600845 宝信软件 — 布林下轨抄底 回测明细
数据区间: 2015-01-12 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.33M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +132.52%）
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 50 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 |
2015-06-30 |
2015-07-24 |
61.66007247399999 |
66.94299000000001 |
¥8.1万 |
+8.54% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-25 |
49.06371469999999 |
47.77218 |
¥-2.6万 |
-2.66% |
回到中轨 |
| 3 |
2015-12-02 |
2015-12-18 |
61.579968449999996 |
65.934 |
¥7.3万 |
+7.04% |
回到中轨 |
| 4 |
2015-12-29 |
2016-02-05 |
60.358382084 |
42.4575 |
¥-33.3万 |
-29.68% |
回到中轨 |
| 5 |
2016-03-01 |
2016-03-21 |
34.644990379999996 |
39.570389999999996 |
¥11.2万 |
+14.18% |
回到中轨 |
| 6 |
2016-04-21 |
2016-05-04 |
37.939268367000004 |
41.43852 |
¥8.3万 |
+9.19% |
回到中轨 |
| 7 |
2016-05-10 |
2016-06-03 |
19.525355849999997 |
19.64034 |
¥5,051 |
+0.56% |
回到中轨 |
| 8 |
2016-10-31 |
2016-11-23 |
21.30639 |
21.028950000000002 |
¥-1.3万 |
-1.33% |
回到中轨 |
| 9 |
2016-11-25 |
2016-11-28 |
20.166188041999998 |
21.20877 |
¥5.0万 |
+5.14% |
回到中轨 |
| 10 |
2016-12-05 |
2017-01-06 |
20.005979993999997 |
18.781200000000002 |
¥-6.3万 |
-6.15% |
回到中轨 |
| 11 |
2017-01-16 |
2017-02-14 |
17.322495189999998 |
19.230750000000004 |
¥10.5万 |
+10.98% |
回到中轨 |
| 12 |
2017-03-31 |
2017-04-14 |
17.62288528 |
18.1818 |
¥3.4万 |
+3.14% |
回到中轨 |
| 13 |
2017-04-24 |
2017-05-22 |
16.644992 |
16.07391 |
¥-3.8万 |
-3.46% |
回到中轨 |
| 14 |
2017-05-24 |
2017-06-13 |
14.939400475999996 |
17.34264 |
¥17.0万 |
+16.05% |
回到中轨 |
| 15 |
2017-07-18 |
2017-07-28 |
15.119634529999999 |
16.34364 |
¥10.0万 |
+8.06% |
回到中轨 |
| 16 |
2017-12-06 |
2017-12-12 |
16.030817802999998 |
17.5824 |
¥12.8万 |
+9.65% |
回到中轨 |
| 17 |
2018-05-25 |
2018-06-29 |
25.833547739999997 |
24.29568 |
¥-8.7万 |
-5.98% |
回到中轨 |
| 18 |
2018-08-03 |
2018-08-10 |
24.221454256999998 |
25.99398 |
¥10.0万 |
+7.29% |
回到中轨 |
| 19 |
2018-10-11 |
2018-10-23 |
20.026006 |
22.347630000000002 |
¥15.9万 |
+11.56% |
回到中轨 |
| 20 |
2018-11-30 |
2018-12-14 |
20.206240054 |
21.808169999999997 |
¥12.9万 |
+7.90% |
回到中轨 |
| 21 |
2019-05-08 |
2019-06-04 |
28.707279600999996 |
31.42854 |
¥15.9万 |
+9.45% |
回到中轨 |
| 22 |
2019-10-30 |
2019-11-14 |
31.941479569999995 |
33.8 |
¥11.1万 |
