600803 新奥股份 — 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: ¥1.38M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +38.42%）
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 |
2015-06-26 |
2015-07-21 |
19.525355849999997 |
16.17381 |
¥-16.7万 |
-17.19% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-21 |
12.015603599999999 |
11.4885 |
¥-3.4万 |
-4.42% |
回到中轨 |
| 3 |
2016-01-11 |
2016-02-17 |
13.217163959999995 |
12.05793 |
¥-6.9万 |
-8.80% |
回到中轨 |
| 4 |
2016-06-14 |
2016-07-05 |
12.073621 |
11.988 |
¥-5,371 |
-0.74% |
回到中轨 |
| 5 |
2016-07-25 |
2016-08-17 |
11.434849426 |
11.33865 |
¥-6,235 |
-0.87% |
回到中轨 |
| 6 |
2016-09-01 |
2016-09-30 |
10.81404324 |
10.97901 |
¥1.1万 |
+1.50% |
回到中轨 |
| 7 |
2017-03-13 |
2017-03-31 |
13.754125 |
14.105879999999999 |
¥1.8万 |
+2.53% |
回到中轨 |
| 8 |
2017-11-24 |
2017-11-30 |
13.627697082999997 |
15.3846 |
¥9.5万 |
+12.86% |
回到中轨 |
| 9 |
2017-12-29 |
2018-01-05 |
14.999478493999998 |
16.263720000000003 |
¥7.1万 |
+8.40% |
回到中轨 |
| 10 |
2018-02-13 |
2018-04-12 |
12.115733629999998 |
11.878110000000001 |
¥-1.8万 |
-1.99% |
回到中轨 |
| 11 |
2018-06-14 |
2018-07-04 |
11.725226513 |
11.75823 |
¥2,237 |
+0.25% |
回到中轨 |
| 12 |
2018-10-18 |
2018-11-13 |
11.853555 |
11.8881 |
¥2,271 |
+0.26% |
回到中轨 |
| 13 |
2018-11-26 |
2018-12-14 |
10.343432099000001 |
10.989 |
¥5.5万 |
+6.21% |
回到中轨 |
| 14 |
2018-12-19 |
2019-01-16 |
10.203059999999999 |
10.339649999999999 |
¥1.2万 |
+1.31% |
回到中轨 |
| 15 |
2019-04-30 |
2019-06-03 |
11.284654380999998 |
10.50948 |
¥-6.6万 |
-6.90% |
回到中轨 |
| 16 |
2019-08-06 |
2019-08-29 |
9.592877 |
9.44055 |
¥-1.4万 |
-1.62% |
回到中轨 |
| 17 |
2019-11-12 |
2019-11-26 |
9.942911978999998 |
10.27971 |
¥3.0万 |
+3.36% |
回到中轨 |
| 18 |
2020-02-03 |
2020-02-18 |
9.322105792999999 |
10.469520000000001 |
¥10.1万 |
+12.27% |
回到中轨 |
| 19 |
2020-03-17 |
2020-04-08 |
8.991676694 |
8.841149999999999 |
¥-1.7万 |
-1.70% |
回到中轨 |
| 20 |
2020-12-21 |
2021-01-06 |
13.397398013999998 |
13.92606 |
¥3.9万 |
+3.91% |
回到中轨 |
| 21 |
2021-08-05 |
2021-08-16 |
16.511441946999994 |
17.73225 |
¥7.6万 |
+7.36% |
回到中轨 |
| 22 |
2021-09-30 |
2021-11-01 |
18.443951526 |
18.86112 |
¥2.5万 |
+2.23% |
回到中轨 |
| 23 |
2021-12-13 |
2021-12-28 |
18.383873507999997 |
19.10088 |
¥4.4万 |
+3.87% |
回到中轨 |
| 24 |
2022-01-25 |
2022-02-22 |
17.723015309999994 |
17.882099999999998 |
¥1.0万 |
+0.87% |
回到中轨 |
| 25 |
2022-03-11 |
