600886 国投电力 — 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: ¥1.06M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +5.57%）
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 36 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 |
2015-09-24 |
2015-10-27 |
9.231988766 |
9.290700000000001 |
¥5,710 |
+0.61% |
回到中轨 |
| 2 |
2016-01-05 |
2016-02-23 |
7.649934291999998 |
6.50349 |
¥-14.8万 |
-15.01% |
回到中轨 |
| 3 |
2016-04-21 |
2016-05-12 |
6.40832192 |
6.5134799999999995 |
¥1.4万 |
+1.61% |
回到中轨 |
| 4 |
2016-11-03 |
2016-11-14 |
6.4984389469999995 |
6.64 |
¥1.9万 |
+2.15% |
回到中轨 |
| 5 |
2017-09-04 |
2017-10-10 |
7.389596213999999 |
7.44255 |
¥6,061 |
+0.69% |
回到中轨 |
| 6 |
2017-11-15 |
2017-11-22 |
7.40962222 |
7.8021899999999995 |
¥4.7万 |
+5.27% |
回到中轨 |
| 7 |
2018-01-16 |
2018-03-06 |
7.2093621599999995 |
6.993 |
¥-2.9万 |
-3.03% |
回到中轨 |
| 8 |
2018-04-20 |
2018-05-07 |
6.758777024999999 |
6.92307 |
¥2.2万 |
+2.40% |
回到中轨 |
| 9 |
2018-06-29 |
2018-07-17 |
7.199349157 |
7.41258 |
¥2.7万 |
+2.93% |
回到中轨 |
| 10 |
2018-08-16 |
2018-08-29 |
7.209362159999999 |
7.46253 |
¥3.3万 |
+3.48% |
回到中轨 |
| 11 |
2019-05-07 |
2019-05-31 |
7.840181348999999 |
7.7922 |
¥-6,365 |
-0.64% |
回到中轨 |
| 12 |
2019-10-16 |
2019-11-07 |
8.841481649 |
8.6913 |
¥-1.7万 |
-1.73% |
回到中轨 |
| 13 |
2019-11-18 |
2019-11-26 |
8.250714471999999 |
8.5914 |
¥4.0万 |
+4.10% |
回到中轨 |
| 14 |
2020-01-22 |
2020-02-21 |
8.462538 |
8.23176 |
¥-2.8万 |
-2.76% |
回到中轨 |
| 15 |
2020-04-21 |
2020-05-06 |
7.539791259 |
7.61238 |
¥9,182 |
+0.93% |
回到中轨 |
| 16 |
2020-12-10 |
2021-01-05 |
8.831468646 |
8.67132 |
¥-1.8万 |
-1.84% |
回到中轨 |
| 17 |
2021-01-26 |
2021-01-29 |
8.51105255 |
8.81118 |
¥3.4万 |
+3.50% |
回到中轨 |
| 18 |
2021-02-05 |
2021-02-22 |
8.360857504999998 |
8.641350000000001 |
¥3.4万 |
+3.32% |
回到中轨 |
| 19 |
2021-05-31 |
2021-06-25 |
9.492326843999999 |
9.620370000000001 |
¥1.4万 |
+1.32% |
回到中轨 |
| 20 |
2021-07-21 |
2021-08-10 |
8.981663691 |
8.98101 |
¥-393 |
-0.04% |
回到中轨 |
| 21 |
2022-01-10 |
2022-02-09 |
9.972950988000001 |
10.579409999999998 |
¥6.3万 |
+6.05% |
回到中轨 |
| 22 |
2022-10-25 |
2022-11-17 |
10.473601138 |
10.2897 |
¥-2.0万 |
-1.79% |
回到中轨 |
| 23 |
2023-02-06 |
2023-02-13 |
10.403510117 |
10.72926 |
¥3.4万 |
+3.10% |
回到中轨 |
| 24 |
2023-06-19 |
2023-06-27 |
12.005590596999998 |
12.54744 |
¥5.1万 |
+4.48% |
回到中轨 |
| 25 |
2023-08-29 |
2023-09-15 |
12.796617834 |
12.717270000000001 |
¥-7,684 |
-0.65% |
回到中轨 |
| 26 |
2023-10-26 |
2023-10-27 |
11.645122489 |
11.978010000000001 |
¥3.3万 |
+2.83% |
回到中轨 |
| 27 |
2024-01-23 |
2024-01-26 |
12.666448794999997 |
13.256730000000001 |
¥5.6万 |
+4.63% |
回到中轨 |
| 28 |
2024-07-26 |
2024-09-24 |
17.80534 |
15.85413 |
¥-13.9万 |
-10.99% |
回到中轨 |
| 29 |
2025-01-07 |
