600875 东方电气 — 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: ¥39.5万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -60.50%）
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 38 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 |
2015-02-04 |
2015-03-03 |
19.635498882999997 |
20.1798 |
¥2.7万 |
+2.74% |
回到中轨 |
| 2 |
2015-06-23 |
2015-07-24 |
24.011181194 |
18.781200000000002 |
¥-22.1万 |
-21.80% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-22 |
12.305980686999996 |
13.26672 |
¥5.6万 |
+7.77% |
回到中轨 |
| 4 |
2015-12-01 |
2015-12-18 |
13.577632067999998 |
14.26572 |
¥4.3万 |
+5.04% |
回到中轨 |
| 5 |
2016-01-05 |
2016-02-18 |
12.155785642 |
10.99899 |
¥-8.4万 |
-9.54% |
回到中轨 |
| 6 |
2016-04-21 |
2016-06-01 |
10.503640146999999 |
10.039950000000001 |
¥-3.6万 |
-4.44% |
回到中轨 |
| 7 |
2016-06-14 |
2016-06-30 |
9.51235285 |
9.85014 |
¥2.7万 |
+3.52% |
回到中轨 |
| 8 |
2016-08-01 |
2016-08-16 |
9.872960999999998 |
10.0899 |
¥1.8万 |
+2.17% |
回到中轨 |
| 9 |
2017-04-21 |
2017-05-31 |
9.81274294 |
9.48051 |
¥-2.8万 |
-3.41% |
回到中轨 |
| 10 |
2017-09-26 |
2017-10-27 |
10.31339309 |
10.5894 |
¥2.1万 |
+2.65% |
回到中轨 |
| 11 |
2017-11-24 |
2017-12-15 |
10.393497114 |
10.709280000000001 |
¥2.5万 |
+3.01% |
回到中轨 |
| 12 |
2018-02-12 |
2018-03-13 |
9.522365852999998 |
9.87012 |
¥3.0万 |
+3.62% |
回到中轨 |
| 13 |
2018-03-26 |
2018-04-12 |
8.701299607 |
9.260729999999999 |
¥5.5万 |
+6.40% |
回到中轨 |
| 14 |
2018-06-01 |
2018-07-19 |
8.571130568 |
7.182810000000001 |
¥-15.0万 |
-16.22% |
回到中轨 |
| 15 |
2018-10-12 |
2018-11-01 |
7.069180117999999 |
7.222770000000001 |
¥1.7万 |
+2.14% |
回到中轨 |
| 16 |
2019-08-05 |
2019-08-20 |
9.422235823 |
9.67032 |
¥2.0万 |
+2.60% |
回到中轨 |
| 17 |
2019-10-31 |
2019-11-26 |
8.921585673 |
8.871120000000001 |
¥-4,850 |
-0.60% |
回到中轨 |
| 18 |
2020-02-03 |
2020-02-17 |
7.992397 |
9.05094 |
¥9.7万 |
+13.21% |
回到中轨 |
| 19 |
2020-03-17 |
2020-04-16 |
8.791416633999999 |
8.74125 |
¥-5,453 |
-0.60% |
回到中轨 |
| 20 |
2020-06-30 |
2020-07-03 |
8.811442640000001 |
9.13086 |
¥3.2万 |
+3.59% |
回到中轨 |
| 21 |
2020-12-14 |
2020-12-24 |
9.912872969999999 |
10.4895 |
¥5.4万 |
+5.79% |
回到中轨 |
| 22 |
2021-04-14 |
2021-05-20 |
12.085694620999998 |
11.548440000000001 |
¥-4.4万 |
-4.47% |
回到中轨 |
| 23 |
2021-06-07 |
2021-06-25 |
10.693887204 |
10.91907 |
¥2.0万 |
+2.08% |
回到中轨 |
| 24 |
2021-07-05 |
2021-07-13 |
10.423536122999998 |
10.83915 |
¥3.8万 |
+3.96% |
回到中轨 |
| 25 |
2022-01-06 |
2022-05-05 |
19.695576901 |
12.587399999999999 |
¥-35.7万 |
-36.11% |
回到中轨 |
| 26 |
2022-12-05 |
2022-12-29 |
22.208840653999996 |
21.25872 |
¥-2.8万 |
-4.31% |
回到中轨 |
| 27 |
2023-02-07 |
2023-03-03 |
20.266318071999997 |
20.31966 |
¥1,446 |
+0.23% |
回到中轨 |
| 28 |
2023-03-20 |
2023-05-05 |
18.924575669999996 |
17.84214 |
¥-3.6万 |
-5.75% |
回到中轨 |
| 29 |
2023-08-08 |
2023-11-02 |
18.32379549 |
15.174809999999999 |
¥-10.1万 |
-17.21% |
回到中轨 |
| 30 |
2023-11-23 |
2023-12-26 |
14.759166421999998 |
13.96602 |
¥-2.6万 |