2022-03-25 |
16.164848 |
16.51347 |
¥2.5万 |
+2.13% |
回到中轨 |
| 26 |
2022-08-03 |
2022-08-11 |
16.571519964999997 |
17.39259 |
¥6.0万 |
+4.92% |
回到中轨 |
| 27 |
2022-10-19 |
2022-11-11 |
17.50525 |
17.23275 |
¥-2.0万 |
-1.59% |
回到中轨 |
| 28 |
2022-12-20 |
2023-01-09 |
16.471389934999998 |
16.86312 |
¥2.9万 |
+2.35% |
回到中轨 |
| 29 |
2023-05-08 |
2023-05-17 |
19.665537892 |
20.52945 |
¥5.6万 |
+4.36% |
回到中轨 |
| 30 |
2023-07-28 |
2023-08-11 |
18.473990535 |
19.0809 |
¥4.3万 |
+3.25% |
回到中轨 |
| 31 |
2023-08-15 |
2023-08-22 |
17.963327382000003 |
18.70128 |
¥5.6万 |
+4.08% |
回到中轨 |
| 32 |
2023-08-25 |
2023-09-14 |
17.60528 |
17.862119999999997 |
¥2.0万 |
+1.43% |
回到中轨 |
| 33 |
2023-10-24 |
2023-10-26 |
16.241090865999997 |
17.082900000000002 |
¥7.5万 |
+5.15% |
回到中轨 |
| 34 |
2023-12-05 |
2023-12-12 |
15.329907592999996 |
16.03395 |
¥7.0万 |
+4.56% |
回到中轨 |
| 35 |
2024-04-26 |
2024-05-22 |
18.223665459999996 |
18.511470000000003 |
¥2.5万 |
+1.55% |
回到中轨 |
| 36 |
2024-07-12 |
2024-08-19 |
20.386474107999998 |
18.781200000000002 |
¥-12.9万 |
-7.90% |
回到中轨 |
| 37 |
2025-05-27 |
2025-07-03 |
18.814432637 |
19.360619999999997 |
¥4.3万 |
+2.87% |
回到中轨 |
| 38 |
2025-09-04 |
2025-09-10 |
18.323795489999995 |
18.8811 |
¥4.6万 |
+3.01% |
回到中轨 |
| 39 |
2025-12-24 |
2026-02-06 |
20.766968221999996 |
19.7802 |
¥-7.6万 |
-4.78% |
回到中轨 |
| 40 |
2026-04-10 |
2026-04-30 |
20.986294 |
20.849130000000002 |
¥-1.0万 |
-0.68% |
回到中轨 |
| 41 |
2026-05-08 |
2026-05-14 |
20.086084017999998 |
20.88909 |
¥6.0万 |
+3.97% |
回到中轨 |
| 42 |
2026-05-26 |
2026-07-07 |
19.395186811 |
17.132849999999998 |
¥-18.3万 |
-11.69% |
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 |
|---|
| 2015-06-26 |
跌破下轨 |
买入 |
19.519499999999997 |
49700.0 |
¥97.0万 |
|
| 2015-07-21 |
回到中轨 |
卖出 |
16.17381 |
49700.0 |
¥80.4万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
12.011999999999999 |
64900.0 |
¥78.0万 |
|
| 2015-09-21 |
回到中轨 |
卖出 |
11.4885 |
64900.0 |
¥74.5万 |
|
| 2016-01-11 |
跌破下轨 |
买入 |
13.213199999999995 |
59100.0 |
¥78.1万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
12.05793 |
59100.0 |
¥71.2万 |
|
| 2016-06-14 |
跌破下轨 |
买入 |
12.07 |
60200.0 |
¥72.7万 |
|
| 2016-07-05 |
回到中轨 |
卖出 |
11.988 |
60200.0 |
¥72.1万 |
|
| 2016-07-25 |
跌破下轨 |
买入 |
11.43142 |
62600.0 |
¥71.6万 |
|
| 2016-08-17 |
回到中轨 |
卖出 |
11.33865 |
62600.0 |
¥71.0万 |
|
| 2016-09-01 |
跌破下轨 |
买入 |
10.8108 |
65800.0 |
¥71.2万 |
|
