600893 航空动力 — 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: ¥1.24M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +23.90%）
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 52 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 |
2015-06-18 |
2015-07-20 |
62.070605597000004 |
53.4465 |
¥-13.8万 |
-13.92% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-25 |
39.70155689499999 |
40.4595 |
¥1.4万 |
+1.88% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-18 |
47.011049085 |
46.953 |
¥-1,342 |
-0.15% |
回到中轨 |
| 4 |
2016-01-05 |
2016-01-21 |
40.05201199999999 |
40.309650000000005 |
¥5,083 |
+0.61% |
回到中轨 |
| 5 |
2016-04-21 |
2016-06-02 |
36.887903052 |
34.3656 |
¥-6.0万 |
-6.87% |
回到中轨 |
| 6 |
2016-08-01 |
2016-08-17 |
35.09557551499999 |
35.874089999999995 |
¥1.8万 |
+2.19% |
回到中轨 |
| 7 |
2016-12-12 |
2017-01-04 |
33.34329998999999 |
33.5664 |
¥5,347 |
+0.64% |
回到中轨 |
| 8 |
2017-02-24 |
2017-03-07 |
33.593625065 |
34.0659 |
¥1.2万 |
+1.38% |
回到中轨 |
| 9 |
2017-05-09 |
2017-06-08 |
31.090374315 |
25.93404 |
¥-14.1万 |
-16.61% |
回到中轨 |
| 10 |
2017-11-03 |
2017-12-08 |
29.378150801999997 |
28.2717 |
¥-2.7万 |
-3.80% |
回到中轨 |
| 11 |
2018-01-16 |
2018-01-26 |
24.591935367999994 |
26.1 |
¥4.2万 |
+6.10% |
回到中轨 |
| 12 |
2018-02-08 |
2018-02-27 |
23.059945909 |
24.395580000000002 |
¥4.2万 |
+5.76% |
回到中轨 |
| 13 |
2018-05-31 |
2018-07-04 |
24.041220202999998 |
23.86611 |
¥-5,833 |
-0.76% |
回到中轨 |
| 14 |
2018-08-07 |
2018-08-28 |
22.088684617999995 |
23.49648 |
¥4.8万 |
+6.34% |
回到中轨 |
| 15 |
2018-10-10 |
2018-11-02 |
22.839659842999996 |
23.4765 |
¥2.2万 |
+2.76% |
回到中轨 |
| 16 |
2018-12-20 |
2019-01-08 |
22.419113717 |
22.84713 |
¥1.6万 |
+1.88% |
回到中轨 |
| 17 |
2019-02-01 |
2019-02-12 |
22.078671614999998 |
22.65732 |
¥2.2万 |
+2.59% |
回到中轨 |
| 18 |
2019-04-24 |
2019-05-29 |
25.693365698 |
23.65632 |
¥-6.9万 |
-7.96% |
回到中轨 |
| 19 |
2019-06-05 |
2019-06-26 |
22.919763866999997 |
22.58739 |
¥-1.2万 |
-1.48% |
回到中轨 |
| 20 |
2019-08-07 |
2019-08-20 |
22.048632605999995 |
22.69728 |
¥2.3万 |
+2.91% |
回到中轨 |
| 21 |
2019-09-27 |
2019-11-27 |
21.968528581999998 |
20.13984 |
¥-6.8万 |
-8.35% |
回到中轨 |
| 22 |
2020-02-04 |
2020-02-18 |
19.32509579 |
24.41 |
¥19.4万 |
+26.27% |
回到中轨 |
| 23 |
2020-10-22 |
2020-11-05 |
36.867877046 |
38.661300000000004 |
¥4.5万 |
+4.83% |
回到中轨 |
| 24 |
2021-03-09 |