-5.40% |
回到中轨 |
| 31 |
2024-01-23 |
2024-01-26 |
13.477502037999999 |
14.6853 |
¥4.1万 |
+8.93% |
回到中轨 |
| 32 |
2024-03-28 |
2024-04-12 |
15.189725550999997 |
16.383599999999998 |
¥3.9万 |
+7.83% |
回到中轨 |
| 33 |
2024-06-28 |
2024-07-01 |
17.612872276999997 |
18.431549999999998 |
¥2.5万 |
+4.62% |
回到中轨 |
| 34 |
2024-07-04 |
2024-09-25 |
17.182313147999995 |
13.33 |
¥-12.6万 |
-22.44% |
回到中轨 |
| 35 |
2025-04-08 |
2025-04-15 |
14.118334229999999 |
15.2847 |
¥3.6万 |
+8.23% |
回到中轨 |
| 36 |
2025-09-03 |
2025-10-09 |
19.475290834999996 |
19.86 |
¥9,204 |
+1.94% |
回到中轨 |
| 37 |
2026-06-03 |
2026-07-24 |
32.762545816 |
26.62335 |
¥-8.9万 |
-18.76% |
回到中轨 |
| 38 |
2026-09-29 |
2026-10-29 |
22.609360773999995 |
22.65732 |
¥712 |
+0.18% |
回到中轨 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-04 |
跌破下轨 |
买入 |
19.629609999999996 |
50100.0 |
¥98.4万 |
|
| 2015-03-03 |
回到中轨 |
卖出 |
20.1798 |
50100.0 |
¥1.01M |
|
| 2015-06-23 |
跌破下轨 |
买入 |
24.00398 |
42200.0 |
¥1.01M |
|
| 2015-07-24 |
回到中轨 |
卖出 |
18.781200000000002 |
42200.0 |
¥79.2万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
12.302289999999998 |
58700.0 |
¥72.2万 |
|
| 2015-09-22 |
回到中轨 |
卖出 |
13.26672 |
58700.0 |
¥77.9万 |
|
| 2015-12-01 |
跌破下轨 |
买入 |
13.573559999999999 |
63300.0 |
¥85.9万 |
|
| 2015-12-18 |
回到中轨 |
卖出 |
14.26572 |
63300.0 |
¥90.3万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
12.15214 |
72600.0 |
¥88.3万 |
|
| 2016-02-18 |
回到中轨 |
卖出 |
10.99899 |
72600.0 |
¥79.8万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
10.50049 |
77800.0 |
¥81.7万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
10.039950000000001 |
77800.0 |
¥78.1万 |
|
| 2016-06-14 |
跌破下轨 |
买入 |
9.5095 |
82100.0 |
¥78.1万 |
|
| 2016-06-30 |
回到中轨 |
卖出 |
9.85014 |
82100.0 |
¥80.8万 |
|
| 2016-08-01 |
跌破下轨 |
买入 |
9.87 |
82000.0 |
¥81.0万 |
|
| 2016-08-16 |
回到中轨 |
卖出 |
10.0899 |
82000.0 |
¥82.7万 |
|
| 2017-04-21 |
跌破下轨 |
买入 |
9.8098 |
84300.0 |
¥82.7万 |
|
| 2017-05-31 |
回到中轨 |
卖出 |
9.48051 |
84300.0 |
¥79.9万 |
|
| 2017-09-26 |
跌破下轨 |
买入 |
10.3103 |
77700.0 |
¥80.1万 |
|
| 2017-10-27 |
回到中轨 |
卖出 |
10.5894 |
77700.0 |
¥82.3万 |
|
| 2017-11-24 |
跌破下轨 |
买入 |
10.39038 |
79000.0 |
¥82.1万 |
|
| 2017-12-15 |
回到中轨 |
卖出 |
10.709280000000001 |
79000.0 |
¥84.6万 |
|
| 2018-02-12 |
跌破下轨 |
买入 |
9.519509999999999 |
86100.0 |
¥82.0万 |
|
| 2018-03-13 |
回到中轨 |
卖出 |
9.87012 |
86100.0 |
¥85.0万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
8.69869 |
99300.0 |
¥86.4万 |
|
| 2018-04-12 |
回到中轨 |
卖出 |
9.260729999999999 |
99300.0 |
¥91.9万 |
|
| 2018-06-01 |
跌破下轨 |
买入 |
8.56856 |
108000.0 |
¥92.6万 |
|
| 2018-07-19 |
回到中轨 |
卖出 |
7.182810000000001 |
108000.0 |
¥77.6万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
7.067059999999999 |
110600.0 |
¥78.2万 |
|
| 2018-11-01 |
回到中轨 |
卖出 |
7.222770000000001 |
110600.0 |
¥79.9万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
9.41941 |
83100.0 |
¥78.3万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
9.67032 |