| 2016-09-30 |
回到中轨 |
卖出 |
10.97901 |
65800.0 |
¥72.2万 |
|
| 2017-03-13 |
跌破下轨 |
买入 |
13.75 |
52600.0 |
¥72.3万 |
|
| 2017-03-31 |
回到中轨 |
卖出 |
14.105879999999999 |
52600.0 |
¥74.2万 |
|
| 2017-11-24 |
跌破下轨 |
买入 |
13.623609999999998 |
54200.0 |
¥73.9万 |
|
| 2017-11-30 |
回到中轨 |
卖出 |
15.3846 |
54200.0 |
¥83.4万 |
|
| 2017-12-29 |
跌破下轨 |
买入 |
14.994979999999998 |
56100.0 |
¥84.1万 |
|
| 2018-01-05 |
回到中轨 |
卖出 |
16.263720000000003 |
56100.0 |
¥91.2万 |
|
| 2018-02-13 |
跌破下轨 |
买入 |
12.112099999999998 |
74800.0 |
¥90.6万 |
|
| 2018-04-12 |
回到中轨 |
卖出 |
11.878110000000001 |
74800.0 |
¥88.8万 |
|
| 2018-06-14 |
跌破下轨 |
买入 |
11.72171 |
75900.0 |
¥89.0万 |
|
| 2018-07-04 |
回到中轨 |
卖出 |
11.75823 |
75900.0 |
¥89.2万 |
|
| 2018-10-18 |
跌破下轨 |
买入 |
11.85 |
73300.0 |
¥86.9万 |
|
| 2018-11-13 |
回到中轨 |
卖出 |
11.8881 |
73300.0 |
¥87.1万 |
|
| 2018-11-26 |
跌破下轨 |
买入 |
10.34033 |
85200.0 |
¥88.1万 |
|
| 2018-12-14 |
回到中轨 |
卖出 |
10.989 |
85200.0 |
¥93.6万 |
|
| 2018-12-19 |
跌破下轨 |
买入 |
10.2 |
92700.0 |
¥94.6万 |
|
| 2019-01-16 |
回到中轨 |
卖出 |
10.339649999999999 |
92700.0 |
¥95.8万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
11.281269999999997 |
85100.0 |
¥96.0万 |
|
| 2019-06-03 |
回到中轨 |
卖出 |
10.50948 |
85100.0 |
¥89.4万 |
|
| 2019-08-06 |
跌破下轨 |
买入 |
9.59 |
90900.0 |
¥87.2万 |
|
| 2019-08-29 |
回到中轨 |
卖出 |
9.44055 |
90900.0 |
¥85.8万 |
|
| 2019-11-12 |
跌破下轨 |
买入 |
9.939929999999999 |
88700.0 |
¥88.2万 |
|
| 2019-11-26 |
回到中轨 |
卖出 |
10.27971 |
88700.0 |
¥91.2万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
9.31931 |
88200.0 |
¥82.2万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
10.469520000000001 |
88200.0 |
¥92.3万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
8.98898 |
112800.0 |
¥1.01M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
8.841149999999999 |
112800.0 |
¥99.7万 |
|
| 2020-12-21 |
跌破下轨 |
买入 |
13.393379999999999 |
73900.0 |
¥99.0万 |
|
| 2021-01-06 |
回到中轨 |
卖出 |
13.92606 |
73900.0 |
¥1.03M |
|
| 2021-08-05 |
跌破下轨 |
买入 |
16.506489999999996 |
62700.0 |
¥1.04M |
|
| 2021-08-16 |
回到中轨 |
卖出 |
17.73225 |
62700.0 |
¥1.11M |
|
| 2021-09-30 |
跌破下轨 |
买入 |
18.43842 |
59800.0 |
¥1.10M |
|
| 2021-11-01 |
回到中轨 |
卖出 |
18.86112 |
59800.0 |
¥1.13M |
|
| 2021-12-13 |
跌破下轨 |
买入 |
18.378359999999997 |
61800.0 |
¥1.14M |
|
| 2021-12-28 |
回到中轨 |
卖出 |
19.10088 |
61800.0 |
¥1.18M |
|
| 2022-01-25 |
跌破下轨 |
买入 |
17.717699999999997 |
66200.0 |
¥1.17M |
|