2021-03-31 |
51.096354309 |
48.5514 |
¥-4.7万 |
-5.01% |
回到中轨 |
| 25 |
2021-04-13 |
2021-05-17 |
41.543949447 |
42.10785 |
¥1.2万 |
+1.33% |
回到中轨 |
| 26 |
2021-07-05 |
2021-07-13 |
45.689332689 |
51.22872 |
¥11.3万 |
+12.09% |
回到中轨 |
| 27 |
2021-09-06 |
2021-10-19 |
58.57606754999999 |
54.954989999999995 |
¥-6.5万 |
-6.21% |
回到中轨 |
| 28 |
2022-01-07 |
2022-02-24 |
58.37580748999999 |
48.74121 |
¥-16.4万 |
-16.53% |
回到中轨 |
| 29 |
2022-03-09 |
2022-03-31 |
44.567876352999996 |
45.77418 |
¥2.2万 |
+2.68% |
回到中轨 |
| 30 |
2022-04-11 |
2022-05-06 |
40.812239999999996 |
37.7622 |
¥-6.2万 |
-7.50% |
回到中轨 |
| 31 |
2022-08-25 |
2022-09-14 |
47.802076322 |
48.3516 |
¥8,828 |
+1.12% |
回到中轨 |
| 32 |
2022-09-30 |
2022-10-18 |
43.61664106799999 |
46.5534 |
¥5.4万 |
+6.70% |
回到中轨 |
| 33 |
2022-11-15 |
2022-12-01 |
43.746810106999995 |
45.35 |
¥3.1万 |
+3.63% |
回到中轨 |
| 34 |
2022-12-14 |
2023-01-04 |
43.06592590299999 |
43.64631 |
¥1.2万 |
+1.32% |
回到中轨 |
| 35 |
2023-03-30 |
2023-04-24 |
43.53653704399999 |
43.70625 |
¥3,210 |
+0.36% |
回到中轨 |
| 36 |
2023-04-26 |
2023-04-28 |
42.05461259999999 |
44.18577 |
¥4.5万 |
+5.04% |
回到中轨 |
| 37 |
2023-05-08 |
2023-06-19 |
42.234846653999995 |
40.73922 |
¥-3.4万 |
-3.57% |
回到中轨 |
| 38 |
2023-08-14 |
2023-08-31 |
38.960594672999996 |
39.28068 |
¥7,153 |
+0.79% |
回到中轨 |
| 39 |
2023-09-21 |
2023-11-07 |
36.82782503399999 |
35.57439 |
¥-3.1万 |
-3.43% |
回到中轨 |
| 40 |
2023-12-08 |
2023-12-26 |
35.105588518 |
36.14382 |
¥2.6万 |
+2.93% |
回到中轨 |
| 41 |
2024-02-05 |
2024-02-08 |
29.538358849999995 |
32.417550000000006 |
¥8.7万 |
+9.71% |
回到中轨 |
| 42 |
2024-03-27 |
2024-04-23 |
33.813911131 |
33.68628 |
¥-4,077 |
-0.41% |
回到中轨 |
| 43 |
2024-06-28 |
2024-07-12 |
35.415991610999995 |
36.5634 |
¥3.2万 |
+3.21% |
回到中轨 |
| 44 |
2024-08-19 |
2024-09-25 |
36.887903052 |
35.45 |
¥-4.0万 |
-3.93% |
回到中轨 |
| 45 |
2025-01-07 |
2025-02-07 |
38.319762481 |
39.03093 |
¥1.8万 |
+1.83% |
回到中轨 |
| 46 |
2025-02-19 |
2025-03-10 |
36.64759098 |
37.87209 |
¥3.3万 |
+3.31% |
回到中轨 |
| 47 |
2025-04-03 |
2025-05-08 |
32.572298759 |
34.445519999999995 |
¥5.8万 |
+5.72% |
回到中轨 |
| 48 |
2025-09-04 |
2025-09-25 |
38.0114 |
37.962 |
¥-1,739 |
-0.16% |
回到中轨 |
| 49 |
2026-03-23 |
2026-04-13 |
48.512999535 |
50.279669999999996 |
¥3.9万 |
+3.61% |
回到中轨 |
| 50 |
2026-04-29 |
2026-05-11 |
45.67931968599999 |
50.19975 |
¥11.2万 |
