轨 |
卖出 |
40.92 |
66200.0 |
¥2.71M |
|
| 2025-01-06 |
跌破下轨 |
买入 |
46.38634 |
58500.0 |
¥2.71M |
|
| 2025-02-07 |
回到中轨 |
卖出 |
47.60235 |
58500.0 |
¥2.78M |
|
| 2025-02-18 |
跌破下轨 |
买入 |
45.44539999999999 |
61200.0 |
¥2.78M |
|
| 2025-03-12 |
回到中轨 |
卖出 |
46.263690000000004 |
61200.0 |
¥2.83M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
41.261219999999994 |
68500.0 |
¥2.83M |
|
| 2025-04-10 |
回到中轨 |
卖出 |
44.21574 |
68500.0 |
¥3.03M |
|
| 2025-08-14 |
跌破下轨 |
买入 |
59.60954999999999 |
50500.0 |
¥3.01M |
|
| 2025-08-25 |
回到中轨 |
卖出 |
62.84 |
50500.0 |
¥3.17M |
|
| 2025-09-04 |
跌破下轨 |
买入 |
55.435379999999995 |
55800.0 |
¥3.09M |
|
| 2025-09-22 |
回到中轨 |
卖出 |
62.0379 |
55800.0 |
¥3.46M |
|
| 2025-12-04 |
跌破下轨 |
买入 |
56.00595 |
63500.0 |
¥3.56M |
|
| 2025-12-26 |
回到中轨 |
卖出 |
57.42252 |
63500.0 |
¥3.65M |
|
| 2026-03-13 |
跌破下轨 |
买入 |
52.82277 |
68700.0 |
¥3.63M |
|
| 2026-04-14 |
回到中轨 |
卖出 |
50.998949999999994 |
68700.0 |
¥3.50M |
|
| 2026-05-26 |
跌破下轨 |
买入 |
44.044 |
79500.0 |
¥3.50M |
|
| 2026-06-15 |
回到中轨 |
卖出 |
43.64631 |
79500.0 |
¥3.47M |
|