+5.79% |
回到中轨 |
| 23 |
2019-12-23 |
2020-01-10 |
32.87268884899999 |
33.966 |
¥6.7万 |
+3.29% |
回到中轨 |
| 24 |
2020-03-30 |
2020-04-15 |
40.942279 |
45.00494999999999 |
¥20.6万 |
+9.89% |
回到中轨 |
| 25 |
2020-10-26 |
2020-11-17 |
62.050579590999995 |
64.10583 |
¥7.6万 |
+3.28% |
回到中轨 |
| 26 |
2021-02-24 |
2021-03-24 |
61.37970839 |
54.645300000000006 |
¥-26.2万 |
-11.00% |
回到中轨 |
| 27 |
2021-06-10 |
2021-07-02 |
48.442908513999996 |
54.74519999999999 |
¥27.1万 |
+12.98% |
回到中轨 |
| 28 |
2021-09-30 |
2021-10-18 |
64.37359628700001 |
69.86007000000001 |
¥20.2万 |
+8.49% |
回到中轨 |
| 29 |
2021-11-26 |
2022-01-05 |
67.627822262 |
62.607330000000005 |
¥-19.3万 |
-7.45% |
回到中轨 |
| 30 |
2022-01-12 |
2022-01-18 |
57.384520193 |
64.41552 |
¥29.3万 |
+12.22% |
回到中轨 |
| 31 |
2022-02-09 |
2022-03-18 |
53.76982611 |
51.18876 |
¥-13.0万 |
-4.83% |
回到中轨 |
| 32 |
2022-04-12 |
2022-05-05 |
42.79557482199999 |
47.542410000000004 |
¥28.2万 |
+11.06% |
回到中轨 |
| 33 |
2022-07-12 |
2022-09-07 |
52.027563588 |
39.18078 |
¥-69.7万 |
-24.71% |
回到中轨 |
| 34 |
2022-10-12 |
2022-10-18 |
35.696355695 |
38.5614 |
¥17.1万 |
+7.99% |
回到中轨 |
| 35 |
2022-11-28 |
2022-12-08 |
39.841738936999995 |
41.14881 |
¥7.4万 |
+3.25% |
回到中轨 |
| 36 |
2023-04-27 |
2023-05-26 |
53.689722085999996 |
52.52 |
¥-5.3万 |
-2.21% |
回到中轨 |
| 37 |
2023-06-13 |
2023-06-19 |
45.398955602 |
52.7472 |
¥37.7万 |
+16.15% |
回到中轨 |
| 38 |
2023-08-29 |
2023-11-09 |
47.151231126999996 |
43.436519999999994 |
¥-21.3万 |
-7.91% |
回到中轨 |
| 39 |
2024-01-09 |
2024-02-07 |
45.85955373999999 |
43.20675000000001 |
¥-14.5万 |
-5.81% |
回到中轨 |
| 40 |
2024-03-25 |
2024-04-25 |
39.531335844 |
39.88008 |
¥2.0万 |
+0.85% |
回到中轨 |
| 41 |
2024-06-13 |
2024-07-22 |
33.954093173 |
32.2677 |
¥-11.8万 |
-5.00% |
回到中轨 |
| 42 |
2024-08-27 |
2024-09-05 |
28.136538429999998 |
30.05991 |
¥15.3万 |
+6.80% |
回到中轨 |
| 43 |
2024-12-17 |
2024-12-20 |
27.315472183999997 |
28.48149 |
¥10.2万 |
+4.24% |
回到中轨 |
| 44 |
2025-04-08 |
2025-05-07 |
26.033807799999998 |
27.82215 |
¥17.1万 |
+6.84% |
回到中轨 |
| 45 |
2025-05-29 |
2025-07-09 |
25.072559512 |
23.806169999999998 |
¥-13.6万 |
-5.08% |
回到中轨 |
| 46 |
2025-09-04 |
2025-10-10 |
23.881012154999997 |
23.776200000000003 |
¥-1.2万 |
-0.47% |
回到中轨 |
| 47 |
2025-11-21 |
2025-12-29 |
22.379061704999998 |