+9.86% |
回到中轨 |
| 51 |
2026-06-01 |
2026-06-23 |
41.573988456 |
41.37858 |
¥-6,214 |
-0.50% |
回到中轨 |
| 52 |
2026-07-09 |
2026-07-24 |
35.24577056 |
35.19477 |
¥-2,142 |
-0.17% |
回到中轨 |
逐笔成交记录（共 104 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-18 |
跌破下轨 |
买入 |
62.051989999999996 |
16000.0 |
¥99.3万 |
|
| 2015-07-20 |
回到中轨 |
卖出 |
53.4465 |
16000.0 |
¥85.5万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
39.68964999999999 |
19400.0 |
¥77.0万 |
|
| 2015-09-25 |
回到中轨 |
卖出 |
40.4595 |
19400.0 |
¥78.5万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
46.99695 |
18600.0 |
¥87.4万 |
|
| 2015-12-18 |
回到中轨 |
卖出 |
46.953 |
18600.0 |
¥87.3万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
40.03999999999999 |
20700.0 |
¥82.9万 |
|
| 2016-01-21 |
回到中轨 |
卖出 |
40.309650000000005 |
20700.0 |
¥83.4万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
36.87684 |
23600.0 |
¥87.1万 |
|
| 2016-06-02 |
回到中轨 |
卖出 |
34.3656 |
23600.0 |
¥81.1万 |
|
| 2016-08-01 |
跌破下轨 |
买入 |
35.085049999999995 |
23200.0 |
¥81.4万 |
|
| 2016-08-17 |
回到中轨 |
卖出 |
35.874089999999995 |
23200.0 |
¥83.2万 |
|
| 2016-12-12 |
跌破下轨 |
买入 |
33.333299999999994 |
25100.0 |
¥83.7万 |
|
| 2017-01-04 |
回到中轨 |
卖出 |
33.5664 |
25100.0 |
¥84.2万 |
|
| 2017-02-24 |
跌破下轨 |
买入 |
33.583549999999995 |
24900.0 |
¥83.6万 |
|
| 2017-03-07 |
回到中轨 |
卖出 |
34.0659 |
24900.0 |
¥84.8万 |
|
| 2017-05-09 |
跌破下轨 |
买入 |
31.081049999999998 |
27400.0 |
¥85.2万 |
|
| 2017-06-08 |
回到中轨 |
卖出 |
25.93404 |
27400.0 |
¥71.0万 |
|
| 2017-11-03 |
跌破下轨 |
买入 |
29.369339999999998 |
24100.0 |
¥70.8万 |
|
| 2017-12-08 |
回到中轨 |
卖出 |
28.2717 |
24100.0 |
¥68.1万 |
|
| 2018-01-16 |
跌破下轨 |
买入 |
24.584559999999996 |
27700.0 |
¥68.1万 |
|
| 2018-01-26 |
回到中轨 |
卖出 |
26.1 |
27700.0 |
¥72.3万 |
|
| 2018-02-08 |
跌破下轨 |
买入 |
23.05303 |
31400.0 |
¥72.4万 |
|
| 2018-02-27 |
回到中轨 |
卖出 |
24.395580000000002 |
31400.0 |
¥76.6万 |
|
| 2018-05-31 |
跌破下轨 |
买入 |
24.03401 |
32000.0 |
¥76.9万 |
|
| 2018-07-04 |
回到中轨 |
卖出 |
23.86611 |
32000.0 |
¥76.3万 |
|
| 2018-08-07 |
跌破下轨 |
买入 |
22.082059999999995 |
34500.0 |
¥76.2万 |
|
| 2018-08-28 |
回到中轨 |
卖出 |
23.49648 |
34500.0 |
¥81.0万 |
|
| 2018-10-10 |
跌破下轨 |
买入 |
22.832809999999995 |
35300.0 |
¥80.6万 |
|
| 2018-11-02 |
回到中轨 |
卖出 |
23.4765 |
35300.0 |
¥82.8万 |
|
| 2018-12-20 |
跌破下轨 |
买入 |
22.41239 |
37000.0 |
¥83.0万 |
|
| 2019-01-08 |
回到中轨 |
卖出 |
22.84713 |