2025-02-18 |
15.594676999999999 |
14.4855 |
¥-8.1万 |
-7.14% |
回到中轨 |
| 30 |
2025-09-16 |
2025-10-13 |
13.787905130999999 |
13.466520000000001 |
¥-2.5万 |
-2.36% |
回到中轨 |
| 31 |
2025-11-19 |
2025-12-11 |
13.697788103999999 |
13.796190000000001 |
¥7,013 |
+0.69% |
回到中轨 |
| 32 |
2025-12-17 |
2026-01-14 |
13.644092 |
13.40658 |
¥-1.8万 |
-1.77% |
回到中轨 |
| 33 |
2026-01-29 |
2026-02-27 |
12.886734860999997 |
13.0869 |
¥1.5万 |
+1.52% |
回到中轨 |
| 34 |
2026-04-09 |
2026-04-29 |
13.557606061999998 |
13.47651 |
¥-6,437 |
-0.63% |
回到中轨 |
| 35 |
2026-08-13 |
2026-09-03 |
13.918074169999999 |
14.14584 |
¥1.6万 |
+1.61% |
回到中轨 |
| 36 |
2026-11-06 |
2026-11-13 |
15.369959604999998 |
15.65 |
¥1.8万 |
+1.79% |
强平 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-09-24 |
跌破下轨 |
买入 |
9.22922 |
102100.0 |
¥94.3万 |
|
| 2015-10-27 |
回到中轨 |
卖出 |
9.290700000000001 |
102100.0 |
¥94.8万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
7.647639999999999 |
128600.0 |
¥98.4万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
6.50349 |
128600.0 |
¥83.6万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
6.4064 |
132300.0 |
¥84.8万 |
|
| 2016-05-12 |
回到中轨 |
卖出 |
6.5134799999999995 |
132300.0 |
¥86.1万 |
|
| 2016-11-03 |
跌破下轨 |
买入 |
6.49649 |
133800.0 |
¥86.9万 |
|
| 2016-11-14 |
回到中轨 |
卖出 |
6.64 |
133800.0 |
¥88.8万 |
|
| 2017-09-04 |
跌破下轨 |
买入 |
7.387379999999999 |
119500.0 |
¥88.3万 |
|
| 2017-10-10 |
回到中轨 |
卖出 |
7.44255 |
119500.0 |
¥88.9万 |
|
| 2017-11-15 |
跌破下轨 |
买入 |
7.4074 |
120700.0 |
¥89.4万 |
|
| 2017-11-22 |
回到中轨 |
卖出 |
7.8021899999999995 |
120700.0 |
¥94.1万 |
|
| 2018-01-16 |
跌破下轨 |
买入 |
7.207199999999999 |
130700.0 |
¥94.2万 |
|
| 2018-03-06 |
回到中轨 |
卖出 |
6.993 |
130700.0 |
¥91.4万 |
|
| 2018-04-20 |
跌破下轨 |
买入 |
6.756749999999999 |
134500.0 |
¥90.9万 |
|
| 2018-05-07 |
回到中轨 |
卖出 |
6.92307 |
134500.0 |
¥93.1万 |
|
| 2018-06-29 |
跌破下轨 |
买入 |
7.19719 |
129800.0 |
¥93.4万 |
|
| 2018-07-17 |
回到中轨 |
卖出 |
7.41258 |
129800.0 |
¥96.2万 |
|
| 2018-08-16 |
跌破下轨 |
买入 |
7.207199999999999 |
133400.0 |
¥96.2万 |
|
| 2018-08-29 |
回到中轨 |
卖出 |
7.46253 |
133400.0 |
¥99.5万 |
|
| 2019-05-07 |
跌破下轨 |
买入 |
7.837829999999999 |
126500.0 |
¥99.2万 |
|
| 2019-05-31 |
回到中轨 |
卖出 |
7.7922 |
126500.0 |
¥98.5万 |
|
| 2019-10-16 |
跌破下轨 |
买入 |
8.83883 |
111600.0 |
¥98.7万 |
|
| 2019-11-07 |
回到中轨 |
卖出 |
8.6913 |
111600.0 |
¥97.0万 |
|
| 2019-11-18 |
跌破下轨 |
买入 |
8.24824 |
117100.0 |
¥96.6万 |
|
| 2019-11-26 |
回到中轨 |
卖出 |
8.5914 |
117100.0 |
¥1.01M |
|
| 2020-01-22 |
跌破下轨 |
买入 |
8.46 |
119400.0 |
¥1.01M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
8.23176 |
119400.0 |
¥98.3万 |
|
| 2020-04-21 |
跌破下轨 |
买入 |
7.537529999999999 |
130600.0 |
¥98.5万 |
|
| 2020-05-06 |
回到中轨 |
卖出 |
7.61238 |
130600.0 |
¥99.4万 |
|