20.619360000000004 |
¥-19.8万 |
-7.89% |
回到中轨 |
| 48 |
2026-03-18 |
2026-03-31 |
21.738229513 |
23.79618 |
¥22.1万 |
+9.43% |
回到中轨 |
| 49 |
2026-05-26 |
2026-07-02 |
21.826546 |
18.97101 |
¥-33.2万 |
-13.11% |
回到中轨 |
| 50 |
2026-11-13 |
2026-11-13 |
16.110921827 |
16.79 |
¥9.3万 |
+4.18% |
强平 |
逐笔成交记录（共 100 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
61.64157999999999 |
15300.0 |
¥94.3万 |
|
| 2015-07-24 |
回到中轨 |
卖出 |
66.94299000000001 |
15300.0 |
¥1.02M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
49.04899999999999 |
20100.0 |
¥98.6万 |
|
| 2015-09-25 |
回到中轨 |
卖出 |
47.77218 |
20100.0 |
¥96.0万 |
|
| 2015-12-02 |
跌破下轨 |
买入 |
61.561499999999995 |
16800.0 |
¥1.03M |
|
| 2015-12-18 |
回到中轨 |
卖出 |
65.934 |
16800.0 |
¥1.11M |
|
| 2015-12-29 |
跌破下轨 |
买入 |
60.34027999999999 |
18600.0 |
¥1.12M |
|
| 2016-02-05 |
回到中轨 |
卖出 |
42.4575 |
18600.0 |
¥78.9万 |
|
| 2016-03-01 |
跌破下轨 |
买入 |
34.6346 |
22700.0 |
¥78.6万 |
|
| 2016-03-21 |
回到中轨 |
卖出 |
39.570389999999996 |
22700.0 |
¥89.8万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
37.92789 |
23800.0 |
¥90.3万 |
|
| 2016-05-04 |
回到中轨 |
卖出 |
41.43852 |
23800.0 |
¥98.6万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
19.519499999999997 |
46300.0 |
¥90.4万 |
|
| 2016-06-03 |
回到中轨 |
卖出 |
19.64034 |
46300.0 |
¥90.9万 |
|
| 2016-10-31 |
跌破下轨 |
买入 |
21.3 |
46300.0 |
¥98.6万 |
|
| 2016-11-23 |
回到中轨 |
卖出 |
21.028950000000002 |
46300.0 |
¥97.3万 |
|
| 2016-11-25 |
跌破下轨 |
买入 |
20.16014 |
48000.0 |
¥96.8万 |
|
| 2016-11-28 |
回到中轨 |
卖出 |
21.20877 |
48000.0 |
¥1.02M |
|
| 2016-12-05 |
跌破下轨 |
买入 |
19.999979999999997 |
51000.0 |
¥1.02M |
|
| 2017-01-06 |
回到中轨 |
卖出 |
18.781200000000002 |
51000.0 |
¥95.8万 |
|
| 2017-01-16 |
跌破下轨 |
买入 |
17.3173 |
55200.0 |
¥95.6万 |
|
| 2017-02-14 |
回到中轨 |
卖出 |
19.230750000000004 |
55200.0 |
¥1.06M |
|
| 2017-03-31 |
跌破下轨 |
买入 |
17.6176 |
60700.0 |
¥1.07M |
|
| 2017-04-14 |
回到中轨 |
卖出 |
18.1818 |
60700.0 |
¥1.10M |
|
| 2017-04-24 |
跌破下轨 |
买入 |
16.64 |
66200.0 |
¥1.10M |
|
| 2017-05-22 |
回到中轨 |
卖出 |
16.07391 |
66200.0 |
¥1.06M |
|
| 2017-05-24 |
跌破下轨 |
买入 |
14.934919999999998 |
71000.0 |
¥1.06M |
|
| 2017-06-13 |
回到中轨 |
卖出 |
17.34264 |
71000.0 |
¥1.23M |
|
| 2017-07-18 |
跌破下轨 |
买入 |
15.115099999999998 |
81700.0 |
¥1.24M |
|
| 2017-07-28 |
回到中轨 |
卖出 |