37000.0 |
¥84.5万 |
|
| 2019-02-01 |
跌破下轨 |
买入 |
22.072049999999997 |
38500.0 |
¥85.0万 |
|
| 2019-02-12 |
回到中轨 |
卖出 |
22.65732 |
38500.0 |
¥87.2万 |
|
| 2019-04-24 |
跌破下轨 |
买入 |
25.68566 |
33800.0 |
¥86.8万 |
|
| 2019-05-29 |
回到中轨 |
卖出 |
23.65632 |
33800.0 |
¥79.9万 |
|
| 2019-06-05 |
跌破下轨 |
买入 |
22.912889999999997 |
35000.0 |
¥80.2万 |
|
| 2019-06-26 |
回到中轨 |
卖出 |
22.58739 |
35000.0 |
¥79.0万 |
|
| 2019-08-07 |
跌破下轨 |
买入 |
22.042019999999997 |
35800.0 |
¥78.9万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
22.69728 |
35800.0 |
¥81.2万 |
|
| 2019-09-27 |
跌破下轨 |
买入 |
21.96194 |
37000.0 |
¥81.3万 |
|
| 2019-11-27 |
回到中轨 |
卖出 |
20.13984 |
37000.0 |
¥74.5万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
19.3193 |
38200.0 |
¥73.8万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
24.41 |
38200.0 |
¥93.2万 |
|
| 2020-10-22 |
跌破下轨 |
买入 |
36.85682 |
25200.0 |
¥92.9万 |
|
| 2020-11-05 |
回到中轨 |
卖出 |
38.661300000000004 |
25200.0 |
¥97.4万 |
|
| 2021-03-09 |
跌破下轨 |
买入 |
51.08103 |
18400.0 |
¥94.0万 |
|
| 2021-03-31 |
回到中轨 |
卖出 |
48.5514 |
18400.0 |
¥89.3万 |
|
| 2021-04-13 |
跌破下轨 |
买入 |
41.53149 |
22300.0 |
¥92.6万 |
|
| 2021-05-17 |
回到中轨 |
卖出 |
42.10785 |
22300.0 |
¥93.9万 |
|
| 2021-07-05 |
跌破下轨 |
买入 |
45.67563 |
20400.0 |
¥93.2万 |
|
| 2021-07-13 |
回到中轨 |
卖出 |
51.22872 |
20400.0 |
¥1.04M |
|
| 2021-09-06 |
跌破下轨 |
买入 |
58.558499999999995 |
17900.0 |
¥1.05M |
|
| 2021-10-19 |
回到中轨 |
卖出 |
54.954989999999995 |
17900.0 |
¥98.3万 |
|
| 2022-01-07 |
跌破下轨 |
买入 |
58.35829999999999 |
17000.0 |
¥99.2万 |
|
| 2022-02-24 |
回到中轨 |
卖出 |
48.74121 |
17000.0 |
¥82.8万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
44.55450999999999 |
18600.0 |
¥82.9万 |
|
| 2022-03-31 |
回到中轨 |
卖出 |
45.77418 |
18600.0 |
¥85.1万 |
|
| 2022-04-11 |
跌破下轨 |
买入 |
40.8 |
20300.0 |
¥82.8万 |
|
| 2022-05-06 |
回到中轨 |
卖出 |
37.7622 |
20300.0 |
¥76.6万 |
|
| 2022-08-25 |
跌破下轨 |
买入 |
47.78774 |
16500.0 |
¥78.9万 |
|
| 2022-09-14 |
回到中轨 |
卖出 |
48.3516 |
16500.0 |
¥79.8万 |
|
| 2022-09-30 |
跌破下轨 |
买入 |
43.603559999999995 |
18400.0 |
¥80.3万 |
|
| 2022-10-18 |
回到中轨 |
卖出 |
46.5534 |
18400.0 |
¥85.6万 |
|
| 2022-11-15 |
跌破下轨 |
买入 |
43.733689999999996 |
19400.0 |
¥84.9万 |
|
| 2022-12-01 |
回到中轨 |
卖出 |
45.35 |
19400.0 |
¥88.0万 |
|
| 2022-12-14 |
跌破下轨 |
买入 |
43.05300999999999 |
20500.0 |
¥88.3万 |
|
| 2023-01-04 |
回到中轨 |
卖出 |
43.64631 |
20500.0 |