| 2020-12-10 |
跌破下轨 |
买入 |
8.828819999999999 |
112400.0 |
¥99.3万 |
|
| 2021-01-05 |
回到中轨 |
卖出 |
8.67132 |
112400.0 |
¥97.4万 |
|
| 2021-01-26 |
跌破下轨 |
买入 |
8.5085 |
114500.0 |
¥97.5万 |
|
| 2021-01-29 |
回到中轨 |
卖出 |
8.81118 |
114500.0 |
¥1.01M |
|
| 2021-02-05 |
跌破下轨 |
买入 |
8.358349999999998 |
120800.0 |
¥1.01M |
|
| 2021-02-22 |
回到中轨 |
卖出 |
8.641350000000001 |
120800.0 |
¥1.04M |
|
| 2021-05-31 |
跌破下轨 |
买入 |
9.489479999999999 |
109200.0 |
¥1.04M |
|
| 2021-06-25 |
回到中轨 |
卖出 |
9.620370000000001 |
109200.0 |
¥1.05M |
|
| 2021-07-21 |
跌破下轨 |
买入 |
8.97897 |
117400.0 |
¥1.05M |
|
| 2021-08-10 |
回到中轨 |
卖出 |
8.98101 |
117400.0 |
¥1.05M |
|
| 2022-01-10 |
跌破下轨 |
买入 |
9.96996 |
105000.0 |
¥1.05M |
|
| 2022-02-09 |
回到中轨 |
卖出 |
10.579409999999998 |
105000.0 |
¥1.11M |
|
| 2022-10-25 |
跌破下轨 |
买入 |
10.470460000000001 |
106800.0 |
¥1.12M |
|
| 2022-11-17 |
回到中轨 |
卖出 |
10.2897 |
106800.0 |
¥1.10M |
|
| 2023-02-06 |
跌破下轨 |
买入 |
10.40039 |
105400.0 |
¥1.10M |
|
| 2023-02-13 |
回到中轨 |
卖出 |
10.72926 |
105400.0 |
¥1.13M |
|
| 2023-06-19 |
跌破下轨 |
买入 |
12.001989999999997 |
94100.0 |
¥1.13M |
|
| 2023-06-27 |
回到中轨 |
卖出 |
12.54744 |
94100.0 |
¥1.18M |
|
| 2023-08-29 |
跌破下轨 |
买入 |
12.79278 |
92400.0 |
¥1.18M |
|
| 2023-09-15 |
回到中轨 |
卖出 |
12.717270000000001 |
92400.0 |
¥1.17M |
|
| 2023-10-26 |
跌破下轨 |
买入 |
11.64163 |
100900.0 |
¥1.17M |
|
| 2023-10-27 |
回到中轨 |
卖出 |
11.978010000000001 |
100900.0 |
¥1.21M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
12.66265 |
95600.0 |
¥1.21M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
13.256730000000001 |
95600.0 |
¥1.27M |
|
| 2024-07-26 |
跌破下轨 |
买入 |
17.8 |
71100.0 |
¥1.27M |
|
| 2024-09-24 |
回到中轨 |
卖出 |
15.85413 |
71100.0 |
¥1.13M |
|
| 2025-01-07 |
跌破下轨 |
买入 |
15.59 |
72300.0 |
¥1.13M |
|
| 2025-02-18 |
回到中轨 |
卖出 |
14.4855 |
72300.0 |
¥1.05M |
|
| 2025-09-16 |
跌破下轨 |
买入 |
13.783769999999999 |
75900.0 |
¥1.05M |
|
| 2025-10-13 |
回到中轨 |
卖出 |
13.466520000000001 |
75900.0 |
¥1.02M |
|
| 2025-11-19 |
跌破下轨 |
买入 |
13.693679999999999 |
74400.0 |
¥1.02M |
|
| 2025-12-11 |
回到中轨 |
卖出 |
13.796190000000001 |
74400.0 |
¥1.03M |
|
| 2025-12-17 |
跌破下轨 |
买入 |
13.64 |
75400.0 |
¥1.03M |
|
| 2026-01-14 |
回到中轨 |
卖出 |
13.40658 |
75400.0 |
¥1.01M |
|
| 2026-01-29 |
跌破下轨 |
买入 |
12.882869999999997 |
78300.0 |
¥1.01M |
|
| 2026-02-27 |
回到中轨 |
卖出 |
13.0869 |
78300.0 |
¥1.02M |
|
| 2026-04-09 |
跌破下轨 |
买入 |
13.553539999999998 |
75600.0 |
¥1.02M |
|
| 2026-04-29 |
回到中轨 |
卖出 |
13.47651 |
75600.0 |
¥1.02M |
|
| 2026-08-13 |
跌破下轨 |
买入 |
13.913899999999998 |
72600.0 |
¥1.01M |
|
| 2026-09-03 |
回到中轨 |
卖出 |
14.14584 |
72600.0 |
¥1.03M |
|
| 2026-11-06 |
跌破下轨 |
买入 |
15.365349999999998 |
66800.0 |
¥1.03M |
|
| 2026-11-13 |
强平 |
卖出 |
15.65 |
66800 |
¥1.05M |
回测结束强平 |