16.34364 |
81700.0 |
¥1.33M |
|
| 2017-12-06 |
跌破下轨 |
买入 |
16.02601 |
83000.0 |
¥1.33M |
|
| 2017-12-12 |
回到中轨 |
卖出 |
17.5824 |
83000.0 |
¥1.46M |
|
| 2018-05-25 |
跌破下轨 |
买入 |
25.825799999999997 |
56400.0 |
¥1.46M |
|
| 2018-06-29 |
回到中轨 |
卖出 |
24.29568 |
56400.0 |
¥1.37M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
24.21419 |
56700.0 |
¥1.37M |
|
| 2018-08-10 |
回到中轨 |
卖出 |
25.99398 |
56700.0 |
¥1.47M |
|
| 2018-10-11 |
跌破下轨 |
买入 |
20.019999999999996 |
68500.0 |
¥1.37M |
|
| 2018-10-23 |
回到中轨 |
卖出 |
22.347630000000002 |
68500.0 |
¥1.53M |
|
| 2018-11-30 |
跌破下轨 |
买入 |
20.200179999999996 |
80800.0 |
¥1.63M |
|
| 2018-12-14 |
回到中轨 |
卖出 |
21.808169999999997 |
80800.0 |
¥1.76M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
28.69867 |
58600.0 |
¥1.68M |
|
| 2019-06-04 |
回到中轨 |
卖出 |
31.42854 |
58600.0 |
¥1.84M |
|
| 2019-10-30 |
跌破下轨 |
买入 |
31.931899999999995 |
59800.0 |
¥1.91M |
|
| 2019-11-14 |
回到中轨 |
卖出 |
33.8 |
59800.0 |
¥2.02M |
|
| 2019-12-23 |
跌破下轨 |
买入 |
32.862829999999995 |
61400.0 |
¥2.02M |
|
| 2020-01-10 |
回到中轨 |
卖出 |
33.966 |
61400.0 |
¥2.08M |
|
| 2020-03-30 |
跌破下轨 |
买入 |
40.93 |
50800.0 |
¥2.08M |
|
| 2020-04-15 |
回到中轨 |
卖出 |
45.00494999999999 |
50800.0 |
¥2.29M |
|
| 2020-10-26 |
跌破下轨 |
买入 |
62.031969999999994 |
37100.0 |
¥2.30M |
|
| 2020-11-17 |
回到中轨 |
卖出 |
64.10583 |
37100.0 |
¥2.38M |
|
| 2021-02-24 |
跌破下轨 |
买入 |
61.3613 |
38800.0 |
¥2.38M |
|
| 2021-03-24 |
回到中轨 |
卖出 |
54.645300000000006 |
38800.0 |
¥2.12M |
|
| 2021-06-10 |
跌破下轨 |
买入 |
48.42838 |
43100.0 |
¥2.09M |
|
| 2021-07-02 |
回到中轨 |
卖出 |
54.74519999999999 |
43100.0 |
¥2.36M |
|
| 2021-09-30 |
跌破下轨 |
买入 |
64.35429 |
36900.0 |
¥2.38M |
|
| 2021-10-18 |
回到中轨 |
卖出 |
69.86007000000001 |
36900.0 |
¥2.58M |
|
| 2021-11-26 |
跌破下轨 |
买入 |
67.60754 |
38200.0 |
¥2.58M |
|
| 2022-01-05 |
回到中轨 |
卖出 |
62.607330000000005 |
38200.0 |
¥2.39M |
|
| 2022-01-12 |
跌破下轨 |
买入 |
57.367309999999996 |
41800.0 |
¥2.40M |
|
| 2022-01-18 |
回到中轨 |
卖出 |
64.41552 |
41800.0 |
¥2.69M |
|
| 2022-02-09 |
跌破下轨 |
买入 |
53.753699999999995 |
50100.0 |
¥2.69M |
|
| 2022-03-18 |
回到中轨 |
卖出 |
51.18876 |
50100.0 |
¥2.56M |
|
| 2022-04-12 |
跌破下轨 |
买入 |
42.78274 |
59500.0 |
¥2.55M |
|
| 2022-05-05 |
回到中轨 |
卖出 |
47.542410000000004 |
59500.0 |
¥2.83M |
|
| 2022-07-12 |
跌破下轨 |