¥89.4万 |
|
| 2023-03-30 |
跌破下轨 |
买入 |
43.52347999999999 |
20500.0 |
¥89.2万 |
|
| 2023-04-24 |
回到中轨 |
卖出 |
43.70625 |
20500.0 |
¥89.6万 |
|
| 2023-04-26 |
跌破下轨 |
买入 |
42.041999999999994 |
21200.0 |
¥89.2万 |
|
| 2023-04-28 |
回到中轨 |
卖出 |
44.18577 |
21200.0 |
¥93.6万 |
|
| 2023-05-08 |
跌破下轨 |
买入 |
42.222179999999994 |
22300.0 |
¥94.2万 |
|
| 2023-06-19 |
回到中轨 |
卖出 |
40.73922 |
22300.0 |
¥90.8万 |
|
| 2023-08-14 |
跌破下轨 |
买入 |
38.94890999999999 |
23200.0 |
¥90.4万 |
|
| 2023-08-31 |
回到中轨 |
卖出 |
39.28068 |
23200.0 |
¥91.1万 |
|
| 2023-09-21 |
跌破下轨 |
买入 |
36.816779999999994 |
24900.0 |
¥91.7万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
35.57439 |
24900.0 |
¥88.6万 |
|
| 2023-12-08 |
跌破下轨 |
买入 |
35.09506 |
25200.0 |
¥88.5万 |
|
| 2023-12-26 |
回到中轨 |
卖出 |
36.14382 |
25200.0 |
¥91.1万 |
|
| 2024-02-05 |
跌破下轨 |
买入 |
29.529499999999995 |
30300.0 |
¥89.5万 |
|
| 2024-02-08 |
回到中轨 |
卖出 |
32.417550000000006 |
30300.0 |
¥98.2万 |
|
| 2024-03-27 |
跌破下轨 |
买入 |
33.80377 |
29600.0 |
¥1.00M |
|
| 2024-04-23 |
回到中轨 |
卖出 |
33.68628 |
29600.0 |
¥99.7万 |
|
| 2024-06-28 |
跌破下轨 |
买入 |
35.40536999999999 |
28000.0 |
¥99.2万 |
|
| 2024-07-12 |
回到中轨 |
卖出 |
36.5634 |
28000.0 |
¥1.02M |
|
| 2024-08-19 |
跌破下轨 |
买入 |
36.87684 |
27800.0 |
¥1.03M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
35.45 |
27800.0 |
¥98.5万 |
|
| 2025-01-07 |
跌破下轨 |
买入 |
38.30827 |
25700.0 |
¥98.5万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
39.03093 |
25700.0 |
¥1.00M |
|
| 2025-02-19 |
跌破下轨 |
买入 |
36.636599999999994 |
27200.0 |
¥99.7万 |
|
| 2025-03-10 |
回到中轨 |
卖出 |
37.87209 |
27200.0 |
¥1.03M |
|
| 2025-04-03 |
跌破下轨 |
买入 |
32.562529999999995 |
31300.0 |
¥1.02M |
|
| 2025-05-08 |
回到中轨 |
卖出 |
34.445519999999995 |
31300.0 |
¥1.08M |
|
| 2025-09-04 |
跌破下轨 |
买入 |
38.0 |
28600.0 |
¥1.09M |
|
| 2025-09-25 |
回到中轨 |
卖出 |
37.962 |
28600.0 |
¥1.09M |
|
| 2026-03-23 |
跌破下轨 |
买入 |
48.49844999999999 |
22100.0 |
¥1.07M |
|
| 2026-04-13 |
回到中轨 |
卖出 |
50.279669999999996 |
22100.0 |
¥1.11M |
|
| 2026-04-29 |
跌破下轨 |
买入 |
45.66561999999999 |
24800.0 |
¥1.13M |
|
| 2026-05-11 |
回到中轨 |
卖出 |
50.19975 |
24800.0 |
¥1.24M |
|
| 2026-06-01 |
跌破下轨 |
买入 |
41.56152 |
29900.0 |
¥1.24M |
|
| 2026-06-23 |
回到中轨 |
卖出 |
41.37858 |
29900.0 |
¥1.24M |
|
| 2026-07-09 |
跌破下轨 |
买入 |
35.2352 |
34800.0 |
¥1.23M |
|
| 2026-07-24 |
回到中轨 |
卖出 |
35.19477 |
34800.0 |
¥1.22M |
|