83100.0 |
¥80.3万 |
|
| 2019-10-31 |
跌破下轨 |
买入 |
8.918909999999999 |
91300.0 |
¥81.5万 |
|
| 2019-11-26 |
回到中轨 |
卖出 |
8.871120000000001 |
91300.0 |
¥81.0万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
7.99 |
91400.0 |
¥73.1万 |
|
| 2020-02-17 |
回到中轨 |
卖出 |
9.05094 |
91400.0 |
¥82.7万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
8.78878 |
103300.0 |
¥90.8万 |
|
| 2020-04-16 |
回到中轨 |
卖出 |
8.74125 |
103300.0 |
¥90.3万 |
|
| 2020-06-30 |
跌破下轨 |
买入 |
8.8088 |
102500.0 |
¥90.3万 |
|
| 2020-07-03 |
回到中轨 |
卖出 |
9.13086 |
102500.0 |
¥93.6万 |
|
| 2020-12-14 |
跌破下轨 |
买入 |
9.909899999999999 |
94400.0 |
¥93.6万 |
|
| 2020-12-24 |
回到中轨 |
卖出 |
10.4895 |
94400.0 |
¥99.0万 |
|
| 2021-04-14 |
跌破下轨 |
买入 |
12.082069999999998 |
82000.0 |
¥99.1万 |
|
| 2021-05-20 |
回到中轨 |
卖出 |
11.548440000000001 |
82000.0 |
¥94.7万 |
|
| 2021-06-07 |
跌破下轨 |
买入 |
10.690679999999999 |
88300.0 |
¥94.4万 |
|
| 2021-06-25 |
回到中轨 |
卖出 |
10.91907 |
88300.0 |
¥96.4万 |
|
| 2021-07-05 |
跌破下轨 |
买入 |
10.420409999999999 |
92600.0 |
¥96.5万 |
|
| 2021-07-13 |
回到中轨 |
卖出 |
10.83915 |
92600.0 |
¥1.00M |
|
| 2022-01-06 |
跌破下轨 |
买入 |
19.68967 |
50200.0 |
¥98.9万 |
|
| 2022-05-05 |
回到中轨 |
卖出 |
12.587399999999999 |
50200.0 |
¥63.2万 |
|
| 2022-12-05 |
跌破下轨 |
买入 |
22.20218 |
29000.0 |
¥64.4万 |
|
| 2022-12-29 |
回到中轨 |
卖出 |
21.25872 |
29000.0 |
¥61.6万 |
|
| 2023-02-07 |
跌破下轨 |
买入 |
20.260239999999996 |
30600.0 |
¥62.0万 |
|
| 2023-03-03 |
回到中轨 |
卖出 |
20.31966 |
30600.0 |
¥62.2万 |
|
| 2023-03-20 |
跌破下轨 |
买入 |
18.918899999999997 |
32800.0 |
¥62.1万 |
|
| 2023-05-05 |
回到中轨 |
卖出 |
17.84214 |
32800.0 |
¥58.5万 |
|
| 2023-08-08 |
跌破下轨 |
买入 |
18.318299999999997 |
31900.0 |
¥58.5万 |
|
| 2023-11-02 |
回到中轨 |
卖出 |
15.174809999999999 |
31900.0 |
¥48.4万 |
|
| 2023-11-23 |
跌破下轨 |
买入 |
14.754739999999998 |
32800.0 |
¥48.4万 |
|
| 2023-12-26 |
回到中轨 |
卖出 |
13.96602 |
32800.0 |
¥45.8万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
13.47346 |
33900.0 |
¥45.7万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
14.6853 |
33900.0 |
¥49.8万 |
|
| 2024-03-28 |
跌破下轨 |
买入 |
15.185169999999998 |
32900.0 |
¥50.0万 |
|
| 2024-04-12 |
回到中轨 |
卖出 |
16.383599999999998 |
32900.0 |
¥53.9万 |
|
| 2024-06-28 |
跌破下轨 |
买入 |
17.60759 |
30500.0 |
¥53.7万 |
|
| 2024-07-01 |
回到中轨 |
卖出 |
18.431549999999998 |
30500.0 |
¥56.2万 |
|
| 2024-07-04 |
跌破下轨 |
买入 |
17.177159999999997 |
32800.0 |
¥56.4万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
13.33 |
32800.0 |
¥43.7万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
14.114099999999999 |
31000.0 |
¥43.8万 |
|
| 2025-04-15 |
回到中轨 |
卖出 |
15.2847 |
31000.0 |
¥47.4万 |
|
| 2025-09-03 |
跌破下轨 |
买入 |
19.46945 |
24300.0 |
¥47.3万 |
|
| 2025-10-09 |
回到中轨 |
卖出 |
19.86 |
24300.0 |
¥48.2万 |
|
| 2026-06-03 |
跌破下轨 |
买入 |
32.75272 |
14500.0 |
¥47.5万 |
|
| 2026-07-24 |
回到中轨 |
卖出 |
26.62335 |
14500.0 |
¥38.6万 |
|
| 2026-09-29 |
跌破下轨 |
买入 |
22.602579999999996 |
17300.0 |
¥39.1万 |
|
| 2026-10-29 |
回到中轨 |
卖出 |
22.65732 |
17300.0 |
¥39.2万 |
|