| 2022-02-22 |
回到中轨 |
卖出 |
17.882099999999998 |
66200.0 |
¥1.18M |
|
| 2022-03-11 |
跌破下轨 |
买入 |
16.16 |
73600.0 |
¥1.19M |
|
| 2022-03-25 |
回到中轨 |
卖出 |
16.51347 |
73600.0 |
¥1.22M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
16.56655 |
73300.0 |
¥1.21M |
|
| 2022-08-11 |
回到中轨 |
卖出 |
17.39259 |
73300.0 |
¥1.27M |
|
| 2022-10-19 |
跌破下轨 |
买入 |
17.5 |
72400.0 |
¥1.27M |
|
| 2022-11-11 |
回到中轨 |
卖出 |
17.23275 |
72400.0 |
¥1.25M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
16.46645 |
75700.0 |
¥1.25M |
|
| 2023-01-09 |
回到中轨 |
卖出 |
16.86312 |
75700.0 |
¥1.28M |
|
| 2023-05-08 |
跌破下轨 |
买入 |
19.65964 |
65400.0 |
¥1.29M |
|
| 2023-05-17 |
回到中轨 |
卖出 |
20.52945 |
65400.0 |
¥1.34M |
|
| 2023-07-28 |
跌破下轨 |
买入 |
18.468449999999997 |
72300.0 |
¥1.34M |
|
| 2023-08-11 |
回到中轨 |
卖出 |
19.0809 |
72300.0 |
¥1.38M |
|
| 2023-08-15 |
跌破下轨 |
买入 |
17.95794 |
76700.0 |
¥1.38M |
|
| 2023-08-22 |
回到中轨 |
卖出 |
18.70128 |
76700.0 |
¥1.43M |
|
| 2023-08-25 |
跌破下轨 |
买入 |
17.6 |
80800.0 |
¥1.42M |
|
| 2023-09-14 |
回到中轨 |
卖出 |
17.862119999999997 |
80800.0 |
¥1.44M |
|
| 2023-10-24 |
跌破下轨 |
买入 |
16.236219999999996 |
89800.0 |
¥1.46M |
|
| 2023-10-26 |
回到中轨 |
卖出 |
17.082900000000002 |
89800.0 |
¥1.53M |
|
| 2023-12-05 |
跌破下轨 |
买入 |
15.325309999999996 |
100100.0 |
¥1.53M |
|
| 2023-12-12 |
回到中轨 |
卖出 |
16.03395 |
100100.0 |
¥1.60M |
|
| 2024-04-26 |
跌破下轨 |
买入 |
18.218199999999996 |
87800.0 |
¥1.60M |
|
| 2024-05-22 |
回到中轨 |
卖出 |
18.511470000000003 |
87800.0 |
¥1.62M |
|
| 2024-07-12 |
跌破下轨 |
买入 |
20.380359999999996 |
79900.0 |
¥1.63M |
|
| 2024-08-19 |
回到中轨 |
卖出 |
18.781200000000002 |
79900.0 |
¥1.50M |
|
| 2025-05-27 |
跌破下轨 |
买入 |
18.80879 |
79600.0 |
¥1.50M |
|
| 2025-07-03 |
回到中轨 |
卖出 |
19.360619999999997 |
79600.0 |
¥1.54M |
|
| 2025-09-04 |
跌破下轨 |
买入 |
18.318299999999997 |
83800.0 |
¥1.54M |
|
| 2025-09-10 |
回到中轨 |
卖出 |
18.8811 |
83800.0 |
¥1.58M |
|
| 2025-12-24 |
跌破下轨 |
买入 |
20.760739999999995 |
76500.0 |
¥1.59M |
|
| 2026-02-06 |
回到中轨 |
卖出 |
19.7802 |
76500.0 |
¥1.51M |
|
| 2026-04-10 |
跌破下轨 |
买入 |
20.98 |
72000.0 |
¥1.51M |
|
| 2026-04-30 |
回到中轨 |
卖出 |
20.849130000000002 |
72000.0 |
¥1.50M |
|
| 2026-05-08 |
跌破下轨 |
买入 |
20.080059999999996 |
75000.0 |
¥1.51M |
|
| 2026-05-14 |
回到中轨 |
卖出 |
20.88909 |
75000.0 |
¥1.57M |
|
| 2026-05-26 |
跌破下轨 |
买入 |
19.38937 |
80800.0 |
¥1.57M |
|
| 2026-07-07 |
回到中轨 |
卖出 |
17.132849999999998 |
80800.0 |
¥1.38M |
|