买入 |
52.011959999999995 |
54200.0 |
¥2.82M |
|
| 2022-09-07 |
回到中轨 |
卖出 |
39.18078 |
54200.0 |
¥2.12M |
|
| 2022-10-12 |
跌破下轨 |
买入 |
35.68565 |
60100.0 |
¥2.15M |
|
| 2022-10-18 |
回到中轨 |
卖出 |
38.5614 |
60100.0 |
¥2.32M |
|
| 2022-11-28 |
跌破下轨 |
买入 |
39.829789999999996 |
57000.0 |
¥2.27M |
|
| 2022-12-08 |
回到中轨 |
卖出 |
41.14881 |
57000.0 |
¥2.34M |
|
| 2023-04-27 |
跌破下轨 |
买入 |
53.67362 |
44500.0 |
¥2.39M |
|
| 2023-05-26 |
回到中轨 |
卖出 |
52.52 |
44500.0 |
¥2.34M |
|
| 2023-06-13 |
跌破下轨 |
买入 |
45.38534 |
51400.0 |
¥2.33M |
|
| 2023-06-19 |
回到中轨 |
卖出 |
52.7472 |
51400.0 |
¥2.71M |
|
| 2023-08-29 |
跌破下轨 |
买入 |
47.13709 |
57200.0 |
¥2.70M |
|
| 2023-11-09 |
回到中轨 |
卖出 |
43.436519999999994 |
57200.0 |
¥2.48M |
|
| 2024-01-09 |
跌破下轨 |
买入 |
45.84579999999999 |
54400.0 |
¥2.49M |
|
| 2024-02-07 |
回到中轨 |
卖出 |
43.20675000000001 |
54400.0 |
¥2.35M |
|
| 2024-03-25 |
跌破下轨 |
买入 |
39.519479999999994 |
59500.0 |
¥2.35M |
|
| 2024-04-25 |
回到中轨 |
卖出 |
39.88008 |
59500.0 |
¥2.37M |
|
| 2024-06-13 |
跌破下轨 |
买入 |
33.943909999999995 |
69700.0 |
¥2.37M |
|
| 2024-07-22 |
回到中轨 |
卖出 |
32.2677 |
69700.0 |
¥2.25M |
|
| 2024-08-27 |
跌破下轨 |
买入 |
28.1281 |
79900.0 |
¥2.25M |
|
| 2024-09-05 |
回到中轨 |
卖出 |
30.05991 |
79900.0 |
¥2.40M |
|
| 2024-12-17 |
跌破下轨 |
买入 |
27.30728 |
88200.0 |
¥2.41M |
|
| 2024-12-20 |
回到中轨 |
卖出 |
28.48149 |
88200.0 |
¥2.51M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
26.026 |
96300.0 |
¥2.51M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
27.82215 |
96300.0 |
¥2.68M |
|
| 2025-05-29 |
跌破下轨 |
买入 |
25.06504 |
107000.0 |
¥2.68M |
|
| 2025-07-09 |
回到中轨 |
卖出 |
23.806169999999998 |
107000.0 |
¥2.55M |
|
| 2025-09-04 |
跌破下轨 |
买入 |
23.873849999999997 |
106800.0 |
¥2.55M |
|
| 2025-10-10 |
回到中轨 |
卖出 |
23.776200000000003 |
106800.0 |
¥2.54M |
|
| 2025-11-21 |
跌破下轨 |
买入 |
22.37235 |
112200.0 |
¥2.51M |
|
| 2025-12-29 |
回到中轨 |
卖出 |
20.619360000000004 |
112200.0 |
¥2.31M |
|
| 2026-03-18 |
跌破下轨 |
买入 |
21.73171 |
107600.0 |
¥2.34M |
|
| 2026-03-31 |
回到中轨 |
卖出 |
23.79618 |
107600.0 |
¥2.56M |
|
| 2026-05-26 |
跌破下轨 |
买入 |
21.82 |
116000.0 |
¥2.53M |
|
| 2026-07-02 |
回到中轨 |
卖出 |
18.97101 |
116000.0 |
¥2.20M |
|
| 2026-11-13 |
跌破下轨 |
买入 |
16.10609 |
138300.0 |
¥2.23M |
|
| 2026-11-13 |
强平 |
卖出 |
16.79 |
138300 |
¥2.32M |
回测结束强平 |